ccxt 4.2.11 → 4.2.12

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

@@ -0,0 +1,322 @@
+'use strict';
+
+var luno$1 = require('../luno.js');
+var Cache = require('../base/ws/Cache.js');
+
+//  ---------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
+class luno extends luno$1 {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'watchTicker': false,
+                'watchTickers': false,
+                'watchTrades': true,
+                'watchMyTrades': false,
+                'watchOrders': undefined,
+                'watchOrderBook': true,
+                'watchOHLCV': false,
+            },
+            'urls': {
+                'api': {
+                    'ws': 'wss://ws.luno.com/api/1',
+                },
+            },
+            'options': {
+                'sequenceNumbers': {},
+            },
+            'streaming': {},
+            'exceptions': {},
+        });
+    }
+    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name luno#watchTrades
+         * @description get the list of most recent trades for a particular symbol
+         * @see https://www.luno.com/en/developers/api#tag/Streaming-API
+         * @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}
+         */
+        this.checkRequiredCredentials();
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const subscriptionHash = '/stream/' + market['id'];
+        const subscription = { 'symbol': symbol };
+        const url = this.urls['api']['ws'] + subscriptionHash;
+        const messageHash = 'trades:' + symbol;
+        const subscribe = {
+            'api_key_id': this.apiKey,
+            'api_key_secret': this.secret,
+        };
+        const request = this.deepExtend(subscribe, params);
+        const trades = await this.watch(url, messageHash, request, subscriptionHash, subscription);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    handleTrades(client, message, subscription) {
+        //
+        //     {
+        //         "sequence": "110980825",
+        //         "trade_updates": [],
+        //         "create_update": {
+        //             "order_id": "BXHSYXAUMH8C2RW",
+        //             "type": "ASK",
+        //             "price": "24081.09000000",
+        //             "volume": "0.07780000"
+        //         },
+        //         "delete_update": null,
+        //         "status_update": null,
+        //         "timestamp": 1660598775360
+        //     }
+        //
+        const rawTrades = this.safeValue(message, 'trade_updates', []);
+        const length = rawTrades.length;
+        if (length === 0) {
+            return;
+        }
+        const symbol = subscription['symbol'];
+        const market = this.market(symbol);
+        const messageHash = 'trades:' + symbol;
+        let stored = this.safeValue(this.trades, symbol);
+        if (stored === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            stored = new Cache.ArrayCache(limit);
+            this.trades[symbol] = stored;
+        }
+        for (let i = 0; i < rawTrades.length; i++) {
+            const rawTrade = rawTrades[i];
+            const trade = this.parseTrade(rawTrade, market);
+            stored.append(trade);
+        }
+        this.trades[symbol] = stored;
+        client.resolve(this.trades[symbol], messageHash);
+    }
+    parseTrade(trade, market = undefined) {
+        //
+        // watchTrades (public)
+        //
+        //     {
+        //       "base": "69.00000000",
+        //       "counter": "113.6499000000000000",
+        //       "maker_order_id": "BXEEU4S2BWF5WRB",
+        //       "taker_order_id": "BXKNCSF7JDHXY3H",
+        //       "order_id": "BXEEU4S2BWF5WRB"
+        //     }
+        //
+        return this.safeTrade({
+            'info': trade,
+            'id': undefined,
+            'timestamp': undefined,
+            'datetime': undefined,
+            'symbol': market['symbol'],
+            'order': undefined,
+            'type': undefined,
+            'side': undefined,
+            // takerOrMaker has no meaning for public trades
+            'takerOrMaker': undefined,
+            'price': undefined,
+            'amount': this.safeString(trade, 'base'),
+            'cost': this.safeString(trade, 'counter'),
+            'fee': undefined,
+        }, market);
+    }
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name luno#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 {objectConstructor} [params] extra parameters specific to the exchange API endpoint
+         * @param {string} [params.type] accepts l2 or l3 for level 2 or level 3 order book
+         * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
+         */
+        this.checkRequiredCredentials();
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const subscriptionHash = '/stream/' + market['id'];
+        const subscription = { 'symbol': symbol };
+        const url = this.urls['api']['ws'] + subscriptionHash;
+        const messageHash = 'orderbook:' + symbol;
+        const subscribe = {
+            'api_key_id': this.apiKey,
+            'api_key_secret': this.secret,
+        };
+        const request = this.deepExtend(subscribe, params);
+        const orderbook = await this.watch(url, messageHash, request, subscriptionHash, subscription);
+        return orderbook.limit();
+    }
+    handleOrderBook(client, message, subscription) {
+        //
+        //     {
+        //         "sequence": "24352",
+        //         "asks": [{
+        //             "id": "BXMC2CJ7HNB88U4",
+        //             "price": "1234.00",
+        //             "volume": "0.93"
+        //         }],
+        //         "bids": [{
+        //             "id": "BXMC2CJ7HNB88U5",
+        //             "price": "1201.00",
+        //             "volume": "1.22"
+        //         }],
+        //         "status": "ACTIVE",
+        //         "timestamp": 1528884331021
+        //     }
+        //
+        //  update
+        //     {
+        //         "sequence": "110980825",
+        //         "trade_updates": [],
+        //         "create_update": {
+        //             "order_id": "BXHSYXAUMH8C2RW",
+        //             "type": "ASK",
+        //             "price": "24081.09000000",
+        //             "volume": "0.07780000"
+        //         },
+        //         "delete_update": null,
+        //         "status_update": null,
+        //         "timestamp": 1660598775360
+        //     }
+        //
+        const symbol = subscription['symbol'];
+        const messageHash = 'orderbook:' + symbol;
+        const timestamp = this.safeString(message, 'timestamp');
+        let storedOrderBook = this.safeValue(this.orderbooks, symbol);
+        if (storedOrderBook === undefined) {
+            storedOrderBook = this.indexedOrderBook({});
+            this.orderbooks[symbol] = storedOrderBook;
+        }
+        const asks = this.safeValue(message, 'asks');
+        if (asks !== undefined) {
+            const snapshot = this.customParseOrderBook(message, symbol, timestamp, 'bids', 'asks', 'price', 'volume', 'id');
+            storedOrderBook.reset(snapshot);
+        }
+        else {
+            this.handleDelta(storedOrderBook, message);
+            storedOrderBook['timestamp'] = timestamp;
+            storedOrderBook['datetime'] = this.iso8601(timestamp);
+        }
+        const nonce = this.safeInteger(message, 'sequence');
+        storedOrderBook['nonce'] = nonce;
+        client.resolve(storedOrderBook, messageHash);
+    }
+    customParseOrderBook(orderbook, symbol, timestamp = undefined, bidsKey = 'bids', asksKey = 'asks', priceKey = 'price', amountKey = 'volume', countOrIdKey = 2) {
+        const bids = this.parseBidsAsks(this.safeValue(orderbook, bidsKey, []), priceKey, amountKey, countOrIdKey);
+        const asks = this.parseBidsAsks(this.safeValue(orderbook, asksKey, []), priceKey, amountKey, countOrIdKey);
+        return {
+            'symbol': symbol,
+            'bids': this.sortBy(bids, 0, true),
+            'asks': this.sortBy(asks, 0),
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'nonce': undefined,
+        };
+    }
+    parseBidsAsks(bidasks, priceKey = 'price', amountKey = 'volume', thirdKey = 2) {
+        bidasks = this.toArray(bidasks);
+        const result = [];
+        for (let i = 0; i < bidasks.length; i++) {
+            result.push(this.customParseBidAsk(bidasks[i], priceKey, amountKey, thirdKey));
+        }
+        return result;
+    }
+    customParseBidAsk(bidask, priceKey = 'price', amountKey = 'volume', thirdKey = 2) {
+        const price = this.safeNumber(bidask, priceKey);
+        const amount = this.safeNumber(bidask, amountKey);
+        const result = [price, amount];
+        if (thirdKey !== undefined) {
+            const thirdValue = this.safeString(bidask, thirdKey);
+            result.push(thirdValue);
+        }
+        return result;
+    }
+    handleDelta(orderbook, message) {
+        //
+        //  create
+        //     {
+        //         "sequence": "110980825",
+        //         "trade_updates": [],
+        //         "create_update": {
+        //             "order_id": "BXHSYXAUMH8C2RW",
+        //             "type": "ASK",
+        //             "price": "24081.09000000",
+        //             "volume": "0.07780000"
+        //         },
+        //         "delete_update": null,
+        //         "status_update": null,
+        //         "timestamp": 1660598775360
+        //     }
+        //  delete
+        //     {
+        //         "sequence": "110980825",
+        //         "trade_updates": [],
+        //         "create_update": null,
+        //         "delete_update": {
+        //             "order_id": "BXMC2CJ7HNB88U4"
+        //         },
+        //         "status_update": null,
+        //         "timestamp": 1660598775360
+        //     }
+        //  trade
+        //     {
+        //         "sequence": "110980825",
+        //         "trade_updates": [
+        //             {
+        //                 "base": "0.1",
+        //                 "counter": "5232.00",
+        //                 "maker_order_id": "BXMC2CJ7HNB88U4",
+        //                 "taker_order_id": "BXMC2CJ7HNB88U5"
+        //             }
+        //         ],
+        //         "create_update": null,
+        //         "delete_update": null,
+        //         "status_update": null,
+        //         "timestamp": 1660598775360
+        //     }
+        //
+        const createUpdate = this.safeValue(message, 'create_update');
+        const asksOrderSide = orderbook['asks'];
+        const bidsOrderSide = orderbook['bids'];
+        if (createUpdate !== undefined) {
+            const bidAskArray = this.customParseBidAsk(createUpdate, 'price', 'volume', 'order_id');
+            const type = this.safeString(createUpdate, 'type');
+            if (type === 'ASK') {
+                asksOrderSide.storeArray(bidAskArray);
+            }
+            else if (type === 'BID') {
+                bidsOrderSide.storeArray(bidAskArray);
+            }
+        }
+        const deleteUpdate = this.safeValue(message, 'delete_update');
+        if (deleteUpdate !== undefined) {
+            const orderId = this.safeString(deleteUpdate, 'order_id');
+            asksOrderSide.storeArray(0, 0, orderId);
+            bidsOrderSide.storeArray(0, 0, orderId);
+        }
+        return message;
+    }
+    handleMessage(client, message) {
+        if (message === '') {
+            return;
+        }
+        const subscriptions = Object.values(client.subscriptions);
+        const handlers = [this.handleOrderBook, this.handleTrades];
+        for (let j = 0; j < handlers.length; j++) {
+            const handler = handlers[j];
+            handler.call(this, client, message, subscriptions[0]);
+        }
+        return message;
+    }
+}
+
+module.exports = luno;