sfccxt
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
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JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Precise = require ('../base/Precise');
const coinexRest = require ('../coinex.js');
const { AuthenticationError, BadRequest, ExchangeNotAvailable, NotSupported, RequestTimeout, ExchangeError } = require ('../base/errors');
const { ArrayCache, ArrayCacheByTimestamp, ArrayCacheBySymbolById } = require ('./base/Cache');
// ---------------------------------------------------------------------------
module.exports = class coinex extends coinexRest {
describe () {
return this.deepExtend (super.describe (), {
'has': {
'ws': true,
'watchBalance': true,
'watchTicker': true,
'watchTickers': false,
'watchTrades': true,
'watchMyTrades': false, // can query but can't subscribe
'watchOrders': true,
'watchOrderBook': true,
'watchOHLCV': false, // only for swap markets
},
'urls': {
'api': {
'ws': {
'spot': 'wss://socket.coinex.com/',
'swap': 'wss://perpetual.coinex.com/',
},
},
},
'options': {
'account': 'spot',
'watchOrderBook': {
'limits': [ 5, 10, 20, 50 ],
'defaultLimit': 50,
'aggregations': [ '10', '1', '0', '0.1', '0.01' ],
'defaultAggregation': '0',
},
},
'streaming': {
},
'exceptions': {
'codes': {
'1': BadRequest, // Parameter error
'2': ExchangeError, // Internal error
'3': ExchangeNotAvailable, // Service unavailable
'4': NotSupported, // Method unavailable
'5': RequestTimeout, // Service timeout
'6': AuthenticationError, // Permission denied
},
},
'timeframes': {
'1m': 60,
'3m': 180,
'5m': 300,
'15m': 900,
'30m': 1800,
'1h': 3600,
'2h': 7200,
'4h': 14400,
'6h': 21600,
'12h': 43200,
'1d': 86400,
'3d': 259200,
'1w': 604800,
},
});
}
requestId () {
const requestId = this.sum (this.safeInteger (this.options, 'requestId', 0), 1);
this.options['requestId'] = requestId;
return requestId;
}
handleTicker (client, message) {
//
// spot
//
// {
// method: 'state.update',
// params: [{
// BTCUSDT: {
// last: '31577.89',
// open: '29318.36',
// close: '31577.89',
// high: '32222.19',
// low: '29317.21',
// volume: '630.43024965',
// sell_total: '13.66143951',
// buy_total: '2.76410939',
// period: 86400,
// deal: '19457487.84611409070000000000'
// }
// }]
// }
//
// swap
//
// {
// method: 'state.update',
// params: [{
// BTCUSDT: {
// period: 86400,
// funding_time: 422,
// position_amount: '285.6246',
// funding_rate_last: '-0.00097933',
// funding_rate_next: '0.00022519',
// funding_rate_predict: '0.00075190',
// insurance: '17474289.49925859030905338270',
// last: '31570.08',
// sign_price: '31568.09',
// index_price: '31561.85000000',
// open: '29296.11',
// close: '31570.08',
// high: '32463.40',
// low: '29296.11',
// volume: '8774.7318',
// deal: '270675177.827928219109030017258398',
// sell_total: '19.2230',
// buy_total: '25.7814'
// }
// }]
// }
//
const params = this.safeValue (message, 'params', []);
const first = this.safeValue (params, 0, {});
const keys = Object.keys (first);
const marketId = this.safeString (keys, 0);
const symbol = this.safeSymbol (marketId);
const ticker = this.safeValue (first, marketId, {});
const market = this.safeMarket (marketId);
const parsedTicker = this.parseWSTicker (ticker, market);
const messageHash = 'ticker:' + symbol;
this.tickers[symbol] = parsedTicker;
client.resolve (parsedTicker, messageHash);
}
parseWSTicker (ticker, market = undefined) {
//
// spot
//
// {
// last: '31577.89',
// open: '29318.36',
// close: '31577.89',
// high: '32222.19',
// low: '29317.21',
// volume: '630.43024965',
// sell_total: '13.66143951',
// buy_total: '2.76410939',
// period: 86400,
// deal: '19457487.84611409070000000000'
// }
//
// swap
//
// {
// period: 86400,
// funding_time: 422,
// position_amount: '285.6246',
// funding_rate_last: '-0.00097933',
// funding_rate_next: '0.00022519',
// funding_rate_predict: '0.00075190',
// insurance: '17474289.49925859030905338270',
// last: '31570.08',
// sign_price: '31568.09',
// index_price: '31561.85000000',
// open: '29296.11',
// close: '31570.08',
// high: '32463.40',
// low: '29296.11',
// volume: '8774.7318',
// deal: '270675177.827928219109030017258398',
// sell_total: '19.2230',
// buy_total: '25.7814'
// }
//
return this.safeTicker ({
'symbol': this.safeSymbol (undefined, market),
'timestamp': undefined,
'datetime': undefined,
'high': this.safeString (ticker, 'high'),
'low': this.safeString (ticker, 'low'),
'bid': undefined,
'bidVolume': this.safeString (ticker, 'buy_total'),
'ask': undefined,
'askVolume': this.safeString (ticker, 'sell_total'),
'vwap': undefined,
'open': this.safeString (ticker, 'open'),
'close': this.safeString (ticker, 'close'),
'last': this.safeString (ticker, 'last'),
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': this.safeString (ticker, 'volume'),
'quoteVolume': this.safeString (ticker, 'deal'),
'info': ticker,
}, market);
}
async watchBalance (params = {}) {
/**
* @method
* @name coinex#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 coinex api endpoint
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/en/latest/manual.html?#balance-structure}
*/
await this.loadMarkets ();
await this.authenticate (params);
const messageHash = 'balance';
let type = undefined;
[ type, params ] = this.handleMarketTypeAndParams ('watchBalance', undefined, params);
const url = this.urls['api']['ws'][type];
const currencies = Object.keys (this.currencies_by_id);
const subscribe = {
'method': 'asset.subscribe',
'params': currencies,
'id': this.requestId (),
};
const request = this.deepExtend (subscribe, params);
return await this.watch (url, messageHash, request, messageHash);
}
handleBalance (client, message) {
//
// {
// "method": "asset.update",
// "params": [
// {
// "BTC": {
// "available": "250",
// "frozen": "10",
// }
// }
// ],
// "id": null
// }
//
const params = this.safeValue (message, 'params', []);
const first = this.safeValue (params, 0, {});
const currencies = Object.keys (first);
for (let i = 0; i < currencies.length; i++) {
const currencyId = currencies[i];
const code = this.safeCurrencyCode (currencyId);
const available = this.safeString (first[currencyId], 'available');
const frozen = this.safeString (first[currencyId], 'frozen');
const total = Precise.stringAdd (available, frozen);
const account = this.account ();
account['free'] = this.parseNumber (available);
account['used'] = this.parseNumber (frozen);
account['total'] = this.parseNumber (total);
this.balance[code] = account;
this.balance = this.safeBalance (this.balance);
}
const messageHash = 'balance';
client.resolve (this.balance, messageHash);
}
handleTrades (client, message) {
//
// {
// "method": "deals.update",
// "params": [
// "BTCUSD",
// [{
// "type": "sell",
// "time": 1496458040.059284,
// "price ": "46444.74",
// "id": 29433,
// "amount": "0.00120000"
// }]
// ],
// "id": null
// }
//
const params = this.safeValue (message, 'params', []);
const marketId = this.safeString (params, 0);
const trades = this.safeValue (params, 1, []);
const market = this.safeMarket (marketId);
const symbol = this.safeSymbol (marketId);
const messageHash = 'trades:' + 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;
}
for (let i = 0; i < trades.length; i++) {
const trade = trades[i];
const parsed = this.parseWSTrade (trade, market);
stored.append (parsed);
}
this.trades[symbol] = stored;
client.resolve (this.trades[symbol], messageHash);
}
parseWSTrade (trade, market = undefined) {
//
// {
// "type": "sell",
// "time": 1496458040.059284,
// "price ": "46444.74",
// "id": 29433,
// "amount": "0.00120000"
// }
//
const timestamp = this.safeTimestamp (trade, 'time');
return this.safeTrade ({
'id': this.safeString (trade, 'id'),
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': this.safeSymbol (undefined, market),
'order': undefined,
'type': undefined,
'side': this.safeString (trade, 'type'),
'takerOrMaker': undefined,
'price': this.safeString (trade, 'price'),
'amount': this.safeString (trade, 'amount'),
'cost': undefined,
'fee': undefined,
}, market);
}
handleOHLCV (client, message) {
//
// {
// method: 'kline.update',
// params: [
// [
// 1654019640, // timestamp
// '32061.99', // open
// '32061.28', // close
// '32061.99', // high
// '32061.28', // low
// '0.1285', // amount base
// '4119.943736' // amount quote
// ]
// ],
// id: null
// }
//
const candles = this.safeValue (message, 'params', []);
const messageHash = 'ohlcv';
const ohlcvs = this.parseOHLCVs (candles);
if (Object.keys (this.ohlcvs).length === 0) {
const limit = this.safeInteger (this.options, 'OHLCVLimit', 1000);
this.ohlcvs = new ArrayCacheByTimestamp (limit);
}
for (let i = 0; i < ohlcvs.length; i++) {
const candle = ohlcvs[i];
this.ohlcvs.append (candle);
}
client.resolve (this.ohlcvs, messageHash);
}
async watchTicker (symbol, params = {}) {
/**
* @method
* @name coinex#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 coinex api endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/en/latest/manual.html#ticker-structure}
*/
await this.loadMarkets ();
const market = this.market (symbol);
let type = undefined;
[ type, params ] = this.handleMarketTypeAndParams ('watchTicker', market, params);
const url = this.urls['api']['ws'][type];
const messageHash = 'ticker:' + symbol;
const subscribe = {
'method': 'state.subscribe',
'id': this.requestId (),
'params': [
market['id'],
],
};
const request = this.deepExtend (subscribe, params);
return await this.watch (url, messageHash, request, messageHash, request);
}
async watchTrades (symbol, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name coinex#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 coinex 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'];
let type = undefined;
[ type, params ] = this.handleMarketTypeAndParams ('watchTrades', market, params);
const url = this.urls['api']['ws'][type];
const messageHash = 'trades:' + symbol;
const message = {
'method': 'deals.subscribe',
'params': [
market['id'],
],
'id': this.requestId (),
};
const request = this.deepExtend (message, params);
const trades = await this.watch (url, messageHash, request, messageHash, request);
return this.filterBySinceLimit (trades, since, limit, 'timestamp', true);
}
async watchOrderBook (symbol, limit = undefined, params = {}) {
/**
* @method
* @name coinex#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 coinex 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'];
let type = undefined;
[ type, params ] = this.handleMarketTypeAndParams ('watchOrderBook', market, params);
const url = this.urls['api']['ws'][type];
const name = 'orderbook';
const messageHash = name + ':' + symbol;
const options = this.safeValue (this.options, 'watchOrderBook', {});
const limits = this.safeValue (options, 'limits', []);
if (limit === undefined) {
limit = this.safeValue (options, 'defaultLimit', 50);
}
if (!this.inArray (limit, limits)) {
throw new NotSupported (this.id + ' watchOrderBook() limit must be one of ' + limits.join (', '));
}
const defaultAggregation = this.safeString (options, 'defaultAggregation', '0');
const aggregations = this.safeValue (options, 'aggregations', []);
const aggregation = this.safeString (params, 'aggregation', defaultAggregation);
if (!this.inArray (aggregation, aggregations)) {
throw new NotSupported (this.id + ' watchOrderBook() aggregation must be one of ' + aggregations.join (', '));
}
params = this.omit (params, 'aggregation');
const subscribe = {
'method': 'depth.subscribe',
'id': this.requestId (),
'params': [
market['id'],
limit,
aggregation,
true,
],
};
const request = this.deepExtend (subscribe, params);
const orderbook = await this.watch (url, messageHash, request, messageHash);
return orderbook.limit ();
}
async watchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name coinex#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 coinex 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';
let type = undefined;
[ type, params ] = this.handleMarketTypeAndParams ('watchOHLCV', market, params);
if (type !== 'swap') {
throw new NotSupported (this.id + ' watchOHLCV() is only supported for swap markets');
}
const url = this.urls['api']['ws'][type];
const subscribe = {
'method': 'kline.subscribe',
'id': this.requestId (),
'params': [
market['id'],
this.safeInteger (this.timeframes, timeframe, timeframe),
],
};
const request = this.deepExtend (subscribe, params);
const ohlcvs = await this.watch (url, messageHash, request, messageHash);
if (this.newUpdates) {
limit = ohlcvs.getLimit (symbol, limit);
}
return this.filterBySinceLimit (ohlcvs, since, limit, 0, true);
}
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]);
}
}
handleOrderBook (client, message) {
//
// {
// "method": "depth.update",
// "params": [
// false,
// {
// "asks": [
// ["46350.52", "1.07871851"],
// ...
// ],
// "bids": [
// ["46349.61", "0.04000000"],
// ...
// ],
// "last": "46349.93",
// "time": 1639987469166,
// "checksum": 1533284725
// },
// "BTCUSDT"
// ],
// "id": null
// }
//
const params = this.safeValue (message, 'params', []);
const fullOrderBook = this.safeValue (params, 0);
let orderBook = this.safeValue (params, 1);
const marketId = this.safeString (params, 2);
const market = this.safeMarket (marketId);
const symbol = market['symbol'];
const name = 'orderbook';
const messageHash = name + ':' + symbol;
const timestamp = this.safeNumber (orderBook, 'time');
const currentOrderBook = this.safeValue (this.orderbooks, symbol);
if (fullOrderBook) {
const snapshot = this.parseOrderBook (orderBook, symbol, timestamp);
if (currentOrderBook === undefined) {
orderBook = this.orderBook (snapshot);
this.orderbooks[symbol] = orderBook;
} else {
orderBook = this.orderbooks[symbol];
orderBook.reset (snapshot);
}
} else {
const asks = this.safeValue (orderBook, 'asks', []);
const bids = this.safeValue (orderBook, 'bids', []);
this.handleDeltas (currentOrderBook['asks'], asks);
this.handleDeltas (currentOrderBook['bids'], bids);
currentOrderBook['nonce'] = timestamp;
currentOrderBook['timestamp'] = timestamp;
currentOrderBook['datetime'] = this.iso8601 (timestamp);
this.orderbooks[symbol] = currentOrderBook;
}
// this.checkOrderBookChecksum (this.orderbooks[symbol]);
client.resolve (this.orderbooks[symbol], messageHash);
}
checkOrderBookChecksum (orderBook) {
const asks = this.safeValue (orderBook, 'asks', []);
const bids = this.safeValue (orderBook, 'bids', []);
let string = '';
const bidsLength = bids.length;
for (let i = 0; i < bidsLength; i++) {
const bid = bids[i];
if (i !== 0) {
string += ':';
}
string += bid[0] + ':' + bid[1];
}
const asksLength = asks.length;
for (let i = 0; i < asksLength; i++) {
const ask = asks[i];
if (bidsLength !== 0) {
string += ':';
}
string += ask[0] + ':' + ask[1];
}
const signedString = this.hash (string, 'cr32', 'hex');
const checksum = this.safeString (orderBook, 'checksum');
if (checksum !== signedString) {
throw new ExchangeError (this.id + ' watchOrderBook () checksum failed');
}
}
async watchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
await this.authenticate (params);
let messageHash = 'orders';
let market = undefined;
const [ type, query ] = this.handleMarketTypeAndParams ('watchOrders', market, params);
const message = {
'method': 'order.subscribe',
'id': this.requestId (),
};
if (symbol !== undefined) {
market = this.market (symbol);
symbol = market['symbol'];
message['params'] = [ market['id'] ];
messageHash += ':' + symbol;
} else {
// deprecated usage of markets_by_id...
const markets = Object.keys (this.markets_by_id);
message['params'] = markets;
}
const url = this.urls['api']['ws'][type];
const request = this.deepExtend (message, query);
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);
}
handleOrders (client, message) {
//
// spot
//
// {
// method: 'order.update',
// params: [
// 1,
// {
// id: 77782469357,
// type: 1,
// side: 2,
// user: 1849116,
// account: 0,
// option: 2,
// ctime: 1653961043.048967,
// mtime: 1653961043.048967,
// market: 'BTCUSDT',
// source: 'web',
// client_id: '',
// price: '1.00',
// amount: '1.00000000',
// taker_fee: '0.0020',
// maker_fee: '0.0020',
// left: '1.00000000',
// deal_stock: '0',
// deal_money: '0',
// money_fee: '0',
// stock_fee: '0',
// asset_fee: '0',
// fee_discount: '1',
// last_deal_amount: '0',
// last_deal_price: '0',
// last_deal_time: 0,
// last_deal_id: 0,
// last_role: 0,
// fee_asset: null,
// stop_id: 0
// }
// ],
// id: null
// }
//
// swap
//
// {
// method: 'order.update',
// params: [
// 1,
// {
// order_id: 23423462821,
// position_id: 0,
// stop_id: 0,
// market: 'BTCUSDT',
// type: 1,
// side: 2,
// target: 0,
// effect_type: 1,
// user_id: 1849116,
// create_time: 1653961509.25049,
// update_time: 1653961509.25049,
// source: 'web',
// price: '1.00',
// amount: '1.0000',
// taker_fee: '0.00050',
// maker_fee: '0.00030',
// left: '1.0000',
// deal_stock: '0.00000000000000000000',
// deal_fee: '0.00000000000000000000',
// deal_profit: '0.00000000000000000000',
// last_deal_amount: '0.00000000000000000000',
// last_deal_price: '0.00000000000000000000',
// last_deal_time: 0,
// last_deal_id: 0,
// last_deal_type: 0,
// last_deal_role: 0,
// client_id: '',
// fee_asset: '',
// fee_discount: '0.00000000000000000000',
// deal_asset_fee: '0.00000000000000000000',
// leverage: '3',
// position_type: 2
// }
// ],
// id: null
// }
//
const params = this.safeValue (message, 'params', []);
const order = this.safeValue (params, 1, {});
const parsedOrder = this.parseWSOrder (order);
if (this.orders === undefined) {
const limit = this.safeInteger (this.options, 'ordersLimit', 1000);
this.orders = new ArrayCacheBySymbolById (limit);
}
this.orders.append (parsedOrder);
let messageHash = 'orders';
client.resolve (this.orders, messageHash);
messageHash += ':' + parsedOrder['symbol'];
client.resolve (this.orders, messageHash);
}
parseWSOrder (order) {
//
// spot
//
// {
// id: 77782469357,
// type: 1,
// side: 2,
// user: 1849116,
// account: 0,
// option: 2,
// ctime: 1653961043.048967,
// mtime: 1653961043.048967,
// market: 'BTCUSDT',
// source: 'web',
// client_id: '',
// price: '1.00',
// amount: '1.00000000',
// taker_fee: '0.0020',
// maker_fee: '0.0020',
// left: '1.00000000',
// deal_stock: '0',
// deal_money: '0',
// money_fee: '0',
// stock_fee: '0',
// asset_fee: '0',
// fee_discount: '1',
// last_deal_amount: '0',
// last_deal_price: '0',
// last_deal_time: 0,
// last_deal_id: 0,
// last_role: 0,
// fee_asset: null,
// stop_id: 0
// }
//
// swap
//
// {
// order_id: 23423462821,
// position_id: 0,
// stop_id: 0,
// market: 'BTCUSDT',
// type: 1,
// side: 2,
// target: 0,
// effect_type: 1,
// user_id: 1849116,
// create_time: 1653961509.25049,
// update_time: 1653961509.25049,
// source: 'web',
// price: '1.00',
// amount: '1.0000',
// taker_fee: '0.00050',
// maker_fee: '0.00030',
// left: '1.0000',
// deal_stock: '0.00000000000000000000',
// deal_fee: '0.00000000000000000000',
// deal_profit: '0.00000000000000000000',
// last_deal_amount: '0.00000000000000000000',
// last_deal_price: '0.00000000000000000000',
// last_deal_time: 0,
// last_deal_id: 0,
// last_deal_type: 0,
// last_deal_role: 0,
// client_id: '',
// fee_asset: '',
// fee_discount: '0.00000000000000000000',
// deal_asset_fee: '0.00000000000000000000',
// leverage: '3',
// position_type: 2
// }
//
// order.update_stop
//
// {
// id: 78006745870,
// type: 1,
// side: 2,
// user: 1849116,
// account: 1,
// option: 70,
// direction: 1,
// ctime: 1654171725.131976,
// mtime: 1654171725.131976,
// market: 'BTCUSDT',
// source: 'web',
// client_id: '',
// stop_price: '1.00',
// price: '1.00',
// amount: '1.00000000',
// taker_fee: '0.0020',
// maker_fee: '0.0020',
// fee_discount: '1',
// fee_asset: null,
// status: 0
// }
//
const timestamp = this.safeTimestamp2 (order, 'update_time', 'mtime');
const marketId = this.safeString (order, 'market');
const typeCode = this.safeString (order, 'type');
const type = this.safeString ({
'1': 'limit',
'2': 'market',
}, typeCode);
const sideCode = this.safeString (order, 'side');
const side = this.safeString ({
'1': 'sell',
'2': 'buy',
}, sideCode);
const remaining = this.safeString (order, 'left');
const amount = this.safeString (order, 'amount');
const status = this.safeString (order, 'status');
const market = this.safeMarket (marketId);
let cost = this.safeString (order, 'deal_money');
let filled = this.safeString (order, 'deal_stock');
let average = undefined;
if (market['swap']) {
const leverage = this.safeString (order, 'leverage');
cost = Precise.stringDiv (filled, leverage);
average = Precise.stringDiv (filled, amount);
filled = undefined;
}
let fee = undefined;
const feeCost = this.omitZero (this.safeString (order, 'money_fee'));
if (feeCost !== undefined) {
const feeCurrencyId = this.safeString (order, 'fee_asset', market['quote']);
fee = {
'currency': this.safeCurrencyCode (feeCurrencyId),
'cost': feeCost,
};
}
return this.safeOrder ({
'info': order,
'id': this.safeString2 (order, 'order_id', 'id'),
'clientOrderId': this.safeString (order, 'client_id'),
'datetime': this.iso8601 (timestamp),
'timestamp': timestamp,
'lastTradeTimestamp': this.safeTimestamp (order, 'last_deal_time'),
'symbol': market['symbol'],
'type': type === 1 ? 'limit' : 'market',
'timeInForce': undefined,
'postOnly': undefined,
'side': side,
'price': this.safeString (order, 'price'),
'stopPrice': this.safeString (order, 'stop_price'),
'amount': amount,
'filled': filled,
'remaining': remaining,
'cost': cost,
'average': average,
'status': this.parseWSOrderStatus (status),
'fee': fee,
'trades': undefined,
}, market);
}
parseWSOrderStatus (status) {
const statuses = {
'0': 'pending',
'1': 'ok',
};
return this.safeString (statuses, status, status);
}
handleMessage (client, message) {
const error = this.safeValue (message, 'error');
if (error !== undefined) {
throw new ExchangeError (this.id + ' ' + this.json (error));
}
const method = this.safeString (message, 'method');
const handlers = {
'state.update': this.handleTicker,
'asset.update': this.handleBalance,
'deals.update': this.handleTrades,
'depth.update': this.handleOrderBook,
'order.update': this.handleOrders,
'kline.update': this.handleOHLCV,
'order.update_stop': this.handleOrders,
};
const handler = this.safeValue (handlers, method);
if (handler !== undefined) {
return handler.call (this, client, message);
}
return this.handleSubscriptionStatus (client, message);
}
handleAuthenticationMessage (client, message) {
//
// {
// error: null,
// result: {
// status: 'success'
// },
// id: 1
// }
//
const future = this.safeValue (client.futures, 'authenticated');
if (future !== undefined) {
future.resolve (true);
}
return message;
}
handleSubscriptionStatus (client, message) {
const id = this.safeString (message, 'id');
const subscription = this.safeValue (client.subscriptions, id);
if (subscription !== undefined) {
const futureIndex = this.safeString (subscription, 'future');
const future = this.safeValue (client.futures, futureIndex);
if (future !== undefined) {
future.resolve (true);
}
delete client.subscriptions[id];
}
}
authenticate (params = {}) {
let type = undefined;
[ type, params ] = this.handleMarketTypeAndParams ('authenticate', undefined, params);
const url = this.urls['api']['ws'][type];
const client = this.client (url);
const time = this.milliseconds ();
if (type === 'spot') {
const messageHash = 'authenticated:spot';
const authenticated = this.safeValue (client.futures, messageHash);
if (authenticated !== undefined) {
return;
}
const future = client.future (messageHash);
const requestId = this.requestId ();
const subscribe = {
'id': requestId,
'future': 'authenticated:spot',
};
const signData = 'access_id=' + this.apiKey + '&tonce=' + this.numberToString (time) + '&secret_key=' + this.secret;
const hash = this.hash (this.encode (signData), 'md5');
const request = {
'method': 'server.sign',
'params': [
this.apiKey,
hash.toUpperCase (),
time,
],
'id': requestId,
};
this.spawn (this.watch, url, messageHash, request, requestId, subscribe);
return future;
} else {
const messageHash = 'authenticated:swap';
const authenticated = this.safeValue (client.futures, messageHash);
if (authenticated !== undefined) {
return;
}
const future = client.future ('authenticated:swap');
const requestId = this.requestId ();
const subscribe = {
'id': requestId,
'future': 'authenticated:swap',
};
const signData = 'access_id=' + this.apiKey + '×tamp=' + this.numberToString (time) + '&secret_key=' + this.secret;
const hash = this.hash (this.encode (signData), 'sha256', 'hex');
const request = {
'method': 'server.sign',
'params': [
this.apiKey,
hash.toLowerCase (),
time,
],
'id': requestId,
};
this.spawn (this.watch, url, messageHash, request, requestId, subscribe);
return future;
}
}
};