ccxt
Version:
1,045 lines (1,042 loc) • 45.3 kB
JavaScript
// ----------------------------------------------------------------------------
// PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
// https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
// EDIT THE CORRESPONDENT .ts FILE INSTEAD
// ---------------------------------------------------------------------------
import apexRest from '../apex.js';
import { ArrayCache, ArrayCacheBySymbolById, ArrayCacheBySymbolBySide, ArrayCacheByTimestamp } from '../base/ws/Cache.js';
import { ArgumentsRequired, AuthenticationError, ExchangeError } from '../base/errors.js';
import { sha256 } from '../static_dependencies/noble-hashes/sha256.js';
// ---------------------------------------------------------------------------
export default class apex extends apexRest {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'watchTicker': true,
'watchTickers': true,
'watchOrderBook': true,
'watchOrders': true,
'watchTrades': true,
'watchTradesForSymbols': false,
'watchPositions': true,
'watchMyTrades': true,
'watchBalance': false,
'watchOHLCV': true,
},
'urls': {
'logo': 'https://omni.apex.exchange/assets/logo_content-CY9uyFbz.svg',
'api': {
'ws': {
'public': 'wss://quote.omni.apex.exchange/realtime_public?v=2',
'private': 'wss://quote.omni.apex.exchange/realtime_private?v=2',
},
},
'test': {
'ws': {
'public': 'wss://qa-quote.omni.apex.exchange/realtime_public?v=2',
'private': 'wss://qa-quote.omni.apex.exchange/realtime_private?v=2',
},
},
'www': 'https://apex.exchange/',
'doc': 'https://api-docs.pro.apex.exchange',
'fees': 'https://apex-pro.gitbook.io/apex-pro/apex-omni-live-now/trading-perpetual-contracts/trading-fees',
'referral': 'https://omni.apex.exchange/trade',
},
'options': {},
'streaming': {
'ping': this.ping,
'keepAlive': 18000,
},
});
}
/**
* @method
* @name apex#watchTrades
* @description watches information on multiple trades made in a market
* @see https://api-docs.pro.apex.exchange/#websocket-v3-for-omni-websocket-endpoint
* @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 = {}) {
return await this.watchTradesForSymbols([symbol], since, limit, params);
}
/**
* @method
* @name apex#watchTradesForSymbols
* @description get the list of most recent trades for a list of symbols
* @see https://api-docs.pro.apex.exchange/#websocket-v3-for-omni-websocket-endpoint
* @param {string[]} symbols unified symbol of the market to fetch trades for
* @param {int} [since] timestamp in ms of the earliest trade to fetch
* @param {int} [limit] the maximum amount of trades to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
*/
async watchTradesForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const symbolsLength = symbols.length;
if (symbolsLength === 0) {
throw new ArgumentsRequired(this.id + ' watchTradesForSymbols() requires a non-empty array of symbols');
}
const timeStamp = this.milliseconds().toString();
const url = this.urls['api']['ws']['public'] + '×tamp=' + timeStamp;
const topics = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const market = this.market(symbol);
const topic = 'recentlyTrade.H.' + market['id2'];
topics.push(topic);
const messageHash = 'trade:' + symbol;
messageHashes.push(messageHash);
}
const trades = await this.watchTopics(url, messageHashes, topics, params);
if (this.newUpdates) {
const first = this.safeValue(trades, 0);
const tradeSymbol = this.safeString(first, 'symbol');
limit = trades.getLimit(tradeSymbol, limit);
}
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
}
handleTrades(client, message) {
//
// {
// "topic": "recentlyTrade.H.BTCUSDT",
// "type": "snapshot",
// "ts": 1672304486868,
// "data": [
// {
// "T": 1672304486865,
// "s": "BTCUSDT",
// "S": "Buy",
// "v": "0.001",
// "p": "16578.50",
// "L": "PlusTick",
// "i": "20f43950-d8dd-5b31-9112-a178eb6023af",
// "BT": false
// }
// ]
// }
//
const data = this.safeValue(message, 'data', {});
const topic = this.safeString(message, 'topic');
const trades = data;
const parts = topic.split('.');
const marketId = this.safeString(parts, 2);
const market = this.safeMarket(marketId, undefined, undefined);
const symbol = market['symbol'];
let stored = this.safeValue(this.trades, symbol);
if (stored === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
stored = new ArrayCache(limit);
this.trades[symbol] = stored;
}
for (let j = 0; j < trades.length; j++) {
const parsed = this.parseWsTrade(trades[j], market);
stored.append(parsed);
}
const messageHash = 'trade' + ':' + symbol;
client.resolve(stored, messageHash);
}
parseWsTrade(trade, market = undefined) {
//
// public
// {
// "T": 1672304486865,
// "s": "BTCUSDT",
// "S": "Buy",
// "v": "0.001",
// "p": "16578.50",
// "L": "PlusTick",
// "i": "20f43950-d8dd-5b31-9112-a178eb6023af",
// "BT": false
// }
//
const id = this.safeStringN(trade, ['i', 'id', 'v']);
const marketId = this.safeStringN(trade, ['s', 'symbol']);
market = this.safeMarket(marketId, market, undefined);
const symbol = market['symbol'];
const timestamp = this.safeIntegerN(trade, ['t', 'T', 'createdAt']);
const side = this.safeStringLowerN(trade, ['S', 'side']);
const price = this.safeStringN(trade, ['p', 'price']);
const amount = this.safeStringN(trade, ['q', 'v', 'size']);
return this.safeTrade({
'id': id,
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': symbol,
'order': undefined,
'type': undefined,
'side': side,
'takerOrMaker': undefined,
'price': price,
'amount': amount,
'cost': undefined,
'fee': undefined,
}, market);
}
/**
* @method
* @name apex#watchOrderBook
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://api-docs.pro.apex.exchange/#websocket-v3-for-omni-websocket-endpoint
* @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
* @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 = {}) {
return await this.watchOrderBookForSymbols([symbol], limit, params);
}
/**
* @method
* @name apex#watchOrderBookForSymbols
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://api-docs.pro.apex.exchange/#websocket-v3-for-omni-websocket-endpoint
* @param {string[]} symbols unified array of symbols
* @param {int} [limit] the maximum amount of order book entries to return.
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
*/
async watchOrderBookForSymbols(symbols, limit = undefined, params = {}) {
await this.loadMarkets();
const symbolsLength = symbols.length;
if (symbolsLength === 0) {
throw new ArgumentsRequired(this.id + ' watchOrderBookForSymbols() requires a non-empty array of symbols');
}
symbols = this.marketSymbols(symbols);
const timeStamp = this.milliseconds().toString();
const url = this.urls['api']['ws']['public'] + '×tamp=' + timeStamp;
const topics = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const market = this.market(symbol);
if (limit === undefined) {
limit = 25;
}
const topic = 'orderBook' + limit.toString() + '.H.' + market['id2'];
topics.push(topic);
const messageHash = 'orderbook:' + symbol;
messageHashes.push(messageHash);
}
const orderbook = await this.watchTopics(url, messageHashes, topics, params);
return orderbook.limit();
}
async watchTopics(url, messageHashes, topics, params = {}) {
const request = {
'op': 'subscribe',
'args': topics,
};
const message = this.extend(request, params);
return await this.watchMultiple(url, messageHashes, message, messageHashes);
}
handleOrderBook(client, message) {
//
// {
// "topic": "orderbook25.H.BTCUSDT",
// "type": "snapshot",
// "ts": 1672304484978,
// "data": {
// "s": "BTCUSDT",
// "b": [
// ...,
// [
// "16493.50",
// "0.006"
// ],
// [
// "16493.00",
// "0.100"
// ]
// ],
// "a": [
// [
// "16611.00",
// "0.029"
// ],
// [
// "16612.00",
// "0.213"
// ],
// ],
// "u": 18521288,
// "seq": 7961638724
// }
// }
//
const type = this.safeString(message, 'type');
const isSnapshot = (type === 'snapshot');
const data = this.safeDict(message, 'data', {});
const marketId = this.safeString(data, 's');
const market = this.safeMarket(marketId, undefined, undefined);
const symbol = market['symbol'];
const timestamp = this.safeIntegerProduct(message, 'ts', 0.001);
if (!(symbol in this.orderbooks)) {
this.orderbooks[symbol] = this.orderBook();
}
const orderbook = this.orderbooks[symbol];
if (isSnapshot) {
const snapshot = this.parseOrderBook(data, symbol, timestamp, 'b', 'a');
orderbook.reset(snapshot);
}
else {
const asks = this.safeList(data, 'a', []);
const bids = this.safeList(data, 'b', []);
this.handleDeltas(orderbook['asks'], asks);
this.handleDeltas(orderbook['bids'], bids);
orderbook['timestamp'] = timestamp;
orderbook['datetime'] = this.iso8601(timestamp);
}
const messageHash = 'orderbook' + ':' + symbol;
this.orderbooks[symbol] = orderbook;
client.resolve(orderbook, messageHash);
}
handleDelta(bookside, delta) {
const bidAsk = this.parseBidAsk(delta, 0, 1);
bookside.storeArray(bidAsk);
}
handleDeltas(bookside, deltas) {
for (let i = 0; i < deltas.length; i++) {
this.handleDelta(bookside, deltas[i]);
}
}
/**
* @method
* @name apex#watchTicker
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://api-docs.pro.apex.exchange/#websocket-v3-for-omni-websocket-endpoint
* @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 market = this.market(symbol);
symbol = market['symbol'];
const timeStamp = this.milliseconds().toString();
const url = this.urls['api']['ws']['public'] + '×tamp=' + timeStamp;
const messageHash = 'ticker:' + symbol;
const topic = 'instrumentInfo' + '.H.' + market['id2'];
const topics = [topic];
return await this.watchTopics(url, [messageHash], topics, params);
}
/**
* @method
* @name apex#watchTickers
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
* @see https://api-docs.pro.apex.exchange/#websocket-v3-for-omni-websocket-endpoint
* @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, undefined, false);
const messageHashes = [];
const timeStamp = this.milliseconds().toString();
const url = this.urls['api']['ws']['public'] + '×tamp=' + timeStamp;
const topics = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const market = this.market(symbol);
const topic = 'instrumentInfo' + '.H.' + market['id2'];
topics.push(topic);
const messageHash = 'ticker:' + symbol;
messageHashes.push(messageHash);
}
const ticker = await this.watchTopics(url, messageHashes, topics, params);
if (this.newUpdates) {
const result = {};
result[ticker['symbol']] = ticker;
return result;
}
return this.filterByArray(this.tickers, 'symbol', symbols);
}
handleTicker(client, message) {
// "topic":"instrumentInfo.H.BTCUSDT",
// "type":"snapshot",
// "data":{
// "symbol":"BTCUSDT",
// "lastPrice":"21572.5",
// "price24hPcnt":"-0.0194318181818182",
// "highPrice24h":"25306.5",
// "lowPrice24h":"17001.5",
// "turnover24h":"1334891.4545",
// "volume24h":"64.896",
// "nextFundingTime":"2022-08-26T08:00:00Z",
// "oraclePrice":"21412.060000000002752512",
// "indexPrice":"21409.82",
// "openInterest":"49.598",
// "tradeCount":"0",
// "fundingRate":"0.0000125",
// "predictedFundingRate":"0.0000125"
// },
// "cs":44939063,
// "ts":1661500091955487
// }
const topic = this.safeString(message, 'topic', '');
const updateType = this.safeString(message, 'type', '');
const data = this.safeDict(message, 'data', {});
let symbol = undefined;
let parsed = undefined;
if ((updateType === 'snapshot')) {
parsed = this.parseTicker(data);
symbol = parsed['symbol'];
}
else if (updateType === 'delta') {
const topicParts = topic.split('.');
const topicLength = topicParts.length;
const marketId = this.safeString(topicParts, topicLength - 1);
const market = this.safeMarket(marketId, undefined, undefined);
symbol = market['symbol'];
const ticker = this.safeDict(this.tickers, symbol, {});
const rawTicker = this.safeDict(ticker, 'info', {});
const merged = this.extend(rawTicker, data);
parsed = this.parseTicker(merged);
}
const timestamp = this.safeIntegerProduct(message, 'ts', 0.001);
parsed['timestamp'] = timestamp;
parsed['datetime'] = this.iso8601(timestamp);
this.tickers[symbol] = parsed;
const messageHash = 'ticker:' + symbol;
client.resolve(this.tickers[symbol], messageHash);
}
/**
* @method
* @name apex#watchOHLCV
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://api-docs.pro.apex.exchange/#websocket-v3-for-omni-websocket-endpoint
* @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 = {}) {
params['callerMethodName'] = 'watchOHLCV';
const result = await this.watchOHLCVForSymbols([[symbol, timeframe]], since, limit, params);
return result[symbol][timeframe];
}
/**
* @method
* @name apex#watchOHLCVForSymbols
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://api-docs.pro.apex.exchange/#websocket-v3-for-omni-websocket-endpoint
* @param {string[][]} symbolsAndTimeframes array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/USDT', '1m'], ['LTC/USDT', '5m']]
* @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 {object} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async watchOHLCVForSymbols(symbolsAndTimeframes, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const timeStamp = this.milliseconds().toString();
const url = this.urls['api']['ws']['public'] + '×tamp=' + timeStamp;
const rawHashes = [];
const messageHashes = [];
for (let i = 0; i < symbolsAndTimeframes.length; i++) {
const data = symbolsAndTimeframes[i];
let symbolString = this.safeString(data, 0);
const market = this.market(symbolString);
symbolString = market['id2'];
const unfiedTimeframe = this.safeString(data, 1, '1');
const timeframeId = this.safeString(this.timeframes, unfiedTimeframe, unfiedTimeframe);
rawHashes.push('candle.' + timeframeId + '.' + symbolString);
messageHashes.push('ohlcv::' + symbolString + '::' + unfiedTimeframe);
}
const [symbol, timeframe, stored] = await this.watchTopics(url, messageHashes, rawHashes, params);
if (this.newUpdates) {
limit = stored.getLimit(symbol, limit);
}
const filtered = this.filterBySinceLimit(stored, since, limit, 0, true);
return this.createOHLCVObject(symbol, timeframe, filtered);
}
handleOHLCV(client, message) {
//
// {
// "topic": "candle.5.BTCUSDT",
// "data": [
// {
// "start": 1672324800000,
// "end": 1672325099999,
// "interval": "5",
// "open": "16649.5",
// "close": "16677",
// "high": "16677",
// "low": "16608",
// "volume": "2.081",
// "turnover": "34666.4005",
// "confirm": false,
// "timestamp": 1672324988882
// }
// ],
// "ts": 1672324988882,
// "type": "snapshot"
// }
//
const data = this.safeValue(message, 'data', {});
const topic = this.safeString(message, 'topic');
const topicParts = topic.split('.');
const topicLength = topicParts.length;
const timeframeId = this.safeString(topicParts, 1);
const timeframe = this.findTimeframe(timeframeId);
const marketId = this.safeString(topicParts, topicLength - 1);
const isSpot = client.url.indexOf('spot') > -1;
const marketType = isSpot ? 'spot' : 'contract';
const market = this.safeMarket(marketId, undefined, undefined, marketType);
const symbol = market['symbol'];
const ohlcvsByTimeframe = this.safeValue(this.ohlcvs, symbol);
if (ohlcvsByTimeframe === undefined) {
this.ohlcvs[symbol] = {};
}
if (this.safeValue(ohlcvsByTimeframe, timeframe) === undefined) {
const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
this.ohlcvs[symbol][timeframe] = new ArrayCacheByTimestamp(limit);
}
const stored = this.ohlcvs[symbol][timeframe];
for (let i = 0; i < data.length; i++) {
const parsed = this.parseWsOHLCV(data[i]);
stored.append(parsed);
}
const messageHash = 'ohlcv::' + symbol + '::' + timeframe;
const resolveData = [symbol, timeframe, stored];
client.resolve(resolveData, messageHash);
}
parseWsOHLCV(ohlcv, market = undefined) {
//
// {
// "start": 1670363160000,
// "end": 1670363219999,
// "interval": "1",
// "open": "16987.5",
// "close": "16987.5",
// "high": "16988",
// "low": "16987.5",
// "volume": "23.511",
// "turnover": "399396.344",
// "confirm": false,
// "timestamp": 1670363219614
// }
//
return [
this.safeInteger(ohlcv, 'start'),
this.safeNumber(ohlcv, 'open'),
this.safeNumber(ohlcv, 'high'),
this.safeNumber(ohlcv, 'low'),
this.safeNumber(ohlcv, 'close'),
this.safeNumber2(ohlcv, 'volume', 'turnover'),
];
}
/**
* @method
* @name apex#watchMyTrades
* @description watches information on multiple trades made by the user
* @see https://api-docs.pro.apex.exchange/#private-websocket
* @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 {boolean} [params.unifiedMargin] use unified margin account
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
let messageHash = 'myTrades';
await this.loadMarkets();
if (symbol !== undefined) {
symbol = this.symbol(symbol);
messageHash += ':' + symbol;
}
const timeStamp = this.milliseconds().toString();
const url = this.urls['api']['ws']['private'] + '×tamp=' + timeStamp;
await this.authenticate(url);
const trades = await this.watchTopics(url, [messageHash], ['myTrades'], params);
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
}
/**
* @method
* @name apex#watchPositions
* @see https://api-docs.pro.apex.exchange/#private-websocket
* @description watch all open positions
* @param {string[]} [symbols] list of unified market symbols
* @param {int} [since] the earliest time in ms to fetch positions for
* @param {int} [limit] the maximum number of positions to retrieve
* @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();
let messageHash = '';
if (!this.isEmpty(symbols)) {
symbols = this.marketSymbols(symbols);
messageHash = '::' + symbols.join(',');
}
const timeStamp = this.milliseconds().toString();
const url = this.urls['api']['ws']['private'] + '×tamp=' + timeStamp;
messageHash = 'positions' + messageHash;
const client = this.client(url);
await this.authenticate(url);
this.setPositionsCache(client, symbols);
const cache = this.positions;
if (cache === undefined) {
const snapshot = await client.future('fetchPositionsSnapshot');
return this.filterBySymbolsSinceLimit(snapshot, symbols, since, limit, true);
}
const topics = ['positions'];
const newPositions = await this.watchTopics(url, [messageHash], topics, params);
if (this.newUpdates) {
return newPositions;
}
return this.filterBySymbolsSinceLimit(cache, symbols, since, limit, true);
}
/**
* @method
* @name apex#watchOrders
* @description watches information on multiple orders made by the user
* @see https://api-docs.pro.apex.exchange/#private-websocket
* @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
* @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();
let messageHash = 'orders';
if (symbol !== undefined) {
symbol = this.symbol(symbol);
messageHash += ':' + symbol;
}
const timeStamp = this.milliseconds().toString();
const url = this.urls['api']['ws']['private'] + '×tamp=' + timeStamp;
await this.authenticate(url);
const topics = ['orders'];
const orders = await this.watchTopics(url, [messageHash], topics, params);
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
}
handleMyTrades(client, lists) {
// [
// {
// "symbol":"ETH-USDT",
// "side":"BUY",
// "orderId":"2048046080",
// "fee":"0.625000",
// "liquidity":"TAKER",
// "accountId":"1024000",
// "createdAt":1652185521361,
// "isOpen":true,
// "size":"0.500",
// "price":"2500.0",
// "quoteAmount":"1250.0000",
// "id":"2048000182272",
// "updatedAt":1652185678345
// }
// ]
if (this.myTrades === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
this.myTrades = new ArrayCacheBySymbolById(limit);
}
const trades = this.myTrades;
const symbols = {};
for (let i = 0; i < lists.length; i++) {
const rawTrade = lists[i];
let parsed = undefined;
parsed = this.parseWsTrade(rawTrade);
const symbol = parsed['symbol'];
symbols[symbol] = true;
trades.append(parsed);
}
const keys = Object.keys(symbols);
for (let i = 0; i < keys.length; i++) {
const currentMessageHash = 'myTrades:' + keys[i];
client.resolve(trades, currentMessageHash);
}
// non-symbol specific
const messageHash = 'myTrades';
client.resolve(trades, messageHash);
}
handleOrder(client, lists) {
// [
// {
// "symbol":"ETH-USDT",
// "cumSuccessFillFee":"0.625000",
// "trailingPercent":"0",
// "type":"LIMIT",
// "unfillableAt":1654779600000,
// "isDeleverage":false,
// "createdAt":1652185521339,
// "price":"2500.0",
// "cumSuccessFillValue":"0",
// "id":"2048046080",
// "cancelReason":"",
// "timeInForce":1,
// "updatedAt":1652185521392,
// "limitFee":"0.625000",
// "side":"BUY",
// "clientOrderId":"522843990",
// "triggerPrice":"",
// "expiresAt":1654779600000,
// "cumSuccessFillSize":"0",
// "accountId":"1024000",
// "size":"0.500",
// "reduceOnly":false,
// "isLiquidate":false,
// "remainingSize":"0.000",
// "status":"PENDING"
// }
// ]
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
this.orders = new ArrayCacheBySymbolById(limit);
}
const orders = this.orders;
const symbols = {};
for (let i = 0; i < lists.length; i++) {
let parsed = undefined;
parsed = this.parseOrder(lists[i]);
const symbol = parsed['symbol'];
symbols[symbol] = true;
orders.append(parsed);
}
const symbolsArray = Object.keys(symbols);
for (let i = 0; i < symbolsArray.length; i++) {
const currentMessageHash = 'orders:' + symbolsArray[i];
client.resolve(orders, currentMessageHash);
}
const messageHash = 'orders';
client.resolve(orders, messageHash);
}
setPositionsCache(client, symbols = undefined) {
if (this.positions !== undefined) {
return;
}
const messageHash = 'fetchPositionsSnapshot';
if (!(messageHash in client.futures)) {
client.future(messageHash);
this.spawn(this.loadPositionsSnapshot, client, messageHash);
}
}
async loadPositionsSnapshot(client, messageHash) {
// as only one ws channel gives positions for all types, for snapshot must load all positions
const fetchFunctions = [
this.fetchPositions(undefined),
];
const promises = await Promise.all(fetchFunctions);
this.positions = new ArrayCacheBySymbolBySide();
const cache = this.positions;
for (let i = 0; i < promises.length; i++) {
const positions = promises[i];
for (let ii = 0; ii < positions.length; ii++) {
const position = positions[ii];
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, lists) {
//
// [
// {
// "symbol":"ETH-USDT",
// "exitPrice":"0",
// "side":"LONG",
// "maxSize":"2820.000",
// "sumOpen":"1.820",
// "sumClose":"0.000",
// "netFunding":"0.000000",
// "entryPrice":"2500.000000000000000000",
// "accountId":"1024000",
// "createdAt":1652179377769,
// "size":"1.820",
// "realizedPnl":"0",
// "closedAt":1652185521392,
// "updatedAt":1652185521392
// }
// ]
//
// each account is connected to a different endpoint
// and has exactly one subscriptionhash which is the account type
if (this.positions === undefined) {
this.positions = new ArrayCacheBySymbolBySide();
}
const cache = this.positions;
const newPositions = [];
for (let i = 0; i < lists.length; i++) {
const rawPosition = lists[i];
const position = this.parsePosition(rawPosition);
const side = this.safeString(position, 'side');
// hacky solution to handle closing positions
// without crashing, we should handle this properly later
newPositions.push(position);
if (side === undefined || side === '') {
// closing update, adding both sides to "reset" both sides
// since we don't know which side is being closed
position['side'] = 'long';
cache.append(position);
position['side'] = 'short';
cache.append(position);
position['side'] = undefined;
}
else {
// regular update
cache.append(position);
}
}
const messageHashes = this.findMessageHashes(client, 'positions::');
for (let i = 0; i < messageHashes.length; i++) {
const messageHash = messageHashes[i];
const parts = messageHash.split('::');
const symbolsString = parts[1];
const symbols = symbolsString.split(',');
const positions = this.filterByArray(newPositions, 'symbol', symbols, false);
if (!this.isEmpty(positions)) {
client.resolve(positions, messageHash);
}
}
client.resolve(newPositions, 'positions');
}
async authenticate(url, params = {}) {
this.checkRequiredCredentials();
const timestamp = this.milliseconds().toString();
const request_path = '/ws/accounts';
const http_method = 'GET';
const messageString = (timestamp + http_method + request_path);
const signature = this.hmac(this.encode(messageString), this.encode(this.stringToBase64(this.secret)), sha256, 'base64');
const messageHash = 'authenticated';
const client = this.client(url);
const future = client.future(messageHash);
const authenticated = this.safeValue(client.subscriptions, messageHash);
if (authenticated === undefined) {
// auth sign
const request = {
'type': 'login',
'topics': ['ws_zk_accounts_v3'],
'httpMethod': http_method,
'requestPath': request_path,
'apiKey': this.apiKey,
'passphrase': this.password,
'timestamp': timestamp,
'signature': signature,
};
const message = {
'op': 'login',
'args': [JSON.stringify(request)],
};
this.watch(url, messageHash, message, messageHash);
}
return await future;
}
handleErrorMessage(client, message) {
//
// {
// "success": false,
// "ret_msg": "error:invalid op",
// "conn_id": "5e079fdd-9c7f-404d-9dbf-969d650838b5",
// "request": { op: '', args: null }
// }
//
// auth error
//
// {
// "success": false,
// "ret_msg": "error:USVC1111",
// "conn_id": "e73770fb-a0dc-45bd-8028-140e20958090",
// "request": {
// "op": "auth",
// "args": [
// "9rFT6uR4uz9Imkw4Wx",
// "1653405853543",
// "542e71bd85597b4db0290f0ce2d13ed1fd4bb5df3188716c1e9cc69a879f7889"
// ]
// }
//
// { code: '-10009', desc: "Invalid period!" }
//
// {
// "reqId":"1",
// "retCode":170131,
// "retMsg":"Insufficient balance.",
// "op":"order.create",
// "data":{
//
// },
// "header":{
// "X-Bapi-Limit":"20",
// "X-Bapi-Limit-Status":"19",
// "X-Bapi-Limit-Reset-Timestamp":"1714236608944",
// "Traceid":"3d7168a137bf32a947b7e5e6a575ac7f",
// "Timenow":"1714236608946"
// },
// "connId":"cojifin88smerbj9t560-406"
// }
//
const code = this.safeStringN(message, ['code', 'ret_code', 'retCode']);
try {
if (code !== undefined && code !== '0') {
const feedback = this.id + ' ' + this.json(message);
this.throwExactlyMatchedException(this.exceptions['exact'], code, feedback);
const msg = this.safeString2(message, 'retMsg', 'ret_msg');
this.throwBroadlyMatchedException(this.exceptions['broad'], msg, feedback);
throw new ExchangeError(feedback);
}
const success = this.safeValue(message, 'success');
if (success !== undefined && !success) {
const ret_msg = this.safeString(message, 'ret_msg');
const request = this.safeValue(message, 'request', {});
const op = this.safeString(request, 'op');
if (op === 'auth') {
throw new AuthenticationError('Authentication failed: ' + ret_msg);
}
else {
throw new ExchangeError(this.id + ' ' + ret_msg);
}
}
return false;
}
catch (error) {
if (error instanceof AuthenticationError) {
const messageHash = 'authenticated';
client.reject(error, messageHash);
if (messageHash in client.subscriptions) {
delete client.subscriptions[messageHash];
}
}
else {
const messageHash = this.safeString(message, 'reqId');
client.reject(error, messageHash);
}
return true;
}
}
handleMessage(client, message) {
if (this.handleErrorMessage(client, message)) {
return;
}
const topic = this.safeString2(message, 'topic', 'op', '');
const methods = {
'ws_zk_accounts_v3': this.handleAccount,
'orderBook': this.handleOrderBook,
'depth': this.handleOrderBook,
'candle': this.handleOHLCV,
'kline': this.handleOHLCV,
'ticker': this.handleTicker,
'instrumentInfo': this.handleTicker,
'trade': this.handleTrades,
'recentlyTrade': this.handleTrades,
'pong': this.handlePong,
'auth': this.handleAuthenticate,
};
const exacMethod = this.safeValue(methods, topic);
if (exacMethod !== undefined) {
exacMethod.call(this, client, message);
return;
}
const keys = Object.keys(methods);
for (let i = 0; i < keys.length; i++) {
const key = keys[i];
if (topic.indexOf(keys[i]) >= 0) {
const method = methods[key];
method.call(this, client, message);
return;
}
}
// unified auth acknowledgement
const type = this.safeString(message, 'type');
if (type === 'AUTH_RESP') {
this.handleAuthenticate(client, message);
}
}
ping(client) {
const timeStamp = this.milliseconds().toString();
return {
'args': [timeStamp],
'op': 'ping',
};
}
handlePong(client, message) {
//
// {
// "success": true,
// "ret_msg": "pong",
// "conn_id": "db3158a0-8960-44b9-a9de-ac350ee13158",
// "request": { op: "ping", args: null }
// }
//
// { pong: 1653296711335 }
//
client.lastPong = this.safeInteger(message, 'pong');
return message;
}
handleAccount(client, message) {
const contents = this.safeDict(message, 'contents', {});
const fills = this.safeList(contents, 'fills', []);
if (fills !== undefined) {
this.handleMyTrades(client, fills);
}
const positions = this.safeList(contents, 'positions', []);
if (positions !== undefined) {
this.handlePositions(client, positions);
}
const orders = this.safeList(contents, 'orders', []);
if (orders !== undefined) {
this.handleOrder(client, orders);
}
}
handleAuthenticate(client, message) {
//
// {
// "success": true,
// "ret_msg": '',
// "op": "auth",
// "conn_id": "ce3dpomvha7dha97tvp0-2xh"
// }
//
const success = this.safeValue(message, 'success');
const code = this.safeInteger(message, 'retCode');
const messageHash = 'authenticated';
if (success || code === 0) {
const future = this.safeValue(client.futures, messageHash);
future.resolve(true);
}
else {
const error = new AuthenticationError(this.id + ' ' + this.json(message));
client.reject(error, messageHash);
if (messageHash in client.subscriptions) {
delete client.subscriptions[messageHash];
}
}
return message;
}
handleSubscriptionStatus(client, message) {
//
// {
// "topic": "kline",
// "event": "sub",
// "params": {
// "symbol": "LTCUSDT",
// "binary": "false",
// "klineType": "1m",
// "symbolName": "LTCUSDT"
// },
// "code": "0",
// "msg": "Success"
// }
//
return message;
}
}