sfccxt
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
1,174 lines (1,136 loc) • 45.7 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const bitgetRest = require ('../bitget.js');
const { AuthenticationError, BadRequest, ArgumentsRequired, NotSupported, InvalidNonce } = require ('../base/errors');
const Precise = require ('../base/Precise');
const { ArrayCache, ArrayCacheBySymbolById, ArrayCacheByTimestamp } = require ('./base/Cache');
// ---------------------------------------------------------------------------
module.exports = class bitget extends bitgetRest {
describe () {
return this.deepExtend (super.describe (), {
'has': {
'ws': true,
'watchBalance': true,
'watchMyTrades': true,
'watchOHLCV': true,
'watchOrderBook': true,
'watchOrders': true,
'watchTicker': true,
'watchTickers': false,
'watchTrades': true,
},
'urls': {
'api': {
'ws': 'wss://ws.bitget.com/spot/v1/stream',
},
},
'options': {
'tradesLimit': 1000,
'OHLCVLimit': 1000,
// WS timeframes differ from REST timeframes
'timeframes': {
'1m': '1m',
'5m': '5m',
'15m': '15m',
'30m': '30m',
'1h': '1H',
'4h': '4H',
'12h': '12H',
'1d': '1D',
'1w': '1W',
},
},
'streaming': {
'ping': this.ping,
},
'exceptions': {
'ws': {
'exact': {
'30001': BadRequest, // {"event":"error","code":30001,"msg":"instType:sp,channel:candleundefined,instId:BTCUSDT doesn't exist"}
'30015': AuthenticationError, // { event: 'error', code: 30015, msg: 'Invalid sign' }
},
},
},
});
}
getWsMarketId (market) {
// WS don't use the same 'id'
// as the rest version
if (market['spot']) {
return market['info']['symbolName'];
} else {
return market['id'].replace ('_UMCBL', '');
}
}
getMarketIdFromArg (arg) {
//
// { arg: { instType: 'sp', channel: 'ticker', instId: 'BTCUSDT' }
//
const instType = this.safeString (arg, 'instType');
let marketId = this.safeString (arg, 'instId');
if (instType === 'sp') {
marketId += '_SPBL';
} else {
marketId += '_UMCBL';
}
return marketId;
}
async watchTicker (symbol, params = {}) {
/**
* @method
* @name bitget#watchTicker
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @param {str} symbol unified symbol of the market to fetch the ticker for
* @param {dict} params extra parameters specific to the bitget api endpoint
* @returns {dict} a [ticker structure]{@link https://docs.ccxt.com/en/latest/manual.html#ticker-structure}
*/
await this.loadMarkets ();
const market = this.market (symbol);
symbol = market['symbol'];
const messageHash = 'ticker:' + symbol;
const instType = market['spot'] ? 'sp' : 'mc';
const args = {
'instType': instType,
'channel': 'ticker',
'instId': this.getWsMarketId (market),
};
return await this.watchPublic (messageHash, args, params);
}
handleTicker (client, message) {
//
// {
// action: 'snapshot',
// arg: { instType: 'sp', channel: 'ticker', instId: 'BTCUSDT' },
// data: [
// {
// instId: 'BTCUSDT',
// last: '21150.53',
// open24h: '20759.65',
// high24h: '21202.29',
// low24h: '20518.82',
// bestBid: '21150.500000',
// bestAsk: '21150.600000',
// baseVolume: '25402.1961',
// quoteVolume: '530452554.2156',
// ts: 1656408934044,
// labeId: 0
// }
// ]
// }
//
const ticker = this.parseWsTicker (message);
const symbol = ticker['symbol'];
this.tickers[symbol] = ticker;
const messageHash = 'ticker:' + symbol;
client.resolve (ticker, messageHash);
return message;
}
parseWsTicker (message, market = undefined) {
//
// spot
// {
// action: 'snapshot',
// arg: { instType: 'sp', channel: 'ticker', instId: 'BTCUSDT' },
// data: [
// {
// instId: 'BTCUSDT',
// last: '21150.53',
// open24h: '20759.65',
// high24h: '21202.29',
// low24h: '20518.82',
// bestBid: '21150.500000',
// bestAsk: '21150.600000',
// baseVolume: '25402.1961',
// quoteVolume: '530452554.2156',
// ts: 1656408934044,
// labeId: 0
// }
// ]
// }
//
// contract
//
// {
// "action":"snapshot",
// "arg":{
// "instType":"mc",
// "channel":"ticker",
// "instId":"LTCUSDT"
// },
// "data":[
// {
// "instId":"LTCUSDT",
// "last":"52.77",
// "bestAsk":"52.78",
// "bestBid":"52.75",
// "high24h":"54.83",
// "low24h":"51.32",
// "priceChangePercent":"-0.02",
// "capitalRate":"-0.000100",
// "nextSettleTime":1656514800000,
// "systemTime":1656513146169,
// "markPrice":"52.77",
// "indexPrice":"52.80",
// "holding":"269813.9",
// "baseVolume":"75422.0",
// "quoteVolume":"3986579.8"
// }
// ]
// }
//
const arg = this.safeValue (message, 'arg', {});
const data = this.safeValue (message, 'data', []);
const ticker = this.safeValue (data, 0, {});
const timestamp = this.safeInteger2 (ticker, 'ts', 'systemTime');
const marketId = this.getMarketIdFromArg (arg);
market = this.safeMarket (marketId, market);
const close = this.safeString (ticker, 'last');
const open = this.safeString (ticker, 'open24h');
const high = this.safeString (ticker, 'high24h');
const low = this.safeString (ticker, 'low24h');
const baseVolume = this.safeString (ticker, 'baseVolume');
const quoteVolume = this.safeString (ticker, 'quoteVolume');
const bid = this.safeString (ticker, 'bestBid');
const ask = this.safeString (ticker, 'bestAsk');
return this.safeTicker ({
'symbol': market['symbol'],
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': high,
'low': low,
'bid': bid,
'bidVolume': undefined,
'ask': ask,
'askVolume': undefined,
'vwap': undefined,
'open': open,
'close': close,
'last': close,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': baseVolume,
'quoteVolume': quoteVolume,
'info': ticker,
}, market);
}
async watchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name bitget#watchOHLCV
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @param {str} symbol unified symbol of the market to fetch OHLCV data for
* @param {str} 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 {dict} params extra parameters specific to the bitget 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'];
const timeframes = this.safeValue (this.options, 'timeframes');
const interval = this.safeString (timeframes, timeframe);
const messageHash = 'candles:' + timeframe + ':' + symbol;
const instType = market['spot'] ? 'sp' : 'mc';
const args = {
'instType': instType,
'channel': 'candle' + interval,
'instId': this.getWsMarketId (market),
};
const ohlcv = await this.watchPublic (messageHash, args, params);
if (this.newUpdates) {
limit = ohlcv.getLimit (symbol, limit);
}
return this.filterBySinceLimit (ohlcv, since, limit, 0, true);
}
handleOHLCV (client, message) {
//
// {
// "action":"snapshot",
// "arg":{
// "instType":"sp",
// "channel":"candle1W",
// "instId":"BTCUSDT"
// },
// "data":[
// [
// "1595779200000",
// "9960.05",
// "12099.95",
// "9839.7",
// "11088.68",
// "462484.9738"
// ],
// [
// "1596384000000",
// "11088.68",
// "11909.89",
// "10937.54",
// "11571.88",
// "547596.6484"
// ]
// ]
// }
//
const arg = this.safeValue (message, 'arg', {});
const marketId = this.getMarketIdFromArg (arg);
const channel = this.safeString (arg, 'channel');
const interval = channel.replace ('candle', '');
const timeframes = this.safeValue (this.options, 'timeframes');
const timeframe = this.findTimeframe (interval, timeframes);
const market = this.safeMarket (marketId);
const symbol = market['symbol'];
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;
}
const data = this.safeValue (message, 'data', []);
for (let i = 0; i < data.length; i++) {
const parsed = this.parseWsOHLCV (data[i]);
stored.append (parsed);
}
const messageHash = 'candles:' + timeframe + ':' + symbol;
client.resolve (stored, messageHash);
}
parseWsOHLCV (ohlcv, market = undefined) {
//
// [
// "1595779200000", // timestamp
// "9960.05", // open
// "12099.95", // high
// "9839.7", // low
// "11088.68", // close
// "462484.9738" // volume
// ]
//
return [
this.safeInteger (ohlcv, 0),
this.safeNumber (ohlcv, 1),
this.safeNumber (ohlcv, 2),
this.safeNumber (ohlcv, 3),
this.safeNumber (ohlcv, 4),
];
}
async watchOrderBook (symbol, limit = undefined, params = {}) {
/**
* @method
* @name bitget#watchOrderBook
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @param {str} 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 {dict} params extra parameters specific to the bitget api endpoint
* @returns {dict} 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);
symbol = market['symbol'];
const messageHash = 'orderbook' + ':' + symbol;
const instType = market['spot'] ? 'sp' : 'mc';
let channel = 'books';
let incrementalFeed = true;
if ((limit === 5) || (limit === 15)) {
channel += limit.toString ();
incrementalFeed = false;
}
const args = {
'instType': instType,
'channel': channel,
'instId': this.getWsMarketId (market),
};
const orderbook = await this.watchPublic (messageHash, args, params);
if (incrementalFeed) {
return orderbook.limit ();
} else {
return orderbook;
}
}
handleOrderBook (client, message) {
//
// {
// "action":"snapshot",
// "arg":{
// "instType":"sp",
// "channel":"books5",
// "instId":"BTCUSDT"
// },
// "data":[
// {
// "asks":[
// ["21041.11","0.0445"],
// ["21041.16","0.0411"],
// ["21041.21","0.0421"],
// ["21041.26","0.0811"],
// ["21041.65","1.9465"]
// ],
// "bids":[
// ["21040.76","0.0417"],
// ["21040.71","0.0434"],
// ["21040.66","0.1141"],
// ["21040.61","0.3004"],
// ["21040.60","1.3357"]
// ],
// "ts":"1656413855484"
// }
// ]
// }
//
const arg = this.safeValue (message, 'arg');
const channel = this.safeString (arg, 'channel');
const marketId = this.getMarketIdFromArg (arg);
const market = this.safeMarket (marketId);
const symbol = market['symbol'];
const messageHash = 'orderbook:' + symbol;
const data = this.safeValue (message, 'data');
const rawOrderBook = this.safeValue (data, 0);
const timestamp = this.safeInteger (rawOrderBook, 'ts');
const incrementalBook = channel === 'books';
let storedOrderBook = undefined;
if (incrementalBook) {
storedOrderBook = this.safeValue (this.orderbooks, symbol);
if (storedOrderBook === undefined) {
storedOrderBook = this.countedOrderBook ({});
}
const asks = this.safeValue (rawOrderBook, 'asks', []);
const bids = this.safeValue (rawOrderBook, 'bids', []);
this.handleDeltas (storedOrderBook['asks'], asks);
this.handleDeltas (storedOrderBook['bids'], bids);
storedOrderBook['timestamp'] = timestamp;
storedOrderBook['datetime'] = this.iso8601 (timestamp);
const checksum = this.safeValue (this.options, 'checksum', true);
if (checksum) {
const storedAsks = storedOrderBook['asks'];
const storedBids = storedOrderBook['bids'];
const asksLength = storedAsks.length;
const bidsLength = storedBids.length;
const payloadArray = [];
for (let i = 0; i < 25; i++) {
if (i < bidsLength) {
payloadArray.push (storedBids[i][2][0]);
payloadArray.push (storedBids[i][2][1]);
}
if (i < asksLength) {
payloadArray.push (storedAsks[i][2][0]);
payloadArray.push (storedAsks[i][2][1]);
}
}
const payload = payloadArray.join (':');
const calculatedChecksum = this.crc32 (payload, true);
const responseChecksum = this.safeInteger (rawOrderBook, 'checksum');
if (calculatedChecksum !== responseChecksum) {
const error = new InvalidNonce (this.id + ' invalid checksum');
client.reject (error, messageHash);
}
}
} else {
storedOrderBook = this.parseOrderBook (rawOrderBook, symbol, timestamp);
}
this.orderbooks[symbol] = storedOrderBook;
client.resolve (storedOrderBook, messageHash);
}
handleDelta (bookside, delta) {
const bidAsk = this.parseBidAsk (delta, 0, 1);
// we store the string representations in the orderbook for checksum calculation
// this simplifies the code for generating checksums as we do not need to do any complex number transformations
bidAsk.push (delta);
bookside.storeArray (bidAsk);
}
handleDeltas (bookside, deltas) {
for (let i = 0; i < deltas.length; i++) {
this.handleDelta (bookside, deltas[i]);
}
}
async watchTrades (symbol, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name bitget#watchTrades
* @description get the list of most recent trades for a particular symbol
* @param {str} 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 {dict} params extra parameters specific to the bitget api endpoint
* @returns {[dict]} 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 messageHash = 'trade:' + symbol;
const instType = market['spot'] ? 'sp' : 'mc';
const args = {
'instType': instType,
'channel': 'trade',
'instId': this.getWsMarketId (market),
};
const trades = await this.watchPublic (messageHash, args, params);
if (this.newUpdates) {
limit = trades.getLimit (symbol, limit);
}
return this.filterBySinceLimit (trades, since, limit, 'timestamp', true);
}
handleTrades (client, message) {
//
// {
// action: 'snapshot',
// arg: { instType: 'sp', channel: 'trade', instId: 'BTCUSDT' },
// data: [
// [ '1656411148032', '21047.78', '2.2294', 'buy' ],
// [ '1656411142030', '21047.85', '2.1225', 'buy' ],
// [ '1656411133064', '21045.88', '1.7704', 'sell' ],
// [ '1656411126037', '21052.39', '2.6905', 'buy' ],
// [ '1656411118029', '21056.87', '1.2308', 'sell' ],
// [ '1656411108028', '21060.01', '1.7186', 'sell' ],
// [ '1656411100027', '21060.4', '1.3641', 'buy' ],
// [ '1656411093030', '21058.76', '1.5049', 'sell' ]
// ]
// }
//
const arg = this.safeValue (message, 'arg', {});
const marketId = this.getMarketIdFromArg (arg);
const market = this.safeMarket (marketId);
const symbol = market['symbol'];
let stored = this.safeValue (this.trades, symbol);
if (stored === undefined) {
const limit = this.safeInteger (this.options, 'tradesLimit', 1000);
stored = new ArrayCache (limit);
this.trades[symbol] = stored;
}
const data = this.safeValue (message, 'data', []);
for (let j = 0; j < data.length; j++) {
const rawTrade = data[j];
const parsed = this.parseWsTrade (rawTrade, market);
stored.append (parsed);
}
const messageHash = 'trade:' + symbol;
client.resolve (stored, messageHash);
}
parseWsTrade (trade, market = undefined) {
//
// public trade
//
// [
// '1656411148032', // timestamp
// '21047.78', // price
// '2.2294', // size
// 'buy', // side
// ]
//
market = this.safeMarket (undefined, market);
const timestamp = this.safeInteger (trade, 0);
const side = this.safeString (trade, 3);
const price = this.safeString (trade, 1);
const amount = this.safeString (trade, 2);
return this.safeTrade ({
'info': trade,
'id': undefined,
'order': undefined,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': market['symbol'],
'type': undefined,
'side': side,
'takerOrMaker': undefined,
'price': price,
'amount': amount,
'cost': undefined,
'fee': undefined,
}, market);
}
async watchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name bitget#watchOrders
* @description watches information on multiple orders made by the user
* @param {str} 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 {dict} params extra parameters specific to the bitget api endpoint
* @returns {[dict]} a list of [order structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure
*/
await this.loadMarkets ();
let market = undefined;
let marketId = undefined;
let messageHash = 'order:';
const subscriptionHash = 'order:trades';
if (symbol !== undefined) {
market = this.market (symbol);
symbol = market['symbol'];
marketId = market['id'];
messageHash += market['symbol'];
}
let type = undefined;
[ type, params ] = this.handleMarketTypeAndParams ('watchOrders', market, params);
if ((type === 'spot') && (symbol === undefined)) {
throw new ArgumentsRequired (this.id + ' watchOrders requires a symbol argument for ' + type + ' markets.');
}
const instType = (type === 'spot') ? 'spbl' : 'umcbl';
const instId = (type === 'spot') ? marketId : 'default'; // different from other streams here the 'rest' id is required for spot markets, contract markets require default here
const args = {
'instType': instType,
'channel': 'orders',
'instId': instId,
};
const orders = await this.watchPrivate (messageHash, subscriptionHash, args, params);
if (this.newUpdates) {
limit = orders.getLimit (symbol, limit);
}
return this.filterBySymbolSinceLimit (orders, symbol, since, limit, true);
}
handleOrder (client, message, subscription = undefined) {
//
//
// spot order
// {
// action: 'snapshot',
// arg: { instType: 'spbl', channel: 'orders', instId: 'LTCUSDT_SPBL' // instId='default' for contracts },
// data: [
// {
// instId: 'LTCUSDT_SPBL',
// ordId: '925999649898545152',
// clOrdId: '8b2aa69a-6a09-46c0-a50d-7ed50277394c',
// px: '20.00',
// sz: '0.3000',
// notional: '6.000000',
// ordType: 'limit',
// force: 'normal',
// side: 'buy',
// accFillSz: '0.0000',
// avgPx: '0.00',
// status: 'new',
// cTime: 1656501441454,
// uTime: 1656501441454,
// orderFee: []
// }
// ]
// }
//
const arg = this.safeValue (message, 'arg', {});
const instType = this.safeString (arg, 'instType');
const isContractUpdate = instType === 'umcbl';
const data = this.safeValue (message, 'data', []);
if (this.orders === undefined) {
const limit = this.safeInteger (this.options, 'ordersLimit', 1000);
this.orders = new ArrayCacheBySymbolById (limit);
}
const stored = this.orders;
const marketSymbols = {};
for (let i = 0; i < data.length; i++) {
const order = data[i];
const execType = this.safeString (order, 'execType');
if ((execType === 'T') && isContractUpdate) {
// partial order updates have the trade info inside
this.handleMyTrades (client, order);
}
const parsed = this.parseWsOrder (order);
stored.append (parsed);
const symbol = parsed['symbol'];
marketSymbols[symbol] = true;
}
const keys = Object.keys (marketSymbols);
for (let i = 0; i < keys.length; i++) {
const symbol = keys[i];
const messageHash = 'order:' + symbol;
client.resolve (stored, messageHash);
}
}
parseWsOrder (order, market = undefined) {
//
// spot order
// {
// instId: 'LTCUSDT_SPBL',
// ordId: '925999649898545152',
// clOrdId: '8b2aa69a-6a09-46c0-a50d-7ed50277394c',
// px: '20.00',
// sz: '0.3000',
// notional: '6.000000',
// ordType: 'limit',
// force: 'normal',
// side: 'buy',
// accFillSz: '0.0000',
// avgPx: '0.00',
// status: 'new',
// cTime: 1656501441454,
// uTime: 1656501441454,
// orderFee: []
// }
// partial fill
//
// {
// instId: 'LTCUSDT_SPBL',
// ordId: '926006174213914625',
// clOrdId: '7ce28714-0016-46d0-a971-9a713a9923c5',
// notional: '5.000000',
// ordType: 'market',
// force: 'normal',
// side: 'buy',
// fillPx: '52.11',
// tradeId: '926006174514073601',
// fillSz: '0.0959',
// fillTime: '1656502997043',
// fillFee: '-0.0000959',
// fillFeeCcy: 'LTC',
// execType: 'T',
// accFillSz: '0.0959',
// avgPx: '52.11',
// status: 'partial-fill',
// cTime: 1656502996972,
// uTime: 1656502997119,
// orderFee: [Array]
// }
//
// contract order
// {
// accFillSz: '0',
// cTime: 1656510642518,
// clOrdId: '926038241960431617',
// force: 'normal',
// instId: 'LTCUSDT_UMCBL',
// lever: '20',
// notionalUsd: '7.5',
// ordId: '926038241859768320',
// ordType: 'limit',
// orderFee: [
// {feeCcy: 'USDT', fee: '0'}
// ]
// posSide: 'long',
// px: '25',
// side: 'buy',
// status: 'new',
// sz: '0.3',
// tdMode: 'cross',
// tgtCcy: 'USDT',
// uTime: 1656510642518
// }
//
const marketId = this.safeString (order, 'instId');
market = this.safeMarket (marketId, market);
const id = this.safeString (order, 'ordId');
const clientOrderId = this.safeString (order, 'clOrdId');
const price = this.safeString (order, 'px');
const filled = this.safeString (order, 'fillSz');
const amount = this.safeString (order, 'sz');
const cost = this.safeString2 (order, 'notional', 'notionalUsd');
const average = this.omitZero (this.safeString (order, 'avgPx'));
const type = this.safeString (order, 'ordType');
const timestamp = this.safeInteger (order, 'cTime');
const symbol = market['symbol'];
let side = this.safeString2 (order, 'side', 'posSide');
if ((side === 'open_long') || (side === 'close_short')) {
side = 'buy';
} else if ((side === 'close_long') || (side === 'open_short')) {
side = 'sell';
}
const rawStatus = this.safeString (order, 'status', 'state');
const timeInForce = this.safeString (order, 'force');
const status = this.parseWsOrderStatus (rawStatus);
const orderFee = this.safeValue (order, 'orderFee', []);
const fee = this.safeValue (orderFee, 0);
const feeAmount = this.safeString (fee, 'fee');
let feeObject = undefined;
if (feeAmount !== undefined) {
const feeCurrency = this.safeString (fee, 'feeCcy');
feeObject = {
'cost': Precise.stringAbs (feeAmount),
'currency': this.safeCurrencyCode (feeCurrency),
};
}
return this.safeOrder ({
'info': order,
'symbol': symbol,
'id': id,
'clientOrderId': clientOrderId,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'type': type,
'timeInForce': timeInForce,
'postOnly': undefined,
'side': side,
'price': price,
'stopPrice': undefined,
'amount': amount,
'cost': cost,
'average': average,
'filled': filled,
'remaining': undefined,
'status': status,
'fee': feeObject,
'trades': undefined,
}, market);
}
parseWsOrderStatus (status) {
const statuses = {
'new': 'open',
'partial-fill': 'open',
'full-fill': 'closed',
'filled': 'closed',
'cancelled': 'canceled',
};
return this.safeString (statuses, status, status);
}
async watchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name bitget#watchMyTrades
* @description watches trades made by the user
* @param {str|undefined} symbol unified market symbol
* @param {int|undefined} since the earliest time in ms to fetch trades for
* @param {int|undefined} limit the maximum number of trades structures to retrieve
* @param {dict} params extra parameters specific to the bitget api endpoint
* @returns {[dict]} a list of [trade structures]{@link https://docs.ccxt.com/en/latest/manual.html#trade-structure}
*/
// only contracts stream provides the trade info consistently in between order updates
// the spot stream only provides on limit orders updates so we can't support it for spot
await this.loadMarkets ();
let market = undefined;
let messageHash = 'myTrades';
if (symbol !== undefined) {
market = this.market (symbol);
symbol = market['symbol'];
messageHash = messageHash + ':' + symbol;
}
let type = undefined;
[ type, params ] = this.handleMarketTypeAndParams ('watchMyTrades', market, params);
if (type === 'spot') {
throw new NotSupported (this.id + ' watchMyTrades is not supported for ' + type + ' markets.');
}
const subscriptionHash = 'order:trades';
const args = {
'instType': 'umcbl',
'channel': 'orders',
'instId': 'default',
};
const trades = await this.watchPrivate (messageHash, subscriptionHash, args, params);
if (this.newUpdates) {
limit = trades.getLimit (symbol, limit);
}
return this.filterBySymbolSinceLimit (trades, symbol, since, limit, true);
}
handleMyTrades (client, message) {
//
// order and trade mixin (contract)
//
// {
// accFillSz: '0.1',
// avgPx: '52.81',
// cTime: 1656511777208,
// clOrdId: '926043001195237376',
// execType: 'T',
// fillFee: '-0.0031686',
// fillFeeCcy: 'USDT',
// fillNotionalUsd: '5.281',
// fillPx: '52.81',
// fillSz: '0.1',
// fillTime: '1656511777266',
// force: 'normal',
// instId: 'LTCUSDT_UMCBL',
// lever: '1',
// notionalUsd: '5.281',
// ordId: '926043001132322816',
// ordType: 'market',
// orderFee: [Array],
// pnl: '0.004',
// posSide: 'long',
// px: '0',
// side: 'sell',
// status: 'full-fill',
// sz: '0.1',
// tdMode: 'cross',
// tgtCcy: 'USDT',
// tradeId: '926043001438552105',
// uTime: 1656511777266
// }
//
if (this.myTrades === undefined) {
const limit = this.safeInteger (this.options, 'tradesLimit', 1000);
this.myTrades = new ArrayCache (limit);
}
const stored = this.myTrades;
const parsed = this.parseWsMyTrade (message);
stored.append (parsed);
const symbol = parsed['symbol'];
const messageHash = 'myTrades';
client.resolve (stored, messageHash);
const symbolSpecificMessageHash = 'myTrades:' + symbol;
client.resolve (stored, symbolSpecificMessageHash);
}
parseWsMyTrade (trade, market = undefined) {
//
// order and trade mixin (contract)
//
// {
// accFillSz: '0.1',
// avgPx: '52.81',
// cTime: 1656511777208,
// clOrdId: '926043001195237376',
// execType: 'T',
// fillFee: '-0.0031686',
// fillFeeCcy: 'USDT',
// fillNotionalUsd: '5.281',
// fillPx: '52.81',
// fillSz: '0.1',
// fillTime: '1656511777266',
// force: 'normal',
// instId: 'LTCUSDT_UMCBL',
// lever: '1',
// notionalUsd: '5.281',
// ordId: '926043001132322816',
// ordType: 'market',
// orderFee: [Array],
// pnl: '0.004',
// posSide: 'long',
// px: '0',
// side: 'sell',
// status: 'full-fill',
// sz: '0.1',
// tdMode: 'cross',
// tgtCcy: 'USDT',
// tradeId: '926043001438552105',
// uTime: 1656511777266
// }
//
const id = this.safeString (trade, 'tradeId');
const orderId = this.safeString (trade, 'ordId');
const marketId = this.safeString (trade, 'instId');
market = this.safeMarket (marketId, market);
const timestamp = this.safeInteger (trade, 'fillTime');
const side = this.safeString (trade, 'side');
const price = this.safeString (trade, 'fillPx');
const amount = this.safeString (trade, 'fillSz');
const type = this.safeString (trade, 'ordType');
const cost = this.safeString (trade, 'notional');
const feeCurrency = this.safeString (trade, 'fillFeeCcy');
const feeAmount = Precise.stringAbs (this.safeString (trade, 'fillFee'));
const fee = {
'code': this.safeCurrencyCode (feeCurrency),
'cost': feeAmount,
};
return this.safeTrade ({
'info': trade,
'id': id,
'order': orderId,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': market['symbol'],
'type': type,
'side': side,
'takerOrMaker': undefined,
'price': price,
'amount': amount,
'cost': cost,
'fee': fee,
}, market);
}
async watchBalance (params = {}) {
/**
* @method
* @name bitget#watchBalance
* @description query for balance and get the amount of funds available for trading or funds locked in orders
* @param {dict} params extra parameters specific to the bitget api endpoint
* @param {str|undefined} params.type spot or contract if not provided this.options['defaultType'] is used
* @returns {dict} a [balance structure]{@link https://docs.ccxt.com/en/latest/manual.html?#balance-structure}
*/
let type = undefined;
[ type, params ] = this.handleMarketTypeAndParams ('watchOrders', undefined, params);
const instType = (type === 'spot') ? 'spbl' : 'umcbl';
const args = {
'instType': instType,
'channel': 'account',
'instId': 'default',
};
const messageHash = 'balance:' + instType;
return await this.watchPrivate (messageHash, messageHash, args, params);
}
handleBalance (client, message) {
//
// {
// action: 'snapshot',
// arg: { instType: 'spbl', channel: 'account', instId: 'default' },
// data: [
// { coinId: '5', coinName: 'LTC', available: '0.1060938000000000' },
// { coinId: '2', coinName: 'USDT', available: '13.4498240000000000' }
// ]
// }
//
const data = this.safeValue (message, 'data', []);
for (let i = 0; i < data.length; i++) {
const rawBalance = data[i];
const currencyId = this.safeString (rawBalance, 'coinName');
const code = this.safeCurrencyCode (currencyId);
const account = (code in this.balance) ? this.balance[code] : this.account ();
account['free'] = this.safeString (rawBalance, 'available');
this.balance[code] = account;
}
this.balance = this.safeBalance (this.balance);
const arg = this.safeValue (message, 'arg');
const instType = this.safeStringLower (arg, 'instType');
const messageHash = 'balance:' + instType;
client.resolve (this.balance, messageHash);
}
async watchPublic (messageHash, args, params = {}) {
const url = this.urls['api']['ws'];
const request = {
'op': 'subscribe',
'args': [ args ],
};
const message = this.extend (request, params);
return await this.watch (url, messageHash, message, messageHash);
}
async authenticate (params = {}) {
this.checkRequiredCredentials ();
const url = this.urls['api']['ws'];
const client = this.client (url);
const future = client.future ('authenticated');
const messageHash = 'login';
const authenticated = this.safeValue (client.subscriptions, messageHash);
if (authenticated === undefined) {
const timestamp = this.seconds ().toString ();
const auth = timestamp + 'GET' + '/user/verify';
const signature = this.hmac (this.encode (auth), this.encode (this.secret), 'sha256', 'base64');
const request = {
'op': messageHash,
'args': [
{
'apiKey': this.apiKey,
'passphrase': this.password,
'timestamp': timestamp,
'sign': signature,
},
],
};
this.spawn (this.watch, url, messageHash, this.extend (request, params), messageHash);
}
return await future;
}
async watchPrivate (messageHash, subscriptionHash, args, params = {}) {
await this.authenticate ();
const url = this.urls['api']['ws'];
const request = {
'op': 'subscribe',
'args': [ args ],
};
const message = this.extend (request, params);
return await this.watch (url, messageHash, message, subscriptionHash);
}
handleAuthenticate (client, message) {
//
// { event: 'login', code: 0 }
//
const future = client.futures['authenticated'];
future.resolve (1);
client.resolve (1, 'login');
return message;
}
handleErrorMessage (client, message) {
//
// { event: 'error', code: 30015, msg: 'Invalid sign' }
//
const event = this.safeInteger (message, 'event');
try {
if (event === 'error') {
const code = this.safeString (message, 'code');
const feedback = this.id + ' ' + this.json (message);
this.throwExactlyMatchedException (this.exceptions['ws']['exact'], code, feedback);
}
} catch (e) {
if (e instanceof AuthenticationError) {
return false;
}
}
return message;
}
handleMessage (client, message) {
//
// {
// action: 'snapshot',
// arg: { instType: 'sp', channel: 'ticker', instId: 'BTCUSDT' },
// data: [
// {
// instId: 'BTCUSDT',
// last: '21150.53',
// open24h: '20759.65',
// high24h: '21202.29',
// low24h: '20518.82',
// bestBid: '21150.500000',
// bestAsk: '21150.600000',
// baseVolume: '25402.1961',
// quoteVolume: '530452554.2156',
// ts: 1656408934044,
// labeId: 0
// }
// ]
// }
// pong message
// 'pong'
//
// login
//
// { event: 'login', code: 0 }
//
// subscribe
//
// {
// event: 'subscribe',
// arg: { instType: 'spbl', channel: 'account', instId: 'default' }
// }
//
if (!this.handleErrorMessage (client, message)) {
return;
}
const content = this.safeString (message, 'message');
if (content === 'pong') {
this.handlePong (client, message);
return;
}
if (message === 'pong') {
this.handlePong (client, message);
return;
}
const event = this.safeString (message, 'event');
if (event === 'login') {
this.handleAuthenticate (client, message);
return;
}
if (event === 'subscribe') {
this.handleSubscriptionStatus (client, message);
return;
}
const methods = {
'ticker': this.handleTicker,
'trade': this.handleTrades,
'orders': this.handleOrder,
'account': this.handleBalance,
};
const arg = this.safeValue (message, 'arg', {});
const topic = this.safeValue (arg, 'channel', '');
const method = this.safeValue (methods, topic);
if (method !== undefined) {
method.call (this, client, message);
}
if (topic.indexOf ('candle') >= 0) {
this.handleOHLCV (client, message);
}
if (topic.indexOf ('books') >= 0) {
this.handleOrderBook (client, message);
}
}
ping (client) {
return 'ping';
}
handlePong (client, message) {
client.lastPong = this.milliseconds ();
return message;
}
handleSubscriptionStatus (client, message) {
//
// {
// event: 'subscribe',
// arg: { instType: 'spbl', channel: 'account', instId: 'default' }
// }
//
return message;
}
};