sfccxt
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
1,236 lines (1,193 loc) • 48.2 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const { ExchangeError, ArgumentsRequired } = require ('../base/errors');
const Precise = require ('../base/Precise');
const cexRest = require ('../cex');
const { ArrayCacheBySymbolById, ArrayCacheByTimestamp, ArrayCache } = require ('./base/Cache');
// ---------------------------------------------------------------------------
module.exports = class cex extends cexRest {
describe () {
return this.deepExtend (super.describe (), {
'has': {
'ws': true,
'watchBalance': true,
'watchTicker': true,
'watchTickers': true,
'watchTrades': true,
'watchMyTrades': true,
'watchOrders': true,
'watchOrderBook': true,
'watchOHLCV': true,
'watchPosition': undefined,
},
'urls': {
'api': {
'ws': 'wss://ws.cex.io/ws',
},
},
'options': {
'orderbook': {},
},
'streaming': {
},
'exceptions': {
},
});
}
requestId () {
const requestId = this.sum (this.safeInteger (this.options, 'requestId', 0), 1);
this.options['requestId'] = requestId;
return requestId;
}
async watchBalance (params = {}) {
/**
* @method
* @name cex#watchBalance
* @description query for balance and get the amount of funds available for trading or funds locked in orders
* @see https://cex.io/websocket-api#get-balance
* @param {object} params extra parameters specific to the cex api endpoint
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/en/latest/manual.html?#balance-structure}
*/
await this.authenticate (params);
const messageHash = 'balance';
const url = this.urls['api']['ws'];
const subscribe = {
'e': 'get-balance',
'data': {},
'oid': this.requestId (),
};
const request = this.deepExtend (subscribe, params);
return await this.watch (url, messageHash, request, messageHash, request);
}
handleBalance (client, message) {
//
// {
// e: 'get-balance',
// data: {
// balance: {
// BTC: '0.00000000',
// USD: '0.00',
// ...
// },
// obalance: {
// BTC: '0.00000000',
// USD: '0.00',
// ...
// },
// time: 1663761159605
// },
// oid: 1,
// ok: 'ok'
// }
//
const data = this.safeValue (message, 'data', {});
const freeBalance = this.safeValue (data, 'balance', {});
const usedBalance = this.safeValue (data, 'obalance', {});
const result = {};
const currencyIds = Object.keys (freeBalance);
for (let i = 0; i < currencyIds.length; i++) {
const currencyId = currencyIds[i];
const account = this.account ();
account['free'] = this.safeString (freeBalance, currencyId);
account['used'] = this.safeString (usedBalance, currencyId);
const code = this.safeCurrencyCode (currencyId);
result[code] = account;
}
this.balance = this.safeBalance (result);
client.resolve (this.balance, 'balance');
}
async watchTrades (symbol, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name cex#watchTrades
* @description get the list of most recent trades for a particular symbol. Note: can only watch one symbol at a time.
* @see https://cex.io/websocket-api#old-pair-room
* @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 cex 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 url = this.urls['api']['ws'];
const messageHash = 'trades';
const subscriptionHash = 'old:' + symbol;
const client = this.safeValue (this.clients, url);
if (client !== undefined) {
const subscriptionKeys = Object.keys (client.subscriptions);
for (let i = 0; i < subscriptionKeys.length; i++) {
let subscriptionKey = subscriptionKeys[i];
if (subscriptionKey === subscriptionHash) {
continue;
}
subscriptionKey = subscriptionKey.slice (0, 3);
if (subscriptionKey === 'old') {
throw new ExchangeError (this.id + ' watchTrades() only supports watching one symbol at a time.');
}
}
}
const message = {
'e': 'subscribe',
'rooms': [ 'pair-' + market['base'] + '-' + market['quote'] ],
};
const request = this.deepExtend (message, params);
const trades = await this.watch (url, messageHash, request, subscriptionHash);
// assing symbol to the trades as message does not contain symbol information
for (let i = 0; i < trades.length; i++) {
trades[i]['symbol'] = symbol;
}
return this.filterBySinceLimit (trades, since, limit, 'timestamp', true);
}
handleTradesSnapshot (client, message) {
//
// {
// e: 'history',
// data: [
// 'sell:1665467367741:3888551:19058.8:14541219',
// 'buy:1665467367741:1059339:19071.5:14541218',
// ]
// }
//
const data = this.safeValue (message, 'data', []);
const limit = this.safeInteger (this.options, 'tradesLimit', 1000);
const stored = new ArrayCache (limit);
for (let i = 0; i < data.length; i++) {
const rawTrade = data[i];
const parsed = this.parseWsOldTrade (rawTrade);
stored.append (parsed);
}
const messageHash = 'trades';
this.trades = stored;
client.resolve (this.trades, messageHash);
}
parseWsOldTrade (trade, market = undefined) {
//
// snapshot trade
// 'sell:1665467367741:3888551:19058.8:14541219'
// update trade
// ['buy', '1665467516704', '98070', '19057.7', '14541220']
//
if (!Array.isArray (trade)) {
trade = trade.split (':');
}
const side = this.safeString (trade, 0);
const timestamp = this.safeNumber (trade, 1);
const amount = this.safeString (trade, 2);
const price = this.safeString (trade, 3);
const id = this.safeString (trade, 4);
return this.safeTrade ({
'info': trade,
'id': id,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': undefined,
'type': undefined,
'side': side,
'order': undefined,
'takerOrMaker': undefined,
'price': price,
'amount': amount,
'cost': undefined,
'fee': undefined,
}, market);
}
handleTrade (client, message) {
//
// {
// e: 'history-update',
// data: [
// ['buy', '1665467516704', '98070', '19057.7', '14541220']
// ]
// }
//
const data = this.safeValue (message, 'data', []);
const stored = this.trades;
for (let i = 0; i < data.length; i++) {
const rawTrade = data[i];
const parsed = this.parseWsOldTrade (rawTrade);
stored.append (parsed);
}
const messageHash = 'trades';
this.trades = stored;
client.resolve (this.trades, messageHash);
}
async watchTicker (symbol, params = {}) {
/**
* @method
* @name cex#watchTicker
* @see https://cex.io/websocket-api#ticker-subscription
* @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 cex api endpoint
* @param {string|undefined} params.method public or private
* @returns {object} 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 url = this.urls['api']['ws'];
const messageHash = 'ticker:' + symbol;
const method = this.safeString (params, 'method', 'private'); // default to private because the specified ticker is received quicker
let message = {
'e': 'subscribe',
'rooms': [
'tickers',
],
};
let subscriptionHash = 'tickers';
if (method === 'private') {
await this.authenticate ();
message = {
'e': 'ticker',
'data': [
market['baseId'], market['quoteId'],
],
'oid': this.requestId (),
};
subscriptionHash = 'ticker:' + symbol;
}
const request = this.deepExtend (message, params);
return await this.watch (url, messageHash, request, subscriptionHash);
}
async watchTickers (symbols = undefined, params = {}) {
/**
* @method
* @name cex#watchTickers
* @see https://cex.io/websocket-api#ticker-subscription
* @description watches price tickers for multiple markets, statistical calculations with the information calculated over the past 24 hours each market
* @param {[string]|undefined} symbols unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned
* @param {object} params extra parameters specific to the cex api endpoint
* @returns {object} an array of [ticker structures]{@link https://docs.ccxt.com/en/latest/manual.html#ticker-structure}
*/
await this.loadMarkets ();
symbols = this.marketSymbols (symbols);
const url = this.urls['api']['ws'];
const messageHash = 'tickers';
const message = {
'e': 'subscribe',
'rooms': [
'tickers',
],
};
const request = this.deepExtend (message, params);
const ticker = await this.watch (url, messageHash, request, messageHash);
const tickerSymbol = ticker['symbol'];
if (symbols !== undefined && !this.inArray (symbols, tickerSymbol)) {
return await this.watchTickers (symbols, params);
}
if (this.newUpdates) {
const result = {};
result[tickerSymbol] = ticker;
return result;
}
return this.filterByArray (this.tickers, 'symbol', symbols);
}
handleTicker (client, message) {
//
// {
// e: 'tick',
// data: {
// symbol1: 'LRC',
// symbol2: 'USD',
// price: '0.305',
// open24: '0.301',
// volume: '241421.641700'
// }
// }
//
const data = this.safeValue (message, 'data', {});
const ticker = this.parseWsTicker (data);
const symbol = ticker['symbol'];
const messageHash = 'ticker:' + symbol;
this.tickers[symbol] = ticker;
client.resolve (ticker, messageHash);
client.resolve (ticker, 'tickers');
}
parseWsTicker (ticker, market = undefined) {
//
// public
// {
// symbol1: 'LRC',
// symbol2: 'USD',
// price: '0.305',
// open24: '0.301',
// volume: '241421.641700'
// }
// private
// {
// timestamp: '1663764969',
// low: '18756.3',
// high: '19200',
// last: '19200',
// volume: '0.94735907',
// volume30d: '64.61299999',
// bid: 19217.2,
// ask: 19247.5,
// priceChange: '44.3',
// priceChangePercentage: '0.23',
// pair: ['BTC', 'USDT']
// }
const pair = this.safeValue (ticker, 'pair', []);
let baseId = this.safeString (ticker, 'symbol1');
if (baseId === undefined) {
baseId = this.safeString (pair, 0);
}
let quoteId = this.safeString (ticker, 'symbol2');
if (quoteId === undefined) {
quoteId = this.safeString (pair, 1);
}
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const symbol = base + '/' + quote;
let timestamp = this.safeInteger (ticker, 'timestamp');
if (timestamp !== undefined) {
timestamp = timestamp * 1000;
}
return this.safeTicker ({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeString (ticker, 'high'),
'low': this.safeString (ticker, 'low'),
'bid': this.safeString (ticker, 'bid'),
'bidVolume': undefined,
'ask': this.safeString (ticker, 'ask'),
'askVolume': undefined,
'vwap': undefined,
'open': this.safeString (ticker, 'open24'),
'close': undefined,
'last': this.safeString2 (ticker, 'price', 'last'),
'previousClose': undefined,
'change': this.safeString (ticker, 'priceChange'),
'percentage': this.safeString (ticker, 'priceChangePercentage'),
'average': undefined,
'baseVolume': undefined,
'quoteVolume': this.safeString (ticker, 'volume'),
'info': ticker,
}, market);
}
async watchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name cex#watchOrders
* @description get the list of orders associated with the user. Note: In CEX.IO system, orders can be present in trade engine or in archive database. There can be time periods (~2 seconds or more), when order is done/canceled, but still not moved to archive database. That means, you cannot see it using calls: archived-orders/open-orders.
* @see https://docs.cex.io/#ws-api-open-orders
* @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 cex api endpoint
* @returns {[object]} a list of [trade structures]{@link https://docs.ccxt.com/en/latest/manual.html?#public-trades}
*/
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' watchOrders requires a symbol argument');
}
await this.loadMarkets ();
await this.authenticate (params);
const url = this.urls['api']['ws'];
const market = this.market (symbol);
symbol = market['symbol'];
const messageHash = 'orders:' + symbol;
const message = {
'e': 'open-orders',
'data': {
'pair': [
market['baseId'],
market['quoteId'],
],
},
'oid': symbol,
};
const request = this.deepExtend (message, params);
const orders = await this.watch (url, messageHash, request, messageHash, request);
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 cex#watchMyTrades
* @description get the list of trades associated with the user. Note: In CEX.IO system, orders can be present in trade engine or in archive database. There can be time periods (~2 seconds or more), when order is done/canceled, but still not moved to archive database. That means, you cannot see it using calls: archived-orders/open-orders.
* @see https://docs.cex.io/#ws-api-open-orders
* @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 cex api endpoint
* @returns {[object]} a list of [trade structures]{@link https://docs.ccxt.com/en/latest/manual.html?#public-trades}
*/
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' watchOrders requires a symbol argument');
}
await this.loadMarkets ();
await this.authenticate (params);
const url = this.urls['api']['ws'];
const market = this.market (symbol);
const messageHash = 'myTrades:' + market['symbol'];
const subscriptionHash = 'orders:' + market['symbol'];
const message = {
'e': 'open-orders',
'data': {
'pair': [
market['baseId'],
market['quoteId'],
],
},
'oid': market['symbol'],
};
const request = this.deepExtend (message, params);
const orders = await this.watch (url, messageHash, request, subscriptionHash, request);
return this.filterBySymbolSinceLimit (orders, market['symbol'], since, limit, true);
}
handleTransaction (client, message) {
const data = this.safeValue (message, 'data');
const symbol2 = this.safeString (data, 'symbol2');
if (symbol2 === undefined) {
return;
}
this.handleOrderUpdate (client, message);
this.handleMyTrades (client, message);
}
handleMyTrades (client, message) {
//
// {
// e: 'tx',
// data: {
// d: 'order:59091012956:a:USD',
// c: 'user:up105393824:a:USD',
// a: '0.01',
// ds: 0,
// cs: '15.27',
// user: 'up105393824',
// symbol: 'USD',
// order: 59091012956,
// amount: '-18.49',
// type: 'buy',
// time: '2022-09-24T19:36:18.466Z',
// balance: '15.27',
// id: '59091012966'
// }
// }
// {
// e: 'tx',
// data: {
// d: 'order:59091012956:a:BTC',
// c: 'user:up105393824:a:BTC',
// a: '0.00096420',
// ds: 0,
// cs: '0.00096420',
// user: 'up105393824',
// symbol: 'BTC',
// symbol2: 'USD',
// amount: '0.00096420',
// buy: 59091012956,
// order: 59091012956,
// sell: 59090796005,
// price: 19135,
// type: 'buy',
// time: '2022-09-24T19:36:18.466Z',
// balance: '0.00096420',
// fee_amount: '0.05',
// id: '59091012962'
// }
// }
const data = this.safeValue (message, 'data', {});
let stored = this.myTrades;
if (stored === undefined) {
const limit = this.safeInteger (this.options, 'tradesLimit', 1000);
stored = new ArrayCacheBySymbolById (limit);
this.myTrades = stored;
}
const trade = this.parseWsTrade (data);
stored.append (trade);
const messageHash = 'myTrades:' + trade['symbol'];
client.resolve (stored, messageHash);
}
parseWsTrade (trade, market = undefined) {
//
// {
// d: 'order:59091012956:a:BTC',
// c: 'user:up105393824:a:BTC',
// a: '0.00096420',
// ds: 0,
// cs: '0.00096420',
// user: 'up105393824',
// symbol: 'BTC',
// symbol2: 'USD',
// amount: '0.00096420',
// buy: 59091012956,
// order: 59091012956,
// sell: 59090796005,
// price: 19135,
// type: 'buy',
// time: '2022-09-24T19:36:18.466Z',
// balance: '0.00096420',
// fee_amount: '0.05',
// id: '59091012962'
// }
// Note symbol and symbol2 are inverse on sell and ammount is in symbol currency.
//
const side = this.safeString (trade, 'type');
const price = this.safeString (trade, 'price');
const datetime = this.safeString (trade, 'time');
const baseId = this.safeString (trade, 'symbol');
const quoteId = this.safeString (trade, 'symbol2');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
let symbol = base + '/' + quote;
let amount = this.safeString (trade, 'amount');
if (side === 'sell') {
symbol = quote + '/' + base;
amount = Precise.stringDiv (amount, price); // due to rounding errors amount in not exact to trade
}
const parsedTrade = {
'id': this.safeString (trade, 'id'),
'order': this.safeString (trade, 'order'),
'info': trade,
'timestamp': this.parse8601 (datetime),
'datetime': datetime,
'symbol': symbol,
'type': undefined,
'side': side,
'takerOrMaker': undefined,
'price': price,
'cost': undefined,
'amount': amount,
'fee': undefined,
};
const fee = this.safeString (trade, 'fee_amount');
if (fee !== undefined) {
parsedTrade['fee'] = {
'cost': fee,
'currency': quote,
'rate': undefined,
};
}
return this.safeTrade (parsedTrade, market);
}
handleOrderUpdate (client, message) {
//
// partialExecution
// {
// "e": "order",
// "data": {
// "id": "150714937",
// "remains": "1000000",
// "price": "17513",
// "amount": 2000000, As Precision
// "time": "1654506118448",
// "type": "buy",
// "pair": {
// "symbol1": "BTC",
// "symbol2": "USD"
// },
// "fee": "0.15"
// }
// }
// canceled order
// {
// "e": "order",
// "data": {
// "id": "6310857",
// "remains": "200000000"
// "fremains": "2.00000000"
// "cancel": true,
// "pair": {
// "symbol1": "BTC",
// "symbol2": "USD"
// }
// }
// }
// fullfilledOrder
// {
// e: 'order',
// data: {
// id: '59098421630',
// remains: '0',
// pair: {
// symbol1: 'BTC',
// symbol2: 'USD'
// }
// }
// }
// {
// e: 'tx',
// data: {
// d: 'order:59425993014:a:BTC',
// c: 'user:up105393824:a:BTC',
// a: '0.00098152',
// ds: 0,
// cs: '0.00098152',
// user: 'up105393824',
// symbol: 'BTC',
// symbol2: 'USD',
// amount: '0.00098152',
// buy: 59425993014,
// order: 59425993014,
// sell: 59425986168,
// price: 19306.6,
// type: 'buy',
// time: '2022-10-02T01:11:15.148Z',
// balance: '0.00098152',
// fee_amount: '0.05',
// id: '59425993020'
// }
// }
//
const data = this.safeValue (message, 'data', {});
const isTransaction = this.safeString (message, 'e') === 'tx';
const orderId = this.safeString2 (data, 'id', 'order');
let remains = this.safeString (data, 'remains');
let baseId = this.safeString (data, 'symbol');
let quoteId = this.safeString (data, 'symbol2');
const pair = this.safeValue (data, 'pair');
if (pair !== undefined) {
baseId = this.safeString (pair, 'symbol1');
quoteId = this.safeString (pair, 'symbol2');
}
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const symbol = base + '/' + quote;
const market = this.safeMarket (symbol);
remains = this.currencyFromPrecision (base, remains);
if (this.orders === undefined) {
const limit = this.safeInteger (this.options, 'ordersLimit', 1000);
this.orders = new ArrayCacheBySymbolById (limit);
}
const ordersBySymbol = this.safeValue (this.orders['hashmap'], symbol, {});
let order = this.safeValue (ordersBySymbol, orderId);
if (order === undefined) {
order = this.parseWsOrderUpdate (data, market);
}
order['remaining'] = remains;
const canceled = this.safeValue (data, 'cancel', false);
if (canceled) {
order['status'] = 'canceled';
}
if (isTransaction) {
order['status'] = 'closed';
}
const fee = this.safeNumber (data, 'fee');
if (fee !== undefined) {
order['fee'] = {
'cost': fee,
'currency': quote,
'rate': undefined,
};
}
const timestamp = this.safeInteger (data, 'time', this.milliseconds ());
order['timestamp'] = timestamp;
order['datetime'] = this.iso8601 (timestamp);
order = this.safeOrder (order);
const storedOrders = this.orders;
storedOrders.append (order);
const messageHash = 'orders:' + symbol;
client.resolve (storedOrders, messageHash);
}
parseWsOrderUpdate (order, market = undefined) {
//
// {
// "id": "150714937",
// "remains": "1000000",
// "price": "17513",
// "amount": 2000000, As Precision
// "time": "1654506118448",
// "type": "buy",
// "pair": {
// "symbol1": "BTC",
// "symbol2": "USD"
// },
// "fee": "0.15"
// }
// transaction
// {
// d: 'order:59425993014:a:BTC',
// c: 'user:up105393824:a:BTC',
// a: '0.00098152',
// ds: 0,
// cs: '0.00098152',
// user: 'up105393824',
// symbol: 'BTC',
// symbol2: 'USD',
// amount: '0.00098152',
// buy: 59425993014,
// order: 59425993014,
// sell: 59425986168,
// price: 19306.6,
// type: 'buy',
// time: '2022-10-02T01:11:15.148Z',
// balance: '0.00098152',
// fee_amount: '0.05',
// id: '59425993020'
// }
//
const isTransaction = this.safeValue (order, 'd') !== undefined;
const remainsPrecision = this.safeString (order, 'remains');
let remaining = undefined;
if (remainsPrecision !== undefined) {
remaining = this.currencyFromPrecision (market['base'], remainsPrecision);
}
const amount = this.safeString (order, 'amount');
if (!isTransaction) {
this.currencyFromPrecision (market['base'], amount);
}
let baseId = this.safeString (order, 'symbol');
let quoteId = this.safeString (order, 'symbol2');
const pair = this.safeValue (order, 'pair');
if (pair !== undefined) {
baseId = this.safeString (order, 'symbol1');
quoteId = this.safeString (order, 'symbol2');
}
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const symbol = base + '/' + quote;
market = this.safeMarket (symbol, market);
const time = this.safeInteger (order, 'time', this.milliseconds ());
let timestamp = time;
if (isTransaction) {
timestamp = this.parse8601 (time);
}
const canceled = this.safeValue (order, 'cancel', false);
let status = 'open';
if (canceled) {
status = 'canceled';
} else if (isTransaction) {
status = 'closed';
}
const parsedOrder = {
'id': this.safeString2 (order, 'id', 'order'),
'clientOrderId': undefined,
'info': order,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'status': status,
'symbol': symbol,
'type': undefined,
'timeInForce': undefined,
'postOnly': undefined,
'side': this.safeString (order, 'type'),
'price': this.safeNumber (order, 'price'),
'stopPrice': undefined,
'average': undefined,
'cost': undefined,
'amount': amount,
'filled': undefined,
'remaining': remaining,
'fee': {
'cost': this.safeNumber2 (order, 'fee', 'fee_amount'),
'currency': quote,
'rate': undefined,
},
'trades': undefined,
};
if (isTransaction) {
parsedOrder['trades'] = this.parseWsTrade (order, market);
}
return this.safeOrder (parsedOrder, market);
}
fromPrecision (amount, scale) {
if (amount === undefined) {
return undefined;
}
const precise = new Precise (amount);
precise.decimals = this.sum (precise.decimals, scale);
precise.reduce ();
return precise.toString ();
}
currencyFromPrecision (currency, amount) {
const scale = this.safeInteger (this.currencies[currency], 'precision', 0);
return this.fromPrecision (amount, scale);
}
handleOrdersSnapshot (client, message) {
//
// {
// e: 'open-orders',
// data: [{
// id: '59098421630',
// time: '1664062285425',
// type: 'buy',
// price: '18920',
// amount: '0.00100000',
// pending: '0.00100000'
// }],
// oid: 1,
// ok: 'ok'
// }
//
const symbol = this.safeString (message, 'oid'); // symbol is set as requestId in watchOrders
const rawOrders = this.safeValue (message, 'data', []);
let myOrders = this.orders;
if (this.orders === undefined) {
const limit = this.safeInteger (this.options, 'ordersLimit', 1000);
myOrders = new ArrayCacheBySymbolById (limit);
}
for (let i = 0; i < rawOrders.length; i++) {
const rawOrder = rawOrders[i];
const market = this.safeMarket (symbol);
const order = this.parseOrder (rawOrder, market);
order['status'] = 'open';
myOrders.append (order);
}
this.orders = myOrders;
const messageHash = 'orders:' + symbol;
if (myOrders.length > 0) {
client.resolve (myOrders, messageHash);
}
}
async watchOrderBook (symbol, limit = undefined, params = {}) {
/**
* @method
* @name cex#watchOrderBook
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://cex.io/websocket-api#orderbook-subscribe
* @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 cex 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 ();
await this.authenticate ();
const market = this.market (symbol);
symbol = market['symbol'];
const url = this.urls['api']['ws'];
const messageHash = 'orderbook:' + symbol;
const depth = (limit === undefined) ? 0 : limit;
const subscribe = {
'e': 'order-book-subscribe',
'data': {
'pair': [
market['baseId'],
market['quoteId'],
],
'subscribe': true,
'depth': depth,
},
'oid': this.requestId (),
};
const request = this.deepExtend (subscribe, params);
const orderbook = await this.watch (url, messageHash, request, messageHash);
return orderbook.limit (limit);
}
handleOrderBookSnapshot (client, message) {
//
// {
// e: 'order-book-subscribe',
// data: {
// timestamp: 1663762032,
// timestamp_ms: 1663762031680,
// bids: [
// [ 241.947, 155.91626 ],
// [ 241, 154 ],
// ],
// asks: [
// [ 242.947, 155.91626 ],
// [ 243, 154 ], ],
// pair: 'BTC:USDT',
// id: 616267120,
// sell_total: '13.59066946',
// buy_total: '163553.625948'
// },
// oid: '1',
// ok: 'ok'
// }
//
const data = this.safeValue (message, 'data', {});
const pair = this.safeString (data, 'pair');
const symbol = this.pairToSymbol (pair);
const messageHash = 'orderbook:' + symbol;
const timestamp = this.safeInteger2 (data, 'timestamp_ms', 'timestamp');
const incrementalId = this.safeNumber (data, 'id');
const storedOrderBook = this.orderBook ({});
const snapshot = this.parseOrderBook (data, symbol, timestamp, 'bids', 'asks');
snapshot['nonce'] = incrementalId;
storedOrderBook.reset (snapshot);
this.options['orderbook'][symbol] = {
'incrementalId': incrementalId,
};
this.orderbooks[symbol] = storedOrderBook;
client.resolve (storedOrderBook, messageHash);
}
pairToSymbol (pair) {
const parts = pair.split (':');
const baseId = this.safeString (parts, 0);
const quoteId = this.safeString (parts, 1);
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const symbol = base + '/' + quote;
return symbol;
}
handleOrderBookUpdate (client, message) {
//
// {
// e: 'md_update',
// data: {
// id: 616267121,
// pair: 'BTC:USDT',
// time: 1663762031719,
// bids: [],
// asks: [
// [122, 23]
// ]
// }
// }
//
const data = this.safeValue (message, 'data', {});
const incrementalId = this.safeNumber (data, 'id');
const pair = this.safeString (data, 'pair', '');
const symbol = this.pairToSymbol (pair);
const storedOrderBook = this.safeValue (this.orderbooks, symbol);
if (incrementalId !== storedOrderBook['nonce'] + 1) {
throw new ExchangeError (this.id + ' watchOrderBook() skipped a message');
}
const messageHash = 'orderbook:' + symbol;
const timestamp = this.safeInteger (data, 'time');
const asks = this.safeValue (data, 'asks', []);
const bids = this.safeValue (data, 'bids', []);
this.handleDeltas (storedOrderBook['asks'], asks);
this.handleDeltas (storedOrderBook['bids'], bids);
storedOrderBook['timestamp'] = timestamp;
storedOrderBook['datetime'] = this.iso8601 (timestamp);
storedOrderBook['nonce'] = incrementalId;
client.resolve (storedOrderBook, messageHash);
}
handleDelta (bookside, delta) {
const bidAsk = this.parseBidAsk (delta, 0, 1);
bookside.storeArray (bidAsk);
}
handleDeltas (bookside, deltas) {
for (let i = 0; i < deltas.length; i++) {
this.handleDelta (bookside, deltas[i]);
}
}
async watchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name cex#watchOHLCV
* @see https://cex.io/websocket-api#minute-data
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market. It will return the last 120 minutes with the selected timeframe and then 1m candle updates after that.
* @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 cex 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 messageHash = 'ohlcv:' + symbol;
const url = this.urls['api']['ws'];
const request = {
'e': 'init-ohlcv',
'i': timeframe,
'rooms': [
'pair-' + market['baseId'] + '-' + market['quoteId'],
],
};
const ohlcv = await this.watch (url, messageHash, this.extend (request, params), messageHash);
if (this.newUpdates) {
limit = ohlcv.getLimit (symbol, limit);
}
return this.filterBySinceLimit (ohlcv, since, limit, 0, true);
}
handleInitOHLCV (client, message) {
//
// {
// e: 'init-ohlcv-data',
// data: [
// [
// 1663660680,
// '19396.4',
// '19396.4',
// '19396.4',
// '19396.4',
// '1262861'
// ],
// ...
// ],
// pair: 'BTC:USDT'
// }
//
const pair = this.safeString (message, 'pair');
const parts = pair.split (':');
const baseId = this.safeString (parts, 0);
const quoteId = this.safeString (parts, 1);
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const symbol = base + '/' + quote;
const market = this.safeMarket (symbol);
const messageHash = 'ohlcv:' + symbol;
const data = this.safeValue (message, 'data', []);
const limit = this.safeInteger (this.options, 'OHLCVLimit', 1000);
const stored = new ArrayCacheByTimestamp (limit);
const sorted = this.sortBy (data, 0);
for (let i = 0; i < sorted.length; i++) {
stored.append (this.parseOHLCV (sorted[i], market));
}
this.ohlcvs[symbol] = stored;
client.resolve (stored, messageHash);
}
handleOHLCV24 (client, message) {
//
// {
// e: 'ohlcv24',
// data: [ '18793.2', '19630', '18793.2', '19104.1', '314157273' ],
// pair: 'BTC:USDT'
// }
//
return message;
}
handleOHLCV1m (client, message) {
//
// {
// e: 'ohlcv1m',
// data: {
// pair: 'BTC:USD',
// time: '1665436800',
// o: '19279.6',
// h: '19279.6',
// l: '19266.7',
// c: '19266.7',
// v: 3343884,
// d: 3343884
// }
// }
//
const data = this.safeValue (message, 'data', {});
const pair = this.safeString (data, 'pair');
const symbol = this.pairToSymbol (pair);
const messageHash = 'ohlcv:' + symbol;
const ohlcv = [
this.safeTimestamp (data, 'time'),
this.safeNumber (data, 'o'),
this.safeNumber (data, 'h'),
this.safeNumber (data, 'l'),
this.safeNumber (data, 'c'),
this.safeNumber (data, 'v'),
];
const stored = this.safeValue (this.ohlcvs, symbol);
stored.append (ohlcv);
client.resolve (stored, messageHash);
}
handleOHLCV (client, message) {
//
// {
// e: 'ohlcv',
// data: [
// [1665461100, '19068.2', '19068.2', '19068.2', '19068.2', 268478]
// ],
// pair: 'BTC:USD'
// }
//
const data = this.safeValue (message, 'data', []);
const pair = this.safeString (message, 'pair');
const symbol = this.pairToSymbol (pair);
const messageHash = 'ohlcv:' + symbol;
const stored = this.safeValue (this.ohlcvs, symbol);
for (let i = 0; i < data.length; i++) {
const ohlcv = [
this.safeTimestamp (data[i], 0),
this.safeNumber (data[i], 1),
this.safeNumber (data[i], 2),
this.safeNumber (data[i], 3),
this.safeNumber (data[i], 4),
this.safeNumber (data[i], 5),
];
stored.append (ohlcv);
}
if (data.length > 0) {
client.resolve (stored, messageHash);
}
}
handleConnected (client, message) {
//
// {
// "e": "connected"
// }
//
return message;
}
handleErrorMessage (client, message) {
//
// {
// e: 'get-balance',
// data: { error: 'Please Login' },
// oid: 1,
// ok: 'error'
// }
//
throw new ExchangeError (this.id + ' ' + this.json (message));
}
handleMessage (client, message) {
const ok = this.safeString (message, 'ok');
if (ok === 'error') {
return this.handleErrorMessage (client, message);
}
const event = this.safeString (message, 'e');
const handlers = {
'auth': this.handleAuthenticationMessage,
'connected': this.handleConnected,
'tick': this.handleTicker,
'ticker': this.handleTicker,
'init-ohlcv-data': this.handleInitOHLCV,
'ohlcv24': this.handleOHLCV24,
'ohlcv1m': this.handleOHLCV1m,
'ohlcv': this.handleOHLCV,
'get-balance': this.handleBalance,
'order-book-subscribe': this.handleOrderBookSnapshot,
'md_update': this.handleOrderBookUpdate,
'open-orders': this.handleOrdersSnapshot,
'order': this.handleOrderUpdate,
'history-update': this.handleTrade,
'history': this.handleTradesSnapshot,
'tx': this.handleTransaction,
};
const handler = this.safeValue (handlers, event);
if (handler !== undefined) {
return handler.call (this, client, message);
}
return message;
}
handleAuthenticationMessage (client, message) {
//
// {
// "e": "auth",
// "data": {
// "ok": "ok"
// },
// "ok": "ok",
// "timestamp":1448034593
// }
//
const future = this.safeValue (client.futures, 'authenticated');
if (future !== undefined) {
future.resolve (true);
}
}
async authenticate (params = {}) {
const url = this.urls['api']['ws'];
const client = this.client (url);
const messageHash = 'authenticated';
const future = client.future ('authenticated');
const authenticated = this.safeValue (client.subscriptions, messageHash);
if (authenticated === undefined) {
this.checkRequiredCredentials ();
const nonce = this.seconds ().toString ();
const auth = nonce + this.apiKey;
const signature = this.hmac (this.encode (auth), this.encode (this.secret));
const request = {
'e': 'auth',
'auth': {
'key': this.apiKey,
'signature': signature.toUpperCase (),
'timestamp': nonce,
},
};
this.spawn (this.watch, url, messageHash, this.extend (request, params), messageHash);
}
return await future;
}
};