ccxt 4.2.17 → 4.2.19

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

@@ -1,563 +0,0 @@
-'use strict';
-
-var currencycom$1 = require('../currencycom.js');
-var Precise = require('../base/Precise.js');
-var Cache = require('../base/ws/Cache.js');
-var sha256 = require('../static_dependencies/noble-hashes/sha256.js');
-
-//  ---------------------------------------------------------------------------
-//  ---------------------------------------------------------------------------
-class currencycom extends currencycom$1 {
-    describe() {
-        return this.deepExtend(super.describe(), {
-            'has': {
-                'ws': true,
-                'watchBalance': true,
-                'watchTicker': true,
-                'watchTickers': false,
-                'watchTrades': true,
-                'watchOrderBook': true,
-                // 'watchStatus': true,
-                // 'watchHeartbeat': true,
-                'watchOHLCV': true,
-            },
-            'urls': {
-                'api': {
-                    'ws': 'wss://api-adapter.backend.currency.com/connect',
-                },
-            },
-            'options': {
-                'tradesLimit': 1000,
-                'OHLCVLimit': 1000,
-                // WS timeframes differ from REST timeframes
-                'timeframes': {
-                    '1m': 'M1',
-                    '3m': 'M3',
-                    '5m': 'M5',
-                    '15m': 'M15',
-                    '30m': 'M30',
-                    '1h': 'H1',
-                    '4h': 'H4',
-                    '1d': 'D1',
-                    '1w': 'W1',
-                },
-            },
-            'streaming': {
-                // okex does not support built-in ws protocol-level ping-pong
-                // instead it requires a custom text-based ping-pong
-                'ping': this.ping,
-                'keepAlive': 20000,
-            },
-        });
-    }
-    ping(client) {
-        // custom ping-pong
-        const requestId = this.requestId().toString();
-        return {
-            'destination': 'ping',
-            'correlationId': requestId,
-            'payload': {},
-        };
-    }
-    handlePong(client, message) {
-        client.lastPong = this.milliseconds();
-        return message;
-    }
-    handleBalance(client, message, subscription) {
-        //
-        //     {
-        //         "status": "OK",
-        //         "correlationId": "1",
-        //         "payload": {
-        //             "makerCommission": 0.2,
-        //             "takerCommission": 0.2,
-        //             "buyerCommission": 0.2,
-        //             "sellerCommission": 0.2,
-        //             "canTrade": true,
-        //             "canWithdraw": true,
-        //             "canDeposit": true,
-        //             "updateTime": 1596742699,
-        //             "balances": [
-        //                 {
-        //                     "accountId": 5470306579272968,
-        //                     "collateralCurrency": true,
-        //                     "asset": "ETH",
-        //                     "free": 0,
-        //                     "locked": 0,
-        //                     "default": false
-        //                 },
-        //                 {
-        //                     "accountId": 5470310874305732,
-        //                     "collateralCurrency": true,
-        //                     "asset": "USD",
-        //                     "free": 47.82576735,
-        //                     "locked": 1.187925,
-        //                     "default": true
-        //                 },
-        //             ]
-        //         }
-        //     }
-        //
-        const payload = this.safeValue(message, 'payload');
-        const balance = this.parseBalance(payload);
-        this.balance = this.extend(this.balance, balance);
-        const messageHash = this.safeString(subscription, 'messageHash');
-        client.resolve(this.balance, messageHash);
-        if (messageHash in client.subscriptions) {
-            delete client.subscriptions[messageHash];
-        }
-    }
-    handleTicker(client, message, subscription) {
-        //
-        //     {
-        //         "status": "OK",
-        //         "correlationId": "1",
-        //         "payload": {
-        //             "tickers": [
-        //                 {
-        //                     "symbol": "BTC/USD_LEVERAGE",
-        //                     "priceChange": "484.05",
-        //                     "priceChangePercent": "4.14",
-        //                     "weightedAvgPrice": "11682.83",
-        //                     "prevClosePrice": "11197.70",
-        //                     "lastPrice": "11682.80",
-        //                     "lastQty": "0.25",
-        //                     "bidPrice": "11682.80",
-        //                     "askPrice": "11682.85",
-        //                     "openPrice": "11197.70",
-        //                     "highPrice": "11734.05",
-        //                     "lowPrice": "11080.95",
-        //                     "volume": "299.133",
-        //                     "quoteVolume": "3488040.3465",
-        //                     "openTime": 1596585600000,
-        //                     "closeTime": 1596654452674
-        //                 }
-        //             ]
-        //         }
-        //     }
-        //
-        const destination = '/api/v1/ticker/24hr';
-        const payload = this.safeValue(message, 'payload');
-        const tickers = this.safeValue(payload, 'tickers', []);
-        for (let i = 0; i < tickers.length; i++) {
-            const ticker = this.parseTicker(tickers[i]);
-            const symbol = ticker['symbol'];
-            this.tickers[symbol] = ticker;
-            const messageHash = destination + ':' + symbol;
-            client.resolve(ticker, messageHash);
-            if (messageHash in client.subscriptions) {
-                delete client.subscriptions[messageHash];
-            }
-        }
-    }
-    handleTrade(trade, market = undefined) {
-        //
-        //     {
-        //         "price": 11668.55,
-        //         "size": 0.001,
-        //         "id": 1600300736,
-        //         "ts": 1596653426822,
-        //         "symbol": "BTC/USD_LEVERAGE",
-        //         "orderId": "00a02503-0079-54c4-0000-00004020163c",
-        //         "clientOrderId": "00a02503-0079-54c4-0000-482f0000754f",
-        //         "buyer": false
-        //     }
-        //
-        const marketId = this.safeString(trade, 'symbol');
-        const symbol = this.safeSymbol(marketId, undefined, '/');
-        const timestamp = this.safeInteger(trade, 'ts');
-        const priceString = this.safeString(trade, 'price');
-        const amountString = this.safeString(trade, 'size');
-        const cost = this.parseNumber(Precise["default"].stringMul(priceString, amountString));
-        const price = this.parseNumber(priceString);
-        const amount = this.parseNumber(amountString);
-        const id = this.safeString(trade, 'id');
-        const orderId = this.safeString(trade, 'orderId');
-        const buyer = this.safeValue(trade, 'buyer');
-        const side = buyer ? 'buy' : 'sell';
-        return {
-            'info': trade,
-            'timestamp': timestamp,
-            'datetime': this.iso8601(timestamp),
-            'symbol': symbol,
-            'id': id,
-            'order': orderId,
-            'type': undefined,
-            'takerOrMaker': undefined,
-            'side': side,
-            'price': price,
-            'amount': amount,
-            'cost': cost,
-            'fee': undefined,
-        };
-    }
-    handleTrades(client, message, subscription) {
-        //
-        //     {
-        //         "status": "OK",
-        //         "destination": "internal.trade",
-        //         "payload": {
-        //             "price": 11668.55,
-        //             "size": 0.001,
-        //             "id": 1600300736,
-        //             "ts": 1596653426822,
-        //             "symbol": "BTC/USD_LEVERAGE",
-        //             "orderId": "00a02503-0079-54c4-0000-00004020163c",
-        //             "clientOrderId": "00a02503-0079-54c4-0000-482f0000754f",
-        //             "buyer": false
-        //         }
-        //     }
-        //
-        const payload = this.safeValue(message, 'payload');
-        const parsed = this.handleTrade(payload);
-        const symbol = parsed['symbol'];
-        // const destination = this.safeString (message, 'destination');
-        const destination = 'trades.subscribe';
-        const messageHash = destination + ':' + 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;
-        }
-        stored.append(parsed);
-        client.resolve(stored, messageHash);
-    }
-    findTimeframe(timeframe, defaultTimeframes = undefined) {
-        const timeframes = this.safeValue(this.options, 'timeframes', defaultTimeframes);
-        const keys = Object.keys(timeframes);
-        for (let i = 0; i < keys.length; i++) {
-            const key = keys[i];
-            if (timeframes[key] === timeframe) {
-                return key;
-            }
-        }
-        return undefined;
-    }
-    handleOHLCV(client, message) {
-        //
-        //     {
-        //         "status": "OK",
-        //         "destination": "ohlc.event",
-        //         "payload": {
-        //             "interval": "M1",
-        //             "symbol": "BTC/USD_LEVERAGE",
-        //             "t": 1596650940000,
-        //             "h": 11670.05,
-        //             "l": 11658.1,
-        //             "o": 11668.55,
-        //             "c": 11666.05
-        //         }
-        //     }
-        //
-        // const destination = this.safeString (message, 'destination');
-        const destination = 'OHLCMarketData.subscribe';
-        const payload = this.safeValue(message, 'payload', {});
-        const interval = this.safeString(payload, 'interval');
-        const timeframe = this.findTimeframe(interval);
-        const marketId = this.safeString(payload, 'symbol');
-        const market = this.safeMarket(marketId);
-        const symbol = market['symbol'];
-        const messageHash = destination + ':' + timeframe + ':' + symbol;
-        const result = [
-            this.safeInteger(payload, 't'),
-            this.safeNumber(payload, 'o'),
-            this.safeNumber(payload, 'h'),
-            this.safeNumber(payload, 'l'),
-            this.safeNumber(payload, 'c'),
-            undefined, // no volume v in OHLCV
-        ];
-        this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});
-        let stored = this.safeValue(this.ohlcvs[symbol], timeframe);
-        if (stored === undefined) {
-            const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
-            stored = new Cache.ArrayCacheByTimestamp(limit);
-            this.ohlcvs[symbol][timeframe] = stored;
-        }
-        stored.append(result);
-        client.resolve(stored, messageHash);
-    }
-    requestId() {
-        const reqid = this.sum(this.safeInteger(this.options, 'correlationId', 0), 1);
-        this.options['correlationId'] = reqid;
-        return reqid;
-    }
-    async watchPublic(destination, symbol, params = {}) {
-        await this.loadMarkets();
-        const market = this.market(symbol);
-        symbol = market['symbol'];
-        const messageHash = destination + ':' + symbol;
-        const url = this.urls['api']['ws'];
-        const requestId = this.requestId().toString();
-        const request = this.deepExtend({
-            'destination': destination,
-            'correlationId': requestId,
-            'payload': {
-                'symbols': [market['id']],
-            },
-        }, params);
-        const subscription = this.extend(request, {
-            'messageHash': messageHash,
-            'symbol': symbol,
-        });
-        return await this.watch(url, messageHash, request, messageHash, subscription);
-    }
-    async watchPrivate(destination, params = {}) {
-        await this.loadMarkets();
-        const messageHash = '/api/v1/account';
-        const url = this.urls['api']['ws'];
-        const requestId = this.requestId().toString();
-        const payload = {
-            'timestamp': this.milliseconds(),
-            'apiKey': this.apiKey,
-        };
-        const auth = this.urlencode(this.keysort(payload));
-        const request = this.deepExtend({
-            'destination': destination,
-            'correlationId': requestId,
-            'payload': payload,
-        }, params);
-        request['payload']['signature'] = this.hmac(this.encode(auth), this.encode(this.secret), sha256.sha256);
-        const subscription = this.extend(request, {
-            'messageHash': messageHash,
-        });
-        return await this.watch(url, messageHash, request, messageHash, subscription);
-    }
-    async watchBalance(params = {}) {
-        /**
-         * @method
-         * @name currencycom#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.loadMarkets();
-        return await this.watchPrivate('/api/v1/account', params);
-    }
-    async watchTicker(symbol, params = {}) {
-        /**
-         * @method
-         * @name currencycom#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 destination = '/api/v1/ticker/24hr';
-        const messageHash = destination + ':' + symbol;
-        const url = this.urls['api']['ws'];
-        const requestId = this.requestId().toString();
-        const request = this.deepExtend({
-            'destination': destination,
-            'correlationId': requestId,
-            'payload': {
-                'symbol': market['id'],
-            },
-        }, params);
-        const subscription = this.extend(request, {
-            'messageHash': messageHash,
-            'symbol': symbol,
-        });
-        return await this.watch(url, messageHash, request, messageHash, subscription);
-    }
-    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name currencycom#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();
-        symbol = this.symbol(symbol);
-        const trades = await this.watchPublic('trades.subscribe', symbol, params);
-        if (this.newUpdates) {
-            limit = trades.getLimit(symbol, limit);
-        }
-        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
-    }
-    async watchOrderBook(symbol, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name currencycom#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();
-        symbol = this.symbol(symbol);
-        const orderbook = await this.watchPublic('depthMarketData.subscribe', symbol, params);
-        return orderbook.limit();
-    }
-    async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name currencycom#watchOHLCV
-         * @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
-         * @param {string} symbol unified symbol of the market to fetch OHLCV data for
-         * @param {string} timeframe the length of time each candle represents
-         * @param {int} [since] timestamp in ms of the earliest candle to fetch
-         * @param {int} [limit] the maximum amount of candles to fetch
-         * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
-         */
-        await this.loadMarkets();
-        symbol = this.symbol(symbol);
-        const destination = 'OHLCMarketData.subscribe';
-        const messageHash = destination + ':' + timeframe;
-        const timeframes = this.safeValue(this.options, 'timeframes');
-        const request = {
-            'destination': destination,
-            'payload': {
-                'intervals': [
-                    timeframes[timeframe],
-                ],
-            },
-        };
-        const ohlcv = await this.watchPublic(messageHash, symbol, this.extend(request, params));
-        if (this.newUpdates) {
-            limit = ohlcv.getLimit(symbol, limit);
-        }
-        return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
-    }
-    handleDeltas(bookside, deltas) {
-        const prices = Object.keys(deltas);
-        for (let i = 0; i < prices.length; i++) {
-            const price = prices[i];
-            const amount = deltas[price];
-            bookside.store(parseFloat(price), parseFloat(amount));
-        }
-    }
-    handleOrderBook(client, message) {
-        //
-        //     {
-        //         "status": "OK",
-        //         "destination": "marketdepth.event",
-        //         "payload": {
-        //             "data": "{"ts":1596235401337,"bid":{"11366.85":0.2500,"11366.1":5.0000,"11365.6":0.5000,"11363.0":2.0000},"ofr":{"11366.9":0.2500,"11367.65":5.0000,"11368.15":0.5000}}",
-        //             "symbol": "BTC/USD_LEVERAGE"
-        //         }
-        //     }
-        //
-        const payload = this.safeValue(message, 'payload', {});
-        const data = this.safeValue(payload, 'data', {});
-        const marketId = this.safeString(payload, 'symbol');
-        const symbol = this.safeSymbol(marketId, undefined, '/');
-        // const destination = this.safeString (message, 'destination');
-        const destination = 'depthMarketData.subscribe';
-        const messageHash = destination + ':' + symbol;
-        const timestamp = this.safeInteger(data, 'ts');
-        let orderbook = this.safeValue(this.orderbooks, symbol);
-        if (orderbook === undefined) {
-            orderbook = this.orderBook();
-        }
-        orderbook.reset({
-            'timestamp': timestamp,
-            'datetime': this.iso8601(timestamp),
-        });
-        const bids = this.safeValue(data, 'bid', {});
-        const asks = this.safeValue(data, 'ofr', {});
-        this.handleDeltas(orderbook['bids'], bids);
-        this.handleDeltas(orderbook['asks'], asks);
-        this.orderbooks[symbol] = orderbook;
-        client.resolve(orderbook, messageHash);
-    }
-    handleMessage(client, message) {
-        //
-        //     {
-        //         "status": "OK",
-        //         "correlationId": "1",
-        //         "payload": {
-        //             "tickers": [
-        //                 {
-        //                     "symbol": "1COV",
-        //                     "priceChange": "-0.29",
-        //                     "priceChangePercent": "-0.80",
-        //                     "prevClosePrice": "36.33",
-        //                     "lastPrice": "36.04",
-        //                     "openPrice": "36.33",
-        //                     "highPrice": "36.46",
-        //                     "lowPrice": "35.88",
-        //                     "openTime": 1595548800000,
-        //                     "closeTime": 1595795305401
-        //                 }
-        //             ]
-        //         }
-        //     }
-        //
-        //     {
-        //         "status": "OK",
-        //         "destination": "marketdepth.event",
-        //         "payload": {
-        //             "data": "{"ts":1596235401337,"bid":{"11366.85":0.2500,"11366.1":5.0000,"11365.6":0.5000,"11363.0":2.0000},"ofr":{"11366.9":0.2500,"11367.65":5.0000,"11368.15":0.5000}}",
-        //             "symbol": "BTC/USD_LEVERAGE"
-        //         }
-        //     }
-        //
-        //     {
-        //         "status": "OK",
-        //         "destination": "internal.trade",
-        //         "payload": {
-        //             "price": 11634.75,
-        //             "size": 0.001,
-        //             "id": 1605492357,
-        //             "ts": 1596263802399,
-        //             "instrumentId": 45076691096786110,
-        //             "orderId": "00a02503-0079-54c4-0000-0000401fff51",
-        //             "clientOrderId": "00a02503-0079-54c4-0000-482b00002f17",
-        //             "buyer": false
-        //         }
-        //     }
-        //
-        const requestId = this.safeString(message, 'correlationId');
-        if (requestId !== undefined) {
-            const subscriptionsById = this.indexBy(client.subscriptions, 'correlationId');
-            const status = this.safeString(message, 'status');
-            const subscription = this.safeValue(subscriptionsById, requestId);
-            if (subscription !== undefined) {
-                if (status === 'OK') {
-                    const subscriptionDestination = this.safeString(subscription, 'destination');
-                    if (subscriptionDestination !== undefined) {
-                        const methods = {
-                            '/api/v1/ticker/24hr': this.handleTicker,
-                            '/api/v1/account': this.handleBalance,
-                        };
-                        const method = this.safeValue(methods, subscriptionDestination);
-                        if (method === undefined) {
-                            return message;
-                        }
-                        else {
-                            return method.call(this, client, message, subscription);
-                        }
-                    }
-                }
-            }
-        }
-        const destination = this.safeString(message, 'destination');
-        if (destination !== undefined) {
-            const methods = {
-                'marketdepth.event': this.handleOrderBook,
-                'internal.trade': this.handleTrades,
-                'ohlc.event': this.handleOHLCV,
-                'ping': this.handlePong,
-            };
-            const method = this.safeValue(methods, destination);
-            if (method === undefined) {
-                return message;
-            }
-            else {
-                return method.call(this, client, message);
-            }
-        }
-    }
-}
-
-module.exports = currencycom;