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 defxRest from '../defx.js';
import { ArgumentsRequired, ExchangeError } from '../base/errors.js';
import { ArrayCache, ArrayCacheBySymbolById, ArrayCacheByTimestamp } from '../base/ws/Cache.js';
// ---------------------------------------------------------------------------
export default class defx extends defxRest {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'watchBalance': true,
'watchTicker': true,
'watchTickers': true,
'watchBidsAsks': true,
'watchTrades': true,
'watchTradesForSymbols': true,
'watchMyTrades': false,
'watchOrders': true,
'watchOrderBook': true,
'watchOrderBookForSymbols': true,
'watchOHLCV': true,
'watchOHLCVForSymbols': true,
},
'urls': {
'test': {
'ws': {
'public': 'wss://stream.testnet.defx.com/pricefeed',
'private': 'wss://ws.testnet.defx.com/user',
},
},
'api': {
'ws': {
'public': 'wss://marketfeed.api.defx.com/pricefeed',
'private': 'wss://userfeed.api.defx.com/user',
},
},
},
'options': {
'listenKeyRefreshRate': 3540000,
'ws': {
'timeframes': {
'1m': '1m',
'3m': '3m',
'5m': '5m',
'15m': '15m',
'30m': '30m',
'1h': '1h',
'2h': '2h',
'4h': '4h',
'12h': '12h',
'1d': '1d',
'1w': '1w',
'1M': '1M',
},
},
},
'streaming': {},
'exceptions': {},
});
}
async watchPublic(topics, messageHashes, params = {}) {
await this.loadMarkets();
const url = this.urls['api']['ws']['public'];
const request = {
'method': 'SUBSCRIBE',
'topics': topics,
};
const message = this.extend(request, params);
return await this.watchMultiple(url, messageHashes, message, messageHashes);
}
async unWatchPublic(topics, messageHashes, params = {}) {
await this.loadMarkets();
const url = this.urls['api']['ws']['public'];
const request = {
'method': 'UNSUBSCRIBE',
'topics': topics,
};
const message = this.extend(request, params);
return await this.watchMultiple(url, messageHashes, message, messageHashes);
}
/**
* @method
* @name defx#watchOHLCV
* @description watches historical candlestick data containing the open, high, low, close price, and the volume of a market
* @see https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9
* @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 = {}) {
const result = await this.watchOHLCVForSymbols([[symbol, timeframe]], since, limit, params);
return result[symbol][timeframe];
}
/**
* @method
* @name defx#unWatchOHLCV
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9
* @param {string} symbol unified symbol of the market to fetch OHLCV data for
* @param {string} timeframe the length of time each candle represents
* @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 unWatchOHLCV(symbol, timeframe = '1m', params = {}) {
return await this.unWatchOHLCVForSymbols([[symbol, timeframe]], params);
}
/**
* @method
* @name defx#watchOHLCVForSymbols
* @description watches historical candlestick data containing the open, high, low, close price, and the volume of a market
* @see https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9
* @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 {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async watchOHLCVForSymbols(symbolsAndTimeframes, since = undefined, limit = undefined, params = {}) {
const symbolsLength = symbolsAndTimeframes.length;
if (symbolsLength === 0 || !Array.isArray(symbolsAndTimeframes[0])) {
throw new ArgumentsRequired(this.id + " watchOHLCVForSymbols() requires a an array of symbols and timeframes, like [['BTC/USDT', '1m'], ['LTC/USDT', '5m']]");
}
await this.loadMarkets();
const topics = [];
const messageHashes = [];
for (let i = 0; i < symbolsAndTimeframes.length; i++) {
const symbolAndTimeframe = symbolsAndTimeframes[i];
const marketId = this.safeString(symbolAndTimeframe, 0);
const market = this.market(marketId);
const tf = this.safeString(symbolAndTimeframe, 1);
const interval = this.safeString(this.timeframes, tf, tf);
topics.push('symbol:' + market['id'] + ':ohlc:' + interval);
messageHashes.push('candles:' + interval + ':' + market['symbol']);
}
const [symbol, timeframe, candles] = await this.watchPublic(topics, messageHashes, params);
if (this.newUpdates) {
limit = candles.getLimit(symbol, limit);
}
const filtered = this.filterBySinceLimit(candles, since, limit, 0, true);
return this.createOHLCVObject(symbol, timeframe, filtered);
}
/**
* @method
* @name defx#unWatchOHLCVForSymbols
* @description unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9
* @param {string[][]} symbolsAndTimeframes array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/USDT', '1m'], ['LTC/USDT', '5m']]
* @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 unWatchOHLCVForSymbols(symbolsAndTimeframes, params = {}) {
const symbolsLength = symbolsAndTimeframes.length;
if (symbolsLength === 0 || !Array.isArray(symbolsAndTimeframes[0])) {
throw new ArgumentsRequired(this.id + " unWatchOHLCVForSymbols() requires a an array of symbols and timeframes, like [['BTC/USDT', '1m'], ['LTC/USDT', '5m']]");
}
await this.loadMarkets();
const topics = [];
const messageHashes = [];
for (let i = 0; i < symbolsAndTimeframes.length; i++) {
const symbolAndTimeframe = symbolsAndTimeframes[i];
const marketId = this.safeString(symbolAndTimeframe, 0);
const market = this.market(marketId);
const tf = this.safeString(symbolAndTimeframe, 1);
const interval = this.safeString(this.timeframes, tf, tf);
topics.push('symbol:' + market['id'] + ':ohlc:' + interval);
messageHashes.push('candles:' + interval + ':' + market['symbol']);
}
return await this.unWatchPublic(topics, messageHashes, params);
}
handleOHLCV(client, message) {
//
// {
// "topic": "symbol:BTC_USDC:ohlc:3m",
// "event": "ohlc",
// "timestamp": 1730794277104,
// "data": {
// "symbol": "BTC_USDC",
// "window": "3m",
// "open": "57486.90000000",
// "high": "57486.90000000",
// "low": "57486.90000000",
// "close": "57486.90000000",
// "volume": "0.000",
// "quoteAssetVolume": "0.00000000",
// "takerBuyAssetVolume": "0.000",
// "takerBuyQuoteAssetVolume": "0.00000000",
// "numberOfTrades": 0,
// "start": 1730794140000,
// "end": 1730794320000,
// "isClosed": false
// }
// }
//
const data = this.safeDict(message, 'data', {});
const marketId = this.safeString(data, 'symbol');
const market = this.market(marketId);
const symbol = market['symbol'];
const timeframe = this.safeString(data, 'window');
if (!(symbol in this.ohlcvs)) {
this.ohlcvs[symbol] = {};
}
if (!(timeframe in this.ohlcvs[symbol])) {
const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
const stored = new ArrayCacheByTimestamp(limit);
this.ohlcvs[symbol][timeframe] = stored;
}
const ohlcv = this.ohlcvs[symbol][timeframe];
const parsed = this.parseOHLCV(data);
ohlcv.append(parsed);
const messageHash = 'candles:' + timeframe + ':' + symbol;
client.resolve([symbol, timeframe, ohlcv], messageHash);
}
/**
* @method
* @name defx#watchTicker
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9
* @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 topic = 'symbol:' + market['id'] + ':24hrTicker';
const messageHash = 'ticker:' + symbol;
return await this.watchPublic([topic], [messageHash], params);
}
/**
* @method
* @name defx#unWatchTicker
* @description unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.channel] the channel to subscribe to, tickers by default. Can be tickers, sprd-tickers, index-tickers, block-tickers
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async unWatchTicker(symbol, params = {}) {
return await this.unWatchTickers([symbol], params);
}
/**
* @method
* @name defx#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://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9
* @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 topics = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const marketId = this.marketId(symbol);
topics.push('symbol:' + marketId + ':24hrTicker');
messageHashes.push('ticker:' + symbol);
}
await this.watchPublic(topics, messageHashes, params);
return this.filterByArray(this.tickers, 'symbol', symbols);
}
/**
* @method
* @name defx#unWatchTickers
* @description unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
* @see https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9
* @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 unWatchTickers(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false);
const topics = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const marketId = this.marketId(symbol);
topics.push('symbol:' + marketId + ':24hrTicker');
messageHashes.push('ticker:' + symbol);
}
return await this.unWatchPublic(topics, messageHashes, params);
}
handleTicker(client, message) {
//
// {
// "topic": "symbol:BTC_USDC:24hrTicker",
// "event": "24hrTicker",
// "timestamp": 1730862543095,
// "data": {
// "symbol": "BTC_USDC",
// "priceChange": "17114.70000000",
// "priceChangePercent": "29.77",
// "weightedAvgPrice": "6853147668",
// "lastPrice": "74378.90000000",
// "lastQty": "0.107",
// "bestBidPrice": "61987.60000000",
// "bestBidQty": "0.005",
// "bestAskPrice": "84221.60000000",
// "bestAskQty": "0.015",
// "openPrice": "57486.90000000",
// "highPrice": "88942.60000000",
// "lowPrice": "47364.20000000",
// "volume": "28.980",
// "quoteVolume": "1986042.19424035",
// "openTime": 1730776080000,
// "closeTime": 1730862540000,
// "openInterestBase": "67.130",
// "openInterestQuote": "5008005.40800000"
// }
// }
//
this.handleBidAsk(client, message);
const data = this.safeDict(message, 'data', {});
const parsedTicker = this.parseTicker(data);
const symbol = parsedTicker['symbol'];
const timestamp = this.safeInteger(message, 'timestamp');
parsedTicker['timestamp'] = timestamp;
parsedTicker['datetime'] = this.iso8601(timestamp);
this.tickers[symbol] = parsedTicker;
const messageHash = 'ticker:' + symbol;
client.resolve(parsedTicker, messageHash);
}
/**
* @method
* @name defx#watchBidsAsks
* @description watches best bid & ask for symbols
* @see https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9
* @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 topics = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const marketId = this.marketId(symbol);
topics.push('symbol:' + marketId + ':24hrTicker');
messageHashes.push('bidask:' + symbol);
}
await this.watchPublic(topics, messageHashes, params);
return this.filterByArray(this.bidsasks, 'symbol', symbols);
}
handleBidAsk(client, message) {
const data = this.safeDict(message, 'data', {});
const parsedTicker = this.parseWsBidAsk(data);
const symbol = parsedTicker['symbol'];
const timestamp = this.safeInteger(message, 'timestamp');
parsedTicker['timestamp'] = timestamp;
parsedTicker['datetime'] = this.iso8601(timestamp);
this.bidsasks[symbol] = parsedTicker;
const messageHash = 'bidask:' + symbol;
client.resolve(parsedTicker, messageHash);
}
parseWsBidAsk(ticker, market = undefined) {
const marketId = this.safeString(ticker, 'symbol');
market = this.safeMarket(marketId, market);
const symbol = this.safeString(market, 'symbol');
return this.safeTicker({
'symbol': symbol,
'timestamp': undefined,
'datetime': undefined,
'ask': this.safeString(ticker, 'bestAskPrice'),
'askVolume': this.safeString(ticker, 'bestAskQty'),
'bid': this.safeString(ticker, 'bestBidPrice'),
'bidVolume': this.safeString(ticker, 'bestBidQty'),
'info': ticker,
}, market);
}
/**
* @method
* @name defx#watchTrades
* @description watches information on multiple trades made in a market
* @see https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @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 [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
return await this.watchTradesForSymbols([symbol], since, limit, params);
}
/**
* @method
* @name defx#unWatchTrades
* @description unWatches from the stream channel
* @see https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9
* @param {string} symbol unified symbol of the market to fetch trades for
* @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 unWatchTrades(symbol, params = {}) {
return await this.unWatchTradesForSymbols([symbol], params);
}
/**
* @method
* @name defx#watchTradesForSymbols
* @description watches information on multiple trades made in a market
* @see https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9
* @param {string[]} symbols unified symbol of the market to fetch trades for
* @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 [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
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 topics = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const marketId = this.marketId(symbol);
topics.push('symbol:' + marketId + ':trades');
messageHashes.push('trade:' + symbol);
}
const trades = await this.watchPublic(topics, 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);
}
/**
* @method
* @name defx#unWatchTradesForSymbols
* @description unWatches from the stream channel
* @see https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9
* @param {string[]} symbols unified symbol of the market to fetch trades for
* @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 unWatchTradesForSymbols(symbols, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const symbolsLength = symbols.length;
if (symbolsLength === 0) {
throw new ArgumentsRequired(this.id + ' unWatchTradesForSymbols() requires a non-empty array of symbols');
}
const topics = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const marketId = this.marketId(symbol);
topics.push('symbol:' + marketId + ':trades');
messageHashes.push('trade:' + symbol);
}
return await this.unWatchPublic(topics, messageHashes, params);
}
handleTrades(client, message) {
//
// {
// "topic": "symbol:SOL_USDC:trades",
// "event": "trades",
// "timestamp": 1730967426331,
// "data": {
// "buyerMaker": true,
// "price": "188.38700000",
// "qty": "1.00",
// "symbol": "SOL_USDC",
// "timestamp": 1730967426328
// }
// }
//
const data = this.safeDict(message, 'data', {});
const parsedTrade = this.parseTrade(data);
const symbol = parsedTrade['symbol'];
if (!(symbol in this.trades)) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
const stored = new ArrayCache(limit);
this.trades[symbol] = stored;
}
const trades = this.trades[symbol];
trades.append(parsedTrade);
const messageHash = 'trade:' + symbol;
client.resolve(trades, messageHash);
}
/**
* @method
* @name defx#watchOrderBook
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9
* @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 defx#unWatchOrderBook
* @description unWatches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9
* @param {string} symbol unified array of symbols
* @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 unWatchOrderBook(symbol, params = {}) {
return await this.unWatchOrderBookForSymbols([symbol], params);
}
/**
* @method
* @name defx#watchOrderBookForSymbols
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9
* @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 topics = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const marketId = this.marketId(symbol);
topics.push('symbol:' + marketId + ':depth:20:0.001');
messageHashes.push('orderbook:' + symbol);
}
const orderbook = await this.watchPublic(topics, messageHashes, params);
return orderbook.limit();
}
/**
* @method
* @name defx#unWatchOrderBookForSymbols
* @description unWatches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9
* @param {string[]} symbols unified array of symbols
* @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 unWatchOrderBookForSymbols(symbols, params = {}) {
await this.loadMarkets();
const symbolsLength = symbols.length;
if (symbolsLength === 0) {
throw new ArgumentsRequired(this.id + ' unWatchOrderBookForSymbols() requires a non-empty array of symbols');
}
symbols = this.marketSymbols(symbols);
const topics = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const marketId = this.marketId(symbol);
topics.push('symbol:' + marketId + ':depth:20:0.001');
messageHashes.push('orderbook:' + symbol);
}
return await this.unWatchPublic(topics, messageHashes, params);
}
handleOrderBook(client, message) {
//
// {
// "topic": "symbol:SOL_USDC:depth:20:0.01",
// "event": "depth",
// "timestamp": 1731030695319,
// "data": {
// "symbol": "SOL_USDC",
// "timestamp": 1731030695319,
// "lastTradeTimestamp": 1731030275258,
// "level": "20",
// "slab": "0.01",
// "bids": [
// {
// "price": "198.27000000",
// "qty": "1.52"
// }
// ],
// "asks": [
// {
// "price": "198.44000000",
// "qty": "6.61"
// }
// ]
// }
// }
//
const data = this.safeDict(message, 'data', {});
const marketId = this.safeString(data, 'symbol');
const market = this.market(marketId);
const symbol = market['symbol'];
const timestamp = this.safeInteger(data, 'timestamp');
const snapshot = this.parseOrderBook(data, symbol, timestamp, 'bids', 'asks', 'price', 'qty');
if (!(symbol in this.orderbooks)) {
const ob = this.orderBook(snapshot);
this.orderbooks[symbol] = ob;
}
const orderbook = this.orderbooks[symbol];
orderbook.reset(snapshot);
const messageHash = 'orderbook:' + symbol;
client.resolve(orderbook, messageHash);
}
async keepAliveListenKey(params = {}) {
const listenKey = this.safeString(this.options, 'listenKey');
if (listenKey === undefined) {
// A network error happened: we can't renew a listen key that does not exist.
return;
}
try {
await this.v1PrivatePutApiUsersSocketListenKeysListenKey({ 'listenKey': listenKey }); // extend the expiry
}
catch (error) {
const url = this.urls['api']['ws']['private'] + '?listenKey=' + listenKey;
const client = this.client(url);
const messageHashes = Object.keys(client.futures);
for (let j = 0; j < messageHashes.length; j++) {
const messageHash = messageHashes[j];
client.reject(error, messageHash);
}
this.options['listenKey'] = undefined;
this.options['lastAuthenticatedTime'] = 0;
return;
}
// whether or not to schedule another listenKey keepAlive request
const listenKeyRefreshRate = this.safeInteger(this.options, 'listenKeyRefreshRate', 3540000);
this.delay(listenKeyRefreshRate, this.keepAliveListenKey, params);
}
async authenticate(params = {}) {
const time = this.milliseconds();
const lastAuthenticatedTime = this.safeInteger(this.options, 'lastAuthenticatedTime', 0);
const listenKeyRefreshRate = this.safeInteger(this.options, 'listenKeyRefreshRate', 3540000); // 1 hour
if (time - lastAuthenticatedTime > listenKeyRefreshRate) {
const response = await this.v1PrivatePostApiUsersSocketListenKeys();
this.options['listenKey'] = this.safeString(response, 'listenKey');
this.options['lastAuthenticatedTime'] = time;
this.delay(listenKeyRefreshRate, this.keepAliveListenKey, params);
}
}
/**
* @method
* @name defx#watchBalance
* @description query for balance and get the amount of funds available for trading or funds locked in orders
* @see https://www.postman.com/defxcode/defx-public-apis/ws-raw-request/667939b2f00f79161bb47809
* @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();
await this.authenticate();
const baseUrl = this.urls['api']['ws']['private'];
const messageHash = 'WALLET_BALANCE_UPDATE';
const url = baseUrl + '?listenKey=' + this.options['listenKey'];
return await this.watch(url, messageHash, undefined, messageHash);
}
handleBalance(client, message) {
//
// {
// "event": "WALLET_BALANCE_UPDATE",
// "timestamp": 1711015961397,
// "data": {
// "asset": "USDC", "balance": "27.64712963"
// }
// }
//
const messageHash = this.safeString(message, 'event');
const data = this.safeDict(message, 'data', []);
const timestamp = this.safeInteger(message, 'timestamp');
if (this.balance === undefined) {
this.balance = {};
}
this.balance['info'] = data;
this.balance['timestamp'] = timestamp;
this.balance['datetime'] = this.iso8601(timestamp);
const currencyId = this.safeString(data, 'asset');
const code = this.safeCurrencyCode(currencyId);
const account = (code in this.balance) ? this.balance[code] : this.account();
account['free'] = this.safeString(data, 'balance');
this.balance[code] = account;
this.balance = this.safeBalance(this.balance);
client.resolve(this.balance, messageHash);
}
/**
* @method
* @name defx#watchOrders
* @description watches information on multiple orders made by the user
* @see https://www.postman.com/defxcode/defx-public-apis/ws-raw-request/667939b2f00f79161bb47809
* @param {string} [symbol] unified market symbol of the market the 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();
await this.authenticate();
const baseUrl = this.urls['api']['ws']['private'];
let messageHash = 'orders';
if (symbol !== undefined) {
const market = this.market(symbol);
messageHash += ':' + market['symbol'];
}
const url = baseUrl + '?listenKey=' + this.options['listenKey'];
const orders = await this.watch(url, messageHash, undefined, messageHash);
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
}
handleOrder(client, message) {
//
// {
// "event": "ORDER_UPDATE",
// "timestamp": 1731417961446,
// "data": {
// "orderId": "766738557656630928",
// "symbol": "SOL_USDC",
// "side": "SELL",
// "type": "MARKET",
// "status": "FILLED",
// "clientOrderId": "0193208d-717b-7811-a80e-c036e220ad9b",
// "reduceOnly": false,
// "postOnly": false,
// "timeInForce": "GTC",
// "isTriggered": false,
// "createdAt": "2024-11-12T13:26:00.829Z",
// "updatedAt": "2024-11-12T13:26:01.436Z",
// "avgPrice": "209.60000000",
// "cumulativeQuote": "104.80000000",
// "totalFee": "0.05764000",
// "executedQty": "0.50",
// "origQty": "0.50",
// "role": "TAKER",
// "pnl": "0.00000000",
// "lastFillPnL": "0.00000000",
// "lastFillPrice": "209.60000000",
// "lastFillQty": "0.50",
// "linkedOrderParentType": null,
// "workingType": null
// }
// }
//
const channel = 'orders';
const data = this.safeDict(message, 'data', {});
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
this.orders = new ArrayCacheBySymbolById(limit);
}
const orders = this.orders;
const parsedOrder = this.parseOrder(data);
orders.append(parsedOrder);
const messageHash = channel + ':' + parsedOrder['symbol'];
client.resolve(orders, channel);
client.resolve(orders, messageHash);
}
/**
* @method
* @name defx#watchPositions
* @description watch all open positions
* @see https://www.postman.com/defxcode/defx-public-apis/ws-raw-request/667939b2f00f79161bb47809
* @param {string[]|undefined} symbols list of unified market symbols
* @param {number} [since] since timestamp
* @param {number} [limit] 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();
await this.authenticate();
symbols = this.marketSymbols(symbols);
const baseUrl = this.urls['api']['ws']['private'];
const channel = 'positions';
const url = baseUrl + '?listenKey=' + this.options['listenKey'];
let newPosition = undefined;
if (symbols !== undefined) {
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
messageHashes.push(channel + ':' + symbol);
}
newPosition = await this.watchMultiple(url, messageHashes, undefined, messageHashes);
}
else {
newPosition = await this.watch(url, channel, undefined, channel);
}
if (this.newUpdates) {
return newPosition;
}
return this.filterBySymbolsSinceLimit(this.positions, symbols, since, limit, true);
}
handlePositions(client, message) {
//
// {
// "event": "POSITION_UPDATE",
// "timestamp": 1731417961456,
// "data": {
// "positionId": "0193208d-735d-7fe9-90bd-8bc6d6bc1eda",
// "createdAt": 1289847904328,
// "symbol": "SOL_USDC",
// "positionSide": "SHORT",
// "entryPrice": "209.60000000",
// "quantity": "0.50",
// "status": "ACTIVE",
// "marginAsset": "USDC",
// "marginAmount": "15.17475649",
// "realizedPnL": "0.00000000"
// }
// }
//
const channel = 'positions';
const data = this.safeDict(message, 'data', {});
if (this.positions === undefined) {
this.positions = new ArrayCacheBySymbolById();
}
const cache = this.positions;
const parsedPosition = this.parsePosition(data);
const timestamp = this.safeInteger(message, 'timestamp');
parsedPosition['timestamp'] = timestamp;
parsedPosition['datetime'] = this.iso8601(timestamp);
cache.append(parsedPosition);
const messageHash = channel + ':' + parsedPosition['symbol'];
client.resolve([parsedPosition], channel);
client.resolve([parsedPosition], messageHash);
}
handleMessage(client, message) {
const error = this.safeString(message, 'code');
if (error !== undefined) {
const errorMsg = this.safeString(message, 'msg');
throw new ExchangeError(this.id + ' ' + errorMsg);
}
const event = this.safeString(message, 'event');
if (event !== undefined) {
const methods = {
'ohlc': this.handleOHLCV,
'24hrTicker': this.handleTicker,
'trades': this.handleTrades,
'depth': this.handleOrderBook,
'WALLET_BALANCE_UPDATE': this.handleBalance,
'ORDER_UPDATE': this.handleOrder,
'POSITION_UPDATE': this.handlePositions,
};
const exacMethod = this.safeValue(methods, event);
if (exacMethod !== undefined) {
exacMethod.call(this, client, message);
}
}
}
}