sfccxt
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
969 lines (938 loc) • 36.8 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const ascendexRest = require ('../ascendex.js');
const { AuthenticationError } = require ('../base/errors');
const { ArrayCache, ArrayCacheByTimestamp, ArrayCacheBySymbolById } = require ('./base/Cache');
// ---------------------------------------------------------------------------
module.exports = class ascendex extends ascendexRest {
describe () {
return this.deepExtend (super.describe (), {
'has': {
'ws': true,
'watchBalance': true,
'watchOHLCV': true,
'watchOrderBook': true,
'watchOrders': true,
'watchTicker': false,
'watchTrades': true,
},
'urls': {
'api': {
'ws': {
'public': 'wss://ascendex.com:443/api/pro/v2/stream',
'private': 'wss://ascendex.com:443/{accountGroup}/api/pro/v2/stream',
},
},
'test': {
'ws': {
'public': 'wss://api-test.ascendex-sandbox.com:443/api/pro/v2/stream',
'private': 'wss://api-test.ascendex-sandbox.com:443/{accountGroup}/api/pro/v2/stream',
},
},
},
'options': {
'tradesLimit': 1000,
'ordersLimit': 1000,
'OHLCVLimit': 1000,
'categoriesAccount': {
'cash': 'spot',
'futures': 'swap',
'margin': 'margin',
},
},
});
}
async watchPublic (messageHash, params = {}) {
const url = this.urls['api']['ws']['public'];
const id = this.nonce ();
const request = {
'id': id.toString (),
'op': 'sub',
};
const message = this.extend (request, params);
return await this.watch (url, messageHash, message, messageHash);
}
async watchPrivate (channel, messageHash, params = {}) {
await this.loadAccounts ();
const accountGroup = this.safeString (this.options, 'account-group');
let url = this.urls['api']['ws']['private'];
url = this.implodeParams (url, { 'accountGroup': accountGroup });
const id = this.nonce ();
const request = {
'id': id.toString (),
'op': 'sub',
'ch': channel,
};
const message = this.extend (request, params);
await this.authenticate (url, params);
return await this.watch (url, messageHash, message, channel);
}
async watchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name ascendex#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|undefined} since timestamp in ms of the earliest candle to fetch
* @param {int|undefined} limit the maximum amount of candles to fetch
* @param {object} params extra parameters specific to the ascendex api endpoint
* @returns {[[int]]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
await this.loadMarkets ();
const market = this.market (symbol);
symbol = market['symbol'];
if ((limit === undefined) || (limit > 1440)) {
limit = 100;
}
const interval = this.timeframes[timeframe];
const channel = 'bar' + ':' + interval + ':' + market['id'];
params = {
'ch': channel,
};
const ohlcv = await this.watchPublic (channel, params);
if (this.newUpdates) {
limit = ohlcv.getLimit (symbol, limit);
}
return this.filterBySinceLimit (ohlcv, since, limit, 0, true);
}
handleOHLCV (client, message) {
//
// {
// "m": "bar",
// "s": "ASD/USDT",
// "data": {
// "i": "1",
// "ts": 1575398940000,
// "o": "0.04993",
// "c": "0.04970",
// "h": "0.04993",
// "l": "0.04970",
// "v": "8052"
// }
// }
//
const marketId = this.safeString (message, 's');
const symbol = this.safeSymbol (marketId);
const channel = this.safeString (message, 'm');
const data = this.safeValue (message, 'data', {});
const interval = this.safeString (data, 'i');
const messageHash = channel + ':' + interval + ':' + marketId;
const timeframe = this.findTimeframe (interval);
const market = this.market (symbol);
const parsed = this.parseOHLCV (message, market);
this.ohlcvs[symbol] = this.safeValue (this.ohlcvs, symbol, {});
let stored = this.safeValue (this.ohlcvs[symbol], timeframe);
if (stored === undefined) {
const limit = this.safeInteger (this.options, 'OHLCVLimit', 1000);
stored = new ArrayCacheByTimestamp (limit);
this.ohlcvs[symbol][timeframe] = stored;
}
stored.append (parsed);
client.resolve (stored, messageHash);
return message;
}
async watchTrades (symbol, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name ascendex#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|undefined} since timestamp in ms of the earliest trade to fetch
* @param {int|undefined} limit the maximum amount of trades to fetch
* @param {object} params extra parameters specific to the ascendex api endpoint
* @returns {[object]} a list of [trade structures]{@link https://docs.ccxt.com/en/latest/manual.html?#public-trades}
*/
await this.loadMarkets ();
const market = this.market (symbol);
symbol = market['symbol'];
const channel = 'trades' + ':' + market['id'];
params = this.extend (params, {
'ch': channel,
});
const trades = await this.watchPublic (channel, params);
if (this.newUpdates) {
limit = trades.getLimit (symbol, limit);
}
return this.filterBySinceLimit (trades, since, limit, 'timestamp', true);
}
handleTrades (client, message) {
//
// {
// m: 'trades',
// symbol: 'BTC/USDT',
// data: [
// {
// p: '40744.28',
// q: '0.00150',
// ts: 1647514330758,
// bm: true,
// seqnum: 72057633465800320
// }
// ]
// }
//
const marketId = this.safeString (message, 'symbol');
const symbol = this.safeSymbol (marketId);
const channel = this.safeString (message, 'm');
const messageHash = channel + ':' + marketId;
const market = this.market (symbol);
let rawData = this.safeValue (message, 'data');
if (rawData === undefined) {
rawData = [];
}
const trades = this.parseTrades (rawData, market);
let tradesArray = this.safeValue (this.trades, symbol);
if (tradesArray === undefined) {
const limit = this.safeInteger (this.options, 'tradesLimit', 1000);
tradesArray = new ArrayCache (limit);
}
for (let i = 0; i < trades.length; i++) {
tradesArray.append (trades[i]);
}
this.trades[symbol] = tradesArray;
client.resolve (tradesArray, messageHash);
}
async watchOrderBook (symbol, limit = undefined, params = {}) {
/**
* @method
* @name ascendex#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|undefined} limit the maximum amount of order book entries to return
* @param {object} params extra parameters specific to the ascendex api endpoint
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-book-structure} indexed by market symbols
*/
await this.loadMarkets ();
const market = this.market (symbol);
const channel = 'depth-realtime' + ':' + market['id'];
params = this.extend (params, {
'ch': channel,
});
const orderbook = await this.watchPublic (channel, params);
return orderbook.limit ();
}
async watchOrderBookSnapshot (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const action = 'depth-snapshot-realtime';
const channel = action + ':' + market['id'];
params = this.extend (params, {
'action': action,
'args': {
'symbol': market['id'],
},
'op': 'req',
});
const orderbook = await this.watchPublic (channel, params);
return orderbook.limit ();
}
handleOrderBookSnapshot (client, message) {
//
// {
// m: 'depth',
// symbol: 'BTC/USDT',
// data: {
// ts: 1647520500149,
// seqnum: 28590487626,
// asks: [
// [Array], [Array], [Array],
// [Array], [Array], [Array],
// ],
// bids: [
// [Array], [Array], [Array],
// [Array], [Array], [Array],
// ]
// }
// }
//
const marketId = this.safeString (message, 'symbol');
const symbol = this.safeSymbol (marketId);
const channel = this.safeString (message, 'm');
const messageHash = channel + ':' + symbol;
const orderbook = this.orderbooks[symbol];
const data = this.safeValue (message, 'data');
const snapshot = this.parseOrderBook (data, symbol);
snapshot['nonce'] = this.safeInteger (data, 'seqnum');
orderbook.reset (snapshot);
// unroll the accumulated deltas
const messages = orderbook.cache;
for (let i = 0; i < messages.length; i++) {
const message = messages[i];
this.handleOrderBookMessage (client, message, orderbook);
}
this.orderbooks[symbol] = orderbook;
client.resolve (orderbook, messageHash);
}
handleOrderBook (client, message) {
//
// {
// m: 'depth',
// symbol: 'BTC/USDT',
// data: {
// ts: 1647515136144,
// seqnum: 28590470736,
// asks: [ [Array], [Array] ],
// bids: [ [Array], [Array], [Array], [Array], [Array], [Array] ]
// }
// }
//
const channel = this.safeString (message, 'm');
const marketId = this.safeString (message, 'symbol');
const symbol = this.safeSymbol (marketId);
const messageHash = channel + ':' + marketId;
let orderbook = this.safeValue (this.orderbooks, symbol);
if (orderbook === undefined) {
orderbook = this.orderBook ({});
}
if (orderbook['nonce'] === undefined) {
orderbook.cache.push (message);
} else {
this.handleOrderBookMessage (client, message, orderbook);
client.resolve (orderbook, messageHash);
}
}
handleDelta (bookside, delta) {
//
// ["40990.47","0.01619"],
//
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) {
//
// {
// "m":"depth",
// "symbol":"BTC/USDT",
// "data":{
// "ts":1647527417715,
// "seqnum":28590257013,
// "asks":[
// ["40990.47","0.01619"],
// ["41021.21","0"],
// ["41031.59","0.06096"]
// ],
// "bids":[
// ["40990.46","0.76114"],
// ["40985.18","0"]
// ]
// }
// }
//
const data = this.safeValue (message, 'data', {});
const seqNum = this.safeInteger (data, 'seqnum');
if (seqNum > orderbook['nonce']) {
const asks = this.safeValue (data, 'asks', []);
const bids = this.safeValue (data, 'bids', []);
this.handleDeltas (orderbook['asks'], asks);
this.handleDeltas (orderbook['bids'], bids);
orderbook['nonce'] = seqNum;
const timestamp = this.safeInteger (data, 'ts');
orderbook['timestamp'] = timestamp;
orderbook['datetime'] = this.iso8601 (timestamp);
}
return orderbook;
}
async watchBalance (params = {}) {
/**
* @method
* @name ascendex#watchBalance
* @description query for balance and get the amount of funds available for trading or funds locked in orders
* @param {object} params extra parameters specific to the ascendex api endpoint
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/en/latest/manual.html?#balance-structure}
*/
await this.loadMarkets ();
const [ type, query ] = this.handleMarketTypeAndParams ('watchBalance', undefined, params);
let channel = undefined;
let messageHash = undefined;
if ((type === 'spot') || (type === 'margin')) {
const accountCategories = this.safeValue (this.options, 'accountCategories', {});
let accountCategory = this.safeString (accountCategories, type, 'cash'); // cash, margin,
accountCategory = accountCategory.toUpperCase ();
channel = 'order:' + accountCategory; // order and balance share the same channel
messageHash = 'balance:' + type;
} else {
channel = 'futures-account-update';
messageHash = 'balance:swap';
}
return await this.watchPrivate (channel, messageHash, query);
}
handleBalance (client, message) {
//
// cash account
//
// {
// "m": "balance",
// "accountId": "cshQtyfq8XLAA9kcf19h8bXHbAwwoqDo",
// "ac": "CASH",
// "data": {
// "a" : "USDT",
// "sn": 8159798,
// "tb": "600",
// "ab": "600"
// }
// }
//
// margin account
//
// {
// "m": "balance",
// "accountId": "marOxpKJV83dxTRx0Eyxpa0gxc4Txt0P",
// "ac": "MARGIN",
// "data": {
// "a" : "USDT",
// "sn" : 8159802,
// "tb" : "400", // total Balance
// "ab" : "400", // available balance
// "brw": "0", // borrowws
// "int": "0" // interest
// }
// }
//
// futures
// {
// "m" : "futures-account-update", // message
// "e" : "ExecutionReport", // event type
// "t" : 1612508562129, // time
// "acc" : "futures-account-id", // account ID
// "at" : "FUTURES", // account type
// "sn" : 23128, // sequence number,
// "id" : "r177710001cbU3813942147C5kbFGOan",
// "col": [
// {
// "a": "USDT", // asset code
// "b": "1000000", // balance
// "f": "1" // discount factor
// }
// ],
// (...)
//
const channel = this.safeString (message, 'm');
let result = undefined;
let type = undefined;
if ((channel === 'order') || (channel === 'futures-order')) {
const data = this.safeValue (message, 'data');
const marketId = this.safeString (data, 's');
const market = this.safeMarket (marketId);
const baseAccount = this.account ();
baseAccount['free'] = this.safeString (data, 'bab');
baseAccount['total'] = this.safeString (data, 'btb');
const quoteAccount = this.account ();
quoteAccount['free'] = this.safeString (data, 'qab');
quoteAccount['total'] = this.safeString (data, 'qtb');
if (market['contract']) {
type = 'swap';
result = this.safeValue (this.balance, type, {});
} else {
type = market['type'];
result = this.safeValue (this.balance, type, {});
}
result[market['base']] = baseAccount;
result[market['quote']] = quoteAccount;
} else {
const accountType = this.safeStringLower2 (message, 'ac', 'at');
const categoriesAccounts = this.safeValue (this.options, 'categoriesAccount');
type = this.safeString (categoriesAccounts, accountType, 'spot');
result = this.safeValue (this.balance, type, {});
const data = this.safeValue (message, 'data');
let balances = undefined;
if (data === undefined) {
balances = this.safeValue (message, 'col');
} else {
balances = [ data ];
}
for (let i = 0; i < balances.length; i++) {
const balance = balances[i];
const code = this.safeCurrencyCode (this.safeString (balance, 'a'));
const account = this.account ();
account['free'] = this.safeString (balance, 'ab');
account['total'] = this.safeString2 (balance, 'tb', 'b');
result[code] = account;
}
}
const messageHash = 'balance' + ':' + type;
client.resolve (this.safeBalance (result), messageHash);
}
async watchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name ascendex#watchOrders
* @description watches information on multiple orders made by the user
* @param {string|undefined} symbol unified market symbol of the market orders were made in
* @param {int|undefined} since the earliest time in ms to fetch orders for
* @param {int|undefined} limit the maximum number of orde structures to retrieve
* @param {object} params extra parameters specific to the ascendex api endpoint
* @returns {[object]} a list of [order structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure}
*/
await this.loadMarkets ();
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
symbol = market['symbol'];
}
const [ type, query ] = this.handleMarketTypeAndParams ('watchOrders', market, params);
let messageHash = undefined;
let channel = undefined;
if (type !== 'spot') {
channel = 'futures-order';
messageHash = 'order:FUTURES';
} else {
const accountCategories = this.safeValue (this.options, 'accountCategories', {});
let accountCategory = this.safeString (accountCategories, type, 'cash'); // cash, margin
accountCategory = accountCategory.toUpperCase ();
messageHash = 'order' + ':' + accountCategory;
channel = messageHash;
}
if (symbol !== undefined) {
messageHash = messageHash + ':' + symbol;
}
const orders = await this.watchPrivate (channel, messageHash, query);
if (this.newUpdates) {
limit = orders.getLimit (symbol, limit);
}
return this.filterBySymbolSinceLimit (orders, symbol, since, limit, true);
}
handleOrder (client, message) {
//
// spot order
// {
// m: 'order',
// accountId: 'cshF5SlR9ukAXoDOuXbND4dVpBMw9gzH',
// ac: 'CASH',
// data: {
// sn: 19399016185,
// orderId: 'r17f9d7983faU7223046196CMlrj3bfC',
// s: 'LTC/USDT',
// ot: 'Limit',
// t: 1647614461160,
// p: '50',
// q: '0.1',
// sd: 'Buy',
// st: 'New',
// ap: '0',
// cfq: '0',
// sp: '',
// err: '',
// btb: '0',
// bab: '0',
// qtb: '8',
// qab: '2.995',
// cf: '0',
// fa: 'USDT',
// ei: 'NULL_VAL'
// }
// }
//
// futures order
// {
// m: 'futures-order',
// sn: 19399927636,
// e: 'ExecutionReport',
// a: 'futF5SlR9ukAXoDOuXbND4dVpBMw9gzH', // account id
// ac: 'FUTURES',
// t: 1647622515434, // last execution time
// (...)
// }
//
const accountType = this.safeString (message, 'ac');
const messageHash = 'order:' + accountType;
const data = this.safeValue (message, 'data', message);
const order = this.parseWsOrder (data);
if (this.orders === undefined) {
const limit = this.safeInteger (this.options, 'ordersLimit', 1000);
this.orders = new ArrayCacheBySymbolById (limit);
}
const orders = this.orders;
orders.append (order);
const symbolMessageHash = messageHash + ':' + order['symbol'];
client.resolve (orders, symbolMessageHash);
client.resolve (orders, messageHash);
}
parseWsOrder (order, market = undefined) {
//
// spot order
// {
// sn: 19399016185, //sequence number
// orderId: 'r17f9d7983faU7223046196CMlrj3bfC',
// s: 'LTC/USDT',
// ot: 'Limit', // order type
// t: 1647614461160, // last execution timestamp
// p: '50', // price
// q: '0.1', // quantity
// sd: 'Buy', // side
// st: 'New', // status
// ap: '0', // average fill price
// cfq: '0', // cumulated fill quantity
// sp: '', // stop price
// err: '',
// btb: '0', // base asset total balance
// bab: '0', // base asset available balance
// qtb: '8', // quote asset total balance
// qab: '2.995', // quote asset available balance
// cf: '0', // cumulated commission
// fa: 'USDT', // fee asset
// ei: 'NULL_VAL'
// }
//
// futures order
// {
// m: 'futures-order',
// sn: 19399927636,
// e: 'ExecutionReport',
// a: 'futF5SlR9ukAXoDOuXbND4dVpBMw9gzH', // account id
// ac: 'FUTURES',
// t: 1647622515434, // last execution time
// ct: 1647622515413, // order creation time
// orderId: 'r17f9df469b1U7223046196Okf5Kbmd',
// sd: 'Buy', // side
// ot: 'Limit', // order type
// ei: 'NULL_VAL',
// q: '1', // quantity
// p: '50', //price
// sp: '0', // stopPrice
// spb: '', // stopTrigger
// s: 'LTC-PERP', // symbol
// st: 'New', // state
// err: '',
// lp: '0', // last filled price
// lq: '0', // last filled quantity (base asset)
// ap: '0', // average filled price
// cfq: '0', // cummulative filled quantity (base asset)
// f: '0', // commission fee of the current execution
// cf: '0', // cumulative commission fee
// fa: 'USDT', // fee asset
// psl: '0',
// pslt: 'market',
// ptp: '0',
// ptpt: 'market'
// }
//
const status = this.parseOrderStatus (this.safeString (order, 'st'));
const marketId = this.safeString (order, 's');
const timestamp = this.safeInteger (order, 't');
const symbol = this.safeSymbol (marketId, market, '/');
const lastTradeTimestamp = this.safeInteger (order, 't');
const price = this.safeString (order, 'p');
const amount = this.safeString (order, 'q');
const average = this.safeString (order, 'ap');
const filled = this.safeString (order, 'cfq');
const id = this.safeString (order, 'orderId');
const type = this.safeStringLower (order, 'ot');
const side = this.safeStringLower (order, 'sd');
const feeCost = this.safeNumber (order, 'cf');
let fee = undefined;
if (feeCost !== undefined) {
const feeCurrencyId = this.safeString (order, 'fa');
const feeCurrencyCode = this.safeCurrencyCode (feeCurrencyId);
fee = {
'cost': feeCost,
'currency': feeCurrencyCode,
};
}
const stopPrice = this.parseNumber (this.omitZero (this.safeString (order, 'sp')));
return this.safeOrder ({
'info': order,
'id': id,
'clientOrderId': undefined,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': lastTradeTimestamp,
'symbol': symbol,
'type': type,
'timeInForce': undefined,
'postOnly': undefined,
'side': side,
'price': price,
'stopPrice': stopPrice,
'amount': amount,
'cost': undefined,
'average': average,
'filled': filled,
'remaining': undefined,
'status': status,
'fee': fee,
'trades': undefined,
}, market);
}
handleErrorMessage (client, message) {
//
// {
// m: 'disconnected',
// code: 100005,
// reason: 'INVALID_WS_REQUEST_DATA',
// info: 'Session is disconnected due to missing pong message from the client'
// }
//
const errorCode = this.safeInteger (message, 'code');
try {
if (errorCode !== undefined) {
const feedback = this.id + ' ' + this.json (message);
this.throwExactlyMatchedException (this.exceptions['exact'], errorCode, feedback);
const messageString = this.safeValue (message, 'message');
if (messageString !== undefined) {
this.throwBroadlyMatchedException (this.exceptions['broad'], messageString, feedback);
}
}
} catch (e) {
if (e instanceof AuthenticationError) {
client.reject (e, 'authenticated');
const method = 'auth';
if (method in client.subscriptions) {
delete client.subscriptions[method];
}
return false;
} else {
client.reject (e);
}
}
return message;
}
handleAuthenticate (client, message) {
//
// { m: 'auth', id: '1647605234', code: 0 }
//
const future = client.futures['authenticated'];
future.resolve (1);
return message;
}
handleMessage (client, message) {
if (!this.handleErrorMessage (client, message)) {
return;
}
//
// { m: 'ping', hp: 3 }
//
// { m: 'sub', ch: 'bar:BTC/USDT', code: 0 }
//
// { m: 'sub', id: '1647515701', ch: 'depth:BTC/USDT', code: 0 }
//
// { m: 'connected', type: 'unauth' }
//
// { m: 'auth', id: '1647605234', code: 0 }
//
// order or balance sub
// {
// m: 'sub',
// id: '1647605952',
// ch: 'order:cshF5SlR9ukAXoDOuXbND4dVpBMw9gzH', or futures-order
// code: 0
// }
//
// ohlcv
// {
// m: 'bar',
// s: 'BTC/USDT',
// data: {
// i: '1',
// ts: 1647510060000,
// o: '40813.93',
// c: '40804.57',
// h: '40814.21',
// l: '40804.56',
// v: '0.01537'
// }
// }
//
// trades
//
// {
// m: 'trades',
// symbol: 'BTC/USDT',
// data: [
// {
// p: '40762.26',
// q: '0.01500',
// ts: 1647514306759,
// bm: true,
// seqnum: 72057633465795180
// }
// ]
// }
//
// orderbook deltas
//
// {
// "m":"depth",
// "symbol":"BTC/USDT",
// "data":{
// "ts":1647527417715,
// "seqnum":28590257013,
// "asks":[
// ["40990.47","0.01619"],
// ["41021.21","0"],
// ["41031.59","0.06096"]
// ],
// "bids":[
// ["40990.46","0.76114"],
// ["40985.18","0"]
// ]
// }
// }
//
// orderbook snapshot
// {
// m: 'depth-snapshot',
// symbol: 'BTC/USDT',
// data: {
// ts: 1647525938513,
// seqnum: 28590504772,
// asks: [
// [Array], [Array], [Array], [Array], [Array], [Array], [Array],
// [Array], [Array], [Array], [Array], [Array], [Array], [Array],
// [Array], [Array], [Array], [Array], [Array], [Array], [Array],
// (...)
// ]
// }
//
// spot order update
// {
// "m": "order",
// "accountId": "cshQtyfq8XLAA9kcf19h8bXHbAwwoqDo",
// "ac": "CASH",
// "data": {
// "s": "BTC/USDT",
// "sn": 8159711,
// "sd": "Buy",
// "ap": "0",
// "bab": "2006.5974027",
// "btb": "2006.5974027",
// "cf": "0",
// "cfq": "0",
// (...)
// }
// }
// future order update
// {
// m: 'futures-order',
// sn: 19404258063,
// e: 'ExecutionReport',
// a: 'futF5SlR9ukAXoDOuXbND4dVpBMw9gzH',
// ac: 'FUTURES',
// t: 1647681792543,
// ct: 1647622515413,
// orderId: 'r17f9df469b1U7223046196Okf5KbmdL',
// (...)
// ptpt: 'None'
// }
//
// balance update cash
// {
// "m": "balance",
// "accountId": "cshQtyfq8XLAA9kcf19h8bXHbAwwoqDo",
// "ac": "CASH",
// "data": {
// "a" : "USDT",
// "sn": 8159798,
// "tb": "600",
// "ab": "600"
// }
// }
//
// balance update margin
// {
// "m": "balance",
// "accountId": "marOxpKJV83dxTRx0Eyxpa0gxc4Txt0P",
// "ac": "MARGIN",
// "data": {
// "a" : "USDT",
// "sn" : 8159802,
// "tb" : "400",
// "ab" : "400",
// "brw": "0",
// "int": "0"
// }
// }
//
const subject = this.safeString (message, 'm');
const methods = {
'ping': this.handlePing,
'auth': this.handleAuthenticate,
'sub': this.handleSubscriptionStatus,
'depth-realtime': this.handleOrderBook,
'depth-snapshot-realtime': this.handleOrderBookSnapshot,
'trades': this.handleTrades,
'bar': this.handleOHLCV,
'balance': this.handleBalance,
'futures-account-update': this.handleBalance,
};
const method = this.safeValue (methods, subject);
if (method !== undefined) {
method.call (this, client, message);
}
if ((subject === 'order') || (subject === 'futures-order')) {
// this.handleOrder (client, message);
// balance updates may be in the order structure
// they may also be standalone balance updates related to account transfers
this.handleOrder (client, message);
if (subject === 'order') {
this.handleBalance (client, message);
}
}
return message;
}
handleSubscriptionStatus (client, message) {
//
// { m: 'sub', ch: 'bar:BTC/USDT', code: 0 }
//
// { m: 'sub', id: '1647515701', ch: 'depth:BTC/USDT', code: 0 }
//
const channel = this.safeString (message, 'ch', '');
if (channel.indexOf ('depth-realtime') > -1) {
this.handleOrderBookSubscription (client, message);
}
return message;
}
handleOrderBookSubscription (client, message) {
const channel = this.safeString (message, 'ch');
const parts = channel.split (':');
const marketId = parts[1];
const symbol = this.safeSymbol (marketId);
if (symbol in this.orderbooks) {
delete this.orderbooks[symbol];
}
this.orderbooks[symbol] = this.orderBook ({});
this.spawn (this.watchOrderBookSnapshot, symbol);
}
async pong (client, message) {
//
// { m: 'ping', hp: 3 }
//
await client.send ({ 'op': 'pong', 'hp': this.safeInteger (message, 'hp') });
}
handlePing (client, message) {
this.spawn (this.pong, client, message);
}
async authenticate (url, params = {}) {
this.checkRequiredCredentials ();
const messageHash = 'authenticated';
const client = this.client (url);
let future = this.safeValue (client.futures, messageHash);
if (future === undefined) {
future = client.future ('authenticated');
client.future (messageHash);
const timestamp = this.milliseconds ().toString ();
const urlParts = url.split ('/');
const partsLength = urlParts.length;
const path = this.safeString (urlParts, partsLength - 1);
const version = this.safeString (urlParts, partsLength - 2);
const auth = timestamp + '+' + version + '/' + path;
const secret = this.base64ToBinary (this.secret);
const signature = this.hmac (this.encode (auth), secret, 'sha256', 'base64');
const request = {
'op': 'auth',
'id': this.nonce ().toString (),
't': timestamp,
'key': this.apiKey,
'sig': signature,
};
this.spawn (this.watch, url, messageHash, this.extend (request, params));
}
return await future;
}
};