astro-perp-ccxt-dev
Version:
1,351 lines • 56.3 kB
JavaScript
'use strict';
var woo$1 = require('../woo.js');
var errors = require('../base/errors.js');
var Cache = require('../base/ws/Cache.js');
var Precise = require('../base/Precise.js');
var sha256 = require('../static_dependencies/noble-hashes/sha256.js');
// ----------------------------------------------------------------------------
// ----------------------------------------------------------------------------
class woo extends woo$1 {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'watchBalance': true,
'watchMyTrades': true,
'watchOHLCV': true,
'watchOrderBook': true,
'watchOrders': true,
'watchTicker': true,
'watchTickers': true,
'watchBidsAsks': true,
'watchTrades': true,
'watchTradesForSymbols': false,
'watchPositions': true,
},
'urls': {
'api': {
'ws': {
'public': 'wss://wss.woox.io/ws/stream',
'private': 'wss://wss.woox.io/v2/ws/private/stream',
},
},
'test': {
'ws': {
'public': 'wss://wss.staging.woox.io/ws/stream',
'private': 'wss://wss.staging.woox.io/v2/ws/private/stream',
},
},
},
'requiredCredentials': {
'apiKey': true,
'secret': true,
'uid': true,
},
'options': {
'tradesLimit': 1000,
'ordersLimit': 1000,
'requestId': {},
'watchPositions': {
'fetchPositionsSnapshot': true,
'awaitPositionsSnapshot': true, // whether to wait for the positions snapshot before providing updates
},
},
'streaming': {
'ping': this.ping,
'keepAlive': 9000,
},
'exceptions': {
'ws': {
'exact': {
'Auth is needed.': errors.AuthenticationError,
},
},
},
});
}
requestId(url) {
const options = this.safeValue(this.options, 'requestId', {});
const previousValue = this.safeInteger(options, url, 0);
const newValue = this.sum(previousValue, 1);
this.options['requestId'][url] = newValue;
return newValue;
}
async watchPublic(messageHash, message) {
const urlUid = (this.uid) ? '/' + this.uid : '';
const url = this.urls['api']['ws']['public'] + urlUid;
const requestId = this.requestId(url);
const subscribe = {
'id': requestId,
};
const request = this.extend(subscribe, message);
return await this.watch(url, messageHash, request, messageHash, subscribe);
}
/**
* @method
* @name woo#watchOrderBook
* @see https://docs.woox.io/#orderbookupdate
* @see https://docs.woox.io/#orderbook
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @param {string} symbol unified symbol of the market to fetch the order book for
* @param {int} [limit] the maximum amount of order book entries to return.
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.method] either (default) 'orderbook' or 'orderbookupdate', default is 'orderbook'
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
*/
async watchOrderBook(symbol, limit = undefined, params = {}) {
await this.loadMarkets();
let method = undefined;
[method, params] = this.handleOptionAndParams(params, 'watchOrderBook', 'method', 'orderbook');
const market = this.market(symbol);
const topic = market['id'] + '@' + method;
const urlUid = (this.uid) ? '/' + this.uid : '';
const url = this.urls['api']['ws']['public'] + urlUid;
const requestId = this.requestId(url);
const request = {
'event': 'subscribe',
'topic': topic,
'id': requestId,
};
const subscription = {
'id': requestId.toString(),
'name': method,
'symbol': symbol,
'limit': limit,
'params': params,
};
if (method === 'orderbookupdate') {
subscription['method'] = this.handleOrderBookSubscription;
}
const orderbook = await this.watch(url, topic, this.extend(request, params), topic, subscription);
return orderbook.limit();
}
handleOrderBook(client, message) {
//
// {
// "topic": "PERP_BTC_USDT@orderbookupdate",
// "ts": 1722500373999,
// "data": {
// "symbol": "PERP_BTC_USDT",
// "prevTs": 1722500373799,
// "bids": [
// [
// 0.30891,
// 2469.98
// ]
// ],
// "asks": [
// [
// 0.31075,
// 2379.63
// ]
// ]
// }
// }
//
const data = this.safeDict(message, 'data');
const marketId = this.safeString(data, 'symbol');
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const topic = this.safeString(message, 'topic');
const method = this.safeString(topic.split('@'), 1);
if (method === 'orderbookupdate') {
if (!(symbol in this.orderbooks)) {
return;
}
const orderbook = this.orderbooks[symbol];
const timestamp = this.safeInteger(orderbook, 'timestamp');
if (timestamp === undefined) {
orderbook.cache.push(message);
}
else {
try {
const ts = this.safeInteger(message, 'ts');
if (ts > timestamp) {
this.handleOrderBookMessage(client, message, orderbook);
client.resolve(orderbook, topic);
}
}
catch (e) {
delete this.orderbooks[symbol];
delete client.subscriptions[topic];
client.reject(e, topic);
}
}
}
else {
if (!(symbol in this.orderbooks)) {
const defaultLimit = this.safeInteger(this.options, 'watchOrderBookLimit', 1000);
const subscription = client.subscriptions[topic];
const limit = this.safeInteger(subscription, 'limit', defaultLimit);
this.orderbooks[symbol] = this.orderBook({}, limit);
}
const orderbook = this.orderbooks[symbol];
const timestamp = this.safeInteger(message, 'ts');
const snapshot = this.parseOrderBook(data, symbol, timestamp, 'bids', 'asks');
orderbook.reset(snapshot);
client.resolve(orderbook, topic);
}
}
handleOrderBookSubscription(client, message, subscription) {
const defaultLimit = this.safeInteger(this.options, 'watchOrderBookLimit', 1000);
const limit = this.safeInteger(subscription, 'limit', defaultLimit);
const symbol = this.safeString(subscription, 'symbol'); // watchOrderBook
if (symbol in this.orderbooks) {
delete this.orderbooks[symbol];
}
this.orderbooks[symbol] = this.orderBook({}, limit);
this.spawn(this.fetchOrderBookSnapshot, client, message, subscription);
}
async fetchOrderBookSnapshot(client, message, subscription) {
const symbol = this.safeString(subscription, 'symbol');
const messageHash = this.safeString(message, 'topic');
try {
const defaultLimit = this.safeInteger(this.options, 'watchOrderBookLimit', 1000);
const limit = this.safeInteger(subscription, 'limit', defaultLimit);
const params = this.safeValue(subscription, 'params');
const snapshot = await this.fetchRestOrderBookSafe(symbol, limit, params);
if (this.safeValue(this.orderbooks, symbol) === undefined) {
// if the orderbook is dropped before the snapshot is received
return;
}
const orderbook = this.orderbooks[symbol];
orderbook.reset(snapshot);
const messages = orderbook.cache;
for (let i = 0; i < messages.length; i++) {
const messageItem = messages[i];
const ts = this.safeInteger(messageItem, 'ts');
if (ts < orderbook['timestamp']) {
continue;
}
else {
this.handleOrderBookMessage(client, messageItem, orderbook);
}
}
this.orderbooks[symbol] = orderbook;
client.resolve(orderbook, messageHash);
}
catch (e) {
delete client.subscriptions[messageHash];
client.reject(e, messageHash);
}
}
handleOrderBookMessage(client, message, orderbook) {
const data = this.safeDict(message, 'data');
this.handleDeltas(orderbook['asks'], this.safeValue(data, 'asks', []));
this.handleDeltas(orderbook['bids'], this.safeValue(data, 'bids', []));
const timestamp = this.safeInteger(message, 'ts');
orderbook['timestamp'] = timestamp;
orderbook['datetime'] = this.iso8601(timestamp);
return orderbook;
}
handleDelta(bookside, delta) {
const price = this.safeFloat2(delta, 'price', 0);
const amount = this.safeFloat2(delta, 'quantity', 1);
bookside.store(price, amount);
}
handleDeltas(bookside, deltas) {
for (let i = 0; i < deltas.length; i++) {
this.handleDelta(bookside, deltas[i]);
}
}
/**
* @method
* @name woo#watchTicker
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchTicker(symbol, params = {}) {
await this.loadMarkets();
const name = 'ticker';
const market = this.market(symbol);
symbol = market['symbol'];
const topic = market['id'] + '@' + name;
const request = {
'event': 'subscribe',
'topic': topic,
};
const message = this.extend(request, params);
return await this.watchPublic(topic, message);
}
parseWsTicker(ticker, market = undefined) {
//
// {
// "symbol": "PERP_BTC_USDT",
// "open": 19441.5,
// "close": 20147.07,
// "high": 20761.87,
// "low": 19320.54,
// "volume": 2481.103,
// "amount": 50037935.0286,
// "count": 3689
// }
//
return this.safeTicker({
'symbol': this.safeSymbol(undefined, market),
'timestamp': undefined,
'datetime': undefined,
'high': this.safeString(ticker, 'high'),
'low': this.safeString(ticker, 'low'),
'bid': undefined,
'bidVolume': undefined,
'ask': undefined,
'askVolume': undefined,
'vwap': undefined,
'open': this.safeString(ticker, 'open'),
'close': this.safeString(ticker, 'close'),
'last': undefined,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': this.safeString(ticker, 'volume'),
'quoteVolume': this.safeString(ticker, 'amount'),
'info': ticker,
}, market);
}
handleTicker(client, message) {
//
// {
// "topic": "PERP_BTC_USDT@ticker",
// "ts": 1657120017000,
// "data": {
// "symbol": "PERP_BTC_USDT",
// "open": 19441.5,
// "close": 20147.07,
// "high": 20761.87,
// "low": 19320.54,
// "volume": 2481.103,
// "amount": 50037935.0286,
// "count": 3689
// }
// }
//
const data = this.safeValue(message, 'data');
const topic = this.safeValue(message, 'topic');
const marketId = this.safeString(data, 'symbol');
const market = this.safeMarket(marketId);
const timestamp = this.safeInteger(message, 'ts');
data['date'] = timestamp;
const ticker = this.parseWsTicker(data, market);
ticker['symbol'] = market['symbol'];
this.tickers[market['symbol']] = ticker;
client.resolve(ticker, topic);
return message;
}
/**
* @method
* @name woo#watchTickers
* @see https://docs.woox.io/#24h-tickers
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
* @param {string[]} symbols unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchTickers(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const name = 'tickers';
const topic = name;
const request = {
'event': 'subscribe',
'topic': topic,
};
const message = this.extend(request, params);
const tickers = await this.watchPublic(topic, message);
return this.filterByArray(tickers, 'symbol', symbols);
}
handleTickers(client, message) {
//
// {
// "topic":"tickers",
// "ts":1618820615000,
// "data":[
// {
// "symbol":"SPOT_OKB_USDT",
// "open":16.297,
// "close":17.183,
// "high":24.707,
// "low":11.997,
// "volume":0,
// "amount":0,
// "count":0
// },
// {
// "symbol":"SPOT_XRP_USDT",
// "open":1.3515,
// "close":1.43794,
// "high":1.96674,
// "low":0.39264,
// "volume":750127.1,
// "amount":985440.5122,
// "count":396
// },
// ...
// ]
// }
//
const topic = this.safeValue(message, 'topic');
const data = this.safeValue(message, 'data');
const timestamp = this.safeInteger(message, 'ts');
const result = [];
for (let i = 0; i < data.length; i++) {
const marketId = this.safeString(data[i], 'symbol');
const market = this.safeMarket(marketId);
const ticker = this.parseWsTicker(this.extend(data[i], { 'date': timestamp }), market);
this.tickers[market['symbol']] = ticker;
result.push(ticker);
}
client.resolve(result, topic);
}
/**
* @method
* @name woo#watchBidsAsks
* @see https://docs.woox.io/#bbos
* @description watches best bid & ask for symbols
* @param {string[]} symbols unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchBidsAsks(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false);
const name = 'bbos';
const topic = name;
const request = {
'event': 'subscribe',
'topic': topic,
};
const message = this.extend(request, params);
const tickers = await this.watchPublic(topic, message);
if (this.newUpdates) {
return tickers;
}
return this.filterByArray(this.bidsasks, 'symbol', symbols);
}
handleBidAsk(client, message) {
//
// {
// "topic": "bbos",
// "ts": 1618822376000,
// "data": [
// {
// "symbol": "SPOT_FIL_USDT",
// "ask": 159.0318,
// "askSize": 370.43,
// "bid": 158.9158,
// "bidSize": 16
// }
// ]
// }
//
const topic = this.safeString(message, 'topic');
const data = this.safeList(message, 'data', []);
const timestamp = this.safeInteger(message, 'ts');
const result = {};
for (let i = 0; i < data.length; i++) {
const ticker = this.safeDict(data, i);
ticker['ts'] = timestamp;
const parsedTicker = this.parseWsBidAsk(ticker);
const symbol = parsedTicker['symbol'];
this.bidsasks[symbol] = parsedTicker;
result[symbol] = parsedTicker;
}
client.resolve(result, topic);
}
parseWsBidAsk(ticker, market = undefined) {
const marketId = this.safeString(ticker, 'symbol');
market = this.safeMarket(marketId, market);
const symbol = this.safeString(market, 'symbol');
const timestamp = this.safeInteger(ticker, 'ts');
return this.safeTicker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'ask': this.safeString(ticker, 'ask'),
'askVolume': this.safeString(ticker, 'askSize'),
'bid': this.safeString(ticker, 'bid'),
'bidVolume': this.safeString(ticker, 'bidSize'),
'info': ticker,
}, market);
}
/**
* @method
* @name woo#watchOHLCV
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://docs.woox.io/#k-line
* @param {string} symbol unified symbol of the market to fetch OHLCV data for
* @param {string} timeframe the length of time each candle represents
* @param {int} [since] timestamp in ms of the earliest candle to fetch
* @param {int} [limit] the maximum amount of candles to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
if ((timeframe !== '1m') && (timeframe !== '5m') && (timeframe !== '15m') && (timeframe !== '30m') && (timeframe !== '1h') && (timeframe !== '1d') && (timeframe !== '1w') && (timeframe !== '1M')) {
throw new errors.ExchangeError(this.id + ' watchOHLCV timeframe argument must be 1m, 5m, 15m, 30m, 1h, 1d, 1w, 1M');
}
const market = this.market(symbol);
const interval = this.safeString(this.timeframes, timeframe, timeframe);
const name = 'kline';
const topic = market['id'] + '@' + name + '_' + interval;
const request = {
'event': 'subscribe',
'topic': topic,
};
const message = this.extend(request, params);
const ohlcv = await this.watchPublic(topic, message);
if (this.newUpdates) {
limit = ohlcv.getLimit(market['symbol'], limit);
}
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
}
handleOHLCV(client, message) {
//
// {
// "topic":"SPOT_BTC_USDT@kline_1m",
// "ts":1618822432146,
// "data":{
// "symbol":"SPOT_BTC_USDT",
// "type":"1m",
// "open":56948.97,
// "close":56891.76,
// "high":56948.97,
// "low":56889.06,
// "volume":44.00947568,
// "amount":2504584.9,
// "startTime":1618822380000,
// "endTime":1618822440000
// }
// }
//
const data = this.safeValue(message, 'data');
const topic = this.safeValue(message, 'topic');
const marketId = this.safeString(data, 'symbol');
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const interval = this.safeString(data, 'type');
const timeframe = this.findTimeframe(interval);
const parsed = [
this.safeInteger(data, 'startTime'),
this.safeFloat(data, 'open'),
this.safeFloat(data, 'high'),
this.safeFloat(data, 'low'),
this.safeFloat(data, 'close'),
this.safeFloat(data, 'volume'),
];
this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});
let stored = this.safeValue(this.ohlcvs[symbol], timeframe);
if (stored === undefined) {
const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
stored = new Cache.ArrayCacheByTimestamp(limit);
this.ohlcvs[symbol][timeframe] = stored;
}
stored.append(parsed);
client.resolve(stored, topic);
}
/**
* @method
* @name woo#watchTrades
* @description watches information on multiple trades made in a market
* @see https://docs.woox.io/#trade
* @param {string} symbol unified market symbol of the market trades were made in
* @param {int} [since] the earliest time in ms to fetch trades for
* @param {int} [limit] the maximum number of trade structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure}
*/
async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
const topic = market['id'] + '@trade';
const request = {
'event': 'subscribe',
'topic': topic,
};
const message = this.extend(request, params);
const trades = await this.watchPublic(topic, message);
if (this.newUpdates) {
limit = trades.getLimit(market['symbol'], limit);
}
return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
}
handleTrade(client, message) {
//
// {
// "topic":"SPOT_ADA_USDT@trade",
// "ts":1618820361552,
// "data":{
// "symbol":"SPOT_ADA_USDT",
// "price":1.27988,
// "size":300,
// "side":"BUY",
// "source":0
// }
// }
//
const topic = this.safeString(message, 'topic');
const timestamp = this.safeInteger(message, 'ts');
const data = this.safeValue(message, 'data');
const marketId = this.safeString(data, 'symbol');
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const trade = this.parseWsTrade(this.extend(data, { 'timestamp': timestamp }), market);
let tradesArray = this.safeValue(this.trades, symbol);
if (tradesArray === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
tradesArray = new Cache.ArrayCache(limit);
}
tradesArray.append(trade);
this.trades[symbol] = tradesArray;
client.resolve(tradesArray, topic);
}
parseWsTrade(trade, market = undefined) {
//
// {
// "symbol":"SPOT_ADA_USDT",
// "timestamp":1618820361552,
// "price":1.27988,
// "size":300,
// "side":"BUY",
// "source":0
// }
// private trade
// {
// "msgType": 0, // execution report
// "symbol": "SPOT_BTC_USDT",
// "clientOrderId": 0,
// "orderId": 54774393,
// "type": "MARKET",
// "side": "BUY",
// "quantity": 0.0,
// "price": 0.0,
// "tradeId": 56201985,
// "executedPrice": 23534.06,
// "executedQuantity": 0.00040791,
// "fee": 2.1E-7,
// "feeAsset": "BTC",
// "totalExecutedQuantity": 0.00040791,
// "avgPrice": 23534.06,
// "status": "FILLED",
// "reason": "",
// "orderTag": "default",
// "totalFee": 2.1E-7,
// "feeCurrency": "BTC",
// "totalRebate": 0,
// "rebateCurrency": "USDT",
// "visible": 0.0,
// "timestamp": 1675406261689,
// "reduceOnly": false,
// "maker": false
// }
//
const marketId = this.safeString(trade, 'symbol');
market = this.safeMarket(marketId, market);
const symbol = market['symbol'];
const price = this.safeString2(trade, 'executedPrice', 'price');
const amount = this.safeString2(trade, 'executedQuantity', 'size');
const cost = Precise["default"].stringMul(price, amount);
const side = this.safeStringLower(trade, 'side');
const timestamp = this.safeInteger(trade, 'timestamp');
const maker = this.safeBool(trade, 'marker');
let takerOrMaker = undefined;
if (maker !== undefined) {
takerOrMaker = maker ? 'maker' : 'taker';
}
const type = this.safeStringLower(trade, 'type');
let fee = undefined;
const feeCost = this.safeNumber(trade, 'fee');
if (feeCost !== undefined) {
fee = {
'cost': feeCost,
'currency': this.safeCurrencyCode(this.safeString(trade, 'feeCurrency')),
};
}
return this.safeTrade({
'id': this.safeString(trade, 'tradeId'),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': symbol,
'side': side,
'price': price,
'amount': amount,
'cost': cost,
'order': this.safeString(trade, 'orderId'),
'takerOrMaker': takerOrMaker,
'type': type,
'fee': fee,
'info': trade,
}, market);
}
checkRequiredUid(error = true) {
if (!this.uid) {
if (error) {
throw new errors.AuthenticationError(this.id + ' requires `uid` credential (woox calls it `application_id`)');
}
else {
return false;
}
}
return true;
}
async authenticate(params = {}) {
this.checkRequiredCredentials();
const url = this.urls['api']['ws']['private'] + '/' + this.uid;
const client = this.client(url);
const messageHash = 'authenticated';
const event = 'auth';
const future = client.future(messageHash);
const authenticated = this.safeValue(client.subscriptions, messageHash);
if (authenticated === undefined) {
const ts = this.nonce().toString();
const auth = '|' + ts;
const signature = this.hmac(this.encode(auth), this.encode(this.secret), sha256.sha256);
const request = {
'event': event,
'params': {
'apikey': this.apiKey,
'sign': signature,
'timestamp': ts,
},
};
const message = this.extend(request, params);
this.watch(url, messageHash, message, messageHash, message);
}
return await future;
}
async watchPrivate(messageHash, message, params = {}) {
await this.authenticate(params);
const url = this.urls['api']['ws']['private'] + '/' + this.uid;
const requestId = this.requestId(url);
const subscribe = {
'id': requestId,
};
const request = this.extend(subscribe, message);
return await this.watch(url, messageHash, request, messageHash, subscribe);
}
async watchPrivateMultiple(messageHashes, message, params = {}) {
await this.authenticate(params);
const url = this.urls['api']['ws']['private'] + '/' + this.uid;
const requestId = this.requestId(url);
const subscribe = {
'id': requestId,
};
const request = this.extend(subscribe, message);
return await this.watchMultiple(url, messageHashes, request, messageHashes, subscribe);
}
/**
* @method
* @name woo#watchOrders
* @see https://docs.woox.io/#executionreport
* @see https://docs.woox.io/#algoexecutionreportv2
* @description watches information on multiple orders made by the user
* @param {string} symbol unified market symbol of the market orders were made in
* @param {int} [since] the earliest time in ms to fetch orders for
* @param {int} [limit] the maximum number of order structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {bool} [params.trigger] true if trigger order
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const trigger = this.safeBool2(params, 'stop', 'trigger', false);
const topic = (trigger) ? 'algoexecutionreportv2' : 'executionreport';
params = this.omit(params, ['stop', 'trigger']);
let messageHash = topic;
if (symbol !== undefined) {
const market = this.market(symbol);
symbol = market['symbol'];
messageHash += ':' + symbol;
}
const request = {
'event': 'subscribe',
'topic': topic,
};
const message = this.extend(request, params);
const orders = await this.watchPrivate(messageHash, message);
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
}
/**
* @method
* @name woo#watchMyTrades
* @see https://docs.woox.io/#executionreport
* @see https://docs.woox.io/#algoexecutionreportv2
* @description watches information on multiple trades made by the user
* @param {string} symbol unified market symbol of the market orders were made in
* @param {int} [since] the earliest time in ms to fetch orders for
* @param {int} [limit] the maximum number of order structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {bool} [params.trigger] true if trigger order
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure}
*/
async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const trigger = this.safeBool2(params, 'stop', 'trigger', false);
const topic = (trigger) ? 'algoexecutionreportv2' : 'executionreport';
params = this.omit(params, ['stop', 'trigger']);
let messageHash = 'myTrades';
if (symbol !== undefined) {
const market = this.market(symbol);
symbol = market['symbol'];
messageHash += ':' + symbol;
}
const request = {
'event': 'subscribe',
'topic': topic,
};
const message = this.extend(request, params);
const trades = await this.watchPrivate(messageHash, message);
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
}
parseWsOrder(order, market = undefined) {
//
// {
// "symbol": "PERP_BTC_USDT",
// "clientOrderId": 0,
// "orderId": 52952826,
// "type": "LIMIT",
// "side": "SELL",
// "quantity": 0.01,
// "price": 22000,
// "tradeId": 0,
// "executedPrice": 0,
// "executedQuantity": 0,
// "fee": 0,
// "feeAsset": "USDT",
// "totalExecutedQuantity": 0,
// "status": "NEW",
// "reason": '',
// "orderTag": "default",
// "totalFee": 0,
// "visible": 0.01,
// "timestamp": 1657515556799,
// "reduceOnly": false,
// "maker": false
// }
//
const orderId = this.safeString(order, 'orderId');
const marketId = this.safeString(order, 'symbol');
market = this.market(marketId);
const symbol = market['symbol'];
const timestamp = this.safeInteger(order, 'timestamp');
const fee = {
'cost': this.safeString(order, 'totalFee'),
'currency': this.safeString(order, 'feeAsset'),
};
const priceString = this.safeString(order, 'price');
let price = this.safeNumber(order, 'price');
const avgPrice = this.safeNumber(order, 'avgPrice');
if (Precise["default"].stringEq(priceString, '0') && (avgPrice !== undefined)) {
price = avgPrice;
}
const amount = this.safeFloat(order, 'quantity');
const side = this.safeStringLower(order, 'side');
const type = this.safeStringLower(order, 'type');
const filled = this.safeNumber(order, 'totalExecutedQuantity');
const totalExecQuantity = this.safeFloat(order, 'totalExecutedQuantity');
let remaining = amount;
if (amount >= totalExecQuantity) {
remaining -= totalExecQuantity;
}
const rawStatus = this.safeString(order, 'status');
const status = this.parseOrderStatus(rawStatus);
const trades = undefined;
const clientOrderId = this.safeString(order, 'clientOrderId');
return this.safeOrder({
'info': order,
'symbol': symbol,
'id': orderId,
'clientOrderId': clientOrderId,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'lastTradeTimestamp': timestamp,
'type': type,
'timeInForce': undefined,
'postOnly': undefined,
'side': side,
'price': price,
'stopPrice': undefined,
'triggerPrice': undefined,
'amount': amount,
'cost': undefined,
'average': avgPrice,
'filled': filled,
'remaining': remaining,
'status': status,
'fee': fee,
'trades': trades,
});
}
handleOrderUpdate(client, message) {
//
// {
// "topic": "executionreport",
// "ts": 1657515556799,
// "data": {
// "symbol": "PERP_BTC_USDT",
// "clientOrderId": 0,
// "orderId": 52952826,
// "type": "LIMIT",
// "side": "SELL",
// "quantity": 0.01,
// "price": 22000,
// "tradeId": 0,
// "executedPrice": 0,
// "executedQuantity": 0,
// "fee": 0,
// "feeAsset": "USDT",
// "totalExecutedQuantity": 0,
// "status": "NEW",
// "reason": '',
// "orderTag": "default",
// "totalFee": 0,
// "visible": 0.01,
// "timestamp": 1657515556799,
// "reduceOnly": false,
// "maker": false
// }
// }
//
const topic = this.safeString(message, 'topic');
const data = this.safeValue(message, 'data');
if (Array.isArray(data)) {
// algoexecutionreportv2
for (let i = 0; i < data.length; i++) {
const order = data[i];
const tradeId = this.omitZero(this.safeString(data, 'tradeId'));
if (tradeId !== undefined) {
this.handleMyTrade(client, order);
}
this.handleOrder(client, order, topic);
}
}
else {
// executionreport
const tradeId = this.omitZero(this.safeString(data, 'tradeId'));
if (tradeId !== undefined) {
this.handleMyTrade(client, data);
}
this.handleOrder(client, data, topic);
}
}
handleOrder(client, message, topic) {
const parsed = this.parseWsOrder(message);
const symbol = this.safeString(parsed, 'symbol');
const orderId = this.safeString(parsed, 'id');
if (symbol !== undefined) {
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
this.orders = new Cache.ArrayCacheBySymbolById(limit);
}
const cachedOrders = this.orders;
const orders = this.safeValue(cachedOrders.hashmap, symbol, {});
const order = this.safeValue(orders, orderId);
if (order !== undefined) {
const fee = this.safeValue(order, 'fee');
if (fee !== undefined) {
parsed['fee'] = fee;
}
const fees = this.safeValue(order, 'fees');
if (fees !== undefined) {
parsed['fees'] = fees;
}
parsed['trades'] = this.safeValue(order, 'trades');
parsed['timestamp'] = this.safeInteger(order, 'timestamp');
parsed['datetime'] = this.safeString(order, 'datetime');
}
cachedOrders.append(parsed);
client.resolve(this.orders, topic);
const messageHashSymbol = topic + ':' + symbol;
client.resolve(this.orders, messageHashSymbol);
}
}
handleMyTrade(client, message) {
//
// {
// "msgType": 0, // execution report
// "symbol": "SPOT_BTC_USDT",
// "clientOrderId": 0,
// "orderId": 54774393,
// "type": "MARKET",
// "side": "BUY",
// "quantity": 0.0,
// "price": 0.0,
// "tradeId": 56201985,
// "executedPrice": 23534.06,
// "executedQuantity": 0.00040791,
// "fee": 2.1E-7,
// "feeAsset": "BTC",
// "totalExecutedQuantity": 0.00040791,
// "avgPrice": 23534.06,
// "status": "FILLED",
// "reason": "",
// "orderTag": "default",
// "totalFee": 2.1E-7,
// "feeCurrency": "BTC",
// "totalRebate": 0,
// "rebateCurrency": "USDT",
// "visible": 0.0,
// "timestamp": 1675406261689,
// "reduceOnly": false,
// "maker": false
// }
//
let myTrades = this.myTrades;
if (myTrades === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
myTrades = new Cache.ArrayCacheBySymbolById(limit);
}
const trade = this.parseWsTrade(message);
myTrades.append(trade);
let messageHash = 'myTrades:' + trade['symbol'];
client.resolve(myTrades, messageHash);
messageHash = 'myTrades';
client.resolve(myTrades, messageHash);
}
/**
* @method
* @name woo#watchPositions
* @see https://docs.woox.io/#position-push
* @description watch all open positions
* @param {string[]|undefined} symbols list of unified market symbols
* @param since
* @param limit
* @param {object} params extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [position structure]{@link https://docs.ccxt.com/en/latest/manual.html#position-structure}
*/
async watchPositions(symbols = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const messageHashes = [];
symbols = this.marketSymbols(symbols);
if (!this.isEmpty(symbols)) {
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
messageHashes.push('positions::' + symbol);
}
}
else {
messageHashes.push('positions');
}
const url = this.urls['api']['ws']['private'] + '/' + this.uid;
const client = this.client(url);
this.setPositionsCache(client, symbols);
const fetchPositionsSnapshot = this.handleOption('watchPositions', 'fetchPositionsSnapshot', true);
const awaitPositionsSnapshot = this.handleOption('watchPositions', 'awaitPositionsSnapshot', true);
if (fetchPositionsSnapshot && awaitPositionsSnapshot && this.positions === undefined) {
const snapshot = await client.future('fetchPositionsSnapshot');
return this.filterBySymbolsSinceLimit(snapshot, symbols, since, limit, true);
}
const request = {
'event': 'subscribe',
'topic': 'position',
};
const newPositions = await this.watchPrivateMultiple(messageHashes, request, params);
if (this.newUpdates) {
return newPositions;
}
return this.filterBySymbolsSinceLimit(this.positions, symbols, since, limit, true);
}
setPositionsCache(client, type, symbols = undefined) {
const fetchPositionsSnapshot = this.handleOption('watchPositions', 'fetchPositionsSnapshot', false);
if (fetchPositionsSnapshot) {
const messageHash = 'fetchPositionsSnapshot';
if (!(messageHash in client.futures)) {
client.future(messageHash);
this.spawn(this.loadPositionsSnapshot, client, messageHash);
}
}
else {
this.positions = new Cache.ArrayCacheBySymbolBySide();
}
}
async loadPositionsSnapshot(client, messageHash) {
const positions = await this.fetchPositions();
this.positions = new Cache.ArrayCacheBySymbolBySide();
const cache = this.positions;
for (let i = 0; i < positions.length; i++) {
const position = positions[i];
const contracts = this.safeNumber(position, 'contracts', 0);
if (contracts > 0) {
cache.append(position);
}
}
// don't remove the future from the .futures cache
const future = client.futures[messageHash];
future.resolve(cache);
client.resolve(cache, 'positions');
}
handlePositions(client, message) {
//
// {
// "topic":"position",
// "ts":1705292345255,
// "data":{
// "positions":{
// "PERP_LTC_USDT":{
// "holding":1,
// "pendingLongQty":0,
// "pendingShortQty":0,
// "averageOpenPrice":71.53,
// "pnl24H":0,
// "fee24H":0.07153,
// "settlePrice":71.53,
// "markPrice":71.32098452065145,
// "version":7886,
// "openingTime":1705292304267,
// "pnl24HPercentage":0,
// "adlQuantile":1,
// "positionSide":"BOTH"
// }
// }
// }
// }
//
const data = this.safeValue(message, 'data', {});
const rawPositions = this.safeValue(data, 'positions', {});
const postitionsIds = Object.keys(rawPositions);
if (this.positions === undefined) {
this.positions = new Cache.ArrayCacheBySymbolBySide();
}
const cache = this.positions;
const newPositions = [];
for (let i = 0; i < postitionsIds.length; i++) {
const marketId = postitionsIds[i];
const market = this.safeMarket(marketId);
const rawPosition = rawPositions[marketId];
const position = this.parsePosition(rawPosition, market);
newPositions.push(position);
cache.append(position);
const messageHash = 'positions::' + market['symbol'];
client.resolve(position, messageHash);
}
client.resolve(newPositions, 'positions');
}
/**
* @method
* @see https://docs.woox.io/#balance
* @name woo#watchBalance
* @description watch balance and get the amount of funds available for trading or funds locked in orders
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
*/
async watchBalance(params = {}) {
await this.loadMarkets();
const topic = 'balance';
const messageHash = topic;
const request = {
'event': 'subscribe',
'topic': topic,
};
const message = this.extend(request, params);
return await this.watchPrivate(messageHash, message);
}
handleBalance(client, message) {
//
// {
// "topic": "balance",
// "ts": 1695716888789,
// "data": {
// "balances": {
// "USDT": {
// "holding": 266.56059176,
// "frozen": 0,
// "interest": 0,
// "pendingShortQty": 0,
// "pendingExposure": 0,
// "pendingLongQty": 0,
// "pendingLongExposure": 0,
// "version": 37,
// "staked": 0,
// "unbonding": 0,
// "vault": 0,
// "averageOpenPrice": 0,
// "pnl24H": 0,
// "fee24H": 0,
// "markPrice": 1,
// "pnl24HPercentage": 0
// }
// }
//
// }
//
const data = this.safeValue(message, 'data');
const balances = this.safeValue(data, 'balances');
const keys = Object.keys(balances);
const ts = this.safeInteger(message, 'ts');
this.balance['info'] = data;
this.balance['timestamp'] = ts;
this.balance['datetime'] = this.iso8601(ts);
for (let i = 0; i < keys.length; i++) {
const key = keys[i];
const value = balances[key];
const code = this.safeCurrencyCode(key);
const account = (code in this.balance) ? this.balance[code] : this.account();
const total = this.safeString(value, 'holding');
const used = this.safeString(value, 'frozen');
account['total'] = total;
account['used'] = used;
account['free'] = Precise["default"].stringSub(total, used);
this.balance[code] = account;
}
this.balance = this.safeBalance(this.balance);
client.resolve(this.balance, 'balance');
}
handleErrorMessage(client, message) {
//
// {"id":"1","event":"subscribe","success":false,"ts":1710780997216,"errorMsg":"Auth is needed."}
//
if (!('success' in message)) {
return false;
}
const success = this.safeBool(message, 'success');
if (success) {
return false;
}
const errorMessage = this.safeString(message, 'errorMsg');
try {
if (errorMessage !== undefined) {
const feedback = this.id + ' ' + this.json(message);
this.throwExactlyMatchedException(this.exceptions['exact'], errorMessage, feedback);
}
return false;
}
catch (error) {
if (error instanceof errors.AuthenticationError) {
const messageHash = 'authenticated';
client.reject(error, messageHash);
if (messageHash in client.subscriptions) {
delete client.subscriptions[messageHash];
}
}
else {
client.reject(error);
}
return true;
}
}
handleMessage(client, message) {
if (this.handleErrorMessage(client, message)) {
return;
}
const methods = {
'ping': this.handlePing,
'pong': this.handlePong,
'subscribe': this.handleSubscribe,
'orderbook': this.handleOrderBook,
'orderbookupdate': this.handleOrderBook,
'ticker': this.handleTicker,
'tickers': this.handleTickers,
'kline': this.handleOHLCV,
'auth': this.handleAuth,
'executionreport': this.handleOrderUpdate,
'algoexecutionreportv2': this.handleOrderUpdate,
'trade': this.handleTrade,
'balance': this.handleBalance,
'position': this.handlePositions,
'bbos': this.handleBidAsk,
};
const event = this.safeString(message, 'event');
let method = this.safeValue(methods, event);
if (method !== undefined) {
method.call(this, client, message);
return;
}
const topic = this.safeString(message, 'topic');
if (topic !== undefined) {
method = this.safeValue(methods, topic);
if (method !== undefined) {
method.call(this, client, message);
return;
}
const splitTopic = topic.split('@');
const splitLength = splitTopic.length;
if (splitLength === 2) {
const name = this.safeString(splitTopic, 1);
method = this.safeValue(methods, name);
if (method !== undefined) {
method.call(this, client, message);
return;
}
const splitName = name.split('_');
const splitNameLength = splitTopic.length;
if (splitNameLength === 2) {
method = this.safeValue(methods, this.safeString(splitName, 0));
if (method !== undefined) {
method.call(this, client, message);
}
}
}
}
}
ping(client) {
return { 'event': 'ping' };
}
handlePing(client, message) {
return { 'event': 'pong' };
}
handlePong(client, message) {
//
// { event: "pong", ts: 1657117026090 }
//
client.lastPong = this.milliseconds();
return message;
}
handleSubscribe(client, message) {
//
// {
// "id": "666888",
// "event": "subscribe",
// "success": true,
// "ts": 1657117712212
// }
//
const id = this.safeString(message, 'id');
const subscriptionsById = this.indexBy(client.subscriptions, 'id');
const subscription = this.safeValue(subscriptionsById, id, {});
const method = this.safeValue(subscription, 'method');
if (method !== undefined) {
method.call(this, client, message, subscription);
}
return message;
}
handleAuth(client, message) {
//
// {
// "event": "auth",
// "success": true,
// "ts": 1657463158812
// }
//
const messageHash = 'authenticated';
const success = this.safeValue(message, 'success');
if (success) {
// client.resolve (message, messageHash);
const future = this.safeValue(client.futures, 'authenticated');
future.resolve(true);
}
else {
const error = new errors.AuthenticationError(this.json(message));
client.reject(error, messageHash);
// allows further authentication attempts
if (messageHash in client.subscriptions) {
delete client.subscriptions['authenticated'];
}
}
}
}
module.exports = woo;