ccxt 4.2.11 → 4.2.13
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +5 -5
- package/build.sh +2 -2
- package/dist/ccxt.browser.js +1347 -490
- package/dist/ccxt.browser.min.js +3 -3
- package/dist/cjs/_virtual/agent.js +7 -0
- package/dist/cjs/_virtual/parse-proxy-response.js +7 -0
- package/dist/cjs/_virtual/promisify.js +7 -0
- package/dist/cjs/ccxt.js +1 -1
- package/dist/cjs/js/ccxt.js +474 -0
- package/dist/cjs/js/src/abstract/ace.js +9 -0
- package/dist/cjs/js/src/abstract/alpaca.js +9 -0
- package/dist/cjs/js/src/abstract/ascendex.js +9 -0
- package/dist/cjs/js/src/abstract/bigone.js +9 -0
- package/dist/cjs/js/src/abstract/binance.js +9 -0
- package/dist/cjs/js/src/abstract/bingx.js +9 -0
- package/dist/cjs/js/src/abstract/bit2c.js +9 -0
- package/dist/cjs/js/src/abstract/bitbank.js +9 -0
- package/dist/cjs/js/src/abstract/bitbns.js +9 -0
- package/dist/cjs/js/src/abstract/bitfinex.js +9 -0
- package/dist/cjs/js/src/abstract/bitfinex2.js +9 -0
- package/dist/cjs/js/src/abstract/bitflyer.js +9 -0
- package/dist/cjs/js/src/abstract/bitforex.js +9 -0
- package/dist/cjs/js/src/abstract/bitget.js +9 -0
- package/dist/cjs/js/src/abstract/bithumb.js +9 -0
- package/dist/cjs/js/src/abstract/bitmart.js +9 -0
- package/dist/cjs/js/src/abstract/bitmex.js +9 -0
- package/dist/cjs/js/src/abstract/bitopro.js +9 -0
- package/dist/cjs/js/src/abstract/bitpanda.js +9 -0
- package/dist/cjs/js/src/abstract/bitrue.js +9 -0
- package/dist/cjs/js/src/abstract/bitso.js +9 -0
- package/dist/cjs/js/src/abstract/bitstamp.js +9 -0
- package/dist/cjs/js/src/abstract/bitteam.js +9 -0
- package/dist/cjs/js/src/abstract/bitvavo.js +9 -0
- package/dist/cjs/js/src/abstract/bl3p.js +9 -0
- package/dist/cjs/js/src/abstract/blockchaincom.js +9 -0
- package/dist/cjs/js/src/abstract/btcalpha.js +9 -0
- package/dist/cjs/js/src/abstract/btcbox.js +9 -0
- package/dist/cjs/js/src/abstract/btcmarkets.js +9 -0
- package/dist/cjs/js/src/abstract/btcturk.js +9 -0
- package/dist/cjs/js/src/abstract/bybit.js +9 -0
- package/dist/cjs/js/src/abstract/cex.js +9 -0
- package/dist/cjs/js/src/abstract/coinbase.js +9 -0
- package/dist/cjs/js/src/abstract/coinbasepro.js +9 -0
- package/dist/cjs/js/src/abstract/coincheck.js +9 -0
- package/dist/cjs/js/src/abstract/coinex.js +9 -0
- package/dist/cjs/js/src/abstract/coinlist.js +9 -0
- package/dist/cjs/js/src/abstract/coinmate.js +9 -0
- package/dist/cjs/js/src/abstract/coinone.js +9 -0
- package/dist/cjs/js/src/abstract/coinsph.js +9 -0
- package/dist/cjs/js/src/abstract/coinspot.js +9 -0
- package/dist/cjs/js/src/abstract/cryptocom.js +9 -0
- package/dist/cjs/js/src/abstract/currencycom.js +9 -0
- package/dist/cjs/js/src/abstract/delta.js +9 -0
- package/dist/cjs/js/src/abstract/deribit.js +9 -0
- package/dist/cjs/js/src/abstract/digifinex.js +9 -0
- package/dist/cjs/js/src/abstract/exmo.js +9 -0
- package/dist/cjs/js/src/abstract/gate.js +9 -0
- package/dist/cjs/js/src/abstract/gemini.js +9 -0
- package/dist/cjs/js/src/abstract/hitbtc.js +9 -0
- package/dist/cjs/js/src/abstract/hollaex.js +9 -0
- package/dist/cjs/js/src/abstract/htx.js +9 -0
- package/dist/cjs/js/src/abstract/huobijp.js +9 -0
- package/dist/cjs/js/src/abstract/idex.js +9 -0
- package/dist/cjs/js/src/abstract/independentreserve.js +9 -0
- package/dist/cjs/js/src/abstract/indodax.js +9 -0
- package/dist/cjs/js/src/abstract/kraken.js +9 -0
- package/dist/cjs/js/src/abstract/krakenfutures.js +9 -0
- package/dist/cjs/js/src/abstract/kucoin.js +9 -0
- package/dist/cjs/js/src/abstract/kucoinfutures.js +9 -0
- package/dist/cjs/js/src/abstract/kuna.js +9 -0
- package/dist/cjs/js/src/abstract/latoken.js +9 -0
- package/dist/cjs/js/src/abstract/lbank.js +9 -0
- package/dist/cjs/js/src/abstract/luno.js +9 -0
- package/dist/cjs/js/src/abstract/lykke.js +9 -0
- package/dist/cjs/js/src/abstract/mercado.js +9 -0
- package/dist/cjs/js/src/abstract/mexc.js +9 -0
- package/dist/cjs/js/src/abstract/ndax.js +9 -0
- package/dist/cjs/js/src/abstract/novadax.js +9 -0
- package/dist/cjs/js/src/abstract/oceanex.js +9 -0
- package/dist/cjs/js/src/abstract/okcoin.js +9 -0
- package/dist/cjs/js/src/abstract/okx.js +9 -0
- package/dist/cjs/js/src/abstract/p2b.js +9 -0
- package/dist/cjs/js/src/abstract/paymium.js +9 -0
- package/dist/cjs/js/src/abstract/phemex.js +9 -0
- package/dist/cjs/js/src/abstract/poloniex.js +9 -0
- package/dist/cjs/js/src/abstract/poloniexfutures.js +9 -0
- package/dist/cjs/js/src/abstract/probit.js +9 -0
- package/dist/cjs/js/src/abstract/timex.js +9 -0
- package/dist/cjs/js/src/abstract/tokocrypto.js +9 -0
- package/dist/cjs/js/src/abstract/upbit.js +9 -0
- package/dist/cjs/js/src/abstract/wavesexchange.js +9 -0
- package/dist/cjs/js/src/abstract/wazirx.js +9 -0
- package/dist/cjs/js/src/abstract/whitebit.js +9 -0
- package/dist/cjs/js/src/abstract/woo.js +9 -0
- package/dist/cjs/js/src/abstract/yobit.js +9 -0
- package/dist/cjs/js/src/abstract/zaif.js +9 -0
- package/dist/cjs/js/src/abstract/zonda.js +9 -0
- package/dist/cjs/js/src/ace.js +1058 -0
- package/dist/cjs/js/src/alpaca.js +1125 -0
- package/dist/cjs/js/src/ascendex.js +3360 -0
- package/dist/cjs/js/src/base/Exchange.js +5110 -0
- package/dist/cjs/js/src/base/Precise.js +263 -0
- package/dist/cjs/js/src/base/errors.js +299 -0
- package/dist/cjs/js/src/base/functions/crypto.js +78 -0
- package/dist/cjs/js/src/base/functions/encode.js +44 -0
- package/dist/cjs/js/src/base/functions/generic.js +193 -0
- package/dist/cjs/js/src/base/functions/misc.js +96 -0
- package/dist/cjs/js/src/base/functions/number.js +297 -0
- package/dist/cjs/js/src/base/functions/platform.js +28 -0
- package/dist/cjs/js/src/base/functions/rsa.js +34 -0
- package/dist/cjs/js/src/base/functions/string.js +48 -0
- package/dist/cjs/js/src/base/functions/throttle.js +66 -0
- package/dist/cjs/js/src/base/functions/time.js +187 -0
- package/dist/cjs/js/src/base/functions/totp.js +24 -0
- package/dist/cjs/js/src/base/functions/type.js +162 -0
- package/dist/cjs/js/src/base/functions.js +157 -0
- package/dist/cjs/js/src/base/ws/Cache.js +254 -0
- package/dist/cjs/js/src/base/ws/Client.js +299 -0
- package/dist/cjs/js/src/base/ws/Future.js +34 -0
- package/dist/cjs/js/src/base/ws/OrderBook.js +107 -0
- package/dist/cjs/js/src/base/ws/OrderBookSide.js +281 -0
- package/dist/cjs/js/src/base/ws/WsClient.js +69 -0
- package/dist/cjs/js/src/bequant.js +33 -0
- package/dist/cjs/js/src/bigone.js +2209 -0
- package/dist/cjs/js/src/binance.js +9736 -0
- package/dist/cjs/js/src/binancecoinm.js +45 -0
- package/dist/cjs/js/src/binanceus.js +84 -0
- package/dist/cjs/js/src/binanceusdm.js +58 -0
- package/dist/cjs/js/src/bingx.js +3807 -0
- package/dist/cjs/js/src/bit2c.js +916 -0
- package/dist/cjs/js/src/bitbank.js +1000 -0
- package/dist/cjs/js/src/bitbay.js +17 -0
- package/dist/cjs/js/src/bitbns.js +1220 -0
- package/dist/cjs/js/src/bitcoincom.js +17 -0
- package/dist/cjs/js/src/bitfinex.js +1670 -0
- package/dist/cjs/js/src/bitfinex2.js +2990 -0
- package/dist/cjs/js/src/bitflyer.js +1045 -0
- package/dist/cjs/js/src/bitforex.js +852 -0
- package/dist/cjs/js/src/bitget.js +8291 -0
- package/dist/cjs/js/src/bithumb.js +1090 -0
- package/dist/cjs/js/src/bitmart.js +4454 -0
- package/dist/cjs/js/src/bitmex.js +2884 -0
- package/dist/cjs/js/src/bitopro.js +1724 -0
- package/dist/cjs/js/src/bitpanda.js +2002 -0
- package/dist/cjs/js/src/bitrue.js +3253 -0
- package/dist/cjs/js/src/bitso.js +1753 -0
- package/dist/cjs/js/src/bitstamp.js +2188 -0
- package/dist/cjs/js/src/bitteam.js +2309 -0
- package/dist/cjs/js/src/bitvavo.js +1968 -0
- package/dist/cjs/js/src/bl3p.js +447 -0
- package/dist/cjs/js/src/blockchaincom.js +1160 -0
- package/dist/cjs/js/src/btcalpha.js +929 -0
- package/dist/cjs/js/src/btcbox.js +565 -0
- package/dist/cjs/js/src/btcmarkets.js +1237 -0
- package/dist/cjs/js/src/btcturk.js +929 -0
- package/dist/cjs/js/src/bybit.js +7646 -0
- package/dist/cjs/js/src/cex.js +1693 -0
- package/dist/cjs/js/src/coinbase.js +3424 -0
- package/dist/cjs/js/src/coinbasepro.js +1866 -0
- package/dist/cjs/js/src/coincheck.js +843 -0
- package/dist/cjs/js/src/coinex.js +5414 -0
- package/dist/cjs/js/src/coinlist.js +2329 -0
- package/dist/cjs/js/src/coinmate.js +989 -0
- package/dist/cjs/js/src/coinone.js +1185 -0
- package/dist/cjs/js/src/coinsph.js +1933 -0
- package/dist/cjs/js/src/coinspot.js +548 -0
- package/dist/cjs/js/src/cryptocom.js +3007 -0
- package/dist/cjs/js/src/currencycom.js +2015 -0
- package/dist/cjs/js/src/delta.js +3256 -0
- package/dist/cjs/js/src/deribit.js +3306 -0
- package/dist/cjs/js/src/digifinex.js +4307 -0
- package/dist/cjs/js/src/exmo.js +2645 -0
- package/dist/cjs/js/src/fmfwio.js +34 -0
- package/dist/cjs/js/src/gate.js +7072 -0
- package/dist/cjs/js/src/gateio.js +16 -0
- package/dist/cjs/js/src/gemini.js +1801 -0
- package/dist/cjs/js/src/hitbtc.js +3660 -0
- package/dist/cjs/js/src/hitbtc3.js +19 -0
- package/dist/cjs/js/src/hollaex.js +1882 -0
- package/dist/cjs/js/src/htx.js +9049 -0
- package/dist/cjs/js/src/huobi.js +16 -0
- package/dist/cjs/js/src/huobijp.js +1918 -0
- package/dist/cjs/js/src/idex.js +1770 -0
- package/dist/cjs/js/src/independentreserve.js +761 -0
- package/dist/cjs/js/src/indodax.js +1069 -0
- package/dist/cjs/js/src/kraken.js +2857 -0
- package/dist/cjs/js/src/krakenfutures.js +2407 -0
- package/dist/cjs/js/src/kucoin.js +4489 -0
- package/dist/cjs/js/src/kucoinfutures.js +2475 -0
- package/dist/cjs/js/src/kuna.js +1949 -0
- package/dist/cjs/js/src/latoken.js +1729 -0
- package/dist/cjs/js/src/lbank.js +2851 -0
- package/dist/cjs/js/src/luno.js +1044 -0
- package/dist/cjs/js/src/lykke.js +1303 -0
- package/dist/cjs/js/src/mercado.js +897 -0
- package/dist/cjs/js/src/mexc.js +5407 -0
- package/dist/cjs/js/src/ndax.js +2450 -0
- package/dist/cjs/js/src/novadax.js +1556 -0
- package/dist/cjs/js/src/oceanex.js +964 -0
- package/dist/cjs/js/src/okcoin.js +3115 -0
- package/dist/cjs/js/src/okx.js +7330 -0
- package/dist/cjs/js/src/p2b.js +1243 -0
- package/dist/cjs/js/src/paymium.js +597 -0
- package/dist/cjs/js/src/phemex.js +4722 -0
- package/dist/cjs/js/src/poloniex.js +2356 -0
- package/dist/cjs/js/src/poloniexfutures.js +1794 -0
- package/dist/cjs/js/src/pro/alpaca.js +714 -0
- package/dist/cjs/js/src/pro/ascendex.js +957 -0
- package/dist/cjs/js/src/pro/bequant.js +33 -0
- package/dist/cjs/js/src/pro/binance.js +2796 -0
- package/dist/cjs/js/src/pro/binancecoinm.js +23 -0
- package/dist/cjs/js/src/pro/binanceus.js +51 -0
- package/dist/cjs/js/src/pro/binanceusdm.js +32 -0
- package/dist/cjs/js/src/pro/bingx.js +944 -0
- package/dist/cjs/js/src/pro/bitcoincom.js +29 -0
- package/dist/cjs/js/src/pro/bitfinex.js +672 -0
- package/dist/cjs/js/src/pro/bitfinex2.js +1159 -0
- package/dist/cjs/js/src/pro/bitget.js +1733 -0
- package/dist/cjs/js/src/pro/bitmart.js +1486 -0
- package/dist/cjs/js/src/pro/bitmex.js +1576 -0
- package/dist/cjs/js/src/pro/bitopro.js +327 -0
- package/dist/cjs/js/src/pro/bitpanda.js +1341 -0
- package/dist/cjs/js/src/pro/bitrue.js +462 -0
- package/dist/cjs/js/src/pro/bitstamp.js +547 -0
- package/dist/cjs/js/src/pro/bitvavo.js +704 -0
- package/dist/cjs/js/src/pro/blockchaincom.js +794 -0
- package/dist/cjs/js/src/pro/bybit.js +1843 -0
- package/dist/cjs/js/src/pro/cex.js +1510 -0
- package/dist/cjs/js/src/pro/coinbase.js +561 -0
- package/dist/cjs/js/src/pro/coinbasepro.js +968 -0
- package/dist/cjs/js/src/pro/coinex.js +1095 -0
- package/dist/cjs/js/src/pro/cryptocom.js +1020 -0
- package/dist/cjs/js/src/pro/currencycom.js +563 -0
- package/dist/cjs/js/src/pro/deribit.js +825 -0
- package/dist/cjs/js/src/pro/exmo.js +658 -0
- package/dist/cjs/js/src/pro/gate.js +1316 -0
- package/dist/cjs/js/src/pro/gateio.js +16 -0
- package/dist/cjs/js/src/pro/gemini.js +649 -0
- package/dist/cjs/js/src/pro/hitbtc.js +1293 -0
- package/dist/cjs/js/src/pro/hollaex.js +597 -0
- package/dist/cjs/js/src/pro/htx.js +2383 -0
- package/dist/cjs/js/src/pro/huobi.js +16 -0
- package/dist/cjs/js/src/pro/huobijp.js +606 -0
- package/dist/cjs/js/src/pro/idex.js +714 -0
- package/dist/cjs/js/src/pro/independentreserve.js +280 -0
- package/dist/cjs/js/src/pro/kraken.js +1364 -0
- package/dist/cjs/js/src/pro/krakenfutures.js +1500 -0
- package/dist/cjs/js/src/pro/kucoin.js +1052 -0
- package/dist/cjs/js/src/pro/kucoinfutures.js +981 -0
- package/dist/cjs/js/src/pro/luno.js +322 -0
- package/dist/cjs/js/src/pro/mexc.js +1170 -0
- package/dist/cjs/js/src/pro/ndax.js +545 -0
- package/dist/cjs/js/src/pro/okcoin.js +760 -0
- package/dist/cjs/js/src/pro/okx.js +1608 -0
- package/dist/cjs/js/src/pro/phemex.js +1511 -0
- package/dist/cjs/js/src/pro/poloniex.js +1253 -0
- package/dist/cjs/js/src/pro/poloniexfutures.js +1014 -0
- package/dist/cjs/js/src/pro/probit.js +586 -0
- package/dist/cjs/js/src/pro/upbit.js +234 -0
- package/dist/cjs/js/src/pro/wazirx.js +776 -0
- package/dist/cjs/js/src/pro/whitebit.js +927 -0
- package/dist/cjs/js/src/pro/woo.js +769 -0
- package/dist/cjs/js/src/probit.js +1867 -0
- package/dist/cjs/js/src/static_dependencies/fflake/browser.js +401 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/JSEncrypt.js +195 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/JSEncryptRSAKey.js +308 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/asn1js/asn1.js +554 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/asn1js/base64.js +94 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/asn1js/hex.js +70 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/asn1js/int10.js +91 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsbn/base64.js +16 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsbn/jsbn.js +1760 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsbn/prng4.js +52 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsbn/rng.js +81 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsbn/rsa.js +376 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsbn/util.js +70 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsrsasign/asn1-1.0.js +1580 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsrsasign/yahoo.js +74 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/_shortw_utils.js +24 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/curve.js +158 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/edwards.js +429 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/hash-to-curve.js +176 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/modular.js +324 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/montgomery.js +163 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/utils.js +245 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/weierstrass.js +1018 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/ed25519.js +383 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/secp256k1.js +258 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/_assert.js +53 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/_sha2.js +120 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/_u64.js +69 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/crypto.js +7 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/hmac.js +83 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/md5.js +240 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/sha1.js +91 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/sha256.js +130 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/sha3.js +214 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/sha512.js +239 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/utils.js +93 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/body.js +354 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/errors/abort-error.js +16 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/errors/base.js +20 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/errors/fetch-error.js +30 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/headers.js +239 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/index.js +372 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/request.js +273 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/response.js +139 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/utils/get-search.js +14 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/utils/is-redirect.js +16 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/utils/is.js +81 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/utils/referrer.js +292 -0
- package/dist/cjs/js/src/static_dependencies/proxies/agent-base/index.js +103 -0
- package/dist/cjs/js/src/static_dependencies/proxies/http-proxy-agent/index.js +140 -0
- package/dist/cjs/js/src/static_dependencies/proxies/https-proxy-agent/index.js +175 -0
- package/dist/cjs/js/src/static_dependencies/proxies/https-proxy-agent/parse-proxy-response.js +95 -0
- package/dist/cjs/js/src/static_dependencies/qs/index.cjs.js +7 -0
- package/dist/cjs/js/src/static_dependencies/scure-base/index.js +383 -0
- package/dist/cjs/js/src/timex.js +1562 -0
- package/dist/cjs/js/src/tokocrypto.js +2542 -0
- package/dist/cjs/js/src/upbit.js +1844 -0
- package/dist/cjs/js/src/wavesexchange.js +2607 -0
- package/dist/cjs/js/src/wazirx.js +953 -0
- package/dist/cjs/js/src/whitebit.js +2309 -0
- package/dist/cjs/js/src/woo.js +2765 -0
- package/dist/cjs/js/src/yobit.js +1314 -0
- package/dist/cjs/js/src/zaif.js +736 -0
- package/dist/cjs/js/src/zonda.js +1883 -0
- package/js/ccxt.d.ts +1 -1
- package/js/ccxt.js +1 -1
- package/js/src/abstract/bigone.d.ts +18 -0
- package/js/src/abstract/binance.d.ts +2 -0
- package/js/src/abstract/binancecoinm.d.ts +2 -0
- package/js/src/abstract/binanceus.d.ts +2 -0
- package/js/src/abstract/binanceusdm.d.ts +2 -0
- package/js/src/abstract/bingx.d.ts +2 -0
- package/js/src/abstract/bybit.d.ts +1 -0
- package/js/src/abstract/gate.d.ts +11 -0
- package/js/src/abstract/gateio.d.ts +11 -0
- package/js/src/abstract/okx.d.ts +1 -0
- package/js/src/alpaca.js +18 -18
- package/js/src/base/Exchange.d.ts +5 -1
- package/js/src/base/Exchange.js +101 -12
- package/js/src/bigone.d.ts +3 -2
- package/js/src/bigone.js +429 -167
- package/js/src/binance.js +48 -34
- package/js/src/bingx.js +115 -38
- package/js/src/bitfinex.d.ts +2 -2
- package/js/src/bitfinex.js +2 -3
- package/js/src/bitget.js +33 -13
- package/js/src/bitmart.d.ts +2 -2
- package/js/src/bitmart.js +5 -5
- package/js/src/bitmex.js +1 -0
- package/js/src/bybit.js +2 -0
- package/js/src/coinbase.d.ts +26 -3
- package/js/src/coinbase.js +176 -26
- package/js/src/coinlist.js +3 -4
- package/js/src/coinone.js +1 -1
- package/js/src/coinsph.js +2 -3
- package/js/src/deribit.js +1 -0
- package/js/src/gate.d.ts +4 -4
- package/js/src/gate.js +96 -59
- package/js/src/gemini.js +1 -1
- package/js/src/hitbtc.d.ts +4 -4
- package/js/src/hitbtc.js +2 -3
- package/js/src/htx.d.ts +1 -0
- package/js/src/htx.js +29 -7
- package/js/src/huobijp.js +2 -3
- package/js/src/independentreserve.js +7 -5
- package/js/src/kraken.js +3 -6
- package/js/src/lbank.js +59 -33
- package/js/src/mexc.js +2 -1
- package/js/src/oceanex.js +1 -1
- package/js/src/okx.js +14 -3
- package/js/src/phemex.js +9 -2
- package/js/src/pro/binance.d.ts +2 -23
- package/js/src/pro/binance.js +58 -22
- package/js/src/pro/coinbase.d.ts +2 -2
- package/js/src/pro/coinbase.js +4 -1
- package/js/src/pro/coinbasepro.d.ts +2 -2
- package/js/src/pro/hitbtc.d.ts +2 -2
- package/js/src/pro/kraken.js +1 -1
- package/js/src/pro/okx.d.ts +1 -0
- package/js/src/pro/okx.js +52 -2
- package/js/src/pro/poloniex.d.ts +2 -2
- package/js/src/probit.js +4 -2
- package/js/src/upbit.d.ts +3 -101
- package/js/src/upbit.js +12 -12
- package/js/src/wavesexchange.js +1 -1
- package/js/src/woo.d.ts +2 -0
- package/js/src/woo.js +52 -0
- package/package.json +1 -1
- package/skip-tests.json +5 -0
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'use strict';
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var bybit$1 = require('../bybit.js');
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var errors = require('../base/errors.js');
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var Cache = require('../base/ws/Cache.js');
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var sha256 = require('../static_dependencies/noble-hashes/sha256.js');
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// ---------------------------------------------------------------------------
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// ---------------------------------------------------------------------------
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class bybit extends bybit$1 {
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describe() {
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return this.deepExtend(super.describe(), {
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'has': {
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'ws': true,
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'createOrderWs': false,
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'editOrderWs': false,
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'fetchOpenOrdersWs': false,
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'fetchOrderWs': false,
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'cancelOrderWs': false,
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'cancelOrdersWs': false,
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'cancelAllOrdersWs': false,
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'fetchTradesWs': false,
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'fetchBalanceWs': false,
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'watchBalance': true,
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'watchMyTrades': true,
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'watchOHLCV': true,
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'watchOHLCVForSymbols': false,
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'watchOrderBook': true,
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'watchOrderBookForSymbols': true,
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'watchOrders': true,
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'watchTicker': true,
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'watchTickers': true,
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'watchTrades': true,
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'watchPositions': true,
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'watchTradesForSymbols': true,
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},
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'urls': {
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'api': {
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'ws': {
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'public': {
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'spot': 'wss://stream.{hostname}/v5/public/spot',
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'inverse': 'wss://stream.{hostname}/v5/public/inverse',
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'option': 'wss://stream.{hostname}/v5/public/option',
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'linear': 'wss://stream.{hostname}/v5/public/linear',
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},
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'private': {
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'spot': {
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'unified': 'wss://stream.{hostname}/v5/private',
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'nonUnified': 'wss://stream.{hostname}/spot/private/v3',
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},
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'contract': 'wss://stream.{hostname}/v5/private',
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'usdc': 'wss://stream.{hostname}/trade/option/usdc/private/v1',
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},
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},
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},
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'test': {
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'ws': {
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'public': {
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'spot': 'wss://stream-testnet.{hostname}/v5/public/spot',
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'inverse': 'wss://stream-testnet.{hostname}/v5/public/inverse',
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'linear': 'wss://stream-testnet.{hostname}/v5/public/linear',
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'option': 'wss://stream-testnet.{hostname}/v5/public/option',
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},
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'private': {
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'spot': {
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'unified': 'wss://stream-testnet.{hostname}/v5/private',
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'nonUnified': 'wss://stream-testnet.{hostname}/spot/private/v3',
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},
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'contract': 'wss://stream-testnet.{hostname}/v5/private',
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'usdc': 'wss://stream-testnet.{hostname}/trade/option/usdc/private/v1',
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},
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},
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},
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},
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'options': {
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'watchTicker': {
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'name': 'tickers', // 'tickers' for 24hr statistical ticker or 'tickers_lt' for leverage token ticker
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},
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'watchPositions': {
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'fetchPositionsSnapshot': true,
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'awaitPositionsSnapshot': true, // whether to wait for the positions snapshot before providing updates
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},
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'spot': {
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'timeframes': {
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'1m': '1m',
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'3m': '3m',
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'5m': '5m',
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'15m': '15m',
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'30m': '30m',
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'1h': '1h',
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'2h': '2h',
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'4h': '4h',
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'6h': '6h',
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'12h': '12h',
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'1d': '1d',
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'1w': '1w',
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'1M': '1M',
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},
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},
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'contract': {
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'timeframes': {
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'1m': '1',
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'3m': '3',
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'5m': '5',
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'15m': '15',
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'30m': '30',
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'1h': '60',
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'2h': '120',
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'4h': '240',
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'6h': '360',
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'12h': '720',
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'1d': 'D',
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'1w': 'W',
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'1M': 'M',
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},
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},
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},
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'streaming': {
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'ping': this.ping,
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'keepAlive': 20000,
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},
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});
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}
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requestId() {
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const requestId = this.sum(this.safeInteger(this.options, 'requestId', 0), 1);
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this.options['requestId'] = requestId;
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return requestId;
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}
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getUrlByMarketType(symbol = undefined, isPrivate = false, method = undefined, params = {}) {
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const accessibility = isPrivate ? 'private' : 'public';
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let isUsdcSettled = undefined;
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let isSpot = undefined;
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let type = undefined;
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let market = undefined;
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let url = this.urls['api']['ws'];
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if (symbol !== undefined) {
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market = this.market(symbol);
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isUsdcSettled = market['settle'] === 'USDC';
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type = market['type'];
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}
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else {
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[type, params] = this.handleMarketTypeAndParams(method, undefined, params);
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let defaultSettle = this.safeString(this.options, 'defaultSettle');
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defaultSettle = this.safeString2(params, 'settle', 'defaultSettle', defaultSettle);
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isUsdcSettled = (defaultSettle === 'USDC');
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}
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isSpot = (type === 'spot');
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if (isPrivate) {
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url = (isUsdcSettled) ? url[accessibility]['usdc'] : url[accessibility]['contract'];
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}
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else {
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if (isSpot) {
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url = url[accessibility]['spot'];
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}
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else if (type === 'swap') {
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let subType = undefined;
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[subType, params] = this.handleSubTypeAndParams(method, market, params, 'linear');
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url = url[accessibility][subType];
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}
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else {
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// option
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url = url[accessibility]['option'];
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}
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}
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url = this.implodeHostname(url);
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return url;
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}
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cleanParams(params) {
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params = this.omit(params, ['type', 'subType', 'settle', 'defaultSettle', 'unifiedMargin']);
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return params;
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}
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async watchTicker(symbol, params = {}) {
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/**
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* @method
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* @name bybit#watchTicker
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* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
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* @see https://bybit-exchange.github.io/docs/v5/websocket/public/ticker
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* @see https://bybit-exchange.github.io/docs/v5/websocket/public/etp-ticker
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* @param {string} symbol unified symbol of the market to fetch the ticker for
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* @param {object} [params] extra parameters specific to the exchange API endpoint
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* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
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*/
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await this.loadMarkets();
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const market = this.market(symbol);
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symbol = market['symbol'];
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const messageHash = 'ticker:' + symbol;
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const url = this.getUrlByMarketType(symbol, false, params);
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params = this.cleanParams(params);
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const options = this.safeValue(this.options, 'watchTicker', {});
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let topic = this.safeString(options, 'name', 'tickers');
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if (!market['spot'] && topic !== 'tickers') {
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throw new errors.BadRequest(this.id + ' watchTicker() only supports name tickers for contract markets');
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}
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topic += '.' + market['id'];
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const topics = [topic];
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return await this.watchTopics(url, [messageHash], topics, params);
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}
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async watchTickers(symbols = undefined, params = {}) {
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/**
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* @method
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* @name bybit#watchTickers
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* @description n watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
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* @see https://bybit-exchange.github.io/docs/v5/websocket/public/ticker
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* @see https://bybit-exchange.github.io/docs/v5/websocket/public/etp-ticker
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* @param {string[]} symbols unified symbol of the market to fetch the ticker for
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* @param {object} [params] extra parameters specific to the exchange API endpoint
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* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
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*/
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await this.loadMarkets();
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symbols = this.marketSymbols(symbols, undefined, false);
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const messageHashes = [];
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const url = this.getUrlByMarketType(symbols[0], false, params);
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params = this.cleanParams(params);
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const options = this.safeValue(this.options, 'watchTickers', {});
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const topic = this.safeString(options, 'name', 'tickers');
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const marketIds = this.marketIds(symbols);
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const topics = [];
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for (let i = 0; i < marketIds.length; i++) {
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const marketId = marketIds[i];
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topics.push(topic + '.' + marketId);
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messageHashes.push('ticker:' + symbols[i]);
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}
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const ticker = await this.watchTopics(url, messageHashes, topics, params);
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if (this.newUpdates) {
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const result = {};
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result[ticker['symbol']] = ticker;
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return result;
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}
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return this.filterByArray(this.tickers, 'symbol', symbols);
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}
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handleTicker(client, message) {
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//
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// linear
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// {
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// "topic": "tickers.BTCUSDT",
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// "type": "snapshot",
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// "data": {
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// "symbol": "BTCUSDT",
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// "tickDirection": "PlusTick",
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// "price24hPcnt": "0.017103",
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// "lastPrice": "17216.00",
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// "prevPrice24h": "16926.50",
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// "highPrice24h": "17281.50",
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// "lowPrice24h": "16915.00",
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// "prevPrice1h": "17238.00",
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// "markPrice": "17217.33",
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// "indexPrice": "17227.36",
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// "openInterest": "68744.761",
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// "openInterestValue": "1183601235.91",
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+
// "turnover24h": "1570383121.943499",
|
|
251
|
+
// "volume24h": "91705.276",
|
|
252
|
+
// "nextFundingTime": "1673280000000",
|
|
253
|
+
// "fundingRate": "-0.000212",
|
|
254
|
+
// "bid1Price": "17215.50",
|
|
255
|
+
// "bid1Size": "84.489",
|
|
256
|
+
// "ask1Price": "17216.00",
|
|
257
|
+
// "ask1Size": "83.020"
|
|
258
|
+
// },
|
|
259
|
+
// "cs": 24987956059,
|
|
260
|
+
// "ts": 1673272861686
|
|
261
|
+
// }
|
|
262
|
+
//
|
|
263
|
+
// option
|
|
264
|
+
// {
|
|
265
|
+
// "id": "tickers.BTC-6JAN23-17500-C-2480334983-1672917511074",
|
|
266
|
+
// "topic": "tickers.BTC-6JAN23-17500-C",
|
|
267
|
+
// "ts": 1672917511074,
|
|
268
|
+
// "data": {
|
|
269
|
+
// "symbol": "BTC-6JAN23-17500-C",
|
|
270
|
+
// "bidPrice": "0",
|
|
271
|
+
// "bidSize": "0",
|
|
272
|
+
// "bidIv": "0",
|
|
273
|
+
// "askPrice": "10",
|
|
274
|
+
// "askSize": "5.1",
|
|
275
|
+
// "askIv": "0.514",
|
|
276
|
+
// "lastPrice": "10",
|
|
277
|
+
// "highPrice24h": "25",
|
|
278
|
+
// "lowPrice24h": "5",
|
|
279
|
+
// "markPrice": "7.86976724",
|
|
280
|
+
// "indexPrice": "16823.73",
|
|
281
|
+
// "markPriceIv": "0.4896",
|
|
282
|
+
// "underlyingPrice": "16815.1",
|
|
283
|
+
// "openInterest": "49.85",
|
|
284
|
+
// "turnover24h": "446802.8473",
|
|
285
|
+
// "volume24h": "26.55",
|
|
286
|
+
// "totalVolume": "86",
|
|
287
|
+
// "totalTurnover": "1437431",
|
|
288
|
+
// "delta": "0.047831",
|
|
289
|
+
// "gamma": "0.00021453",
|
|
290
|
+
// "vega": "0.81351067",
|
|
291
|
+
// "theta": "-19.9115368",
|
|
292
|
+
// "predictedDeliveryPrice": "0",
|
|
293
|
+
// "change24h": "-0.33333334"
|
|
294
|
+
// },
|
|
295
|
+
// "type": "snapshot"
|
|
296
|
+
// }
|
|
297
|
+
//
|
|
298
|
+
// spot
|
|
299
|
+
// {
|
|
300
|
+
// "topic": "tickers.BTCUSDT",
|
|
301
|
+
// "ts": 1673853746003,
|
|
302
|
+
// "type": "snapshot",
|
|
303
|
+
// "cs": 2588407389,
|
|
304
|
+
// "data": {
|
|
305
|
+
// "symbol": "BTCUSDT",
|
|
306
|
+
// "lastPrice": "21109.77",
|
|
307
|
+
// "highPrice24h": "21426.99",
|
|
308
|
+
// "lowPrice24h": "20575",
|
|
309
|
+
// "prevPrice24h": "20704.93",
|
|
310
|
+
// "volume24h": "6780.866843",
|
|
311
|
+
// "turnover24h": "141946527.22907118",
|
|
312
|
+
// "price24hPcnt": "0.0196",
|
|
313
|
+
// "usdIndexPrice": "21120.2400136"
|
|
314
|
+
// }
|
|
315
|
+
// }
|
|
316
|
+
//
|
|
317
|
+
// lt ticker
|
|
318
|
+
// {
|
|
319
|
+
// "topic": "tickers_lt.EOS3LUSDT",
|
|
320
|
+
// "ts": 1672325446847,
|
|
321
|
+
// "type": "snapshot",
|
|
322
|
+
// "data": {
|
|
323
|
+
// "symbol": "EOS3LUSDT",
|
|
324
|
+
// "lastPrice": "0.41477848043290448",
|
|
325
|
+
// "highPrice24h": "0.435285472510871305",
|
|
326
|
+
// "lowPrice24h": "0.394601507960931382",
|
|
327
|
+
// "prevPrice24h": "0.431502290172376349",
|
|
328
|
+
// "price24hPcnt": "-0.0388"
|
|
329
|
+
// }
|
|
330
|
+
// }
|
|
331
|
+
//
|
|
332
|
+
const topic = this.safeString(message, 'topic', '');
|
|
333
|
+
const updateType = this.safeString(message, 'type', '');
|
|
334
|
+
const data = this.safeValue(message, 'data', {});
|
|
335
|
+
const isSpot = this.safeString(data, 'fundingRate') === undefined;
|
|
336
|
+
const type = isSpot ? 'spot' : 'contract';
|
|
337
|
+
let symbol = undefined;
|
|
338
|
+
let parsed = undefined;
|
|
339
|
+
if ((updateType === 'snapshot') || isSpot) {
|
|
340
|
+
parsed = this.parseTicker(data);
|
|
341
|
+
symbol = parsed['symbol'];
|
|
342
|
+
}
|
|
343
|
+
else if (updateType === 'delta') {
|
|
344
|
+
const topicParts = topic.split('.');
|
|
345
|
+
const topicLength = topicParts.length;
|
|
346
|
+
const marketId = this.safeString(topicParts, topicLength - 1);
|
|
347
|
+
const market = this.safeMarket(marketId, undefined, undefined, type);
|
|
348
|
+
symbol = market['symbol'];
|
|
349
|
+
// update the info in place
|
|
350
|
+
const ticker = this.safeValue(this.tickers, symbol, {});
|
|
351
|
+
const rawTicker = this.safeValue(ticker, 'info', {});
|
|
352
|
+
const merged = this.extend(rawTicker, data);
|
|
353
|
+
parsed = this.parseTicker(merged);
|
|
354
|
+
}
|
|
355
|
+
const timestamp = this.safeInteger(message, 'ts');
|
|
356
|
+
parsed['timestamp'] = timestamp;
|
|
357
|
+
parsed['datetime'] = this.iso8601(timestamp);
|
|
358
|
+
this.tickers[symbol] = parsed;
|
|
359
|
+
const messageHash = 'ticker:' + symbol;
|
|
360
|
+
client.resolve(this.tickers[symbol], messageHash);
|
|
361
|
+
}
|
|
362
|
+
async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
|
|
363
|
+
/**
|
|
364
|
+
* @method
|
|
365
|
+
* @name bybit#watchOHLCV
|
|
366
|
+
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
|
|
367
|
+
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/kline
|
|
368
|
+
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/etp-kline
|
|
369
|
+
* @param {string} symbol unified symbol of the market to fetch OHLCV data for
|
|
370
|
+
* @param {string} timeframe the length of time each candle represents
|
|
371
|
+
* @param {int} [since] timestamp in ms of the earliest candle to fetch
|
|
372
|
+
* @param {int} [limit] the maximum amount of candles to fetch
|
|
373
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
374
|
+
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
|
|
375
|
+
*/
|
|
376
|
+
await this.loadMarkets();
|
|
377
|
+
const market = this.market(symbol);
|
|
378
|
+
symbol = market['symbol'];
|
|
379
|
+
const url = this.getUrlByMarketType(symbol, false, params);
|
|
380
|
+
params = this.cleanParams(params);
|
|
381
|
+
let ohlcv = undefined;
|
|
382
|
+
const timeframeId = this.safeString(this.timeframes, timeframe, timeframe);
|
|
383
|
+
const topics = ['kline.' + timeframeId + '.' + market['id']];
|
|
384
|
+
const messageHash = 'kline' + ':' + timeframeId + ':' + symbol;
|
|
385
|
+
ohlcv = await this.watchTopics(url, [messageHash], topics, params);
|
|
386
|
+
if (this.newUpdates) {
|
|
387
|
+
limit = ohlcv.getLimit(symbol, limit);
|
|
388
|
+
}
|
|
389
|
+
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
|
|
390
|
+
}
|
|
391
|
+
handleOHLCV(client, message) {
|
|
392
|
+
//
|
|
393
|
+
// {
|
|
394
|
+
// "topic": "kline.5.BTCUSDT",
|
|
395
|
+
// "data": [
|
|
396
|
+
// {
|
|
397
|
+
// "start": 1672324800000,
|
|
398
|
+
// "end": 1672325099999,
|
|
399
|
+
// "interval": "5",
|
|
400
|
+
// "open": "16649.5",
|
|
401
|
+
// "close": "16677",
|
|
402
|
+
// "high": "16677",
|
|
403
|
+
// "low": "16608",
|
|
404
|
+
// "volume": "2.081",
|
|
405
|
+
// "turnover": "34666.4005",
|
|
406
|
+
// "confirm": false,
|
|
407
|
+
// "timestamp": 1672324988882
|
|
408
|
+
// }
|
|
409
|
+
// ],
|
|
410
|
+
// "ts": 1672324988882,
|
|
411
|
+
// "type": "snapshot"
|
|
412
|
+
// }
|
|
413
|
+
//
|
|
414
|
+
const data = this.safeValue(message, 'data', {});
|
|
415
|
+
const topic = this.safeString(message, 'topic');
|
|
416
|
+
const topicParts = topic.split('.');
|
|
417
|
+
const topicLength = topicParts.length;
|
|
418
|
+
const timeframeId = this.safeString(topicParts, 1);
|
|
419
|
+
const timeframe = this.findTimeframe(timeframeId);
|
|
420
|
+
const marketId = this.safeString(topicParts, topicLength - 1);
|
|
421
|
+
const isSpot = client.url.indexOf('spot') > -1;
|
|
422
|
+
const marketType = isSpot ? 'spot' : 'contract';
|
|
423
|
+
const market = this.safeMarket(marketId, undefined, undefined, marketType);
|
|
424
|
+
const symbol = market['symbol'];
|
|
425
|
+
const ohlcvsByTimeframe = this.safeValue(this.ohlcvs, symbol);
|
|
426
|
+
if (ohlcvsByTimeframe === undefined) {
|
|
427
|
+
this.ohlcvs[symbol] = {};
|
|
428
|
+
}
|
|
429
|
+
let stored = this.safeValue(ohlcvsByTimeframe, timeframe);
|
|
430
|
+
if (stored === undefined) {
|
|
431
|
+
const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
|
|
432
|
+
stored = new Cache.ArrayCacheByTimestamp(limit);
|
|
433
|
+
this.ohlcvs[symbol][timeframe] = stored;
|
|
434
|
+
}
|
|
435
|
+
for (let i = 0; i < data.length; i++) {
|
|
436
|
+
const parsed = this.parseWsOHLCV(data[i]);
|
|
437
|
+
stored.append(parsed);
|
|
438
|
+
}
|
|
439
|
+
const messageHash = 'kline' + ':' + timeframeId + ':' + symbol;
|
|
440
|
+
client.resolve(stored, messageHash);
|
|
441
|
+
}
|
|
442
|
+
parseWsOHLCV(ohlcv, market = undefined) {
|
|
443
|
+
//
|
|
444
|
+
// {
|
|
445
|
+
// "start": 1670363160000,
|
|
446
|
+
// "end": 1670363219999,
|
|
447
|
+
// "interval": "1",
|
|
448
|
+
// "open": "16987.5",
|
|
449
|
+
// "close": "16987.5",
|
|
450
|
+
// "high": "16988",
|
|
451
|
+
// "low": "16987.5",
|
|
452
|
+
// "volume": "23.511",
|
|
453
|
+
// "turnover": "399396.344",
|
|
454
|
+
// "confirm": false,
|
|
455
|
+
// "timestamp": 1670363219614
|
|
456
|
+
// }
|
|
457
|
+
//
|
|
458
|
+
return [
|
|
459
|
+
this.safeInteger(ohlcv, 'start'),
|
|
460
|
+
this.safeNumber(ohlcv, 'open'),
|
|
461
|
+
this.safeNumber(ohlcv, 'high'),
|
|
462
|
+
this.safeNumber(ohlcv, 'low'),
|
|
463
|
+
this.safeNumber(ohlcv, 'close'),
|
|
464
|
+
this.safeNumber2(ohlcv, 'volume', 'turnover'),
|
|
465
|
+
];
|
|
466
|
+
}
|
|
467
|
+
async watchOrderBook(symbol, limit = undefined, params = {}) {
|
|
468
|
+
/**
|
|
469
|
+
* @method
|
|
470
|
+
* @name bybit#watchOrderBook
|
|
471
|
+
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
|
|
472
|
+
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/orderbook
|
|
473
|
+
* @param {string} symbol unified symbol of the market to fetch the order book for
|
|
474
|
+
* @param {int} [limit] the maximum amount of order book entries to return.
|
|
475
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
476
|
+
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
|
|
477
|
+
*/
|
|
478
|
+
return await this.watchOrderBookForSymbols([symbol], limit, params);
|
|
479
|
+
}
|
|
480
|
+
async watchOrderBookForSymbols(symbols, limit = undefined, params = {}) {
|
|
481
|
+
/**
|
|
482
|
+
* @method
|
|
483
|
+
* @name bybit#watchOrderBook
|
|
484
|
+
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
|
|
485
|
+
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/orderbook
|
|
486
|
+
* @param {string[]} symbols unified array of symbols
|
|
487
|
+
* @param {int} [limit] the maximum amount of order book entries to return.
|
|
488
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
489
|
+
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
|
|
490
|
+
*/
|
|
491
|
+
await this.loadMarkets();
|
|
492
|
+
const symbolsLength = symbols.length;
|
|
493
|
+
if (symbolsLength === 0) {
|
|
494
|
+
throw new errors.ArgumentsRequired(this.id + ' watchOrderBookForSymbols() requires a non-empty array of symbols');
|
|
495
|
+
}
|
|
496
|
+
symbols = this.marketSymbols(symbols);
|
|
497
|
+
const url = this.getUrlByMarketType(symbols[0], false, params);
|
|
498
|
+
params = this.cleanParams(params);
|
|
499
|
+
const market = this.market(symbols[0]);
|
|
500
|
+
if (limit === undefined) {
|
|
501
|
+
limit = (market['spot']) ? 50 : 500;
|
|
502
|
+
}
|
|
503
|
+
else {
|
|
504
|
+
if (!market['spot']) {
|
|
505
|
+
// bybit only support limit 1, 50, 200, 500 for contract
|
|
506
|
+
if ((limit !== 1) && (limit !== 50) && (limit !== 200) && (limit !== 500)) {
|
|
507
|
+
throw new errors.BadRequest(this.id + ' watchOrderBookForSymbols() can only use limit 1, 50, 200 and 500.');
|
|
508
|
+
}
|
|
509
|
+
}
|
|
510
|
+
}
|
|
511
|
+
const topics = [];
|
|
512
|
+
const messageHashes = [];
|
|
513
|
+
for (let i = 0; i < symbols.length; i++) {
|
|
514
|
+
const symbol = symbols[i];
|
|
515
|
+
const marketId = this.marketId(symbol);
|
|
516
|
+
const topic = 'orderbook.' + limit.toString() + '.' + marketId;
|
|
517
|
+
topics.push(topic);
|
|
518
|
+
const messageHash = 'orderbook:' + symbol;
|
|
519
|
+
messageHashes.push(messageHash);
|
|
520
|
+
}
|
|
521
|
+
const orderbook = await this.watchTopics(url, messageHashes, topics, params);
|
|
522
|
+
return orderbook.limit();
|
|
523
|
+
}
|
|
524
|
+
handleOrderBook(client, message) {
|
|
525
|
+
//
|
|
526
|
+
// {
|
|
527
|
+
// "topic": "orderbook.50.BTCUSDT",
|
|
528
|
+
// "type": "snapshot",
|
|
529
|
+
// "ts": 1672304484978,
|
|
530
|
+
// "data": {
|
|
531
|
+
// "s": "BTCUSDT",
|
|
532
|
+
// "b": [
|
|
533
|
+
// ...,
|
|
534
|
+
// [
|
|
535
|
+
// "16493.50",
|
|
536
|
+
// "0.006"
|
|
537
|
+
// ],
|
|
538
|
+
// [
|
|
539
|
+
// "16493.00",
|
|
540
|
+
// "0.100"
|
|
541
|
+
// ]
|
|
542
|
+
// ],
|
|
543
|
+
// "a": [
|
|
544
|
+
// [
|
|
545
|
+
// "16611.00",
|
|
546
|
+
// "0.029"
|
|
547
|
+
// ],
|
|
548
|
+
// [
|
|
549
|
+
// "16612.00",
|
|
550
|
+
// "0.213"
|
|
551
|
+
// ],
|
|
552
|
+
// ],
|
|
553
|
+
// "u": 18521288,
|
|
554
|
+
// "seq": 7961638724
|
|
555
|
+
// }
|
|
556
|
+
// }
|
|
557
|
+
//
|
|
558
|
+
const isSpot = client.url.indexOf('spot') >= 0;
|
|
559
|
+
const type = this.safeString(message, 'type');
|
|
560
|
+
const isSnapshot = (type === 'snapshot');
|
|
561
|
+
const data = this.safeValue(message, 'data', {});
|
|
562
|
+
const marketId = this.safeString(data, 's');
|
|
563
|
+
const marketType = isSpot ? 'spot' : 'contract';
|
|
564
|
+
const market = this.safeMarket(marketId, undefined, undefined, marketType);
|
|
565
|
+
const symbol = market['symbol'];
|
|
566
|
+
const timestamp = this.safeInteger(message, 'ts');
|
|
567
|
+
let orderbook = this.safeValue(this.orderbooks, symbol);
|
|
568
|
+
if (orderbook === undefined) {
|
|
569
|
+
orderbook = this.orderBook();
|
|
570
|
+
}
|
|
571
|
+
if (isSnapshot) {
|
|
572
|
+
const snapshot = this.parseOrderBook(data, symbol, timestamp, 'b', 'a');
|
|
573
|
+
orderbook.reset(snapshot);
|
|
574
|
+
}
|
|
575
|
+
else {
|
|
576
|
+
const asks = this.safeValue(data, 'a', []);
|
|
577
|
+
const bids = this.safeValue(data, 'b', []);
|
|
578
|
+
this.handleDeltas(orderbook['asks'], asks);
|
|
579
|
+
this.handleDeltas(orderbook['bids'], bids);
|
|
580
|
+
orderbook['timestamp'] = timestamp;
|
|
581
|
+
orderbook['datetime'] = this.iso8601(timestamp);
|
|
582
|
+
}
|
|
583
|
+
const messageHash = 'orderbook' + ':' + symbol;
|
|
584
|
+
this.orderbooks[symbol] = orderbook;
|
|
585
|
+
client.resolve(orderbook, messageHash);
|
|
586
|
+
}
|
|
587
|
+
handleDelta(bookside, delta) {
|
|
588
|
+
const bidAsk = this.parseBidAsk(delta, 0, 1);
|
|
589
|
+
bookside.storeArray(bidAsk);
|
|
590
|
+
}
|
|
591
|
+
handleDeltas(bookside, deltas) {
|
|
592
|
+
for (let i = 0; i < deltas.length; i++) {
|
|
593
|
+
this.handleDelta(bookside, deltas[i]);
|
|
594
|
+
}
|
|
595
|
+
}
|
|
596
|
+
async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
|
|
597
|
+
/**
|
|
598
|
+
* @method
|
|
599
|
+
* @name bybit#watchTrades
|
|
600
|
+
* @description watches information on multiple trades made in a market
|
|
601
|
+
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/trade
|
|
602
|
+
* @param {string} symbol unified market symbol of the market trades were made in
|
|
603
|
+
* @param {int} [since] the earliest time in ms to fetch trades for
|
|
604
|
+
* @param {int} [limit] the maximum number of trade structures to retrieve
|
|
605
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
606
|
+
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure
|
|
607
|
+
*/
|
|
608
|
+
return await this.watchTradesForSymbols([symbol], since, limit, params);
|
|
609
|
+
}
|
|
610
|
+
async watchTradesForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
|
|
611
|
+
/**
|
|
612
|
+
* @method
|
|
613
|
+
* @name bybit#watchTradesForSymbols
|
|
614
|
+
* @description get the list of most recent trades for a list of symbols
|
|
615
|
+
* @see https://bybit-exchange.github.io/docs/v5/websocket/public/trade
|
|
616
|
+
* @param {string[]} symbols unified symbol of the market to fetch trades for
|
|
617
|
+
* @param {int} [since] timestamp in ms of the earliest trade to fetch
|
|
618
|
+
* @param {int} [limit] the maximum amount of trades to fetch
|
|
619
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
620
|
+
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
|
|
621
|
+
*/
|
|
622
|
+
await this.loadMarkets();
|
|
623
|
+
symbols = this.marketSymbols(symbols);
|
|
624
|
+
const symbolsLength = symbols.length;
|
|
625
|
+
if (symbolsLength === 0) {
|
|
626
|
+
throw new errors.ArgumentsRequired(this.id + ' watchTradesForSymbols() requires a non-empty array of symbols');
|
|
627
|
+
}
|
|
628
|
+
params = this.cleanParams(params);
|
|
629
|
+
const url = this.getUrlByMarketType(symbols[0], false, params);
|
|
630
|
+
const topics = [];
|
|
631
|
+
const messageHashes = [];
|
|
632
|
+
for (let i = 0; i < symbols.length; i++) {
|
|
633
|
+
const symbol = symbols[i];
|
|
634
|
+
const market = this.market(symbol);
|
|
635
|
+
const topic = 'publicTrade.' + market['id'];
|
|
636
|
+
topics.push(topic);
|
|
637
|
+
const messageHash = 'trade:' + symbol;
|
|
638
|
+
messageHashes.push(messageHash);
|
|
639
|
+
}
|
|
640
|
+
const trades = await this.watchTopics(url, messageHashes, topics, params);
|
|
641
|
+
if (this.newUpdates) {
|
|
642
|
+
const first = this.safeValue(trades, 0);
|
|
643
|
+
const tradeSymbol = this.safeString(first, 'symbol');
|
|
644
|
+
limit = trades.getLimit(tradeSymbol, limit);
|
|
645
|
+
}
|
|
646
|
+
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
|
|
647
|
+
}
|
|
648
|
+
handleTrades(client, message) {
|
|
649
|
+
//
|
|
650
|
+
// {
|
|
651
|
+
// "topic": "publicTrade.BTCUSDT",
|
|
652
|
+
// "type": "snapshot",
|
|
653
|
+
// "ts": 1672304486868,
|
|
654
|
+
// "data": [
|
|
655
|
+
// {
|
|
656
|
+
// "T": 1672304486865,
|
|
657
|
+
// "s": "BTCUSDT",
|
|
658
|
+
// "S": "Buy",
|
|
659
|
+
// "v": "0.001",
|
|
660
|
+
// "p": "16578.50",
|
|
661
|
+
// "L": "PlusTick",
|
|
662
|
+
// "i": "20f43950-d8dd-5b31-9112-a178eb6023af",
|
|
663
|
+
// "BT": false
|
|
664
|
+
// }
|
|
665
|
+
// ]
|
|
666
|
+
// }
|
|
667
|
+
//
|
|
668
|
+
const data = this.safeValue(message, 'data', {});
|
|
669
|
+
const topic = this.safeString(message, 'topic');
|
|
670
|
+
const trades = data;
|
|
671
|
+
const parts = topic.split('.');
|
|
672
|
+
const isSpot = client.url.indexOf('spot') >= 0;
|
|
673
|
+
const marketType = (isSpot) ? 'spot' : 'contract';
|
|
674
|
+
const marketId = this.safeString(parts, 1);
|
|
675
|
+
const market = this.safeMarket(marketId, undefined, undefined, marketType);
|
|
676
|
+
const symbol = market['symbol'];
|
|
677
|
+
let stored = this.safeValue(this.trades, symbol);
|
|
678
|
+
if (stored === undefined) {
|
|
679
|
+
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
|
|
680
|
+
stored = new Cache.ArrayCache(limit);
|
|
681
|
+
this.trades[symbol] = stored;
|
|
682
|
+
}
|
|
683
|
+
for (let j = 0; j < trades.length; j++) {
|
|
684
|
+
const parsed = this.parseWsTrade(trades[j], market);
|
|
685
|
+
stored.append(parsed);
|
|
686
|
+
}
|
|
687
|
+
const messageHash = 'trade' + ':' + symbol;
|
|
688
|
+
client.resolve(stored, messageHash);
|
|
689
|
+
}
|
|
690
|
+
parseWsTrade(trade, market = undefined) {
|
|
691
|
+
//
|
|
692
|
+
// public
|
|
693
|
+
// {
|
|
694
|
+
// "T": 1672304486865,
|
|
695
|
+
// "s": "BTCUSDT",
|
|
696
|
+
// "S": "Buy",
|
|
697
|
+
// "v": "0.001",
|
|
698
|
+
// "p": "16578.50",
|
|
699
|
+
// "L": "PlusTick",
|
|
700
|
+
// "i": "20f43950-d8dd-5b31-9112-a178eb6023af",
|
|
701
|
+
// "BT": false
|
|
702
|
+
// }
|
|
703
|
+
//
|
|
704
|
+
// spot private
|
|
705
|
+
// {
|
|
706
|
+
// "e": "ticketInfo",
|
|
707
|
+
// "E": "1662348310386",
|
|
708
|
+
// "s": "BTCUSDT",
|
|
709
|
+
// "q": "0.001007",
|
|
710
|
+
// "t": "1662348310373",
|
|
711
|
+
// "p": "19842.02",
|
|
712
|
+
// "T": "2100000000002220938",
|
|
713
|
+
// "o": "1238261807653647872",
|
|
714
|
+
// "c": "spotx008",
|
|
715
|
+
// "O": "1238225004531834368",
|
|
716
|
+
// "a": "533287",
|
|
717
|
+
// "A": "642908",
|
|
718
|
+
// "m": false,
|
|
719
|
+
// "S": "BUY"
|
|
720
|
+
// }
|
|
721
|
+
//
|
|
722
|
+
const id = this.safeStringN(trade, ['i', 'T', 'v']);
|
|
723
|
+
const isContract = ('BT' in trade);
|
|
724
|
+
let marketType = isContract ? 'contract' : 'spot';
|
|
725
|
+
if (market !== undefined) {
|
|
726
|
+
marketType = market['type'];
|
|
727
|
+
}
|
|
728
|
+
const marketId = this.safeString(trade, 's');
|
|
729
|
+
market = this.safeMarket(marketId, market, undefined, marketType);
|
|
730
|
+
const symbol = market['symbol'];
|
|
731
|
+
const timestamp = this.safeInteger2(trade, 't', 'T');
|
|
732
|
+
let side = this.safeStringLower(trade, 'S');
|
|
733
|
+
let takerOrMaker = undefined;
|
|
734
|
+
const m = this.safeValue(trade, 'm');
|
|
735
|
+
if (side === undefined) {
|
|
736
|
+
side = m ? 'buy' : 'sell';
|
|
737
|
+
}
|
|
738
|
+
else {
|
|
739
|
+
// spot private
|
|
740
|
+
takerOrMaker = m;
|
|
741
|
+
}
|
|
742
|
+
const price = this.safeString(trade, 'p');
|
|
743
|
+
const amount = this.safeString2(trade, 'q', 'v');
|
|
744
|
+
const orderId = this.safeString(trade, 'o');
|
|
745
|
+
return this.safeTrade({
|
|
746
|
+
'id': id,
|
|
747
|
+
'info': trade,
|
|
748
|
+
'timestamp': timestamp,
|
|
749
|
+
'datetime': this.iso8601(timestamp),
|
|
750
|
+
'symbol': symbol,
|
|
751
|
+
'order': orderId,
|
|
752
|
+
'type': undefined,
|
|
753
|
+
'side': side,
|
|
754
|
+
'takerOrMaker': takerOrMaker,
|
|
755
|
+
'price': price,
|
|
756
|
+
'amount': amount,
|
|
757
|
+
'cost': undefined,
|
|
758
|
+
'fee': undefined,
|
|
759
|
+
}, market);
|
|
760
|
+
}
|
|
761
|
+
getPrivateType(url) {
|
|
762
|
+
if (url.indexOf('spot') >= 0) {
|
|
763
|
+
return 'spot';
|
|
764
|
+
}
|
|
765
|
+
else if (url.indexOf('v5/private') >= 0) {
|
|
766
|
+
return 'unified';
|
|
767
|
+
}
|
|
768
|
+
else {
|
|
769
|
+
return 'usdc';
|
|
770
|
+
}
|
|
771
|
+
}
|
|
772
|
+
async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
|
|
773
|
+
/**
|
|
774
|
+
* @method
|
|
775
|
+
* @name bybit#watchMyTrades
|
|
776
|
+
* @description watches information on multiple trades made by the user
|
|
777
|
+
* @see https://bybit-exchange.github.io/docs/v5/websocket/private/execution
|
|
778
|
+
* @param {string} symbol unified market symbol of the market orders were made in
|
|
779
|
+
* @param {int} [since] the earliest time in ms to fetch orders for
|
|
780
|
+
* @param {int} [limit] the maximum number of order structures to retrieve
|
|
781
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
782
|
+
* @param {boolean} [params.unifiedMargin] use unified margin account
|
|
783
|
+
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure
|
|
784
|
+
*/
|
|
785
|
+
const method = 'watchMyTrades';
|
|
786
|
+
let messageHash = 'myTrades';
|
|
787
|
+
await this.loadMarkets();
|
|
788
|
+
if (symbol !== undefined) {
|
|
789
|
+
symbol = this.symbol(symbol);
|
|
790
|
+
messageHash += ':' + symbol;
|
|
791
|
+
}
|
|
792
|
+
const url = this.getUrlByMarketType(symbol, true, method, params);
|
|
793
|
+
await this.authenticate(url);
|
|
794
|
+
const topicByMarket = {
|
|
795
|
+
'spot': 'ticketInfo',
|
|
796
|
+
'unified': 'execution',
|
|
797
|
+
'usdc': 'user.openapi.perp.trade',
|
|
798
|
+
};
|
|
799
|
+
const topic = this.safeValue(topicByMarket, this.getPrivateType(url));
|
|
800
|
+
const trades = await this.watchTopics(url, [messageHash], [topic], params);
|
|
801
|
+
if (this.newUpdates) {
|
|
802
|
+
limit = trades.getLimit(symbol, limit);
|
|
803
|
+
}
|
|
804
|
+
return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
|
|
805
|
+
}
|
|
806
|
+
handleMyTrades(client, message) {
|
|
807
|
+
//
|
|
808
|
+
// spot
|
|
809
|
+
// {
|
|
810
|
+
// "type": "snapshot",
|
|
811
|
+
// "topic": "ticketInfo",
|
|
812
|
+
// "ts": "1662348310388",
|
|
813
|
+
// "data": [
|
|
814
|
+
// {
|
|
815
|
+
// "e": "ticketInfo",
|
|
816
|
+
// "E": "1662348310386",
|
|
817
|
+
// "s": "BTCUSDT",
|
|
818
|
+
// "q": "0.001007",
|
|
819
|
+
// "t": "1662348310373",
|
|
820
|
+
// "p": "19842.02",
|
|
821
|
+
// "T": "2100000000002220938",
|
|
822
|
+
// "o": "1238261807653647872",
|
|
823
|
+
// "c": "spotx008",
|
|
824
|
+
// "O": "1238225004531834368",
|
|
825
|
+
// "a": "533287",
|
|
826
|
+
// "A": "642908",
|
|
827
|
+
// "m": false,
|
|
828
|
+
// "S": "BUY"
|
|
829
|
+
// }
|
|
830
|
+
// ]
|
|
831
|
+
// }
|
|
832
|
+
// unified
|
|
833
|
+
// {
|
|
834
|
+
// "id": "592324803b2785-26fa-4214-9963-bdd4727f07be",
|
|
835
|
+
// "topic": "execution",
|
|
836
|
+
// "creationTime": 1672364174455,
|
|
837
|
+
// "data": [
|
|
838
|
+
// {
|
|
839
|
+
// "category": "linear",
|
|
840
|
+
// "symbol": "XRPUSDT",
|
|
841
|
+
// "execFee": "0.005061",
|
|
842
|
+
// "execId": "7e2ae69c-4edf-5800-a352-893d52b446aa",
|
|
843
|
+
// "execPrice": "0.3374",
|
|
844
|
+
// "execQty": "25",
|
|
845
|
+
// "execType": "Trade",
|
|
846
|
+
// "execValue": "8.435",
|
|
847
|
+
// "isMaker": false,
|
|
848
|
+
// "feeRate": "0.0006",
|
|
849
|
+
// "tradeIv": "",
|
|
850
|
+
// "markIv": "",
|
|
851
|
+
// "blockTradeId": "",
|
|
852
|
+
// "markPrice": "0.3391",
|
|
853
|
+
// "indexPrice": "",
|
|
854
|
+
// "underlyingPrice": "",
|
|
855
|
+
// "leavesQty": "0",
|
|
856
|
+
// "orderId": "f6e324ff-99c2-4e89-9739-3086e47f9381",
|
|
857
|
+
// "orderLinkId": "",
|
|
858
|
+
// "orderPrice": "0.3207",
|
|
859
|
+
// "orderQty": "25",
|
|
860
|
+
// "orderType": "Market",
|
|
861
|
+
// "stopOrderType": "UNKNOWN",
|
|
862
|
+
// "side": "Sell",
|
|
863
|
+
// "execTime": "1672364174443",
|
|
864
|
+
// "isLeverage": "0"
|
|
865
|
+
// }
|
|
866
|
+
// ]
|
|
867
|
+
// }
|
|
868
|
+
//
|
|
869
|
+
const topic = this.safeString(message, 'topic');
|
|
870
|
+
const spot = topic === 'ticketInfo';
|
|
871
|
+
let data = this.safeValue(message, 'data', []);
|
|
872
|
+
if (!Array.isArray(data)) {
|
|
873
|
+
data = this.safeValue(data, 'result', []);
|
|
874
|
+
}
|
|
875
|
+
if (this.myTrades === undefined) {
|
|
876
|
+
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
|
|
877
|
+
this.myTrades = new Cache.ArrayCacheBySymbolById(limit);
|
|
878
|
+
}
|
|
879
|
+
const trades = this.myTrades;
|
|
880
|
+
const symbols = {};
|
|
881
|
+
for (let i = 0; i < data.length; i++) {
|
|
882
|
+
const rawTrade = data[i];
|
|
883
|
+
let parsed = undefined;
|
|
884
|
+
if (spot) {
|
|
885
|
+
parsed = this.parseWsTrade(rawTrade);
|
|
886
|
+
}
|
|
887
|
+
else {
|
|
888
|
+
parsed = this.parseTrade(rawTrade);
|
|
889
|
+
}
|
|
890
|
+
const symbol = parsed['symbol'];
|
|
891
|
+
symbols[symbol] = true;
|
|
892
|
+
trades.append(parsed);
|
|
893
|
+
}
|
|
894
|
+
const keys = Object.keys(symbols);
|
|
895
|
+
for (let i = 0; i < keys.length; i++) {
|
|
896
|
+
const currentMessageHash = 'myTrades:' + keys[i];
|
|
897
|
+
client.resolve(trades, currentMessageHash);
|
|
898
|
+
}
|
|
899
|
+
// non-symbol specific
|
|
900
|
+
const messageHash = 'myTrades';
|
|
901
|
+
client.resolve(trades, messageHash);
|
|
902
|
+
}
|
|
903
|
+
async watchPositions(symbols = undefined, since = undefined, limit = undefined, params = {}) {
|
|
904
|
+
/**
|
|
905
|
+
* @method
|
|
906
|
+
* @name bybit#watchPositions
|
|
907
|
+
* @see https://bybit-exchange.github.io/docs/v5/websocket/private/position
|
|
908
|
+
* @description watch all open positions
|
|
909
|
+
* @param {string[]|undefined} symbols list of unified market symbols
|
|
910
|
+
* @param {object} params extra parameters specific to the exchange API endpoint
|
|
911
|
+
* @returns {object[]} a list of [position structure]{@link https://docs.ccxt.com/en/latest/manual.html#position-structure}
|
|
912
|
+
*/
|
|
913
|
+
await this.loadMarkets();
|
|
914
|
+
const method = 'watchPositions';
|
|
915
|
+
let messageHash = '';
|
|
916
|
+
if (!this.isEmpty(symbols)) {
|
|
917
|
+
symbols = this.marketSymbols(symbols);
|
|
918
|
+
messageHash = '::' + symbols.join(',');
|
|
919
|
+
}
|
|
920
|
+
const firstSymbol = this.safeString(symbols, 0);
|
|
921
|
+
const url = this.getUrlByMarketType(firstSymbol, true, method, params);
|
|
922
|
+
messageHash = 'positions' + messageHash;
|
|
923
|
+
const client = this.client(url);
|
|
924
|
+
await this.authenticate(url);
|
|
925
|
+
this.setPositionsCache(client, symbols);
|
|
926
|
+
const cache = this.positions;
|
|
927
|
+
const fetchPositionsSnapshot = this.handleOption('watchPositions', 'fetchPositionsSnapshot', true);
|
|
928
|
+
const awaitPositionsSnapshot = this.safeValue('watchPositions', 'awaitPositionsSnapshot', true);
|
|
929
|
+
if (fetchPositionsSnapshot && awaitPositionsSnapshot && cache === undefined) {
|
|
930
|
+
const snapshot = await client.future('fetchPositionsSnapshot');
|
|
931
|
+
return this.filterBySymbolsSinceLimit(snapshot, symbols, since, limit, true);
|
|
932
|
+
}
|
|
933
|
+
const topics = ['position'];
|
|
934
|
+
const newPositions = await this.watchTopics(url, [messageHash], topics, params);
|
|
935
|
+
if (this.newUpdates) {
|
|
936
|
+
return newPositions;
|
|
937
|
+
}
|
|
938
|
+
return this.filterBySymbolsSinceLimit(cache, symbols, since, limit, true);
|
|
939
|
+
}
|
|
940
|
+
setPositionsCache(client, symbols = undefined) {
|
|
941
|
+
if (this.positions !== undefined) {
|
|
942
|
+
return this.positions;
|
|
943
|
+
}
|
|
944
|
+
const fetchPositionsSnapshot = this.handleOption('watchPositions', 'fetchPositionsSnapshot', true);
|
|
945
|
+
if (fetchPositionsSnapshot) {
|
|
946
|
+
const messageHash = 'fetchPositionsSnapshot';
|
|
947
|
+
if (!(messageHash in client.futures)) {
|
|
948
|
+
client.future(messageHash);
|
|
949
|
+
this.spawn(this.loadPositionsSnapshot, client, messageHash);
|
|
950
|
+
}
|
|
951
|
+
}
|
|
952
|
+
else {
|
|
953
|
+
this.positions = new Cache.ArrayCacheBySymbolBySide();
|
|
954
|
+
}
|
|
955
|
+
}
|
|
956
|
+
async loadPositionsSnapshot(client, messageHash) {
|
|
957
|
+
// as only one ws channel gives positions for all types, for snapshot must load all positions
|
|
958
|
+
const fetchFunctions = [
|
|
959
|
+
this.fetchPositions(undefined, { 'type': 'swap', 'subType': 'linear' }),
|
|
960
|
+
this.fetchPositions(undefined, { 'type': 'swap', 'subType': 'inverse' }),
|
|
961
|
+
];
|
|
962
|
+
const promises = await Promise.all(fetchFunctions);
|
|
963
|
+
this.positions = new Cache.ArrayCacheBySymbolBySide();
|
|
964
|
+
const cache = this.positions;
|
|
965
|
+
for (let i = 0; i < promises.length; i++) {
|
|
966
|
+
const positions = promises[i];
|
|
967
|
+
for (let ii = 0; ii < positions.length; ii++) {
|
|
968
|
+
const position = positions[ii];
|
|
969
|
+
cache.append(position);
|
|
970
|
+
}
|
|
971
|
+
}
|
|
972
|
+
// don't remove the future from the .futures cache
|
|
973
|
+
const future = client.futures[messageHash];
|
|
974
|
+
future.resolve(cache);
|
|
975
|
+
client.resolve(cache, 'position');
|
|
976
|
+
}
|
|
977
|
+
handlePositions(client, message) {
|
|
978
|
+
//
|
|
979
|
+
// {
|
|
980
|
+
// topic: 'position',
|
|
981
|
+
// id: '504b2671629b08e3c4f6960382a59363:3bc4028023786545:0:01',
|
|
982
|
+
// creationTime: 1694566055295,
|
|
983
|
+
// data: [{
|
|
984
|
+
// bustPrice: '15.00',
|
|
985
|
+
// category: 'inverse',
|
|
986
|
+
// createdTime: '1670083436351',
|
|
987
|
+
// cumRealisedPnl: '0.00011988',
|
|
988
|
+
// entryPrice: '19358.58553268',
|
|
989
|
+
// leverage: '10',
|
|
990
|
+
// liqPrice: '15.00',
|
|
991
|
+
// markPrice: '25924.00',
|
|
992
|
+
// positionBalance: '0.0000156',
|
|
993
|
+
// positionIdx: 0,
|
|
994
|
+
// positionMM: '0.001',
|
|
995
|
+
// positionIM: '0.0000015497',
|
|
996
|
+
// positionStatus: 'Normal',
|
|
997
|
+
// positionValue: '0.00015497',
|
|
998
|
+
// riskId: 1,
|
|
999
|
+
// riskLimitValue: '150',
|
|
1000
|
+
// side: 'Buy',
|
|
1001
|
+
// size: '3',
|
|
1002
|
+
// stopLoss: '0.00',
|
|
1003
|
+
// symbol: 'BTCUSD',
|
|
1004
|
+
// takeProfit: '0.00',
|
|
1005
|
+
// tpslMode: 'Full',
|
|
1006
|
+
// tradeMode: 0,
|
|
1007
|
+
// autoAddMargin: 1,
|
|
1008
|
+
// trailingStop: '0.00',
|
|
1009
|
+
// unrealisedPnl: '0.00003925',
|
|
1010
|
+
// updatedTime: '1694566055293',
|
|
1011
|
+
// adlRankIndicator: 3
|
|
1012
|
+
// }]
|
|
1013
|
+
// }
|
|
1014
|
+
//
|
|
1015
|
+
// each account is connected to a different endpoint
|
|
1016
|
+
// and has exactly one subscriptionhash which is the account type
|
|
1017
|
+
if (this.positions === undefined) {
|
|
1018
|
+
this.positions = new Cache.ArrayCacheBySymbolBySide();
|
|
1019
|
+
}
|
|
1020
|
+
const cache = this.positions;
|
|
1021
|
+
const newPositions = [];
|
|
1022
|
+
const rawPositions = this.safeValue(message, 'data', []);
|
|
1023
|
+
for (let i = 0; i < rawPositions.length; i++) {
|
|
1024
|
+
const rawPosition = rawPositions[i];
|
|
1025
|
+
const position = this.parsePosition(rawPosition);
|
|
1026
|
+
newPositions.push(position);
|
|
1027
|
+
cache.append(position);
|
|
1028
|
+
}
|
|
1029
|
+
const messageHashes = this.findMessageHashes(client, 'positions::');
|
|
1030
|
+
for (let i = 0; i < messageHashes.length; i++) {
|
|
1031
|
+
const messageHash = messageHashes[i];
|
|
1032
|
+
const parts = messageHash.split('::');
|
|
1033
|
+
const symbolsString = parts[1];
|
|
1034
|
+
const symbols = symbolsString.split(',');
|
|
1035
|
+
const positions = this.filterByArray(newPositions, 'symbol', symbols, false);
|
|
1036
|
+
if (!this.isEmpty(positions)) {
|
|
1037
|
+
client.resolve(positions, messageHash);
|
|
1038
|
+
}
|
|
1039
|
+
}
|
|
1040
|
+
client.resolve(newPositions, 'positions');
|
|
1041
|
+
}
|
|
1042
|
+
async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
|
|
1043
|
+
/**
|
|
1044
|
+
* @method
|
|
1045
|
+
* @name bybit#watchOrders
|
|
1046
|
+
* @description watches information on multiple orders made by the user
|
|
1047
|
+
* @see https://bybit-exchange.github.io/docs/v5/websocket/private/order
|
|
1048
|
+
* @param {string} symbol unified market symbol of the market orders were made in
|
|
1049
|
+
* @param {int} [since] the earliest time in ms to fetch orders for
|
|
1050
|
+
* @param {int} [limit] the maximum number of order structures to retrieve
|
|
1051
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
1052
|
+
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure
|
|
1053
|
+
*/
|
|
1054
|
+
await this.loadMarkets();
|
|
1055
|
+
const method = 'watchOrders';
|
|
1056
|
+
let messageHash = 'orders';
|
|
1057
|
+
if (symbol !== undefined) {
|
|
1058
|
+
symbol = this.symbol(symbol);
|
|
1059
|
+
messageHash += ':' + symbol;
|
|
1060
|
+
}
|
|
1061
|
+
const url = this.getUrlByMarketType(symbol, true, method, params);
|
|
1062
|
+
await this.authenticate(url);
|
|
1063
|
+
const topicsByMarket = {
|
|
1064
|
+
'spot': ['order', 'stopOrder'],
|
|
1065
|
+
'unified': ['order'],
|
|
1066
|
+
'usdc': ['user.openapi.perp.order'],
|
|
1067
|
+
};
|
|
1068
|
+
const topics = this.safeValue(topicsByMarket, this.getPrivateType(url));
|
|
1069
|
+
const orders = await this.watchTopics(url, [messageHash], topics, params);
|
|
1070
|
+
if (this.newUpdates) {
|
|
1071
|
+
limit = orders.getLimit(symbol, limit);
|
|
1072
|
+
}
|
|
1073
|
+
return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
|
|
1074
|
+
}
|
|
1075
|
+
handleOrder(client, message, subscription = undefined) {
|
|
1076
|
+
//
|
|
1077
|
+
// spot
|
|
1078
|
+
// {
|
|
1079
|
+
// "type": "snapshot",
|
|
1080
|
+
// "topic": "order",
|
|
1081
|
+
// "ts": "1662348310441",
|
|
1082
|
+
// "data": [
|
|
1083
|
+
// {
|
|
1084
|
+
// "e": "order",
|
|
1085
|
+
// "E": "1662348310441",
|
|
1086
|
+
// "s": "BTCUSDT",
|
|
1087
|
+
// "c": "spotx008",
|
|
1088
|
+
// "S": "BUY",
|
|
1089
|
+
// "o": "MARKET_OF_QUOTE",
|
|
1090
|
+
// "f": "GTC",
|
|
1091
|
+
// "q": "20",
|
|
1092
|
+
// "p": "0",
|
|
1093
|
+
// "X": "CANCELED",
|
|
1094
|
+
// "i": "1238261807653647872",
|
|
1095
|
+
// "M": "1238225004531834368",
|
|
1096
|
+
// "l": "0.001007",
|
|
1097
|
+
// "z": "0.001007",
|
|
1098
|
+
// "L": "19842.02",
|
|
1099
|
+
// "n": "0",
|
|
1100
|
+
// "N": "BTC",
|
|
1101
|
+
// "u": true,
|
|
1102
|
+
// "w": true,
|
|
1103
|
+
// "m": false,
|
|
1104
|
+
// "O": "1662348310368",
|
|
1105
|
+
// "Z": "19.98091414",
|
|
1106
|
+
// "A": "0",
|
|
1107
|
+
// "C": false,
|
|
1108
|
+
// "v": "0",
|
|
1109
|
+
// "d": "NO_LIQ",
|
|
1110
|
+
// "t": "2100000000002220938"
|
|
1111
|
+
// }
|
|
1112
|
+
// ]
|
|
1113
|
+
// }
|
|
1114
|
+
// unified
|
|
1115
|
+
// {
|
|
1116
|
+
// "id": "5923240c6880ab-c59f-420b-9adb-3639adc9dd90",
|
|
1117
|
+
// "topic": "order",
|
|
1118
|
+
// "creationTime": 1672364262474,
|
|
1119
|
+
// "data": [
|
|
1120
|
+
// {
|
|
1121
|
+
// "symbol": "ETH-30DEC22-1400-C",
|
|
1122
|
+
// "orderId": "5cf98598-39a7-459e-97bf-76ca765ee020",
|
|
1123
|
+
// "side": "Sell",
|
|
1124
|
+
// "orderType": "Market",
|
|
1125
|
+
// "cancelType": "UNKNOWN",
|
|
1126
|
+
// "price": "72.5",
|
|
1127
|
+
// "qty": "1",
|
|
1128
|
+
// "orderIv": "",
|
|
1129
|
+
// "timeInForce": "IOC",
|
|
1130
|
+
// "orderStatus": "Filled",
|
|
1131
|
+
// "orderLinkId": "",
|
|
1132
|
+
// "lastPriceOnCreated": "",
|
|
1133
|
+
// "reduceOnly": false,
|
|
1134
|
+
// "leavesQty": "",
|
|
1135
|
+
// "leavesValue": "",
|
|
1136
|
+
// "cumExecQty": "1",
|
|
1137
|
+
// "cumExecValue": "75",
|
|
1138
|
+
// "avgPrice": "75",
|
|
1139
|
+
// "blockTradeId": "",
|
|
1140
|
+
// "positionIdx": 0,
|
|
1141
|
+
// "cumExecFee": "0.358635",
|
|
1142
|
+
// "createdTime": "1672364262444",
|
|
1143
|
+
// "updatedTime": "1672364262457",
|
|
1144
|
+
// "rejectReason": "EC_NoError",
|
|
1145
|
+
// "stopOrderType": "",
|
|
1146
|
+
// "triggerPrice": "",
|
|
1147
|
+
// "takeProfit": "",
|
|
1148
|
+
// "stopLoss": "",
|
|
1149
|
+
// "tpTriggerBy": "",
|
|
1150
|
+
// "slTriggerBy": "",
|
|
1151
|
+
// "triggerDirection": 0,
|
|
1152
|
+
// "triggerBy": "",
|
|
1153
|
+
// "closeOnTrigger": false,
|
|
1154
|
+
// "category": "option"
|
|
1155
|
+
// }
|
|
1156
|
+
// ]
|
|
1157
|
+
// }
|
|
1158
|
+
//
|
|
1159
|
+
if (this.orders === undefined) {
|
|
1160
|
+
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
|
|
1161
|
+
this.orders = new Cache.ArrayCacheBySymbolById(limit);
|
|
1162
|
+
}
|
|
1163
|
+
const orders = this.orders;
|
|
1164
|
+
let rawOrders = this.safeValue(message, 'data', []);
|
|
1165
|
+
const first = this.safeValue(rawOrders, 0, {});
|
|
1166
|
+
const category = this.safeString(first, 'category');
|
|
1167
|
+
const isSpot = category === 'spot';
|
|
1168
|
+
if (!isSpot) {
|
|
1169
|
+
rawOrders = this.safeValue(rawOrders, 'result', rawOrders);
|
|
1170
|
+
}
|
|
1171
|
+
const symbols = {};
|
|
1172
|
+
for (let i = 0; i < rawOrders.length; i++) {
|
|
1173
|
+
let parsed = undefined;
|
|
1174
|
+
if (isSpot) {
|
|
1175
|
+
parsed = this.parseWsSpotOrder(rawOrders[i]);
|
|
1176
|
+
}
|
|
1177
|
+
else {
|
|
1178
|
+
parsed = this.parseOrder(rawOrders[i]);
|
|
1179
|
+
}
|
|
1180
|
+
const symbol = parsed['symbol'];
|
|
1181
|
+
symbols[symbol] = true;
|
|
1182
|
+
orders.append(parsed);
|
|
1183
|
+
}
|
|
1184
|
+
const symbolsArray = Object.keys(symbols);
|
|
1185
|
+
for (let i = 0; i < symbolsArray.length; i++) {
|
|
1186
|
+
const currentMessageHash = 'orders:' + symbolsArray[i];
|
|
1187
|
+
client.resolve(orders, currentMessageHash);
|
|
1188
|
+
}
|
|
1189
|
+
const messageHash = 'orders';
|
|
1190
|
+
client.resolve(orders, messageHash);
|
|
1191
|
+
}
|
|
1192
|
+
parseWsSpotOrder(order, market = undefined) {
|
|
1193
|
+
//
|
|
1194
|
+
// {
|
|
1195
|
+
// "e": "executionReport",
|
|
1196
|
+
// "E": "1653297251061", // timestamp
|
|
1197
|
+
// "s": "LTCUSDT", // symbol
|
|
1198
|
+
// "c": "1653297250740", // user id
|
|
1199
|
+
// "S": "SELL", // side
|
|
1200
|
+
// "o": "MARKET_OF_BASE", // order type
|
|
1201
|
+
// "f": "GTC", // time in force
|
|
1202
|
+
// "q": "0.16233", // quantity
|
|
1203
|
+
// "p": "0", // price
|
|
1204
|
+
// "X": "NEW", // status
|
|
1205
|
+
// "i": "1162336018974750208", // order id
|
|
1206
|
+
// "M": "0",
|
|
1207
|
+
// "l": "0", // last filled
|
|
1208
|
+
// "z": "0", // total filled
|
|
1209
|
+
// "L": "0", // last traded price
|
|
1210
|
+
// "n": "0", // trading fee
|
|
1211
|
+
// "N": '', // fee asset
|
|
1212
|
+
// "u": true,
|
|
1213
|
+
// "w": true,
|
|
1214
|
+
// "m": false, // is limit_maker
|
|
1215
|
+
// "O": "1653297251042", // order creation
|
|
1216
|
+
// "Z": "0", // total filled
|
|
1217
|
+
// "A": "0", // account id
|
|
1218
|
+
// "C": false, // is close
|
|
1219
|
+
// "v": "0", // leverage
|
|
1220
|
+
// "d": "NO_LIQ"
|
|
1221
|
+
// }
|
|
1222
|
+
// v5
|
|
1223
|
+
// {
|
|
1224
|
+
// "category":"spot",
|
|
1225
|
+
// "symbol":"LTCUSDT",
|
|
1226
|
+
// "orderId":"1474764674982492160",
|
|
1227
|
+
// "orderLinkId":"1690541649154749",
|
|
1228
|
+
// "blockTradeId":"",
|
|
1229
|
+
// "side":"Buy",
|
|
1230
|
+
// "positionIdx":0,
|
|
1231
|
+
// "orderStatus":"Cancelled",
|
|
1232
|
+
// "cancelType":"UNKNOWN",
|
|
1233
|
+
// "rejectReason":"EC_NoError",
|
|
1234
|
+
// "timeInForce":"GTC",
|
|
1235
|
+
// "isLeverage":"0",
|
|
1236
|
+
// "price":"0",
|
|
1237
|
+
// "qty":"5.00000",
|
|
1238
|
+
// "avgPrice":"0",
|
|
1239
|
+
// "leavesQty":"0.00000",
|
|
1240
|
+
// "leavesValue":"5.0000000",
|
|
1241
|
+
// "cumExecQty":"0.00000",
|
|
1242
|
+
// "cumExecValue":"0.0000000",
|
|
1243
|
+
// "cumExecFee":"",
|
|
1244
|
+
// "orderType":"Market",
|
|
1245
|
+
// "stopOrderType":"",
|
|
1246
|
+
// "orderIv":"",
|
|
1247
|
+
// "triggerPrice":"0.000",
|
|
1248
|
+
// "takeProfit":"",
|
|
1249
|
+
// "stopLoss":"",
|
|
1250
|
+
// "triggerBy":"",
|
|
1251
|
+
// "tpTriggerBy":"",
|
|
1252
|
+
// "slTriggerBy":"",
|
|
1253
|
+
// "triggerDirection":0,
|
|
1254
|
+
// "placeType":"",
|
|
1255
|
+
// "lastPriceOnCreated":"0.000",
|
|
1256
|
+
// "closeOnTrigger":false,
|
|
1257
|
+
// "reduceOnly":false,
|
|
1258
|
+
// "smpGroup":0,
|
|
1259
|
+
// "smpType":"None",
|
|
1260
|
+
// "smpOrderId":"",
|
|
1261
|
+
// "createdTime":"1690541649160",
|
|
1262
|
+
// "updatedTime":"1690541649168"
|
|
1263
|
+
// }
|
|
1264
|
+
//
|
|
1265
|
+
const id = this.safeString2(order, 'i', 'orderId');
|
|
1266
|
+
const marketId = this.safeString2(order, 's', 'symbol');
|
|
1267
|
+
const symbol = this.safeSymbol(marketId, market, undefined, 'spot');
|
|
1268
|
+
const timestamp = this.safeInteger2(order, 'O', 'createdTime');
|
|
1269
|
+
let price = this.safeString2(order, 'p', 'price');
|
|
1270
|
+
if (price === '0') {
|
|
1271
|
+
price = undefined; // market orders
|
|
1272
|
+
}
|
|
1273
|
+
const filled = this.safeString2(order, 'z', 'cumExecQty');
|
|
1274
|
+
const status = this.parseOrderStatus(this.safeString2(order, 'X', 'orderStatus'));
|
|
1275
|
+
const side = this.safeStringLower2(order, 'S', 'side');
|
|
1276
|
+
const lastTradeTimestamp = this.safeString2(order, 'E', 'updatedTime');
|
|
1277
|
+
const timeInForce = this.safeString2(order, 'f', 'timeInForce');
|
|
1278
|
+
let amount = undefined;
|
|
1279
|
+
const cost = this.safeString2(order, 'Z', 'cumExecValue');
|
|
1280
|
+
let type = this.safeStringLower2(order, 'o', 'orderType');
|
|
1281
|
+
if ((type !== undefined) && (type.indexOf('market') >= 0)) {
|
|
1282
|
+
type = 'market';
|
|
1283
|
+
}
|
|
1284
|
+
if (type === 'market' && side === 'buy') {
|
|
1285
|
+
amount = filled;
|
|
1286
|
+
}
|
|
1287
|
+
else {
|
|
1288
|
+
amount = this.safeString2(order, 'orderQty', 'qty');
|
|
1289
|
+
}
|
|
1290
|
+
let fee = undefined;
|
|
1291
|
+
const feeCost = this.safeString2(order, 'n', 'cumExecFee');
|
|
1292
|
+
if (feeCost !== undefined && feeCost !== '0') {
|
|
1293
|
+
const feeCurrencyId = this.safeString(order, 'N');
|
|
1294
|
+
const feeCurrencyCode = this.safeCurrencyCode(feeCurrencyId);
|
|
1295
|
+
fee = {
|
|
1296
|
+
'cost': feeCost,
|
|
1297
|
+
'currency': feeCurrencyCode,
|
|
1298
|
+
};
|
|
1299
|
+
}
|
|
1300
|
+
const triggerPrice = this.omitZero(this.safeString(order, 'triggerPrice'));
|
|
1301
|
+
return this.safeOrder({
|
|
1302
|
+
'info': order,
|
|
1303
|
+
'id': id,
|
|
1304
|
+
'clientOrderId': this.safeString2(order, 'c', 'orderLinkId'),
|
|
1305
|
+
'timestamp': timestamp,
|
|
1306
|
+
'datetime': this.iso8601(timestamp),
|
|
1307
|
+
'lastTradeTimestamp': lastTradeTimestamp,
|
|
1308
|
+
'symbol': symbol,
|
|
1309
|
+
'type': type,
|
|
1310
|
+
'timeInForce': timeInForce,
|
|
1311
|
+
'postOnly': undefined,
|
|
1312
|
+
'side': side,
|
|
1313
|
+
'price': price,
|
|
1314
|
+
'stopPrice': triggerPrice,
|
|
1315
|
+
'triggerPrice': triggerPrice,
|
|
1316
|
+
'takeProfitPrice': this.safeString(order, 'takeProfit'),
|
|
1317
|
+
'stopLossPrice': this.safeString(order, 'stopLoss'),
|
|
1318
|
+
'reduceOnly': this.safeValue(order, 'reduceOnly'),
|
|
1319
|
+
'amount': amount,
|
|
1320
|
+
'cost': cost,
|
|
1321
|
+
'average': this.safeString(order, 'avgPrice'),
|
|
1322
|
+
'filled': filled,
|
|
1323
|
+
'remaining': undefined,
|
|
1324
|
+
'status': status,
|
|
1325
|
+
'fee': fee,
|
|
1326
|
+
}, market);
|
|
1327
|
+
}
|
|
1328
|
+
async watchBalance(params = {}) {
|
|
1329
|
+
/**
|
|
1330
|
+
* @method
|
|
1331
|
+
* @name bybit#watchBalance
|
|
1332
|
+
* @description watch balance and get the amount of funds available for trading or funds locked in orders
|
|
1333
|
+
* @see https://bybit-exchange.github.io/docs/v5/websocket/private/wallet
|
|
1334
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
1335
|
+
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
|
|
1336
|
+
*/
|
|
1337
|
+
await this.loadMarkets();
|
|
1338
|
+
const method = 'watchBalance';
|
|
1339
|
+
let messageHash = 'balances';
|
|
1340
|
+
let type = undefined;
|
|
1341
|
+
[type, params] = this.handleMarketTypeAndParams('watchBalance', undefined, params);
|
|
1342
|
+
let subType = undefined;
|
|
1343
|
+
[subType, params] = this.handleSubTypeAndParams('watchBalance', undefined, params);
|
|
1344
|
+
const unified = await this.isUnifiedEnabled();
|
|
1345
|
+
const isUnifiedMargin = this.safeValue(unified, 0, false);
|
|
1346
|
+
const isUnifiedAccount = this.safeValue(unified, 1, false);
|
|
1347
|
+
const url = this.getUrlByMarketType(undefined, true, method, params);
|
|
1348
|
+
await this.authenticate(url);
|
|
1349
|
+
const topicByMarket = {
|
|
1350
|
+
'spot': 'outboundAccountInfo',
|
|
1351
|
+
'unified': 'wallet',
|
|
1352
|
+
};
|
|
1353
|
+
if (isUnifiedAccount) {
|
|
1354
|
+
// unified account
|
|
1355
|
+
if (subType === 'inverse') {
|
|
1356
|
+
messageHash += ':contract';
|
|
1357
|
+
}
|
|
1358
|
+
else {
|
|
1359
|
+
messageHash += ':unified';
|
|
1360
|
+
}
|
|
1361
|
+
}
|
|
1362
|
+
if (!isUnifiedMargin && !isUnifiedAccount) {
|
|
1363
|
+
// normal account using v5
|
|
1364
|
+
if (type === 'spot') {
|
|
1365
|
+
messageHash += ':spot';
|
|
1366
|
+
}
|
|
1367
|
+
else {
|
|
1368
|
+
messageHash += ':contract';
|
|
1369
|
+
}
|
|
1370
|
+
}
|
|
1371
|
+
if (isUnifiedMargin) {
|
|
1372
|
+
// unified margin account using v5
|
|
1373
|
+
if (type === 'spot') {
|
|
1374
|
+
messageHash += ':spot';
|
|
1375
|
+
}
|
|
1376
|
+
else {
|
|
1377
|
+
if (subType === 'linear') {
|
|
1378
|
+
messageHash += ':unified';
|
|
1379
|
+
}
|
|
1380
|
+
else {
|
|
1381
|
+
messageHash += ':contract';
|
|
1382
|
+
}
|
|
1383
|
+
}
|
|
1384
|
+
}
|
|
1385
|
+
const topics = [this.safeValue(topicByMarket, this.getPrivateType(url))];
|
|
1386
|
+
return await this.watchTopics(url, [messageHash], topics, params);
|
|
1387
|
+
}
|
|
1388
|
+
handleBalance(client, message) {
|
|
1389
|
+
//
|
|
1390
|
+
// spot
|
|
1391
|
+
// {
|
|
1392
|
+
// "type": "snapshot",
|
|
1393
|
+
// "topic": "outboundAccountInfo",
|
|
1394
|
+
// "ts": "1662107217641",
|
|
1395
|
+
// "data": [
|
|
1396
|
+
// {
|
|
1397
|
+
// "e": "outboundAccountInfo",
|
|
1398
|
+
// "E": "1662107217640",
|
|
1399
|
+
// "T": true,
|
|
1400
|
+
// "W": true,
|
|
1401
|
+
// "D": true,
|
|
1402
|
+
// "B": [
|
|
1403
|
+
// {
|
|
1404
|
+
// "a": "USDT",
|
|
1405
|
+
// "f": "176.81254174",
|
|
1406
|
+
// "l": "201.575"
|
|
1407
|
+
// }
|
|
1408
|
+
// ]
|
|
1409
|
+
// }
|
|
1410
|
+
// ]
|
|
1411
|
+
// }
|
|
1412
|
+
// unified
|
|
1413
|
+
// {
|
|
1414
|
+
// "id": "5923242c464be9-25ca-483d-a743-c60101fc656f",
|
|
1415
|
+
// "topic": "wallet",
|
|
1416
|
+
// "creationTime": 1672364262482,
|
|
1417
|
+
// "data": [
|
|
1418
|
+
// {
|
|
1419
|
+
// "accountIMRate": "0.016",
|
|
1420
|
+
// "accountMMRate": "0.003",
|
|
1421
|
+
// "totalEquity": "12837.78330098",
|
|
1422
|
+
// "totalWalletBalance": "12840.4045924",
|
|
1423
|
+
// "totalMarginBalance": "12837.78330188",
|
|
1424
|
+
// "totalAvailableBalance": "12632.05767702",
|
|
1425
|
+
// "totalPerpUPL": "-2.62129051",
|
|
1426
|
+
// "totalInitialMargin": "205.72562486",
|
|
1427
|
+
// "totalMaintenanceMargin": "39.42876721",
|
|
1428
|
+
// "coin": [
|
|
1429
|
+
// {
|
|
1430
|
+
// "coin": "USDC",
|
|
1431
|
+
// "equity": "200.62572554",
|
|
1432
|
+
// "usdValue": "200.62572554",
|
|
1433
|
+
// "walletBalance": "201.34882644",
|
|
1434
|
+
// "availableToWithdraw": "0",
|
|
1435
|
+
// "availableToBorrow": "1500000",
|
|
1436
|
+
// "borrowAmount": "0",
|
|
1437
|
+
// "accruedInterest": "0",
|
|
1438
|
+
// "totalOrderIM": "0",
|
|
1439
|
+
// "totalPositionIM": "202.99874213",
|
|
1440
|
+
// "totalPositionMM": "39.14289747",
|
|
1441
|
+
// "unrealisedPnl": "74.2768991",
|
|
1442
|
+
// "cumRealisedPnl": "-209.1544627",
|
|
1443
|
+
// "bonus": "0"
|
|
1444
|
+
// },
|
|
1445
|
+
// {
|
|
1446
|
+
// "coin": "BTC",
|
|
1447
|
+
// "equity": "0.06488393",
|
|
1448
|
+
// "usdValue": "1023.08402268",
|
|
1449
|
+
// "walletBalance": "0.06488393",
|
|
1450
|
+
// "availableToWithdraw": "0.06488393",
|
|
1451
|
+
// "availableToBorrow": "2.5",
|
|
1452
|
+
// "borrowAmount": "0",
|
|
1453
|
+
// "accruedInterest": "0",
|
|
1454
|
+
// "totalOrderIM": "0",
|
|
1455
|
+
// "totalPositionIM": "0",
|
|
1456
|
+
// "totalPositionMM": "0",
|
|
1457
|
+
// "unrealisedPnl": "0",
|
|
1458
|
+
// "cumRealisedPnl": "0",
|
|
1459
|
+
// "bonus": "0"
|
|
1460
|
+
// },
|
|
1461
|
+
// {
|
|
1462
|
+
// "coin": "ETH",
|
|
1463
|
+
// "equity": "0",
|
|
1464
|
+
// "usdValue": "0",
|
|
1465
|
+
// "walletBalance": "0",
|
|
1466
|
+
// "availableToWithdraw": "0",
|
|
1467
|
+
// "availableToBorrow": "26",
|
|
1468
|
+
// "borrowAmount": "0",
|
|
1469
|
+
// "accruedInterest": "0",
|
|
1470
|
+
// "totalOrderIM": "0",
|
|
1471
|
+
// "totalPositionIM": "0",
|
|
1472
|
+
// "totalPositionMM": "0",
|
|
1473
|
+
// "unrealisedPnl": "0",
|
|
1474
|
+
// "cumRealisedPnl": "0",
|
|
1475
|
+
// "bonus": "0"
|
|
1476
|
+
// },
|
|
1477
|
+
// {
|
|
1478
|
+
// "coin": "USDT",
|
|
1479
|
+
// "equity": "11726.64664904",
|
|
1480
|
+
// "usdValue": "11613.58597018",
|
|
1481
|
+
// "walletBalance": "11728.54414904",
|
|
1482
|
+
// "availableToWithdraw": "11723.92075829",
|
|
1483
|
+
// "availableToBorrow": "2500000",
|
|
1484
|
+
// "borrowAmount": "0",
|
|
1485
|
+
// "accruedInterest": "0",
|
|
1486
|
+
// "totalOrderIM": "0",
|
|
1487
|
+
// "totalPositionIM": "2.72589075",
|
|
1488
|
+
// "totalPositionMM": "0.28576575",
|
|
1489
|
+
// "unrealisedPnl": "-1.8975",
|
|
1490
|
+
// "cumRealisedPnl": "0.64782276",
|
|
1491
|
+
// "bonus": "0"
|
|
1492
|
+
// },
|
|
1493
|
+
// {
|
|
1494
|
+
// "coin": "EOS3L",
|
|
1495
|
+
// "equity": "215.0570412",
|
|
1496
|
+
// "usdValue": "0",
|
|
1497
|
+
// "walletBalance": "215.0570412",
|
|
1498
|
+
// "availableToWithdraw": "215.0570412",
|
|
1499
|
+
// "availableToBorrow": "0",
|
|
1500
|
+
// "borrowAmount": "0",
|
|
1501
|
+
// "accruedInterest": "",
|
|
1502
|
+
// "totalOrderIM": "0",
|
|
1503
|
+
// "totalPositionIM": "0",
|
|
1504
|
+
// "totalPositionMM": "0",
|
|
1505
|
+
// "unrealisedPnl": "0",
|
|
1506
|
+
// "cumRealisedPnl": "0",
|
|
1507
|
+
// "bonus": "0"
|
|
1508
|
+
// },
|
|
1509
|
+
// {
|
|
1510
|
+
// "coin": "BIT",
|
|
1511
|
+
// "equity": "1.82",
|
|
1512
|
+
// "usdValue": "0.48758257",
|
|
1513
|
+
// "walletBalance": "1.82",
|
|
1514
|
+
// "availableToWithdraw": "1.82",
|
|
1515
|
+
// "availableToBorrow": "0",
|
|
1516
|
+
// "borrowAmount": "0",
|
|
1517
|
+
// "accruedInterest": "",
|
|
1518
|
+
// "totalOrderIM": "0",
|
|
1519
|
+
// "totalPositionIM": "0",
|
|
1520
|
+
// "totalPositionMM": "0",
|
|
1521
|
+
// "unrealisedPnl": "0",
|
|
1522
|
+
// "cumRealisedPnl": "0",
|
|
1523
|
+
// "bonus": "0"
|
|
1524
|
+
// }
|
|
1525
|
+
// ],
|
|
1526
|
+
// "accountType": "UNIFIED"
|
|
1527
|
+
// }
|
|
1528
|
+
// ]
|
|
1529
|
+
// }
|
|
1530
|
+
//
|
|
1531
|
+
if (this.balance === undefined) {
|
|
1532
|
+
this.balance = {};
|
|
1533
|
+
}
|
|
1534
|
+
let messageHash = 'balance';
|
|
1535
|
+
const topic = this.safeValue(message, 'topic');
|
|
1536
|
+
let info = undefined;
|
|
1537
|
+
let rawBalances = [];
|
|
1538
|
+
let account = undefined;
|
|
1539
|
+
if (topic === 'outboundAccountInfo') {
|
|
1540
|
+
account = 'spot';
|
|
1541
|
+
const data = this.safeValue(message, 'data', []);
|
|
1542
|
+
for (let i = 0; i < data.length; i++) {
|
|
1543
|
+
const B = this.safeValue(data[i], 'B', []);
|
|
1544
|
+
rawBalances = this.arrayConcat(rawBalances, B);
|
|
1545
|
+
}
|
|
1546
|
+
info = rawBalances;
|
|
1547
|
+
}
|
|
1548
|
+
if (topic === 'wallet') {
|
|
1549
|
+
const data = this.safeValue(message, 'data', {});
|
|
1550
|
+
for (let i = 0; i < data.length; i++) {
|
|
1551
|
+
const result = this.safeValue(data, 0, {});
|
|
1552
|
+
account = this.safeStringLower(result, 'accountType');
|
|
1553
|
+
rawBalances = this.arrayConcat(rawBalances, this.safeValue(result, 'coin', []));
|
|
1554
|
+
}
|
|
1555
|
+
info = data;
|
|
1556
|
+
}
|
|
1557
|
+
for (let i = 0; i < rawBalances.length; i++) {
|
|
1558
|
+
this.parseWsBalance(rawBalances[i], account);
|
|
1559
|
+
}
|
|
1560
|
+
if (account !== undefined) {
|
|
1561
|
+
if (this.safeValue(this.balance, account) === undefined) {
|
|
1562
|
+
this.balance[account] = {};
|
|
1563
|
+
}
|
|
1564
|
+
this.balance[account]['info'] = info;
|
|
1565
|
+
const timestamp = this.safeInteger(message, 'ts');
|
|
1566
|
+
this.balance[account]['timestamp'] = timestamp;
|
|
1567
|
+
this.balance[account]['datetime'] = this.iso8601(timestamp);
|
|
1568
|
+
this.balance[account] = this.safeBalance(this.balance[account]);
|
|
1569
|
+
messageHash = 'balances:' + account;
|
|
1570
|
+
client.resolve(this.balance[account], messageHash);
|
|
1571
|
+
}
|
|
1572
|
+
else {
|
|
1573
|
+
this.balance['info'] = info;
|
|
1574
|
+
const timestamp = this.safeInteger(message, 'ts');
|
|
1575
|
+
this.balance['timestamp'] = timestamp;
|
|
1576
|
+
this.balance['datetime'] = this.iso8601(timestamp);
|
|
1577
|
+
this.balance = this.safeBalance(this.balance);
|
|
1578
|
+
messageHash = 'balances';
|
|
1579
|
+
client.resolve(this.balance, messageHash);
|
|
1580
|
+
}
|
|
1581
|
+
}
|
|
1582
|
+
parseWsBalance(balance, accountType = undefined) {
|
|
1583
|
+
//
|
|
1584
|
+
// spot
|
|
1585
|
+
// {
|
|
1586
|
+
// "a": "USDT",
|
|
1587
|
+
// "f": "176.81254174",
|
|
1588
|
+
// "l": "201.575"
|
|
1589
|
+
// }
|
|
1590
|
+
// unified
|
|
1591
|
+
// {
|
|
1592
|
+
// "coin": "BTC",
|
|
1593
|
+
// "equity": "0.06488393",
|
|
1594
|
+
// "usdValue": "1023.08402268",
|
|
1595
|
+
// "walletBalance": "0.06488393",
|
|
1596
|
+
// "availableToWithdraw": "0.06488393",
|
|
1597
|
+
// "availableToBorrow": "2.5",
|
|
1598
|
+
// "borrowAmount": "0",
|
|
1599
|
+
// "accruedInterest": "0",
|
|
1600
|
+
// "totalOrderIM": "0",
|
|
1601
|
+
// "totalPositionIM": "0",
|
|
1602
|
+
// "totalPositionMM": "0",
|
|
1603
|
+
// "unrealisedPnl": "0",
|
|
1604
|
+
// "cumRealisedPnl": "0",
|
|
1605
|
+
// "bonus": "0"
|
|
1606
|
+
// }
|
|
1607
|
+
//
|
|
1608
|
+
const account = this.account();
|
|
1609
|
+
const currencyId = this.safeString2(balance, 'a', 'coin');
|
|
1610
|
+
const code = this.safeCurrencyCode(currencyId);
|
|
1611
|
+
account['free'] = this.safeStringN(balance, ['availableToWithdraw', 'f', 'free', 'availableToWithdraw']);
|
|
1612
|
+
account['used'] = this.safeString2(balance, 'l', 'locked');
|
|
1613
|
+
account['total'] = this.safeString(balance, 'walletBalance');
|
|
1614
|
+
if (accountType !== undefined) {
|
|
1615
|
+
if (this.safeValue(this.balance, accountType) === undefined) {
|
|
1616
|
+
this.balance[accountType] = {};
|
|
1617
|
+
}
|
|
1618
|
+
this.balance[accountType][code] = account;
|
|
1619
|
+
}
|
|
1620
|
+
else {
|
|
1621
|
+
this.balance[code] = account;
|
|
1622
|
+
}
|
|
1623
|
+
}
|
|
1624
|
+
async watchTopics(url, messageHashes, topics, params = {}) {
|
|
1625
|
+
const request = {
|
|
1626
|
+
'op': 'subscribe',
|
|
1627
|
+
'req_id': this.requestId(),
|
|
1628
|
+
'args': topics,
|
|
1629
|
+
};
|
|
1630
|
+
const message = this.extend(request, params);
|
|
1631
|
+
return await this.watchMultiple(url, messageHashes, message, topics);
|
|
1632
|
+
}
|
|
1633
|
+
async authenticate(url, params = {}) {
|
|
1634
|
+
this.checkRequiredCredentials();
|
|
1635
|
+
const messageHash = 'authenticated';
|
|
1636
|
+
const client = this.client(url);
|
|
1637
|
+
const future = client.future(messageHash);
|
|
1638
|
+
const authenticated = this.safeValue(client.subscriptions, messageHash);
|
|
1639
|
+
if (authenticated === undefined) {
|
|
1640
|
+
const expiresInt = this.milliseconds() + 10000;
|
|
1641
|
+
const expires = expiresInt.toString();
|
|
1642
|
+
const path = 'GET/realtime';
|
|
1643
|
+
const auth = path + expires;
|
|
1644
|
+
const signature = this.hmac(this.encode(auth), this.encode(this.secret), sha256.sha256, 'hex');
|
|
1645
|
+
const request = {
|
|
1646
|
+
'op': 'auth',
|
|
1647
|
+
'args': [
|
|
1648
|
+
this.apiKey, expires, signature,
|
|
1649
|
+
],
|
|
1650
|
+
};
|
|
1651
|
+
const message = this.extend(request, params);
|
|
1652
|
+
this.watch(url, messageHash, message, messageHash);
|
|
1653
|
+
}
|
|
1654
|
+
return future;
|
|
1655
|
+
}
|
|
1656
|
+
handleErrorMessage(client, message) {
|
|
1657
|
+
//
|
|
1658
|
+
// {
|
|
1659
|
+
// "success": false,
|
|
1660
|
+
// "ret_msg": "error:invalid op",
|
|
1661
|
+
// "conn_id": "5e079fdd-9c7f-404d-9dbf-969d650838b5",
|
|
1662
|
+
// "request": { op: '', args: null }
|
|
1663
|
+
// }
|
|
1664
|
+
//
|
|
1665
|
+
// auth error
|
|
1666
|
+
//
|
|
1667
|
+
// {
|
|
1668
|
+
// "success": false,
|
|
1669
|
+
// "ret_msg": "error:USVC1111",
|
|
1670
|
+
// "conn_id": "e73770fb-a0dc-45bd-8028-140e20958090",
|
|
1671
|
+
// "request": {
|
|
1672
|
+
// "op": "auth",
|
|
1673
|
+
// "args": [
|
|
1674
|
+
// "9rFT6uR4uz9Imkw4Wx",
|
|
1675
|
+
// "1653405853543",
|
|
1676
|
+
// "542e71bd85597b4db0290f0ce2d13ed1fd4bb5df3188716c1e9cc69a879f7889"
|
|
1677
|
+
// ]
|
|
1678
|
+
// }
|
|
1679
|
+
//
|
|
1680
|
+
// { code: '-10009', desc: "Invalid period!" }
|
|
1681
|
+
//
|
|
1682
|
+
const code = this.safeString2(message, 'code', 'ret_code');
|
|
1683
|
+
try {
|
|
1684
|
+
if (code !== undefined) {
|
|
1685
|
+
const feedback = this.id + ' ' + this.json(message);
|
|
1686
|
+
this.throwExactlyMatchedException(this.exceptions['exact'], code, feedback);
|
|
1687
|
+
}
|
|
1688
|
+
const success = this.safeValue(message, 'success');
|
|
1689
|
+
if (success !== undefined && !success) {
|
|
1690
|
+
const ret_msg = this.safeString(message, 'ret_msg');
|
|
1691
|
+
const request = this.safeValue(message, 'request', {});
|
|
1692
|
+
const op = this.safeString(request, 'op');
|
|
1693
|
+
if (op === 'auth') {
|
|
1694
|
+
throw new errors.AuthenticationError('Authentication failed: ' + ret_msg);
|
|
1695
|
+
}
|
|
1696
|
+
else {
|
|
1697
|
+
throw new errors.ExchangeError(this.id + ' ' + ret_msg);
|
|
1698
|
+
}
|
|
1699
|
+
}
|
|
1700
|
+
return false;
|
|
1701
|
+
}
|
|
1702
|
+
catch (error) {
|
|
1703
|
+
if (error instanceof errors.AuthenticationError) {
|
|
1704
|
+
const messageHash = 'authenticated';
|
|
1705
|
+
client.reject(error, messageHash);
|
|
1706
|
+
if (messageHash in client.subscriptions) {
|
|
1707
|
+
delete client.subscriptions[messageHash];
|
|
1708
|
+
}
|
|
1709
|
+
}
|
|
1710
|
+
else {
|
|
1711
|
+
client.reject(error);
|
|
1712
|
+
}
|
|
1713
|
+
return true;
|
|
1714
|
+
}
|
|
1715
|
+
}
|
|
1716
|
+
handleMessage(client, message) {
|
|
1717
|
+
if (this.handleErrorMessage(client, message)) {
|
|
1718
|
+
return;
|
|
1719
|
+
}
|
|
1720
|
+
// contract pong
|
|
1721
|
+
const ret_msg = this.safeString(message, 'ret_msg');
|
|
1722
|
+
if (ret_msg === 'pong') {
|
|
1723
|
+
this.handlePong(client, message);
|
|
1724
|
+
return;
|
|
1725
|
+
}
|
|
1726
|
+
// spot pong
|
|
1727
|
+
const pong = this.safeInteger(message, 'pong');
|
|
1728
|
+
if (pong !== undefined) {
|
|
1729
|
+
this.handlePong(client, message);
|
|
1730
|
+
return;
|
|
1731
|
+
}
|
|
1732
|
+
// pong
|
|
1733
|
+
const op = this.safeString(message, 'op');
|
|
1734
|
+
if (op === 'pong') {
|
|
1735
|
+
this.handlePong(client, message);
|
|
1736
|
+
return;
|
|
1737
|
+
}
|
|
1738
|
+
const event = this.safeString(message, 'event');
|
|
1739
|
+
if (event === 'sub') {
|
|
1740
|
+
this.handleSubscriptionStatus(client, message);
|
|
1741
|
+
return;
|
|
1742
|
+
}
|
|
1743
|
+
const topic = this.safeString(message, 'topic', '');
|
|
1744
|
+
const methods = {
|
|
1745
|
+
'orderbook': this.handleOrderBook,
|
|
1746
|
+
'kline': this.handleOHLCV,
|
|
1747
|
+
'order': this.handleOrder,
|
|
1748
|
+
'stopOrder': this.handleOrder,
|
|
1749
|
+
'ticker': this.handleTicker,
|
|
1750
|
+
'trade': this.handleTrades,
|
|
1751
|
+
'publicTrade': this.handleTrades,
|
|
1752
|
+
'depth': this.handleOrderBook,
|
|
1753
|
+
'wallet': this.handleBalance,
|
|
1754
|
+
'outboundAccountInfo': this.handleBalance,
|
|
1755
|
+
'execution': this.handleMyTrades,
|
|
1756
|
+
'ticketInfo': this.handleMyTrades,
|
|
1757
|
+
'user.openapi.perp.trade': this.handleMyTrades,
|
|
1758
|
+
'position': this.handlePositions,
|
|
1759
|
+
};
|
|
1760
|
+
const exacMethod = this.safeValue(methods, topic);
|
|
1761
|
+
if (exacMethod !== undefined) {
|
|
1762
|
+
exacMethod.call(this, client, message);
|
|
1763
|
+
return;
|
|
1764
|
+
}
|
|
1765
|
+
const keys = Object.keys(methods);
|
|
1766
|
+
for (let i = 0; i < keys.length; i++) {
|
|
1767
|
+
const key = keys[i];
|
|
1768
|
+
if (topic.indexOf(keys[i]) >= 0) {
|
|
1769
|
+
const method = methods[key];
|
|
1770
|
+
method.call(this, client, message);
|
|
1771
|
+
return;
|
|
1772
|
+
}
|
|
1773
|
+
}
|
|
1774
|
+
// unified auth acknowledgement
|
|
1775
|
+
const type = this.safeString(message, 'type');
|
|
1776
|
+
if ((op === 'auth') || (type === 'AUTH_RESP')) {
|
|
1777
|
+
this.handleAuthenticate(client, message);
|
|
1778
|
+
}
|
|
1779
|
+
}
|
|
1780
|
+
ping(client) {
|
|
1781
|
+
return {
|
|
1782
|
+
'req_id': this.requestId(),
|
|
1783
|
+
'op': 'ping',
|
|
1784
|
+
};
|
|
1785
|
+
}
|
|
1786
|
+
handlePong(client, message) {
|
|
1787
|
+
//
|
|
1788
|
+
// {
|
|
1789
|
+
// "success": true,
|
|
1790
|
+
// "ret_msg": "pong",
|
|
1791
|
+
// "conn_id": "db3158a0-8960-44b9-a9de-ac350ee13158",
|
|
1792
|
+
// "request": { op: "ping", args: null }
|
|
1793
|
+
// }
|
|
1794
|
+
//
|
|
1795
|
+
// { pong: 1653296711335 }
|
|
1796
|
+
//
|
|
1797
|
+
client.lastPong = this.safeInteger(message, 'pong');
|
|
1798
|
+
return message;
|
|
1799
|
+
}
|
|
1800
|
+
handleAuthenticate(client, message) {
|
|
1801
|
+
//
|
|
1802
|
+
// {
|
|
1803
|
+
// "success": true,
|
|
1804
|
+
// "ret_msg": '',
|
|
1805
|
+
// "op": "auth",
|
|
1806
|
+
// "conn_id": "ce3dpomvha7dha97tvp0-2xh"
|
|
1807
|
+
// }
|
|
1808
|
+
//
|
|
1809
|
+
const success = this.safeValue(message, 'success');
|
|
1810
|
+
const messageHash = 'authenticated';
|
|
1811
|
+
if (success) {
|
|
1812
|
+
const future = this.safeValue(client.futures, messageHash);
|
|
1813
|
+
future.resolve(true);
|
|
1814
|
+
}
|
|
1815
|
+
else {
|
|
1816
|
+
const error = new errors.AuthenticationError(this.id + ' ' + this.json(message));
|
|
1817
|
+
client.reject(error, messageHash);
|
|
1818
|
+
if (messageHash in client.subscriptions) {
|
|
1819
|
+
delete client.subscriptions[messageHash];
|
|
1820
|
+
}
|
|
1821
|
+
}
|
|
1822
|
+
return message;
|
|
1823
|
+
}
|
|
1824
|
+
handleSubscriptionStatus(client, message) {
|
|
1825
|
+
//
|
|
1826
|
+
// {
|
|
1827
|
+
// "topic": "kline",
|
|
1828
|
+
// "event": "sub",
|
|
1829
|
+
// "params": {
|
|
1830
|
+
// "symbol": "LTCUSDT",
|
|
1831
|
+
// "binary": "false",
|
|
1832
|
+
// "klineType": "1m",
|
|
1833
|
+
// "symbolName": "LTCUSDT"
|
|
1834
|
+
// },
|
|
1835
|
+
// "code": "0",
|
|
1836
|
+
// "msg": "Success"
|
|
1837
|
+
// }
|
|
1838
|
+
//
|
|
1839
|
+
return message;
|
|
1840
|
+
}
|
|
1841
|
+
}
|
|
1842
|
+
|
|
1843
|
+
module.exports = bybit;
|