sfccxt
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A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
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JavaScript
'use strict';
// ---------------------------------------------------------------------------
const bitvavoRest = require ('../bitvavo.js');
const { AuthenticationError, ArgumentsRequired } = require ('../base/errors');
const { ArrayCache, ArrayCacheByTimestamp, ArrayCacheBySymbolById } = require ('./base/Cache');
// ---------------------------------------------------------------------------
module.exports = class bitvavo extends bitvavoRest {
describe () {
return this.deepExtend (super.describe (), {
'has': {
'ws': true,
'watchOrderBook': true,
'watchTrades': true,
'watchTicker': true,
'watchOHLCV': true,
'watchOrders': true,
'watchMyTrades': true,
},
'urls': {
'api': {
'ws': 'wss://ws.bitvavo.com/v2',
},
},
'options': {
'tradesLimit': 1000,
'ordersLimit': 1000,
'OHLCVLimit': 1000,
},
});
}
async watchPublic (name, symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const messageHash = name + '@' + market['id'];
const url = this.urls['api']['ws'];
const request = {
'action': 'subscribe',
'channels': [
{
'name': name,
'markets': [
market['id'],
],
},
],
};
const message = this.extend (request, params);
return await this.watch (url, messageHash, message, messageHash);
}
async watchTicker (symbol, params = {}) {
/**
* @method
* @name bitvavo#watchTicker
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @param {object} params extra parameters specific to the bitvavo api endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/en/latest/manual.html#ticker-structure}
*/
return await this.watchPublic ('ticker24h', symbol, params);
}
handleTicker (client, message) {
//
// {
// event: 'ticker24h',
// data: [
// {
// market: 'ETH-EUR',
// open: '193.5',
// high: '202.72',
// low: '192.46',
// last: '199.01',
// volume: '3587.05020246',
// volumeQuote: '708030.17',
// bid: '199.56',
// bidSize: '4.14730803',
// ask: '199.57',
// askSize: '6.13642074',
// timestamp: 1590770885217
// }
// ]
// }
//
const event = this.safeString (message, 'event');
const tickers = this.safeValue (message, 'data', []);
for (let i = 0; i < tickers.length; i++) {
const data = tickers[i];
const marketId = this.safeString (data, 'market');
const market = this.safeMarket (marketId, undefined, '-');
const messageHash = event + '@' + marketId;
const ticker = this.parseTicker (data, market);
const symbol = ticker['symbol'];
this.tickers[symbol] = ticker;
client.resolve (ticker, messageHash);
}
return message;
}
async watchTrades (symbol, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name bitvavo#watchTrades
* @description get the list of most recent trades for a particular symbol
* @param {string} symbol unified symbol of the market to fetch trades for
* @param {int|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 bitvavo api endpoint
* @returns {[object]} a list of [trade structures]{@link https://docs.ccxt.com/en/latest/manual.html?#public-trades}
*/
await this.loadMarkets ();
symbol = this.symbol (symbol);
const trades = await this.watchPublic ('trades', symbol, params);
if (this.newUpdates) {
limit = trades.getLimit (symbol, limit);
}
return this.filterBySinceLimit (trades, since, limit, 'timestamp', true);
}
handleTrade (client, message) {
//
// {
// event: 'trade',
// timestamp: 1590779594547,
// market: 'ETH-EUR',
// id: '450c3298-f082-4461-9e2c-a0262cc7cc2e',
// amount: '0.05026233',
// price: '198.46',
// side: 'buy'
// }
//
const marketId = this.safeString (message, 'market');
const market = this.safeMarket (marketId, undefined, '-');
const symbol = market['symbol'];
const name = 'trades';
const messageHash = name + '@' + marketId;
const trade = this.parseTrade (message, market);
let tradesArray = this.safeValue (this.trades, symbol);
if (tradesArray === undefined) {
const limit = this.safeInteger (this.options, 'tradesLimit', 1000);
tradesArray = new ArrayCache (limit);
}
tradesArray.append (trade);
this.trades[symbol] = tradesArray;
client.resolve (tradesArray, messageHash);
}
async watchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name bitvavo#watchOHLCV
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @param {string} symbol unified symbol of the market to fetch OHLCV data for
* @param {string} timeframe the length of time each candle represents
* @param {int|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 bitvavo 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 name = 'candles';
const marketId = market['id'];
const interval = this.timeframes[timeframe];
const messageHash = name + '@' + marketId + '_' + interval;
const url = this.urls['api']['ws'];
const request = {
'action': 'subscribe',
'channels': [
{
'name': 'candles',
'interval': [ interval ],
'markets': [ marketId ],
},
],
};
const message = this.extend (request, params);
const ohlcv = await this.watch (url, messageHash, message, messageHash);
if (this.newUpdates) {
limit = ohlcv.getLimit (symbol, limit);
}
return this.filterBySinceLimit (ohlcv, since, limit, 0, true);
}
handleOHLCV (client, message) {
//
// {
// event: 'candle',
// market: 'BTC-EUR',
// interval: '1m',
// candle: [
// [
// 1590797160000,
// '8480.9',
// '8480.9',
// '8480.9',
// '8480.9',
// '0.01038628'
// ]
// ]
// }
//
const name = 'candles';
const marketId = this.safeString (message, 'market');
const market = this.safeMarket (marketId, undefined, '-');
const symbol = market['symbol'];
const interval = this.safeString (message, 'interval');
// use a reverse lookup in a static map instead
const timeframe = this.findTimeframe (interval);
const messageHash = name + '@' + marketId + '_' + interval;
const candles = this.safeValue (message, 'candle');
this.ohlcvs[symbol] = this.safeValue (this.ohlcvs, symbol, {});
let stored = this.safeValue (this.ohlcvs[symbol], timeframe);
if (stored === undefined) {
const limit = this.safeInteger (this.options, 'OHLCVLimit', 1000);
stored = new ArrayCacheByTimestamp (limit);
this.ohlcvs[symbol][timeframe] = stored;
}
for (let i = 0; i < candles.length; i++) {
const candle = candles[i];
const parsed = this.parseOHLCV (candle, market);
stored.append (parsed);
}
client.resolve (stored, messageHash);
}
async watchOrderBook (symbol, limit = undefined, params = {}) {
/**
* @method
* @name bitvavo#watchOrderBook
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @param {string} symbol unified symbol of the market to fetch the order book for
* @param {int|undefined} limit the maximum amount of order book entries to return
* @param {object} params extra parameters specific to the bitvavo 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);
symbol = market['symbol'];
const name = 'book';
const messageHash = name + '@' + market['id'];
const url = this.urls['api']['ws'];
const request = {
'action': 'subscribe',
'channels': [
{
'name': name,
'markets': [
market['id'],
],
},
],
};
const subscription = {
'messageHash': messageHash,
'name': name,
'symbol': symbol,
'marketId': market['id'],
'method': this.handleOrderBookSubscription,
'limit': limit,
'params': params,
};
const message = this.extend (request, params);
const orderbook = await this.watch (url, messageHash, message, messageHash, subscription);
return orderbook.limit ();
}
handleDelta (bookside, delta) {
const price = this.safeFloat (delta, 0);
const amount = this.safeFloat (delta, 1);
bookside.store (price, amount);
}
handleDeltas (bookside, deltas) {
for (let i = 0; i < deltas.length; i++) {
this.handleDelta (bookside, deltas[i]);
}
}
handleOrderBookMessage (client, message, orderbook) {
//
// {
// event: 'book',
// market: 'BTC-EUR',
// nonce: 36947383,
// bids: [
// [ '8477.8', '0' ]
// ],
// asks: [
// [ '8550.9', '0' ]
// ]
// }
//
const nonce = this.safeInteger (message, 'nonce');
if (nonce > orderbook['nonce']) {
this.handleDeltas (orderbook['asks'], this.safeValue (message, 'asks', []));
this.handleDeltas (orderbook['bids'], this.safeValue (message, 'bids', []));
orderbook['nonce'] = nonce;
}
return orderbook;
}
handleOrderBook (client, message) {
//
// {
// event: 'book',
// market: 'BTC-EUR',
// nonce: 36729561,
// bids: [
// [ '8513.3', '0' ],
// [ '8518.8', '0.64236203' ],
// [ '8513.6', '0.32435481' ],
// ],
// asks: []
// }
//
const event = this.safeString (message, 'event');
const marketId = this.safeString (message, 'market');
const market = this.safeMarket (marketId, undefined, '-');
const symbol = market['symbol'];
const messageHash = event + '@' + market['id'];
const orderbook = this.safeValue (this.orderbooks, symbol);
if (orderbook === undefined) {
return;
}
if (orderbook['nonce'] === undefined) {
const subscription = this.safeValue (client.subscriptions, messageHash, {});
const watchingOrderBookSnapshot = this.safeValue (subscription, 'watchingOrderBookSnapshot');
if (watchingOrderBookSnapshot === undefined) {
subscription['watchingOrderBookSnapshot'] = true;
client.subscriptions[messageHash] = subscription;
const options = this.safeValue (this.options, 'watchOrderBookSnapshot', {});
const delay = this.safeInteger (options, 'delay', this.rateLimit);
// fetch the snapshot in a separate async call after a warmup delay
this.delay (delay, this.watchOrderBookSnapshot, client, message, subscription);
}
orderbook.cache.push (message);
} else {
this.handleOrderBookMessage (client, message, orderbook);
client.resolve (orderbook, messageHash);
}
}
async watchOrderBookSnapshot (client, message, subscription) {
const params = this.safeValue (subscription, 'params');
const marketId = this.safeString (subscription, 'marketId');
const name = 'getBook';
const messageHash = name + '@' + marketId;
const url = this.urls['api']['ws'];
const request = {
'action': name,
'market': marketId,
};
const orderbook = await this.watch (url, messageHash, this.extend (request, params), messageHash, subscription);
return orderbook.limit ();
}
handleOrderBookSnapshot (client, message) {
//
// {
// action: 'getBook',
// response: {
// market: 'BTC-EUR',
// nonce: 36946120,
// bids: [
// [ '8494.9', '0.24399521' ],
// [ '8494.8', '0.34884085' ],
// [ '8493.9', '0.14535128' ],
// ],
// asks: [
// [ '8495', '0.46982463' ],
// [ '8495.1', '0.12178267' ],
// [ '8496.2', '0.21924143' ],
// ]
// }
// }
//
const response = this.safeValue (message, 'response');
if (response === undefined) {
return message;
}
const marketId = this.safeString (response, 'market');
let symbol = undefined;
if (marketId in this.markets_by_id) {
const market = this.markets_by_id[marketId];
symbol = market['symbol'];
}
const name = 'book';
const messageHash = name + '@' + marketId;
const orderbook = this.orderbooks[symbol];
const snapshot = this.parseOrderBook (response, symbol);
snapshot['nonce'] = this.safeInteger (response, 'nonce');
orderbook.reset (snapshot);
// unroll the accumulated deltas
const messages = orderbook.cache;
for (let i = 0; i < messages.length; i++) {
const message = messages[i];
this.handleOrderBookMessage (client, message, orderbook);
}
this.orderbooks[symbol] = orderbook;
client.resolve (orderbook, messageHash);
}
handleOrderBookSubscription (client, message, subscription) {
const symbol = this.safeString (subscription, 'symbol');
const limit = this.safeInteger (subscription, 'limit');
if (symbol in this.orderbooks) {
delete this.orderbooks[symbol];
}
this.orderbooks[symbol] = this.orderBook ({}, limit);
}
handleOrderBookSubscriptions (client, message, marketIds) {
const name = 'book';
for (let i = 0; i < marketIds.length; i++) {
const marketId = this.safeString (marketIds, i);
if (marketId in this.markets_by_id) {
const market = this.markets_by_id[marketId];
const symbol = market['symbol'];
const messageHash = name + '@' + marketId;
if (!(symbol in this.orderbooks)) {
const subscription = this.safeValue (client.subscriptions, messageHash);
const method = this.safeValue (subscription, 'method');
if (method !== undefined) {
method.call (this, client, message, subscription);
}
}
}
}
}
async watchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name bitvavo#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 bitvavo api endpoint
* @returns {[object]} a list of [order structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure}
*/
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' watchOrders requires a symbol argument');
}
await this.loadMarkets ();
await this.authenticate ();
const market = this.market (symbol);
symbol = market['symbol'];
const marketId = market['id'];
const url = this.urls['api']['ws'];
const name = 'account';
const subscriptionHash = name + '@' + marketId;
const messageHash = subscriptionHash + '_' + 'order';
const request = {
'action': 'subscribe',
'channels': [
{
'name': name,
'markets': [ marketId ],
},
],
};
const orders = await this.watch (url, messageHash, request, subscriptionHash);
if (this.newUpdates) {
limit = orders.getLimit (symbol, limit);
}
return this.filterBySymbolSinceLimit (orders, symbol, since, limit, true);
}
async watchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name bitvavo#watchMyTrades
* @description watches information on multiple trades made by the user
* @param {string} 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 bitvavo api endpoint
* @returns {[object]} a list of [order structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure
*/
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' watchMyTrades requires a symbol argument');
}
await this.loadMarkets ();
await this.authenticate ();
const market = this.market (symbol);
symbol = market['symbol'];
const marketId = market['id'];
const url = this.urls['api']['ws'];
const name = 'account';
const subscriptionHash = name + '@' + marketId;
const messageHash = subscriptionHash + '_' + 'fill';
const request = {
'action': 'subscribe',
'channels': [
{
'name': name,
'markets': [ marketId ],
},
],
};
const trades = await this.watch (url, messageHash, request, subscriptionHash);
if (this.newUpdates) {
limit = trades.getLimit (symbol, limit);
}
return this.filterBySymbolSinceLimit (trades, symbol, since, limit, true);
}
handleOrder (client, message) {
//
// {
// event: 'order',
// orderId: 'f0e5180f-9497-4d05-9dc2-7056e8a2de9b',
// market: 'ETH-EUR',
// created: 1590948500319,
// updated: 1590948500319,
// status: 'new',
// side: 'sell',
// orderType: 'limit',
// amount: '0.1',
// amountRemaining: '0.1',
// price: '300',
// onHold: '0.1',
// onHoldCurrency: 'ETH',
// selfTradePrevention: 'decrementAndCancel',
// visible: true,
// timeInForce: 'GTC',
// postOnly: false
// }
//
const name = 'account';
const event = this.safeString (message, 'event');
const marketId = this.safeString (message, 'market', '-');
const messageHash = name + '@' + marketId + '_' + event;
if (marketId in this.markets_by_id) {
const market = this.markets_by_id[marketId];
const order = this.parseOrder (message, market);
if (this.orders === undefined) {
const limit = this.safeInteger (this.options, 'ordersLimit', 1000);
this.orders = new ArrayCacheBySymbolById (limit);
}
const orders = this.orders;
orders.append (order);
client.resolve (this.orders, messageHash);
}
}
handleMyTrade (client, message) {
//
// {
// event: 'fill',
// timestamp: 1590964470132,
// market: 'ETH-EUR',
// orderId: '85d082e1-eda4-4209-9580-248281a29a9a',
// fillId: '861d2da5-aa93-475c-8d9a-dce431bd4211',
// side: 'sell',
// amount: '0.1',
// price: '211.46',
// taker: true,
// fee: '0.056',
// feeCurrency: 'EUR'
// }
//
const name = 'account';
const event = this.safeString (message, 'event');
const marketId = this.safeString (message, 'market');
const messageHash = name + '@' + marketId + '_' + event;
const market = this.safeMarket (marketId, undefined, '-');
const trade = this.parseTrade (message, market);
if (this.myTrades === undefined) {
const limit = this.safeInteger (this.options, 'tradesLimit', 1000);
this.myTrades = new ArrayCache (limit);
}
const tradesArray = this.myTrades;
tradesArray.append (trade);
this.myTrades = tradesArray;
client.resolve (tradesArray, messageHash);
}
handleSubscriptionStatus (client, message) {
//
// {
// event: 'subscribed',
// subscriptions: {
// book: [ 'BTC-EUR' ]
// }
// }
//
const subscriptions = this.safeValue (message, 'subscriptions', {});
const methods = {
'book': this.handleOrderBookSubscriptions,
};
const names = Object.keys (subscriptions);
for (let i = 0; i < names.length; i++) {
const name = names[i];
const method = this.safeValue (methods, name);
if (method !== undefined) {
const subscription = this.safeValue (subscriptions, name);
method.call (this, client, message, subscription);
}
}
return message;
}
async authenticate (params = {}) {
const url = this.urls['api']['ws'];
const client = this.client (url);
const future = client.future ('authenticated');
const action = 'authenticate';
const authenticated = this.safeValue (client.subscriptions, action);
if (authenticated === undefined) {
try {
this.checkRequiredCredentials ();
const timestamp = this.milliseconds ();
const stringTimestamp = timestamp.toString ();
const auth = stringTimestamp + 'GET/' + this.version + '/websocket';
const signature = this.hmac (this.encode (auth), this.encode (this.secret));
const request = {
'action': action,
'key': this.apiKey,
'signature': signature,
'timestamp': timestamp,
};
this.spawn (this.watch, url, action, request, action);
} catch (e) {
client.reject (e, 'authenticated');
// allows further authentication attempts
if (action in client.subscriptions) {
delete client.subscriptions[action];
}
}
}
return await future;
}
handleAuthenticationMessage (client, message) {
//
// {
// event: 'authenticate',
// authenticated: true
// }
//
const authenticated = this.safeValue (message, 'authenticated', false);
if (authenticated) {
// we resolve the future here permanently so authentication only happens once
const future = this.safeValue (client.futures, 'authenticated');
future.resolve (true);
} else {
const error = new AuthenticationError (this.json (message));
client.reject (error, 'authenticated');
// allows further authentication attempts
const event = this.safeValue (message, 'event');
if (event in client.subscriptions) {
delete client.subscriptions[event];
}
}
}
handleMessage (client, message) {
//
// {
// event: 'subscribed',
// subscriptions: {
// book: [ 'BTC-EUR' ]
// }
// }
//
//
// {
// event: 'book',
// market: 'BTC-EUR',
// nonce: 36729561,
// bids: [
// [ '8513.3', '0' ],
// [ '8518.8', '0.64236203' ],
// [ '8513.6', '0.32435481' ],
// ],
// asks: []
// }
//
// {
// action: 'getBook',
// response: {
// market: 'BTC-EUR',
// nonce: 36946120,
// bids: [
// [ '8494.9', '0.24399521' ],
// [ '8494.8', '0.34884085' ],
// [ '8493.9', '0.14535128' ],
// ],
// asks: [
// [ '8495', '0.46982463' ],
// [ '8495.1', '0.12178267' ],
// [ '8496.2', '0.21924143' ],
// ]
// }
// }
//
// {
// event: 'authenticate',
// authenticated: true
// }
//
const methods = {
'subscribed': this.handleSubscriptionStatus,
'book': this.handleOrderBook,
'getBook': this.handleOrderBookSnapshot,
'trade': this.handleTrade,
'candle': this.handleOHLCV,
'ticker24h': this.handleTicker,
'authenticate': this.handleAuthenticationMessage,
'order': this.handleOrder,
'fill': this.handleMyTrade,
};
const event = this.safeString (message, 'event');
let method = this.safeValue (methods, event);
if (method === undefined) {
const action = this.safeString (message, 'action');
method = this.safeValue (methods, action);
if (method === undefined) {
return message;
} else {
return method.call (this, client, message);
}
} else {
return method.call (this, client, message);
}
}
};