@icgio/icg-exchanges 1.40.42 → 1.40.44

package/lib/exchanges/lbank.js

@@ -7,6 +7,7 @@ const needle = require('needle')
 const ExchangeWs = require('./exchange-ws.js')
 
 const ExchangeBase = require('./exchange-base.js')
+const { filter_history_in_range, sleep, sort_history_rows, split_windows } = ExchangeBase.history_utils
 
 const { error_codes } = require('../error_codes.json')
 const { utils, rate_limiter: Limiter } = require('@icgio/icg-utils')
@@ -69,11 +70,29 @@ const uuid38 = () => uuid16() + uuid22()
 function get_signature_lbank(secret_key, request, timestamp, echostr) {
   request = _.extend(request, { timestamp, echostr, signature_method: 'HmacSHA256' })
   request = _.fromPairs(_.sortBy(_.toPairs(request), [0]))
-  let message = qs.stringify(request)
+  let message = qs.stringify(request, { encode: false })
   message = crypto.createHash('md5').update(message).digest('hex').toUpperCase()
   return crypto.createHmac('sha256', secret_key).update(message).digest('hex')
 }
 
+function format_history_time_utc8(ms) {
+  const date = new Date(ms + 8 * 60 * 60 * 1000)
+  const pad = (value) => String(value).padStart(2, '0')
+  return (
+    date.getUTCFullYear() +
+    '-' +
+    pad(date.getUTCMonth() + 1) +
+    '-' +
+    pad(date.getUTCDate()) +
+    ' ' +
+    pad(date.getUTCHours()) +
+    ':' +
+    pad(date.getUTCMinutes()) +
+    ':' +
+    pad(date.getUTCSeconds())
+  )
+}
+
 function parse_lbank_ws_timestamp(value) {
   if (value instanceof Date) return value
   if (typeof value === 'number') return new Date(value)
@@ -580,61 +599,77 @@ module.exports = class Lbank extends ExchangeBase {
     this.private_limiter.process(get_trades_base, pair, timeframe_in_ms, cb)
   }
   get_history_trades(pair, start_time_in_ms, end_time_in_ms, cb) {
-    let [api_key, secret_key] = this.api_secret_key
-    const PAGE_SIZE = 100
-    let all_results = []
-
-    const fetch_page = (page_start) => {
-      let timestamp = new Date().getTime().toString()
-      let echostr = uuid38()
-      let params = {
-        api_key: api_key,
-        direct: 'next',
-        endTime: end_time_in_ms.toString(),
-        size: PAGE_SIZE,
-        startTime: page_start.toString(),
-        symbol: pre_process_pair(pair),
-      }
-      params.sign = get_signature_lbank(secret_key, params, timestamp, echostr)
-      let options = get_options(timestamp, echostr)
-      needle.post('https://api.lbank.info/v2/transaction_history.do', params, options, (err, res, body) => {
-        body = parse_body(body)
-        if (body && body.result && body.error_code === 0 && !body.data) {
-          cb({ success: true, body: all_results })
-        } else if (body && body.result && Array.isArray(body.data)) {
-          let result = body.data.map((order) => {
-            return {
-              order_id: order.orderUuid.toString(),
-              pair,
-              type: order.tradeType,
-              price: parseFloat(order.dealPrice),
-              amount: parseFloat(order.dealQuantity),
-              total: parseFloat(order.dealVolumePrice),
-              close_time: new Date(order.dealTime),
-              fees: {
-                [order.tradeType === 'buy' ? pair_to_base_cur(pair) : pair_to_quote_cur(pair)]: parseFloat(order.tradeFee),
-              },
-            }
-          })
-          all_results = all_results.concat(result)
-          // direct=next returns oldest first — advance startTime past the newest to get next page
-          if (result.length >= PAGE_SIZE) {
-            const newest_time = Math.max(...result.map(t => t.close_time.getTime()))
-            if (newest_time > page_start && newest_time < end_time_in_ms) {
-              fetch_page(newest_time + 1)
-              return
+    const get_history_trades_base = (pair, start_time_in_ms, end_time_in_ms, cb) => {
+      let [api_key, secret_key] = this.api_secret_key
+      ;(async () => {
+        const rows = []
+        const max_window_ms = 2 * 24 * 60 * 60 * 1000
+        const windows = split_windows(start_time_in_ms, end_time_in_ms, Math.min(max_window_ms, end_time_in_ms - start_time_in_ms))
+        for (const [window_start_ms, window_stop_ms] of windows) {
+          let last_trade_id = null
+          while (true) {
+            const raw_items = await new Promise((resolve, reject) => {
+              let timestamp = new Date().getTime().toString()
+              let echostr = uuid38()
+              let params = {
+                api_key: api_key,
+                endTime: format_history_time_utc8(window_stop_ms),
+                limit: '100',
+                startTime: format_history_time_utc8(window_start_ms),
+                symbol: pre_process_pair(pair),
+              }
+              if (last_trade_id) params.fromId = last_trade_id
+              params.sign = get_signature_lbank(secret_key, params, timestamp, echostr)
+              let options = get_options(timestamp, echostr)
+              needle.post('https://api.lbank.info/v2/supplement/transaction_history.do', params, options, (err, res, body) => {
+                body = parse_body(body)
+                if (body && body.result && body.error_code === 0 && !body.data) {
+                  resolve([])
+                } else if (body && body.result && Array.isArray(body.data)) {
+                  resolve(
+                    body.data.map((trade) => {
+                      let result = {
+                        order_id: trade.orderId != null ? trade.orderId.toString() : '',
+                        pair,
+                        type: trade.isBuyer ? 'buy' : 'sell',
+                        price: parseFloat(trade.price),
+                        amount: parseFloat(trade.qty),
+                        total: parseFloat(trade.quoteQty),
+                        close_time: new Date(trade.time),
+                        fees: {
+                          [trade.isBuyer ? pair_to_base_cur(pair) : pair_to_quote_cur(pair)]: parseFloat(trade.commission),
+                        },
+                        role: trade.isMaker ? 'maker' : 'taker',
+                      }
+                      if (trade.id != null) result.trade_id = trade.id.toString()
+                      return result
+                    }),
+                  )
+                } else if (body) {
+                  reject({ error: error_codes.other, body })
+                } else {
+                  reject({ error: error_codes.timeout })
+                }
+              })
+            })
+            if (raw_items.length === 0) break
+            let items = raw_items
+            if (last_trade_id && items[0] && items[0].trade_id === last_trade_id) {
+              items = items.slice(1)
             }
+            if (items.length === 0) break
+            rows.push(...items)
+            last_trade_id = raw_items[raw_items.length - 1]?.trade_id || null
+            if (raw_items.length < 100 || !last_trade_id) break
+            await sleep(50)
           }
-          cb({ success: true, body: all_results })
-        } else if (body) {
-          cb({ success: false, error: error_codes.other, body })
-        } else {
-          cb({ success: false, error: error_codes.timeout })
         }
+        cb({ success: true, body: sort_history_rows(filter_history_in_range(rows, start_time_in_ms, end_time_in_ms)) })
+      })().catch((error) => {
+        cb({ success: false, error: error?.error || error_codes.other, body: error?.body })
       })
     }
-
-    this.private_limiter.process(fetch_page, start_time_in_ms)
+    this.private_limiter.process(get_history_trades_base, pair, start_time_in_ms, end_time_in_ms, cb)
   }
   get_all_deposits(timeframe_in_ms, cb) {
     const get_all_deposits_base = (timeframe_in_ms, cb) => {

package/lib/exchanges/mexc.js

@@ -7,6 +7,7 @@ const needle = require('needle')
 
 const ExchangeBase = require('./exchange-base.js')
 const ExchangeWs = require('./exchange-ws.js')
+const { fetch_split_windows, sort_history_rows } = ExchangeBase.history_utils
 
 const { utils, rate_limiter: Limiter } = require('@icgio/icg-utils')
 
@@ -515,6 +516,63 @@ module.exports = class Mexc extends ExchangeBase {
     }
     this.private_limiter.process(get_trades_base, pair, timeframe_in_ms, cb)
   }
+  get_history_trades(pair, start_time_in_ms, end_time_in_ms, cb) {
+    const get_history_trades_base = (pair, start_time_in_ms, end_time_in_ms, cb) => {
+      let [api_key, secret_key] = this.api_secret_key
+      const options = get_options(api_key)
+      ;(async () => {
+        const rows = await fetch_split_windows({
+          start_ms: start_time_in_ms,
+          stop_ms: end_time_in_ms,
+          initial_window_ms: Math.max(end_time_in_ms - start_time_in_ms, 60 * 1000),
+          page_limit: 1000,
+          fetch_window: async (window_start_ms, window_stop_ms) =>
+            await new Promise((resolve, reject) => {
+              let params = {
+                symbol: pre_process_pair(pair),
+                startTime: window_start_ms,
+                endTime: window_stop_ms - 1,
+                limit: 1000,
+                timestamp: parseInt(Date.now()),
+              }
+              let signature = get_signature_mexc(secret_key, params)
+              let url = 'https://api.mexc.com/api/v3/myTrades?' + qs.stringify(params) + '&signature=' + signature
+              needle.get(url, options, (err, res, body) => {
+                if (body && Array.isArray(body)) {
+                  resolve(
+                    body.map((trade) => {
+                      let result = {
+                        order_id: trade.orderId != null ? trade.orderId.toString() : '',
+                        pair,
+                        type: trade.isBuyer ? 'buy' : 'sell',
+                        price: parseFloat(trade.price),
+                        amount: parseFloat(trade.qty),
+                        total: parseFloat(trade.quoteQty),
+                        close_time: new Date(parseInt(trade.time)),
+                        fees: {
+                          [post_process_cur(trade.commissionAsset)]: parseFloat(trade.commission),
+                        },
+                        role: trade.isMaker ? 'maker' : 'taker',
+                      }
+                      if (trade.id != null) result.trade_id = trade.id.toString()
+                      return result
+                    }),
+                  )
+                } else if (body) {
+                  reject({ error: error_codes.other, body })
+                } else {
+                  reject({ error: error_codes.timeout })
+                }
+              })
+            }),
+        })
+        cb({ success: true, body: sort_history_rows(rows) })
+      })().catch((error) => {
+        cb({ success: false, error: error?.error || error_codes.other, body: error?.body })
+      })
+    }
+    this.private_limiter.process(get_history_trades_base, pair, start_time_in_ms, end_time_in_ms, cb)
+  }
   get_all_deposits(timeframe_in_ms, cb) {
     let get_all_deposits_base = (timeframe_in_ms, cb) => {
       let [api_key, secret_key] = this.api_secret_key

package/lib/exchanges/swft.js

@@ -416,6 +416,9 @@ module.exports = class Swft extends ExchangeBase {
     }
     this.private_limiter.process(get_trades_base, pair, timeframe_in_ms, cb)
   }
+  get_history_trades(pair, start_time_in_ms, end_time_in_ms, cb) {
+    this._get_history_trades_via_timeframe(pair, start_time_in_ms, end_time_in_ms, cb)
+  }
   // get_all_deposits(timeframe_in_ms, cb) {
   //
   // }

package/lib/exchanges/upbit.js

@@ -374,6 +374,63 @@ module.exports = class Upbit extends ExchangeBase {
     }
     this.private_limiter.process(get_trades_base, pair, timeframe_in_ms, cb)
   }
+  get_history_trades(pair, start_time_in_ms, end_time_in_ms, cb) {
+    let [api_key, secret_key] = this.api_secret_key
+    let { filter_history_in_range, sort_history_rows, split_windows, sleep } = ExchangeBase.history_utils
+    let fetch_page = (params) =>
+      new Promise((resolve, reject) => {
+        let options = get_options(api_key, secret_key, params)
+        let url = 'https://api.upbit.com/v1/orders/closed?' + qs.stringify(params)
+        this.private_limiter.process(needle.get, url, options, (err, res, body) => {
+          if (body && Array.isArray(body)) {
+            resolve(body)
+          } else if (body) {
+            reject({ success: false, error: error_codes.other, body })
+          } else {
+            reject({ success: false, error: error_codes.timeout })
+          }
+        })
+      })
+    ;(async () => {
+      let trades = []
+      let windows = split_windows(start_time_in_ms, end_time_in_ms, 7 * 24 * 60 * 60 * 1000)
+      for (let [window_start_ms, window_stop_ms] of windows) {
+        let page = 1
+        while (true) {
+          let params = {
+            market: pre_process_pair(pair),
+            state: 'done',
+            page,
+            limit: 100,
+            order_by: 'asc',
+            start_time: window_start_ms,
+            end_time: window_stop_ms - 1,
+          }
+          let rows = await fetch_page(params)
+          trades.push(
+            ...rows.map((order) => {
+              let price = parseFloat(order.avg_price) > 0 ? parseFloat(order.avg_price) : parseFloat(order.price)
+              let amount = parseFloat(order.executed_volume)
+              return {
+                order_id: order.uuid,
+                pair,
+                type: order.side === 'bid' ? 'buy' : 'sell',
+                price,
+                amount,
+                total: Number.isFinite(parseFloat(order.executed_funds)) ? parseFloat(order.executed_funds) : price * amount,
+                close_time: new Date(order.done_at || order.created_at),
+              }
+            })
+          )
+          if (rows.length < 100) break
+          page++
+          await sleep(250)
+        }
+      }
+      trades = sort_history_rows(filter_history_in_range(trades, start_time_in_ms, end_time_in_ms))
+      cb({ success: true, body: trades })
+    })().catch((error) => cb(error))
+  }
   get_trades_id(pair, order_id, timeframe_in_ms, cb) {
     let get_trades_id_base = (pair, order_id, timeframe_in_ms, cb) => {
       let params = {

package/lib/exchanges/weex.js

@@ -393,6 +393,9 @@ module.exports = class Weex extends ExchangeBase {
     }
     this.private_limiter.process(get_trades_base, pair, timeframe_in_ms, cb)
   }
+  get_history_trades(pair, start_time_in_ms, end_time_in_ms, cb) {
+    this._get_history_trades_via_timeframe(pair, start_time_in_ms, end_time_in_ms, cb)
+  }
   get_all_deposits(timeframe_in_ms, cb) {
     let get_all_deposits_base = (cb) => {
       let [api_key, secret_key] = this.api_secret_key

package/lib/exchanges/xt.js

@@ -7,6 +7,7 @@ const websocket = require('ws')
 
 const ExchangeBase = require('./exchange-base.js')
 const ExchangeWs = require('./exchange-ws.js')
+const { fetch_split_windows, sort_query_params, sort_history_rows } = ExchangeBase.history_utils
 
 const { error_codes } = require('../error_codes.json')
 const { utils, rate_limiter: Limiter } = require('@icgio/icg-utils')
@@ -516,6 +517,66 @@ module.exports = class Xt extends ExchangeBase {
     }
     this.private_limiter.process(get_trades_base, pair, timeframe_in_ms, cb)
   }
+  get_history_trades(pair, start_time_in_ms, end_time_in_ms, cb) {
+    const get_history_trades_base = (pair, start_time_in_ms, end_time_in_ms, cb) => {
+      let [api_key, secret_key] = this.api_secret_key
+      ;(async () => {
+        const rows = await fetch_split_windows({
+          start_ms: start_time_in_ms,
+          stop_ms: end_time_in_ms,
+          initial_window_ms: 4 * 60 * 60 * 1000,
+          page_limit: 100,
+          fetch_window: async (window_start_ms, window_stop_ms) =>
+            await new Promise((resolve, reject) => {
+              const path = '/v4/trade'
+              const params = sort_query_params({
+                bizType: 'SPOT',
+                endTime: window_stop_ms - 1,
+                limit: 100,
+                startTime: window_start_ms,
+                symbol: pre_process_pair(pair),
+              })
+              const url = 'https://sapi.xt.com' + path + '?' + qs.stringify(params)
+              const timestamp = new Date().getTime()
+              const sign = get_signature_xt(api_key, secret_key, 'GET', path, params, '', timestamp)
+              const options = get_options(api_key, timestamp, sign)
+              needle.get(url, options, (err, res, body) => {
+                body = parse_body(body)
+                if (body && body.mc === 'SUCCESS' && body.result && Array.isArray(body.result.items)) {
+                  resolve(
+                    body.result.items.map((item) => {
+                      let trade = {
+                        order_id: item.orderId != null ? item.orderId.toString() : '',
+                        pair,
+                        type: String(item.orderSide || '').toLowerCase(),
+                        price: parseFloat(item.price),
+                        amount: parseFloat(item.quantity),
+                        total: parseFloat(item.quoteQty),
+                        close_time: new Date(item.time),
+                        fees: {
+                          [post_process_cur(item.feeCurrency)]: parseFloat(item.fee),
+                        },
+                        role: String(item.takerMaker || '').toLowerCase(),
+                      }
+                      if (item.tradeId != null) trade.trade_id = item.tradeId.toString()
+                      return trade
+                    }),
+                  )
+                } else if (body) {
+                  reject({ error: error_codes.other, body })
+                } else {
+                  reject({ error: error_codes.timeout })
+                }
+              })
+            }),
+        })
+        cb({ success: true, body: sort_history_rows(rows) })
+      })().catch((error) => {
+        cb({ success: false, error: error?.error || error_codes.other, body: error?.body })
+      })
+    }
+    this.private_limiter.process(get_history_trades_base, pair, start_time_in_ms, end_time_in_ms, cb)
+  }
   get_deposits(cur, timeframe_in_ms, cb) {
     const chains = ['Tron', 'BNB Smart Chain', 'Ethereum']
     let get_deposits_base = (timeframe_in_ms, cb) => {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@icgio/icg-exchanges",
-  "version": "1.40.42",
+  "version": "1.40.44",
   "description": "icgio exchanges package",
   "main": "./exchanges.js",
   "scripts": {