ccxt 4.2.11 → 4.2.13

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

@@ -0,0 +1,280 @@
+'use strict';
+
+var independentreserve$1 = require('../independentreserve.js');
+var errors = require('../base/errors.js');
+var Cache = require('../base/ws/Cache.js');
+
+//  ---------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
+class independentreserve extends independentreserve$1 {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'watchBalance': false,
+                'watchTicker': false,
+                'watchTickers': false,
+                'watchTrades': true,
+                'watchMyTrades': false,
+                'watchOrders': false,
+                'watchOrderBook': true,
+                'watchOHLCV': false,
+            },
+            'urls': {
+                'api': {
+                    'ws': 'wss://websockets.independentreserve.com',
+                },
+            },
+            'options': {
+                'checksum': false, // TODO: currently only working for snapshot
+            },
+            'streaming': {},
+            'exceptions': {},
+        });
+    }
+    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name independentreserve#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'] + '?subscribe=ticker-' + market['base'] + '-' + market['quote'];
+        const messageHash = 'trades:' + symbol;
+        const trades = await this.watch(url, messageHash, undefined, messageHash);
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    handleTrades(client, message) {
+        //
+        //    {
+        //        "Channel": "ticker-btc-usd",
+        //        "Nonce": 130,
+        //        "Data": {
+        //          "TradeGuid": "7a669f2a-d564-472b-8493-6ef982eb1e96",
+        //          "Pair": "btc-aud",
+        //          "TradeDate": "2023-02-12T10:04:13.0804889+11:00",
+        //          "Price": 31640,
+        //          "Volume": 0.00079029,
+        //          "BidGuid": "ba8a78b5-be69-4d33-92bb-9df0daa6314e",
+        //          "OfferGuid": "27d20270-f21f-4c25-9905-152e70b2f6ec",
+        //          "Side": "Buy"
+        //        },
+        //        "Time": 1676156653111,
+        //        "Event": "Trade"
+        //    }
+        //
+        const data = this.safeValue(message, 'Data', {});
+        const marketId = this.safeString(data, 'Pair');
+        const symbol = this.safeSymbol(marketId, undefined, '-');
+        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;
+        }
+        const trade = this.parseWsTrade(data);
+        stored.append(trade);
+        this.trades[symbol] = stored;
+        client.resolve(this.trades[symbol], messageHash);
+    }
+    parseWsTrade(trade, market = undefined) {
+        //
+        //    {
+        //        "TradeGuid": "2f316718-0d0b-4e33-a30c-c2c06f3cfb34",
+        //        "Pair": "xbt-aud",
+        //        "TradeDate": "2023-02-12T09:22:35.4207494+11:00",
+        //        "Price": 31573.8,
+        //        "Volume": 0.05,
+        //        "BidGuid": "adb63d74-4c02-47f9-9cc3-f287e3b48ab6",
+        //        "OfferGuid": "b94d9bc4-addd-4633-a18f-69cf7e1b6f47",
+        //        "Side": "Buy"
+        //    }
+        //
+        const datetime = this.safeString(trade, 'TradeDate');
+        const marketId = this.safeString(market, 'Pair');
+        return this.safeTrade({
+            'info': trade,
+            'id': this.safeString(trade, 'TradeGuid'),
+            'order': this.safeString(trade, 'orderNo'),
+            'symbol': this.safeSymbol(marketId, market, '-'),
+            'side': this.safeStringLower(trade, 'Side'),
+            'type': undefined,
+            'takerOrMaker': undefined,
+            'price': this.safeString(trade, 'Price'),
+            'amount': this.safeString(trade, 'Volume'),
+            'cost': undefined,
+            'fee': undefined,
+            'timestamp': this.parse8601(datetime),
+            'datetime': datetime,
+        }, market);
+    }
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name independentreserve#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'];
+        if (limit === undefined) {
+            limit = 100;
+        }
+        limit = this.numberToString(limit);
+        const url = this.urls['api']['ws'] + '/orderbook/' + limit + '?subscribe=' + market['base'] + '-' + market['quote'];
+        const messageHash = 'orderbook:' + symbol + ':' + limit;
+        const subscription = {
+            'receivedSnapshot': false,
+        };
+        const orderbook = await this.watch(url, messageHash, undefined, messageHash, subscription);
+        return orderbook.limit();
+    }
+    handleOrderBook(client, message) {
+        //
+        //    {
+        //        "Channel": "orderbook/1/eth/aud",
+        //        "Data": {
+        //          "Bids": [
+        //            {
+        //              "Price": 2198.09,
+        //              "Volume": 0.16143952,
+        //            },
+        //          ],
+        //          "Offers": [
+        //            {
+        //              "Price": 2201.25,
+        //              "Volume": 15,
+        //            },
+        //          ],
+        //          "Crc32": 1519697650,
+        //        },
+        //        "Time": 1676150558254,
+        //        "Event": "OrderBookSnapshot",
+        //    }
+        //
+        const event = this.safeString(message, 'Event');
+        const channel = this.safeString(message, 'Channel');
+        const parts = channel.split('/');
+        const depth = this.safeString(parts, 1);
+        const baseId = this.safeString(parts, 2);
+        const quoteId = this.safeString(parts, 3);
+        const base = this.safeCurrencyCode(baseId);
+        const quote = this.safeCurrencyCode(quoteId);
+        const symbol = base + '/' + quote;
+        const orderBook = this.safeValue(message, 'Data', {});
+        const messageHash = 'orderbook:' + symbol + ':' + depth;
+        const subscription = this.safeValue(client.subscriptions, messageHash, {});
+        const receivedSnapshot = this.safeValue(subscription, 'receivedSnapshot', false);
+        const timestamp = this.safeInteger(message, 'Time');
+        let storedOrderBook = this.safeValue(this.orderbooks, symbol);
+        if (storedOrderBook === undefined) {
+            storedOrderBook = this.orderBook({});
+            this.orderbooks[symbol] = storedOrderBook;
+        }
+        if (event === 'OrderBookSnapshot') {
+            const snapshot = this.parseOrderBook(orderBook, symbol, timestamp, 'Bids', 'Offers', 'Price', 'Volume');
+            storedOrderBook.reset(snapshot);
+            subscription['receivedSnapshot'] = true;
+        }
+        else {
+            const asks = this.safeValue(orderBook, 'Offers', []);
+            const bids = this.safeValue(orderBook, 'Bids', []);
+            this.handleDeltas(storedOrderBook['asks'], asks);
+            this.handleDeltas(storedOrderBook['bids'], bids);
+            storedOrderBook['timestamp'] = timestamp;
+            storedOrderBook['datetime'] = this.iso8601(timestamp);
+        }
+        const checksum = this.safeValue(this.options, 'checksum', true);
+        if (checksum && receivedSnapshot) {
+            const storedAsks = storedOrderBook['asks'];
+            const storedBids = storedOrderBook['bids'];
+            const asksLength = storedAsks.length;
+            const bidsLength = storedBids.length;
+            let payload = '';
+            for (let i = 0; i < 10; i++) {
+                if (i < bidsLength) {
+                    payload = payload + this.valueToChecksum(storedBids[i][0]) + this.valueToChecksum(storedBids[i][1]);
+                }
+            }
+            for (let i = 0; i < 10; i++) {
+                if (i < asksLength) {
+                    payload = payload + this.valueToChecksum(storedAsks[i][0]) + this.valueToChecksum(storedAsks[i][1]);
+                }
+            }
+            const calculatedChecksum = this.crc32(payload, true);
+            const responseChecksum = this.safeInteger(orderBook, 'Crc32');
+            if (calculatedChecksum !== responseChecksum) {
+                const error = new errors.InvalidNonce(this.id + ' invalid checksum');
+                client.reject(error, messageHash);
+            }
+        }
+        if (receivedSnapshot) {
+            client.resolve(storedOrderBook, messageHash);
+        }
+    }
+    valueToChecksum(value) {
+        let result = value.toFixed(8);
+        result = result.replace('.', '');
+        // remove leading zeros
+        result = this.parseNumber(result);
+        result = this.numberToString(result);
+        return result;
+    }
+    handleDelta(bookside, delta) {
+        const bidAsk = this.parseBidAsk(delta, 'Price', 'Volume');
+        bookside.storeArray(bidAsk);
+    }
+    handleDeltas(bookside, deltas) {
+        for (let i = 0; i < deltas.length; i++) {
+            this.handleDelta(bookside, deltas[i]);
+        }
+    }
+    handleHeartbeat(client, message) {
+        //
+        //    {
+        //        "Time": 1676156208182,
+        //        "Event": "Heartbeat"
+        //    }
+        //
+        return message;
+    }
+    handleSubscriptions(client, message) {
+        //
+        //    {
+        //        "Data": [ "ticker-btc-sgd" ],
+        //        "Time": 1676157556223,
+        //        "Event": "Subscriptions"
+        //    }
+        //
+        return message;
+    }
+    handleMessage(client, message) {
+        const event = this.safeString(message, 'Event');
+        const handlers = {
+            'Subscriptions': this.handleSubscriptions,
+            'Heartbeat': this.handleHeartbeat,
+            'Trade': this.handleTrades,
+            'OrderBookSnapshot': this.handleOrderBook,
+            'OrderBookChange': this.handleOrderBook,
+        };
+        const handler = this.safeValue(handlers, event);
+        if (handler !== undefined) {
+            return handler.call(this, client, message);
+        }
+        throw new errors.NotSupported(this.id + ' received an unsupported message: ' + this.json(message));
+    }
+}
+
+module.exports = independentreserve;