ccxt
Version:
925 lines (920 loc) • 41.2 kB
JavaScript
'use strict';
Object.defineProperty(exports, '__esModule', { value: true });
var grvt$1 = require('../grvt.js');
var Cache = require('../base/ws/Cache.js');
var errors = require('../base/errors.js');
// ---------------------------------------------------------------------------
// ---------------------------------------------------------------------------
class grvt extends grvt$1["default"] {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'watchTicker': true,
'watchTickers': true,
'watchTrades': true,
'watchTradesForSymbols': true,
'watchOHLCV': true,
'watchOHLCVForSymbols': true,
'watchOrderBook': true,
'watchOrderBookForSymbols': true,
'watchMyTrades': true,
'watchPositions': true,
'watchOrders': true,
},
'urls': {
'api': {
'ws': {
'publicMarket': 'wss://market-data.grvt.io/ws/full',
'privateTrading': 'wss://trades.grvt.io/ws/full',
},
},
},
'options': {
'watchOrderBookForSymbols': {
'depth': 100,
'interval': 500,
'channel': 'v1.book.s', // v1.book.s | v1.book.d
},
'watchTickers': {
'channel': 'v1.ticker.s',
'interval': 500, // raw, 50, 100, 200, 500, 1000, 5000
},
},
'streaming': {
'keepAlive': 300000, // 5 minutes
},
});
}
handleMessage(client, message) {
//
// confirmation
//
// {
// jsonrpc: '2.0',
// result: {
// stream: 'v1.mini.d',
// subs: [ 'BTC_USDT_Perp@500' ],
// unsubs: [],
// num_snapshots: [ 1 ],
// first_sequence_number: [ '1061214' ],
// latest_sequence_number: [ '1061213' ]
// },
// id: 1,
// method: 'subscribe'
// }
//
// ticker
//
// {
// stream: "v1.mini.d",
// selector: "BTC_USDT_Perp@500",
// sequence_number: "0",
// feed: {
// event_time: "1767198134519661154",
// instrument: "BTC_USDT_Perp",
// ...
// },
// prev_sequence_number: "0",
// }
//
if (this.handleErrorMessage(client, message)) {
return;
}
const methods = {
'v1.ticker.s': this.handleTicker,
'v1.ticker.d': this.handleTicker,
'v1.mini.d': this.handleTicker,
'v1.mini.s': this.handleTicker,
'v1.trade': this.handleTrades,
'v1.candle': this.handleOHLCV,
'v1.book.s': this.handleOrderBook,
'v1.book.d': this.handleOrderBook,
'v1.fill': this.handleMyTrade,
'v1.position': this.handlePosition,
'v1.order': this.handleOrder,
};
const methodName = this.safeString(message, 'method');
if (methodName === 'subscribe') {
// return from confirmation
return;
}
const channel = this.safeString(message, 'stream');
const method = this.safeValue(methods, channel);
if (method !== undefined) {
method.call(this, client, message);
}
}
async subscribeMultiple(messageHashes, request, rawHashes, publicOrPrivate = true) {
const payload = {
'jsonrpc': '2.0',
'method': 'subscribe',
'params': request,
'id': this.requestId(),
};
const apiPart = publicOrPrivate ? 'publicMarket' : 'privateTrading';
return await this.watchMultiple(this.urls['api']['ws'][apiPart], messageHashes, payload, rawHashes);
}
requestId() {
this.lockId();
const newValue = this.sum(this.safeInteger(this.options, 'requestId', 0), 1);
this.options['requestId'] = newValue;
this.unlockId();
return newValue;
}
/**
* @method
* @name grvt#watchTicker
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://api-docs.grvt.io/market_data_streams/#mini-ticker-snap-feed-selector
* @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();
symbol = this.symbol(symbol);
const tickers = await this.watchTickers([symbol], this.extend(params, { 'callerMethodName': 'watchTicker' }));
return tickers[symbol];
}
/**
* @method
* @name grvt#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://docs.backpack.exchange/#tag/Streams/Public/Ticker
* @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 = {}) {
if (symbols === undefined) {
throw new errors.ArgumentsRequired(this.id + ' watchTickers requires a symbols argument');
}
let channel = undefined;
[channel, params] = this.handleOptionAndParams(params, 'watchTickers', 'channel', 'v1.ticker.s');
let interval = undefined;
[interval, params] = this.handleOptionAndParams(params, 'watchTickers', 'interval', 500);
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const rawHashes = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const market = this.market(symbol);
const marketId = market['id'];
rawHashes.push(marketId + '@' + interval.toString());
messageHashes.push('ticker::' + market['symbol']);
}
const request = {
'stream': channel,
'selectors': rawHashes,
};
const ticker = await this.subscribeMultiple(messageHashes, this.extend(params, request), rawHashes);
if (this.newUpdates) {
const tickers = {};
tickers[ticker['symbol']] = ticker;
return tickers;
}
return this.filterByArray(this.tickers, 'symbol', symbols);
}
handleTicker(client, message) {
//
// v1.ticker.s
//
// {
// "stream": "v1.ticker.s",
// "selector": "BTC_USDT_Perp@500",
// "sequence_number": "0",
// "feed": {
// "event_time": "1767199535382794823",
// "instrument": "BTC_USDT_Perp",
// "mark_price": "87439.392166151",
// "index_price": "87462.426721779",
// "last_price": "87467.5",
// "last_size": "0.001",
// "mid_price": "87474.35",
// "best_bid_price": "87474.3",
// "best_bid_size": "2.435",
// "best_ask_price": "87474.4",
// "best_ask_size": "3.825",
// "funding_rate_8h_curr": "0.01",
// "funding_rate_8h_avg": "0.01",
// "interest_rate": "0.0",
// "forward_price": "0.0",
// "buy_volume_24h_b": "3115.631",
// "sell_volume_24h_b": "3195.236",
// "buy_volume_24h_q": "275739265.1558",
// "sell_volume_24h_q": "282773286.2658",
// "high_price": "89187.2",
// "low_price": "87404.1",
// "open_price": "88667.1",
// "open_interest": "1914.093886738",
// "long_short_ratio": "1.472050",
// "funding_rate": "0.01",
// "funding_interval_hours": 8,
// "next_funding_time": "1767225600000000000"
// },
// "prev_sequence_number": "0"
// }
//
// v1.mini.s
//
// {
// "stream": "v1.mini.s",
// "selector": "BTC_USDT_Perp@500",
// "sequence_number": "0",
// "feed": {
// "event_time": "1767198364309454192",
// "instrument": "BTC_USDT_Perp",
// "mark_price": "87792.25830235",
// "index_price": "87806.705713684",
// "last_price": "87800.0",
// "last_size": "0.032",
// "mid_price": "87799.95",
// "best_bid_price": "87799.9",
// "best_bid_size": "0.151",
// "best_ask_price": "87800.0",
// "best_ask_size": "5.733"
// },
// "prev_sequence_number": "0"
// }
//
// v1.mini.d
//
// {
// "stream": "v1.mini.d",
// "selector": "BTC_USDT_Perp@500",
// "sequence_number": "1061718",
// "feed": {
// "event_time": "1767198266500017753",
// "instrument": "BTC_USDT_Perp",
// "index_price": "87820.929569614",
// "best_ask_size": "5.708"
// },
// "prev_sequence_number": "1061717"
// }
//
const data = this.safeDict(message, 'feed', {});
const selector = this.safeString(message, 'selector');
const parts = selector.split('@');
const marketId = this.safeString(parts, 0);
const market = this.safeMarket(marketId, undefined);
const symbol = market['symbol'];
const ticker = this.parseWsTicker(data, market);
this.tickers[symbol] = ticker;
client.resolve(ticker, 'ticker::' + symbol);
}
parseWsTicker(message, market = undefined) {
// same dict as REST api
return this.parseTicker(message, market);
}
/**
* @method
* @name grvt#watchTrades
* @description watches information on multiple trades made in a market
* @see https://api-docs.grvt.io/market_data_streams/#trade_1
* @param {string} symbol unified market symbol of the market trades were made in
* @param {int} [since] the earliest time in ms to fetch orders for
* @param {int} [limit] the maximum number of trade structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/?id=trade-structure}
*/
async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
return await this.watchTradesForSymbols([symbol], since, limit, params);
}
/**
* @method
* @name grvt#watchTradesForSymbols
* @description get the list of most recent trades for a list of symbols
* @see https://api-docs.grvt.io/market_data_streams/#trade_1
* @param {string[]} symbols unified symbol of the market to fetch trades for
* @param {int} [since] timestamp in ms of the earliest trade to fetch
* @param {int} [limit] the maximum amount of trades to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.limit] 50, 200, 500, 1000 (default 50)
* @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 rawHashes = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const market = this.market(symbol);
const marketId = market['id'];
const limitRaw = this.safeInteger(params, 'limit', 50); // 50, 200, 500, 1000
rawHashes.push(marketId + '@' + limitRaw.toString());
messageHashes.push('trade::' + market['symbol']);
}
const request = {
'stream': 'v1.trade',
'selectors': rawHashes,
};
const trades = await this.subscribeMultiple(messageHashes, this.extend(params, request), rawHashes);
if (this.newUpdates) {
const first = this.safeValue(trades, 0);
const tradeSymbol = this.safeString(first, 'symbol');
limit = trades.getLimit(tradeSymbol, limit);
}
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
}
handleTrades(client, message) {
//
// {
// "stream": "v1.trade",
// "selector": "BTC_USDT_Perp@50",
// "sequence_number": "0",
// "feed": {
// "event_time": "1767257046164798775",
// "instrument": "BTC_USDT_Perp",
// "is_taker_buyer": true,
// "size": "0.001",
// "price": "87700.1",
// "mark_price": "87700.817100682",
// "index_price": "87708.566729268",
// "interest_rate": "0.0",
// "forward_price": "0.0",
// "trade_id": "73808524-19",
// "venue": "ORDERBOOK",
// "is_rpi": false
// },
// "prev_sequence_number": "0"
// }
//
const data = this.safeDict(message, 'feed', {});
const selector = this.safeString(message, 'selector');
const parts = selector.split('@');
const marketId = this.safeString(parts, 0);
const market = this.safeMarket(marketId, undefined);
const symbol = market['symbol'];
if (!(symbol in this.trades)) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
this.trades[symbol] = new Cache.ArrayCache(limit);
}
const parsed = this.parseWsTrade(data);
const stored = this.trades[symbol];
stored.append(parsed);
client.resolve(stored, 'trade::' + symbol);
}
parseWsTrade(trade, market = undefined) {
// same as REST api
return this.parseTrade(trade, market);
}
/**
* @method
* @name grvt#watchOHLCV
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://api-docs.grvt.io/market_data_streams/#candlestick_1
* @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);
params['callerMethodName'] = 'watchOHLCV';
const result = await this.watchOHLCVForSymbols([[symbol, timeframe]], since, limit, params);
return result[symbol][timeframe];
}
/**
* @method
* @name grvt#watchOHLCVForSymbols
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://api-docs.grvt.io/market_data_streams/#candlestick_1
* @param {string[][]} symbolsAndTimeframes array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/USDT', '1m'], ['LTC/USDT', '5m']]
* @param {int} [since] timestamp in ms of the earliest candle to fetch
* @param {int} [limit] the maximum amount of candles to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async watchOHLCVForSymbols(symbolsAndTimeframes, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const rawHashes = [];
const messageHashes = [];
for (let i = 0; i < symbolsAndTimeframes.length; i++) {
const data = symbolsAndTimeframes[i];
const symbolString = this.safeString(data, 0);
const market = this.market(symbolString);
const marketId = market['id'];
const unfiedTimeframe = this.safeString(data, 1, '1');
const timeframeId = this.safeString(this.timeframes, unfiedTimeframe, unfiedTimeframe);
rawHashes.push(marketId + '@' + timeframeId + '-TRADE');
messageHashes.push('ohlcv::' + market['symbol'] + '::' + unfiedTimeframe);
}
const request = {
'stream': 'v1.candle',
'selectors': rawHashes,
};
const [symbol, timeframe, stored] = await this.subscribeMultiple(messageHashes, this.extend(params, request), rawHashes);
if (this.newUpdates) {
limit = stored.getLimit(symbol, limit);
}
const filtered = this.filterBySinceLimit(stored, since, limit, 0, true);
return this.createOHLCVObject(symbol, timeframe, filtered);
}
handleOHLCV(client, message) {
//
// {
// "stream": "v1.candle",
// "selector": "BTC_USDT_Perp@CI_1_M-TRADE",
// "sequence_number": "0",
// "feed": {
// "open_time": "1767263280000000000",
// "close_time": "1767263340000000000",
// "open": "87799.1",
// "close": "87799.1",
// "high": "87799.1",
// "low": "87799.1",
// "volume_b": "0.0",
// "volume_q": "0.0",
// "trades": 0,
// "instrument": "BTC_USDT_Perp"
// },
// "prev_sequence_number": "0"
// }
//
const data = this.safeDict(message, 'feed', {});
const selector = this.safeString(message, 'selector');
const parts = selector.split('@');
const marketId = this.safeString(parts, 0);
const market = this.safeMarket(marketId, undefined);
const symbol = market['symbol'];
const secondPart = this.safeString(parts, 1);
const timeframeId = secondPart.replace('-TRADE', '');
const timeframe = this.findTimeframe(timeframeId);
const messageHash = 'ohlcv::' + symbol + '::' + timeframe;
this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});
if (!(timeframe in this.ohlcvs[symbol])) {
const limit = this.handleOption('watchOHLCV', 'limit', 1000);
this.ohlcvs[symbol][timeframe] = new Cache.ArrayCacheByTimestamp(limit);
}
const stored = this.ohlcvs[symbol][timeframe];
const parsed = this.parseWsOHLCV(data, market);
stored.append(parsed);
const resolveData = [symbol, timeframe, stored];
client.resolve(resolveData, messageHash);
}
parseWsOHLCV(ohlcv, market = undefined) {
// same as REST api
return this.parseOHLCV(ohlcv, market);
}
/**
* @method
* @name grvt#watchOrderBook
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://api-docs.grvt.io/market_data_streams/#orderbook-snap
* @see https://api-docs.grvt.io/market_data_streams/#orderbook-delta
* @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();
symbol = this.symbol(symbol);
return await this.watchOrderBookForSymbols([symbol], limit, params);
}
/**
* @method
* @name grvt#watchOrderBookForSymbols
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://api-docs.grvt.io/market_data_streams/#orderbook-snap
* @see https://api-docs.grvt.io/market_data_streams/#orderbook-delta
* @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();
let channel = undefined;
[channel, params] = this.handleOptionAndParams(params, 'watchOrderBook', 'channel', 'v1.book.d');
const isSnapshot = channel === 'v1.book.s';
const symbolsLength = symbols.length;
if (symbolsLength === 0) {
throw new errors.ArgumentsRequired(this.id + ' watchOrderBookForSymbols() requires a non-empty array of symbols');
}
if (limit === undefined) {
[limit, params] = this.handleOptionAndParams(params, 'watchOrderBook', 'limit', 100);
}
let interval = undefined;
[interval, params] = this.handleOptionAndParams(params, 'watchOrderBook', 'interval', 500);
symbols = this.marketSymbols(symbols);
const extraPart = isSnapshot ? (interval.toString() + '-' + limit.toString()) : interval.toString();
const rawHashes = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const market = this.market(symbol);
const marketId = market['id'];
rawHashes.push(marketId + '@' + extraPart);
messageHashes.push('orderbook::' + market['symbol']);
}
const request = {
'stream': channel,
'selectors': rawHashes,
};
const orderbook = await this.subscribeMultiple(messageHashes, this.extend(request, params), rawHashes);
return orderbook.limit();
}
handleOrderBook(client, message) {
//
// {
// "stream": "v1.book.s",
// "selector": "BTC_USDT_Perp@500-100",
// "sequence_number": "0",
// "feed": {
// "event_time": "1767292408400000000",
// "instrument": "BTC_USDT_Perp",
// "bids": [
// {
// "price": "88107.3",
// "size": "5.322",
// "num_orders": 11
// },
// ],
// "asks": [
// {
// "price": "88107.4",
// "size": "5.273",
// "num_orders": 37
// },
// ]
// },
// "prev_sequence_number": "0"
// }
//
const data = this.safeDict(message, 'feed', {});
const selector = this.safeString(message, 'selector');
const parts = selector.split('@');
const marketId = this.safeString(parts, 0);
const market = this.safeMarket(marketId, undefined);
const symbol = market['symbol'];
const timestamp = this.safeIntegerProduct(data, 'event_time', 0.000001);
if (!(symbol in this.orderbooks)) {
this.orderbooks[symbol] = this.orderBook();
}
const orderbook = this.orderbooks[symbol];
const sequenceNumber = this.safeInteger(message, 'sequence_number');
const stream = this.safeString(message, 'stream');
const isSnapshotChannel = stream === 'v1.book.s';
const isSnapshotMessage = sequenceNumber <= 0;
if (isSnapshotChannel || isSnapshotMessage) {
const snapshot = this.parseOrderBook(data, symbol, timestamp, 'bids', 'asks', 'price', 'size');
orderbook.reset(snapshot);
}
else {
const asks = this.safeList(data, 'asks', []);
const bids = this.safeList(data, 'bids', []);
this.handleDeltasWithKeys(orderbook['asks'], asks, 'price', 'size');
this.handleDeltasWithKeys(orderbook['bids'], bids, 'price', 'size');
orderbook['timestamp'] = timestamp;
orderbook['datetime'] = this.iso8601(timestamp);
}
orderbook['nonce'] = sequenceNumber;
const messageHash = 'orderbook::' + symbol;
this.orderbooks[symbol] = orderbook;
client.resolve(orderbook, messageHash);
}
async authenticate(params = {}) {
this.checkRequiredCredentials();
await this.signIn();
const wsOptions = this.safeDict(this.options, 'ws', {});
const authenticated = this.safeString(wsOptions, 'token');
if (authenticated === undefined) {
const accountId = this.safeString(this.options, 'AuthAccountId');
const cookieValue = this.safeString(this.options, 'AuthCookieValue');
if (cookieValue === undefined || accountId === undefined) {
throw new errors.AuthenticationError(this.id + ' : at first, you need to authenticate with exchange using signIn() method.');
}
const defaultOptions = {
'ws': {
'options': {
'headers': {
'Cookie': cookieValue,
'X-Grvt-Account-Id': accountId,
},
},
},
};
this.extendExchangeOptions(defaultOptions);
this.client(this.urls['api']['ws']['privateTrading']);
}
}
/**
* @method
* @name grvt#watchMyTrades
* @description watches information on multiple trades made by the user
* @see https://api-docs.grvt.io/trading_streams/#fill
* @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
* @param {boolean} [params.unifiedMargin] use unified margin account
* @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();
await this.authenticate();
const subAccountId = this.getSubAccountId(params);
const messageHashes = [];
const rawHashes = [];
if (symbol !== undefined) {
const market = this.market(symbol);
rawHashes.push(subAccountId + '-' + market['id']);
messageHashes.push('myTrades::' + market['symbol']);
}
else {
messageHashes.push('myTrades');
rawHashes.push(subAccountId);
}
const request = {
'stream': 'v1.fill',
'selectors': rawHashes,
};
const trades = await this.subscribeMultiple(messageHashes, this.extend(request, params), messageHashes, false);
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
}
handleMyTrade(client, message) {
//
// {
// "stream": "v1.fill",
// "selector": "2147050003876484-BTC_USDT_Perp",
// "sequence_number": "1",
// "feed": {
// "event_time": "1767354369431470728",
// "sub_account_id": "2147050003876484",
// "instrument": "BTC_USDT_Perp",
// "is_buyer": true,
// "is_taker": true,
// "size": "0.001",
// "price": "89473.4",
// "mark_price": "89475.966335827",
// "index_price": "89515.016819765",
// "interest_rate": "0.0",
// "forward_price": "0.0",
// "realized_pnl": "0.0",
// "fee": "0.040263",
// "fee_rate": "0.045",
// "trade_id": "74150425-1",
// "order_id": "0x0101010503a12f6e000000007791f1bd",
// "venue": "ORDERBOOK",
// "is_liquidation": false,
// "client_order_id": "99191900",
// "signer": "0x42c9f56f2c9da534f64b8806d64813b29c62a01d",
// "broker": "UNSPECIFIED",
// "is_rpi": false,
// "builder": "0x00",
// "builder_fee_rate": "0.0",
// "builder_fee": "0"
// },
// "prev_sequence_number": "0"
// }
//
const data = this.safeDict(message, 'feed', {});
if (this.myTrades === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
this.myTrades = new Cache.ArrayCacheBySymbolById(limit);
}
const trade = this.parseWsMyTrade(data);
this.myTrades.append(trade);
client.resolve(this.myTrades, 'myTrades::' + trade['symbol']);
client.resolve(this.myTrades, 'myTrades');
}
parseWsMyTrade(trade, market = undefined) {
return this.parseTrade(trade, market);
}
/**
* @method
* @name grvt#watchPositions
* @see https://api-docs.grvt.io/trading_streams/#positions
* @description watch all open positions
* @param {string[]} [symbols] list of unified market symbols
* @param {int} [since] the earliest time in ms to fetch positions for
* @param {int} [limit] the maximum number of positions to retrieve
* @param {object} params extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [position structure]{@link https://docs.ccxt.com/en/latest/manual.html#position-structure}
*/
async watchPositions(symbols = undefined, since = undefined, limit = undefined, params = {}) {
await this.authenticate();
await this.loadMarkets();
const subAccountId = this.getSubAccountId(params);
symbols = this.marketSymbols(symbols);
const rawHashes = [];
const messageHashes = [];
if (symbols !== undefined) {
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
const market = this.market(symbol);
rawHashes.push(subAccountId + '-' + market['id']);
messageHashes.push('positions::' + market['symbol']);
}
}
else {
messageHashes.push('positions');
rawHashes.push(subAccountId);
}
const request = {
'stream': 'v1.position',
'selectors': rawHashes,
};
const newPositions = await this.subscribeMultiple(messageHashes, this.extend(request, params), rawHashes, false);
if (this.newUpdates) {
return newPositions;
}
return this.filterBySymbolsSinceLimit(this.positions, symbols, since, limit, true);
}
handlePosition(client, message) {
//
// {
// "stream": "v1.position",
// "selector": "2147050003876484-BTC_USDT_Perp",
// "sequence_number": "0",
// "feed": {
// "event_time": "1767356959482262748",
// "sub_account_id": "2147050003876484",
// "instrument": "BTC_USDT_Perp",
// "size": "0.001",
// "notional": "89.430118",
// "entry_price": "89426.4",
// "exit_price": "0.0",
// "mark_price": "89430.118505969",
// "unrealized_pnl": "0.003718",
// "realized_pnl": "0.0",
// "total_pnl": "0.003718",
// "roi": "0.0041",
// "quote_index_price": "0.999101105",
// "est_liquidation_price": "74347.153505969",
// "leverage": "20.0",
// "cumulative_fee": "0.040241",
// "cumulative_realized_funding_payment": "0.0",
// "margin_type": "CROSS"
// },
// "prev_sequence_number": "0"
// }
//
if (this.positions === undefined) {
this.positions = new Cache.ArrayCacheBySymbolBySide();
}
const data = this.safeDict(message, 'feed');
const position = this.parseWsPosition(data);
const symbol = this.safeString(position, 'symbol');
this.positions.append(position);
const newPositions = [];
newPositions.push(position);
client.resolve(newPositions, 'positions::' + symbol);
client.resolve(newPositions, 'positions');
}
parseWsPosition(position, market = undefined) {
// same as REST api
return this.parsePosition(position, market);
}
/**
* @method
* @name grvt#watchOrders
* @description watches information on multiple orders made by the user
* @see https://api-docs.grvt.io/trading_streams/#order_1-feed-selector
* @param {string} symbol unified market symbol of the market orders were made in
* @param {int} [since] the earliest time in ms to fetch orders for
* @param {int} [limit] the maximum number of order structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/?id=order-structure}
*/
async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
await this.authenticate();
const subAccountId = this.getSubAccountId(params);
const messageHashes = [];
const rawHashes = [];
if (symbol === undefined) {
messageHashes.push('orders');
rawHashes.push(subAccountId);
}
else {
const market = this.market(symbol);
messageHashes.push('order::' + market['symbol']);
rawHashes.push(subAccountId + '-' + market['id']);
}
const request = {
'stream': 'v1.order',
'selectors': rawHashes,
};
const orders = await this.subscribeMultiple(messageHashes, this.extend(request, params), rawHashes, false);
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
}
handleOrder(client, message) {
//
// {
// "stream": "v1.order",
// "selector": "2147050003876484",
// "sequence_number": "17",
// "feed": {
// "order_id": "0x010101050390cd89000000007799a374",
// "sub_account_id": "2147050003876484",
// "is_market": false,
// "time_in_force": "GOOD_TILL_TIME",
// "post_only": false,
// "reduce_only": false,
// "legs": [
// {
// "instrument": "BTC_USDT_Perp",
// "size": "0.001",
// "limit_price": "87443.0",
// "is_buying_asset": true
// }
// ],
// "signature": {
// "signer": "0x42c9f56f2c9da534f64b8806d64813b29c62a01d",
// "r": "0x4d2b96fdf384f9d8f050e3d72327813a7308969d11dba179eaec514c3427f059",
// "s": "0x42717bf56091606691a569d612f302ac27e51d41df840ae217dcd0310790cd89",
// "v": 28,
// "expiration": "1769951360245000000",
// "nonce": 747860882,
// "chain_id": "0"
// },
// "metadata": {
// "client_order_id": "747860882",
// "create_time": "1767359366686762920",
// "trigger": {
// "trigger_type": "UNSPECIFIED",
// "tpsl": {
// "trigger_by": "UNSPECIFIED",
// "trigger_price": "0.0",
// "close_position": false
// }
// },
// "broker": "UNSPECIFIED",
// "is_position_transfer": false,
// "allow_crossing": false
// },
// "state": {
// "status": "OPEN",
// "reject_reason": "UNSPECIFIED",
// "book_size": [
// "0.001"
// ],
// "traded_size": [
// "0.0"
// ],
// "update_time": "1767359366686762920",
// "avg_fill_price": [
// "0.0"
// ]
// },
// "builder": "0x00",
// "builder_fee": "0.0"
// },
// "prev_sequence_number": "16"
// }
//
const data = this.safeDict(message, 'feed');
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
this.orders = new Cache.ArrayCacheBySymbolById(limit);
}
const order = this.parseWsOrder(data);
this.orders.append(order);
client.resolve(this.orders, 'orders');
client.resolve(this.orders, 'order::' + order['symbol']);
}
parseWsOrder(order, market = undefined) {
// same as REST api
return this.parseOrder(order, market);
}
handleErrorMessage(client, response) {
//
// {
// "jsonrpc": "2.0",
// "error": {
// "code": 3000,
// "message": "Instrument is invalid"
// },
// "id": 1,
// "method": "subscribe"
// }
//
const error = this.safeDict(response, 'error');
const errorCode = this.safeString(error, 'code');
if (errorCode !== undefined) {
const body = this.json(response);
const feedback = this.id + ' ' + body;
const message = this.safeString(error, 'message');
this.throwExactlyMatchedException(this.exceptions['exact'], errorCode, feedback);
this.throwExactlyMatchedException(this.exceptions['exact'], message, feedback);
this.throwBroadlyMatchedException(this.exceptions['broad'], message, feedback);
throw new errors.ExchangeError(this.id + ' ' + body);
}
return false;
}
}
exports["default"] = grvt;