ccxt 4.2.11 → 4.2.13

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

@@ -0,0 +1,658 @@
+'use strict';
+
+var exmo$1 = require('../exmo.js');
+var errors = require('../base/errors.js');
+var Cache = require('../base/ws/Cache.js');
+var sha512 = require('../static_dependencies/noble-hashes/sha512.js');
+
+//  ---------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
+class exmo extends exmo$1 {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'watchBalance': true,
+                'watchTicker': true,
+                'watchTickers': false,
+                'watchTrades': true,
+                'watchMyTrades': true,
+                'watchOrders': false,
+                'watchOrderBook': true,
+                'watchOHLCV': false,
+            },
+            'urls': {
+                'api': {
+                    'ws': {
+                        'public': 'wss://ws-api.exmo.com:443/v1/public',
+                        'spot': 'wss://ws-api.exmo.com:443/v1/private',
+                        'margin': 'wss://ws-api.exmo.com:443/v1/margin/private',
+                    },
+                },
+            },
+            'options': {},
+            'streaming': {},
+            'exceptions': {},
+        });
+    }
+    requestId() {
+        const requestId = this.sum(this.safeInteger(this.options, 'requestId', 0), 1);
+        this.options['requestId'] = requestId;
+        return requestId;
+    }
+    async watchBalance(params = {}) {
+        /**
+         * @method
+         * @name exmo#watchBalance
+         * @description watch balance and get the amount of funds available for trading or funds locked in orders
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
+         */
+        await this.authenticate(params);
+        const [type, query] = this.handleMarketTypeAndParams('watchBalance', undefined, params);
+        const messageHash = 'balance:' + type;
+        const url = this.urls['api']['ws'][type];
+        const subscribe = {
+            'method': 'subscribe',
+            'topics': [type + '/wallet'],
+            'id': this.requestId(),
+        };
+        const request = this.deepExtend(subscribe, query);
+        return await this.watch(url, messageHash, request, messageHash, request);
+    }
+    handleBalance(client, message) {
+        //
+        //  spot
+        //     {
+        //         "ts": 1654208766007,
+        //         "event": "snapshot",
+        //         "topic": "spot/wallet",
+        //         "data": {
+        //             "balances": {
+        //                 "ADA": "0",
+        //                 "ALGO": "0",
+        //                 ...
+        //             },
+        //             "reserved": {
+        //                 "ADA": "0",
+        //                 "ALGO": "0",
+        //                 ...
+        //             }
+        //         }
+        //     }
+        //
+        //  margin
+        //     {
+        //         "ts": 1624370076651,
+        //         "event": "snapshot",
+        //         "topic": "margin/wallets",
+        //         "data": {
+        //             "RUB": {
+        //                 "balance": "1000000",
+        //                 "used": "0",
+        //                 "free": "1000000"
+        //             },
+        //             "USD": {
+        //                 "balance": "1000000",
+        //                 "used": "1831.925",
+        //                 "free": "998168.075"
+        //             }
+        //         }
+        //     }
+        //     {
+        //         "ts": 1624370185720,
+        //         "event": "update",
+        //         "topic": "margin/wallets",
+        //         "data": {
+        //             "USD": {
+        //                 "balance": "1000123",
+        //                 "used": "1831.925",
+        //                 "free": "998291.075"
+        //             }
+        //         }
+        //     }
+        //
+        const topic = this.safeString(message, 'topic');
+        const parts = topic.split('/');
+        const type = this.safeString(parts, 0);
+        if (type === 'spot') {
+            this.parseSpotBalance(message);
+        }
+        else if (type === 'margin') {
+            this.parseMarginBalance(message);
+        }
+        const messageHash = 'balance:' + type;
+        client.resolve(this.balance, messageHash);
+    }
+    parseSpotBalance(message) {
+        //
+        //     {
+        //         "balances": {
+        //             "BTC": "3",
+        //             "USD": "1000",
+        //             "RUB": "0"
+        //         },
+        //         "reserved": {
+        //             "BTC": "0.5",
+        //             "DASH": "0",
+        //             "RUB": "0"
+        //         }
+        //     }
+        //
+        const event = this.safeString(message, 'event');
+        const data = this.safeValue(message, 'data');
+        this.balance['info'] = data;
+        if (event === 'snapshot') {
+            const balances = this.safeValue(data, 'balances', {});
+            const reserved = this.safeValue(data, 'reserved', {});
+            const currencies = Object.keys(balances);
+            for (let i = 0; i < currencies.length; i++) {
+                const currencyId = currencies[i];
+                const code = this.safeCurrencyCode(currencyId);
+                const account = this.account();
+                account['free'] = this.safeString(balances, currencyId);
+                account['used'] = this.safeString(reserved, currencyId);
+                this.balance[code] = account;
+            }
+        }
+        else if (event === 'update') {
+            const currencyId = this.safeString(data, 'currency');
+            const code = this.safeCurrencyCode(currencyId);
+            const account = this.account();
+            account['free'] = this.safeString(data, 'balance');
+            account['used'] = this.safeString(data, 'reserved');
+            this.balance[code] = account;
+        }
+        this.balance = this.safeBalance(this.balance);
+    }
+    parseMarginBalance(message) {
+        //
+        //     {
+        //         "RUB": {
+        //             "balance": "1000000",
+        //             "used": "0",
+        //             "free": "1000000"
+        //         },
+        //         "USD": {
+        //             "balance": "1000000",
+        //             "used": "1831.925",
+        //             "free": "998168.075"
+        //         }
+        //     }
+        //
+        const data = this.safeValue(message, 'data');
+        this.balance['info'] = data;
+        const currencies = Object.keys(data);
+        for (let i = 0; i < currencies.length; i++) {
+            const currencyId = currencies[i];
+            const code = this.safeCurrencyCode(currencyId);
+            const wallet = this.safeValue(data, currencyId);
+            const account = this.account();
+            account['free'] = this.safeString(wallet, 'free');
+            account['used'] = this.safeString(wallet, 'used');
+            account['total'] = this.safeString(wallet, 'balance');
+            this.balance[code] = account;
+            this.balance = this.safeBalance(this.balance);
+        }
+    }
+    async watchTicker(symbol, params = {}) {
+        /**
+         * @method
+         * @name exmo#watchTicker
+         * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
+         * @param {string} symbol unified symbol of the market to fetch the ticker for
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const url = this.urls['api']['ws']['public'];
+        const messageHash = 'ticker:' + symbol;
+        const message = {
+            'method': 'subscribe',
+            'topics': [
+                'spot/ticker:' + market['id'],
+            ],
+            'id': this.requestId(),
+        };
+        const request = this.deepExtend(message, params);
+        return await this.watch(url, messageHash, request, messageHash, request);
+    }
+    handleTicker(client, message) {
+        //
+        //  spot
+        //      {
+        //          "ts": 1654205085473,
+        //          "event": "update",
+        //          "topic": "spot/ticker:BTC_USDT",
+        //          "data": {
+        //              "buy_price": "30285.84",
+        //              "sell_price": "30299.97",
+        //              "last_trade": "30295.01",
+        //              "high": "30386.7",
+        //              "low": "29542.76",
+        //              "avg": "29974.16178449",
+        //              "vol": "118.79538518",
+        //              "vol_curr": "3598907.38200826",
+        //              "updated": 1654205084
+        //          }
+        //      }
+        //
+        const topic = this.safeString(message, 'topic');
+        const topicParts = topic.split(':');
+        const marketId = this.safeString(topicParts, 1);
+        const symbol = this.safeSymbol(marketId);
+        const ticker = this.safeValue(message, 'data', {});
+        const market = this.safeMarket(marketId);
+        const parsedTicker = this.parseTicker(ticker, market);
+        const messageHash = 'ticker:' + symbol;
+        this.tickers[symbol] = parsedTicker;
+        client.resolve(parsedTicker, messageHash);
+    }
+    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name exmo#watchTrades
+         * @description get the list of most recent trades for a particular symbol
+         * @param {string} symbol unified symbol of the market to fetch trades for
+         * @param {int} [since] timestamp in ms of the earliest trade to fetch
+         * @param {int} [limit] the maximum amount of trades to fetch
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const url = this.urls['api']['ws']['public'];
+        const messageHash = 'trades:' + symbol;
+        const message = {
+            'method': 'subscribe',
+            'topics': [
+                'spot/trades:' + market['id'],
+            ],
+            'id': this.requestId(),
+        };
+        const request = this.deepExtend(message, params);
+        const trades = await this.watch(url, messageHash, request, messageHash, request);
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    handleTrades(client, message) {
+        //
+        //      {
+        //          "ts": 1654206084001,
+        //          "event": "update",
+        //          "topic": "spot/trades:BTC_USDT",
+        //          "data": [{
+        //              "trade_id": 389704729,
+        //              "type": "sell",
+        //              "price": "30310.95",
+        //              "quantity": "0.0197",
+        //              "amount": "597.125715",
+        //              "date": 1654206083
+        //          }]
+        //      }
+        //
+        const topic = this.safeString(message, 'topic');
+        const parts = topic.split(':');
+        const marketId = this.safeString(parts, 1);
+        const symbol = this.safeSymbol(marketId);
+        const market = this.safeMarket(marketId);
+        const trades = this.safeValue(message, 'data', []);
+        const messageHash = 'trades:' + symbol;
+        let stored = this.safeValue(this.trades, symbol);
+        if (stored === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            stored = new Cache.ArrayCache(limit);
+            this.trades[symbol] = stored;
+        }
+        for (let i = 0; i < trades.length; i++) {
+            const trade = trades[i];
+            const parsed = this.parseTrade(trade, market);
+            stored.append(parsed);
+        }
+        this.trades[symbol] = stored;
+        client.resolve(this.trades[symbol], messageHash);
+    }
+    async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name exmo#watchTrades
+         * @description get the list of trades associated with the user
+         * @param {string} symbol unified symbol of the market to fetch trades for
+         * @param {int} [since] timestamp in ms of the earliest trade to fetch
+         * @param {int} [limit] the maximum amount of trades to fetch
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
+         */
+        await this.loadMarkets();
+        await this.authenticate(params);
+        const [type, query] = this.handleMarketTypeAndParams('watchMyTrades', undefined, params);
+        const url = this.urls['api']['ws'][type];
+        let messageHash = undefined;
+        if (symbol === undefined) {
+            messageHash = 'myTrades:' + type;
+        }
+        else {
+            const market = this.market(symbol);
+            symbol = market['symbol'];
+            messageHash = 'myTrades:' + market['symbol'];
+        }
+        const message = {
+            'method': 'subscribe',
+            'topics': [
+                type + '/user_trades',
+            ],
+            'id': this.requestId(),
+        };
+        const request = this.deepExtend(message, query);
+        const trades = await this.watch(url, messageHash, request, messageHash, request);
+        return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
+    }
+    handleMyTrades(client, message) {
+        //
+        //  spot
+        //     {
+        //         "ts": 1654210290219,
+        //         "event": "update",
+        //         "topic": "spot/user_trades",
+        //         "data": {
+        //             "trade_id": 389715807,
+        //             "type": "buy",
+        //             "price": "30527.77",
+        //             "quantity": "0.0001",
+        //             "amount": "3.052777",
+        //             "date": 1654210290,
+        //             "order_id": 27352777112,
+        //             "client_id": 0,
+        //             "pair": "BTC_USDT",
+        //             "exec_type": "taker",
+        //             "commission_amount": "0.0000001",
+        //             "commission_currency": "BTC",
+        //             "commission_percent": "0.1"
+        //         }
+        //     }
+        //
+        //  margin
+        //     {
+        //         "ts":1624369720168,
+        //         "event":"snapshot",
+        //         "topic":"margin/user_trades",
+        //         "data":[
+        //            {
+        //               "trade_id":"692844278081167054",
+        //               "trade_dt":"1624369773990729200",
+        //               "type":"buy",
+        //               "order_id":"692844278081167033",
+        //               "pair":"BTC_USD",
+        //               "quantity":"0.1",
+        //               "price":"36638.5",
+        //               "is_maker":false
+        //            }
+        //         ]
+        //     }
+        //     {
+        //         "ts":1624370368612,
+        //         "event":"update",
+        //         "topic":"margin/user_trades",
+        //         "data":{
+        //            "trade_id":"692844278081167693",
+        //            "trade_dt":"1624370368569092500",
+        //            "type":"buy",
+        //            "order_id":"692844278081167674",
+        //            "pair":"BTC_USD",
+        //            "quantity":"0.1",
+        //            "price":"36638.5",
+        //            "is_maker":false
+        //         }
+        //     }
+        //
+        const topic = this.safeString(message, 'topic');
+        const parts = topic.split('/');
+        const type = this.safeString(parts, 0);
+        const messageHash = 'myTrades:' + type;
+        const event = this.safeString(message, 'event');
+        let rawTrades = [];
+        let myTrades = undefined;
+        if (this.myTrades === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            myTrades = new Cache.ArrayCacheBySymbolById(limit);
+            this.myTrades = myTrades;
+        }
+        else {
+            myTrades = this.myTrades;
+        }
+        if (event === 'snapshot') {
+            rawTrades = this.safeValue(message, 'data', []);
+        }
+        else if (event === 'update') {
+            const rawTrade = this.safeValue(message, 'data', {});
+            rawTrades = [rawTrade];
+        }
+        const trades = this.parseTrades(rawTrades);
+        const symbols = {};
+        for (let j = 0; j < trades.length; j++) {
+            const trade = trades[j];
+            myTrades.append(trade);
+            symbols[trade['symbol']] = true;
+        }
+        const symbolKeys = Object.keys(symbols);
+        for (let i = 0; i < symbolKeys.length; i++) {
+            const symbol = symbolKeys[i];
+            const symbolSpecificMessageHash = 'myTrades:' + symbol;
+            client.resolve(myTrades, symbolSpecificMessageHash);
+        }
+        client.resolve(myTrades, messageHash);
+    }
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name exmo#watchOrderBook
+         * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+         * @param {string} symbol unified symbol of the market to fetch the order book for
+         * @param {int} [limit] the maximum amount of order book entries to return
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const url = this.urls['api']['ws']['public'];
+        const messageHash = 'orderbook:' + symbol;
+        params = this.omit(params, 'aggregation');
+        const subscribe = {
+            'method': 'subscribe',
+            'id': this.requestId(),
+            'topics': [
+                'spot/order_book_updates:' + market['id'],
+            ],
+        };
+        const request = this.deepExtend(subscribe, params);
+        const orderbook = await this.watch(url, messageHash, request, messageHash);
+        return orderbook.limit();
+    }
+    handleOrderBook(client, message) {
+        //
+        //     {
+        //         "ts": 1574427585174,
+        //         "event": "snapshot",
+        //         "topic": "spot/order_book_updates:BTC_USD",
+        //         "data": {
+        //             "ask": [
+        //                 ["100", "3", "300"],
+        //                 ["200", "4", "800"]
+        //             ],
+        //             "bid": [
+        //                 ["99", "2", "198"],
+        //                 ["98", "1", "98"]
+        //             ]
+        //         }
+        //     }
+        //
+        //     {
+        //         "ts": 1574427585174,
+        //         "event": "update",
+        //         "topic": "spot/order_book_updates:BTC_USD",
+        //         "data": {
+        //             "ask": [
+        //                 ["100", "1", "100"],
+        //                 ["200", "2", "400"]
+        //             ],
+        //             "bid": [
+        //                 ["99", "1", "99"],
+        //                 ["98", "0", "0"]
+        //             ]
+        //         }
+        //     }
+        //
+        const topic = this.safeString(message, 'topic');
+        const parts = topic.split(':');
+        const marketId = this.safeString(parts, 1);
+        const symbol = this.safeSymbol(marketId);
+        const orderBook = this.safeValue(message, 'data', {});
+        const messageHash = 'orderbook:' + symbol;
+        const timestamp = this.safeInteger(message, 'ts');
+        let storedOrderBook = this.safeValue(this.orderbooks, symbol);
+        if (storedOrderBook === undefined) {
+            storedOrderBook = this.orderBook({});
+            this.orderbooks[symbol] = storedOrderBook;
+        }
+        const event = this.safeString(message, 'event');
+        if (event === 'snapshot') {
+            const snapshot = this.parseOrderBook(orderBook, symbol, timestamp, 'bid', 'ask');
+            storedOrderBook.reset(snapshot);
+        }
+        else {
+            const asks = this.safeValue(orderBook, 'ask', []);
+            const bids = this.safeValue(orderBook, 'bid', []);
+            this.handleDeltas(storedOrderBook['asks'], asks);
+            this.handleDeltas(storedOrderBook['bids'], bids);
+            storedOrderBook['timestamp'] = timestamp;
+            storedOrderBook['datetime'] = this.iso8601(timestamp);
+        }
+        client.resolve(storedOrderBook, messageHash);
+    }
+    handleDelta(bookside, delta) {
+        const bidAsk = this.parseBidAsk(delta, 0, 1);
+        bookside.storeArray(bidAsk);
+    }
+    handleDeltas(bookside, deltas) {
+        for (let i = 0; i < deltas.length; i++) {
+            this.handleDelta(bookside, deltas[i]);
+        }
+    }
+    handleMessage(client, message) {
+        //
+        // {
+        //     "ts": 1654206362552,
+        //     "event": "info",
+        //     "code": 1,
+        //     "message": "connection established",
+        //     "session_id": "7548931b-c2a4-45dd-8d71-877881a7251a"
+        // }
+        //
+        // {
+        //     "ts": 1654206491399,
+        //     "event": "subscribed",
+        //     "id": 1,
+        //     "topic": "spot/ticker:BTC_USDT"
+        // }
+        const event = this.safeString(message, 'event');
+        const events = {
+            'logged_in': this.handleAuthenticationMessage,
+            'info': this.handleInfo,
+            'subscribed': this.handleSubscribed,
+        };
+        const eventHandler = this.safeValue(events, event);
+        if (eventHandler !== undefined) {
+            return eventHandler.call(this, client, message);
+        }
+        if ((event === 'update') || (event === 'snapshot')) {
+            const topic = this.safeString(message, 'topic');
+            if (topic !== undefined) {
+                const parts = topic.split(':');
+                const channel = this.safeString(parts, 0);
+                const handlers = {
+                    'spot/ticker': this.handleTicker,
+                    'spot/wallet': this.handleBalance,
+                    'margin/wallet': this.handleBalance,
+                    'margin/wallets': this.handleBalance,
+                    'spot/trades': this.handleTrades,
+                    'margin/trades': this.handleTrades,
+                    'spot/order_book_updates': this.handleOrderBook,
+                    // 'spot/orders': this.handleOrders,
+                    // 'margin/orders': this.handleOrders,
+                    'spot/user_trades': this.handleMyTrades,
+                    'margin/user_trades': this.handleMyTrades,
+                };
+                const handler = this.safeValue(handlers, channel);
+                if (handler !== undefined) {
+                    return handler.call(this, client, message);
+                }
+            }
+        }
+        throw new errors.NotSupported(this.id + ' received an unsupported message: ' + this.json(message));
+    }
+    handleSubscribed(client, message) {
+        //
+        // {
+        //     "method": "subscribe",
+        //     "id": 2,
+        //     "topics": ["spot/orders"]
+        // }
+        //
+        return message;
+    }
+    handleInfo(client, message) {
+        //
+        // {
+        //     "ts": 1654215731659,
+        //     "event": "info",
+        //     "code": 1,
+        //     "message": "connection established",
+        //     "session_id": "4c496262-e259-4c27-b805-f20b46209c17"
+        // }
+        //
+        return message;
+    }
+    handleAuthenticationMessage(client, message) {
+        //
+        //     {
+        //         "method": "login",
+        //         "id": 1,
+        //         "api_key": "K-************************",
+        //         "sign": "******************************************************************",
+        //         "nonce": 1654215729887
+        //     }
+        //
+        const messageHash = 'authenticated';
+        client.resolve(message, messageHash);
+    }
+    authenticate(params = {}) {
+        const messageHash = 'authenticated';
+        const [type, query] = this.handleMarketTypeAndParams('authenticate', undefined, params);
+        const url = this.urls['api']['ws'][type];
+        const client = this.client(url);
+        let future = this.safeValue(client.subscriptions, messageHash);
+        if (future === undefined) {
+            const time = this.milliseconds();
+            this.checkRequiredCredentials();
+            const requestId = this.requestId();
+            const signData = this.apiKey + time.toString();
+            const sign = this.hmac(this.encode(signData), this.encode(this.secret), sha512.sha512, 'base64');
+            const request = {
+                'method': 'login',
+                'id': requestId,
+                'api_key': this.apiKey,
+                'sign': sign,
+                'nonce': time,
+            };
+            const message = this.extend(request, query);
+            future = this.watch(url, messageHash, message);
+            client.subscriptions[messageHash] = future;
+        }
+        return future;
+    }
+}
+
+module.exports = exmo;