ccxt-ir 4.9.32 → 4.11.0

package/js/src/src/pro/paradex.js

@@ -0,0 +1,370 @@
+// ----------------------------------------------------------------------------
+
+// PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
+// https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
+// EDIT THE CORRESPONDENT .ts FILE INSTEAD
+
+//  ---------------------------------------------------------------------------
+import paradexRest from '../paradex.js';
+import { ArrayCache } from '../base/ws/Cache.js';
+//  ---------------------------------------------------------------------------
+export default class paradex extends paradexRest {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'watchTicker': true,
+                'watchTickers': true,
+                'watchOrderBook': true,
+                'watchOrders': false,
+                'watchTrades': true,
+                'watchTradesForSymbols': false,
+                'watchBalance': false,
+                'watchOHLCV': false,
+            },
+            'urls': {
+                'logo': 'https://x.com/tradeparadex/photo',
+                'api': {
+                    'ws': 'wss://ws.api.prod.paradex.trade/v1',
+                },
+                'test': {
+                    'ws': 'wss://ws.api.testnet.paradex.trade/v1',
+                },
+                'www': 'https://www.paradex.trade/',
+                'doc': 'https://docs.api.testnet.paradex.trade/',
+                'fees': 'https://docs.paradex.trade/getting-started/trading-fees',
+                'referral': '',
+            },
+            'options': {},
+            'streaming': {},
+        });
+    }
+    /**
+     * @method
+     * @name paradex#watchTrades
+     * @description get the list of most recent trades for a particular symbol
+     * @see https://docs.api.testnet.paradex.trade/#sub-trades-market_symbol-operation
+     * @param {string} symbol unified symbol of the market to fetch trades for
+     * @param {int} [since] timestamp in ms of the earliest trade to fetch
+     * @param {int} [limit] the maximum amount of trades to fetch
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
+     */
+    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        await this.loadMarkets();
+        let messageHash = 'trades.';
+        if (symbol !== undefined) {
+            const market = this.market(symbol);
+            messageHash += market['id'];
+        }
+        else {
+            messageHash += 'ALL';
+        }
+        const url = this.urls['api']['ws'];
+        const request = {
+            'jsonrpc': '2.0',
+            'method': 'subscribe',
+            'params': {
+                'channel': messageHash,
+            },
+        };
+        const trades = await this.watch(url, messageHash, this.deepExtend(request, params), messageHash);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    handleTrade(client, message) {
+        //
+        //     {
+        //         "jsonrpc": "2.0",
+        //         "method": "subscription",
+        //         "params": {
+        //             "channel": "trades.ALL",
+        //             "data": {
+        //                 "id": "1718179273230201709233240002",
+        //                 "market": "kBONK-USD-PERP",
+        //                 "side": "BUY",
+        //                 "size": "34028",
+        //                 "price": "0.028776",
+        //                 "created_at": 1718179273230,
+        //                 "trade_type": "FILL"
+        //             }
+        //         }
+        //     }
+        //
+        const params = this.safeDict(message, 'params', {});
+        const data = this.safeDict(params, 'data', {});
+        const parsedTrade = this.parseTrade(data);
+        const symbol = parsedTrade['symbol'];
+        const messageHash = this.safeString(params, 'channel');
+        let stored = this.safeValue(this.trades, symbol);
+        if (stored === undefined) {
+            stored = new ArrayCache(this.safeInteger(this.options, 'tradesLimit', 1000));
+            this.trades[symbol] = stored;
+        }
+        stored.append(parsedTrade);
+        client.resolve(stored, messageHash);
+        return message;
+    }
+    /**
+     * @method
+     * @name paradex#watchOrderBook
+     * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+     * @see https://docs.api.testnet.paradex.trade/#sub-order_book-market_symbol-snapshot-15-refresh_rate-operation
+     * @param {string} symbol unified symbol of the market to fetch the order book for
+     * @param {int} [limit] the maximum amount of order book entries to return
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
+     */
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const messageHash = 'order_book.' + market['id'] + '.snapshot@15@100ms';
+        const url = this.urls['api']['ws'];
+        const request = {
+            'jsonrpc': '2.0',
+            'method': 'subscribe',
+            'params': {
+                'channel': messageHash,
+            },
+        };
+        const orderbook = await this.watch(url, messageHash, this.deepExtend(request, params), messageHash);
+        return orderbook.limit();
+    }
+    handleOrderBook(client, message) {
+        //
+        //     {
+        //         "jsonrpc": "2.0",
+        //         "method": "subscription",
+        //         "params": {
+        //             "channel": "order_book.BTC-USD-PERP.snapshot@15@50ms",
+        //             "data": {
+        //                 "seq_no": 14127815,
+        //                 "market": "BTC-USD-PERP",
+        //                 "last_updated_at": 1718267837265,
+        //                 "update_type": "s",
+        //                 "inserts": [
+        //                     {
+        //                         "side": "BUY",
+        //                         "price": "67629.7",
+        //                         "size": "0.992"
+        //                     },
+        //                     {
+        //                         "side": "SELL",
+        //                         "price": "69378.6",
+        //                         "size": "3.137"
+        //                     }
+        //                 ],
+        //                 "updates": [],
+        //                 "deletes": []
+        //             }
+        //         }
+        //     }
+        //
+        const params = this.safeDict(message, 'params', {});
+        const data = this.safeDict(params, 'data', {});
+        const marketId = this.safeString(data, 'market');
+        const market = this.safeMarket(marketId);
+        const timestamp = this.safeInteger(data, 'last_updated_at');
+        const symbol = market['symbol'];
+        if (!(symbol in this.orderbooks)) {
+            this.orderbooks[symbol] = this.orderBook();
+        }
+        const orderbookData = {
+            'bids': [],
+            'asks': [],
+        };
+        const inserts = this.safeList(data, 'inserts');
+        for (let i = 0; i < inserts.length; i++) {
+            const insert = this.safeDict(inserts, i);
+            const side = this.safeString(insert, 'side');
+            const price = this.safeString(insert, 'price');
+            const size = this.safeString(insert, 'size');
+            if (side === 'BUY') {
+                orderbookData['bids'].push([price, size]);
+            }
+            else {
+                orderbookData['asks'].push([price, size]);
+            }
+        }
+        const orderbook = this.orderbooks[symbol];
+        const snapshot = this.parseOrderBook(orderbookData, symbol, timestamp, 'bids', 'asks');
+        snapshot['nonce'] = this.safeNumber(data, 'seq_no');
+        orderbook.reset(snapshot);
+        const messageHash = this.safeString(params, 'channel');
+        client.resolve(orderbook, messageHash);
+    }
+    /**
+     * @method
+     * @name paradex#watchTicker
+     * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
+     * @see https://docs.api.testnet.paradex.trade/#sub-markets_summary-operation
+     * @param {string} symbol unified symbol of the market to fetch the ticker for
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+     */
+    async watchTicker(symbol, params = {}) {
+        await this.loadMarkets();
+        symbol = this.symbol(symbol);
+        const channel = 'markets_summary';
+        const url = this.urls['api']['ws'];
+        const request = {
+            'jsonrpc': '2.0',
+            'method': 'subscribe',
+            'params': {
+                'channel': channel,
+            },
+        };
+        const messageHash = channel + '.' + symbol;
+        return await this.watch(url, messageHash, this.deepExtend(request, params), messageHash);
+    }
+    /**
+     * @method
+     * @name paradex#watchTickers
+     * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
+     * @see https://docs.api.testnet.paradex.trade/#sub-markets_summary-operation
+     * @param {string[]} symbols unified symbol of the market to fetch the ticker for
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+     */
+    async watchTickers(symbols = undefined, params = {}) {
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols);
+        const channel = 'markets_summary';
+        const url = this.urls['api']['ws'];
+        const request = {
+            'jsonrpc': '2.0',
+            'method': 'subscribe',
+            'params': {
+                'channel': channel,
+            },
+        };
+        const messageHashes = [];
+        if (Array.isArray(symbols)) {
+            for (let i = 0; i < symbols.length; i++) {
+                const messageHash = channel + '.' + symbols[i];
+                messageHashes.push(messageHash);
+            }
+        }
+        else {
+            messageHashes.push(channel);
+        }
+        const newTickers = await this.watchMultiple(url, messageHashes, this.deepExtend(request, params), messageHashes);
+        if (this.newUpdates) {
+            const result = {};
+            result[newTickers['symbol']] = newTickers;
+            return result;
+        }
+        return this.filterByArray(this.tickers, 'symbol', symbols);
+    }
+    handleTicker(client, message) {
+        //
+        //     {
+        //         "jsonrpc": "2.0",
+        //         "method": "subscription",
+        //         "params": {
+        //             "channel": "markets_summary",
+        //             "data": {
+        //                 "symbol": "ORDI-USD-PERP",
+        //                 "oracle_price": "49.80885481",
+        //                 "mark_price": "49.80885481",
+        //                 "last_traded_price": "62.038",
+        //                 "bid": "49.822",
+        //                 "ask": "58.167",
+        //                 "volume_24h": "0",
+        //                 "total_volume": "54542628.66054200416",
+        //                 "created_at": 1718334307698,
+        //                 "underlying_price": "47.93",
+        //                 "open_interest": "6999.5",
+        //                 "funding_rate": "0.03919997509811",
+        //                 "price_change_rate_24h": ""
+        //             }
+        //         }
+        //     }
+        //
+        const params = this.safeDict(message, 'params', {});
+        const data = this.safeDict(params, 'data', {});
+        const marketId = this.safeString(data, 'symbol');
+        const market = this.safeMarket(marketId);
+        const symbol = market['symbol'];
+        const channel = this.safeString(params, 'channel');
+        const messageHash = channel + '.' + symbol;
+        const ticker = this.parseTicker(data, market);
+        this.tickers[symbol] = ticker;
+        client.resolve(ticker, channel);
+        client.resolve(ticker, messageHash);
+        return message;
+    }
+    handleErrorMessage(client, message) {
+        //
+        //     {
+        //         "jsonrpc": "2.0",
+        //         "id": 0,
+        //         "error": {
+        //             "code": -32600,
+        //             "message": "invalid subscribe request",
+        //             "data": "invalid channel"
+        //         },
+        //         "usIn": 1718179125962419,
+        //         "usDiff": 76,
+        //         "usOut": 1718179125962495
+        //     }
+        //
+        const error = this.safeDict(message, 'error');
+        if (error === undefined) {
+            return true;
+        }
+        else {
+            const errorCode = this.safeString(error, 'code');
+            if (errorCode !== undefined) {
+                const feedback = this.id + ' ' + this.json(error);
+                this.throwExactlyMatchedException(this.exceptions['exact'], '-32600', feedback);
+                const messageString = this.safeValue(error, 'message');
+                if (messageString !== undefined) {
+                    this.throwBroadlyMatchedException(this.exceptions['broad'], messageString, feedback);
+                }
+            }
+            return false;
+        }
+    }
+    handleMessage(client, message) {
+        if (!this.handleErrorMessage(client, message)) {
+            return;
+        }
+        //
+        //     {
+        //         "jsonrpc": "2.0",
+        //         "method": "subscription",
+        //         "params": {
+        //             "channel": "trades.ALL",
+        //             "data": {
+        //                 "id": "1718179273230201709233240002",
+        //                 "market": "kBONK-USD-PERP",
+        //                 "side": "BUY",
+        //                 "size": "34028",
+        //                 "price": "0.028776",
+        //                 "created_at": 1718179273230,
+        //                 "trade_type": "FILL"
+        //             }
+        //         }
+        //     }
+        //
+        const data = this.safeDict(message, 'params');
+        if (data !== undefined) {
+            const channel = this.safeString(data, 'channel');
+            const parts = channel.split('.');
+            const name = this.safeString(parts, 0);
+            const methods = {
+                'trades': this.handleTrade,
+                'order_book': this.handleOrderBook,
+                'markets_summary': this.handleTicker,
+                // ...
+            };
+            const method = this.safeValue(methods, name);
+            if (method !== undefined) {
+                method.call(this, client, message);
+            }
+        }
+    }
+}

package/js/src/src/pro/phemex.d.ts

@@ -0,0 +1,129 @@
+import phemexRest from '../phemex.js';
+import type { Int, Str, OrderBook, Order, Trade, Ticker, OHLCV, Balances, Dict, Strings, Tickers } from '../base/types.js';
+import Client from '../base/ws/Client.js';
+export default class phemex extends phemexRest {
+    describe(): any;
+    fromEn(en: any, scale: any): string;
+    fromEp(ep: any, market?: any): any;
+    fromEv(ev: any, market?: any): any;
+    fromEr(er: any, market?: any): any;
+    requestId(): any;
+    parseSwapTicker(ticker: any, market?: any): Dict;
+    parsePerpetualTicker(ticker: any, market?: any): Dict;
+    handleTicker(client: Client, message: any): void;
+    /**
+     * @method
+     * @name phemex#watchBalance
+     * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#subscribe-account-order-position-aop
+     * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#subscribe-account-order-position-aop
+     * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Spot-API-en.md#subscribe-wallet-order-messages
+     * @description watch balance and get the amount of funds available for trading or funds locked in orders
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @param {string} [params.settle] set to USDT to use hedged perpetual api
+     * @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
+     */
+    watchBalance(params?: {}): Promise<Balances>;
+    handleBalance(type: any, client: any, message: any): void;
+    handleTrades(client: Client, message: any): void;
+    handleOHLCV(client: Client, message: any): void;
+    /**
+     * @method
+     * @name phemex#watchTicker
+     * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#subscribe-24-hours-ticker
+     * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#subscribe-24-hours-ticker
+     * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Spot-API-en.md#subscribe-24-hours-ticker
+     * @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 exchange API endpoint
+     * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+     */
+    watchTicker(symbol: string, params?: {}): Promise<Ticker>;
+    /**
+     * @method
+     * @name phemex#watchTickers
+     * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#subscribe-24-hours-ticker
+     * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#subscribe-24-hours-ticker
+     * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Spot-API-en.md#subscribe-24-hours-ticker
+     * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
+     * @param {string[]} [symbols] unified symbol of the market to fetch the ticker for
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @param {string} [params.channel] the channel to subscribe to, tickers by default. Can be tickers, sprd-tickers, index-tickers, block-tickers
+     * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+     */
+    watchTickers(symbols?: Strings, params?: {}): Promise<Tickers>;
+    /**
+     * @method
+     * @name phemex#watchTrades
+     * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#subscribe-trade
+     * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#subscribe-trade
+     * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Spot-API-en.md#subscribe-trade
+     * @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} [since] timestamp in ms of the earliest trade to fetch
+     * @param {int} [limit] the maximum amount of trades to fetch
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
+     */
+    watchTrades(symbol: string, since?: Int, limit?: Int, params?: {}): Promise<Trade[]>;
+    /**
+     * @method
+     * @name phemex#watchOrderBook
+     * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Spot-API-en.md#subscribe-orderbook
+     * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#subscribe-orderbook-for-new-model
+     * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#subscribe-30-levels-orderbook
+     * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#subscribe-full-orderbook
+     * @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} [limit] the maximum amount of order book entries to return
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
+     */
+    watchOrderBook(symbol: string, limit?: Int, params?: {}): Promise<OrderBook>;
+    /**
+     * @method
+     * @name phemex#watchOHLCV
+     * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#subscribe-kline
+     * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#subscribe-kline
+     * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Spot-API-en.md#subscribe-kline
+     * @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} [since] timestamp in ms of the earliest candle to fetch
+     * @param {int} [limit] the maximum amount of candles to fetch
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
+     */
+    watchOHLCV(symbol: string, timeframe?: string, since?: Int, limit?: Int, params?: {}): Promise<OHLCV[]>;
+    customHandleDelta(bookside: any, delta: any, market?: any): void;
+    customHandleDeltas(bookside: any, deltas: any, market?: any): void;
+    handleOrderBook(client: Client, message: any): void;
+    /**
+     * @method
+     * @name phemex#watchMyTrades
+     * @description watches information on multiple trades made by the user
+     * @param {string} symbol unified market symbol of the market trades were made in
+     * @param {int} [since] the earliest time in ms to fetch trades for
+     * @param {int} [limit] the maximum number of trade structures to retrieve
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure}
+     */
+    watchMyTrades(symbol?: Str, since?: Int, limit?: Int, params?: {}): Promise<Trade[]>;
+    handleMyTrades(client: Client, message: any): void;
+    /**
+     * @method
+     * @name phemex#watchOrders
+     * @description watches information on multiple orders made by the user
+     * @param {string} symbol unified market symbol of the market orders were made in
+     * @param {int} [since] the earliest time in ms to fetch orders for
+     * @param {int} [limit] the maximum number of order structures to retrieve
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+     */
+    watchOrders(symbol?: Str, since?: Int, limit?: Int, params?: {}): Promise<Order[]>;
+    handleOrders(client: Client, message: any): void;
+    parseWSSwapOrder(order: any, market?: any): Order;
+    handleMessage(client: Client, message: any): void;
+    handleAuthenticate(client: Client, message: any): void;
+    subscribePrivate(type: any, messageHash: any, params?: {}): Promise<any>;
+    authenticate(params?: {}): Promise<any>;
+}