ccxt 4.1.22 → 4.1.24

package/js/src/pro/zb.js

@@ -1,605 +0,0 @@
-// ----------------------------------------------------------------------------
-
-// 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 zbRest from '../zb.js';
-import { ExchangeError, AuthenticationError, NotSupported } from '../base/errors.js';
-import { ArrayCache, ArrayCacheByTimestamp } from '../base/ws/Cache.js';
-//  ---------------------------------------------------------------------------
-export default class zb extends zbRest {
-    describe() {
-        return this.deepExtend(super.describe(), {
-            'has': {
-                'ws': true,
-                'watchOrderBook': true,
-                'watchTicker': true,
-                'watchTrades': true,
-                'watchOHLCV': true,
-            },
-            'urls': {
-                'api': {
-                    'ws': {
-                        'spot': 'wss://api.{hostname}/websocket',
-                        'contract': 'wss://fapi.{hostname}/ws/public/v1',
-                    },
-                },
-            },
-            'options': {
-                'tradesLimit': 1000,
-                'ordersLimit': 1000,
-                'OHLCVLimit': 1000,
-            },
-        });
-    }
-    async watchPublic(url, messageHash, symbol, method, limit = undefined, params = {}) {
-        await this.loadMarkets();
-        const market = this.market(symbol);
-        const type = market['spot'] ? 'spot' : 'contract';
-        let request = undefined;
-        const isLimitSet = limit !== undefined;
-        if (type === 'spot') {
-            request = {
-                'event': 'addChannel',
-                'channel': messageHash,
-            };
-            if (isLimitSet) {
-                request['length'] = limit;
-            }
-        }
-        else {
-            request = {
-                'action': 'subscribe',
-                'channel': messageHash,
-            };
-            if (isLimitSet) {
-                request['size'] = limit;
-            }
-        }
-        const message = this.extend(request, params);
-        const subscription = {
-            'symbol': symbol,
-            'messageHash': messageHash,
-            'method': method,
-        };
-        if (isLimitSet) {
-            subscription['limit'] = limit;
-        }
-        return await this.watch(url, messageHash, message, messageHash, subscription);
-    }
-    async watchTicker(symbol, params = {}) {
-        await this.loadMarkets();
-        const market = this.market(symbol);
-        let messageHash = undefined;
-        const type = market['spot'] ? 'spot' : 'contract';
-        if (type === 'spot') {
-            messageHash = market['baseId'] + market['quoteId'] + '_' + 'ticker';
-        }
-        else {
-            messageHash = market['id'] + '.' + 'Ticker';
-        }
-        const url = this.implodeHostname(this.urls['api']['ws'][type]);
-        return await this.watchPublic(url, messageHash, symbol, this.handleTicker, undefined, params);
-    }
-    parseWsTicker(ticker, market = undefined) {
-        //
-        // contract ticker
-        //      {
-        //          data: [
-        //            38568.36, // open
-        //            39958.75, // high
-        //            38100, // low
-        //            39211.78, // last
-        //            61695.496, // volume 24h
-        //            1.67, // change
-        //            1647369457, // time
-        //            285916.615048
-        //          ]
-        //    }
-        //
-        const timestamp = this.safeInteger(ticker, 6);
-        const last = this.safeString(ticker, 3);
-        return this.safeTicker({
-            'symbol': this.safeSymbol(undefined, market),
-            'timestamp': timestamp,
-            'datetime': undefined,
-            'high': this.safeString(ticker, 1),
-            'low': this.safeString(ticker, 2),
-            'bid': undefined,
-            'bidVolume': undefined,
-            'ask': undefined,
-            'askVolume': undefined,
-            'vwap': undefined,
-            'open': this.safeString(ticker, 0),
-            'close': last,
-            'last': last,
-            'previousClose': undefined,
-            'change': undefined,
-            'percentage': this.safeString(ticker, 5),
-            'average': undefined,
-            'baseVolume': this.safeString(ticker, 4),
-            'quoteVolume': undefined,
-            'info': ticker,
-        }, market);
-    }
-    handleTicker(client, message, subscription) {
-        //
-        // spot ticker
-        //
-        //     {
-        //         date: '1624398991255',
-        //         ticker: {
-        //             high: '33298.38',
-        //             vol: '56375.9469',
-        //             last: '32396.95',
-        //             low: '28808.19',
-        //             buy: '32395.81',
-        //             sell: '32409.3',
-        //             turnover: '1771122527.0000',
-        //             open: '31652.44',
-        //             riseRate: '2.36'
-        //         },
-        //         dataType: 'ticker',
-        //         channel: 'btcusdt_ticker'
-        //     }
-        //
-        // contract ticker
-        //      {
-        //          channel: 'BTC_USDT.Ticker',
-        //          data: [
-        //            38568.36,
-        //            39958.75,
-        //            38100,
-        //            39211.78,
-        //            61695.496,
-        //            1.67,
-        //            1647369457,
-        //            285916.615048
-        //          ]
-        //      }
-        //
-        const symbol = this.safeString(subscription, 'symbol');
-        const channel = this.safeString(message, 'channel');
-        const market = this.market(symbol);
-        let data = this.safeValue(message, 'ticker');
-        let ticker = undefined;
-        if (data === undefined) {
-            data = this.safeValue(message, 'data', []);
-            ticker = this.parseWsTicker(data, market);
-        }
-        else {
-            data['date'] = this.safeValue(message, 'date');
-            ticker = this.parseTicker(data, market);
-        }
-        ticker['symbol'] = symbol;
-        this.tickers[symbol] = ticker;
-        client.resolve(ticker, channel);
-        return message;
-    }
-    async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
-        await this.loadMarkets();
-        const market = this.market(symbol);
-        if (market['spot']) {
-            throw new NotSupported(this.id + ' watchOHLCV() supports contract markets only');
-        }
-        if ((limit === undefined) || (limit > 1440)) {
-            limit = 100;
-        }
-        const interval = this.safeString(this.timeframes, timeframe, timeframe);
-        const messageHash = market['id'] + '.KLine' + '_' + interval;
-        const url = this.implodeHostname(this.urls['api']['ws']['contract']);
-        const ohlcv = await this.watchPublic(url, messageHash, symbol, this.handleOHLCV, limit, params);
-        if (this.newUpdates) {
-            limit = ohlcv.getLimit(symbol, limit);
-        }
-        return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
-    }
-    handleOHLCV(client, message, subscription) {
-        //
-        // snapshot update
-        //    {
-        //        channel: 'BTC_USDT.KLine_1m',
-        //        type: 'Whole',
-        //        data: [
-        //          [ 48543.77, 48543.77, 48542.82, 48542.82, 0.43, 1640227260 ],
-        //          [ 48542.81, 48542.81, 48529.89, 48529.89, 1.202, 1640227320 ],
-        //          [ 48529.95, 48529.99, 48529.85, 48529.9, 4.226, 1640227380 ],
-        //          [ 48529.96, 48529.99, 48525.11, 48525.11, 8.858, 1640227440 ],
-        //          [ 48525.05, 48525.05, 48464.17, 48476.63, 32.772, 1640227500 ],
-        //          [ 48475.62, 48485.65, 48475.12, 48479.36, 20.04, 1640227560 ],
-        //        ]
-        //    }
-        // partial update
-        //    {
-        //        channel: 'BTC_USDT.KLine_1m',
-        //        data: [
-        //          [ 39095.45, 45339.48, 36923.58, 39204.94, 1215304.988, 1645920000 ]
-        //        ]
-        //    }
-        //
-        const data = this.safeValue(message, 'data', []);
-        const channel = this.safeString(message, 'channel', '');
-        const parts = channel.split('_');
-        const partsLength = parts.length;
-        const interval = this.safeString(parts, partsLength - 1);
-        const timeframe = this.findTimeframe(interval);
-        const symbol = this.safeString(subscription, 'symbol');
-        const market = this.market(symbol);
-        for (let i = 0; i < data.length; i++) {
-            const candle = data[i];
-            const parsed = this.parseOHLCV(candle, 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);
-            client.resolve(stored, channel);
-        }
-        return message;
-    }
-    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
-        await this.loadMarkets();
-        const market = this.market(symbol);
-        let messageHash = undefined;
-        const type = market['spot'] ? 'spot' : 'contract';
-        if (type === 'spot') {
-            messageHash = market['baseId'] + market['quoteId'] + '_' + 'trades';
-        }
-        else {
-            messageHash = market['id'] + '.' + 'Trade';
-        }
-        const url = this.implodeHostname(this.urls['api']['ws'][type]);
-        const trades = await this.watchPublic(url, messageHash, symbol, this.handleTrades, limit, params);
-        if (this.newUpdates) {
-            limit = trades.getLimit(symbol, limit);
-        }
-        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
-    }
-    handleTrades(client, message, subscription) {
-        // contract trades
-        // {
-        //     "channel":"BTC_USDT.Trade",
-        //     "type":"Whole",
-        //     "data":[
-        //        [
-        //           40768.07,
-        //           0.01,
-        //           1,
-        //           1647442757
-        //        ],
-        //        [
-        //           40792.22,
-        //           0.334,
-        //           -1,
-        //           1647442765
-        //        ],
-        //        [
-        //           40789.77,
-        //           0.14,
-        //           1,
-        //           1647442766
-        //        ]
-        //     ]
-        //  }
-        // spot trades
-        //
-        //     {
-        //         data: [
-        //             { date: 1624537147, amount: '0.0357', price: '34066.11', trade_type: 'bid', type: 'buy', tid: 1718857158 },
-        //             { date: 1624537147, amount: '0.0255', price: '34071.04', trade_type: 'bid', type: 'buy', tid: 1718857159 },
-        //             { date: 1624537147, amount: '0.0153', price: '34071.29', trade_type: 'bid', type: 'buy', tid: 1718857160 }
-        //         ],
-        //         dataType: 'trades',
-        //         channel: 'btcusdt_trades'
-        //     }
-        //
-        const channel = this.safeValue(message, 'channel');
-        const symbol = this.safeString(subscription, 'symbol');
-        const market = this.market(symbol);
-        const data = this.safeValue(message, 'data');
-        const type = this.safeString(message, 'type');
-        let trades = [];
-        if (type === 'Whole') {
-            // contract trades
-            for (let i = 0; i < data.length; i++) {
-                const trade = data[i];
-                const parsed = this.parseWsTrade(trade, market);
-                trades.push(parsed);
-            }
-        }
-        else {
-            // spot trades
-            trades = this.parseTrades(data, market);
-        }
-        let array = this.safeValue(this.trades, symbol);
-        if (array === undefined) {
-            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
-            array = new ArrayCache(limit);
-        }
-        for (let i = 0; i < trades.length; i++) {
-            array.append(trades[i]);
-        }
-        this.trades[symbol] = array;
-        client.resolve(array, channel);
-    }
-    async watchOrderBook(symbol, limit = undefined, params = {}) {
-        if (limit !== undefined) {
-            if ((limit !== 5) && (limit !== 10)) {
-                throw new ExchangeError(this.id + ' watchOrderBook limit argument must be undefined, 5, or 10');
-            }
-        }
-        else {
-            limit = 5; // default
-        }
-        await this.loadMarkets();
-        const market = this.market(symbol);
-        const type = market['spot'] ? 'spot' : 'contract';
-        let messageHash = undefined;
-        let url = this.implodeHostname(this.urls['api']['ws'][type]);
-        if (type === 'spot') {
-            url += '/' + market['baseId'];
-            messageHash = market['baseId'] + market['quoteId'] + '_' + 'quick_depth';
-        }
-        else {
-            messageHash = market['id'] + '.' + 'Depth';
-        }
-        const orderbook = await this.watchPublic(url, messageHash, symbol, this.handleOrderBook, limit, params);
-        return orderbook.limit();
-    }
-    parseWsTrade(trade, market = undefined) {
-        //
-        //    [
-        //       40768.07, // price
-        //       0.01, // quantity
-        //       1, // buy or -1 sell
-        //       1647442757 // time
-        //    ],
-        //
-        const timestamp = this.safeTimestamp(trade, 3);
-        const price = this.safeString(trade, 0);
-        const amount = this.safeString(trade, 1);
-        market = this.safeMarket(undefined, market);
-        const sideNumber = this.safeInteger(trade, 2);
-        const side = (sideNumber === 1) ? 'buy' : 'sell';
-        return this.safeTrade({
-            'id': undefined,
-            'timestamp': timestamp,
-            'datetime': this.iso8601(timestamp),
-            'symbol': market['symbol'],
-            'order': undefined,
-            'type': undefined,
-            'side': side,
-            'takerOrMaker': undefined,
-            'price': price,
-            'amount': amount,
-            'cost': undefined,
-            'fee': undefined,
-            'info': trade,
-        }, market);
-    }
-    handleOrderBook(client, message, subscription) {
-        // spot snapshot
-        //
-        //     {
-        //         lastTime: 1624524640066,
-        //         dataType: 'quickDepth',
-        //         channel: 'btcusdt_quick_depth',
-        //         currentPrice: 33183.79,
-        //         listDown: [
-        //             [ 33166.87, 0.2331 ],
-        //             [ 33166.86, 0.15 ],
-        //             [ 33166.76, 0.15 ],
-        //             [ 33161.02, 0.212 ],
-        //             [ 33146.35, 0.6066 ]
-        //         ],
-        //         market: 'btcusdt',
-        //         listUp: [
-        //             [ 33186.88, 0.15 ],
-        //             [ 33190.1, 0.15 ],
-        //             [ 33193.03, 0.2518 ],
-        //             [ 33195.05, 0.2031 ],
-        //             [ 33199.99, 0.6066 ]
-        //         ],
-        //         high: 34816.8,
-        //         rate: '6.484',
-        //         low: 32312.41,
-        //         currentIsBuy: true,
-        //         dayNumber: 26988.5536,
-        //         totalBtc: 26988.5536,
-        //         showMarket: 'btcusdt'
-        //     }
-        //
-        // contract snapshot
-        // {
-        //     channel: 'BTC_USDT.Depth',
-        //     type: 'Whole',
-        //     data: {
-        //       asks: [ [Array], [Array], [Array], [Array], [Array] ],
-        //       bids: [ [Array], [Array], [Array], [Array], [Array] ],
-        //       time: '1647359998198'
-        //     }
-        //   }
-        //
-        // contract deltas
-        // {
-        //     channel: 'BTC_USDT.Depth',
-        //     data: {
-        //       bids: [ [Array], [Array], [Array], [Array] ],
-        //       asks: [ [Array], [Array], [Array] ],
-        //       time: '1647360038079'
-        //     }
-        //  }
-        //
-        // For contract markets zb will:
-        // 1: send snapshot
-        // 2: send deltas
-        // 3: repeat 1-2
-        // So we have a guarentee that deltas
-        // are always updated and arrive after
-        // the snapshot
-        //
-        const type = this.safeString2(message, 'type', 'dataType');
-        const channel = this.safeString(message, 'channel');
-        const symbol = this.safeString(subscription, 'symbol');
-        let orderbook = this.safeValue(this.orderbooks, symbol);
-        if (type !== undefined) {
-            // handle orderbook snapshot
-            const isContractSnapshot = (type === 'Whole');
-            const data = isContractSnapshot ? this.safeValue(message, 'data') : message;
-            const timestamp = this.safeInteger2(data, 'lastTime', 'time');
-            const asksKey = isContractSnapshot ? 'asks' : 'listUp';
-            const bidsKey = isContractSnapshot ? 'bids' : 'listDown';
-            const snapshot = this.parseOrderBook(data, symbol, timestamp, bidsKey, asksKey);
-            if (!(symbol in this.orderbooks)) {
-                const defaultLimit = this.safeInteger(this.options, 'watchOrderBookLimit', 1000);
-                const limit = this.safeInteger(subscription, 'limit', defaultLimit);
-                orderbook = this.orderBook(snapshot, limit);
-                this.orderbooks[symbol] = orderbook;
-            }
-            else {
-                orderbook = this.orderbooks[symbol];
-                orderbook.reset(snapshot);
-            }
-            orderbook['symbol'] = symbol;
-            client.resolve(orderbook, channel);
-        }
-        else {
-            this.handleOrderBookMessage(client, message, orderbook);
-            client.resolve(orderbook, channel);
-        }
-    }
-    handleOrderBookMessage(client, message, orderbook) {
-        //
-        // {
-        //     channel: 'BTC_USDT.Depth',
-        //     data: {
-        //       bids: [ [Array], [Array], [Array], [Array] ],
-        //       asks: [ [Array], [Array], [Array] ],
-        //       time: '1647360038079'
-        //     }
-        //  }
-        //
-        const data = this.safeValue(message, 'data', {});
-        const timestamp = this.safeInteger(data, 'time');
-        const asks = this.safeValue(data, 'asks', []);
-        const bids = this.safeValue(data, 'bids', []);
-        this.handleDeltas(orderbook['asks'], asks);
-        this.handleDeltas(orderbook['bids'], bids);
-        orderbook['timestamp'] = timestamp;
-        orderbook['datetime'] = this.iso8601(timestamp);
-        return orderbook;
-    }
-    handleDelta(bookside, delta) {
-        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]);
-        }
-    }
-    handleMessage(client, message) {
-        //
-        //
-        //     {
-        //         no: '0',
-        //         code: 1007,
-        //         success: false,
-        //         channel: 'btc_usdt_ticker',
-        //         message: 'Channel is empty'
-        //     }
-        //
-        //     {
-        //         date: '1624398991255',
-        //         ticker: {
-        //             high: '33298.38',
-        //             vol: '56375.9469',
-        //             last: '32396.95',
-        //             low: '28808.19',
-        //             buy: '32395.81',
-        //             sell: '32409.3',
-        //             turnover: '1771122527.0000',
-        //             open: '31652.44',
-        //             riseRate: '2.36'
-        //         },
-        //         dataType: 'ticker',
-        //         channel: 'btcusdt_ticker'
-        //     }
-        //
-        //     {
-        //         data: [
-        //             { date: 1624537147, amount: '0.0357', price: '34066.11', trade_type: 'bid', type: 'buy', tid: 1718857158 },
-        //             { date: 1624537147, amount: '0.0255', price: '34071.04', trade_type: 'bid', type: 'buy', tid: 1718857159 },
-        //             { date: 1624537147, amount: '0.0153', price: '34071.29', trade_type: 'bid', type: 'buy', tid: 1718857160 }
-        //         ],
-        //         dataType: 'trades',
-        //         channel: 'btcusdt_trades'
-        //     }
-        //
-        // contract snapshot
-        //
-        // {
-        //     channel: 'BTC_USDT.Depth',
-        //     type: 'Whole',
-        //     data: {
-        //       asks: [ [Array], [Array], [Array], [Array], [Array] ],
-        //       bids: [ [Array], [Array], [Array], [Array], [Array] ],
-        //       time: '1647359998198'
-        //     }
-        //   }
-        //
-        // contract deltas update
-        // {
-        //     channel: 'BTC_USDT.Depth',
-        //     data: {
-        //       bids: [ [Array], [Array], [Array], [Array] ],
-        //       asks: [ [Array], [Array], [Array] ],
-        //       time: '1647360038079'
-        //     }
-        //   }
-        //
-        const channel = this.safeString(message, 'channel');
-        const subscription = this.safeValue(client.subscriptions, channel);
-        if (subscription !== undefined) {
-            const method = this.safeValue(subscription, 'method');
-            if (method !== undefined) {
-                return method.call(this, client, message, subscription);
-            }
-        }
-        return message;
-    }
-    handleErrorMessage(client, message) {
-        //
-        // { errorCode: 10020, errorMsg: "action param can't be empty" }
-        // { errorCode: 10015, errorMsg: '无效的签名(1002)' }
-        //
-        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;
-    }
-}