ccxt
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JavaScript
'use strict';
Object.defineProperty(exports, '__esModule', { value: true });
var sha2_js = require('@noble/hashes/sha2.js');
var bitvavo$1 = require('../bitvavo.js');
var errors = require('../base/errors.js');
var Cache = require('../base/ws/Cache.js');
// ----------------------------------------------------------------------------
// ---------------------------------------------------------------------------
class bitvavo extends bitvavo$1["default"] {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'cancelOrdersWs': false,
'fetchTradesWs': false,
'watchOrderBook': true,
'watchOrderBookForSymbols': true,
'watchTrades': true,
'watchTradesForSymbols': true,
'watchTicker': true,
'watchTickers': true,
'watchBidsAsks': true,
'watchOHLCV': true,
'watchOHLCVForSymbols': true,
'watchOrders': true,
'watchMyTrades': true,
'unWatchOrderBook': true,
'unWatchOrderBookForSymbols': true,
'unWatchTrades': true,
'unWatchTradesForSymbols': true,
'unWatchOHLCV': true,
'unWatchOHLCVForSymbols': true,
'cancelAllOrdersWs': true,
'cancelOrderWs': true,
'createOrderWs': true,
'createStopLimitOrderWs': true,
'createStopMarketOrderWs': true,
'createStopOrderWs': true,
'editOrderWs': true,
'fetchBalanceWs': true,
'fetchCurrenciesWS': true,
'fetchDepositAddressWs': false,
'fetchDepositsWs': true,
'fetchDepositWithdrawFeesWs': false,
'fetchMyTradesWs': true,
'fetchOHLCVWs': true,
'fetchOpenOrdersWs': true,
'fetchOrderWs': true,
'fetchOrderBookWs': false,
'fetchOrdersWs': true,
'fetchTickerWs': false,
'fetchTickersWs': false,
'fetchTimeWs': false,
'fetchTradingFeesWs': true,
'fetchWithdrawalsWs': true,
'withdrawWs': true,
},
'urls': {
'api': {
'ws': 'wss://ws.bitvavo.com/v2',
},
},
'options': {
'supressMultipleWsRequestsError': false, // if true, will not throw an error when using the same messageHash for more than one request. By making false you may receive responses from different requests on the same action
'tradesLimit': 1000,
'ordersLimit': 1000,
'OHLCVLimit': 1000,
},
});
}
async watchPublic(name, symbol, params = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
const market = this.market(symbol);
const messageHash = name + '@' + market['id'];
const url = this.urls['api']['ws'];
const request = {
'action': 'subscribe',
'channels': [
{
'name': name,
'markets': [
market['id'],
],
},
],
};
const message = this.extend(request, params);
return await this.watch(url, messageHash, message, messageHash);
}
async watchPublicMultiple(methodName, channelName, symbols, params = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
symbols = this.marketSymbols(symbols);
const messageHashes = [methodName];
const args = [];
for (let i = 0; i < symbols.length; i++) {
const market = this.market(symbols[i]);
args.push(market['id']);
}
const url = this.urls['api']['ws'];
const request = {
'action': 'subscribe',
'channels': [
{
'name': channelName,
'markets': args,
},
],
};
const message = this.extend(request, params);
return await this.watchMultiple(url, messageHashes, message, messageHashes);
}
/**
* @method
* @name bitvavo#watchTicker
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://docs.bitvavo.com/#tag/Market-data-subscription-WebSocket/paths/~1subscribeTicker24h/post
* @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}
*/
watchTicker(symbol, params = {}) {
return this.watchPublic('ticker24h', symbol, params);
}
/**
* @method
* @name bitvavo#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.bitvavo.com/#tag/Market-data-subscription-WebSocket/paths/~1subscribeTicker24h/post
* @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 (this.markets === undefined) {
await this.loadMarkets();
}
symbols = this.marketSymbols(symbols, undefined, false);
const channel = 'ticker24h';
const tickers = await this.watchPublicMultiple(channel, channel, symbols, params);
return this.filterByArray(tickers, 'symbol', symbols);
}
handleTicker(client, message) {
//
// {
// "event": "ticker24h",
// "data": [
// {
// "market": "ETH-EUR",
// "open": "193.5",
// "high": "202.72",
// "low": "192.46",
// "last": "199.01",
// "volume": "3587.05020246",
// "volumeQuote": "708030.17",
// "bid": "199.56",
// "bidSize": "4.14730802",
// "ask": "199.57",
// "askSize": "6.13642074",
// "timestamp": 1590770885217
// }
// ]
// }
//
this.handleBidAsk(client, message);
const event = this.safeString(message, 'event');
const tickers = this.safeValue(message, 'data', []);
const result = [];
for (let i = 0; i < tickers.length; i++) {
const data = tickers[i];
const marketId = this.safeString(data, 'market');
const market = this.safeMarket(marketId, undefined, '-');
const messageHash = event + '@' + marketId;
const ticker = this.parseTicker(data, market);
const symbol = ticker['symbol'];
this.tickers[symbol] = ticker;
result.push(ticker);
client.resolve(ticker, messageHash);
}
client.resolve(result, event);
}
/**
* @method
* @name bitvavo#watchBidsAsks
* @description watches best bid & ask for symbols
* @see https://docs.bitvavo.com/#tag/Market-data-subscription-WebSocket/paths/~1subscribeTicker24h/post
* @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 = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
symbols = this.marketSymbols(symbols, undefined, false);
const channel = 'ticker24h';
const tickers = await this.watchPublicMultiple('bidask', channel, symbols, params);
return this.filterByArray(tickers, 'symbol', symbols);
}
handleBidAsk(client, message) {
const event = 'bidask';
const tickers = this.safeValue(message, 'data', []);
const result = [];
for (let i = 0; i < tickers.length; i++) {
const data = tickers[i];
const ticker = this.parseWsBidAsk(data);
const symbol = ticker['symbol'];
this.bidsasks[symbol] = ticker;
result.push(ticker);
const messageHash = event + ':' + symbol;
client.resolve(ticker, messageHash);
}
client.resolve(result, event);
}
parseWsBidAsk(ticker, market = undefined) {
const marketId = this.safeString(ticker, 'market');
market = this.safeMarket(marketId, undefined, '-');
const symbol = this.safeString(market, 'symbol');
const timestamp = this.safeInteger(ticker, 'timestamp');
return this.safeTicker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'ask': this.safeNumber(ticker, 'ask'),
'askVolume': this.safeNumber(ticker, 'askSize'),
'bid': this.safeNumber(ticker, 'bid'),
'bidVolume': this.safeNumber(ticker, 'bidSize'),
'info': ticker,
}, market);
}
/**
* @method
* @name bitvavo#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 = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
symbol = this.symbol(symbol);
const trades = await this.watchPublic('trades', symbol, params);
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
}
handleTrade(client, message) {
//
// {
// "event": "trade",
// "timestamp": 1590779594547,
// "market": "ETH-EUR",
// "id": "450c3298-f082-4461-9e2c-a0262cc7cc2e",
// "amount": "0.05026233",
// "price": "198.46",
// "side": "buy"
// }
//
const marketId = this.safeString(message, 'market');
const market = this.safeMarket(marketId, undefined, '-');
const symbol = market['symbol'];
const name = 'trades';
const messageHash = name + '@' + marketId;
const trade = this.parseTrade(message, market);
let tradesArray = this.safeValue(this.trades, symbol);
if (tradesArray === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
tradesArray = new Cache.ArrayCache(limit);
}
tradesArray.append(trade);
this.trades[symbol] = tradesArray;
client.resolve(tradesArray, messageHash);
}
/**
* @method
* @name bitvavo#watchTradesForSymbols
* @description get the list of most recent trades for a list of symbols
* @see https://docs.bitvavo.com/docs/websocket-api/trades-subscription/
* @param {string[]} symbols unified symbols of the markets 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 = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
symbols = this.marketSymbols(symbols, undefined, false);
const name = 'trades';
const marketIds = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const market = this.market(symbols[i]);
marketIds.push(market['id']);
messageHashes.push(name + '@' + market['id']);
}
const url = this.urls['api']['ws'];
const request = {
'action': 'subscribe',
'channels': [
{
'name': name,
'markets': marketIds,
},
],
};
const message = this.extend(request, params);
const trades = await this.watchMultiple(url, messageHashes, message, 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 bitvavo#unWatchTrades
* @description stop watching the list of most recent trades for a particular symbol
* @see https://docs.bitvavo.com/docs/websocket-api/trades-subscription/
* @param {string} symbol unified symbol of the market to stop watching the trades for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {any} status of the unwatch request
*/
async unWatchTrades(symbol, params = {}) {
return await this.unWatchTradesForSymbols([symbol], params);
}
/**
* @method
* @name bitvavo#unWatchTradesForSymbols
* @description stop watching the list of most recent trades for a list of symbols
* @see https://docs.bitvavo.com/docs/websocket-api/trades-subscription/
* @param {string[]} symbols unified symbols of the markets to stop watching the trades for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {any} status of the unwatch request
*/
async unWatchTradesForSymbols(symbols, params = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
symbols = this.marketSymbols(symbols, undefined, false);
const name = 'trades';
const marketIds = [];
const subMessageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const market = this.market(symbols[i]);
marketIds.push(market['id']);
subMessageHashes.push(name + '@' + market['id']);
}
const channels = [
{
'name': name,
'markets': marketIds,
},
];
const subscriptionArgs = {
'symbols': symbols,
};
return await this.unWatchChannels('trades', channels, subMessageHashes, subscriptionArgs, params);
}
/**
* @method
* @name bitvavo#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 = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
const market = this.market(symbol);
symbol = market['symbol'];
const name = 'candles';
const marketId = market['id'];
const interval = this.safeString(this.timeframes, timeframe, timeframe);
const messageHash = name + '@' + marketId + '_' + interval;
const url = this.urls['api']['ws'];
const request = {
'action': 'subscribe',
'channels': [
{
'name': 'candles',
'interval': [interval],
'markets': [marketId],
},
],
};
const message = this.extend(request, params);
const ohlcv = await this.watch(url, messageHash, message, messageHash);
if (this.newUpdates) {
limit = ohlcv.getLimit(symbol, limit);
}
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
}
handleFetchOHLCV(client, message) {
//
// {
// action: 'getCandles',
// response: [
// [1690325820000, '26453', '26453', '26436', '26447', '0.01626246'],
// [1690325760000, '26454', '26454', '26453', '26453', '0.00037707']
// ]
// }
//
const response = this.safeValue(message, 'response');
const ohlcv = this.parseOHLCVs(response, undefined, undefined, undefined);
const messageHash = this.safeString(message, 'requestId');
client.resolve(ohlcv, messageHash);
}
handleOHLCV(client, message) {
//
// {
// "event": "candle",
// "market": "BTC-EUR",
// "interval": "1m",
// "candle": [
// [
// 1590797160000,
// "8480.9",
// "8480.9",
// "8480.9",
// "8480.9",
// "0.01038628"
// ]
// ]
// }
//
const name = 'candles';
const marketId = this.safeString(message, 'market');
const market = this.safeMarket(marketId, undefined, '-');
const symbol = market['symbol'];
const interval = this.safeString(message, 'interval');
// use a reverse lookup in a static map instead
const timeframe = this.findTimeframe(interval);
const messageHash = name + '@' + marketId + '_' + interval;
const candles = this.safeValue(message, 'candle');
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 Cache.ArrayCacheByTimestamp(limit);
this.ohlcvs[symbol][timeframe] = stored;
}
for (let i = 0; i < candles.length; i++) {
const candle = candles[i];
const parsed = this.parseOHLCV(candle, market);
stored.append(parsed);
}
client.resolve(stored, messageHash);
// watchOHLCVForSymbols needs the symbol and timeframe to assemble its result
client.resolve([symbol, timeframe, stored], 'multi:' + messageHash);
}
/**
* @method
* @name bitvavo#watchOHLCVForSymbols
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of multiple markets
* @see https://docs.bitvavo.com/docs/websocket-api/candles-subscription/
* @param {string[][]} symbolsAndTimeframes array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/EUR', '1m'], ['ETH/EUR', '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 dictionary of [symbol, timeframe] keyed arrays of candles ordered as timestamp, open, high, low, close, volume
*/
async watchOHLCVForSymbols(symbolsAndTimeframes, since = undefined, limit = undefined, params = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
const name = 'candles';
const messageHashes = [];
const marketIdsByInterval = {};
for (let i = 0; i < symbolsAndTimeframes.length; i++) {
const symbolAndTimeframe = symbolsAndTimeframes[i];
const market = this.market(symbolAndTimeframe[0]);
const timeframeString = symbolAndTimeframe[1];
const interval = this.safeString(this.timeframes, timeframeString, timeframeString);
if (!(interval in marketIdsByInterval)) {
marketIdsByInterval[interval] = [];
}
const intervalIds = marketIdsByInterval[interval];
intervalIds.push(market['id']);
messageHashes.push('multi:' + name + '@' + market['id'] + '_' + interval);
}
const channels = [];
const intervals = Object.keys(marketIdsByInterval);
for (let i = 0; i < intervals.length; i++) {
const interval = intervals[i];
channels.push({
'name': name,
'interval': [interval],
'markets': marketIdsByInterval[interval],
});
}
const url = this.urls['api']['ws'];
const request = {
'action': 'subscribe',
'channels': channels,
};
const message = this.extend(request, params);
const [symbol, timeframe, candles] = await this.watchMultiple(url, messageHashes, message, 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 bitvavo#unWatchOHLCV
* @description stop watching historical candlestick data for a market
* @see https://docs.bitvavo.com/docs/websocket-api/candles-subscription/
* @param {string} symbol unified symbol of the market to stop watching the candles for
* @param {string} timeframe the length of time each candle represents
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {any} status of the unwatch request
*/
async unWatchOHLCV(symbol, timeframe = '1m', params = {}) {
return await this.unWatchOHLCVForSymbols([[symbol, timeframe]], params);
}
/**
* @method
* @name bitvavo#unWatchOHLCVForSymbols
* @description stop watching historical candlestick data for multiple markets
* @see https://docs.bitvavo.com/docs/websocket-api/candles-subscription/
* @param {string[][]} symbolsAndTimeframes array of arrays containing unified symbols and timeframes to stop watching the candles for, example [['BTC/EUR', '1m'], ['ETH/EUR', '5m']]
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {any} status of the unwatch request
*/
async unWatchOHLCVForSymbols(symbolsAndTimeframes, params = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
const name = 'candles';
const subMessageHashes = [];
const marketIdsByInterval = {};
for (let i = 0; i < symbolsAndTimeframes.length; i++) {
const symbolAndTimeframe = symbolsAndTimeframes[i];
const market = this.market(symbolAndTimeframe[0]);
const timeframeString = symbolAndTimeframe[1];
const interval = this.safeString(this.timeframes, timeframeString, timeframeString);
if (!(interval in marketIdsByInterval)) {
marketIdsByInterval[interval] = [];
}
const intervalIds = marketIdsByInterval[interval];
intervalIds.push(market['id']);
// both the single-symbol and the multi-symbol watch hashes must be released
subMessageHashes.push(name + '@' + market['id'] + '_' + interval);
subMessageHashes.push('multi:' + name + '@' + market['id'] + '_' + interval);
}
const channels = [];
const intervals = Object.keys(marketIdsByInterval);
for (let i = 0; i < intervals.length; i++) {
const interval = intervals[i];
channels.push({
'name': name,
'interval': [interval],
'markets': marketIdsByInterval[interval],
});
}
const subscriptionArgs = {
'symbolsAndTimeframes': symbolsAndTimeframes,
};
return await this.unWatchChannels('ohlcv', channels, subMessageHashes, subscriptionArgs, params);
}
/**
* @method
* @name bitvavo#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} an [order book structure]{@link https://docs.ccxt.com/?id=order-book-structure}
*/
async watchOrderBook(symbol, limit = undefined, params = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
const market = this.market(symbol);
symbol = market['symbol'];
const name = 'book';
const messageHash = name + '@' + market['id'];
const url = this.urls['api']['ws'];
const request = {
'action': 'subscribe',
'channels': [
{
'name': name,
'markets': [
market['id'],
],
},
],
};
const subscription = {
'messageHash': messageHash,
'name': name,
'symbol': symbol,
'marketId': market['id'],
'method': this.handleOrderBookSubscription,
'limit': limit,
'params': params,
};
const message = this.extend(request, params);
const orderbook = await this.watch(url, messageHash, message, messageHash, subscription);
return orderbook.limit();
}
/**
* @method
* @name bitvavo#watchOrderBookForSymbols
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data for multiple markets
* @see https://docs.bitvavo.com/docs/websocket-api/book-subscription/
* @param {string[]} symbols unified symbols of the markets 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} an [order book structure]{@link https://docs.ccxt.com/?id=order-book-structure}
*/
async watchOrderBookForSymbols(symbols, limit = undefined, params = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
symbols = this.marketSymbols(symbols, undefined, false);
const name = 'book';
const marketIds = [];
const messageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const market = this.market(symbols[i]);
marketIds.push(market['id']);
messageHashes.push(name + '@' + market['id']);
}
const url = this.urls['api']['ws'];
const request = {
'action': 'subscribe',
'channels': [
{
'name': name,
'markets': marketIds,
},
],
};
// the per-market snapshot machinery reads the marketId from the buffered
// delta messages, so the shared subscription only carries the common fields
const subscription = {
'name': name,
'symbols': symbols,
'limit': limit,
'params': params,
};
const message = this.extend(request, params);
const orderbook = await this.watchMultiple(url, messageHashes, message, messageHashes, subscription);
return orderbook.limit();
}
/**
* @method
* @name bitvavo#unWatchOrderBook
* @description stop watching the order book for a particular symbol
* @see https://docs.bitvavo.com/docs/websocket-api/book-subscription/
* @param {string} symbol unified symbol of the market to stop watching the order book for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {any} status of the unwatch request
*/
async unWatchOrderBook(symbol, params = {}) {
return await this.unWatchOrderBookForSymbols([symbol], params);
}
/**
* @method
* @name bitvavo#unWatchOrderBookForSymbols
* @description stop watching the order book for multiple markets
* @see https://docs.bitvavo.com/docs/websocket-api/book-subscription/
* @param {string[]} symbols unified symbols of the markets to stop watching the order book for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {any} status of the unwatch request
*/
async unWatchOrderBookForSymbols(symbols, params = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
symbols = this.marketSymbols(symbols, undefined, false);
const name = 'book';
const marketIds = [];
const subMessageHashes = [];
for (let i = 0; i < symbols.length; i++) {
const market = this.market(symbols[i]);
marketIds.push(market['id']);
subMessageHashes.push(name + '@' + market['id']);
}
const channels = [
{
'name': name,
'markets': marketIds,
},
];
const subscriptionArgs = {
'symbols': symbols,
};
return await this.unWatchChannels('orderbook', channels, subMessageHashes, subscriptionArgs, params);
}
handleDelta(bookside, delta) {
const price = this.safeFloat(delta, 0);
const amount = this.safeFloat(delta, 1);
bookside.store(price, amount);
}
handleDeltas(bookside, deltas) {
for (let i = 0; i < deltas.length; i++) {
this.handleDelta(bookside, deltas[i]);
}
}
handleOrderBookMessage(client, message, orderbook) {
//
// {
// "event": "book",
// "market": "BTC-EUR",
// "nonce": 36947383,
// "bids": [
// [ "8477.8", "0" ]
// ],
// "asks": [
// [ "8550.9", "0" ]
// ]
// }
//
const nonce = this.safeInteger(message, 'nonce');
if (nonce > orderbook['nonce']) {
this.handleDeltas(orderbook['asks'], this.safeValue(message, 'asks', []));
this.handleDeltas(orderbook['bids'], this.safeValue(message, 'bids', []));
orderbook['nonce'] = nonce;
}
return orderbook;
}
handleOrderBook(client, message) {
//
// {
// "event": "book",
// "market": "BTC-EUR",
// "nonce": 36729561,
// "bids": [
// [ "8513.3", "0" ],
// [ '8518.8', "0.64236203" ],
// [ '8513.6', "0.32435481" ],
// ],
// "asks": []
// }
//
const event = this.safeString(message, 'event');
const marketId = this.safeString(message, 'market');
const market = this.safeMarket(marketId, undefined, '-');
const symbol = market['symbol'];
const messageHash = event + '@' + market['id'];
const orderbook = this.safeValue(this.orderbooks, symbol);
if (orderbook === undefined) {
return;
}
if (orderbook['nonce'] === undefined) {
const subscription = this.safeValue(client.subscriptions, messageHash, {});
// multi-symbol watches share one subscription object, so the
// snapshot-in-flight flag must be tracked per market
const flagKey = 'watchingOrderBookSnapshot@' + marketId;
const watchingOrderBookSnapshot = this.safeValue(subscription, flagKey);
if (watchingOrderBookSnapshot === undefined) {
subscription[flagKey] = true;
client.subscriptions[messageHash] = subscription;
const options = this.safeValue(this.options, 'watchOrderBookSnapshot', {});
const delay = this.safeInteger(options, 'delay', this.rateLimit);
// fetch the snapshot in a separate async call after a warmup delay
this.delay(delay, this.watchOrderBookSnapshot, client, message, subscription);
}
orderbook.cache.push(message);
}
else {
this.handleOrderBookMessage(client, message, orderbook);
client.resolve(orderbook, messageHash);
}
}
async watchOrderBookSnapshot(client, message, subscription) {
const params = this.safeValue(subscription, 'params');
// multi-symbol watches share one subscription object without a marketId,
// in that case the buffered delta message identifies the market
const marketId = this.safeString2(subscription, 'marketId', 'market', this.safeString(message, 'market'));
const snapshotSymbol = this.safeSymbol(marketId, undefined, '-');
if (!(snapshotSymbol in this.orderbooks)) {
// this snapshot fetch was scheduled before an unsubscribe removed the
// order book - skip it so the getBook request is not sent for a dead market
return undefined;
}
const name = 'getBook';
const messageHash = name + '@' + marketId;
const url = this.urls['api']['ws'];
const request = {
'action': name,
'market': marketId,
};
const orderbook = await this.watch(url, messageHash, this.extend(request, params), messageHash, subscription);
return orderbook.limit();
}
handleOrderBookSnapshot(client, message) {
//
// {
// "action": "getBook",
// "response": {
// "market": "BTC-EUR",
// "nonce": 36946120,
// "bids": [
// [ '8494.9', "0.24399521" ],
// [ '8494.8', "0.34884085" ],
// [ '8493.9', "0.14535128" ],
// ],
// "asks": [
// [ "8495", "0.46982463" ],
// [ '8495.1', "0.12178267" ],
// [ '8496.2', "0.21924143" ],
// ]
// }
// }
//
const response = this.safeValue(message, 'response');
if (response === undefined) {
return;
}
const marketId = this.safeString(response, 'market');
const symbol = this.safeSymbol(marketId, undefined, '-');
const name = 'book';
const messageHash = name + '@' + marketId;
const orderbook = this.safeValue(this.orderbooks, symbol);
if (orderbook === undefined) {
// the market was unsubscribed while this snapshot request was in flight
return;
}
const snapshot = this.parseOrderBook(response, symbol);
snapshot['nonce'] = this.safeInteger(response, 'nonce');
orderbook.reset(snapshot);
// unroll the accumulated deltas
const messages = orderbook.cache;
for (let i = 0; i < messages.length; i++) {
const messageItem = messages[i];
this.handleOrderBookMessage(client, messageItem, orderbook);
}
this.orderbooks[symbol] = orderbook;
client.resolve(orderbook, messageHash);
// getBook is a one-shot request but this.watch tracks it as a persistent
// subscription - drop it so a later unsubscribe/subscribe re-fetches the snapshot
// instead of suppressing the request as an already-active subscription
const snapshotHash = 'getBook@' + marketId;
if (snapshotHash in client.subscriptions) {
delete client.subscriptions[snapshotHash];
}
}
handleOrderBookSubscription(client, message, subscription) {
const symbol = this.safeString(subscription, 'symbol');
const limit = this.safeInteger(subscription, 'limit');
if (symbol in this.orderbooks) {
delete this.orderbooks[symbol];
}
this.orderbooks[symbol] = this.orderBook({}, limit);
}
handleOrderBookSubscriptions(client, message, marketIds) {
const name = 'book';
for (let i = 0; i < marketIds.length; i++) {
const marketId = this.safeString(marketIds, i);
const symbol = this.safeSymbol(marketId, undefined, '-');
const messageHash = name + '@' + marketId;
if (!(symbol in this.orderbooks)) {
const subscription = this.safeValue(client.subscriptions, messageHash);
const method = this.safeValue(subscription, 'method');
if (method !== undefined) {
method.call(this, client, message, subscription);
}
else if (subscription !== undefined) {
// multi-symbol watches share one subscription object without a
// per-market method - initialize the order book directly
const limit = this.safeInteger(subscription, 'limit');
this.orderbooks[symbol] = this.orderBook({}, limit);
}
}
}
}
async unWatchChannels(topic, channels, subMessageHashes, subscriptionArgs, params = {}) {
const url = this.urls['api']['ws'];
const request = {
'action': 'unsubscribe',
'channels': channels,
};
const unsubHashes = [];
for (let i = 0; i < subMessageHashes.length; i++) {
unsubHashes.push('unsubscribe:' + subMessageHashes[i]);
}
const subscription = this.extend({
'topic': topic,
'subMessageHashes': subMessageHashes,
'unsubHashes': unsubHashes,
}, subscriptionArgs);
const message = this.extend(request, params);
return await this.watchMultiple(url, unsubHashes, message, unsubHashes, subscription);
}
handleUnsubscriptionStatus(client, message) {
//
// {
// "event": "unsubscribed",
// "subscriptions": {}
// }
//
// the confirmation carries the remaining subscriptions without identifying
// which unsubscribe request it belongs to, so settle every pending unsubscription
const keys = Object.keys(client.subscriptions);
for (let i = 0; i < keys.length; i++) {
const key = keys[i];
if (!(key in client.subscriptions)) {
continue;
}
if (!key.startsWith('unsubscribe:')) {
continue;
}
const subscription = client.subscriptions[key];
const subHash = key.replace('unsubscribe:', '');
this.cleanCache(subscription);
this.cleanUnsubscription(client, subHash, key);
// bitvavo resolves-and-deletes the data futures on every message, so at
// unsubscribe time the sub future is usually already gone and cleanUnsubscription
// stashes the error in client.rejections instead - that stale entry
// would immediately reject the next subscribe's fresh future, so clear it here
if (subHash in client.rejections) {
delete client.rejections[subHash];
}
}
return message;
}
/**
* @method
* @name bitvavo#watchOrders
* @description watches information on multiple orders made by the user
* @param {string} symbol unified market symbol of the market orders were made in
* @param {int} [since] the earliest time in ms to fetch orders for
* @param {int} [limit] the maximum number of order structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/?id=order-structure}
*/
async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new errors.ArgumentsRequired(this.id + ' watchOrders() requires a symbol argument');
}
if (this.markets === undefined) {
await this.loadMarkets();
}
await this.authenticate();
const market = this.market(symbol);
symbol = market['symbol'];
const marketId = market['id'];
const url = this.urls['api']['ws'];
const name = 'account';
const messageHash = 'order:' + symbol;
const request = {
'action': 'subscribe',
'channels': [
{
'name': name,
'markets': [marketId],
},
],
};
const orders = await this.watch(url, messageHash, request, messageHash);
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
}
/**
* @method
* @name bitvavo#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 = {}) {
if (symbol === undefined) {
throw new errors.ArgumentsRequired(this.id + ' watchMyTrades() requires a symbol argument');
}
if (this.markets === undefined) {
await this.loadMarkets();
}
await this.authenticate();
const market = this.market(symbol);
symbol = market['symbol'];
const marketId = market['id'];
const url = this.urls['api']['ws'];
const name = 'account';
const messageHash = 'myTrades:' + symbol;
const request = {
'action': 'subscribe',
'channels': [
{
'name': name,
'markets': [marketId],
},
],
};
const trades = await this.watch(url, messageHash, request, messageHash);
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
}
/**
* @method
* @name bitvavo#createOrderWs
* @description create a trade order
* @see https://docs.bitvavo.com/#tag/Orders/paths/~1order/post
* @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 currency you want to trade in units of 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
* @param {string} [params.timeInForce] "GTC", "IOC", or "PO"
* @param {float} [params.stopPrice] The price at which a trigger order is triggered at
* @param {float} [params.triggerPrice] The price at which a trigger order is triggered at
* @param {bool} [params.postOnly] If true, the order will only be posted to the order book and not executed immediately
* @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.triggerType] "price"
* @param {string} [params.triggerReference] "lastTrade", "bestBid", "bestAsk", "midPrice" Only for stop orders: Use this to determine which parameter will trigger the order
* @param {string} [params.selfTradePrevention] "decrementAndCancel", "cancelOldest", "cancelNewest", "cancelBoth"
* @param {bool} [params.disableMarketProtection] don't cancel if the next fill price is 10% worse than the best fill price
* @param {bool} [params.responseRequired] Set this to 'false' when only an acknowledgement of success or failure is required, this is faster.
* @returns {object} an [order structure]{@link https://docs.ccxt.com/?id=order-structure}
*/
async createOrderWs(symbol, type, side, amount, price = undefined, params = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
await this.authenticate();
const request = this.createOrderRequest(symbol, type, side, amount, price, params);
return await this.watchRequest('privateCreateOrder', request);
}
/**
* @method
* @name bitvavo#editOrderWs
* @description edit a trade order
* @see https://docs.bitvavo.com/#tag/Orders/paths/~1order/put
* @param {string} id cancel 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 currency you want to trade in units of 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 = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
await this.authenticate();
const request = this.editOrderRequest(id, symbol, type, side, amount, price, params);
return await this.watchRequest('privateUpdateOrder', request);
}
/**
* @method
* @name bitvavo#cancelOrderWs
* @see https://docs.bitvavo.com/#tag/Orders/paths/~1order/delete
* @description cancels an open order
* @param {string} id order id
* @param {string} symbol unified symbol of the market the order was made in
* @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 cancelOrderWs(id, symbol = undefined, params = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
await this.authenticate();
const request = this.cancelOrderRequest(id, symbol, params);
return await this.watchRequest('privateCancelOrder', request);
}
/**
* @method
* @name bitvavo#cancelAllOrdersWs
* @see https://docs.bitvavo.com/#tag/Orders/paths/~1orders/delete
* @description cancel all open orders
* @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
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/?id=order-structure}
*/
async cancelAllOrdersWs(symbol = undefined, params = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
await this.authenticate();
const request = {};
let operatorId = undefined;
[operatorId, params] = this.handleOptionAndParams(params, 'cancelAllOrdersWs', 'op