ccxt 4.1.19 → 4.1.22

package/js/src/pro/kucoin.js

@@ -631,13 +631,16 @@ export default class kucoin extends kucoinRest {
          * @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  orde structures to retrieve
+         * @param {int} [limit] the maximum number of order structures to retrieve
          * @param {object} [params] extra parameters specific to the kucoin api endpoint
+         * @param {boolean} [params.stop] trigger orders are watched if true
          * @returns {object[]} a list of [order structures]{@link https://github.com/ccxt/ccxt/wiki/Manual#order-structure}
          */
         await this.loadMarkets();
+        const stop = this.safeValue2(params, 'stop', 'trigger');
+        params = this.omit(params, ['stop', 'trigger']);
         const url = await this.negotiate(true);
-        const topic = '/spotMarket/tradeOrders';
+        const topic = stop ? '/spotMarket/advancedOrders' : '/spotMarket/tradeOrders';
         const request = {
             'privateChannel': true,
         };
@@ -660,59 +663,79 @@ export default class kucoin extends kucoinRest {
             'match': 'open',
             'update': 'open',
             'canceled': 'canceled',
+            'cancel': 'canceled',
+            'TRIGGERED': 'triggered',
         };
         return this.safeString(statuses, status, status);
     }
     parseWsOrder(order, market = undefined) {
         //
-        //     {
-        //         'symbol': 'XCAD-USDT',
-        //         'orderType': 'limit',
-        //         'side': 'buy',
-        //         'orderId': '6249167327218b000135e749',
-        //         'type': 'canceled',
-        //         'orderTime': 1648957043065280224,
-        //         'size': '100.452',
-        //         'filledSize': '0',
-        //         'price': '2.9635',
-        //         'clientOid': 'buy-XCAD-USDT-1648957043010159',
-        //         'remainSize': '0',
-        //         'status': 'done',
-        //         'ts': 1648957054031001037
-        //     }
+        // /spotMarket/tradeOrders
+        //
+        //    {
+        //        'symbol': 'XCAD-USDT',
+        //        'orderType': 'limit',
+        //        'side': 'buy',
+        //        'orderId': '6249167327218b000135e749',
+        //        'type': 'canceled',
+        //        'orderTime': 1648957043065280224,
+        //        'size': '100.452',
+        //        'filledSize': '0',
+        //        'price': '2.9635',
+        //        'clientOid': 'buy-XCAD-USDT-1648957043010159',
+        //        'remainSize': '0',
+        //        'status': 'done',
+        //        'ts': 1648957054031001037
+        //    }
+        //
+        // /spotMarket/advancedOrders
+        //
+        //    {
+        //        "createdAt": 1589789942337,
+        //        "orderId": "5ec244f6a8a75e0009958237",
+        //        "orderPrice": "0.00062",
+        //        "orderType": "stop",
+        //        "side": "sell",
+        //        "size": "1",
+        //        "stop": "entry",
+        //        "stopPrice": "0.00062",
+        //        "symbol": "KCS-BTC",
+        //        "tradeType": "TRADE",
+        //        "triggerSuccess": true,
+        //        "ts": 1589790121382281286,
+        //        "type": "triggered"
+        //    }
         //
-        const id = this.safeString(order, 'orderId');
-        const clientOrderId = this.safeString(order, 'clientOid');
-        const orderType = this.safeStringLower(order, 'orderType');
-        const price = this.safeString(order, 'price');
-        const filled = this.safeString(order, 'filledSize');
-        const amount = this.safeString(order, 'size');
         const rawType = this.safeString(order, 'type');
-        const status = this.parseWsOrderStatus(rawType);
-        const timestamp = this.safeInteger(order, 'orderTime');
+        let status = this.parseWsOrderStatus(rawType);
+        const timestamp = this.safeInteger2(order, 'orderTime', 'createdAt');
         const marketId = this.safeString(order, 'symbol');
         market = this.safeMarket(marketId, market);
-        const symbol = market['symbol'];
-        const side = this.safeStringLower(order, 'side');
+        const triggerPrice = this.safeString(order, 'stopPrice');
+        const triggerSuccess = this.safeValue(order, 'triggerSuccess');
+        const triggerFail = (triggerSuccess !== true) && (triggerSuccess !== undefined); // TODO: updated to triggerSuccess === False once transpiler transpiles it correctly
+        if ((status === 'triggered') && triggerFail) {
+            status = 'canceled';
+        }
         return this.safeOrder({
             'info': order,
-            'symbol': symbol,
-            'id': id,
-            'clientOrderId': clientOrderId,
+            'symbol': market['symbol'],
+            'id': this.safeString(order, 'orderId'),
+            'clientOrderId': this.safeString(order, 'clientOid'),
             'timestamp': timestamp,
             'datetime': this.iso8601(timestamp),
             'lastTradeTimestamp': undefined,
-            'type': orderType,
+            'type': this.safeStringLower(order, 'orderType'),
             'timeInForce': undefined,
             'postOnly': undefined,
-            'side': side,
-            'price': price,
-            'stopPrice': undefined,
-            'triggerPrice': undefined,
-            'amount': amount,
+            'side': this.safeStringLower(order, 'side'),
+            'price': this.safeString2(order, 'price', 'orderPrice'),
+            'stopPrice': triggerPrice,
+            'triggerPrice': triggerPrice,
+            'amount': this.safeString(order, 'size'),
             'cost': undefined,
             'average': undefined,
-            'filled': filled,
+            'filled': this.safeString(order, 'filledSize'),
             'remaining': undefined,
             'status': status,
             'fee': undefined,
@@ -720,32 +743,51 @@ export default class kucoin extends kucoinRest {
         }, market);
     }
     handleOrder(client, message) {
+        //
+        // Trigger Orders
+        //
+        //    {
+        //        createdAt: 1692745706437,
+        //        error: 'Balance insufficient!',       // not always there
+        //        orderId: 'vs86kp757vlda6ni003qs70v',
+        //        orderPrice: '0.26',
+        //        orderType: 'stop',
+        //        side: 'sell',
+        //        size: '5',
+        //        stop: 'loss',
+        //        stopPrice: '0.26',
+        //        symbol: 'ADA-USDT',
+        //        tradeType: 'TRADE',
+        //        triggerSuccess: false,                // not always there
+        //        ts: '1692745706442929298',
+        //        type: 'open'
+        //    }
+        //
         const messageHash = 'orders';
         const data = this.safeValue(message, 'data');
         const parsed = this.parseWsOrder(data);
         const symbol = this.safeString(parsed, 'symbol');
         const orderId = this.safeString(parsed, 'id');
+        const triggerPrice = this.safeValue(parsed, 'triggerPrice');
+        const isTriggerOrder = (triggerPrice !== undefined);
         if (this.orders === undefined) {
             const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
             this.orders = new ArrayCacheBySymbolById(limit);
+            this.triggerOrders = new ArrayCacheBySymbolById(limit);
         }
-        const cachedOrders = this.orders;
+        const cachedOrders = isTriggerOrder ? this.triggerOrders : this.orders;
         const orders = this.safeValue(cachedOrders.hashmap, symbol, {});
         const order = this.safeValue(orders, orderId);
         if (order !== undefined) {
             // todo add others to calculate average etc
-            const stopPrice = this.safeValue(order, 'stopPrice');
-            if (stopPrice !== undefined) {
-                parsed['stopPrice'] = stopPrice;
-            }
             if (order['status'] === 'closed') {
                 parsed['status'] = 'closed';
             }
         }
         cachedOrders.append(parsed);
-        client.resolve(this.orders, messageHash);
+        client.resolve(cachedOrders, messageHash);
         const symbolSpecificMessageHash = messageHash + ':' + symbol;
-        client.resolve(this.orders, symbolSpecificMessageHash);
+        client.resolve(cachedOrders, symbolSpecificMessageHash);
     }
     async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
         /**
@@ -942,6 +984,7 @@ export default class kucoin extends kucoinRest {
             'account.balance': this.handleBalance,
             '/spot/tradeFills': this.handleMyTrade,
             'orderChange': this.handleOrder,
+            'stopOrder': this.handleOrder,
         };
         const method = this.safeValue(methods, subject);
         if (method === undefined) {

package/js/src/pro/okx.js

@@ -869,8 +869,8 @@ export default class okx extends okxRest {
         let type = undefined;
         // By default, receive order updates from any instrument type
         [type, params] = this.handleOptionAndParams(params, 'watchOrders', 'type', 'ANY');
-        const isStop = this.safeValue(params, 'stop', false);
-        params = this.omit(params, ['stop']);
+        const isStop = this.safeValue2(params, 'stop', 'trigger', false);
+        params = this.omit(params, ['stop', 'trigger']);
         await this.loadMarkets();
         await this.authenticate({ 'access': isStop ? 'business' : 'private' });
         let market = undefined;
@@ -957,8 +957,9 @@ export default class okx extends okxRest {
             const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
             if (this.orders === undefined) {
                 this.orders = new ArrayCacheBySymbolById(limit);
+                this.triggerOrders = new ArrayCacheBySymbolById(limit);
             }
-            const stored = this.orders;
+            const stored = (channel === 'orders-algo') ? this.triggerOrders : this.orders;
             const marketIds = [];
             const parsed = this.parseOrders(orders);
             for (let i = 0; i < parsed.length; i++) {
@@ -968,10 +969,10 @@ export default class okx extends okxRest {
                 const market = this.market(symbol);
                 marketIds.push(market['id']);
             }
-            client.resolve(this.orders, channel);
+            client.resolve(stored, channel);
             for (let i = 0; i < marketIds.length; i++) {
                 const messageHash = channel + ':' + marketIds[i];
-                client.resolve(this.orders, messageHash);
+                client.resolve(stored, messageHash);
             }
         }
     }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ccxt",
-  "version": "4.1.19",
+  "version": "4.1.22",
   "description": "A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 130+ exchanges",
   "unpkg": "dist/ccxt.browser.js",
   "type": "module",