ccxt 4.2.11 → 4.2.13

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

@@ -0,0 +1,547 @@
+'use strict';
+
+var bitstamp$1 = require('../bitstamp.js');
+var errors = require('../base/errors.js');
+var Cache = require('../base/ws/Cache.js');
+
+//  ---------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
+class bitstamp extends bitstamp$1 {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'watchOrderBook': true,
+                'watchOrders': true,
+                'watchTrades': true,
+                'watchOHLCV': false,
+                'watchTicker': false,
+                'watchTickers': false,
+            },
+            'urls': {
+                'api': {
+                    'ws': 'wss://ws.bitstamp.net',
+                },
+            },
+            'options': {
+                'expiresIn': '',
+                'userId': '',
+                'wsSessionToken': '',
+                'watchOrderBook': {
+                    'snapshotDelay': 6,
+                    'snapshotMaxRetries': 3,
+                },
+                'tradesLimit': 1000,
+                'OHLCVLimit': 1000,
+            },
+            'exceptions': {
+                'exact': {
+                    '4009': errors.AuthenticationError,
+                },
+            },
+        });
+    }
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name bitstamp#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
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const messageHash = 'orderbook:' + symbol;
+        const channel = 'diff_order_book_' + market['id'];
+        const url = this.urls['api']['ws'];
+        const request = {
+            'event': 'bts:subscribe',
+            'data': {
+                'channel': channel,
+            },
+        };
+        const message = this.extend(request, params);
+        const orderbook = await this.watch(url, messageHash, message, messageHash);
+        return orderbook.limit();
+    }
+    handleOrderBook(client, message) {
+        //
+        // initial snapshot is fetched with ccxt's fetchOrderBook
+        // the feed does not include a snapshot, just the deltas
+        //
+        //     {
+        //         "data": {
+        //             "timestamp": "1583656800",
+        //             "microtimestamp": "1583656800237527",
+        //             "bids": [
+        //                 ["8732.02", "0.00002478", "1207590500704256"],
+        //                 ["8729.62", "0.01600000", "1207590502350849"],
+        //                 ["8727.22", "0.01800000", "1207590504296448"],
+        //             ],
+        //             "asks": [
+        //                 ["8735.67", "2.00000000", "1207590693249024"],
+        //                 ["8735.67", "0.01700000", "1207590693634048"],
+        //                 ["8735.68", "1.53294500", "1207590692048896"],
+        //             ],
+        //         },
+        //         "event": "data",
+        //         "channel": "diff_order_book_btcusd"
+        //     }
+        //
+        const channel = this.safeString(message, 'channel');
+        const parts = channel.split('_');
+        const marketId = this.safeString(parts, 3);
+        const symbol = this.safeSymbol(marketId);
+        const storedOrderBook = this.safeValue(this.orderbooks, symbol);
+        const nonce = this.safeValue(storedOrderBook, 'nonce');
+        const delta = this.safeValue(message, 'data');
+        const deltaNonce = this.safeInteger(delta, 'microtimestamp');
+        const messageHash = 'orderbook:' + symbol;
+        if (nonce === undefined) {
+            const cacheLength = storedOrderBook.cache.length;
+            // the rest API is very delayed
+            // usually it takes at least 4-5 deltas to resolve
+            const snapshotDelay = this.handleOption('watchOrderBook', 'snapshotDelay', 6);
+            if (cacheLength === snapshotDelay) {
+                this.spawn(this.loadOrderBook, client, messageHash, symbol);
+            }
+            storedOrderBook.cache.push(delta);
+            return;
+        }
+        else if (nonce >= deltaNonce) {
+            return;
+        }
+        this.handleDelta(storedOrderBook, delta);
+        client.resolve(storedOrderBook, messageHash);
+    }
+    handleDelta(orderbook, delta) {
+        const timestamp = this.safeTimestamp(delta, 'timestamp');
+        orderbook['timestamp'] = timestamp;
+        orderbook['datetime'] = this.iso8601(timestamp);
+        orderbook['nonce'] = this.safeInteger(delta, 'microtimestamp');
+        const bids = this.safeValue(delta, 'bids', []);
+        const asks = this.safeValue(delta, 'asks', []);
+        const storedBids = orderbook['bids'];
+        const storedAsks = orderbook['asks'];
+        this.handleBidAsks(storedBids, bids);
+        this.handleBidAsks(storedAsks, asks);
+    }
+    handleBidAsks(bookSide, bidAsks) {
+        for (let i = 0; i < bidAsks.length; i++) {
+            const bidAsk = this.parseBidAsk(bidAsks[i]);
+            bookSide.storeArray(bidAsk);
+        }
+    }
+    getCacheIndex(orderbook, deltas) {
+        // we will consider it a fail
+        const firstElement = deltas[0];
+        const firstElementNonce = this.safeInteger(firstElement, 'microtimestamp');
+        const nonce = this.safeInteger(orderbook, 'nonce');
+        if (nonce < firstElementNonce) {
+            return -1;
+        }
+        for (let i = 0; i < deltas.length; i++) {
+            const delta = deltas[i];
+            const deltaNonce = this.safeInteger(delta, 'microtimestamp');
+            if (deltaNonce === nonce) {
+                return i + 1;
+            }
+        }
+        return deltas.length;
+    }
+    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name bitstamp#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'];
+        const messageHash = 'trades:' + symbol;
+        const url = this.urls['api']['ws'];
+        const channel = 'live_trades_' + market['id'];
+        const request = {
+            'event': 'bts:subscribe',
+            'data': {
+                'channel': channel,
+            },
+        };
+        const message = this.extend(request, params);
+        const trades = await this.watch(url, messageHash, message, messageHash);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    parseWsTrade(trade, market = undefined) {
+        //
+        //     {
+        //         "buy_order_id": 1211625836466176,
+        //         "amount_str": "1.08000000",
+        //         "timestamp": "1584642064",
+        //         "microtimestamp": "1584642064685000",
+        //         "id": 108637852,
+        //         "amount": 1.08,
+        //         "sell_order_id": 1211625840754689,
+        //         "price_str": "6294.77",
+        //         "type": 1,
+        //         "price": 6294.77
+        //     }
+        //
+        const microtimestamp = this.safeInteger(trade, 'microtimestamp');
+        const id = this.safeString(trade, 'id');
+        const timestamp = this.parseToInt(microtimestamp / 1000);
+        const price = this.safeString(trade, 'price');
+        const amount = this.safeString(trade, 'amount');
+        const symbol = market['symbol'];
+        const sideRaw = this.safeInteger(trade, 'type');
+        const side = (sideRaw === 0) ? 'buy' : 'sell';
+        return this.safeTrade({
+            'info': trade,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'symbol': symbol,
+            'id': id,
+            'order': undefined,
+            'type': undefined,
+            'takerOrMaker': undefined,
+            'side': side,
+            'price': price,
+            'amount': amount,
+            'cost': undefined,
+            'fee': undefined,
+        }, market);
+    }
+    handleTrade(client, message) {
+        //
+        //     {
+        //         "data": {
+        //             "buy_order_id": 1207733769326592,
+        //             "amount_str": "0.14406384",
+        //             "timestamp": "1583691851",
+        //             "microtimestamp": "1583691851934000",
+        //             "id": 106833903,
+        //             "amount": 0.14406384,
+        //             "sell_order_id": 1207733765476352,
+        //             "price_str": "8302.92",
+        //             "type": 0,
+        //             "price": 8302.92
+        //         },
+        //         "event": "trade",
+        //         "channel": "live_trades_btcusd"
+        //     }
+        //
+        // the trade streams push raw trade information in real-time
+        // each trade has a unique buyer and seller
+        const channel = this.safeString(message, 'channel');
+        const parts = channel.split('_');
+        const marketId = this.safeString(parts, 2);
+        const market = this.safeMarket(marketId);
+        const symbol = market['symbol'];
+        const messageHash = 'trades:' + symbol;
+        const data = this.safeValue(message, 'data');
+        const trade = this.parseWsTrade(data, market);
+        let tradesArray = this.safeValue(this.trades, symbol);
+        if (tradesArray === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            tradesArray = new Cache.ArrayCache(limit);
+            this.trades[symbol] = tradesArray;
+        }
+        tradesArray.append(trade);
+        client.resolve(tradesArray, messageHash);
+    }
+    async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name bitstamp#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}
+         */
+        if (symbol === undefined) {
+            throw new errors.ArgumentsRequired(this.id + ' watchOrders() requires a symbol argument');
+        }
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const channel = 'private-my_orders';
+        const messageHash = channel + '_' + market['id'];
+        const subscription = {
+            'symbol': symbol,
+            'limit': limit,
+            'type': channel,
+            'params': params,
+        };
+        const orders = await this.subscribePrivate(subscription, messageHash, params);
+        if (this.newUpdates) {
+            limit = orders.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(orders, since, limit, 'timestamp', true);
+    }
+    handleOrders(client, message) {
+        //
+        // {
+        //     "data":{
+        //        "id":"1463471322288128",
+        //        "id_str":"1463471322288128",
+        //        "order_type":1,
+        //        "datetime":"1646127778",
+        //        "microtimestamp":"1646127777950000",
+        //        "amount":0.05,
+        //        "amount_str":"0.05000000",
+        //        "price":1000,
+        //        "price_str":"1000.00"
+        //     },
+        //     "channel":"private-my_orders_ltcusd-4848701",
+        // }
+        //
+        const channel = this.safeString(message, 'channel');
+        const order = this.safeValue(message, 'data', {});
+        const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
+        if (this.orders === undefined) {
+            this.orders = new Cache.ArrayCacheBySymbolById(limit);
+        }
+        const stored = this.orders;
+        const subscription = this.safeValue(client.subscriptions, channel);
+        const symbol = this.safeString(subscription, 'symbol');
+        const market = this.market(symbol);
+        const parsed = this.parseWsOrder(order, market);
+        stored.append(parsed);
+        client.resolve(this.orders, channel);
+    }
+    parseWsOrder(order, market = undefined) {
+        //
+        //   {
+        //        "id":"1463471322288128",
+        //        "id_str":"1463471322288128",
+        //        "order_type":1,
+        //        "datetime":"1646127778",
+        //        "microtimestamp":"1646127777950000",
+        //        "amount":0.05,
+        //        "amount_str":"0.05000000",
+        //        "price":1000,
+        //        "price_str":"1000.00"
+        //    }
+        //
+        const id = this.safeString(order, 'id_str');
+        const orderType = this.safeStringLower(order, 'order_type');
+        const price = this.safeString(order, 'price_str');
+        const amount = this.safeString(order, 'amount_str');
+        const side = (orderType === '1') ? 'sell' : 'buy';
+        const timestamp = this.safeTimestamp(order, 'datetime');
+        market = this.safeMarket(undefined, market);
+        const symbol = market['symbol'];
+        return this.safeOrder({
+            'info': order,
+            'symbol': symbol,
+            'id': id,
+            'clientOrderId': undefined,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'lastTradeTimestamp': undefined,
+            'type': undefined,
+            'timeInForce': undefined,
+            'postOnly': undefined,
+            'side': side,
+            'price': price,
+            'stopPrice': undefined,
+            'triggerPrice': undefined,
+            'amount': amount,
+            'cost': undefined,
+            'average': undefined,
+            'filled': undefined,
+            'remaining': undefined,
+            'status': undefined,
+            'fee': undefined,
+            'trades': undefined,
+        }, market);
+    }
+    handleOrderBookSubscription(client, message) {
+        const channel = this.safeString(message, 'channel');
+        const parts = channel.split('_');
+        const marketId = this.safeString(parts, 3);
+        const symbol = this.safeSymbol(marketId);
+        this.orderbooks[symbol] = this.orderBook();
+    }
+    handleSubscriptionStatus(client, message) {
+        //
+        //     {
+        //         "event": "bts:subscription_succeeded",
+        //         "channel": "detail_order_book_btcusd",
+        //         "data": {},
+        //     }
+        //     {
+        //         "event": "bts:subscription_succeeded",
+        //         "channel": "private-my_orders_ltcusd-4848701",
+        //         "data": {}
+        //     }
+        //
+        const channel = this.safeString(message, 'channel');
+        if (channel.indexOf('order_book') > -1) {
+            this.handleOrderBookSubscription(client, message);
+        }
+    }
+    handleSubject(client, message) {
+        //
+        //     {
+        //         "data": {
+        //             "timestamp": "1583656800",
+        //             "microtimestamp": "1583656800237527",
+        //             "bids": [
+        //                 ["8732.02", "0.00002478", "1207590500704256"],
+        //                 ["8729.62", "0.01600000", "1207590502350849"],
+        //                 ["8727.22", "0.01800000", "1207590504296448"],
+        //             ],
+        //             "asks": [
+        //                 ["8735.67", "2.00000000", "1207590693249024"],
+        //                 ["8735.67", "0.01700000", "1207590693634048"],
+        //                 ["8735.68", "1.53294500", "1207590692048896"],
+        //             ],
+        //         },
+        //         "event": "data",
+        //         "channel": "detail_order_book_btcusd"
+        //     }
+        //
+        // private order
+        //     {
+        //         "data":{
+        //         "id":"1463471322288128",
+        //         "id_str":"1463471322288128",
+        //         "order_type":1,
+        //         "datetime":"1646127778",
+        //         "microtimestamp":"1646127777950000",
+        //         "amount":0.05,
+        //         "amount_str":"0.05000000",
+        //         "price":1000,
+        //         "price_str":"1000.00"
+        //         },
+        //         "channel":"private-my_orders_ltcusd-4848701",
+        //     }
+        //
+        const channel = this.safeString(message, 'channel');
+        const methods = {
+            'live_trades': this.handleTrade,
+            'diff_order_book': this.handleOrderBook,
+            'private-my_orders': this.handleOrders,
+        };
+        const keys = Object.keys(methods);
+        for (let i = 0; i < keys.length; i++) {
+            const key = keys[i];
+            if (channel.indexOf(key) > -1) {
+                const method = methods[key];
+                method.call(this, client, message);
+            }
+        }
+    }
+    handleErrorMessage(client, message) {
+        // {
+        //     "event": "bts:error",
+        //     "channel": '',
+        //     "data": { code: 4009, message: "Connection is unauthorized." }
+        // }
+        const event = this.safeString(message, 'event');
+        if (event === 'bts:error') {
+            const feedback = this.id + ' ' + this.json(message);
+            const data = this.safeValue(message, 'data', {});
+            const code = this.safeNumber(data, 'code');
+            this.throwExactlyMatchedException(this.exceptions['exact'], code, feedback);
+        }
+        return message;
+    }
+    handleMessage(client, message) {
+        if (!this.handleErrorMessage(client, message)) {
+            return;
+        }
+        //
+        //     {
+        //         "event": "bts:subscription_succeeded",
+        //         "channel": "detail_order_book_btcusd",
+        //         "data": {},
+        //     }
+        //
+        //     {
+        //         "data": {
+        //             "timestamp": "1583656800",
+        //             "microtimestamp": "1583656800237527",
+        //             "bids": [
+        //                 ["8732.02", "0.00002478", "1207590500704256"],
+        //                 ["8729.62", "0.01600000", "1207590502350849"],
+        //                 ["8727.22", "0.01800000", "1207590504296448"],
+        //             ],
+        //             "asks": [
+        //                 ["8735.67", "2.00000000", "1207590693249024"],
+        //                 ["8735.67", "0.01700000", "1207590693634048"],
+        //                 ["8735.68", "1.53294500", "1207590692048896"],
+        //             ],
+        //         },
+        //         "event": "data",
+        //         "channel": "detail_order_book_btcusd"
+        //     }
+        //
+        //     {
+        //         "event": "bts:subscription_succeeded",
+        //         "channel": "private-my_orders_ltcusd-4848701",
+        //         "data": {}
+        //     }
+        //
+        const event = this.safeString(message, 'event');
+        if (event === 'bts:subscription_succeeded') {
+            return this.handleSubscriptionStatus(client, message);
+        }
+        else {
+            return this.handleSubject(client, message);
+        }
+    }
+    async authenticate(params = {}) {
+        this.checkRequiredCredentials();
+        const time = this.milliseconds();
+        const expiresIn = this.safeInteger(this.options, 'expiresIn');
+        if ((expiresIn === undefined) || (time > expiresIn)) {
+            const response = await this.privatePostWebsocketsToken(params);
+            //
+            // {
+            //     "valid_sec":60,
+            //     "token":"siPaT4m6VGQCdsDCVbLBemiphHQs552e",
+            //     "user_id":4848701
+            // }
+            //
+            const sessionToken = this.safeString(response, 'token');
+            if (sessionToken !== undefined) {
+                const userId = this.safeNumber(response, 'user_id');
+                const validity = this.safeIntegerProduct(response, 'valid_sec', 1000);
+                this.options['expiresIn'] = this.sum(time, validity);
+                this.options['userId'] = userId;
+                this.options['wsSessionToken'] = sessionToken;
+                return response;
+            }
+        }
+    }
+    async subscribePrivate(subscription, messageHash, params = {}) {
+        const url = this.urls['api']['ws'];
+        await this.authenticate();
+        messageHash += '-' + this.options['userId'];
+        const request = {
+            'event': 'bts:subscribe',
+            'data': {
+                'channel': messageHash,
+                'auth': this.options['wsSessionToken'],
+            },
+        };
+        subscription['messageHash'] = messageHash;
+        return await this.watch(url, messageHash, this.extend(request, params), messageHash, subscription);
+    }
+}
+
+module.exports = bitstamp;