ccxt
Version:
1,014 lines (1,012 loc) • 95.7 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 gateRest from '../gate.js';
import { AuthenticationError, BadRequest, ArgumentsRequired, ChecksumError, ExchangeError, NotSupported } from '../base/errors.js';
import { ArrayCache, ArrayCacheByTimestamp, ArrayCacheBySymbolById, ArrayCacheBySymbolBySide } from '../base/ws/Cache.js';
import { sha512 } from '../static_dependencies/noble-hashes/sha512.js';
import Precise from '../base/Precise.js';
// ---------------------------------------------------------------------------
export default class gate extends gateRest {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'cancelAllOrdersWs': true,
'cancelOrderWs': true,
'createMarketBuyOrderWithCostWs': true,
'createMarketOrderWs': true,
'createMarketOrderWithCostWs': false,
'createMarketSellOrderWithCostWs': false,
'createOrderWs': true,
'createOrdersWs': true,
'createPostOnlyOrderWs': true,
'createReduceOnlyOrderWs': true,
'createStopLimitOrderWs': true,
'createStopLossOrderWs': true,
'createStopMarketOrderWs': false,
'createStopOrderWs': true,
'createTakeProfitOrderWs': true,
'createTriggerOrderWs': true,
'editOrderWs': true,
'fetchOrderWs': true,
'fetchOrdersWs': false,
'fetchOpenOrdersWs': true,
'fetchClosedOrdersWs': true,
'watchOrderBook': true,
'watchBidsAsks': true,
'watchTicker': true,
'watchTickers': true,
'watchTrades': true,
'watchTradesForSymbols': true,
'watchMyTrades': true,
'watchOHLCV': true,
'watchBalance': true,
'watchOrders': true,
'watchLiquidations': false,
'watchLiquidationsForSymbols': false,
'watchMyLiquidations': true,
'watchMyLiquidationsForSymbols': true,
'watchPositions': true,
},
'urls': {
'api': {
'ws': 'wss://ws.gate.io/v4',
'spot': 'wss://api.gateio.ws/ws/v4/',
'swap': {
'usdt': 'wss://fx-ws.gateio.ws/v4/ws/usdt',
'btc': 'wss://fx-ws.gateio.ws/v4/ws/btc',
},
'future': {
'usdt': 'wss://fx-ws.gateio.ws/v4/ws/delivery/usdt',
'btc': 'wss://fx-ws.gateio.ws/v4/ws/delivery/btc',
},
'option': {
'usdt': 'wss://op-ws.gateio.live/v4/ws/usdt',
'btc': 'wss://op-ws.gateio.live/v4/ws/btc',
},
},
'test': {
'swap': {
'usdt': 'wss://fx-ws-testnet.gateio.ws/v4/ws/usdt',
'btc': 'wss://fx-ws-testnet.gateio.ws/v4/ws/btc',
},
'future': {
'usdt': 'wss://fx-ws-testnet.gateio.ws/v4/ws/usdt',
'btc': 'wss://fx-ws-testnet.gateio.ws/v4/ws/btc',
},
'option': {
'usdt': 'wss://op-ws-testnet.gateio.live/v4/ws/usdt',
'btc': 'wss://op-ws-testnet.gateio.live/v4/ws/btc',
},
},
},
'options': {
'tradesLimit': 1000,
'OHLCVLimit': 1000,
'watchTradesSubscriptions': {},
'watchTickerSubscriptions': {},
'watchOrderBookSubscriptions': {},
'watchTicker': {
'name': 'tickers', // or book_ticker
},
'watchOrderBook': {
'interval': '100ms',
'snapshotDelay': 10,
'snapshotMaxRetries': 3,
'checksum': true,
},
'watchBalance': {
'settle': 'usdt',
'spot': 'spot.balances', // spot.margin_balances, spot.funding_balances or spot.cross_balances
},
'watchPositions': {
'fetchPositionsSnapshot': true,
'awaitPositionsSnapshot': true, // whether to wait for the positions snapshot before providing updates
},
},
'exceptions': {
'ws': {
'exact': {
'1': BadRequest,
'2': BadRequest,
'4': AuthenticationError,
'6': AuthenticationError,
'11': AuthenticationError,
},
'broad': {},
},
},
});
}
/**
* @method
* @name gate#createOrderWs
* @see https://www.gate.io/docs/developers/apiv4/ws/en/#order-place
* @see https://www.gate.io/docs/developers/futures/ws/en/#order-place
* @description Create an order on the exchange
* @param {string} symbol Unified CCXT market symbol
* @param {string} type 'limit' or 'market' *"market" is contract only*
* @param {string} side 'buy' or 'sell'
* @param {float} amount the amount of currency to trade
* @param {float} [price] *ignored in "market" orders* the price at which the order is to be fulfilled at in units of the quote currency
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {float} [params.stopPrice] The price at which a trigger order is triggered at
* @param {string} [params.timeInForce] "GTC", "IOC", or "PO"
* @param {float} [params.stopLossPrice] The price at which a stop loss order is triggered at
* @param {float} [params.takeProfitPrice] The price at which a take profit order is triggered at
* @param {string} [params.marginMode] 'cross' or 'isolated' - marginMode for margin trading if not provided this.options['defaultMarginMode'] is used
* @param {int} [params.iceberg] Amount to display for the iceberg order, Null or 0 for normal orders, Set to -1 to hide the order completely
* @param {string} [params.text] User defined information
* @param {string} [params.account] *spot and margin only* "spot", "margin" or "cross_margin"
* @param {bool} [params.auto_borrow] *margin only* Used in margin or cross margin trading to allow automatic loan of insufficient amount if balance is not enough
* @param {string} [params.settle] *contract only* Unified Currency Code for settle currency
* @param {bool} [params.reduceOnly] *contract only* Indicates if this order is to reduce the size of a position
* @param {bool} [params.close] *contract only* Set as true to close the position, with size set to 0
* @param {bool} [params.auto_size] *contract only* Set side to close dual-mode position, close_long closes the long side, while close_short the short one, size also needs to be set to 0
* @param {int} [params.price_type] *contract only* 0 latest deal price, 1 mark price, 2 index price
* @param {float} [params.cost] *spot market buy only* the quote quantity that can be used as an alternative for the amount
* @returns {object|undefined} [An order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async createOrderWs(symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
const messageType = this.getTypeByMarket(market);
const channel = messageType + '.order_place';
const url = this.getUrlByMarket(market);
params['textIsRequired'] = true;
const request = this.createOrderRequest(symbol, type, side, amount, price, params);
await this.authenticate(url, messageType);
const rawOrder = await this.requestPrivate(url, request, channel);
const order = this.parseOrder(rawOrder, market);
return order;
}
/**
* @method
* @name gate#createOrdersWs
* @description create a list of trade orders
* @see https://www.gate.io/docs/developers/futures/ws/en/#order-batch-place
* @param {Array} orders list of orders to create, each object should contain the parameters required by createOrder, namely symbol, type, side, amount, price and params
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async createOrdersWs(orders, params = {}) {
await this.loadMarkets();
const request = this.createOrdersRequest(orders, params);
const firstOrder = orders[0];
const market = this.market(firstOrder['symbol']);
if (market['swap'] !== true) {
throw new NotSupported(this.id + ' createOrdersWs is not supported for swap markets');
}
const messageType = this.getTypeByMarket(market);
const channel = messageType + '.order_batch_place';
const url = this.getUrlByMarket(market);
await this.authenticate(url, messageType);
const rawOrders = await this.requestPrivate(url, request, channel);
return this.parseOrders(rawOrders, market);
}
/**
* @method
* @name gate#cancelAllOrdersWs
* @description cancel all open orders
* @see https://www.gate.io/docs/developers/futures/ws/en/#cancel-all-open-orders-matched
* @see https://www.gate.io/docs/developers/apiv4/ws/en/#order-cancel-all-with-specified-currency-pair
* @param {string} symbol unified market symbol, only orders in the market of this symbol are cancelled when symbol is not undefined
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.channel] the channel to use, defaults to spot.order_cancel_cp or futures.order_cancel_cp
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async cancelAllOrdersWs(symbol = undefined, params = {}) {
await this.loadMarkets();
const market = (symbol === undefined) ? undefined : this.market(symbol);
const trigger = this.safeBool2(params, 'stop', 'trigger');
const messageType = this.getTypeByMarket(market);
let channel = messageType + '.order_cancel_cp';
[channel, params] = this.handleOptionAndParams(params, 'cancelAllOrdersWs', 'channel', channel);
const url = this.getUrlByMarket(market);
params = this.omit(params, ['stop', 'trigger']);
const [type, query] = this.handleMarketTypeAndParams('cancelAllOrders', market, params);
const [request, requestParams] = (type === 'spot') ? this.multiOrderSpotPrepareRequest(market, trigger, query) : this.prepareRequest(market, type, query);
await this.authenticate(url, messageType);
const rawOrders = await this.requestPrivate(url, this.extend(request, requestParams), channel);
return this.parseOrders(rawOrders, market);
}
/**
* @method
* @name gate#cancelOrderWs
* @description Cancels an open order
* @see https://www.gate.io/docs/developers/apiv4/ws/en/#order-cancel
* @see https://www.gate.io/docs/developers/futures/ws/en/#order-cancel
* @param {string} id Order id
* @param {string} symbol Unified market symbol
* @param {object} [params] Parameters specified by the exchange api
* @param {bool} [params.trigger] True if the order to be cancelled is a trigger order
* @returns An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async cancelOrderWs(id, symbol = undefined, params = {}) {
await this.loadMarkets();
const market = (symbol === undefined) ? undefined : this.market(symbol);
const trigger = this.safeValueN(params, ['is_stop_order', 'stop', 'trigger'], false);
params = this.omit(params, ['is_stop_order', 'stop', 'trigger']);
const [type, query] = this.handleMarketTypeAndParams('cancelOrder', market, params);
const [request, requestParams] = (type === 'spot' || type === 'margin') ? this.spotOrderPrepareRequest(market, trigger, query) : this.prepareRequest(market, type, query);
const messageType = this.getTypeByMarket(market);
const channel = messageType + '.order_cancel';
const url = this.getUrlByMarket(market);
await this.authenticate(url, messageType);
request['order_id'] = id.toString();
const res = await this.requestPrivate(url, this.extend(request, requestParams), channel);
return this.parseOrder(res, market);
}
/**
* @method
* @name gate#editOrderWs
* @description edit a trade order, gate currently only supports the modification of the price or amount fields
* @see https://www.gate.io/docs/developers/apiv4/ws/en/#order-amend
* @see https://www.gate.io/docs/developers/futures/ws/en/#order-amend
* @param {string} id order id
* @param {string} symbol unified symbol of the market to create an order in
* @param {string} type 'market' or 'limit'
* @param {string} side 'buy' or 'sell'
* @param {float} amount how much of the currency you want to trade in units of the base currency
* @param {float} [price] the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async editOrderWs(id, symbol, type, side, amount = undefined, price = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const extendedRequest = this.editOrderRequest(id, symbol, type, side, amount, price, params);
const messageType = this.getTypeByMarket(market);
const channel = messageType + '.order_amend';
const url = this.getUrlByMarket(market);
await this.authenticate(url, messageType);
const rawOrder = await this.requestPrivate(url, extendedRequest, channel);
return this.parseOrder(rawOrder, market);
}
/**
* @method
* @name gate#fetchOrderWs
* @description Retrieves information on an order
* @see https://www.gate.io/docs/developers/apiv4/ws/en/#order-status
* @see https://www.gate.io/docs/developers/futures/ws/en/#order-status
* @param {string} id Order id
* @param {string} symbol Unified market symbol, *required for spot and margin*
* @param {object} [params] Parameters specified by the exchange api
* @param {bool} [params.trigger] True if the order being fetched is a trigger order
* @param {string} [params.marginMode] 'cross' or 'isolated' - marginMode for margin trading if not provided this.options['defaultMarginMode'] is used
* @param {string} [params.type] 'spot', 'swap', or 'future', if not provided this.options['defaultMarginMode'] is used
* @param {string} [params.settle] 'btc' or 'usdt' - settle currency for perpetual swap and future - market settle currency is used if symbol !== undefined, default="usdt" for swap and "btc" for future
* @returns An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async fetchOrderWs(id, symbol = undefined, params = {}) {
await this.loadMarkets();
const market = (symbol === undefined) ? undefined : this.market(symbol);
const [request, requestParams] = this.fetchOrderRequest(id, symbol, params);
const messageType = this.getTypeByMarket(market);
const channel = messageType + '.order_status';
const url = this.getUrlByMarket(market);
await this.authenticate(url, messageType);
const rawOrder = await this.requestPrivate(url, this.extend(request, requestParams), channel);
return this.parseOrder(rawOrder, market);
}
/**
* @method
* @name gate#fetchOpenOrdersWs
* @description fetch all unfilled currently open orders
* @see https://www.gate.io/docs/developers/futures/ws/en/#order-list
* @param {string} symbol unified market symbol
* @param {int} [since] the earliest time in ms to fetch open orders for
* @param {int} [limit] the maximum number of open orders structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async fetchOpenOrdersWs(symbol = undefined, since = undefined, limit = undefined, params = {}) {
return await this.fetchOrdersByStatusWs('open', symbol, since, limit, params);
}
/**
* @method
* @name gate#fetchClosedOrdersWs
* @description fetches information on multiple closed orders made by the user
* @see https://www.gate.io/docs/developers/futures/ws/en/#order-list
* @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 {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async fetchClosedOrdersWs(symbol = undefined, since = undefined, limit = undefined, params = {}) {
return await this.fetchOrdersByStatusWs('finished', symbol, since, limit, params);
}
/**
* @method
* @name gate#fetchOrdersWs
* @see https://www.gate.io/docs/developers/futures/ws/en/#order-list
* @description fetches information on multiple orders made by the user by status
* @param {string} status requested order status
* @param {string} symbol unified market symbol of the market orders were made in
* @param {int|undefined} [since] the earliest time in ms to fetch orders for
* @param {int|undefined} [limit] the maximum number of order structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {int} [params.orderId] order id to begin at
* @param {int} [params.limit] the maximum number of order structures to retrieve
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async fetchOrdersByStatusWs(status, symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
symbol = market['symbol'];
if (market['swap'] !== true) {
throw new NotSupported(this.id + ' fetchOrdersByStatusWs is only supported by swap markets. Use rest API for other markets');
}
}
const [request, requestParams] = this.prepareOrdersByStatusRequest(status, symbol, since, limit, params);
const newRequest = this.omit(request, ['settle']);
const messageType = this.getTypeByMarket(market);
const channel = messageType + '.order_list';
const url = this.getUrlByMarket(market);
await this.authenticate(url, messageType);
const rawOrders = await this.requestPrivate(url, this.extend(newRequest, requestParams), channel);
const orders = this.parseOrders(rawOrders, market);
return this.filterBySymbolSinceLimit(orders, symbol, since, limit);
}
/**
* @method
* @name gate#watchOrderBook
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @param {string} symbol unified symbol of the market to fetch the order book for
* @param {int} [limit] the maximum amount of order book entries to return
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @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);
symbol = market['symbol'];
const marketId = market['id'];
const [interval, query] = this.handleOptionAndParams(params, 'watchOrderBook', 'interval', '100ms');
const messageType = this.getTypeByMarket(market);
const channel = messageType + '.order_book_update';
const messageHash = 'orderbook' + ':' + symbol;
const url = this.getUrlByMarket(market);
const payload = [marketId, interval];
if (limit === undefined) {
limit = 100;
}
if (market['contract']) {
const stringLimit = limit.toString();
payload.push(stringLimit);
}
const subscription = {
'symbol': symbol,
'limit': limit,
};
const orderbook = await this.subscribePublic(url, messageHash, payload, channel, query, subscription);
return orderbook.limit();
}
/**
* @method
* @name gate#unWatchOrderBook
* @description unWatches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @param {string} symbol unified symbol of the market to fetch the order book for
* @param {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 = {}) {
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
const marketId = market['id'];
let interval = '100ms';
[interval, params] = this.handleOptionAndParams(params, 'watchOrderBook', 'interval', interval);
const messageType = this.getTypeByMarket(market);
const channel = messageType + '.order_book_update';
const subMessageHash = 'orderbook' + ':' + symbol;
const messageHash = 'unsubscribe:orderbook' + ':' + symbol;
const url = this.getUrlByMarket(market);
const payload = [marketId, interval];
const limit = this.safeInteger(params, 'limit', 100);
if (market['contract']) {
const stringLimit = limit.toString();
payload.push(stringLimit);
}
return await this.unSubscribePublicMultiple(url, 'orderbook', [symbol], [messageHash], [subMessageHash], payload, channel, params);
}
handleOrderBookSubscription(client, message, subscription) {
const symbol = this.safeString(subscription, 'symbol');
const limit = this.safeInteger(subscription, 'limit');
this.orderbooks[symbol] = this.orderBook({}, limit);
}
handleOrderBook(client, message) {
//
// spot
//
// {
// "time": 1650189272,
// "channel": "spot.order_book_update",
// "event": "update",
// "result": {
// "t": 1650189272515,
// "e": "depthUpdate",
// "E": 1650189272,
// "s": "GMT_USDT",
// "U": 140595902,
// "u": 140595902,
// "b": [
// [ '2.51518', "228.119" ],
// [ '2.50587', "1510.11" ],
// [ '2.49944', "67.6" ],
// ],
// "a": [
// [ '2.5182', "4.199" ],
// [ "2.51926", "1874" ],
// [ '2.53528', "96.529" ],
// ]
// }
// }
//
// swap
//
// {
// "id": null,
// "time": 1650188898,
// "channel": "futures.order_book_update",
// "event": "update",
// "error": null,
// "result": {
// "t": 1650188898938,
// "s": "GMT_USDT",
// "U": 1577718307,
// "u": 1577719254,
// "b": [
// { p: "2.5178", s: 0 },
// { p: "2.5179", s: 0 },
// { p: "2.518", s: 0 },
// ],
// "a": [
// { p: "2.52", s: 0 },
// { p: "2.5201", s: 0 },
// { p: "2.5203", s: 0 },
// ]
// }
// }
//
const channel = this.safeString(message, 'channel');
const channelParts = channel.split('.');
const rawMarketType = this.safeString(channelParts, 0);
const isSpot = rawMarketType === 'spot';
const marketType = isSpot ? 'spot' : 'contract';
const delta = this.safeValue(message, 'result');
const deltaStart = this.safeInteger(delta, 'U');
const deltaEnd = this.safeInteger(delta, 'u');
const marketId = this.safeString(delta, 's');
const symbol = this.safeSymbol(marketId, undefined, '_', marketType);
const messageHash = 'orderbook:' + symbol;
const storedOrderBook = this.safeValue(this.orderbooks, symbol, this.orderBook({}));
const nonce = this.safeInteger(storedOrderBook, 'nonce');
if (nonce === undefined) {
let cacheLength = 0;
if (storedOrderBook !== undefined) {
cacheLength = storedOrderBook.cache.length;
}
const snapshotDelay = this.handleOption('watchOrderBook', 'snapshotDelay', 10);
const waitAmount = isSpot ? snapshotDelay : 0;
if (cacheLength === waitAmount) {
// max limit is 100
const subscription = client.subscriptions[messageHash];
const limit = this.safeInteger(subscription, 'limit');
this.spawn(this.loadOrderBook, client, messageHash, symbol, limit, {}); // needed for c#, number of args needs to match
}
storedOrderBook.cache.push(delta);
return;
}
else if (nonce >= deltaEnd) {
return;
}
else if (nonce >= deltaStart - 1) {
this.handleDelta(storedOrderBook, delta);
}
else {
delete client.subscriptions[messageHash];
delete this.orderbooks[symbol];
const checksum = this.handleOption('watchOrderBook', 'checksum', true);
if (checksum) {
const error = new ChecksumError(this.id + ' ' + this.orderbookChecksumMessage(symbol));
client.reject(error, messageHash);
}
}
client.resolve(storedOrderBook, messageHash);
}
getCacheIndex(orderBook, cache) {
const nonce = this.safeInteger(orderBook, 'nonce');
const firstDelta = cache[0];
const firstDeltaStart = this.safeInteger(firstDelta, 'U');
if (nonce < firstDeltaStart) {
return -1;
}
for (let i = 0; i < cache.length; i++) {
const delta = cache[i];
const deltaStart = this.safeInteger(delta, 'U');
const deltaEnd = this.safeInteger(delta, 'u');
if ((nonce >= deltaStart - 1) && (nonce < deltaEnd)) {
return i;
}
}
return cache.length;
}
handleBidAsks(bookSide, bidAsks) {
for (let i = 0; i < bidAsks.length; i++) {
const bidAsk = bidAsks[i];
if (Array.isArray(bidAsk)) {
bookSide.storeArray(this.parseBidAsk(bidAsk));
}
else {
const price = this.safeFloat(bidAsk, 'p');
const amount = this.safeFloat(bidAsk, 's');
bookSide.store(price, amount);
}
}
}
handleDelta(orderbook, delta) {
const timestamp = this.safeInteger(delta, 't');
orderbook['timestamp'] = timestamp;
orderbook['datetime'] = this.iso8601(timestamp);
orderbook['nonce'] = this.safeInteger(delta, 'u');
const bids = this.safeValue(delta, 'b', []);
const asks = this.safeValue(delta, 'a', []);
const storedBids = orderbook['bids'];
const storedAsks = orderbook['asks'];
this.handleBidAsks(storedBids, bids);
this.handleBidAsks(storedAsks, asks);
}
/**
* @method
* @name gate#watchTicker
* @see https://www.gate.io/docs/developers/apiv4/ws/en/#tickers-channel
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchTicker(symbol, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
symbol = market['symbol'];
params['callerMethodName'] = 'watchTicker';
const result = await this.watchTickers([symbol], params);
return this.safeValue(result, symbol);
}
/**
* @method
* @name gate#watchTickers
* @see https://www.gate.io/docs/developers/apiv4/ws/en/#tickers-channel
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
* @param {string[]} symbols unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchTickers(symbols = undefined, params = {}) {
return await this.subscribeWatchTickersAndBidsAsks(symbols, 'watchTickers', this.extend({ 'method': 'tickers' }, params));
}
handleTicker(client, message) {
//
// {
// "time": 1649326221,
// "channel": "spot.tickers",
// "event": "update",
// "result": {
// "currency_pair": "BTC_USDT",
// "last": "43444.82",
// "lowest_ask": "43444.82",
// "highest_bid": "43444.81",
// "change_percentage": "-4.0036",
// "base_volume": "5182.5412425462",
// "quote_volume": "227267634.93123952",
// "high_24h": "47698",
// "low_24h": "42721.03"
// }
// }
//
this.handleTickerAndBidAsk('ticker', client, message);
}
/**
* @method
* @name gate#watchBidsAsks
* @see https://www.gate.io/docs/developers/apiv4/ws/en/#best-bid-or-ask-price
* @see https://www.gate.io/docs/developers/apiv4/ws/en/#order-book-channel
* @description watches best bid & ask for symbols
* @param {string[]} symbols unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async watchBidsAsks(symbols = undefined, params = {}) {
return await this.subscribeWatchTickersAndBidsAsks(symbols, 'watchBidsAsks', this.extend({ 'method': 'book_ticker' }, params));
}
handleBidAsk(client, message) {
//
// {
// "time": 1671363004,
// "time_ms": 1671363004235,
// "channel": "spot.book_ticker",
// "event": "update",
// "result": {
// "t": 1671363004228,
// "u": 9793320464,
// "s": "BTC_USDT",
// "b": "16716.8",
// "B": "0.0134",
// "a": "16716.9",
// "A": "0.0353"
// }
// }
//
this.handleTickerAndBidAsk('bidask', client, message);
}
async subscribeWatchTickersAndBidsAsks(symbols = undefined, callerMethodName = undefined, params = {}) {
await this.loadMarkets();
[callerMethodName, params] = this.handleParamString(params, 'callerMethodName', callerMethodName);
symbols = this.marketSymbols(symbols, undefined, false);
const market = this.market(symbols[0]);
const messageType = this.getTypeByMarket(market);
const marketIds = this.marketIds(symbols);
let channelName = undefined;
[channelName, params] = this.handleOptionAndParams(params, callerMethodName, 'method');
const url = this.getUrlByMarket(market);
const channel = messageType + '.' + channelName;
const isWatchTickers = callerMethodName.indexOf('watchTicker') >= 0;
const prefix = isWatchTickers ? 'ticker' : 'bidask';
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
messageHashes.push(prefix + ':' + symbol);
}
const tickerOrBidAsk = await this.subscribePublicMultiple(url, messageHashes, marketIds, channel, params);
if (this.newUpdates) {
const items = {};
items[tickerOrBidAsk['symbol']] = tickerOrBidAsk;
return items;
}
const result = isWatchTickers ? this.tickers : this.bidsasks;
return this.filterByArray(result, 'symbol', symbols, true);
}
handleTickerAndBidAsk(objectName, client, message) {
const channel = this.safeString(message, 'channel');
const parts = channel.split('.');
const rawMarketType = this.safeString(parts, 0);
const marketType = (rawMarketType === 'futures') ? 'contract' : 'spot';
const result = this.safeValue(message, 'result');
let results = [];
if (Array.isArray(result)) {
results = this.safeList(message, 'result', []);
}
else {
const rawTicker = this.safeDict(message, 'result', {});
results = [rawTicker];
}
const isTicker = (objectName === 'ticker'); // whether ticker or bid-ask
for (let i = 0; i < results.length; i++) {
const rawTicker = results[i];
const marketId = this.safeString(rawTicker, 's');
const market = this.safeMarket(marketId, undefined, '_', marketType);
const parsedItem = this.parseTicker(rawTicker, market);
const symbol = parsedItem['symbol'];
if (isTicker) {
this.tickers[symbol] = parsedItem;
}
else {
this.bidsasks[symbol] = parsedItem;
}
const messageHash = objectName + ':' + symbol;
client.resolve(parsedItem, messageHash);
}
}
/**
* @method
* @name gate#watchTrades
* @description get the list of most recent trades for a particular symbol
* @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 gate#watchTradesForSymbols
* @description get the list of most recent trades for a particular symbol
* @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 marketIds = this.marketIds(symbols);
const market = this.market(symbols[0]);
const messageType = this.getTypeByMarket(market);
const channel = messageType + '.trades';
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
messageHashes.push('trades:' + symbol);
}
const url = this.getUrlByMarket(market);
const trades = await this.subscribePublicMultiple(url, messageHashes, marketIds, channel, 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 gate#unWatchTradesForSymbols
* @description get the list of most recent trades for a particular symbol
* @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 marketIds = this.marketIds(symbols);
const market = this.market(symbols[0]);
const messageType = this.getTypeByMarket(market);
const channel = messageType + '.trades';
const subMessageHashes = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
subMessageHashes.push('trades:' + symbol);
messageHashes.push('unsubscribe:trades:' + symbol);
}
const url = this.getUrlByMarket(market);
return await this.unSubscribePublicMultiple(url, 'trades', symbols, messageHashes, subMessageHashes, marketIds, channel, params);
}
/**
* @method
* @name gate#unWatchTrades
* @description get the list of most recent trades for a particular symbol
* @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);
}
handleTrades(client, message) {
//
// {
// "time": 1648725035,
// "channel": "spot.trades",
// "event": "update",
// "result": [{
// "id": 3130257995,
// "create_time": 1648725035,
// "create_time_ms": "1648725035923.0",
// "side": "sell",
// "currency_pair": "LTC_USDT",
// "amount": "0.0116",
// "price": "130.11"
// }]
// }
//
let result = this.safeValue(message, 'result');
if (!Array.isArray(result)) {
result = [result];
}
const parsedTrades = this.parseTrades(result);
for (let i = 0; i < parsedTrades.length; i++) {
const trade = parsedTrades[i];
const symbol = trade['symbol'];
let cachedTrades = this.safeValue(this.trades, symbol);
if (cachedTrades === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
cachedTrades = new ArrayCache(limit);
this.trades[symbol] = cachedTrades;
}
cachedTrades.append(trade);
const hash = 'trades:' + symbol;
client.resolve(cachedTrades, hash);
}
}
/**
* @method
* @name gate#watchOHLCV
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @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'];
const marketId = market['id'];
const interval = this.safeString(this.timeframes, timeframe, timeframe);
const messageType = this.getTypeByMarket(market);
const channel = messageType + '.candlesticks';
const messageHash = 'candles:' + interval + ':' + market['symbol'];
const url = this.getUrlByMarket(market);
const payload = [interval, marketId];
const ohlcv = await this.subscribePublic(url, messageHash, payload, channel, params);
if (this.newUpdates) {
limit = ohlcv.getLimit(symbol, limit);
}
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
}
handleOHLCV(client, message) {
//
// {
// "time": 1606292600,
// "channel": "spot.candlesticks",
// "event": "update",
// "result": {
// "t": "1606292580", // total volume
// "v": "2362.32035", // volume
// "c": "19128.1", // close
// "h": "19128.1", // high
// "l": "19128.1", // low
// "o": "19128.1", // open
// "n": "1m_BTC_USDT" // sub
// }
// }
//
const channel = this.safeString(message, 'channel');
const channelParts = channel.split('.');
const rawMarketType = this.safeString(channelParts, 0);
const marketType = (rawMarketType === 'spot') ? 'spot' : 'contract';
let result = this.safeValue(message, 'result');
if (!Array.isArray(result)) {
result = [result];
}
const marketIds = {};
for (let i = 0; i < result.length; i++) {
const ohlcv = result[i];
const subscription = this.safeString(ohlcv, 'n', '');
const parts = subscription.split('_');
const timeframe = this.safeString(parts, 0);
const timeframeId = this.findTimeframe(timeframe);
const prefix = timeframe + '_';
const marketId = subscription.replace(prefix, '');
const symbol = this.safeSymbol(marketId, undefined, '_', marketType);
const parsed = this.parseOHLCV(ohlcv);
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][timeframeId] = stored;
}
stored.append(parsed);
marketIds[symbol] = timeframe;
}
const keys = Object.keys(marketIds);
for (let i = 0; i < keys.length; i++) {
const symbol = keys[i];
const timeframe = marketIds[symbol];
const interval = this.findTimeframe(timeframe);
const hash = 'candles' + ':' + interval + ':' + symbol;
const stored = this.safeValue(this.ohlcvs[symbol], interval);
client.resolve(stored, hash);
}
}
/**
* @method
* @name gate#watchMyTrades
* @description watches information on multiple trades made by the user
* @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 watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
let subType = undefined;
let type = undefined;
let marketId = '!' + 'all';
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
marketId = market['id'];
}
[type, params] = this.handleMarketTypeAndParams('watchMyTrades', market, params);
[subType, params] = this.handleSubTypeAndParams('watchMyTrades', market, params);
const messageType = this.getSupportedMapping(type, {
'spot': 'spot',
'margin': 'spot',
'future': 'futures',
'swap': 'futures',
'option': 'options',
});
const channel = messageType + '.usertrades';
let messageHash = 'myTrades';
if (symbol !== undefined) {
messageHash += ':' + symbol;
}
const isInverse = (subType === 'inverse');
const url = this.getUrlByMarketType(type, isInverse);
const payload = [marketId];
// uid required for non spot markets
const requiresUid = (type !== 'spot');
const trades = await this.subscribePrivate(url, messageHash, payload, channel, params, requiresUid);
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
}
handleMyTrades(client, message) {
//
// {
// "time": 1543205083,
// "channel": "futures.usertrades",
// "event": "update",
// "error": null,
// "result": [
// {
// "id": "3335259",
// "create_time": 1628736848,
// "create_time_ms": 1628736848321,
// "contract": "BTC_USD",
// "order_id": "4872460",
// "size": 1,
// "price": "40000.4",
// "role": "maker"
// }
// ]
// }
//
const result = this.safeValue(message, 'result', []);
const tradesLength = result.length;
if (tradesLength === 0) {
return;
}
let cachedTrades = this.myTrades;
if (cachedTrades === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
cachedTrades = new ArrayCacheBySymbolById(limit);
this.myTrades = cachedTrades;
}
const parsed = this.parseTrades(result);
const marketIds = {};
for (let i = 0; i < parsed.length; i++) {
const trade = parsed[i];
cachedTrades.append(trade);
const symbol = trade['symbol'];
marketIds[symbol] = true;
}
const keys = Object.keys(marketIds);
for (let i = 0; i < keys.length; i++) {
const market = keys[i];
const hash = 'myTrades:' + market;
client.resolve(cachedTrades, hash);
}
client.resolve(cachedTrades, 'myTrades');
}
/**
* @method
* @name gate#watchBalance
* @description watch balance and get the amount of funds available for trading or funds locked in orders
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
*/
async watchBalance(params = {}) {
await this.loadMarkets();
let type = undefined;
let subType = undefined;
[type, params] = this.handleMarketTypeAndParams('watchBalance', unde