sfccxt
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
580 lines (556 loc) • 23.8 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const currencycomRest = require ('../currencycom.js');
const Precise = require ('../base/Precise');
const { ArrayCache, ArrayCacheByTimestamp } = require ('./base/Cache');
// ---------------------------------------------------------------------------
module.exports = class currencycom extends currencycomRest {
describe () {
return this.deepExtend (super.describe (), {
'has': {
'ws': true,
'watchBalance': true,
'watchTicker': true,
'watchTickers': false, // for now
'watchTrades': true,
'watchOrderBook': true,
// 'watchStatus': true,
// 'watchHeartbeat': true,
'watchOHLCV': true,
},
'urls': {
'api': {
'ws': 'wss://api-adapter.backend.currency.com/connect',
},
},
'options': {
'tradesLimit': 1000,
'OHLCVLimit': 1000,
// WS timeframes differ from REST timeframes
'timeframes': {
'1m': 'M1',
'3m': 'M3',
'5m': 'M5',
'15m': 'M15',
'30m': 'M30',
'1h': 'H1',
'4h': 'H4',
'1d': 'D1',
'1w': 'W1',
},
},
'streaming': {
// okex does not support built-in ws protocol-level ping-pong
// instead it requires a custom text-based ping-pong
'ping': this.ping,
'keepAlive': 20000,
},
});
}
ping (client) {
// custom ping-pong
const requestId = this.requestId ().toString ();
return {
'destination': 'ping',
'correlationId': requestId,
'payload': {},
};
}
handlePong (client, message) {
client.lastPong = this.milliseconds ();
return message;
}
handleBalance (client, message, subscription) {
//
// {
// status: 'OK',
// correlationId: '1',
// payload: {
// makerCommission: 0.2,
// takerCommission: 0.2,
// buyerCommission: 0.2,
// sellerCommission: 0.2,
// canTrade: true,
// canWithdraw: true,
// canDeposit: true,
// updateTime: 1596742699,
// balances: [
// {
// accountId: 5470306579272968,
// collateralCurrency: true,
// asset: 'ETH',
// free: 0,
// locked: 0,
// default: false
// },
// {
// accountId: 5470310874305732,
// collateralCurrency: true,
// asset: 'USD',
// free: 47.82576735,
// locked: 1.187925,
// default: true
// },
// ]
// }
// }
//
const payload = this.safeValue (message, 'payload');
const balance = this.parseBalance (payload);
this.balance = this.extend (this.balance, balance);
const messageHash = this.safeString (subscription, 'messageHash');
client.resolve (this.balance, messageHash);
if (messageHash in client.subscriptions) {
delete client.subscriptions[messageHash];
}
}
handleTicker (client, message, subscription) {
//
// {
// status: 'OK',
// correlationId: '1',
// payload: {
// tickers: [
// {
// symbol: 'BTC/USD_LEVERAGE',
// priceChange: '484.05',
// priceChangePercent: '4.14',
// weightedAvgPrice: '11682.83',
// prevClosePrice: '11197.70',
// lastPrice: '11682.80',
// lastQty: '0.25',
// bidPrice: '11682.80',
// askPrice: '11682.85',
// openPrice: '11197.70',
// highPrice: '11734.05',
// lowPrice: '11080.95',
// volume: '299.133',
// quoteVolume: '3488040.3465',
// openTime: 1596585600000,
// closeTime: 1596654452674
// }
// ]
// }
// }
//
const destination = '/api/v1/ticker/24hr';
const payload = this.safeValue (message, 'payload');
const tickers = this.safeValue (payload, 'tickers', []);
for (let i = 0; i < tickers.length; i++) {
const ticker = this.parseTicker (tickers[i]);
const symbol = ticker['symbol'];
this.tickers[symbol] = ticker;
const messageHash = destination + ':' + symbol;
client.resolve (ticker, messageHash);
if (messageHash in client.subscriptions) {
delete client.subscriptions[messageHash];
}
}
}
handleTrade (trade, market = undefined) {
//
// {
// price: 11668.55,
// size: 0.001,
// id: 1600300736,
// ts: 1596653426822,
// symbol: 'BTC/USD_LEVERAGE',
// orderId: '00a02503-0079-54c4-0000-00004020163c',
// clientOrderId: '00a02503-0079-54c4-0000-482f0000754f',
// buyer: false
// }
//
const marketId = this.safeString (trade, 'symbol');
const symbol = this.safeSymbol (marketId, undefined, '/');
const timestamp = this.safeInteger (trade, 'ts');
const priceString = this.safeString (trade, 'price');
const amountString = this.safeString (trade, 'size');
const cost = this.parseNumber (Precise.stringMul (priceString, amountString));
const price = this.parseNumber (priceString);
const amount = this.parseNumber (amountString);
const id = this.safeString2 (trade, 'id');
const orderId = this.safeString (trade, 'orderId');
const buyer = this.safeValue (trade, 'buyer');
const side = buyer ? 'buy' : 'sell';
return {
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'id': id,
'order': orderId,
'type': undefined,
'takerOrMaker': undefined,
'side': side,
'price': price,
'amount': amount,
'cost': cost,
'fee': undefined,
};
}
handleTrades (client, message, subscription) {
//
// {
// status: 'OK',
// destination: 'internal.trade',
// payload: {
// price: 11668.55,
// size: 0.001,
// id: 1600300736,
// ts: 1596653426822,
// symbol: 'BTC/USD_LEVERAGE',
// orderId: '00a02503-0079-54c4-0000-00004020163c',
// clientOrderId: '00a02503-0079-54c4-0000-482f0000754f',
// buyer: false
// }
// }
//
const payload = this.safeValue (message, 'payload');
const parsed = this.handleTrade (payload);
const symbol = parsed['symbol'];
// const destination = this.safeString (message, 'destination');
const destination = 'trades.subscribe';
const messageHash = destination + ':' + 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;
}
stored.append (parsed);
client.resolve (stored, messageHash);
}
findTimeframe (timeframe) {
const timeframes = this.safeValue (this.options, 'timeframes');
const keys = Object.keys (timeframes);
for (let i = 0; i < keys.length; i++) {
const key = keys[i];
if (timeframes[key] === timeframe) {
return key;
}
}
return undefined;
}
handleOHLCV (client, message) {
//
// {
// status: 'OK',
// destination: 'ohlc.event',
// payload: {
// interval: 'M1',
// symbol: 'BTC/USD_LEVERAGE',
// t: 1596650940000,
// h: 11670.05,
// l: 11658.1,
// o: 11668.55,
// c: 11666.05
// }
// }
//
// const destination = this.safeString (message, 'destination');
const destination = 'OHLCMarketData.subscribe';
const payload = this.safeValue (message, 'payload', {});
const interval = this.safeString (payload, 'interval');
const timeframe = this.findTimeframe (interval);
const marketId = this.safeString (payload, 'symbol');
const market = this.safeMarket (marketId);
const symbol = market['symbol'];
const messageHash = destination + ':' + timeframe + ':' + symbol;
const result = [
this.safeInteger (payload, 't'),
this.safeNumber (payload, 'o'),
this.safeNumber (payload, 'h'),
this.safeNumber (payload, 'l'),
this.safeNumber (payload, 'c'),
undefined, // no volume v in OHLCV
];
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;
}
stored.append (result);
client.resolve (stored, messageHash);
}
requestId () {
const reqid = this.sum (this.safeInteger (this.options, 'correlationId', 0), 1);
this.options['correlationId'] = reqid;
return reqid;
}
async watchPublic (destination, symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
symbol = market['symbol'];
const messageHash = destination + ':' + symbol;
const url = this.urls['api']['ws'];
const requestId = this.requestId ().toString ();
const request = this.deepExtend ({
'destination': destination,
'correlationId': requestId,
'payload': {
'symbols': [ market['id'] ],
},
}, params);
const subscription = this.extend (request, {
'messageHash': messageHash,
'symbol': symbol,
});
return await this.watch (url, messageHash, request, messageHash, subscription);
}
async watchPrivate (destination, params = {}) {
await this.loadMarkets ();
const messageHash = '/api/v1/account';
const url = this.urls['api']['ws'];
const requestId = this.requestId ().toString ();
const payload = {
'timestamp': this.milliseconds (),
'apiKey': this.apiKey,
};
const auth = this.urlencode (this.keysort (payload));
const request = this.deepExtend ({
'destination': destination,
'correlationId': requestId,
'payload': payload,
}, params);
request['payload']['signature'] = this.hmac (this.encode (auth), this.encode (this.secret));
const subscription = this.extend (request, {
'messageHash': messageHash,
});
return await this.watch (url, messageHash, request, messageHash, subscription);
}
async watchBalance (params = {}) {
/**
* @method
* @name currencycom#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 currencycom api endpoint
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/en/latest/manual.html?#balance-structure}
*/
await this.loadMarkets ();
return await this.watchPrivate ('/api/v1/account', params);
}
async watchTicker (symbol, params = {}) {
/**
* @method
* @name currencycom#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 currencycom 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);
symbol = market['symbol'];
const destination = '/api/v1/ticker/24hr';
const messageHash = destination + ':' + symbol;
const url = this.urls['api']['ws'];
const requestId = this.requestId ().toString ();
const request = this.deepExtend ({
'destination': destination,
'correlationId': requestId,
'payload': {
'symbol': market['id'],
},
}, params);
const subscription = this.extend (request, {
'messageHash': messageHash,
'symbol': symbol,
});
return await this.watch (url, messageHash, request, messageHash, subscription);
}
async watchTrades (symbol, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name currencycom#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 currencycom 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.subscribe', symbol, params);
if (this.newUpdates) {
limit = trades.getLimit (symbol, limit);
}
return this.filterBySinceLimit (trades, since, limit, 'timestamp', true);
}
async watchOrderBook (symbol, limit = undefined, params = {}) {
/**
* @method
* @name currencycom#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 currencycom 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 ();
symbol = this.symbol (symbol);
const orderbook = await this.watchPublic ('depthMarketData.subscribe', symbol, params);
return orderbook.limit ();
}
async watchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name currencycom#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 currencycom api endpoint
* @returns {[[int]]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
await this.loadMarkets ();
symbol = this.symbol (symbol);
const destination = 'OHLCMarketData.subscribe';
const messageHash = destination + ':' + timeframe;
const timeframes = this.safeValue (this.options, 'timeframes');
const request = {
'destination': destination,
'payload': {
'intervals': [
timeframes[timeframe],
],
},
};
const ohlcv = await this.watchPublic (messageHash, symbol, this.extend (request, params));
if (this.newUpdates) {
limit = ohlcv.getLimit (symbol, limit);
}
return this.filterBySinceLimit (ohlcv, since, limit, 0, true);
}
handleDeltas (bookside, deltas) {
const prices = Object.keys (deltas);
for (let i = 0; i < prices.length; i++) {
const price = prices[i];
const amount = deltas[price];
bookside.store (parseFloat (price), parseFloat (amount));
}
}
handleOrderBook (client, message) {
//
// {
// status: 'OK',
// destination: 'marketdepth.event',
// payload: {
// data: '{"ts":1596235401337,"bid":{"11366.85":0.2500,"11366.1":5.0000,"11365.6":0.5000,"11363.0":2.0000},"ofr":{"11366.9":0.2500,"11367.65":5.0000,"11368.15":0.5000}}',
// symbol: 'BTC/USD_LEVERAGE'
// }
// }
//
const payload = this.safeValue (message, 'payload', {});
const data = this.safeValue (payload, 'data', {});
const marketId = this.safeString (payload, 'symbol');
const symbol = this.safeSymbol (marketId, undefined, '/');
// const destination = this.safeString (message, 'destination');
const destination = 'depthMarketData.subscribe';
const messageHash = destination + ':' + symbol;
const timestamp = this.safeInteger (data, 'ts');
let orderbook = this.safeValue (this.orderbooks, symbol);
if (orderbook === undefined) {
orderbook = this.orderBook ();
}
orderbook.reset ({
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
});
const bids = this.safeValue (data, 'bid', {});
const asks = this.safeValue (data, 'ofr', {});
this.handleDeltas (orderbook['bids'], bids);
this.handleDeltas (orderbook['asks'], asks);
this.orderbooks[symbol] = orderbook;
client.resolve (orderbook, messageHash);
}
handleMessage (client, message) {
//
// {
// status: 'OK',
// correlationId: '1',
// payload: {
// tickers: [
// {
// symbol: '1COV',
// priceChange: '-0.29',
// priceChangePercent: '-0.80',
// prevClosePrice: '36.33',
// lastPrice: '36.04',
// openPrice: '36.33',
// highPrice: '36.46',
// lowPrice: '35.88',
// openTime: 1595548800000,
// closeTime: 1595795305401
// }
// ]
// }
// }
//
// {
// status: 'OK',
// destination: 'marketdepth.event',
// payload: {
// data: '{"ts":1596235401337,"bid":{"11366.85":0.2500,"11366.1":5.0000,"11365.6":0.5000,"11363.0":2.0000},"ofr":{"11366.9":0.2500,"11367.65":5.0000,"11368.15":0.5000}}',
// symbol: 'BTC/USD_LEVERAGE'
// }
// }
//
// {
// status: 'OK',
// destination: 'internal.trade',
// payload: {
// price: 11634.75,
// size: 0.001,
// id: 1605492357,
// ts: 1596263802399,
// instrumentId: 45076691096786110,
// orderId: '00a02503-0079-54c4-0000-0000401fff51',
// clientOrderId: '00a02503-0079-54c4-0000-482b00002f17',
// buyer: false
// }
// }
//
const requestId = this.safeString (message, 'correlationId');
if (requestId !== undefined) {
const subscriptionsById = this.indexBy (client.subscriptions, 'correlationId');
const status = this.safeString (message, 'status');
const subscription = this.safeValue (subscriptionsById, requestId);
if (subscription !== undefined) {
if (status === 'OK') {
const destination = this.safeString (subscription, 'destination');
if (destination !== undefined) {
const methods = {
'/api/v1/ticker/24hr': this.handleTicker,
'/api/v1/account': this.handleBalance,
};
const method = this.safeValue (methods, destination);
if (method === undefined) {
return message;
} else {
return method.call (this, client, message, subscription);
}
}
}
}
}
const destination = this.safeString (message, 'destination');
if (destination !== undefined) {
const methods = {
'marketdepth.event': this.handleOrderBook,
'internal.trade': this.handleTrades,
'ohlc.event': this.handleOHLCV,
'ping': this.handlePong,
};
const method = this.safeValue (methods, destination);
if (method === undefined) {
return message;
} else {
return method.call (this, client, message);
}
}
}
};