sfccxt
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
608 lines (582 loc) • 25 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const cryptocomRest = require ('../cryptocom.js');
const { AuthenticationError, NotSupported } = require ('../base/errors');
const { ArrayCache, ArrayCacheByTimestamp, ArrayCacheBySymbolById } = require ('./base/Cache');
// ---------------------------------------------------------------------------
module.exports = class cryptocom extends cryptocomRest {
describe () {
return this.deepExtend (super.describe (), {
'has': {
'ws': true,
'watchBalance': true,
'watchTicker': true,
'watchTickers': false, // for now
'watchMyTrades': true,
'watchTrades': true,
'watchOrderBook': true,
'watchOrders': true,
'watchOHLCV': true,
},
'urls': {
'api': {
'ws': {
'public': 'wss://stream.crypto.com/v2/market',
'private': 'wss://stream.crypto.com/v2/user',
},
},
'test': {
'public': 'wss://uat-stream.3ona.co/v2/market',
'private': 'wss://uat-stream.3ona.co/v2/user',
},
},
'options': {
},
'streaming': {
},
});
}
async pong (client, message) {
// {
// "id": 1587523073344,
// "method": "public/heartbeat",
// "code": 0
// }
await client.send ({ 'id': this.safeInteger (message, 'id'), 'method': 'public/respond-heartbeat' });
}
async watchOrderBook (symbol, limit = undefined, params = {}) {
/**
* @method
* @name cryptocom#watchOrderBook
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://exchange-docs.crypto.com/spot/index.html#book-instrument_name-depth
* @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 cryptocom 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);
if (!market['spot']) {
throw new NotSupported (this.id + ' watchOrderBook() supports spot markets only');
}
const messageHash = 'book' + '.' + market['id'];
const orderbook = await this.watchPublic (messageHash, params);
return orderbook.limit ();
}
handleOrderBookSnapshot (client, message) {
// full snapshot
//
// {
// "instrument_name":"LTC_USDT",
// "subscription":"book.LTC_USDT.150",
// "channel":"book",
// "depth":150,
// "data": [
// {
// 'bids': [
// [122.21, 0.74041, 4]
// ],
// 'asks': [
// [122.29, 0.00002, 1]
// ]
// 't': 1648123943803,
// 's':754560122
// }
// ]
// }
//
const messageHash = this.safeString (message, 'subscription');
const marketId = this.safeString (message, 'instrument_name');
const market = this.safeMarket (marketId);
const symbol = market['symbol'];
let data = this.safeValue (message, 'data');
data = this.safeValue (data, 0);
const timestamp = this.safeInteger (data, 't');
const snapshot = this.parseOrderBook (data, symbol, timestamp);
snapshot['nonce'] = this.safeInteger (data, 's');
let orderbook = this.safeValue (this.orderbooks, symbol);
if (orderbook === undefined) {
const limit = this.safeInteger (message, 'depth');
orderbook = this.orderBook ({}, limit);
}
orderbook.reset (snapshot);
this.orderbooks[symbol] = orderbook;
client.resolve (orderbook, messageHash);
}
async watchTrades (symbol, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name cryptocom#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 cryptocom 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'];
if (!market['spot']) {
throw new NotSupported (this.id + ' watchTrades() supports spot markets only');
}
const messageHash = 'trade' + '.' + market['id'];
const trades = await this.watchPublic (messageHash, params);
if (this.newUpdates) {
limit = trades.getLimit (symbol, limit);
}
return this.filterBySinceLimit (trades, since, limit, 'timestamp', true);
}
handleTrades (client, message) {
//
// {
// code: 0,
// method: 'subscribe',
// result: {
// instrument_name: 'BTC_USDT',
// subscription: 'trade.BTC_USDT',
// channel: 'trade',
// data: [
// {
// "dataTime":1648122434405,
// "d":"2358394540212355488",
// "s":"SELL",
// "p":42980.85,
// "q":0.002325,
// "t":1648122434404,
// "i":"BTC_USDT"
// }
// (...)
// ]
// }
//
const channel = this.safeString (message, 'channel');
const marketId = this.safeString (message, 'instrument_name');
const symbolSpecificMessageHash = this.safeString (message, 'subscription');
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', []);
const parsedTrades = this.parseTrades (data, market);
for (let j = 0; j < parsedTrades.length; j++) {
stored.append (parsedTrades[j]);
}
client.resolve (stored, symbolSpecificMessageHash);
client.resolve (stored, channel);
}
async watchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name cryptocom#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 cryptocom api endpoint
* @returns {[object]} a list of [order structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure
*/
await this.loadMarkets ();
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
symbol = market['symbol'];
}
const defaultType = this.safeString (this.options, 'defaultType', 'spot');
let messageHash = (defaultType === 'margin') ? 'user.margin.trade' : 'user.trade';
messageHash = (market !== undefined) ? (messageHash + '.' + market['id']) : messageHash;
const trades = await this.watchPrivate (messageHash, params);
if (this.newUpdates) {
limit = trades.getLimit (symbol, limit);
}
return this.filterBySymbolSinceLimit (trades, symbol, since, limit, true);
}
async watchTicker (symbol, params = {}) {
/**
* @method
* @name cryptocom#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 cryptocom 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);
if (!market['spot']) {
throw new NotSupported (this.id + ' watchTicker() supports spot markets only');
}
const messageHash = 'ticker' + '.' + market['id'];
return await this.watchPublic (messageHash, params);
}
handleTicker (client, message) {
//
// {
// "info":{
// "instrument_name":"BTC_USDT",
// "subscription":"ticker.BTC_USDT",
// "channel":"ticker",
// "data":[
// {
// "i":"BTC_USDT",
// "b":43063.19,
// "k":43063.2,
// "a":43063.19,
// "t":1648121165658,
// "v":43573.912409,
// "h":43498.51,
// "l":41876.58,
// "c":1087.43
// }
// ]
// }
// }
//
const messageHash = this.safeString (message, 'subscription');
const marketId = this.safeString (message, 'instrument_name');
const market = this.safeMarket (marketId);
const data = this.safeValue (message, 'data', []);
for (let i = 0; i < data.length; i++) {
const ticker = data[i];
const parsed = this.parseTicker (ticker, market);
const symbol = parsed['symbol'];
this.tickers[symbol] = parsed;
client.resolve (parsed, messageHash);
}
}
async watchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name cryptocom#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 cryptocom api endpoint
* @returns {[[int]]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
await this.loadMarkets ();
const market = this.market (symbol);
symbol = market['symbol'];
if (!market['spot']) {
throw new NotSupported (this.id + ' watchOHLCV() supports spot markets only');
}
const interval = this.timeframes[timeframe];
const messageHash = 'candlestick' + '.' + interval + '.' + market['id'];
const ohlcv = await this.watchPublic (messageHash, params);
if (this.newUpdates) {
limit = ohlcv.getLimit (symbol, limit);
}
return this.filterBySinceLimit (ohlcv, since, limit, 0, true);
}
handleOHLCV (client, message) {
//
// {
// instrument_name: 'BTC_USDT',
// subscription: 'candlestick.1m.BTC_USDT',
// channel: 'candlestick',
// depth: 300,
// interval: '1m',
// data: [ [Object] ]
// }
//
const messageHash = this.safeString (message, 'subscription');
const marketId = this.safeString (message, 'instrument_name');
const market = this.safeMarket (marketId);
const symbol = market['symbol'];
const interval = this.safeString (message, 'interval');
const timeframe = this.findTimeframe (interval);
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 tick = data[i];
const parsed = this.parseOHLCV (tick, market);
stored.append (parsed);
}
client.resolve (stored, messageHash);
}
async watchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name cryptocom#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 cryptocom api endpoint
* @returns {[object]} a list of [order structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure}
*/
await this.loadMarkets ();
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
symbol = market['symbol'];
}
const defaultType = this.safeString (this.options, 'defaultType', 'spot');
let messageHash = (defaultType === 'margin') ? 'user.margin.order' : 'user.order';
messageHash = (market !== undefined) ? (messageHash + '.' + market['id']) : messageHash;
const orders = await this.watchPrivate (messageHash, params);
if (this.newUpdates) {
limit = orders.getLimit (symbol, limit);
}
return this.filterBySymbolSinceLimit (orders, symbol, since, limit, true);
}
handleOrders (client, message, subscription = undefined) {
//
// {
// "method": "subscribe",
// "result": {
// "instrument_name": "ETH_CRO",
// "subscription": "user.order.ETH_CRO",
// "channel": "user.order",
// "data": [
// {
// "status": "ACTIVE",
// "side": "BUY",
// "price": 1,
// "quantity": 1,
// "order_id": "366455245775097673",
// "client_oid": "my_order_0002",
// "create_time": 1588758017375,
// "update_time": 1588758017411,
// "type": "LIMIT",
// "instrument_name": "ETH_CRO",
// "cumulative_quantity": 0,
// "cumulative_value": 0,
// "avg_price": 0,
// "fee_currency": "CRO",
// "time_in_force":"GOOD_TILL_CANCEL"
// }
// ],
// "channel": "user.order.ETH_CRO"
// }
//
const channel = this.safeString (message, 'channel');
const symbolSpecificMessageHash = this.safeString (message, 'subscription');
const orders = this.safeValue (message, 'data', []);
const ordersLength = orders.length;
if (ordersLength > 0) {
if (this.orders === undefined) {
const limit = this.safeInteger (this.options, 'ordersLimit', 1000);
this.orders = new ArrayCacheBySymbolById (limit);
}
const stored = this.orders;
const parsed = this.parseOrders (orders);
for (let i = 0; i < parsed.length; i++) {
stored.append (parsed[i]);
}
client.resolve (stored, symbolSpecificMessageHash);
// non-symbol specific
client.resolve (stored, channel);
}
}
async watchBalance (params = {}) {
/**
* @method
* @name cryptocom#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 cryptocom api endpoint
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/en/latest/manual.html?#balance-structure}
*/
const defaultType = this.safeString (this.options, 'defaultType', 'spot');
const messageHash = (defaultType === 'margin') ? 'user.margin.balance' : 'user.balance';
return await this.watchPrivate (messageHash, params);
}
handleBalance (client, message) {
//
// {
// "method": "subscribe",
// "result": {
// "subscription": "user.balance",
// "channel": "user.balance",
// "data": [
// {
// "currency": "CRO",
// "balance": 99999999947.99626,
// "available": 99999988201.50826,
// "order": 11746.488,
// "stake": 0
// }
// ],
// "channel": "user.balance"
// }
// }
//
const messageHash = this.safeString (message, 'subscription');
const data = this.safeValue (message, 'data');
for (let i = 0; i < data.length; i++) {
const balance = data[i];
const currencyId = this.safeString (balance, 'currency');
const code = this.safeCurrencyCode (currencyId);
const account = this.account ();
account['free'] = this.safeString (balance, 'available');
account['total'] = this.safeString (balance, 'balance');
this.balance[code] = account;
this.balance = this.safeBalance (this.balance);
}
client.resolve (this.balance, messageHash);
}
async watchPublic (messageHash, params = {}) {
const url = this.urls['api']['ws']['public'];
const id = this.nonce ();
const request = {
'method': 'subscribe',
'params': {
'channels': [ messageHash ],
},
'nonce': id,
};
const message = this.extend (request, params);
return await this.watch (url, messageHash, message, messageHash);
}
async watchPrivate (messageHash, params = {}) {
await this.authenticate ();
const url = this.urls['api']['ws']['private'];
const id = this.nonce ();
const request = {
'method': 'subscribe',
'params': {
'channels': [ messageHash ],
},
'nonce': id,
};
const message = this.extend (request, params);
return await this.watch (url, messageHash, message, messageHash);
}
handleErrorMessage (client, message) {
// {
// id: 0,
// code: 10004,
// method: 'subscribe',
// message: 'invalid channel {"channels":["trade.BTCUSD-PERP"]}'
// }
const errorCode = this.safeInteger (message, 'code');
try {
if (errorCode !== undefined && errorCode !== 0) {
const feedback = this.id + ' ' + this.json (message);
this.throwExactlyMatchedException (this.exceptions['exact'], errorCode, feedback);
const messageString = this.safeValue (message, 'message');
if (messageString !== undefined) {
this.throwBroadlyMatchedException (this.exceptions['broad'], messageString, feedback);
}
}
} catch (e) {
if (e instanceof AuthenticationError) {
client.reject (e, 'authenticated');
if ('public/auth' in client.subscriptions) {
delete client.subscriptions['public/auth'];
}
return false;
} else {
client.reject (e);
}
}
return message;
}
handleMessage (client, message) {
// ping
// {
// "id": 1587523073344,
// "method": "public/heartbeat",
// "code": 0
// }
// auth
// { id: 1648132625434, method: 'public/auth', code: 0 }
// ohlcv
// {
// code: 0,
// method: 'subscribe',
// result: {
// instrument_name: 'BTC_USDT',
// subscription: 'candlestick.1m.BTC_USDT',
// channel: 'candlestick',
// depth: 300,
// interval: '1m',
// data: [ [Object] ]
// }
// }
// ticker
// {
// "info":{
// "instrument_name":"BTC_USDT",
// "subscription":"ticker.BTC_USDT",
// "channel":"ticker",
// "data":[ { } ]
//
if (!this.handleErrorMessage (client, message)) {
return;
}
const subject = this.safeString (message, 'method');
if (subject === 'public/heartbeat') {
this.handlePing (client, message);
return;
}
if (subject === 'public/auth') {
this.handleAuthenticate (client, message);
return;
}
const methods = {
'candlestick': this.handleOHLCV,
'ticker': this.handleTicker,
'trade': this.handleTrades,
'book': this.handleOrderBookSnapshot,
'user.order': this.handleOrders,
'user.margin.order': this.handleOrders,
'user.trade': this.handleTrades,
'user.margin.trade': this.handleTrades,
'user.balance': this.handleBalance,
'user.margin.balance': this.handleBalance,
};
const result = this.safeValue2 (message, 'result', 'info');
const channel = this.safeString (result, 'channel');
const method = this.safeValue (methods, channel);
if (method !== undefined) {
method.call (this, client, result);
}
}
async authenticate (params = {}) {
const url = this.urls['api']['ws']['private'];
this.checkRequiredCredentials ();
const client = this.client (url);
const future = client.future ('authenticated');
const messageHash = 'public/auth';
const authenticated = this.safeValue (client.subscriptions, messageHash);
if (authenticated === undefined) {
const nonce = this.nonce ().toString ();
const auth = messageHash + nonce + this.apiKey + nonce;
const signature = this.hmac (this.encode (auth), this.encode (this.secret), 'sha256');
const request = {
'id': nonce,
'nonce': nonce,
'method': messageHash,
'api_key': this.apiKey,
'sig': signature,
};
this.spawn (this.watch, url, messageHash, this.extend (request, params), messageHash);
}
return await future;
}
handlePing (client, message) {
this.spawn (this.pong, client, message);
}
handleAuthenticate (client, message) {
//
// { id: 1648132625434, method: 'public/auth', code: 0 }
//
const future = client.futures['authenticated'];
future.resolve (1);
client.resolve (1, 'public/auth');
return message;
}
};