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 okxRest from '../okx.js';
import { ArgumentsRequired, BadRequest, ExchangeError, ChecksumError, AuthenticationError, InvalidNonce } from '../base/errors.js';
import { ArrayCache, ArrayCacheByTimestamp, ArrayCacheBySymbolById, ArrayCacheBySymbolBySide } from '../base/ws/Cache.js';
import { sha256 } from '../static_dependencies/noble-hashes/sha256.js';
// ---------------------------------------------------------------------------
export default class okx extends okxRest {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'watchTicker': true,
'watchMarkPrice': true,
'watchMarkPrices': true,
'watchTickers': true,
'watchBidsAsks': true,
'watchOrderBook': true,
'watchTrades': true,
'watchTradesForSymbols': true,
'watchOrderBookForSymbols': true,
'watchBalance': true,
'watchLiquidations': 'emulated',
'watchLiquidationsForSymbols': true,
'watchMyLiquidations': 'emulated',
'watchMyLiquidationsForSymbols': true,
'watchOHLCV': true,
'watchOHLCVForSymbols': true,
'watchOrders': true,
'watchMyTrades': true,
'watchPositions': true,
'watchFundingRate': true,
'watchFundingRates': true,
'createOrderWs': true,
'editOrderWs': true,
'cancelOrderWs': true,
'cancelOrdersWs': true,
'cancelAllOrdersWs': true,
},
'urls': {
'api': {
'ws': 'wss://ws.okx.com:8443/ws/v5',
},
'test': {
'ws': 'wss://wspap.okx.com:8443/ws/v5',
},
},
'options': {
'watchOrderBook': {
'checksum': true,
//
// bbo-tbt
// 1. Newly added channel that sends tick-by-tick Level 1 data
// 2. All API users can subscribe
// 3. Public depth channel, verification not required
//
// books-l2-tbt
// 1. Only users who're VIP5 and above can subscribe
// 2. Identity verification required before subscription
//
// books50-l2-tbt
// 1. Only users who're VIP4 and above can subscribe
// 2. Identity verification required before subscription
//
// books
// 1. All API users can subscribe
// 2. Public depth channel, verification not required
//
// books5
// 1. All API users can subscribe
// 2. Public depth channel, verification not required
// 3. Data feeds will be delivered every 100ms (vs. every 200ms now)
//
'depth': 'books',
},
'watchBalance': 'spot',
'watchTicker': {
'channel': 'tickers', // tickers, sprd-tickers, index-tickers, block-tickers
},
'watchTickers': {
'channel': 'tickers', // tickers, sprd-tickers, index-tickers, block-tickers
},
'watchOrders': {
'type': 'ANY', // SPOT, MARGIN, SWAP, FUTURES, OPTION, ANY
},
'watchMyTrades': {
'type': 'ANY', // SPOT, MARGIN, SWAP, FUTURES, OPTION, ANY
},
'createOrderWs': {
'op': 'batch-orders', // order, batch-orders
},
'editOrderWs': {
'op': 'amend-order', // amend-order, batch-amend-orders
},
'ws': {
// 'inflate': true,
},
},
'streaming': {
// okex does not support built-in ws protocol-level ping-pong
// instead it requires a custom text-based ping-pong
'ping': this.ping,
'keepAlive': 18000,
},
});
}
getUrl(channel, access = 'public') {
// for context: https://www.okx.com/help-center/changes-to-v5-api-websocket-subscription-parameter-and-url
const isSandbox = this.options['sandboxMode'];
const sandboxSuffix = isSandbox ? '?brokerId=9999' : '';
const isBusiness = (access === 'business');
const isPublic = (access === 'public');
const url = this.urls['api']['ws'];
if (isBusiness || (channel.indexOf('candle') > -1) || (channel === 'orders-algo')) {
return url + '/business' + sandboxSuffix;
}
else if (isPublic) {
return url + '/public' + sandboxSuffix;
}
return url + '/private' + sandboxSuffix;
}
async subscribeMultiple(access, channel, symbols = undefined, params = {}) {
await this.loadMarkets();
if (symbols === undefined) {
symbols = this.symbols;
}
symbols = this.marketSymbols(symbols);
const url = this.getUrl(channel, access);
const messageHashes = [];
const args = [];
for (let i = 0; i < symbols.length; i++) {
const marketId = this.marketId(symbols[i]);
const arg = {
'channel': channel,
'instId': marketId,
};
args.push(this.extend(arg, params));
messageHashes.push(channel + '::' + symbols[i]);
}
const request = {
'op': 'subscribe',
'args': args,
};
return await this.watchMultiple(url, messageHashes, request, messageHashes);
}
async subscribe(access, messageHash, channel, symbol, params = {}) {
await this.loadMarkets();
const url = this.getUrl(channel, access);
const firstArgument = {
'channel': channel,
};
if (symbol !== undefined) {
const market = this.market(symbol);
messageHash += ':' + market['id'];
firstArgument['instId'] = market['id'];
}
const request = {
'op': 'subscribe',
'args': [
this.deepExtend(firstArgument, params),
],
};
return await this.watch(url, messageHash, request, messageHash);
}
/**
* @method
* @name okx#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 okx#watchTradesForSymbols
* @description get the list of most recent trades for a particular symbol
* @param {string} symbols
* @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 = {}) {
const symbolsLength = symbols.length;
if (symbolsLength === 0) {
throw new ArgumentsRequired(this.id + ' watchTradesForSymbols() requires a non-empty array of symbols');
}
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const channel = 'trades';
const topics = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
messageHashes.push(channel + ':' + symbol);
const marketId = this.marketId(symbol);
const topic = {
'channel': channel,
'instId': marketId,
};
topics.push(topic);
}
const request = {
'op': 'subscribe',
'args': topics,
};
const url = this.getUrl(channel, 'public');
const trades = await this.watchMultiple(url, messageHashes, request, messageHashes);
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 okx#unWatchTradesForSymbols
* @description unWatches from the stream channel
* @param {string[]} symbols
* @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, undefined, false);
const channel = 'trades';
const topics = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
messageHashes.push('unsubscribe:trades:' + symbol);
const marketId = this.marketId(symbol);
const topic = {
'channel': channel,
'instId': marketId,
};
topics.push(topic);
}
const request = {
'op': 'unsubscribe',
'args': topics,
};
const url = this.getUrl(channel, 'public');
return await this.watchMultiple(url, messageHashes, request, messageHashes);
}
/**
* @method
* @name okx#unWatchTrades
* @description unWatches from the stream channel
* @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) {
//
// {
// "arg": { channel: "trades", instId: "BTC-USDT" },
// "data": [
// {
// "instId": "BTC-USDT",
// "tradeId": "216970876",
// "px": "31684.5",
// "sz": "0.00001186",
// "side": "buy",
// "ts": "1626531038288"
// }
// ]
// }
//
const arg = this.safeValue(message, 'arg', {});
const channel = this.safeString(arg, 'channel');
const marketId = this.safeString(arg, 'instId');
const symbol = this.safeSymbol(marketId);
const data = this.safeValue(message, 'data', []);
const tradesLimit = this.safeInteger(this.options, 'tradesLimit', 1000);
for (let i = 0; i < data.length; i++) {
const trade = this.parseTrade(data[i]);
const messageHash = channel + ':' + symbol;
let stored = this.safeValue(this.trades, symbol);
if (stored === undefined) {
stored = new ArrayCache(tradesLimit);
this.trades[symbol] = stored;
}
stored.append(trade);
client.resolve(stored, messageHash);
}
}
/**
* @method
* @name okx#watchFundingRate
* @description watch the current funding rate
* @see https://www.okx.com/docs-v5/en/#public-data-websocket-funding-rate-channel
* @param {string} symbol unified market symbol
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [funding rate structure]{@link https://docs.ccxt.com/#/?id=funding-rate-structure}
*/
async watchFundingRate(symbol, params = {}) {
symbol = this.symbol(symbol);
const fr = await this.watchFundingRates([symbol], params);
return fr[symbol];
}
/**
* @method
* @name coinbaseinternational#watchFundingRates
* @description watch the funding rate for multiple markets
* @see https://www.okx.com/docs-v5/en/#public-data-websocket-funding-rate-channel
* @param {string[]} symbols list of unified market symbols
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a dictionary of [funding rates structures]{@link https://docs.ccxt.com/#/?id=funding-rates-structure}, indexe by market symbols
*/
async watchFundingRates(symbols, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const channel = 'funding-rate';
const topics = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
messageHashes.push(channel + ':' + symbol);
const marketId = this.marketId(symbol);
const topic = {
'channel': channel,
'instId': marketId,
};
topics.push(topic);
}
const request = {
'op': 'subscribe',
'args': topics,
};
const url = this.getUrl(channel, 'public');
const fundingRate = await this.watchMultiple(url, messageHashes, request, messageHashes);
if (this.newUpdates) {
const symbol = this.safeString(fundingRate, 'symbol');
const result = {};
result[symbol] = fundingRate;
return result;
}
return this.filterByArray(this.fundingRates, 'symbol', symbols);
}
handleFundingRate(client, message) {
//
// "data":[
// {
// "fundingRate":"0.0001875391284828",
// "fundingTime":"1700726400000",
// "instId":"BTC-USD-SWAP",
// "instType":"SWAP",
// "method": "next_period",
// "maxFundingRate":"0.00375",
// "minFundingRate":"-0.00375",
// "nextFundingRate":"0.0002608059239328",
// "nextFundingTime":"1700755200000",
// "premium": "0.0001233824646391",
// "settFundingRate":"0.0001699799259033",
// "settState":"settled",
// "ts":"1700724675402"
// }
// ]
//
const data = this.safeList(message, 'data', []);
for (let i = 0; i < data.length; i++) {
const rawfr = data[i];
const fundingRate = this.parseFundingRate(rawfr);
const symbol = fundingRate['symbol'];
this.fundingRates[symbol] = fundingRate;
client.resolve(fundingRate, 'funding-rate' + ':' + fundingRate['symbol']);
}
}
/**
* @method
* @name okx#watchTicker
* @see https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-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
* @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 watchTicker(symbol, params = {}) {
let channel = undefined;
[channel, params] = this.handleOptionAndParams(params, 'watchTicker', 'channel', 'tickers');
params['channel'] = channel;
const market = this.market(symbol);
symbol = market['symbol'];
const ticker = await this.watchTickers([symbol], params);
return this.safeValue(ticker, symbol);
}
/**
* @method
* @name okx#unWatchTicker
* @see https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-tickers-channel
* @description unWatches 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
* @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 okx#watchTickers
* @see https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-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
* @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 watchTickers(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false);
let channel = undefined;
[channel, params] = this.handleOptionAndParams(params, 'watchTickers', 'channel', 'tickers');
const newTickers = await this.subscribeMultiple('public', channel, symbols, params);
if (this.newUpdates) {
return newTickers;
}
return this.filterByArray(this.tickers, 'symbol', symbols);
}
/**
* @method
* @name okx#watchMarkPrice
* @see https://www.okx.com/docs-v5/en/#public-data-websocket-mark-price-channel
* @description watches a mark price
* @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 watchMarkPrice(symbol, params = {}) {
let channel = undefined;
[channel, params] = this.handleOptionAndParams(params, 'watchMarkPrice', 'channel', 'mark-price');
params['channel'] = channel;
const market = this.market(symbol);
symbol = market['symbol'];
const ticker = await this.watchMarkPrices([symbol], params);
return ticker[symbol];
}
/**
* @method
* @name okx#watchMarkPrices
* @see https://www.okx.com/docs-v5/en/#public-data-websocket-mark-price-channel
* @description watches mark prices
* @param {string[]} [symbols] 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 watchMarkPrices(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false);
let channel = undefined;
[channel, params] = this.handleOptionAndParams(params, 'watchMarkPrices', 'channel', 'mark-price');
const newTickers = await this.subscribeMultiple('public', channel, symbols, params);
if (this.newUpdates) {
return newTickers;
}
return this.filterByArray(this.tickers, 'symbol', symbols);
}
/**
* @method
* @name okx#unWatchTickers
* @see https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-tickers-channel
* @description unWatches 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
* @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 unWatchTickers(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false);
let channel = undefined;
[channel, params] = this.handleOptionAndParams(params, 'watchTickers', 'channel', 'tickers');
const topics = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
messageHashes.push('unsubscribe:ticker:' + symbol);
const marketId = this.marketId(symbol);
const topic = {
'channel': channel,
'instId': marketId,
};
topics.push(topic);
}
const request = {
'op': 'unsubscribe',
'args': topics,
};
const url = this.getUrl(channel, 'public');
return await this.watchMultiple(url, messageHashes, request, messageHashes);
}
handleTicker(client, message) {
//
// {
// "arg": { channel: "tickers", instId: "BTC-USDT" },
// "data": [
// {
// "instType": "SPOT",
// "instId": "BTC-USDT",
// "last": "31500.1",
// "lastSz": "0.00001754",
// "askPx": "31500.1",
// "askSz": "0.00998144",
// "bidPx": "31500",
// "bidSz": "3.05652439",
// "open24h": "31697",
// "high24h": "32248",
// "low24h": "31165.6",
// "sodUtc0": "31385.5",
// "sodUtc8": "32134.9",
// "volCcy24h": "503403597.38138519",
// "vol24h": "15937.10781721",
// "ts": "1626526618762"
// }
// ]
// }
//
this.handleBidAsk(client, message);
const arg = this.safeValue(message, 'arg', {});
const marketId = this.safeString(arg, 'instId');
const market = this.safeMarket(marketId, undefined, '-');
const symbol = market['symbol'];
const channel = this.safeString(arg, 'channel');
const data = this.safeValue(message, 'data', []);
const newTickers = {};
for (let i = 0; i < data.length; i++) {
const ticker = this.parseTicker(data[i]);
this.tickers[symbol] = ticker;
newTickers[symbol] = ticker;
}
const messageHash = channel + '::' + symbol;
client.resolve(newTickers, messageHash);
}
/**
* @method
* @name okx#watchBidsAsks
* @see https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-tickers-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 = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, false);
let channel = undefined;
[channel, params] = this.handleOptionAndParams(params, 'watchBidsAsks', 'channel', 'tickers');
const url = this.getUrl(channel, 'public');
const messageHashes = [];
const args = [];
for (let i = 0; i < symbols.length; i++) {
const marketId = this.marketId(symbols[i]);
const arg = {
'channel': channel,
'instId': marketId,
};
args.push(this.extend(arg, params));
messageHashes.push('bidask::' + symbols[i]);
}
const request = {
'op': 'subscribe',
'args': args,
};
const newTickers = await this.watchMultiple(url, messageHashes, request, messageHashes);
if (this.newUpdates) {
const tickers = {};
tickers[newTickers['symbol']] = newTickers;
return tickers;
}
return this.filterByArray(this.bidsasks, 'symbol', symbols);
}
handleBidAsk(client, message) {
//
// {
// "arg": { channel: "tickers", instId: "BTC-USDT" },
// "data": [
// {
// "instType": "SPOT",
// "instId": "BTC-USDT",
// "last": "31500.1",
// "lastSz": "0.00001754",
// "askPx": "31500.1",
// "askSz": "0.00998144",
// "bidPx": "31500",
// "bidSz": "3.05652439",
// "open24h": "31697",
// "high24h": "32248",
// "low24h": "31165.6",
// "sodUtc0": "31385.5",
// "sodUtc8": "32134.9",
// "volCcy24h": "503403597.38138519",
// "vol24h": "15937.10781721",
// "ts": "1626526618762"
// }
// ]
// }
//
const data = this.safeList(message, 'data', []);
const ticker = this.safeDict(data, 0, {});
const parsedTicker = this.parseWsBidAsk(ticker);
const symbol = parsedTicker['symbol'];
this.bidsasks[symbol] = parsedTicker;
const messageHash = 'bidask::' + symbol;
client.resolve(parsedTicker, messageHash);
}
parseWsBidAsk(ticker, market = undefined) {
const marketId = this.safeString(ticker, 'instId');
market = this.safeMarket(marketId, market);
const symbol = this.safeString(market, 'symbol');
const timestamp = this.safeInteger(ticker, 'ts');
return this.safeTicker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'ask': this.safeString(ticker, 'askPx'),
'askVolume': this.safeString(ticker, 'askSz'),
'bid': this.safeString(ticker, 'bidPx'),
'bidVolume': this.safeString(ticker, 'bidSz'),
'info': ticker,
}, market);
}
/**
* @method
* @name okx#watchLiquidationsForSymbols
* @description watch the public liquidations of a trading pair
* @see https://www.okx.com/docs-v5/en/#public-data-websocket-liquidation-orders-channel
* @param {string} symbols
* @param {int} [since] the earliest time in ms to fetch liquidations for
* @param {int} [limit] the maximum number of liquidation structures to retrieve
* @param {object} [params] exchange specific parameters for the okx api endpoint
* @returns {object} an array of [liquidation structures]{@link https://github.com/ccxt/ccxt/wiki/Manual#liquidation-structure}
*/
async watchLiquidationsForSymbols(symbols = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols, undefined, true, true);
const messageHash = 'liquidations';
const messageHashes = [];
if (symbols !== undefined) {
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
messageHashes.push(messageHash + '::' + symbol);
}
}
else {
messageHashes.push(messageHash);
}
const market = this.getMarketFromSymbols(symbols);
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('watchliquidationsForSymbols', market, params);
const channel = 'liquidation-orders';
if (type === 'spot') {
type = 'SWAP';
}
else if (type === 'future') {
type = 'futures';
}
const uppercaseType = type.toUpperCase();
const request = {
'op': 'subscribe',
'args': [
{
'channel': channel,
'instType': uppercaseType,
},
],
};
const url = this.getUrl(channel, 'public');
const newLiquidations = await this.watchMultiple(url, messageHashes, request, messageHashes);
if (this.newUpdates) {
return newLiquidations;
}
return this.filterBySymbolsSinceLimit(this.liquidations, symbols, since, limit, true);
}
handleLiquidation(client, message) {
//
// {
// "arg": {
// "channel": "liquidation-orders",
// "instType": "SWAP"
// },
// "data": [
// {
// "details": [
// {
// "bkLoss": "0",
// "bkPx": "0.007831",
// "ccy": "",
// "posSide": "short",
// "side": "buy",
// "sz": "13",
// "ts": "1692266434010"
// }
// ],
// "instFamily": "IOST-USDT",
// "instId": "IOST-USDT-SWAP",
// "instType": "SWAP",
// "uly": "IOST-USDT"
// }
// ]
// }
//
const rawLiquidations = this.safeList(message, 'data', []);
for (let i = 0; i < rawLiquidations.length; i++) {
const rawLiquidation = rawLiquidations[i];
const liquidation = this.parseWsLiquidation(rawLiquidation);
const symbol = this.safeString(liquidation, 'symbol');
let liquidations = this.safeValue(this.liquidations, symbol);
if (liquidations === undefined) {
const limit = this.safeInteger(this.options, 'liquidationsLimit', 1000);
liquidations = new ArrayCache(limit);
}
liquidations.append(liquidation);
this.liquidations[symbol] = liquidations;
client.resolve([liquidation], 'liquidations');
client.resolve([liquidation], 'liquidations::' + symbol);
}
}
/**
* @method
* @name okx#watchMyLiquidationsForSymbols
* @description watch the private liquidations of a trading pair
* @see https://www.okx.com/docs-v5/en/#trading-account-websocket-balance-and-position-channel
* @param {string[]} symbols
* @param {int} [since] the earliest time in ms to fetch liquidations for
* @param {int} [limit] the maximum number of liquidation structures to retrieve
* @param {object} [params] exchange specific parameters for the okx api endpoint
* @returns {object} an array of [liquidation structures]{@link https://github.com/ccxt/ccxt/wiki/Manual#liquidation-structure}
*/
async watchMyLiquidationsForSymbols(symbols = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const isTrigger = this.safeValue2(params, 'stop', 'trigger', false);
params = this.omit(params, ['stop', 'trigger']);
await this.authenticate({ 'access': isTrigger ? 'business' : 'private' });
symbols = this.marketSymbols(symbols, undefined, true, true);
const messageHash = 'myLiquidations';
const messageHashes = [];
if (symbols !== undefined) {
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
messageHashes.push(messageHash + '::' + symbol);
}
}
else {
messageHashes.push(messageHash);
}
const channel = 'balance_and_position';
const request = {
'op': 'subscribe',
'args': [
{
'channel': channel,
},
],
};
const url = this.getUrl(channel, 'private');
const newLiquidations = await this.watchMultiple(url, messageHashes, this.deepExtend(request, params), messageHashes);
if (this.newUpdates) {
return newLiquidations;
}
return this.filterBySymbolsSinceLimit(this.liquidations, symbols, since, limit, true);
}
handleMyLiquidation(client, message) {
//
// {
// "arg": {
// "channel": "balance_and_position",
// "uid": "77982378738415879"
// },
// "data": [{
// "pTime": "1597026383085",
// "eventType": "snapshot",
// "balData": [{
// "ccy": "BTC",
// "cashBal": "1",
// "uTime": "1597026383085"
// }],
// "posData": [{
// "posId": "1111111111",
// "tradeId": "2",
// "instId": "BTC-USD-191018",
// "instType": "FUTURES",
// "mgnMode": "cross",
// "posSide": "long",
// "pos": "10",
// "ccy": "BTC",
// "posCcy": "",
// "avgPx": "3320",
// "uTIme": "1597026383085"
// }],
// "trades": [{
// "instId": "BTC-USD-191018",
// "tradeId": "2",
// }]
// }]
// }
//
const rawLiquidations = this.safeList(message, 'data', []);
for (let i = 0; i < rawLiquidations.length; i++) {
const rawLiquidation = rawLiquidations[i];
const eventType = this.safeString(rawLiquidation, 'eventType');
if (eventType !== 'liquidation') {
return;
}
const liquidation = this.parseWsMyLiquidation(rawLiquidation);
const symbol = this.safeString(liquidation, 'symbol');
let liquidations = this.safeValue(this.liquidations, symbol);
if (liquidations === undefined) {
const limit = this.safeInteger(this.options, 'myLiquidationsLimit', 1000);
liquidations = new ArrayCache(limit);
}
liquidations.append(liquidation);
this.liquidations[symbol] = liquidations;
client.resolve([liquidation], 'myLiquidations');
client.resolve([liquidation], 'myLiquidations::' + symbol);
}
}
parseWsMyLiquidation(liquidation, market = undefined) {
//
// {
// "pTime": "1597026383085",
// "eventType": "snapshot",
// "balData": [{
// "ccy": "BTC",
// "cashBal": "1",
// "uTime": "1597026383085"
// }],
// "posData": [{
// "posId": "1111111111",
// "tradeId": "2",
// "instId": "BTC-USD-191018",
// "instType": "FUTURES",
// "mgnMode": "cross",
// "posSide": "long",
// "pos": "10",
// "ccy": "BTC",
// "posCcy": "",
// "avgPx": "3320",
// "uTIme": "1597026383085"
// }],
// "trades": [{
// "instId": "BTC-USD-191018",
// "tradeId": "2",
// }]
// }
//
const posData = this.safeList(liquidation, 'posData', []);
const firstPosData = this.safeDict(posData, 0, {});
const marketId = this.safeString(firstPosData, 'instId');
market = this.safeMarket(marketId, market);
const timestamp = this.safeInteger(firstPosData, 'uTIme');
return this.safeLiquidation({
'info': liquidation,
'symbol': this.safeSymbol(marketId, market),
'contracts': this.safeNumber(firstPosData, 'pos'),
'contractSize': this.safeNumber(market, 'contractSize'),
'price': this.safeNumber(liquidation, 'avgPx'),
'baseValue': undefined,
'quoteValue': undefined,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
});
}
parseWsLiquidation(liquidation, market = undefined) {
//
// public liquidation
// {
// "details": [
// {
// "bkLoss": "0",
// "bkPx": "0.007831",
// "ccy": "",
// "posSide": "short",
// "side": "buy",
// "sz": "13",
// "ts": "1692266434010"
// }
// ],
// "instFamily": "IOST-USDT",
// "instId": "IOST-USDT-SWAP",
// "instType": "SWAP",
// "uly": "IOST-USDT"
// }
//
const details = this.safeList(liquidation, 'details', []);
const liquidationDetails = this.safeDict(details, 0, {});
const marketId = this.safeString(liquidation, 'instId');
market = this.safeMarket(marketId, market);
const timestamp = this.safeInteger(liquidationDetails, 'ts');
return this.safeLiquidation({
'info': liquidation,
'symbol': this.safeSymbol(marketId, market),
'contracts': this.safeNumber(liquidationDetails, 'sz'),
'contractSize': this.safeNumber(market, 'contractSize'),
'price': this.safeNumber(liquidationDetails, 'bkPx'),
'baseValue': undefined,
'quoteValue': undefined,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
});
}
/**
* @method
* @name okx#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();
symbol = this.symbol(symbol);
const interval = this.safeString(this.timeframes, timeframe, timeframe);
const name = 'candle' + interval;
const ohlcv = await this.subscribe('public', name, name, symbol, params);
if (this.newUpdates) {
limit = ohlcv.getLimit(symbol, limit);
}
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
}
/**
* @method
* @name okx#unWatchOHLCV
* @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 {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 = {}) {
await this.loadMarkets();
return await this.unWatchOHLCVForSymbols([[symbol, timeframe]], params);
}
/**
* @method
* @name okx#watchOHLCVForSymbols
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @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 sym = symbolAndTimeframe[0];
const tf = symbolAndTimeframe[1];
const marketId = this.marketId(sym);
const interval = this.safeString(this.timeframes, tf, tf);
const channel = 'candle' + interval;
const topic = {
'channel': channel,
'instId': marketId,
};
topics.push(topic);
messageHashes.push('multi:' + channel + ':' + sym);
}
const request = {
'op': 'subscribe',
'args': topics,
};
const url = this.getUrl('candle', 'public');
const [symbol, timeframe, candles] = await this.watchMultiple(url, messageHashes, request, messageHashes);
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 okx#unWatchOHLCVForSymbols
* @description unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @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 + " 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 sym = symbolAndTimeframe[0];
const tf = symbolAndTimeframe[1];
const marketId = this.marketId(sym);
const interval = this.safeString(this.timeframes, tf, tf);
const channel = 'candle' + interval;
const topic = {
'channel': channel,
'instId': marketId,
};
topics.push(topic);
messageHashes.push('unsubscribe:multi:' + channel + ':' + sym);
}
const request = {
'op': 'unsubscribe',
'args': topics,
};
const url = this.getUrl('candle', 'public');
return await this.watchMultiple(url, messageHashes, request, messageHashes);
}
handleOHLCV(client, message) {
//
// {
// "arg": { channel: "candle1m", instId: "BTC-USDT" },
// "data": [
// [
// "1626690720000",
// "31334",
// "31334",
// "31334",
// "31334",
// "0.0077",
// "241.2718"
// ]
// ]
// }
//
const arg = this.safeValue(message, 'arg', {});
const channel = this.safeString(arg, 'channel');
const data = this.safeValue(message, 'data', []);
const marketId = this.safeString(arg, 'instId');
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const interval = channel.replace('candle', '');
// use a reverse lookup in a static map instead
const timeframe = this.findTimeframe(interval);
for (let i = 0; i < data.length; i++) {
const parsed = this.parseOHLCV(data[i], 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);
const messageHash = channel + ':' + market['id'];
client.resolve(stored, messageHash);
// for multiOHLCV we need special object, as opposed to other "multi"
// methods, because OHLCV response item does not contain symbol
// or timeframe, thus otherwise it would be unrecognizable
const messageHashForMulti = 'multi:' + channel + ':' + symbol;
client.resolve([symbol, timeframe, stored], messageHashForMulti);
}
}
/**
* @method
* @name okx#watchOrderBook
* @see https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-order-book-channel
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @param {string} symbol unified symbol of the market to fetch the order book for
* @param {int} [limit] the maximum amount of order book entries to return
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.depth] okx order book depth, can be books, books5, books-l2-tbt, books50-l2-tbt, bbo-tbt
* @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 = {}) {
//
// bbo-tbt
// 1. Newly added channel that sends tick-by-tick Level 1 data
// 2.