ccxt 4.2.17 → 4.2.19

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

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