ccxt
Version:
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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 ascendexRest from '../ascendex.js';
import { AuthenticationError, NetworkError } from '../base/errors.js';
import { ArrayCache, ArrayCacheByTimestamp, ArrayCacheBySymbolById } from '../base/ws/Cache.js';
import { sha256 } from '../static_dependencies/noble-hashes/sha256.js';
// ---------------------------------------------------------------------------
export default class ascendex extends ascendexRest {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'watchBalance': true,
'watchOHLCV': true,
'watchOrderBook': true,
'watchOrders': true,
'watchTicker': false,
'watchTrades': true,
'watchTradesForSymbols': true,
},
'urls': {
'api': {
'ws': {
'public': 'wss://ascendex.com:443/api/pro/v2/stream',
'private': 'wss://ascendex.com:443/{accountGroup}/api/pro/v2/stream',
},
},
'test': {
'ws': {
'public': 'wss://api-test.ascendex-sandbox.com:443/api/pro/v2/stream',
'private': 'wss://api-test.ascendex-sandbox.com:443/{accountGroup}/api/pro/v2/stream',
},
},
},
'options': {
'tradesLimit': 1000,
'ordersLimit': 1000,
'OHLCVLimit': 1000,
'categoriesAccount': {
'cash': 'spot',
'futures': 'swap',
'margin': 'margin',
},
},
});
}
async watchPublic(messageHash, params = {}) {
const url = this.urls['api']['ws']['public'];
const id = this.nonce();
const request = {
'id': id.toString(),
'op': 'sub',
};
const message = this.extend(request, params);
return await this.watch(url, messageHash, message, messageHash);
}
async watchPublicMultiple(messageHashes, params = {}) {
const url = this.urls['api']['ws']['public'];
const id = this.nonce();
const request = {
'id': id.toString(),
'op': 'sub',
};
const message = this.extend(request, params);
return await this.watchMultiple(url, messageHashes, message, messageHashes);
}
async watchPrivate(channel, messageHash, params = {}) {
await this.loadAccounts();
const accountGroup = this.safeString(this.options, 'account-group');
let url = this.urls['api']['ws']['private'];
url = this.implodeParams(url, { 'accountGroup': accountGroup });
const id = this.nonce();
const request = {
'id': id.toString(),
'op': 'sub',
'ch': channel,
};
const message = this.extend(request, params);
await this.authenticate(url, params);
return await this.watch(url, messageHash, message, channel);
}
/**
* @method
* @name ascendex#watchOHLCV
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://ascendex.github.io/ascendex-pro-api/#channel-bar-data
* @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();
const market = this.market(symbol);
symbol = market['symbol'];
if ((limit === undefined) || (limit > 1440)) {
limit = 100;
}
const interval = this.safeString(this.timeframes, timeframe, timeframe);
const channel = 'bar' + ':' + interval + ':' + market['id'];
params = {
'ch': channel,
};
const ohlcv = await this.watchPublic(channel, params);
if (this.newUpdates) {
limit = ohlcv.getLimit(symbol, limit);
}
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
}
handleOHLCV(client, message) {
//
// {
// "m": "bar",
// "s": "ASD/USDT",
// "data": {
// "i": "1",
// "ts": 1575398940000,
// "o": "0.04993",
// "c": "0.04970",
// "h": "0.04993",
// "l": "0.04970",
// "v": "8052"
// }
// }
//
const marketId = this.safeString(message, 's');
const symbol = this.safeSymbol(marketId);
const channel = this.safeString(message, 'm');
const data = this.safeValue(message, 'data', {});
const interval = this.safeString(data, 'i');
const messageHash = channel + ':' + interval + ':' + marketId;
const timeframe = this.findTimeframe(interval);
const market = this.market(symbol);
const parsed = this.parseOHLCV(message, market);
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 ArrayCacheByTimestamp(limit);
this.ohlcvs[symbol][timeframe] = stored;
}
stored.append(parsed);
client.resolve(stored, messageHash);
return message;
}
/**
* @method
* @name ascendex#watchTrades
* @description get the list of most recent trades for a particular symbol
* @see https://ascendex.github.io/ascendex-pro-api/#channel-market-trades
* @param {string} symbol 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 watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
return await this.watchTradesForSymbols([symbol], since, limit, params);
}
/**
* @method
* @name ascendex#watchTradesForSymbols
* @description get the list of most recent trades for a list of symbols
* @see https://ascendex.github.io/ascendex-pro-api/#channel-market-trades
* @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
* @param {string} [params.name] the name of the method to call, 'trade' or 'aggTrade', default is 'trade'
* @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, undefined, false, true, true);
const marketIds = [];
const messageHashes = [];
if (symbols !== undefined) {
for (let i = 0; i < symbols.length; i++) {
const market = this.market(symbols[i]);
marketIds.push(market['id']);
messageHashes.push('trades:' + market['id']);
}
}
const channel = 'trades:' + marketIds.join(',');
params = this.extend(params, {
'ch': channel,
});
const trades = await this.watchPublicMultiple(messageHashes, 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) {
//
// {
// "m": "trades",
// "symbol": "BTC/USDT",
// "data": [
// {
// "p": "40744.28",
// "q": "0.00150",
// "ts": 1647514330758,
// "bm": true,
// "seqnum": 72057633465800320
// }
// ]
// }
//
const marketId = this.safeString(message, 'symbol');
const symbol = this.safeSymbol(marketId);
const channel = this.safeString(message, 'm');
const messageHash = channel + ':' + marketId;
const market = this.market(symbol);
let rawData = this.safeValue(message, 'data');
if (rawData === undefined) {
rawData = [];
}
const trades = this.parseTrades(rawData, market);
let tradesArray = this.safeValue(this.trades, symbol);
if (tradesArray === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
tradesArray = new ArrayCache(limit);
}
for (let i = 0; i < trades.length; i++) {
tradesArray.append(trades[i]);
}
this.trades[symbol] = tradesArray;
client.resolve(tradesArray, messageHash);
}
/**
* @method
* @name ascendex#watchOrderBook
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://ascendex.github.io/ascendex-pro-api/#channel-level-2-order-book-updates
* @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 = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const channel = 'depth' + ':' + market['id'];
params = this.extend(params, {
'ch': channel,
});
const orderbook = await this.watchPublic(channel, params);
return orderbook.limit();
}
async watchOrderBookSnapshot(symbol, limit = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const action = 'depth-snapshot';
const channel = action + ':' + market['id'];
params = this.extend(params, {
'action': action,
'args': {
'symbol': market['id'],
},
'op': 'req',
});
const orderbook = await this.watchPublic(channel, params);
return orderbook.limit();
}
async fetchOrderBookSnapshot(symbol, limit = undefined, params = {}) {
const restOrderBook = await this.fetchRestOrderBookSafe(symbol, limit, params);
if (!(symbol in this.orderbooks)) {
this.orderbooks[symbol] = this.orderBook();
}
const orderbook = this.orderbooks[symbol];
orderbook.reset(restOrderBook);
return orderbook;
}
handleOrderBookSnapshot(client, message) {
//
// {
// "m": "depth",
// "symbol": "BTC/USDT",
// "data": {
// "ts": 1647520500149,
// "seqnum": 28590487626,
// "asks": [
// [Array], [Array], [Array],
// [Array], [Array], [Array],
// ],
// "bids": [
// [Array], [Array], [Array],
// [Array], [Array], [Array],
// ]
// }
// }
//
const marketId = this.safeString(message, 'symbol');
const symbol = this.safeSymbol(marketId);
const channel = this.safeString(message, 'm');
const messageHash = channel + ':' + symbol;
const orderbook = this.orderbooks[symbol];
const data = this.safeValue(message, 'data');
const snapshot = this.parseOrderBook(data, symbol);
snapshot['nonce'] = this.safeInteger(data, 'seqnum');
orderbook.reset(snapshot);
// unroll the accumulated deltas
const messages = orderbook.cache;
for (let i = 0; i < messages.length; i++) {
const messageItem = messages[i];
this.handleOrderBookMessage(client, messageItem, orderbook);
}
this.orderbooks[symbol] = orderbook;
client.resolve(orderbook, messageHash);
}
handleOrderBook(client, message) {
//
// {
// "m": "depth",
// "symbol": "BTC/USDT",
// "data": {
// "ts": 1647515136144,
// "seqnum": 28590470736,
// "asks": [ [Array], [Array] ],
// "bids": [ [Array], [Array], [Array], [Array], [Array], [Array] ]
// }
// }
//
const channel = this.safeString(message, 'm');
const marketId = this.safeString(message, 'symbol');
const symbol = this.safeSymbol(marketId);
const messageHash = channel + ':' + marketId;
if (!(symbol in this.orderbooks)) {
this.orderbooks[symbol] = this.orderBook({});
}
const orderbook = this.orderbooks[symbol];
if (orderbook['nonce'] === undefined) {
orderbook.cache.push(message);
}
else {
this.handleOrderBookMessage(client, message, orderbook);
client.resolve(orderbook, messageHash);
}
}
handleDelta(bookside, delta) {
//
// ["40990.47","0.01619"],
//
const price = this.safeFloat(delta, 0);
const amount = this.safeFloat(delta, 1);
bookside.store(price, amount);
}
handleDeltas(bookside, deltas) {
for (let i = 0; i < deltas.length; i++) {
this.handleDelta(bookside, deltas[i]);
}
}
handleOrderBookMessage(client, message, orderbook) {
//
// {
// "m":"depth",
// "symbol":"BTC/USDT",
// "data":{
// "ts":1647527417715,
// "seqnum":28590257013,
// "asks":[
// ["40990.47","0.01619"],
// ["41021.21","0"],
// ["41031.59","0.06096"]
// ],
// "bids":[
// ["40990.46","0.76114"],
// ["40985.18","0"]
// ]
// }
// }
//
const data = this.safeValue(message, 'data', {});
const seqNum = this.safeInteger(data, 'seqnum');
if (seqNum > orderbook['nonce']) {
const asks = this.safeValue(data, 'asks', []);
const bids = this.safeValue(data, 'bids', []);
this.handleDeltas(orderbook['asks'], asks);
this.handleDeltas(orderbook['bids'], bids);
orderbook['nonce'] = seqNum;
const timestamp = this.safeInteger(data, 'ts');
orderbook['timestamp'] = timestamp;
orderbook['datetime'] = this.iso8601(timestamp);
}
return orderbook;
}
/**
* @method
* @name ascendex#watchBalance
* @description watch balance and get the amount of funds available for trading or funds locked in orders
* @see https://ascendex.github.io/ascendex-pro-api/#channel-order-and-balance
* @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 [type, query] = this.handleMarketTypeAndParams('watchBalance', undefined, params);
let channel = undefined;
let messageHash = undefined;
if ((type === 'spot') || (type === 'margin')) {
const accountCategories = this.safeValue(this.options, 'accountCategories', {});
let accountCategory = this.safeString(accountCategories, type, 'cash'); // cash, margin,
accountCategory = accountCategory.toUpperCase();
channel = 'order:' + accountCategory; // order and balance share the same channel
messageHash = 'balance:' + type;
}
else {
channel = 'futures-account-update';
messageHash = 'balance:swap';
}
return await this.watchPrivate(channel, messageHash, query);
}
handleBalance(client, message) {
//
// cash account
//
// {
// "m": "balance",
// "accountId": "cshQtyfq8XLAA9kcf19h8bXHbAwwoqEo",
// "ac": "CASH",
// "data": {
// "a" : "USDT",
// "sn": 8159798,
// "tb": "600",
// "ab": "600"
// }
// }
//
// margin account
//
// {
// "m": "balance",
// "accountId": "marOxpKJV83dxTRx0Eyxpa0gxc4Txt0P",
// "ac": "MARGIN",
// "data": {
// "a" : "USDT",
// "sn" : 8159802,
// "tb" : "400", // total Balance
// "ab" : "400", // available balance
// "brw": "0", // borrowws
// "int": "0" // interest
// }
// }
//
// futures
// {
// "m" : "futures-account-update", // message
// "e" : "ExecutionReport", // event type
// "t" : 1612508562129, // time
// "acc" : "futures-account-id", // account ID
// "at" : "FUTURES", // account type
// "sn" : 23128, // sequence number,
// "id" : "r177710001cbU3813942147C5kbFGOan",
// "col": [
// {
// "a": "USDT", // asset code
// "b": "1000000", // balance
// "f": "1" // discount factor
// }
// ],
// (...)
//
const channel = this.safeString(message, 'm');
let result = undefined;
let type = undefined;
if ((channel === 'order') || (channel === 'futures-order')) {
const data = this.safeValue(message, 'data');
const marketId = this.safeString(data, 's');
const market = this.safeMarket(marketId);
const baseAccount = this.account();
baseAccount['free'] = this.safeString(data, 'bab');
baseAccount['total'] = this.safeString(data, 'btb');
const quoteAccount = this.account();
quoteAccount['free'] = this.safeString(data, 'qab');
quoteAccount['total'] = this.safeString(data, 'qtb');
if (market['contract']) {
type = 'swap';
result = this.safeValue(this.balance, type, {});
}
else {
type = market['type'];
result = this.safeValue(this.balance, type, {});
}
result[market['base']] = baseAccount;
result[market['quote']] = quoteAccount;
}
else {
const accountType = this.safeStringLower2(message, 'ac', 'at');
const categoriesAccounts = this.safeValue(this.options, 'categoriesAccount');
type = this.safeString(categoriesAccounts, accountType, 'spot');
result = this.safeValue(this.balance, type, {});
const data = this.safeValue(message, 'data');
let balances = undefined;
if (data === undefined) {
balances = this.safeValue(message, 'col');
}
else {
balances = [data];
}
for (let i = 0; i < balances.length; i++) {
const balance = balances[i];
const code = this.safeCurrencyCode(this.safeString(balance, 'a'));
const account = this.account();
account['free'] = this.safeString(balance, 'ab');
account['total'] = this.safeString2(balance, 'tb', 'b');
result[code] = account;
}
}
const messageHash = 'balance' + ':' + type;
client.resolve(this.safeBalance(result), messageHash);
}
/**
* @method
* @name ascendex#watchOrders
* @see https://ascendex.github.io/ascendex-pro-api/#channel-order-and-balance
* @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
* @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 market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
symbol = market['symbol'];
}
const [type, query] = this.handleMarketTypeAndParams('watchOrders', market, params);
let messageHash = undefined;
let channel = undefined;
if (type !== 'spot' && type !== 'margin') {
channel = 'futures-order';
messageHash = 'order:FUTURES';
}
else {
const accountCategories = this.safeValue(this.options, 'accountCategories', {});
let accountCategory = this.safeString(accountCategories, type, 'cash'); // cash, margin
accountCategory = accountCategory.toUpperCase();
messageHash = 'order' + ':' + accountCategory;
channel = messageHash;
}
if (symbol !== undefined) {
messageHash = messageHash + ':' + symbol;
}
const orders = await this.watchPrivate(channel, messageHash, query);
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
}
handleOrder(client, message) {
//
// spot order
// {
// "m": "order",
// "accountId": "cshF5SlR9ukAXoDOuXbND4dVpBMw9gzH",
// "ac": "CASH",
// "data": {
// "sn": 19399016185,
// "orderId": "r17f9d7983faU7223046196CMlrj3bfC",
// "s": "LTC/USDT",
// "ot": "Limit",
// "t": 1647614461160,
// "p": "50",
// "q": "0.1",
// "sd": "Buy",
// "st": "New",
// "ap": "0",
// "cfq": "0",
// "sp": '',
// "err": '',
// "btb": "0",
// "bab": "0",
// "qtb": "8",
// "qab": "2.995",
// "cf": "0",
// "fa": "USDT",
// "ei": "NULL_VAL"
// }
// }
//
// futures order
// {
// "m": "futures-order",
// "sn": 19399927636,
// "e": "ExecutionReport",
// "a": "futF5SlR9ukAXoDOuXbND4dVpBMw9gzH", // account id
// "ac": "FUTURES",
// "t": 1647622515434, // last execution time
// (...)
// }
//
const accountType = this.safeString(message, 'ac');
const messageHash = 'order:' + accountType;
const data = this.safeValue(message, 'data', message);
const order = this.parseWsOrder(data);
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
this.orders = new ArrayCacheBySymbolById(limit);
}
const orders = this.orders;
orders.append(order);
const symbolMessageHash = messageHash + ':' + order['symbol'];
client.resolve(orders, symbolMessageHash);
client.resolve(orders, messageHash);
}
parseWsOrder(order, market = undefined) {
//
// spot order
// {
// "sn": 19399016185, //sequence number
// "orderId": "r17f9d7983faU7223046196CMlrj3bfC",
// "s": "LTC/USDT",
// "ot": "Limit", // order type
// "t": 1647614461160, // last execution timestamp
// "p": "50", // price
// "q": "0.1", // quantity
// "sd": "Buy", // side
// "st": "New", // status
// "ap": "0", // average fill price
// "cfq": "0", // cumulated fill quantity
// "sp": '', // stop price
// "err": '',
// "btb": "0", // base asset total balance
// "bab": "0", // base asset available balance
// "qtb": "8", // quote asset total balance
// "qab": "2.995", // quote asset available balance
// "cf": "0", // cumulated commission
// "fa": "USDT", // fee asset
// "ei": "NULL_VAL"
// }
//
// futures order
// {
// "m": "futures-order",
// "sn": 19399927636,
// "e": "ExecutionReport",
// "a": "futF5SlR9ukAXoDOuXbND4dVpBMw9gzH", // account id
// "ac": "FUTURES",
// "t": 1647622515434, // last execution time
// "ct": 1647622515413, // order creation time
// "orderId": "r17f9df469b1U7223046196Okf5Kbmd",
// "sd": "Buy", // side
// "ot": "Limit", // order type
// "ei": "NULL_VAL",
// "q": "1", // quantity
// "p": "50", //price
// "sp": "0", // stopPrice
// "spb": '', // stopTrigger
// "s": "LTC-PERP", // symbol
// "st": "New", // state
// "err": '',
// "lp": "0", // last filled price
// "lq": "0", // last filled quantity (base asset)
// "ap": "0", // average filled price
// "cfq": "0", // cummulative filled quantity (base asset)
// "f": "0", // commission fee of the current execution
// "cf": "0", // cumulative commission fee
// "fa": "USDT", // fee asset
// "psl": "0",
// "pslt": "market",
// "ptp": "0",
// "ptpt": "market"
// }
//
const status = this.parseOrderStatus(this.safeString(order, 'st'));
const marketId = this.safeString(order, 's');
const timestamp = this.safeInteger(order, 't');
const symbol = this.safeSymbol(marketId, market, '/');
const lastTradeTimestamp = this.safeInteger(order, 't');
const price = this.safeString(order, 'p');
const amount = this.safeString(order, 'q');
const average = this.safeString(order, 'ap');
const filled = this.safeString(order, 'cfq');
const id = this.safeString(order, 'orderId');
const type = this.safeStringLower(order, 'ot');
const side = this.safeStringLower(order, 'sd');
const feeCost = this.safeNumber(order, 'cf');
let fee = undefined;
if (feeCost !== undefined) {
const feeCurrencyId = this.safeString(order, 'fa');
const feeCurrencyCode = this.safeCurrencyCode(feeCurrencyId);
fee = {
'cost': feeCost,
'currency': feeCurrencyCode,
};
}
const stopPrice = this.parseNumber(this.omitZero(this.safeString(order, 'sp')));
return this.safeOrder({
'info': order,
'id': id,
'clientOrderId': undefined,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'lastTradeTimestamp': lastTradeTimestamp,
'symbol': symbol,
'type': type,
'timeInForce': undefined,
'postOnly': undefined,
'side': side,
'price': price,
'stopPrice': stopPrice,
'triggerPrice': stopPrice,
'amount': amount,
'cost': undefined,
'average': average,
'filled': filled,
'remaining': undefined,
'status': status,
'fee': fee,
'trades': undefined,
}, market);
}
handleErrorMessage(client, message) {
//
// {
// "m": "disconnected",
// "code": 100005,
// "reason": "INVALID_WS_REQUEST_DATA",
// "info": "Session is disconnected due to missing pong message from the client"
// }
//
const errorCode = this.safeInteger(message, 'code');
try {
if (errorCode !== undefined) {
const feedback = this.id + ' ' + this.json(message);
this.throwExactlyMatchedException(this.exceptions['exact'], errorCode, feedback);
const messageString = this.safeValue(message, 'message');
if (messageString !== undefined) {
this.throwBroadlyMatchedException(this.exceptions['broad'], messageString, feedback);
}
}
return false;
}
catch (e) {
if (e instanceof AuthenticationError) {
const messageHash = 'authenticated';
client.reject(e, messageHash);
if (messageHash in client.subscriptions) {
delete client.subscriptions[messageHash];
}
}
else {
client.reject(e);
}
return true;
}
}
handleAuthenticate(client, message) {
//
// { m: "auth", id: "1647605234", code: 0 }
//
const messageHash = 'authenticated';
client.resolve(message, messageHash);
}
handleMessage(client, message) {
if (this.handleErrorMessage(client, message)) {
return;
}
//
// { m: "ping", hp: 3 }
//
// { m: "sub", ch: "bar:BTC/USDT", code: 0 }
//
// { m: 'sub', id: "1647515701", ch: "depth:BTC/USDT", code: 0 }
//
// { m: "connected", type: "unauth" }
//
// { m: "auth", id: "1647605234", code: 0 }
//
// order or balance sub
// {
// "m": "sub",
// "id": "1647605952",
// "ch": "order:cshF5SlR9ukAXoDOuXbND4dVpBMw9gzH", or futures-order
// "code": 0
// }
//
// ohlcv
// {
// "m": "bar",
// "s": "BTC/USDT",
// "data": {
// "i": "1",
// "ts": 1647510060000,
// "o": "40813.93",
// "c": "40804.57",
// "h": "40814.21",
// "l": "40804.56",
// "v": "0.01537"
// }
// }
//
// trades
//
// {
// "m": "trades",
// "symbol": "BTC/USDT",
// "data": [
// {
// "p": "40762.26",
// "q": "0.01500",
// "ts": 1647514306759,
// "bm": true,
// "seqnum": 72057633465795180
// }
// ]
// }
//
// orderbook deltas
//
// {
// "m":"depth",
// "symbol":"BTC/USDT",
// "data":{
// "ts":1647527417715,
// "seqnum":28590257013,
// "asks":[
// ["40990.47","0.01619"],
// ["41021.21","0"],
// ["41031.59","0.06096"]
// ],
// "bids":[
// ["40990.46","0.76114"],
// ["40985.18","0"]
// ]
// }
// }
//
// orderbook snapshot
// {
// "m": "depth-snapshot",
// "symbol": "BTC/USDT",
// "data": {
// "ts": 1647525938513,
// "seqnum": 28590504772,
// "asks": [
// [Array], [Array], [Array], [Array], [Array], [Array], [Array],
// [Array], [Array], [Array], [Array], [Array], [Array], [Array],
// [Array], [Array], [Array], [Array], [Array], [Array], [Array],
// (...)
// ]
// }
//
// spot order update
// {
// "m": "order",
// "accountId": "cshQtyfq8XLAA9kcf19h8bXHbAwwoqDo",
// "ac": "CASH",
// "data": {
// "s": "BTC/USDT",
// "sn": 8159711,
// "sd": "Buy",
// "ap": "0",
// "bab": "2006.5974027",
// "btb": "2006.5974027",
// "cf": "0",
// "cfq": "0",
// (...)
// }
// }
// future order update
// {
// "m": "futures-order",
// "sn": 19404258063,
// "e": "ExecutionReport",
// "a": "futF5SlR9ukAXoDOuXbND4dVpBMw9gzH",
// "ac": "FUTURES",
// "t": 1647681792543,
// "ct": 1647622515413,
// "orderId": "r17f9df469b1U7223046196Okf5KbmdL",
// (...)
// "ptpt": "None"
// }
//
// balance update cash
// {
// "m": "balance",
// "accountId": "cshQtyfq8XLAA9kcf19h8bXHbAwwoqDo",
// "ac": "CASH",
// "data": {
// "a" : "USDT",
// "sn": 8159798,
// "tb": "600",
// "ab": "600"
// }
// }
//
// balance update margin
// {
// "m": "balance",
// "accountId": "marOxpKJV83dxTRx0Eyxpa0gxc4Txt0P",
// "ac": "MARGIN",
// "data": {
// "a" : "USDT",
// "sn" : 8159802,
// "tb" : "400",
// "ab" : "400",
// "brw": "0",
// "int": "0"
// }
// }
//
const subject = this.safeString(message, 'm');
const methods = {
'ping': this.handlePing,
'auth': this.handleAuthenticate,
'sub': this.handleSubscriptionStatus,
'depth': this.handleOrderBook,
'depth-snapshot': this.handleOrderBookSnapshot,
'trades': this.handleTrades,
'bar': this.handleOHLCV,
'balance': this.handleBalance,
'futures-account-update': this.handleBalance,
};
const method = this.safeValue(methods, subject);
if (method !== undefined) {
method.call(this, client, message);
}
if ((subject === 'order') || (subject === 'futures-order')) {
// this.handleOrder (client, message);
// balance updates may be in the order structure
// they may also be standalone balance updates related to account transfers
this.handleOrder(client, message);
if (subject === 'order') {
this.handleBalance(client, message);
}
}
}
handleSubscriptionStatus(client, message) {
//
// { m: "sub", ch: "bar:BTC/USDT", code: 0 }
//
// { m: 'sub', id: "1647515701", ch: "depth:BTC/USDT", code: 0 }
//
const channel = this.safeString(message, 'ch', '');
if (channel.indexOf('depth') > -1 && !(channel.indexOf('depth-snapshot') > -1)) {
this.handleOrderBookSubscription(client, message);
}
return message;
}
handleOrderBookSubscription(client, message) {
const channel = this.safeString(message, 'ch');
const parts = channel.split(':');
const marketId = parts[1];
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
if (symbol in this.orderbooks) {
delete this.orderbooks[symbol];
}
this.orderbooks[symbol] = this.orderBook({});
if (this.options['defaultType'] === 'swap' || market['contract']) {
this.spawn(this.fetchOrderBookSnapshot, symbol);
}
else {
this.spawn(this.watchOrderBookSnapshot, symbol);
}
}
async pong(client, message) {
//
// { m: "ping", hp: 3 }
//
try {
await client.send({ 'op': 'pong', 'hp': this.safeInteger(message, 'hp') });
}
catch (e) {
const error = new NetworkError(this.id + ' handlePing failed with error ' + this.json(e));
client.reset(error);
}
}
handlePing(client, message) {
this.spawn(this.pong, client, message);
}
async authenticate(url, params = {}) {
this.checkRequiredCredentials();
const messageHash = 'authenticated';
const client = this.client(url);
let future = this.safeValue(client.subscriptions, messageHash);
if (future === undefined) {
const timestamp = this.milliseconds().toString();
const urlParts = url.split('/');
const partsLength = urlParts.length;
const path = this.safeString(urlParts, partsLength - 1);
const version = this.safeString(urlParts, partsLength - 2);
const auth = timestamp + '+' + version + '/' + path;
const secret = this.base64ToBinary(this.secret);
const signature = this.hmac(this.encode(auth), secret, sha256, 'base64');
const request = {
'op': 'auth',
'id': this.nonce().toString(),
't': timestamp,
'key': this.apiKey,
'sig': signature,
};
future = await this.watch(url, messageHash, this.extend(request, params), messageHash);
client.subscriptions[messageHash] = future;
}
return future;
}
}