ccxt
Version:
1,066 lines (1,064 loc) • 133 kB
JavaScript
// ----------------------------------------------------------------------------
// PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
// https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
// EDIT THE CORRESPONDENT .ts FILE INSTEAD
// ---------------------------------------------------------------------------
import { sha256 } from '@noble/hashes/sha2.js';
import htxRest from '../htx.js';
import { ExchangeError, InvalidNonce, ChecksumError, ArgumentsRequired, BadRequest, BadSymbol, AuthenticationError, NetworkError } from '../base/errors.js';
import { ArrayCache, ArrayCacheByTimestamp, ArrayCacheBySymbolById, ArrayCacheBySymbolBySide } from '../base/ws/Cache.js';
// ---------------------------------------------------------------------------
export default class htx extends htxRest {
describe() {
return this.deepExtend(super.describe(), {
'has': {
'ws': true,
'createOrderWs': false,
'editOrderWs': false,
'fetchOpenOrdersWs': false,
'fetchOrderWs': false,
'cancelOrderWs': false,
'cancelOrdersWs': false,
'cancelAllOrdersWs': false,
'fetchTradesWs': false,
'fetchBalanceWs': false,
'watchOrderBook': true,
'watchOrders': true,
'watchTickers': false,
'watchTicker': true,
'watchTrades': true,
'watchTradesForSymbols': false,
'watchMyTrades': true,
'watchBalance': true,
'watchOHLCV': true,
'unWatchTicker': true,
'unWatchOHLCV': true,
'unWatchTrades': true,
'unWatchOrderBook': true,
},
'urls': {
'api': {
'ws': {
'api': {
'spot': {
'public': 'wss://{hostname}/ws',
'private': 'wss://{hostname}/ws/v2',
'feed': 'wss://{hostname}/feed',
},
'future': {
'linear': {
'public': 'wss://api.hbdm.vn/linear-swap-ws',
'private': 'wss://api.hbdm.vn/linear-swap-notification',
'privateV5': 'wss://api.hbdm.vn/ws/v5/notification',
},
'inverse': {
'public': 'wss://api.hbdm.vn/ws',
'private': 'wss://api.hbdm.vn/notification',
},
},
'swap': {
'inverse': {
'public': 'wss://api.hbdm.vn/swap-ws',
'private': 'wss://api.hbdm.vn/swap-notification',
},
'linear': {
'public': 'wss://api.hbdm.vn/linear-swap-ws',
'private': 'wss://api.hbdm.vn/linear-swap-notification',
'privateV5': 'wss://api.hbdm.vn/ws/v5/notification',
},
},
},
// these settings work faster for clients hosted on AWS
'api-aws': {
'spot': {
'public': 'wss://api-aws.huobi.pro/ws',
'private': 'wss://api-aws.huobi.pro/ws/v2',
'feed': 'wss://{hostname}/feed',
},
'future': {
'linear': {
'public': 'wss://api.hbdm.vn/linear-swap-ws',
'private': 'wss://api.hbdm.vn/linear-swap-notification',
'privateV5': 'wss://api.hbdm.vn/ws/v5/notification',
},
'inverse': {
'public': 'wss://api.hbdm.vn/ws',
'private': 'wss://api.hbdm.vn/notification',
},
},
'swap': {
'linear': {
'public': 'wss://api.hbdm.vn/linear-swap-ws',
'private': 'wss://api.hbdm.vn/linear-swap-notification',
'privateV5': 'wss://api.hbdm.vn/ws/v5/notification',
},
'inverse': {
'public': 'wss://api.hbdm.vn/swap-ws',
'private': 'wss://api.hbdm.vn/swap-notification',
},
},
},
},
},
},
'options': {
'tradesLimit': 1000,
'OHLCVLimit': 1000,
'api': 'api', // or api-aws for clients hosted on AWS
'watchOrderBook': {
'maxRetries': 3,
'checksum': true,
'depth': 150, // 150 or 20
},
'ws': {
'gunzip': true,
},
'watchTicker': {
'name': 'market.{marketId}.detail', // 'market.{marketId}.bbo' or 'market.{marketId}.ticker'
},
},
'exceptions': {
'ws': {
'exact': {
'bad-request': BadRequest, // { ts: 1586323747018, status: 'error', 'err-code': 'bad-request', err-msg': 'invalid mbp.150.symbol linkusdt', id: '2'}
'2002': AuthenticationError, // { action: 'sub', code: 2002, ch: 'accounts.update#2', message: 'invalid.auth.state' }
'2021': BadRequest,
'2001': BadSymbol, // { action: 'sub', code: 2001, ch: 'orders#2ltcusdt', message: 'invalid.symbol'}
'2011': BadSymbol, // { op: 'sub', cid: '1649149285', topic: 'orders_cross.ltc-usdt', 'err-code': 2011, 'err-msg': "Contract doesn't exist.", ts: 1649149287637 }
'2040': BadRequest, // { op: 'sub', cid: '1649152947', 'err-code': 2040, 'err-msg': 'Missing required parameter.', ts: 1649152948684 }
'4007': BadRequest, // { op: 'sub', cid: '1', topic: 'accounts_unify.USDT', 'err-code': 4007, 'err-msg': 'Non - single account user is not available, please check through the cross and isolated account asset interface', ts: 1698419318540 }
},
},
},
});
}
requestId() {
this.lockId();
const requestId = this.sum(this.safeInteger(this.options, 'requestId', 0), 1);
this.options['requestId'] = requestId;
this.unlockId();
return requestId.toString();
}
/**
* @method
* @name htx#watchTicker
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://www.htx.com/en-us/opend/newApiPages/?id=7ec53561-7773-11ed-9966-0242ac110003
* @see https://www.htx.com/en-us/opend/newApiPages/?id=28c33ab2-77ae-11ed-9966-0242ac110003
* @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 = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
const market = this.market(symbol);
symbol = market['symbol'];
const options = this.safeDict(this.options, 'watchTicker', {});
const topic = this.safeString(options, 'name', 'market.{marketId}.detail');
if (topic === 'market.{marketId}.ticker' && market['type'] !== 'spot') {
throw new BadRequest(this.id + ' watchTicker() with name market.{marketId}.ticker is only allowed for spot markets, use market.{marketId}.detail instead');
}
const messageHash = this.implodeParams(topic, { 'marketId': market['id'] });
const url = this.getUrlByMarketType(market['type'], market['linear']);
return await this.subscribePublic(url, symbol, messageHash, undefined, params);
}
/**
* @method
* @name htx#unWatchTicker
* @description unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
* @see https://www.htx.com/en-us/opend/newApiPages/?id=7ec53561-7773-11ed-9966-0242ac110003
* @see https://www.htx.com/en-us/opend/newApiPages/?id=28c33ab2-77ae-11ed-9966-0242ac110003
* @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 unWatchTicker(symbol, params = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
const market = this.market(symbol);
const topic = 'ticker';
const options = this.safeDict(this.options, 'watchTicker', {});
const channel = this.safeString(options, 'name', 'market.{marketId}.detail');
if (channel === 'market.{marketId}.ticker' && market['type'] !== 'spot') {
throw new BadRequest(this.id + ' watchTicker() with name market.{marketId}.ticker is only allowed for spot markets, use market.{marketId}.detail instead');
}
const subMessageHash = this.implodeParams(channel, { 'marketId': market['id'] });
return await this.unsubscribePublic(market, subMessageHash, topic, params);
}
handleTicker(client, message) {
//
// "market.btcusdt.detail"
// {
// "ch": "market.btcusdt.detail",
// "ts": 1583494163784,
// "tick": {
// "id": 209988464418,
// "low": 8988,
// "high": 9155.41,
// "open": 9078.91,
// "close": 9136.46,
// "vol": 237813910.5928412,
// "amount": 26184.202558551195,
// "version": 209988464418,
// "count": 265673
// }
// }
// "market.btcusdt.bbo"
// {
// "ch": "market.btcusdt.bbo",
// "ts": 1671941599613,
// "tick": {
// "seqId": 161499562790,
// "ask": 16829.51,
// "askSize": 0.707776,
// "bid": 16829.5,
// "bidSize": 1.685945,
// "quoteTime": 1671941599612,
// "symbol": "btcusdt"
// }
// }
//
const tick = this.safeValue(message, 'tick', {});
const ch = this.safeString(message, 'ch');
if (ch === undefined) {
return message;
}
const parts = ch.split('.');
const marketId = this.safeString(parts, 1);
const market = this.safeMarket(marketId);
const ticker = this.parseTicker(tick, market);
const timestamp = this.safeValue(message, 'ts');
ticker['timestamp'] = timestamp;
ticker['datetime'] = this.iso8601(timestamp);
const symbol = ticker['symbol'];
if (symbol !== undefined) {
this.tickers[symbol] = ticker;
}
client.resolve(ticker, ch);
return message;
}
/**
* @method
* @name htx#watchTrades
* @description get the list of most recent trades for a particular symbol
* @see https://www.htx.com/en-us/opend/newApiPages/?id=7ec53b69-7773-11ed-9966-0242ac110003
* @see https://www.htx.com/en-us/opend/newApiPages/?id=28c33c21-77ae-11ed-9966-0242ac110003
* @see https://www.htx.com/en-us/opend/newApiPages/?id=28c33cfe-77ae-11ed-9966-0242ac110003
* @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();
}
const market = this.market(symbol);
symbol = market['symbol'];
const messageHash = 'market.' + market['id'] + '.trade.detail';
const url = this.getUrlByMarketType(market['type'], market['linear']);
const trades = await this.subscribePublic(url, symbol, messageHash, undefined, params);
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
}
/**
* @method
* @name htx#unWatchTrades
* @description unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
* @see https://www.htx.com/en-us/opend/newApiPages/?id=7ec53b69-7773-11ed-9966-0242ac110003
* @see https://www.htx.com/en-us/opend/newApiPages/?id=28c33c21-77ae-11ed-9966-0242ac110003
* @see https://www.htx.com/en-us/opend/newApiPages/?id=28c33cfe-77ae-11ed-9966-0242ac110003
* @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 unWatchTrades(symbol, params = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
const market = this.market(symbol);
const topic = 'trades';
const options = this.safeDict(this.options, 'watchTrades', {});
const channel = this.safeString(options, 'name', 'market.{marketId}.trade.detail');
const subMessageHash = this.implodeParams(channel, { 'marketId': market['id'] });
return await this.unsubscribePublic(market, subMessageHash, topic, params);
}
handleTrades(client, message) {
//
// {
// "ch": "market.btcusdt.trade.detail",
// "ts": 1583495834011,
// "tick": {
// "id": 105004645372,
// "ts": 1583495833751,
// "data": [
// {
// "id": 1.050046453727319e+22,
// "ts": 1583495833751,
// "tradeId": 102090727790,
// "amount": 0.003893,
// "price": 9150.01,
// "direction": "sell"
// }
// ]
// }
// }
//
const tick = this.safeValue(message, 'tick', {});
const data = this.safeValue(tick, 'data', {});
const ch = this.safeString(message, 'ch');
if (ch === undefined) {
return message;
}
const parts = ch.split('.');
const marketId = this.safeString(parts, 1);
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
let tradesCache = this.safeValue(this.trades, symbol);
if (tradesCache === undefined) {
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
tradesCache = new ArrayCache(limit);
this.trades[symbol] = tradesCache;
}
for (let i = 0; i < data.length; i++) {
const trade = this.parseTrade(data[i], market);
tradesCache.append(trade);
}
client.resolve(tradesCache, ch);
return message;
}
/**
* @method
* @name htx#watchOHLCV
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://www.htx.com/en-us/opend/newApiPages/?id=7ec53241-7773-11ed-9966-0242ac110003
* @see https://www.htx.com/en-us/opend/newApiPages/?id=28c3346a-77ae-11ed-9966-0242ac110003
* @see https://www.htx.com/en-us/opend/newApiPages/?id=28c33563-77ae-11ed-9966-0242ac110003
* @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 interval = this.safeString(this.timeframes, timeframe, timeframe);
const messageHash = 'market.' + market['id'] + '.kline.' + interval;
const url = this.getUrlByMarketType(market['type'], market['linear']);
const ohlcv = await this.subscribePublic(url, symbol, messageHash, undefined, params);
if (this.newUpdates) {
limit = ohlcv.getLimit(symbol, limit);
}
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
}
/**
* @method
* @name htx#unWatchOHLCV
* @description unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://www.htx.com/en-us/opend/newApiPages/?id=7ec53241-7773-11ed-9966-0242ac110003
* @see https://www.htx.com/en-us/opend/newApiPages/?id=28c3346a-77ae-11ed-9966-0242ac110003
* @see https://www.htx.com/en-us/opend/newApiPages/?id=28c33563-77ae-11ed-9966-0242ac110003
* @param {string} symbol unified symbol of the market
* @param {string} timeframe the length of time each candle represents
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {object} [params.timezone] if provided, kline intervals are interpreted in that timezone instead of UTC, example '+08:00'
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async unWatchOHLCV(symbol, timeframe = '1m', params = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
const market = this.market(symbol);
const interval = this.safeString(this.timeframes, timeframe, timeframe);
const subMessageHash = 'market.' + market['id'] + '.kline.' + interval;
const topic = 'ohlcv';
params['symbolsAndTimeframes'] = [[market['symbol'], timeframe]];
return await this.unsubscribePublic(market, subMessageHash, topic, params);
}
handleOHLCV(client, message) {
//
// {
// "ch": "market.btcusdt.kline.1min",
// "ts": 1583501786794,
// "tick": {
// "id": 1583501760,
// "open": 9094.5,
// "close": 9094.51,
// "low": 9094.5,
// "high": 9094.51,
// "amount": 0.44639786263800907,
// "vol": 4059.76919054,
// "count": 16
// }
// }
//
const ch = this.safeString(message, 'ch');
if (ch === undefined) {
return;
}
const parts = ch.split('.');
const marketId = this.safeString(parts, 1);
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const interval = this.safeString(parts, 3);
const timeframe = this.findTimeframe(interval);
this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});
let stored = this.safeValue(this.safeValue(this.ohlcvs, symbol), timeframe);
if (stored === undefined) {
const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
stored = new ArrayCacheByTimestamp(limit);
if (symbol !== undefined && timeframe !== undefined) {
this.ohlcvs[symbol][timeframe] = stored;
}
}
const tick = this.safeValue(message, 'tick');
const parsed = this.parseOHLCV(tick, market);
stored.append(parsed);
client.resolve(stored, ch);
}
/**
* @method
* @name htx#watchOrderBook
* @see https://huobiapi.github.io/docs/dm/v1/en/#subscribe-market-depth-data
* @see https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#subscribe-incremental-market-depth-data
* @see https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-subscribe-incremental-market-depth-data
* @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 allowedLimits = [5, 20, 150, 400];
// 2) 5-level/20-level incremental MBP is a tick by tick feed,
// which means whenever there is an order book change at that level, it pushes an update;
// 150-levels/400-level incremental MBP feed is based on the gap
// between two snapshots at 100ms interval.
const options = this.safeDict(this.options, 'watchOrderBook', {});
if (limit === undefined) {
limit = this.safeInteger(options, 'depth', 150);
}
if (!this.inArray(limit, allowedLimits)) {
throw new ExchangeError(this.id + ' watchOrderBook market accepts limits of 5, 20, 150 or 400 only');
}
let messageHash = undefined;
if (market['spot']) {
messageHash = 'market.' + market['id'] + '.mbp.' + this.numberToString(limit);
}
else {
messageHash = 'market.' + market['id'] + '.depth.size_' + this.numberToString(limit) + '.high_freq';
}
const url = this.getUrlByMarketType(market['type'], market['linear'], false, true);
let method = this.handleOrderBookSubscription;
if (!market['spot']) {
params = this.extend(params);
params['data_type'] = 'incremental';
method = undefined;
}
const orderbook = await this.subscribePublic(url, symbol, messageHash, method, params);
return orderbook.limit();
}
/**
* @method
* @name htx#unWatchOrderBook
* @description unsubscribe from the orderbook channel
* @see https://huobiapi.github.io/docs/dm/v1/en/#subscribe-market-depth-data
* @see https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#subscribe-incremental-market-depth-data
* @see https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-subscribe-incremental-market-depth-data
* @param {string} symbol unified symbol of the market to fetch the order book for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {int} [params.limit] orderbook limit, default is undefined
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/?id=order-book-structure}
*/
async unWatchOrderBook(symbol, params = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
const market = this.market(symbol);
const topic = 'orderbook';
const options = this.safeDict(this.options, 'watchOrderBook', {});
const depth = this.safeInteger(options, 'depth', 150);
let subMessageHash = undefined;
if (market['spot']) {
subMessageHash = 'market.' + market['id'] + '.mbp.' + this.numberToString(depth);
}
else {
subMessageHash = 'market.' + market['id'] + '.depth.size_' + this.numberToString(depth) + '.high_freq';
}
if (!(market['spot'])) {
params['data_type'] = 'incremental';
}
return await this.unsubscribePublic(market, subMessageHash, topic, params);
}
handleOrderBookSnapshot(client, message, subscription) {
//
// {
// "id": 1583473663565,
// "rep": "market.btcusdt.mbp.150",
// "status": "ok",
// "ts": 1698359289261,
// "data": {
// "seqNum": 104999417756,
// "bids": [
// [9058.27, 0],
// [9058.43, 0],
// [9058.99, 0],
// ],
// "asks": [
// [9084.27, 0.2],
// [9085.69, 0],
// [9085.81, 0],
// ]
// }
// }
//
const symbol = this.safeString(subscription, 'symbol');
const messageHash = this.safeString(subscription, 'messageHash');
if (messageHash === undefined) {
return;
}
const id = this.safeString(message, 'id');
const lastTimestamp = this.safeInteger(subscription, 'lastTimestamp');
try {
const orderbook = this.safeValue(this.orderbooks, symbol);
const data = this.safeValue(message, 'data');
const messages = orderbook.cache;
const firstMessage = this.safeValue(messages, 0, {});
const snapshot = this.parseOrderBook(data, symbol);
const tick = this.safeValue(firstMessage, 'tick');
const sequence = this.safeInteger(tick, 'prevSeqNum');
const nonce = this.safeInteger(data, 'seqNum');
if (nonce === undefined) {
return;
}
snapshot['nonce'] = nonce;
const snapshotTimestamp = this.safeInteger(message, 'ts');
subscription['lastTimestamp'] = snapshotTimestamp;
const snapshotLimit = this.safeInteger(subscription, 'limit');
const snapshotOrderBook = this.orderBook(snapshot, snapshotLimit);
client.resolve(snapshotOrderBook, id);
if ((sequence === undefined) || (nonce < sequence)) {
const maxAttempts = this.handleOption('watchOrderBook', 'maxRetries', 3);
let numAttempts = this.safeInteger(subscription, 'numAttempts', 0);
// retry to synchronize if we have not reached maxAttempts yet
if (numAttempts < maxAttempts) {
// safety guard
if (messageHash in client.subscriptions) {
numAttempts = this.sum(numAttempts, 1);
let delayTime = 1000;
if ((lastTimestamp !== undefined) && (snapshotTimestamp !== undefined)) {
delayTime = this.sum(1000, lastTimestamp - snapshotTimestamp);
}
subscription['numAttempts'] = numAttempts;
client.subscriptions[messageHash] = subscription;
this.delay(delayTime, this.watchOrderBookSnapshot, client, message, subscription);
}
}
else {
// throw upon failing to synchronize in maxAttempts
throw new InvalidNonce(this.id + ' failed to synchronize WebSocket feed with the snapshot for symbol ' + symbol + ' in ' + maxAttempts.toString() + ' attempts');
}
}
else {
orderbook.reset(snapshot);
// unroll the accumulated deltas
for (let i = 0; i < messages.length; i++) {
this.handleOrderBookMessage(client, messages[i]);
}
orderbook.cache = [];
if (symbol !== undefined) {
this.orderbooks[symbol] = orderbook;
}
client.resolve(orderbook, messageHash);
}
}
catch (e) {
if (messageHash !== undefined) {
delete client.subscriptions[messageHash];
}
if (symbol !== undefined) {
delete this.orderbooks[symbol];
}
client.reject(e, messageHash);
}
}
async watchOrderBookSnapshot(client, message, subscription) {
const messageHash = this.safeString(subscription, 'messageHash');
const symbol = this.safeString(subscription, 'symbol');
const limit = this.safeInteger(subscription, 'limit');
const timestamp = this.safeInteger(message, 'ts');
const params = this.safeValue(subscription, 'params');
const attempts = this.safeInteger(subscription, 'numAttempts', 0);
const market = this.market(symbol);
const url = this.getUrlByMarketType(market['type'], market['linear'], false, true);
const requestId = this.requestId();
const request = {
'req': messageHash,
'id': requestId,
};
// this is a temporary subscription by a specific requestId
// it has a very short lifetime until the snapshot is received over ws
const snapshotSubscription = {
'id': requestId,
'messageHash': messageHash,
'symbol': symbol,
'limit': limit,
'params': params,
'numAttempts': attempts,
'lastTimestamp': timestamp,
'method': this.handleOrderBookSnapshot,
};
try {
const orderbook = await this.watch(url, requestId, request, requestId, snapshotSubscription);
return orderbook.limit();
}
catch (e) {
if (messageHash !== undefined) {
delete client.subscriptions[messageHash];
}
client.reject(e, messageHash);
}
return undefined;
}
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) {
// spot markets
//
// {
// "ch": "market.btcusdt.mbp.150",
// "ts": 1583472025885,
// "tick": {
// "seqNum": 104998984994,
// "prevSeqNum": 104998984977,
// "bids": [
// [9058.27, 0],
// [9058.43, 0],
// [9058.99, 0],
// ],
// "asks": [
// [9084.27, 0.2],
// [9085.69, 0],
// [9085.81, 0],
// ]
// }
// }
//
// non-spot market update
//
// {
// "ch":"market.BTC220218.depth.size_150.high_freq",
// "tick":{
// "asks":[],
// "bids":[
// [43445.74,1],
// [43444.48,0 ],
// [40593.92,9]
// ],
// "ch":"market.BTC220218.depth.size_150.high_freq",
// "event":"update",
// "id":152727500274,
// "mrid":152727500274,
// "ts":1645023376098,
// "version":37536690
// },
// "ts":1645023376098
// }
// non-spot market snapshot
//
// {
// "ch":"market.BTC220218.depth.size_150.high_freq",
// "tick":{
// "asks":[
// [43445.74,1],
// [43444.48,0 ],
// [40593.92,9]
// ],
// "bids":[
// [43445.74,1],
// [43444.48,0 ],
// [40593.92,9]
// ],
// "ch":"market.BTC220218.depth.size_150.high_freq",
// "event":"snapshot",
// "id":152727500274,
// "mrid":152727500274,
// "ts":1645023376098,
// "version":37536690
// },
// "ts":1645023376098
// }
//
const ch = this.safeValue(message, 'ch');
const parts = ch.split('.');
const marketId = this.safeString(parts, 1);
const market = this.safeMarket(marketId);
const symbol = market['symbol'];
const orderbook = this.orderbooks[symbol];
const tick = this.safeValue(message, 'tick', {});
const seqNum = this.safeInteger(tick, 'seqNum');
const prevSeqNum = this.safeInteger(tick, 'prevSeqNum');
const event = this.safeString(tick, 'event');
const version = this.safeInteger(tick, 'version');
const timestamp = this.safeInteger(message, 'ts');
if (event === 'snapshot') {
const snapshot = this.parseOrderBook(tick, symbol, timestamp);
orderbook.reset(snapshot);
orderbook['nonce'] = version;
}
if ((prevSeqNum !== undefined) && prevSeqNum > this.safeInteger(orderbook, 'nonce', 0)) {
const checksum = this.handleOption('watchOrderBook', 'checksum', true);
if (checksum) {
throw new ChecksumError(this.id + ' ' + this.orderbookChecksumMessage(symbol));
}
}
const spotConditon = market['spot'] && (prevSeqNum === orderbook['nonce']);
const nonSpotCondition = market['contract'] && (version !== undefined) && (version - 1 === orderbook['nonce']);
if (spotConditon || nonSpotCondition) {
const asks = this.safeValue(tick, 'asks', []);
const bids = this.safeValue(tick, 'bids', []);
this.handleDeltas(orderbook['asks'], asks);
this.handleDeltas(orderbook['bids'], bids);
orderbook['nonce'] = spotConditon ? seqNum : version;
orderbook['timestamp'] = timestamp;
orderbook['datetime'] = this.iso8601(timestamp);
}
}
handleOrderBook(client, message) {
//
// deltas
//
// spot markets
//
// {
// "ch": "market.btcusdt.mbp.150",
// "ts": 1583472025885,
// "tick": {
// "seqNum": 104998984994,
// "prevSeqNum": 104998984977,
// "bids": [
// [9058.27, 0],
// [9058.43, 0],
// [9058.99, 0],
// ],
// "asks": [
// [9084.27, 0.2],
// [9085.69, 0],
// [9085.81, 0],
// ]
// }
// }
//
// non spot markets
//
// {
// "ch":"market.BTC220218.depth.size_150.high_freq",
// "tick":{
// "asks":[],
// "bids":[
// [43445.74,1],
// [43444.48,0 ],
// [40593.92,9]
// ],
// "ch":"market.BTC220218.depth.size_150.high_freq",
// "event":"update",
// "id":152727500274,
// "mrid":152727500274,
// "ts":1645023376098,
// "version":37536690
// },
// "ts":1645023376098
// }
//
const messageHash = this.safeString(message, 'ch');
const tick = this.safeDict(message, 'tick');
const event = this.safeString(tick, 'event');
const ch = this.safeString(message, 'ch');
if (ch === undefined) {
return;
}
const parts = ch.split('.');
const marketId = this.safeString(parts, 1);
const symbol = this.safeSymbol(marketId);
if (!(symbol in this.orderbooks)) {
const size = this.safeString(parts, 3);
if (size === undefined) {
return;
}
const sizeParts = size.split('_');
const limit = this.safeInteger(sizeParts, 1);
this.orderbooks[symbol] = this.orderBook({}, limit);
}
const orderbook = this.orderbooks[symbol];
if ((event === undefined) && (orderbook['nonce'] === undefined)) {
orderbook.cache.push(message);
}
else {
this.handleOrderBookMessage(client, message);
client.resolve(orderbook, messageHash);
}
}
handleOrderBookSubscription(client, message, subscription) {
const symbol = this.safeString(subscription, 'symbol');
const market = this.market(symbol);
const limit = this.safeInteger(subscription, 'limit');
if (symbol !== undefined) {
this.orderbooks[symbol] = this.orderBook({}, limit);
}
if (market['spot']) {
this.spawn(this.watchOrderBookSnapshot, client, message, subscription);
}
}
/**
* @method
* @name htx#watchMyTrades
* @description watches information on multiple trades made by the user
* @see https://www.htx.com/en-us/opend/newApiPages/?id=7ec53dd5-7773-11ed-9966-0242ac110003
* @see https://www.htx.com/en-us/opend/newApiPages/?id=8cb89359-77b5-11ed-9966-195a35275ff
* @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 = {}) {
this.checkRequiredCredentials();
if (this.markets === undefined) {
await this.loadMarkets();
}
let type = undefined;
let marketId = '*'; // wildcard
let market = undefined;
let messageHash = undefined;
let channel = undefined;
let trades = undefined;
let subType = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
symbol = market['symbol'];
type = market['type'];
subType = market['linear'] ? 'linear' : 'inverse';
marketId = market['lowercaseId'];
}
else {
type = this.safeString(this.options, 'defaultType', 'spot');
type = this.safeString(params, 'type', type);
subType = this.safeString2(this.options, 'subType', 'defaultSubType', 'linear');
subType = this.safeString(params, 'subType', subType);
params = this.omit(params, ['type', 'subType']);
}
const linear = (subType === 'linear');
const swap = (type === 'swap');
const future = (type === 'future');
const isV5Linear = (linear && (swap || future));
if (type === 'spot') {
let mode = undefined;
if (mode === undefined) {
mode = this.safeString2(this.options, 'watchMyTrades', 'mode', '0');
mode = this.safeString(params, 'mode', mode);
params = this.omit(params, 'mode');
}
messageHash = 'trade.clearing' + '#' + marketId + '#' + mode;
channel = messageHash;
}
else if (isV5Linear) {
const channelAndMessageHashAndParams = this.getV5LinearChannelAndMessageHash('trade', market, params);
channel = this.safeString(channelAndMessageHashAndParams, 0);
messageHash = this.safeString(channelAndMessageHashAndParams, 1);
params = this.safeValue(channelAndMessageHashAndParams, 2, {});
}
else {
const channelAndMessageHash = this.getOrderChannelAndMessageHash(type, subType, market, params);
channel = this.safeString(channelAndMessageHash, 0);
const orderMessageHash = this.safeString(channelAndMessageHash, 1);
// we will take advantage of the order messageHash because already handles stuff
// like symbol/margin/subtype/type variations
messageHash = orderMessageHash + ':' + 'trade';
}
const subscriptionParams = {
'isV5': isV5Linear,
};
trades = await this.subscribePrivate(channel, messageHash, type, subType, params, subscriptionParams);
if (trades === undefined) {
throw new ArgumentsRequired(this.id + ' watchMyTrades() trades is required');
}
if (this.newUpdates) {
limit = trades.getLimit(symbol, limit);
}
return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
}
getOrderChannelAndMessageHash(type, subType, market = undefined, params = {}) {
let messageHash = undefined;
let channel = undefined;
let orderType = this.safeString(this.options, 'orderType', 'orders'); // orders or matchOrders
orderType = this.safeString(params, 'orderType', orderType);
params = this.omit(params, 'orderType');
let marketCode = undefined;
if ((market !== undefined) && (market['lowercaseId'] !== undefined)) {
marketCode = market['lowercaseId'].toLowerCase();
}
const baseId = (market !== undefined) ? market['baseId'] : undefined;
const prefix = orderType;
messageHash = prefix;
if (subType === 'linear') {
// USDT Margined Contracts Example: LTC/USDT:USDT
const marginMode = this.safeString(params, 'margin', 'cross');
const marginPrefix = (marginMode === 'cross') ? prefix + '_cross' : prefix;
messageHash = marginPrefix;
if (marketCode !== undefined) {
messageHash += '.' + marketCode;
channel = messageHash;
}
else {
channel = marginPrefix + '.' + '*';
}
}
else if (type === 'future') {
// inverse futures Example: BCH/USD:BCH-220408
if (baseId !== undefined) {
channel = prefix + '.' + baseId.toLowerCase();
messageHash = channel;
}
else {
channel = prefix + '.' + '*';
}
}
else {
// inverse swaps: Example: BTC/USD:BTC
if (marketCode !== undefined) {
channel = prefix + '.' + marketCode;
messageHash = channel;
}
else {
channel = prefix + '.' + '*';
}
}
return [channel, messageHash];
}
getV5LinearChannelAndMessageHash(topic, market = undefined, params = {}) {
const contractCode = (market !== undefined) ? market['id'] : this.safeString(params, 'contract_code', '*');
const channel = topic;
let messageHash = topic;
if ((contractCode !== undefined) && (contractCode !== '*')) {
messageHash = topic + '.' + contractCode.toLowerCase();
}
params = this.omit(params, 'contract_code');
const requestParams = this.extend({
'contract_code': contractCode,
}, params);
return [channel, messageHash, requestParams];
}
/**
* @method
* @name htx#watchOrders
* @description watches information on multiple orders made by the user
* @see https://www.htx.com/en-us/opend/newApiPages/?id=7ec53c8f-7773-11ed-9966-0242ac110003
* @see https://www.htx.com/en-us/opend/newApiPages/?id=8cb89359-77b5-11ed-9966-195a208afe7
* @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 (this.markets === undefined) {
await this.loadMarkets();
}
let type = undefined;
let subType = undefined;
let market = undefined;
let suffix = '*'; // wildcard
if (symbol !== undefined) {
market = this.market(symbol);
symbol = market['symbol'];
type = market['type'];
suffix = market['lowercaseId'];
subType = market['linear'] ? 'linear' : 'inverse';
}
else {
type = this.safeString(this.options, 'defaultType', 'spot');
type = this.safeString(params, 'type', type);
subType = this.safeString2(this.options, 'subType', 'defaultSubType', 'linear');
subType = this.safeString(params, 'subType', subType);
params = this.omit(params, ['type', 'subType']);
}
const linear = (subType === 'linear');
const swap = (type === 'swap');
const future = (type === 'future');
const isV5Linear = (linear && (swap || future));
let messageHash = undefined;
let channel = undefined;
if (type === 'spot') {
messageHash = 'orders' + '#' + suffix;
channel = messageHash;
}
else if (isV5Linear) {
const channelAndMessageHashAndParams = this.getV5LinearChannelAndMessageHash('orders', market, params);
channel = this.safeString(channelAndMessageHashAndParams, 0);
messageHash = this.safeString(channelAndMessageHashAndParams, 1);
params = this.safeValue(channelAndMessageHashAndParams, 2, {});
}
else {
const channelAndMessageHash = this.getOrderChannelAndMessageHash(type, subType, market, params);
channel = this.safeString(channelAndMessageHash, 0);
messageHash = this.safeString(channelAndMessageHash, 1);
}
const subscriptionParams = {
'isV5': isV5Linear,
};
const orders = await this.subscribePrivate(channel, messageHash, type, subType, params, subscriptionParams);
if (this.newUpdates) {
limit = orders.getLimit(symbol, limit);
}
return this.filterBySinceLimit(orders, since, limit, 'timestamp', true);
}
handleOrder(client, message) {
//
// spot
//
// for new order creation
//
// {
// "action":"push",
// "ch":"orders#btcusdt", // or "orders#*" for global subscriptions
// "data": {
// "orderStatus": "submitted",
// "eventType": "creation",
// "totalTradeAmount": 0 // for "submitted" order status
// "orderCreateTime": 1645116048355, // only when `submitted` status
// "orderSource": "spot-web",
// "accountId": 44234548,
// "orderPrice": "100",
// "orderSize": "0.05",
// "symbol": "ethusdt",
// "type": "buy-limit",
// "orderId": "478861479986886",
// "clientOrderId": '',
// }
// }
//
// for filled order, additional fiel