ccxt 4.2.11 → 4.2.12

package/dist/cjs/js/src/pro/huobi.js

@@ -0,0 +1,16 @@
+'use strict';
+
+var htx = require('./htx.js');
+
+//  ---------------------------------------------------------------------------
+// ---------------------------------------------------------------------------
+class huobi extends htx {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'alias': true,
+            'id': 'huobi',
+        });
+    }
+}
+
+module.exports = huobi;

package/dist/cjs/js/src/pro/huobijp.js

@@ -0,0 +1,606 @@
+'use strict';
+
+var huobijp$1 = require('../huobijp.js');
+var errors = require('../base/errors.js');
+var Cache = require('../base/ws/Cache.js');
+
+// ----------------------------------------------------------------------------
+// ----------------------------------------------------------------------------
+class huobijp extends huobijp$1 {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'watchOrderBook': true,
+                'watchTickers': false,
+                'watchTicker': true,
+                'watchTrades': true,
+                'watchBalance': false,
+                'watchOHLCV': true,
+            },
+            'urls': {
+                'api': {
+                    'ws': {
+                        'api': {
+                            'public': 'wss://{hostname}/ws',
+                            'private': 'wss://{hostname}/ws/v2',
+                        },
+                    },
+                },
+            },
+            'options': {
+                'tradesLimit': 1000,
+                'OHLCVLimit': 1000,
+                'api': 'api',
+                'ws': {
+                    'gunzip': true,
+                },
+            },
+        });
+    }
+    requestId() {
+        const requestId = this.sum(this.safeInteger(this.options, 'requestId', 0), 1);
+        this.options['requestId'] = requestId;
+        return requestId.toString();
+    }
+    async watchTicker(symbol, params = {}) {
+        /**
+         * @method
+         * @name huobijp#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 exchange API endpoint
+         * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        // only supports a limit of 150 at this time
+        const messageHash = 'market.' + market['id'] + '.detail';
+        const api = this.safeString(this.options, 'api', 'api');
+        const hostname = { 'hostname': this.hostname };
+        const url = this.implodeParams(this.urls['api']['ws'][api]['public'], hostname);
+        const requestId = this.requestId();
+        const request = {
+            'sub': messageHash,
+            'id': requestId,
+        };
+        const subscription = {
+            'id': requestId,
+            'messageHash': messageHash,
+            'symbol': symbol,
+            'params': params,
+        };
+        return await this.watch(url, messageHash, this.extend(request, params), messageHash, subscription);
+    }
+    handleTicker(client, message) {
+        //
+        //     {
+        //         "ch": "market.btcusdt.detail",
+        //         "ts": 1583494163784,
+        //         "tick": {
+        //             "id": 209988464418,
+        //             "low": 8988,
+        //             "high": 9155.41,
+        //             "open": 9078.91,
+        //             "close": 9136.46,
+        //             "vol": 237813910.5928412,
+        //             "amount": 26184.202558551195,
+        //             "version": 209988464418,
+        //             "count": 265673
+        //         }
+        //     }
+        //
+        const tick = this.safeValue(message, 'tick', {});
+        const ch = this.safeString(message, 'ch');
+        const parts = ch.split('.');
+        const marketId = this.safeString(parts, 1);
+        const market = this.safeMarket(marketId);
+        const ticker = this.parseTicker(tick, market);
+        const timestamp = this.safeValue(message, 'ts');
+        ticker['timestamp'] = timestamp;
+        ticker['datetime'] = this.iso8601(timestamp);
+        const symbol = ticker['symbol'];
+        this.tickers[symbol] = ticker;
+        client.resolve(ticker, ch);
+        return message;
+    }
+    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name huobijp#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} [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}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        // only supports a limit of 150 at this time
+        const messageHash = 'market.' + market['id'] + '.trade.detail';
+        const api = this.safeString(this.options, 'api', 'api');
+        const hostname = { 'hostname': this.hostname };
+        const url = this.implodeParams(this.urls['api']['ws'][api]['public'], hostname);
+        const requestId = this.requestId();
+        const request = {
+            'sub': messageHash,
+            'id': requestId,
+        };
+        const subscription = {
+            'id': requestId,
+            'messageHash': messageHash,
+            'symbol': symbol,
+            'params': params,
+        };
+        const trades = await this.watch(url, messageHash, this.extend(request, params), messageHash, subscription);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    handleTrades(client, message) {
+        //
+        //     {
+        //         "ch": "market.btcusdt.trade.detail",
+        //         "ts": 1583495834011,
+        //         "tick": {
+        //             "id": 105004645372,
+        //             "ts": 1583495833751,
+        //             "data": [
+        //                 {
+        //                     "id": 1.050046453727319e+22,
+        //                     "ts": 1583495833751,
+        //                     "tradeId": 102090727790,
+        //                     "amount": 0.003893,
+        //                     "price": 9150.01,
+        //                     "direction": "sell"
+        //                 }
+        //             ]
+        //         }
+        //     }
+        //
+        const tick = this.safeValue(message, 'tick', {});
+        const data = this.safeValue(tick, 'data', {});
+        const ch = this.safeString(message, 'ch');
+        const parts = ch.split('.');
+        const marketId = this.safeString(parts, 1);
+        const market = this.safeMarket(marketId);
+        const symbol = market['symbol'];
+        let tradesCache = this.safeValue(this.trades, symbol);
+        if (tradesCache === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            tradesCache = new Cache.ArrayCache(limit);
+            this.trades[symbol] = tradesCache;
+        }
+        for (let i = 0; i < data.length; i++) {
+            const trade = this.parseTrade(data[i], market);
+            tradesCache.append(trade);
+        }
+        client.resolve(tradesCache, ch);
+        return message;
+    }
+    async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name huobijp#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} [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
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const interval = this.safeString(this.timeframes, timeframe, timeframe);
+        const messageHash = 'market.' + market['id'] + '.kline.' + interval;
+        const api = this.safeString(this.options, 'api', 'api');
+        const hostname = { 'hostname': this.hostname };
+        const url = this.implodeParams(this.urls['api']['ws'][api]['public'], hostname);
+        const requestId = this.requestId();
+        const request = {
+            'sub': messageHash,
+            'id': requestId,
+        };
+        const subscription = {
+            'id': requestId,
+            'messageHash': messageHash,
+            'symbol': symbol,
+            'timeframe': timeframe,
+            'params': params,
+        };
+        const ohlcv = await this.watch(url, messageHash, this.extend(request, params), messageHash, subscription);
+        if (this.newUpdates) {
+            limit = ohlcv.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
+    }
+    handleOHLCV(client, message) {
+        //
+        //     {
+        //         "ch": "market.btcusdt.kline.1min",
+        //         "ts": 1583501786794,
+        //         "tick": {
+        //             "id": 1583501760,
+        //             "open": 9094.5,
+        //             "close": 9094.51,
+        //             "low": 9094.5,
+        //             "high": 9094.51,
+        //             "amount": 0.44639786263800907,
+        //             "vol": 4059.76919054,
+        //             "count": 16
+        //         }
+        //     }
+        //
+        const ch = this.safeString(message, 'ch');
+        const parts = ch.split('.');
+        const marketId = this.safeString(parts, 1);
+        const market = this.safeMarket(marketId);
+        const symbol = market['symbol'];
+        const interval = this.safeString(parts, 3);
+        const timeframe = this.findTimeframe(interval);
+        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 Cache.ArrayCacheByTimestamp(limit);
+            this.ohlcvs[symbol][timeframe] = stored;
+        }
+        const tick = this.safeValue(message, 'tick');
+        const parsed = this.parseOHLCV(tick, market);
+        stored.append(parsed);
+        client.resolve(stored, ch);
+    }
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name huobijp#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} [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
+         */
+        if ((limit !== undefined) && (limit !== 150)) {
+            throw new errors.ExchangeError(this.id + ' watchOrderBook accepts limit = 150 only');
+        }
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        // only supports a limit of 150 at this time
+        limit = (limit === undefined) ? 150 : limit;
+        const messageHash = 'market.' + market['id'] + '.mbp.' + limit.toString();
+        const api = this.safeString(this.options, 'api', 'api');
+        const hostname = { 'hostname': this.hostname };
+        const url = this.implodeParams(this.urls['api']['ws'][api]['public'], hostname);
+        const requestId = this.requestId();
+        const request = {
+            'sub': messageHash,
+            'id': requestId,
+        };
+        const subscription = {
+            'id': requestId,
+            'messageHash': messageHash,
+            'symbol': symbol,
+            'limit': limit,
+            'params': params,
+            'method': this.handleOrderBookSubscription,
+        };
+        const orderbook = await this.watch(url, messageHash, this.extend(request, params), messageHash, subscription);
+        return orderbook.limit();
+    }
+    handleOrderBookSnapshot(client, message, subscription) {
+        //
+        //     {
+        //         "id": 1583473663565,
+        //         "rep": "market.btcusdt.mbp.150",
+        //         "status": "ok",
+        //         "data": {
+        //             "seqNum": 104999417756,
+        //             "bids": [
+        //                 [9058.27, 0],
+        //                 [9058.43, 0],
+        //                 [9058.99, 0],
+        //             ],
+        //             "asks": [
+        //                 [9084.27, 0.2],
+        //                 [9085.69, 0],
+        //                 [9085.81, 0],
+        //             ]
+        //         }
+        //     }
+        //
+        const symbol = this.safeString(subscription, 'symbol');
+        const messageHash = this.safeString(subscription, 'messageHash');
+        const orderbook = this.orderbooks[symbol];
+        const data = this.safeValue(message, 'data');
+        const snapshot = this.parseOrderBook(data, symbol);
+        snapshot['nonce'] = this.safeInteger(data, 'seqNum');
+        orderbook.reset(snapshot);
+        // unroll the accumulated deltas
+        const messages = orderbook.cache;
+        for (let i = 0; i < messages.length; i++) {
+            this.handleOrderBookMessage(client, messages[i], orderbook);
+        }
+        this.orderbooks[symbol] = orderbook;
+        client.resolve(orderbook, messageHash);
+    }
+    async watchOrderBookSnapshot(client, message, subscription) {
+        const messageHash = this.safeString(subscription, 'messageHash');
+        try {
+            const symbol = this.safeString(subscription, 'symbol');
+            const limit = this.safeInteger(subscription, 'limit');
+            const params = this.safeValue(subscription, 'params');
+            const api = this.safeString(this.options, 'api', 'api');
+            const hostname = { 'hostname': this.hostname };
+            const url = this.implodeParams(this.urls['api']['ws'][api]['public'], hostname);
+            const requestId = this.requestId();
+            const request = {
+                'req': messageHash,
+                'id': requestId,
+            };
+            // this is a temporary subscription by a specific requestId
+            // it has a very short lifetime until the snapshot is received over ws
+            const snapshotSubscription = {
+                'id': requestId,
+                'messageHash': messageHash,
+                'symbol': symbol,
+                'limit': limit,
+                'params': params,
+                'method': this.handleOrderBookSnapshot,
+            };
+            const orderbook = await this.watch(url, requestId, request, requestId, snapshotSubscription);
+            return orderbook.limit();
+        }
+        catch (e) {
+            delete client.subscriptions[messageHash];
+            client.reject(e, messageHash);
+        }
+    }
+    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]);
+        }
+    }
+    handleOrderBookMessage(client, message, orderbook) {
+        //
+        //     {
+        //         "ch": "market.btcusdt.mbp.150",
+        //         "ts": 1583472025885,
+        //         "tick": {
+        //             "seqNum": 104998984994,
+        //             "prevSeqNum": 104998984977,
+        //             "bids": [
+        //                 [9058.27, 0],
+        //                 [9058.43, 0],
+        //                 [9058.99, 0],
+        //             ],
+        //             "asks": [
+        //                 [9084.27, 0.2],
+        //                 [9085.69, 0],
+        //                 [9085.81, 0],
+        //             ]
+        //         }
+        //     }
+        //
+        const tick = this.safeValue(message, 'tick', {});
+        const seqNum = this.safeInteger(tick, 'seqNum');
+        const prevSeqNum = this.safeInteger(tick, 'prevSeqNum');
+        if ((prevSeqNum <= orderbook['nonce']) && (seqNum > orderbook['nonce'])) {
+            const asks = this.safeValue(tick, 'asks', []);
+            const bids = this.safeValue(tick, 'bids', []);
+            this.handleDeltas(orderbook['asks'], asks);
+            this.handleDeltas(orderbook['bids'], bids);
+            orderbook['nonce'] = seqNum;
+            const timestamp = this.safeInteger(message, 'ts');
+            orderbook['timestamp'] = timestamp;
+            orderbook['datetime'] = this.iso8601(timestamp);
+        }
+        return orderbook;
+    }
+    handleOrderBook(client, message) {
+        //
+        // deltas
+        //
+        //     {
+        //         "ch": "market.btcusdt.mbp.150",
+        //         "ts": 1583472025885,
+        //         "tick": {
+        //             "seqNum": 104998984994,
+        //             "prevSeqNum": 104998984977,
+        //             "bids": [
+        //                 [9058.27, 0],
+        //                 [9058.43, 0],
+        //                 [9058.99, 0],
+        //             ],
+        //             "asks": [
+        //                 [9084.27, 0.2],
+        //                 [9085.69, 0],
+        //                 [9085.81, 0],
+        //             ]
+        //         }
+        //     }
+        //
+        const messageHash = this.safeString(message, 'ch');
+        const ch = this.safeValue(message, 'ch');
+        const parts = ch.split('.');
+        const marketId = this.safeString(parts, 1);
+        const symbol = this.safeSymbol(marketId);
+        const orderbook = this.orderbooks[symbol];
+        if (orderbook['nonce'] === undefined) {
+            orderbook.cache.push(message);
+        }
+        else {
+            this.handleOrderBookMessage(client, message, orderbook);
+            client.resolve(orderbook, messageHash);
+        }
+    }
+    handleOrderBookSubscription(client, message, subscription) {
+        const symbol = this.safeString(subscription, 'symbol');
+        const limit = this.safeInteger(subscription, 'limit');
+        if (symbol in this.orderbooks) {
+            delete this.orderbooks[symbol];
+        }
+        this.orderbooks[symbol] = this.orderBook({}, limit);
+        // watch the snapshot in a separate async call
+        this.spawn(this.watchOrderBookSnapshot, client, message, subscription);
+    }
+    handleSubscriptionStatus(client, message) {
+        //
+        //     {
+        //         "id": 1583414227,
+        //         "status": "ok",
+        //         "subbed": "market.btcusdt.mbp.150",
+        //         "ts": 1583414229143
+        //     }
+        //
+        const id = this.safeString(message, 'id');
+        const subscriptionsById = this.indexBy(client.subscriptions, 'id');
+        const subscription = this.safeValue(subscriptionsById, id);
+        if (subscription !== undefined) {
+            const method = this.safeValue(subscription, 'method');
+            if (method !== undefined) {
+                return method.call(this, client, message, subscription);
+            }
+            // clean up
+            if (id in client.subscriptions) {
+                delete client.subscriptions[id];
+            }
+        }
+        return message;
+    }
+    handleSystemStatus(client, message) {
+        //
+        // todo: answer the question whether handleSystemStatus should be renamed
+        // and unified as handleStatus for any usage pattern that
+        // involves system status and maintenance updates
+        //
+        //     {
+        //         "id": "1578090234088", // connectId
+        //         "type": "welcome",
+        //     }
+        //
+        return message;
+    }
+    handleSubject(client, message) {
+        //
+        //     {
+        //         "ch": "market.btcusdt.mbp.150",
+        //         "ts": 1583472025885,
+        //         "tick": {
+        //             "seqNum": 104998984994,
+        //             "prevSeqNum": 104998984977,
+        //             "bids": [
+        //                 [9058.27, 0],
+        //                 [9058.43, 0],
+        //                 [9058.99, 0],
+        //             ],
+        //             "asks": [
+        //                 [9084.27, 0.2],
+        //                 [9085.69, 0],
+        //                 [9085.81, 0],
+        //             ]
+        //         }
+        //     }
+        //
+        const ch = this.safeValue(message, 'ch');
+        const parts = ch.split('.');
+        const type = this.safeString(parts, 0);
+        if (type === 'market') {
+            const methodName = this.safeString(parts, 2);
+            const methods = {
+                'mbp': this.handleOrderBook,
+                'detail': this.handleTicker,
+                'trade': this.handleTrades,
+                'kline': this.handleOHLCV,
+                // ...
+            };
+            const method = this.safeValue(methods, methodName);
+            if (method === undefined) {
+                return message;
+            }
+            else {
+                return method.call(this, client, message);
+            }
+        }
+    }
+    async pong(client, message) {
+        //
+        //     { ping: 1583491673714 }
+        //
+        await client.send({ 'pong': this.safeInteger(message, 'ping') });
+    }
+    handlePing(client, message) {
+        this.spawn(this.pong, client, message);
+    }
+    handleErrorMessage(client, message) {
+        //
+        //     {
+        //         "ts": 1586323747018,
+        //         "status": "error",
+        //         'err-code': "bad-request",
+        //         'err-msg': "invalid mbp.150.symbol linkusdt",
+        //         "id": "2"
+        //     }
+        //
+        const status = this.safeString(message, 'status');
+        if (status === 'error') {
+            const id = this.safeString(message, 'id');
+            const subscriptionsById = this.indexBy(client.subscriptions, 'id');
+            const subscription = this.safeValue(subscriptionsById, id);
+            if (subscription !== undefined) {
+                const errorCode = this.safeString(message, 'err-code');
+                try {
+                    this.throwExactlyMatchedException(this.exceptions['exact'], errorCode, this.json(message));
+                }
+                catch (e) {
+                    const messageHash = this.safeString(subscription, 'messageHash');
+                    client.reject(e, messageHash);
+                    client.reject(e, id);
+                    if (id in client.subscriptions) {
+                        delete client.subscriptions[id];
+                    }
+                }
+            }
+            return false;
+        }
+        return message;
+    }
+    handleMessage(client, message) {
+        if (this.handleErrorMessage(client, message)) {
+            //
+            //     {"id":1583414227,"status":"ok","subbed":"market.btcusdt.mbp.150","ts":1583414229143}
+            //
+            //           ________________________
+            //
+            // sometimes huobijp responds with half of a JSON response like
+            //
+            //     " {"ch":"market.ethbtc.m "
+            //
+            // this is passed to handleMessage as a string since it failed to be decoded as JSON
+            //
+            if (this.safeString(message, 'id') !== undefined) {
+                this.handleSubscriptionStatus(client, message);
+            }
+            else if (this.safeString(message, 'ch') !== undefined) {
+                // route by channel aka topic aka subject
+                this.handleSubject(client, message);
+            }
+            else if (this.safeString(message, 'ping') !== undefined) {
+                this.handlePing(client, message);
+            }
+        }
+    }
+}
+
+module.exports = huobijp;