ccxt 4.2.17 → 4.2.19

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

@@ -1,561 +0,0 @@
-'use strict';
-
-var coinbase$1 = require('../coinbase.js');
-var errors = require('../base/errors.js');
-var Cache = require('../base/ws/Cache.js');
-var sha256 = require('../static_dependencies/noble-hashes/sha256.js');
-
-//  ---------------------------------------------------------------------------
-//  ---------------------------------------------------------------------------
-class coinbase extends coinbase$1 {
-    describe() {
-        return this.deepExtend(super.describe(), {
-            'has': {
-                'ws': true,
-                'cancelAllOrdersWs': false,
-                'cancelOrdersWs': false,
-                'cancelOrderWs': false,
-                'createOrderWs': false,
-                'editOrderWs': false,
-                'fetchBalanceWs': false,
-                'fetchOpenOrdersWs': false,
-                'fetchOrderWs': false,
-                'fetchTradesWs': false,
-                'watchBalance': false,
-                'watchMyTrades': false,
-                'watchOHLCV': false,
-                'watchOrderBook': true,
-                'watchOrders': true,
-                'watchTicker': true,
-                'watchTickers': true,
-                'watchTrades': true,
-            },
-            'urls': {
-                'api': {
-                    'ws': 'wss://advanced-trade-ws.coinbase.com',
-                },
-            },
-            'options': {
-                'tradesLimit': 1000,
-                'ordersLimit': 1000,
-                'myTradesLimit': 1000,
-                'sides': {
-                    'bid': 'bids',
-                    'offer': 'asks',
-                },
-            },
-        });
-    }
-    async subscribe(name, symbol = undefined, params = {}) {
-        /**
-         * @ignore
-         * @method
-         * @description subscribes to a websocket channel
-         * @see https://docs.cloud.coinbase.com/advanced-trade-api/docs/ws-overview#subscribe
-         * @param {string} name the name of the channel
-         * @param {string|string[]} [symbol] unified market symbol
-         * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} subscription to a websocket channel
-         */
-        await this.loadMarkets();
-        this.checkRequiredCredentials();
-        let market = undefined;
-        let messageHash = name;
-        let productIds = [];
-        if (Array.isArray(symbol)) {
-            const symbols = this.marketSymbols(symbol);
-            const marketIds = this.marketIds(symbols);
-            productIds = marketIds;
-            messageHash = messageHash + '::' + symbol.join(',');
-        }
-        else if (symbol !== undefined) {
-            market = this.market(symbol);
-            messageHash = name + '::' + market['id'];
-            productIds = [market['id']];
-        }
-        const url = this.urls['api']['ws'];
-        const timestamp = this.numberToString(this.seconds());
-        const auth = timestamp + name + productIds.join(',');
-        const subscribe = {
-            'type': 'subscribe',
-            'product_ids': productIds,
-            'channel': name,
-            'api_key': this.apiKey,
-            'timestamp': timestamp,
-            'signature': this.hmac(this.encode(auth), this.encode(this.secret), sha256.sha256),
-        };
-        return await this.watch(url, messageHash, subscribe, messageHash);
-    }
-    async watchTicker(symbol, params = {}) {
-        /**
-         * @method
-         * @name coinbasepro#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.cloud.coinbase.com/advanced-trade-api/docs/ws-channels#ticker-channel
-         * @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}
-         */
-        const name = 'ticker';
-        return await this.subscribe(name, symbol, params);
-    }
-    async watchTickers(symbols = undefined, params = {}) {
-        /**
-         * @method
-         * @name coinbasepro#watchTickers
-         * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
-         * @see https://docs.cloud.coinbase.com/advanced-trade-api/docs/ws-channels#ticker-batch-channel
-         * @param {string[]} [symbols] 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}
-         */
-        if (symbols === undefined) {
-            throw new errors.ArgumentsRequired(this.id + ' watchTickers requires a symbols argument');
-        }
-        const name = 'ticker_batch';
-        const tickers = await this.subscribe(name, symbols, params);
-        if (this.newUpdates) {
-            return tickers;
-        }
-        return this.tickers;
-    }
-    handleTickers(client, message) {
-        //
-        //    {
-        //        "channel": "ticker",
-        //        "client_id": "",
-        //        "timestamp": "2023-02-09T20:30:37.167359596Z",
-        //        "sequence_num": 0,
-        //        "events": [
-        //            {
-        //                "type": "snapshot",
-        //                "tickers": [
-        //                    {
-        //                        "type": "ticker",
-        //                        "product_id": "BTC-USD",
-        //                        "price": "21932.98",
-        //                        "volume_24_h": "16038.28770938",
-        //                        "low_24_h": "21835.29",
-        //                        "high_24_h": "23011.18",
-        //                        "low_52_w": "15460",
-        //                        "high_52_w": "48240",
-        //                        "price_percent_chg_24_h": "-4.15775596190603"
-        //                    }
-        //                ]
-        //            }
-        //        ]
-        //    }
-        //
-        //    {
-        //        "channel": "ticker_batch",
-        //        "client_id": "",
-        //        "timestamp": "2023-03-01T12:15:18.382173051Z",
-        //        "sequence_num": 0,
-        //        "events": [
-        //            {
-        //                "type": "snapshot",
-        //                "tickers": [
-        //                    {
-        //                        "type": "ticker",
-        //                        "product_id": "DOGE-USD",
-        //                        "price": "0.08212",
-        //                        "volume_24_h": "242556423.3",
-        //                        "low_24_h": "0.07989",
-        //                        "high_24_h": "0.08308",
-        //                        "low_52_w": "0.04908",
-        //                        "high_52_w": "0.1801",
-        //                        "price_percent_chg_24_h": "0.50177456859626"
-        //                    }
-        //                ]
-        //            }
-        //        ]
-        //    }
-        //
-        const channel = this.safeString(message, 'channel');
-        const events = this.safeValue(message, 'events', []);
-        const newTickers = [];
-        for (let i = 0; i < events.length; i++) {
-            const tickersObj = events[i];
-            const tickers = this.safeValue(tickersObj, 'tickers', []);
-            for (let j = 0; j < tickers.length; j++) {
-                const ticker = tickers[j];
-                const result = this.parseWsTicker(ticker);
-                const symbol = result['symbol'];
-                this.tickers[symbol] = result;
-                const wsMarketId = this.safeString(ticker, 'product_id');
-                const messageHash = channel + '::' + wsMarketId;
-                newTickers.push(result);
-                client.resolve(result, messageHash);
-            }
-        }
-        const messageHashes = this.findMessageHashes(client, 'ticker_batch::');
-        for (let i = 0; i < messageHashes.length; i++) {
-            const messageHash = messageHashes[i];
-            const parts = messageHash.split('::');
-            const symbolsString = parts[1];
-            const symbols = symbolsString.split(',');
-            const tickers = this.filterByArray(newTickers, 'symbol', symbols);
-            if (!this.isEmpty(tickers)) {
-                client.resolve(tickers, messageHash);
-            }
-        }
-        return message;
-    }
-    parseWsTicker(ticker, market = undefined) {
-        //
-        //     {
-        //         "type": "ticker",
-        //         "product_id": "DOGE-USD",
-        //         "price": "0.08212",
-        //         "volume_24_h": "242556423.3",
-        //         "low_24_h": "0.07989",
-        //         "high_24_h": "0.08308",
-        //         "low_52_w": "0.04908",
-        //         "high_52_w": "0.1801",
-        //         "price_percent_chg_24_h": "0.50177456859626"
-        //     }
-        //
-        const marketId = this.safeString(ticker, 'product_id');
-        const timestamp = undefined;
-        const last = this.safeNumber(ticker, 'price');
-        return this.safeTicker({
-            'info': ticker,
-            'symbol': this.safeSymbol(marketId, market, '-'),
-            'timestamp': timestamp,
-            'datetime': this.iso8601(timestamp),
-            'high': this.safeString(ticker, 'high_24_h'),
-            'low': this.safeString(ticker, 'low_24_h'),
-            'bid': undefined,
-            'bidVolume': undefined,
-            'ask': undefined,
-            'askVolume': undefined,
-            'vwap': undefined,
-            'open': undefined,
-            'close': last,
-            'last': last,
-            'previousClose': undefined,
-            'change': undefined,
-            'percentage': this.safeString(ticker, 'price_percent_chg_24_h'),
-            'average': undefined,
-            'baseVolume': this.safeString(ticker, 'volume_24_h'),
-            'quoteVolume': undefined,
-        });
-    }
-    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name coinbasepro#watchTrades
-         * @description get the list of most recent trades for a particular symbol
-         * @see https://docs.cloud.coinbase.com/advanced-trade-api/docs/ws-channels#market-trades-channel
-         * @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();
-        symbol = this.symbol(symbol);
-        const name = 'market_trades';
-        const trades = await this.subscribe(name, symbol, params);
-        if (this.newUpdates) {
-            limit = trades.getLimit(symbol, limit);
-        }
-        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
-    }
-    async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name coinbasepro#watchOrders
-         * @description watches information on multiple orders made by the user
-         * @see https://docs.cloud.coinbase.com/advanced-trade-api/docs/ws-channels#user-channel
-         * @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}
-         */
-        await this.loadMarkets();
-        const name = 'user';
-        const orders = await this.subscribe(name, symbol, params);
-        if (this.newUpdates) {
-            limit = orders.getLimit(symbol, limit);
-        }
-        return this.filterBySinceLimit(orders, since, limit, 'timestamp', true);
-    }
-    async watchOrderBook(symbol, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name coinbasepro#watchOrderBook
-         * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
-         * @see https://docs.cloud.coinbase.com/advanced-trade-api/docs/ws-channels#level2-channel
-         * @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 name = 'level2';
-        const market = this.market(symbol);
-        symbol = market['symbol'];
-        const orderbook = await this.subscribe(name, symbol, params);
-        return orderbook.limit();
-    }
-    handleTrade(client, message) {
-        //
-        //    {
-        //        "channel": "market_trades",
-        //        "client_id": "",
-        //        "timestamp": "2023-02-09T20:19:35.39625135Z",
-        //        "sequence_num": 0,
-        //        "events": [
-        //            {
-        //                "type": "snapshot",
-        //                "trades": [
-        //                    {
-        //                        "trade_id": "000000000",
-        //                        "product_id": "ETH-USD",
-        //                        "price": "1260.01",
-        //                        "size": "0.3",
-        //                        "side": "BUY",
-        //                        "time": "2019-08-14T20:42:27.265Z",
-        //                    }
-        //                ]
-        //            }
-        //        ]
-        //    }
-        //
-        const events = this.safeValue(message, 'events');
-        const event = this.safeValue(events, 0);
-        const trades = this.safeValue(event, 'trades');
-        const trade = this.safeValue(trades, 0);
-        const marketId = this.safeString(trade, 'product_id');
-        const messageHash = 'market_trades::' + marketId;
-        const symbol = this.safeSymbol(marketId);
-        let tradesArray = this.safeValue(this.trades, symbol);
-        if (tradesArray === undefined) {
-            const tradesLimit = this.safeInteger(this.options, 'tradesLimit', 1000);
-            tradesArray = new Cache.ArrayCacheBySymbolById(tradesLimit);
-            this.trades[symbol] = tradesArray;
-        }
-        for (let i = 0; i < events.length; i++) {
-            const currentEvent = events[i];
-            const currentTrades = this.safeValue(currentEvent, 'trades');
-            for (let j = 0; j < currentTrades.length; j++) {
-                const item = currentTrades[i];
-                tradesArray.append(this.parseTrade(item));
-            }
-        }
-        client.resolve(tradesArray, messageHash);
-        return message;
-    }
-    handleOrder(client, message) {
-        //
-        //    {
-        //        "channel": "user",
-        //        "client_id": "",
-        //        "timestamp": "2023-02-09T20:33:57.609931463Z",
-        //        "sequence_num": 0,
-        //        "events": [
-        //            {
-        //                "type": "snapshot",
-        //                "orders": [
-        //                    {
-        //                        "order_id": "XXX",
-        //                        "client_order_id": "YYY",
-        //                        "cumulative_quantity": "0",
-        //                        "leaves_quantity": "0.000994",
-        //                        "avg_price": "0",
-        //                        "total_fees": "0",
-        //                        "status": "OPEN",
-        //                        "product_id": "BTC-USD",
-        //                        "creation_time": "2022-12-07T19:42:18.719312Z",
-        //                        "order_side": "BUY",
-        //                        "order_type": "Limit"
-        //                    },
-        //                ]
-        //            }
-        //        ]
-        //    }
-        //
-        const events = this.safeValue(message, 'events');
-        const marketIds = [];
-        if (this.orders === undefined) {
-            const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
-            this.orders = new Cache.ArrayCacheBySymbolById(limit);
-        }
-        for (let i = 0; i < events.length; i++) {
-            const event = events[i];
-            const responseOrders = this.safeValue(event, 'orders');
-            for (let j = 0; j < responseOrders.length; j++) {
-                const responseOrder = responseOrders[j];
-                const parsed = this.parseWsOrder(responseOrder);
-                const cachedOrders = this.orders;
-                const marketId = this.safeString(responseOrder, 'product_id');
-                if (!(marketId in marketIds)) {
-                    marketIds.push(marketId);
-                }
-                cachedOrders.append(parsed);
-            }
-        }
-        for (let i = 0; i < marketIds.length; i++) {
-            const marketId = marketIds[i];
-            const messageHash = 'user::' + marketId;
-            client.resolve(this.orders, messageHash);
-        }
-        client.resolve(this.orders, 'user');
-        return message;
-    }
-    parseWsOrder(order, market = undefined) {
-        //
-        //    {
-        //        "order_id": "XXX",
-        //        "client_order_id": "YYY",
-        //        "cumulative_quantity": "0",
-        //        "leaves_quantity": "0.000994",
-        //        "avg_price": "0",
-        //        "total_fees": "0",
-        //        "status": "OPEN",
-        //        "product_id": "BTC-USD",
-        //        "creation_time": "2022-12-07T19:42:18.719312Z",
-        //        "order_side": "BUY",
-        //        "order_type": "Limit"
-        //    }
-        //
-        const id = this.safeString(order, 'order_id');
-        const clientOrderId = this.safeString(order, 'client_order_id');
-        const marketId = this.safeString(order, 'product_id');
-        const datetime = this.safeString(order, 'time');
-        market = this.safeMarket(marketId, market);
-        return this.safeOrder({
-            'info': order,
-            'symbol': this.safeString(market, 'symbol'),
-            'id': id,
-            'clientOrderId': clientOrderId,
-            'timestamp': this.parse8601(datetime),
-            'datetime': datetime,
-            'lastTradeTimestamp': undefined,
-            'type': this.safeString(order, 'order_type'),
-            'timeInForce': undefined,
-            'postOnly': undefined,
-            'side': this.safeString(order, 'side'),
-            'price': undefined,
-            'stopPrice': undefined,
-            'triggerPrice': undefined,
-            'amount': undefined,
-            'cost': undefined,
-            'average': this.safeString(order, 'avg_price'),
-            'filled': this.safeString(order, 'cumulative_quantity'),
-            'remaining': this.safeString(order, 'leaves_quantity'),
-            'status': this.safeStringLower(order, 'status'),
-            'fee': {
-                'amount': this.safeString(order, 'total_fees'),
-                'currency': this.safeString(market, 'quote'),
-            },
-            'trades': undefined,
-        });
-    }
-    handleOrderBookHelper(orderbook, updates) {
-        for (let i = 0; i < updates.length; i++) {
-            const trade = updates[i];
-            const sideId = this.safeString(trade, 'side');
-            const side = this.safeString(this.options['sides'], sideId);
-            const price = this.safeNumber(trade, 'price_level');
-            const amount = this.safeNumber(trade, 'new_quantity');
-            orderbook[side].store(price, amount);
-        }
-    }
-    handleOrderBook(client, message) {
-        //
-        //    {
-        //        "channel": "l2_data",
-        //        "client_id": "",
-        //        "timestamp": "2023-02-09T20:32:50.714964855Z",
-        //        "sequence_num": 0,
-        //        "events": [
-        //            {
-        //                "type": "snapshot",
-        //                "product_id": "BTC-USD",
-        //                "updates": [
-        //                    {
-        //                        "side": "bid",
-        //                        "event_time": "1970-01-01T00:00:00Z",
-        //                        "price_level": "21921.73",
-        //                        "new_quantity": "0.06317902"
-        //                    },
-        //                    {
-        //                        "side": "bid",
-        //                        "event_time": "1970-01-01T00:00:00Z",
-        //                        "price_level": "21921.3",
-        //                        "new_quantity": "0.02"
-        //                    },
-        //                ]
-        //            }
-        //        ]
-        //    }
-        //
-        const events = this.safeValue(message, 'events');
-        const datetime = this.safeString(message, 'timestamp');
-        for (let i = 0; i < events.length; i++) {
-            const event = events[i];
-            const updates = this.safeValue(event, 'updates', []);
-            const marketId = this.safeString(event, 'product_id');
-            const messageHash = 'level2::' + marketId;
-            const subscription = this.safeValue(client.subscriptions, messageHash, {});
-            const limit = this.safeInteger(subscription, 'limit');
-            const symbol = this.safeSymbol(marketId);
-            const type = this.safeString(event, 'type');
-            if (type === 'snapshot') {
-                this.orderbooks[symbol] = this.orderBook({}, limit);
-                const orderbook = this.orderbooks[symbol];
-                this.handleOrderBookHelper(orderbook, updates);
-                orderbook['timestamp'] = undefined;
-                orderbook['datetime'] = undefined;
-                orderbook['symbol'] = symbol;
-                client.resolve(orderbook, messageHash);
-            }
-            else if (type === 'update') {
-                const orderbook = this.orderbooks[symbol];
-                this.handleOrderBookHelper(orderbook, updates);
-                orderbook['datetime'] = datetime;
-                orderbook['timestamp'] = this.parse8601(datetime);
-                orderbook['symbol'] = symbol;
-                client.resolve(orderbook, messageHash);
-            }
-        }
-        return message;
-    }
-    handleSubscriptionStatus(client, message) {
-        //
-        //     {
-        //         "type": "subscriptions",
-        //         "channels": [
-        //             {
-        //                 "name": "level2",
-        //                 "product_ids": [ "ETH-BTC" ]
-        //             }
-        //         ]
-        //     }
-        //
-        return message;
-    }
-    handleMessage(client, message) {
-        const channel = this.safeString(message, 'channel');
-        const methods = {
-            'subscriptions': this.handleSubscriptionStatus,
-            'ticker': this.handleTickers,
-            'ticker_batch': this.handleTickers,
-            'market_trades': this.handleTrade,
-            'user': this.handleOrder,
-            'l2_data': this.handleOrderBook,
-        };
-        const type = this.safeString(message, 'type');
-        if (type === 'error') {
-            const errorMessage = this.safeString(message, 'message');
-            throw new errors.ExchangeError(errorMessage);
-        }
-        const method = this.safeValue(methods, channel);
-        return method.call(this, client, message);
-    }
-}
-
-module.exports = coinbase;