ccxt 4.2.15 → 4.2.16

package/js/src/pro/coinone.js

@@ -0,0 +1,412 @@
+// ----------------------------------------------------------------------------
+
+// PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
+// https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
+// EDIT THE CORRESPONDENT .ts FILE INSTEAD
+
+//  ---------------------------------------------------------------------------
+import coinoneRest from '../coinone.js';
+import { AuthenticationError } from '../base/errors.js';
+import { ArrayCache } from '../base/ws/Cache.js';
+//  ---------------------------------------------------------------------------
+export default class coinone extends coinoneRest {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'watchOrderBook': true,
+                'watchOrders': false,
+                'watchTrades': true,
+                'watchOHLCV': false,
+                'watchTicker': true,
+                'watchTickers': false,
+            },
+            'urls': {
+                'api': {
+                    'ws': 'wss://stream.coinone.co.kr',
+                },
+            },
+            'options': {
+                'expiresIn': '',
+                'userId': '',
+                'wsSessionToken': '',
+                'watchOrderBook': {
+                    'snapshotDelay': 6,
+                    'snapshotMaxRetries': 3,
+                },
+                'tradesLimit': 1000,
+                'OHLCVLimit': 1000,
+            },
+            'exceptions': {
+                'exact': {
+                    '4009': AuthenticationError,
+                },
+            },
+            'streaming': {
+                'ping': this.ping,
+                'keepAlive': 20000,
+            },
+        });
+    }
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name coinone#watchOrderBook
+         * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+         * @see https://docs.coinone.co.kr/reference/public-websocket-orderbook
+         * @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);
+        const messageHash = 'orderbook:' + market['symbol'];
+        const url = this.urls['api']['ws'];
+        const request = {
+            'request_type': 'SUBSCRIBE',
+            'channel': 'ORDERBOOK',
+            'topic': {
+                'quote_currency': market['quote'],
+                'target_currency': market['base'],
+            },
+        };
+        const message = this.extend(request, params);
+        const orderbook = await this.watch(url, messageHash, message, messageHash);
+        return orderbook.limit();
+    }
+    handleOrderBook(client, message) {
+        //
+        //     {
+        //         "response_type": "DATA",
+        //         "channel": "ORDERBOOK",
+        //         "data": {
+        //             "quote_currency": "KRW",
+        //             "target_currency": "BTC",
+        //             "timestamp": 1705288918649,
+        //             "id": "1705288918649001",
+        //             "asks": [
+        //                 {
+        //                     "price": "58412000",
+        //                     "qty": "0.59919807"
+        //                 }
+        //             ],
+        //             "bids": [
+        //                 {
+        //                     "price": "58292000",
+        //                     "qty": "0.1045"
+        //                 }
+        //             ]
+        //         }
+        //     }
+        //
+        const data = this.safeValue(message, 'data', {});
+        const baseId = this.safeStringUpper(data, 'target_currency');
+        const quoteId = this.safeStringUpper(data, 'quote_currency');
+        const base = this.safeCurrencyCode(baseId);
+        const quote = this.safeCurrencyCode(quoteId);
+        const symbol = this.symbol(base + '/' + quote);
+        const timestamp = this.safeInteger(data, 'timestamp');
+        let orderbook = this.safeValue(this.orderbooks, symbol);
+        if (orderbook === undefined) {
+            orderbook = this.orderBook();
+        }
+        else {
+            orderbook.reset();
+        }
+        orderbook['symbol'] = symbol;
+        const asks = this.safeValue(data, 'asks', []);
+        const bids = this.safeValue(data, 'bids', []);
+        this.handleDeltas(orderbook['asks'], asks);
+        this.handleDeltas(orderbook['bids'], bids);
+        orderbook['timestamp'] = timestamp;
+        orderbook['datetime'] = this.iso8601(timestamp);
+        const messageHash = 'orderbook:' + symbol;
+        this.orderbooks[symbol] = orderbook;
+        client.resolve(orderbook, messageHash);
+    }
+    handleDelta(bookside, delta) {
+        const bidAsk = this.parseBidAsk(delta, 'price', 'qty');
+        bookside.storeArray(bidAsk);
+    }
+    async watchTicker(symbol, params = {}) {
+        /**
+         * @method
+         * @name coinone#watchTicker
+         * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
+         * @see https://docs.coinone.co.kr/reference/public-websocket-ticker
+         * @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);
+        const messageHash = 'ticker:' + market['symbol'];
+        const url = this.urls['api']['ws'];
+        const request = {
+            'request_type': 'SUBSCRIBE',
+            'channel': 'TICKER',
+            'topic': {
+                'quote_currency': market['quote'],
+                'target_currency': market['base'],
+            },
+        };
+        const message = this.extend(request, params);
+        return await this.watch(url, messageHash, message, messageHash);
+    }
+    handleTicker(client, message) {
+        //
+        //     {
+        //         "response_type": "DATA",
+        //         "channel": "TICKER",
+        //         "data": {
+        //             "quote_currency": "KRW",
+        //             "target_currency": "BTC",
+        //             "timestamp": 1705301117198,
+        //             "quote_volume": "19521465345.504",
+        //             "target_volume": "334.81445168",
+        //             "high": "58710000",
+        //             "low": "57276000",
+        //             "first": "57293000",
+        //             "last": "58532000",
+        //             "volume_power": "100",
+        //             "ask_best_price": "58537000",
+        //             "ask_best_qty": "0.1961",
+        //             "bid_best_price": "58532000",
+        //             "bid_best_qty": "0.00009258",
+        //             "id": "1705301117198001",
+        //             "yesterday_high": "59140000",
+        //             "yesterday_low": "57273000",
+        //             "yesterday_first": "58897000",
+        //             "yesterday_last": "57301000",
+        //             "yesterday_quote_volume": "12967227517.4262",
+        //             "yesterday_target_volume": "220.09232233"
+        //         }
+        //     }
+        //
+        const data = this.safeValue(message, 'data', {});
+        const ticker = this.parseWsTicker(data);
+        const symbol = ticker['symbol'];
+        this.tickers[symbol] = ticker;
+        const messageHash = 'ticker:' + symbol;
+        client.resolve(this.tickers[symbol], messageHash);
+    }
+    parseWsTicker(ticker, market = undefined) {
+        //
+        //     {
+        //         "quote_currency": "KRW",
+        //         "target_currency": "BTC",
+        //         "timestamp": 1705301117198,
+        //         "quote_volume": "19521465345.504",
+        //         "target_volume": "334.81445168",
+        //         "high": "58710000",
+        //         "low": "57276000",
+        //         "first": "57293000",
+        //         "last": "58532000",
+        //         "volume_power": "100",
+        //         "ask_best_price": "58537000",
+        //         "ask_best_qty": "0.1961",
+        //         "bid_best_price": "58532000",
+        //         "bid_best_qty": "0.00009258",
+        //         "id": "1705301117198001",
+        //         "yesterday_high": "59140000",
+        //         "yesterday_low": "57273000",
+        //         "yesterday_first": "58897000",
+        //         "yesterday_last": "57301000",
+        //         "yesterday_quote_volume": "12967227517.4262",
+        //         "yesterday_target_volume": "220.09232233"
+        //     }
+        //
+        const timestamp = this.safeInteger(ticker, 'timestamp');
+        const last = this.safeString(ticker, 'last');
+        const baseId = this.safeString(ticker, 'target_currency');
+        const quoteId = this.safeString(ticker, 'quote_currency');
+        const base = this.safeCurrencyCode(baseId);
+        const quote = this.safeCurrencyCode(quoteId);
+        const symbol = this.symbol(base + '/' + quote);
+        return this.safeTicker({
+            'symbol': symbol,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'high': this.safeString(ticker, 'high'),
+            'low': this.safeString(ticker, 'low'),
+            'bid': this.safeNumber(ticker, 'bid_best_price'),
+            'bidVolume': this.safeNumber(ticker, 'bid_best_qty'),
+            'ask': this.safeNumber(ticker, 'ask_best_price'),
+            'askVolume': this.safeNumber(ticker, 'ask_best_qty'),
+            'vwap': undefined,
+            'open': this.safeString(ticker, 'first'),
+            'close': last,
+            'last': last,
+            'previousClose': undefined,
+            'change': undefined,
+            'percentage': undefined,
+            'average': undefined,
+            'baseVolume': this.safeString(ticker, 'target_volume'),
+            'quoteVolume': this.safeString(ticker, 'quote_volume'),
+            'info': ticker,
+        }, market);
+    }
+    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name coinone#watchTrades
+         * @description watches information on multiple trades made in a market
+         * @see https://docs.coinone.co.kr/reference/public-websocket-trade
+         * @param {string} symbol unified market symbol of the market trades were made in
+         * @param {int} [since] the earliest time in ms to fetch trades for
+         * @param {int} [limit] the maximum number of trade structures to retrieve
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const messageHash = 'trade:' + market['symbol'];
+        const url = this.urls['api']['ws'];
+        const request = {
+            'request_type': 'SUBSCRIBE',
+            'channel': 'TRADE',
+            'topic': {
+                'quote_currency': market['quote'],
+                'target_currency': market['base'],
+            },
+        };
+        const message = this.extend(request, params);
+        const trades = await this.watch(url, messageHash, message, messageHash);
+        if (this.newUpdates) {
+            limit = trades.getLimit(market['symbol'], limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    handleTrades(client, message) {
+        //
+        //     {
+        //         "response_type": "DATA",
+        //         "channel": "TRADE",
+        //         "data": {
+        //             "quote_currency": "KRW",
+        //             "target_currency": "BTC",
+        //             "id": "1705303667916001",
+        //             "timestamp": 1705303667916,
+        //             "price": "58490000",
+        //             "qty": "0.0008",
+        //             "is_seller_maker": false
+        //         }
+        //     }
+        //
+        const data = this.safeValue(message, 'data', {});
+        const trade = this.parseWsTrade(data);
+        const symbol = trade['symbol'];
+        let stored = this.safeValue(this.trades, symbol);
+        if (stored === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            stored = new ArrayCache(limit);
+            this.trades[symbol] = stored;
+        }
+        stored.append(trade);
+        const messageHash = 'trade:' + symbol;
+        client.resolve(stored, messageHash);
+    }
+    parseWsTrade(trade, market = undefined) {
+        //
+        //     {
+        //         "quote_currency": "KRW",
+        //         "target_currency": "BTC",
+        //         "id": "1705303667916001",
+        //         "timestamp": 1705303667916,
+        //         "price": "58490000",
+        //         "qty": "0.0008",
+        //         "is_seller_maker": false
+        //     }
+        //
+        const baseId = this.safeStringUpper(trade, 'target_currency');
+        const quoteId = this.safeStringUpper(trade, 'quote_currency');
+        const base = this.safeCurrencyCode(baseId);
+        const quote = this.safeCurrencyCode(quoteId);
+        const symbol = base + '/' + quote;
+        const timestamp = this.safeInteger(trade, 'timestamp');
+        market = this.safeMarket(symbol, market);
+        const isSellerMaker = this.safeValue(trade, 'is_seller_maker');
+        let side = undefined;
+        if (isSellerMaker !== undefined) {
+            side = isSellerMaker ? 'sell' : 'buy';
+        }
+        const priceString = this.safeString(trade, 'price');
+        const amountString = this.safeString(trade, 'qty');
+        return this.safeTrade({
+            'id': this.safeString(trade, 'id'),
+            'info': trade,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'order': undefined,
+            'symbol': market['symbol'],
+            'type': undefined,
+            'side': side,
+            'takerOrMaker': undefined,
+            'price': priceString,
+            'amount': amountString,
+            'cost': undefined,
+            'fee': undefined,
+        }, market);
+    }
+    handleErrorMessage(client, message) {
+        //
+        //     {
+        //         "response_type": "ERROR",
+        //         "error_code": 160012,
+        //         "message": "Invalid Topic"
+        //     }
+        //
+        const type = this.safeString(message, 'response_type', '');
+        if (type === 'ERROR') {
+            return true;
+        }
+        return false;
+    }
+    handleMessage(client, message) {
+        if (this.handleErrorMessage(client, message)) {
+            return;
+        }
+        const type = this.safeString(message, 'response_type');
+        if (type === 'PONG') {
+            this.handlePong(client, message);
+            return;
+        }
+        if (type === 'DATA') {
+            const topic = this.safeString(message, 'channel', '');
+            const methods = {
+                'ORDERBOOK': this.handleOrderBook,
+                'TICKER': this.handleTicker,
+                'TRADE': this.handleTrades,
+            };
+            const exacMethod = this.safeValue(methods, topic);
+            if (exacMethod !== undefined) {
+                exacMethod.call(this, client, message);
+                return;
+            }
+            const keys = Object.keys(methods);
+            for (let i = 0; i < keys.length; i++) {
+                const key = keys[i];
+                if (topic.indexOf(keys[i]) >= 0) {
+                    const method = methods[key];
+                    method.call(this, client, message);
+                    return;
+                }
+            }
+        }
+    }
+    ping(client) {
+        return {
+            'request_type': 'PING',
+        };
+    }
+    handlePong(client, message) {
+        //
+        //     {
+        //         "response_type":"PONG"
+        //     }
+        //
+        client.lastPong = this.milliseconds();
+        return message;
+    }
+}

package/js/src/pro/krakenfutures.js

@@ -181,7 +181,13 @@ export default class krakenfutures extends krakenfuturesRest {
         const name = this.safeString2(params, 'method', 'watchTickerMethod', method);
         params = this.omit(params, ['watchTickerMethod', 'method']);
         symbols = this.marketSymbols(symbols, undefined, false);
-        return await this.subscribePublic(name, symbols, params);
+        const ticker = await this.subscribePublic(name, symbols, params);
+        if (this.newUpdates) {
+            const tickers = {};
+            tickers[ticker['symbol']] = ticker;
+            return tickers;
+        }
+        return this.filterByArray(this.tickers, 'symbol', symbols);
     }
     async watchTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
         /**

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ccxt",
-  "version": "4.2.15",
+  "version": "4.2.16",
   "description": "A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 100+ exchanges",
   "unpkg": "dist/ccxt.browser.js",
   "type": "module",

package/skip-tests.json

@@ -674,6 +674,7 @@
         }
     },
     "coinone": {
+        "skipWs": true,
         "skipMethods": {
             "loadMarkets": {
                 "active":"is undefined"