sfccxt
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
900 lines (872 loc) • 38 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const okxRest = require ('../okx.js');
const { AuthenticationError, InvalidNonce } = require ('../base/errors');
const { ArrayCache, ArrayCacheByTimestamp, ArrayCacheBySymbolById } = require ('./base/Cache');
// ---------------------------------------------------------------------------
module.exports = class okx extends okxRest {
describe () {
return this.deepExtend (super.describe (), {
'has': {
'ws': true,
'watchTicker': true,
// 'watchTickers': false, // for now
'watchOrderBook': true,
'watchTrades': true,
'watchBalance': true,
'watchOHLCV': true,
'watchOrders': true,
},
'urls': {
'api': {
'ws': {
'public': 'wss://ws.okx.com:8443/ws/v5/public', // wss://wsaws.okx.com:8443/ws/v5/public
'private': 'wss://ws.okx.com:8443/ws/v5/private', // wss://wsaws.okx.com:8443/ws/v5/private
},
},
'test': {
'ws': {
'public': 'wss://wspap.okx.com:8443/ws/v5/public?brokerId=9999',
'private': 'wss://wspap.okx.com:8443/ws/v5/private?brokerId=9999',
},
},
},
'options': {
'watchOrderBook': {
//
// bbo-tbt
// 1. Newly added channel that sends tick-by-tick Level 1 data
// 2. All API users can subscribe
// 3. Public depth channel, verification not required
//
// books-l2-tbt
// 1. Only users who're VIP5 and above can subscribe
// 2. Identity verification required before subscription
//
// books50-l2-tbt
// 1. Only users who're VIP4 and above can subscribe
// 2. Identity verification required before subscription
//
// books
// 1. All API users can subscribe
// 2. Public depth channel, verification not required
//
// books5
// 1. All API users can subscribe
// 2. Public depth channel, verification not required
// 3. Data feeds will be delivered every 100ms (vs. every 200ms now)
//
'depth': 'books',
},
'watchBalance': 'spot', // margin, futures, swap
'ws': {
// 'inflate': true,
},
'checksum': true,
},
'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,
},
});
}
async subscribe (access, channel, symbol, params = {}) {
await this.loadMarkets ();
const url = this.urls['api']['ws'][access];
let messageHash = channel;
const firstArgument = {
'channel': channel,
};
if (symbol !== undefined) {
const market = this.market (symbol);
messageHash += ':' + market['id'];
firstArgument['instId'] = market['id'];
}
const request = {
'op': 'subscribe',
'args': [
this.deepExtend (firstArgument, params),
],
};
return await this.watch (url, messageHash, request, messageHash);
}
async watchTrades (symbol, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name okx#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 okx 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.subscribe ('public', 'trades', symbol, params);
if (this.newUpdates) {
limit = trades.getLimit (symbol, limit);
}
return this.filterBySinceLimit (trades, since, limit, 'timestamp', true);
}
handleTrades (client, message) {
//
// {
// arg: { channel: 'trades', instId: 'BTC-USDT' },
// data: [
// {
// instId: 'BTC-USDT',
// tradeId: '216970876',
// px: '31684.5',
// sz: '0.00001186',
// side: 'buy',
// ts: '1626531038288'
// }
// ]
// }
//
const arg = this.safeValue (message, 'arg', {});
const channel = this.safeString (arg, 'channel');
const data = this.safeValue (message, 'data', []);
const tradesLimit = this.safeInteger (this.options, 'tradesLimit', 1000);
for (let i = 0; i < data.length; i++) {
const trade = this.parseTrade (data[i]);
const symbol = trade['symbol'];
const marketId = this.safeString (trade['info'], 'instId');
const messageHash = channel + ':' + marketId;
let stored = this.safeValue (this.trades, symbol);
if (stored === undefined) {
stored = new ArrayCache (tradesLimit);
this.trades[symbol] = stored;
}
stored.append (trade);
client.resolve (stored, messageHash);
}
return message;
}
async watchTicker (symbol, params = {}) {
/**
* @method
* @name okx#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 okx api endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/en/latest/manual.html#ticker-structure}
*/
return await this.subscribe ('public', 'tickers', symbol, params);
}
handleTicker (client, message) {
//
// {
// arg: { channel: 'tickers', instId: 'BTC-USDT' },
// data: [
// {
// instType: 'SPOT',
// instId: 'BTC-USDT',
// last: '31500.1',
// lastSz: '0.00001754',
// askPx: '31500.1',
// askSz: '0.00998144',
// bidPx: '31500',
// bidSz: '3.05652439',
// open24h: '31697',
// high24h: '32248',
// low24h: '31165.6',
// sodUtc0: '31385.5',
// sodUtc8: '32134.9',
// volCcy24h: '503403597.38138519',
// vol24h: '15937.10781721',
// ts: '1626526618762'
// }
// ]
// }
//
const arg = this.safeValue (message, 'arg', {});
const channel = this.safeString (arg, 'channel');
const data = this.safeValue (message, 'data', []);
for (let i = 0; i < data.length; i++) {
const ticker = this.parseTicker (data[i]);
const symbol = ticker['symbol'];
const marketId = this.safeString (ticker['info'], 'instId');
const messageHash = channel + ':' + marketId;
this.tickers[symbol] = ticker;
client.resolve (ticker, messageHash);
}
return message;
}
async watchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name okx#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 okx api endpoint
* @returns {[[int]]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
await this.loadMarkets ();
symbol = this.symbol (symbol);
const interval = this.timeframes[timeframe];
const name = 'candle' + interval;
const ohlcv = await this.subscribe ('public', name, symbol, params);
if (this.newUpdates) {
limit = ohlcv.getLimit (symbol, limit);
}
return this.filterBySinceLimit (ohlcv, since, limit, 0, true);
}
handleOHLCV (client, message) {
//
// {
// arg: { channel: 'candle1m', instId: 'BTC-USDT' },
// data: [
// [
// '1626690720000',
// '31334',
// '31334',
// '31334',
// '31334',
// '0.0077',
// '241.2718'
// ]
// ]
// }
//
const arg = this.safeValue (message, 'arg', {});
const channel = this.safeString (arg, 'channel');
const data = this.safeValue (message, 'data', []);
const marketId = this.safeString (arg, 'instId');
const market = this.safeMarket (marketId);
const symbol = market['id'];
const interval = channel.replace ('candle', '');
// use a reverse lookup in a static map instead
const timeframe = this.findTimeframe (interval);
for (let i = 0; i < data.length; i++) {
const parsed = this.parseOHLCV (data[i], market);
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 (parsed);
const messageHash = channel + ':' + marketId;
client.resolve (stored, messageHash);
}
}
async watchOrderBook (symbol, limit = undefined, params = {}) {
/**
* @method
* @name okx#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 okx 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
*/
const options = this.safeValue (this.options, 'watchOrderBook', {});
//
// bbo-tbt
// 1. Newly added channel that sends tick-by-tick Level 1 data
// 2. All API users can subscribe
// 3. Public depth channel, verification not required
//
// books-l2-tbt
// 1. Only users who're VIP5 and above can subscribe
// 2. Identity verification required before subscription
//
// books50-l2-tbt
// 1. Only users who're VIP4 and above can subscribe
// 2. Identity verification required before subscription
//
// books
// 1. All API users can subscribe
// 2. Public depth channel, verification not required
//
// books5
// 1. All API users can subscribe
// 2. Public depth channel, verification not required
// 3. Data feeds will be delivered every 100ms (vs. every 200ms now)
//
const depth = this.safeString (options, 'depth', 'books');
const orderbook = await this.subscribe ('public', depth, symbol, params);
return orderbook.limit ();
}
handleDelta (bookside, delta) {
//
// [
// '31685', // price
// '0.78069158', // amount
// '0', // liquidated orders
// '17' // orders
// ]
//
const price = this.safeFloat (delta, 0);
const amount = this.safeFloat (delta, 1);
bookside.store (price, amount);
}
handleDeltas (bookside, deltas) {
for (let i = 0; i < deltas.length; i++) {
this.handleDelta (bookside, deltas[i]);
}
}
handleOrderBookMessage (client, message, orderbook, messageHash) {
//
// {
// asks: [
// [ '31738.3', '0.05973179', '0', '3' ],
// [ '31738.5', '0.11035404', '0', '2' ],
// [ '31739.6', '0.01', '0', '1' ],
// ],
// bids: [
// [ '31738.2', '0.67557666', '0', '9' ],
// [ '31738', '0.02466947', '0', '2' ],
// [ '31736.3', '0.01705046', '0', '2' ],
// ],
// instId: 'BTC-USDT',
// ts: '1626537446491'
// }
//
const asks = this.safeValue (message, 'asks', []);
const bids = this.safeValue (message, 'bids', []);
const storedAsks = orderbook['asks'];
const storedBids = orderbook['bids'];
this.handleDeltas (storedAsks, asks);
this.handleDeltas (storedBids, bids);
const checksum = this.safeValue (this.options, 'checksum', true);
if (checksum) {
const asksLength = storedAsks.length;
const bidsLength = storedBids.length;
const payloadArray = [];
for (let i = 0; i < 25; i++) {
if (i < bidsLength) {
payloadArray.push (this.numberToString (storedBids[i][0]));
payloadArray.push (this.numberToString (storedBids[i][1]));
}
if (i < asksLength) {
payloadArray.push (this.numberToString (storedAsks[i][0]));
payloadArray.push (this.numberToString (storedAsks[i][1]));
}
}
const payload = payloadArray.join (':');
const responseChecksum = this.safeInteger (message, 'checksum');
const localChecksum = this.crc32 (payload, true);
if (responseChecksum !== localChecksum) {
const error = new InvalidNonce (this.id + ' invalid checksum');
client.reject (error, messageHash);
}
}
const timestamp = this.safeInteger (message, 'ts');
orderbook['timestamp'] = timestamp;
orderbook['datetime'] = this.iso8601 (timestamp);
return orderbook;
}
handleOrderBook (client, message) {
//
// snapshot
//
// {
// arg: { channel: 'books-l2-tbt', instId: 'BTC-USDT' },
// action: 'snapshot',
// data: [
// {
// asks: [
// [ '31685', '0.78069158', '0', '17' ],
// [ '31685.1', '0.0001', '0', '1' ],
// [ '31685.6', '0.04543165', '0', '1' ],
// ],
// bids: [
// [ '31684.9', '0.01', '0', '1' ],
// [ '31682.9', '0.0001', '0', '1' ],
// [ '31680.7', '0.01', '0', '1' ],
// ],
// ts: '1626532416403',
// checksum: -1023440116
// }
// ]
// }
//
// update
//
// {
// arg: { channel: 'books-l2-tbt', instId: 'BTC-USDT' },
// action: 'update',
// data: [
// {
// asks: [
// [ '31657.7', '0', '0', '0' ],
// [ '31659.7', '0.01', '0', '1' ],
// [ '31987.3', '0.01', '0', '1' ]
// ],
// bids: [
// [ '31642.9', '0.50296385', '0', '4' ],
// [ '31639.9', '0', '0', '0' ],
// [ '31638.7', '0.01', '0', '1' ],
// ],
// ts: '1626535709008',
// checksum: 830931827
// }
// ]
// }
//
// books5
//
// {
// arg: { channel: 'books5', instId: 'BTC-USDT' },
// data: [
// {
// asks: [
// [ '31738.3', '0.05973179', '0', '3' ],
// [ '31738.5', '0.11035404', '0', '2' ],
// [ '31739.6', '0.01', '0', '1' ],
// ],
// bids: [
// [ '31738.2', '0.67557666', '0', '9' ],
// [ '31738', '0.02466947', '0', '2' ],
// [ '31736.3', '0.01705046', '0', '2' ],
// ],
// instId: 'BTC-USDT',
// ts: '1626537446491'
// }
// ]
// }
//
// bbo-tbt
//
// {
// "arg":{
// "channel":"bbo-tbt",
// "instId":"BTC-USDT"
// },
// "data":[
// {
// "asks":[["36232.2","1.8826134","0","17"]],
// "bids":[["36232.1","0.00572212","0","2"]],
// "ts":"1651826598363"
// }
// ]
// }
//
const arg = this.safeValue (message, 'arg', {});
const channel = this.safeString (arg, 'channel');
const action = this.safeString (message, 'action');
const data = this.safeValue (message, 'data', []);
const marketId = this.safeString (arg, 'instId');
const market = this.safeMarket (marketId);
const symbol = market['symbol'];
const depths = {
'bbo-tbt': 1,
'books': 400,
'books5': 5,
'books-l2-tbt': 400,
'books50-l2-tbt': 50,
};
const limit = this.safeInteger (depths, channel);
const messageHash = channel + ':' + marketId;
if (action === 'snapshot') {
for (let i = 0; i < data.length; i++) {
const update = data[i];
const orderbook = this.orderBook ({}, limit);
this.orderbooks[symbol] = orderbook;
orderbook['symbol'] = symbol;
this.handleOrderBookMessage (client, update, orderbook, messageHash);
client.resolve (orderbook, messageHash);
}
} else if (action === 'update') {
if (symbol in this.orderbooks) {
const orderbook = this.orderbooks[symbol];
for (let i = 0; i < data.length; i++) {
const update = data[i];
this.handleOrderBookMessage (client, update, orderbook, messageHash);
client.resolve (orderbook, messageHash);
}
}
} else if ((channel === 'books5') || (channel === 'bbo-tbt')) {
let orderbook = this.safeValue (this.orderbooks, symbol);
if (orderbook === undefined) {
orderbook = this.orderBook ({}, limit);
}
this.orderbooks[symbol] = orderbook;
for (let i = 0; i < data.length; i++) {
const update = data[i];
const timestamp = this.safeInteger (update, 'ts');
const snapshot = this.parseOrderBook (update, symbol, timestamp, 'bids', 'asks', 0, 1);
orderbook.reset (snapshot);
client.resolve (orderbook, messageHash);
}
}
return message;
}
async authenticate (params = {}) {
this.checkRequiredCredentials ();
const url = this.urls['api']['ws']['private'];
const messageHash = 'login';
const client = this.client (url);
let future = this.safeValue (client.subscriptions, messageHash);
if (future === undefined) {
future = client.future ('authenticated');
const timestamp = this.seconds ().toString ();
const method = 'GET';
const path = '/users/self/verify';
const auth = timestamp + method + path;
const signature = this.hmac (this.encode (auth), this.encode (this.secret), 'sha256', 'base64');
const request = {
'op': messageHash,
'args': [
{
'apiKey': this.apiKey,
'passphrase': this.password,
'timestamp': timestamp,
'sign': signature,
},
],
};
this.spawn (this.watch, url, messageHash, request, messageHash, future);
}
return await future;
}
async watchBalance (params = {}) {
/**
* @method
* @name okx#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 okx api endpoint
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/en/latest/manual.html?#balance-structure}
*/
await this.loadMarkets ();
await this.authenticate ();
return await this.subscribe ('private', 'account', undefined, params);
}
handleBalance (client, message) {
//
// {
// arg: { channel: 'account' },
// data: [
// {
// adjEq: '',
// details: [
// {
// availBal: '',
// availEq: '8.21009913',
// cashBal: '8.21009913',
// ccy: 'USDT',
// coinUsdPrice: '0.99994',
// crossLiab: '',
// disEq: '8.2096065240522',
// eq: '8.21009913',
// eqUsd: '8.2096065240522',
// frozenBal: '0',
// interest: '',
// isoEq: '0',
// isoLiab: '',
// liab: '',
// maxLoan: '',
// mgnRatio: '',
// notionalLever: '0',
// ordFrozen: '0',
// twap: '0',
// uTime: '1621927314996',
// upl: '0'
// },
// ],
// imr: '',
// isoEq: '0',
// mgnRatio: '',
// mmr: '',
// notionalUsd: '',
// ordFroz: '',
// totalEq: '22.1930992296832',
// uTime: '1626692120916'
// }
// ]
// }
//
const arg = this.safeValue (message, 'arg', {});
const channel = this.safeString (arg, 'channel');
const type = 'spot';
const balance = this.parseTradingBalance (message);
const oldBalance = this.safeValue (this.balance, type, {});
const newBalance = this.deepExtend (oldBalance, balance);
this.balance[type] = this.safeBalance (newBalance);
client.resolve (this.balance[type], channel);
}
async watchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name okx#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 okx api endpoint
* @param {bool} params.stop true if fetching trigger or conditional orders
* @returns {[object]} a list of [order structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure}
*/
await this.loadMarkets ();
await this.authenticate ();
//
// {
// "op": "subscribe",
// "args": [
// {
// "channel": "orders",
// "instType": "FUTURES",
// "uly": "BTC-USD",
// "instId": "BTC-USD-200329"
// }
// ]
// }
//
const options = this.safeValue (this.options, 'watchOrders', {});
// By default, receive order updates from any instrument type
let type = this.safeString (options, 'type', 'ANY');
type = this.safeString (params, 'type', type);
const isStop = this.safeValue (params, 'stop', false);
params = this.omit (params, [ 'type', 'stop' ]);
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
symbol = market['symbol'];
type = market['type'];
}
if (type === 'future') {
type = 'futures';
}
const uppercaseType = type.toUpperCase ();
const request = {
'instType': uppercaseType,
};
const channel = isStop ? 'orders-algo' : 'orders';
const orders = await this.subscribe ('private', channel, symbol, this.extend (request, params));
if (this.newUpdates) {
limit = orders.getLimit (symbol, limit);
}
return this.filterBySymbolSinceLimit (orders, symbol, since, limit, true);
}
handleOrders (client, message, subscription = undefined) {
//
// {
// "arg":{
// "channel":"orders",
// "instType":"SPOT"
// },
// "data":[
// {
// "accFillSz":"0",
// "amendResult":"",
// "avgPx":"",
// "cTime":"1634548275191",
// "category":"normal",
// "ccy":"",
// "clOrdId":"e847386590ce4dBC330547db94a08ba0",
// "code":"0",
// "execType":"",
// "fee":"0",
// "feeCcy":"USDT",
// "fillFee":"0",
// "fillFeeCcy":"",
// "fillNotionalUsd":"",
// "fillPx":"",
// "fillSz":"0",
// "fillTime":"",
// "instId":"ETH-USDT",
// "instType":"SPOT",
// "lever":"",
// "msg":"",
// "notionalUsd":"451.4516256",
// "ordId":"370257534141235201",
// "ordType":"limit",
// "pnl":"0",
// "posSide":"",
// "px":"60000",
// "rebate":"0",
// "rebateCcy":"ETH",
// "reqId":"",
// "side":"sell",
// "slOrdPx":"",
// "slTriggerPx":"",
// "state":"live",
// "sz":"0.007526",
// "tag":"",
// "tdMode":"cash",
// "tgtCcy":"",
// "tpOrdPx":"",
// "tpTriggerPx":"",
// "tradeId":"",
// "uTime":"1634548275191"
// }
// ]
// }
//
const arg = this.safeValue (message, 'arg', {});
const channel = this.safeString (arg, 'channel');
const orders = this.safeValue (message, 'data', []);
const ordersLength = orders.length;
if (ordersLength > 0) {
const limit = this.safeInteger (this.options, 'ordersLimit', 1000);
if (this.orders === undefined) {
this.orders = new ArrayCacheBySymbolById (limit);
}
const stored = this.orders;
const marketIds = [];
const parsed = this.parseOrders (orders);
for (let i = 0; i < parsed.length; i++) {
const order = parsed[i];
stored.append (order);
const symbol = order['symbol'];
const market = this.market (symbol);
marketIds.push (market['id']);
}
client.resolve (this.orders, channel);
for (let i = 0; i < marketIds.length; i++) {
const messageHash = channel + ':' + marketIds[i];
client.resolve (this.orders, messageHash);
}
}
}
handleSubscriptionStatus (client, message) {
//
// { event: 'subscribe', arg: { channel: 'tickers', instId: 'BTC-USDT' } }
//
// const channel = this.safeString (message, 'channel');
// client.subscriptions[channel] = message;
return message;
}
handleAuthenticate (client, message) {
//
// { event: 'login', success: true }
//
client.resolve (message, 'authenticated');
return message;
}
ping (client) {
// okex does not support built-in ws protocol-level ping-pong
// instead it requires custom text-based ping-pong
return 'ping';
}
handlePong (client, message) {
client.lastPong = this.milliseconds ();
return message;
}
handleErrorMessage (client, message) {
//
// { event: 'error', msg: 'Illegal request: {"op":"subscribe","args":["spot/ticker:BTC-USDT"]}', code: '60012' }
// { event: 'error', msg: "channel:ticker,instId:BTC-USDT doesn't exist", code: '60018' }
//
const errorCode = this.safeString (message, 'errorCode');
try {
if (errorCode !== undefined) {
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');
const method = 'login';
if (method in client.subscriptions) {
delete client.subscriptions[method];
}
return false;
}
}
return message;
}
handleMessage (client, message) {
if (!this.handleErrorMessage (client, message)) {
return;
}
//
// { event: 'subscribe', arg: { channel: 'tickers', instId: 'BTC-USDT' } }
// { event: 'login', msg: '', code: '0' }
//
// {
// arg: { channel: 'tickers', instId: 'BTC-USDT' },
// data: [
// {
// instType: 'SPOT',
// instId: 'BTC-USDT',
// last: '31500.1',
// lastSz: '0.00001754',
// askPx: '31500.1',
// askSz: '0.00998144',
// bidPx: '31500',
// bidSz: '3.05652439',
// open24h: '31697',
// high24h: '32248',
// low24h: '31165.6',
// sodUtc0: '31385.5',
// sodUtc8: '32134.9',
// volCcy24h: '503403597.38138519',
// vol24h: '15937.10781721',
// ts: '1626526618762'
// }
// ]
// }
//
// { event: 'error', msg: 'Illegal request: {"op":"subscribe","args":["spot/ticker:BTC-USDT"]}', code: '60012' }
// { event: 'error', msg: "channel:ticker,instId:BTC-USDT doesn't exist", code: '60018' }
// { event: 'error', msg: 'Invalid OK_ACCESS_KEY', code: '60005' }
// {
// event: 'error',
// msg: 'Illegal request: {"op":"login","args":["de89b035-b233-44b2-9a13-0ccdd00bda0e","7KUcc8YzQhnxBE3K","1626691289","H57N99mBt5NvW8U19FITrPdOxycAERFMaapQWRqLaSE="]}',
// code: '60012'
// }
//
//
//
if (message === 'pong') {
return this.handlePong (client, message);
}
// const table = this.safeString (message, 'table');
// if (table === undefined) {
const event = this.safeString (message, 'event');
if (event !== undefined) {
const methods = {
// 'info': this.handleSystemStatus,
// 'book': 'handleOrderBook',
'login': this.handleAuthenticate,
'subscribe': this.handleSubscriptionStatus,
};
const method = this.safeValue (methods, event);
if (method === undefined) {
return message;
} else {
return method.call (this, client, message);
}
} else {
const arg = this.safeValue (message, 'arg', {});
const channel = this.safeString (arg, 'channel');
const methods = {
'bbo-tbt': this.handleOrderBook, // newly added channel that sends tick-by-tick Level 1 data, all API users can subscribe, public depth channel, verification not required
'books': this.handleOrderBook, // all API users can subscribe, public depth channel, verification not required
'books5': this.handleOrderBook, // all API users can subscribe, public depth channel, verification not required, data feeds will be delivered every 100ms (vs. every 200ms now)
'books50-l2-tbt': this.handleOrderBook, // only users who're VIP4 and above can subscribe, identity verification required before subscription
'books-l2-tbt': this.handleOrderBook, // only users who're VIP5 and above can subscribe, identity verification required before subscription
'tickers': this.handleTicker,
'trades': this.handleTrades,
'account': this.handleBalance,
// 'margin_account': this.handleBalance,
'orders': this.handleOrders,
'orders-algo': this.handleOrders,
};
const method = this.safeValue (methods, channel);
if (method === undefined) {
if (channel.indexOf ('candle') === 0) {
this.handleOHLCV (client, message);
} else {
return message;
}
} else {
return method.call (this, client, message);
}
}
}
};