ccxt 4.2.17 → 4.2.19

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

@@ -1,658 +0,0 @@
-'use strict';
-
-var exmo$1 = require('../exmo.js');
-var errors = require('../base/errors.js');
-var Cache = require('../base/ws/Cache.js');
-var sha512 = require('../static_dependencies/noble-hashes/sha512.js');
-
-//  ---------------------------------------------------------------------------
-//  ---------------------------------------------------------------------------
-class exmo extends exmo$1 {
-    describe() {
-        return this.deepExtend(super.describe(), {
-            'has': {
-                'ws': true,
-                'watchBalance': true,
-                'watchTicker': true,
-                'watchTickers': false,
-                'watchTrades': true,
-                'watchMyTrades': true,
-                'watchOrders': false,
-                'watchOrderBook': true,
-                'watchOHLCV': false,
-            },
-            'urls': {
-                'api': {
-                    'ws': {
-                        'public': 'wss://ws-api.exmo.com:443/v1/public',
-                        'spot': 'wss://ws-api.exmo.com:443/v1/private',
-                        'margin': 'wss://ws-api.exmo.com:443/v1/margin/private',
-                    },
-                },
-            },
-            'options': {},
-            'streaming': {},
-            'exceptions': {},
-        });
-    }
-    requestId() {
-        const requestId = this.sum(this.safeInteger(this.options, 'requestId', 0), 1);
-        this.options['requestId'] = requestId;
-        return requestId;
-    }
-    async watchBalance(params = {}) {
-        /**
-         * @method
-         * @name exmo#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.authenticate(params);
-        const [type, query] = this.handleMarketTypeAndParams('watchBalance', undefined, params);
-        const messageHash = 'balance:' + type;
-        const url = this.urls['api']['ws'][type];
-        const subscribe = {
-            'method': 'subscribe',
-            'topics': [type + '/wallet'],
-            'id': this.requestId(),
-        };
-        const request = this.deepExtend(subscribe, query);
-        return await this.watch(url, messageHash, request, messageHash, request);
-    }
-    handleBalance(client, message) {
-        //
-        //  spot
-        //     {
-        //         "ts": 1654208766007,
-        //         "event": "snapshot",
-        //         "topic": "spot/wallet",
-        //         "data": {
-        //             "balances": {
-        //                 "ADA": "0",
-        //                 "ALGO": "0",
-        //                 ...
-        //             },
-        //             "reserved": {
-        //                 "ADA": "0",
-        //                 "ALGO": "0",
-        //                 ...
-        //             }
-        //         }
-        //     }
-        //
-        //  margin
-        //     {
-        //         "ts": 1624370076651,
-        //         "event": "snapshot",
-        //         "topic": "margin/wallets",
-        //         "data": {
-        //             "RUB": {
-        //                 "balance": "1000000",
-        //                 "used": "0",
-        //                 "free": "1000000"
-        //             },
-        //             "USD": {
-        //                 "balance": "1000000",
-        //                 "used": "1831.925",
-        //                 "free": "998168.075"
-        //             }
-        //         }
-        //     }
-        //     {
-        //         "ts": 1624370185720,
-        //         "event": "update",
-        //         "topic": "margin/wallets",
-        //         "data": {
-        //             "USD": {
-        //                 "balance": "1000123",
-        //                 "used": "1831.925",
-        //                 "free": "998291.075"
-        //             }
-        //         }
-        //     }
-        //
-        const topic = this.safeString(message, 'topic');
-        const parts = topic.split('/');
-        const type = this.safeString(parts, 0);
-        if (type === 'spot') {
-            this.parseSpotBalance(message);
-        }
-        else if (type === 'margin') {
-            this.parseMarginBalance(message);
-        }
-        const messageHash = 'balance:' + type;
-        client.resolve(this.balance, messageHash);
-    }
-    parseSpotBalance(message) {
-        //
-        //     {
-        //         "balances": {
-        //             "BTC": "3",
-        //             "USD": "1000",
-        //             "RUB": "0"
-        //         },
-        //         "reserved": {
-        //             "BTC": "0.5",
-        //             "DASH": "0",
-        //             "RUB": "0"
-        //         }
-        //     }
-        //
-        const event = this.safeString(message, 'event');
-        const data = this.safeValue(message, 'data');
-        this.balance['info'] = data;
-        if (event === 'snapshot') {
-            const balances = this.safeValue(data, 'balances', {});
-            const reserved = this.safeValue(data, 'reserved', {});
-            const currencies = Object.keys(balances);
-            for (let i = 0; i < currencies.length; i++) {
-                const currencyId = currencies[i];
-                const code = this.safeCurrencyCode(currencyId);
-                const account = this.account();
-                account['free'] = this.safeString(balances, currencyId);
-                account['used'] = this.safeString(reserved, currencyId);
-                this.balance[code] = account;
-            }
-        }
-        else if (event === 'update') {
-            const currencyId = this.safeString(data, 'currency');
-            const code = this.safeCurrencyCode(currencyId);
-            const account = this.account();
-            account['free'] = this.safeString(data, 'balance');
-            account['used'] = this.safeString(data, 'reserved');
-            this.balance[code] = account;
-        }
-        this.balance = this.safeBalance(this.balance);
-    }
-    parseMarginBalance(message) {
-        //
-        //     {
-        //         "RUB": {
-        //             "balance": "1000000",
-        //             "used": "0",
-        //             "free": "1000000"
-        //         },
-        //         "USD": {
-        //             "balance": "1000000",
-        //             "used": "1831.925",
-        //             "free": "998168.075"
-        //         }
-        //     }
-        //
-        const data = this.safeValue(message, 'data');
-        this.balance['info'] = data;
-        const currencies = Object.keys(data);
-        for (let i = 0; i < currencies.length; i++) {
-            const currencyId = currencies[i];
-            const code = this.safeCurrencyCode(currencyId);
-            const wallet = this.safeValue(data, currencyId);
-            const account = this.account();
-            account['free'] = this.safeString(wallet, 'free');
-            account['used'] = this.safeString(wallet, 'used');
-            account['total'] = this.safeString(wallet, 'balance');
-            this.balance[code] = account;
-            this.balance = this.safeBalance(this.balance);
-        }
-    }
-    async watchTicker(symbol, params = {}) {
-        /**
-         * @method
-         * @name exmo#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 url = this.urls['api']['ws']['public'];
-        const messageHash = 'ticker:' + symbol;
-        const message = {
-            'method': 'subscribe',
-            'topics': [
-                'spot/ticker:' + market['id'],
-            ],
-            'id': this.requestId(),
-        };
-        const request = this.deepExtend(message, params);
-        return await this.watch(url, messageHash, request, messageHash, request);
-    }
-    handleTicker(client, message) {
-        //
-        //  spot
-        //      {
-        //          "ts": 1654205085473,
-        //          "event": "update",
-        //          "topic": "spot/ticker:BTC_USDT",
-        //          "data": {
-        //              "buy_price": "30285.84",
-        //              "sell_price": "30299.97",
-        //              "last_trade": "30295.01",
-        //              "high": "30386.7",
-        //              "low": "29542.76",
-        //              "avg": "29974.16178449",
-        //              "vol": "118.79538518",
-        //              "vol_curr": "3598907.38200826",
-        //              "updated": 1654205084
-        //          }
-        //      }
-        //
-        const topic = this.safeString(message, 'topic');
-        const topicParts = topic.split(':');
-        const marketId = this.safeString(topicParts, 1);
-        const symbol = this.safeSymbol(marketId);
-        const ticker = this.safeValue(message, 'data', {});
-        const market = this.safeMarket(marketId);
-        const parsedTicker = this.parseTicker(ticker, market);
-        const messageHash = 'ticker:' + symbol;
-        this.tickers[symbol] = parsedTicker;
-        client.resolve(parsedTicker, messageHash);
-    }
-    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name exmo#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']['public'];
-        const messageHash = 'trades:' + symbol;
-        const message = {
-            'method': 'subscribe',
-            'topics': [
-                'spot/trades:' + market['id'],
-            ],
-            'id': this.requestId(),
-        };
-        const request = this.deepExtend(message, params);
-        const trades = await this.watch(url, messageHash, request, messageHash, request);
-        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
-    }
-    handleTrades(client, message) {
-        //
-        //      {
-        //          "ts": 1654206084001,
-        //          "event": "update",
-        //          "topic": "spot/trades:BTC_USDT",
-        //          "data": [{
-        //              "trade_id": 389704729,
-        //              "type": "sell",
-        //              "price": "30310.95",
-        //              "quantity": "0.0197",
-        //              "amount": "597.125715",
-        //              "date": 1654206083
-        //          }]
-        //      }
-        //
-        const topic = this.safeString(message, 'topic');
-        const parts = topic.split(':');
-        const marketId = this.safeString(parts, 1);
-        const symbol = this.safeSymbol(marketId);
-        const market = this.safeMarket(marketId);
-        const trades = this.safeValue(message, 'data', []);
-        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;
-        }
-        for (let i = 0; i < trades.length; i++) {
-            const trade = trades[i];
-            const parsed = this.parseTrade(trade, market);
-            stored.append(parsed);
-        }
-        this.trades[symbol] = stored;
-        client.resolve(this.trades[symbol], messageHash);
-    }
-    async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name exmo#watchTrades
-         * @description get the list of trades associated with the user
-         * @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();
-        await this.authenticate(params);
-        const [type, query] = this.handleMarketTypeAndParams('watchMyTrades', undefined, params);
-        const url = this.urls['api']['ws'][type];
-        let messageHash = undefined;
-        if (symbol === undefined) {
-            messageHash = 'myTrades:' + type;
-        }
-        else {
-            const market = this.market(symbol);
-            symbol = market['symbol'];
-            messageHash = 'myTrades:' + market['symbol'];
-        }
-        const message = {
-            'method': 'subscribe',
-            'topics': [
-                type + '/user_trades',
-            ],
-            'id': this.requestId(),
-        };
-        const request = this.deepExtend(message, query);
-        const trades = await this.watch(url, messageHash, request, messageHash, request);
-        return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
-    }
-    handleMyTrades(client, message) {
-        //
-        //  spot
-        //     {
-        //         "ts": 1654210290219,
-        //         "event": "update",
-        //         "topic": "spot/user_trades",
-        //         "data": {
-        //             "trade_id": 389715807,
-        //             "type": "buy",
-        //             "price": "30527.77",
-        //             "quantity": "0.0001",
-        //             "amount": "3.052777",
-        //             "date": 1654210290,
-        //             "order_id": 27352777112,
-        //             "client_id": 0,
-        //             "pair": "BTC_USDT",
-        //             "exec_type": "taker",
-        //             "commission_amount": "0.0000001",
-        //             "commission_currency": "BTC",
-        //             "commission_percent": "0.1"
-        //         }
-        //     }
-        //
-        //  margin
-        //     {
-        //         "ts":1624369720168,
-        //         "event":"snapshot",
-        //         "topic":"margin/user_trades",
-        //         "data":[
-        //            {
-        //               "trade_id":"692844278081167054",
-        //               "trade_dt":"1624369773990729200",
-        //               "type":"buy",
-        //               "order_id":"692844278081167033",
-        //               "pair":"BTC_USD",
-        //               "quantity":"0.1",
-        //               "price":"36638.5",
-        //               "is_maker":false
-        //            }
-        //         ]
-        //     }
-        //     {
-        //         "ts":1624370368612,
-        //         "event":"update",
-        //         "topic":"margin/user_trades",
-        //         "data":{
-        //            "trade_id":"692844278081167693",
-        //            "trade_dt":"1624370368569092500",
-        //            "type":"buy",
-        //            "order_id":"692844278081167674",
-        //            "pair":"BTC_USD",
-        //            "quantity":"0.1",
-        //            "price":"36638.5",
-        //            "is_maker":false
-        //         }
-        //     }
-        //
-        const topic = this.safeString(message, 'topic');
-        const parts = topic.split('/');
-        const type = this.safeString(parts, 0);
-        const messageHash = 'myTrades:' + type;
-        const event = this.safeString(message, 'event');
-        let rawTrades = [];
-        let myTrades = undefined;
-        if (this.myTrades === undefined) {
-            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
-            myTrades = new Cache.ArrayCacheBySymbolById(limit);
-            this.myTrades = myTrades;
-        }
-        else {
-            myTrades = this.myTrades;
-        }
-        if (event === 'snapshot') {
-            rawTrades = this.safeValue(message, 'data', []);
-        }
-        else if (event === 'update') {
-            const rawTrade = this.safeValue(message, 'data', {});
-            rawTrades = [rawTrade];
-        }
-        const trades = this.parseTrades(rawTrades);
-        const symbols = {};
-        for (let j = 0; j < trades.length; j++) {
-            const trade = trades[j];
-            myTrades.append(trade);
-            symbols[trade['symbol']] = true;
-        }
-        const symbolKeys = Object.keys(symbols);
-        for (let i = 0; i < symbolKeys.length; i++) {
-            const symbol = symbolKeys[i];
-            const symbolSpecificMessageHash = 'myTrades:' + symbol;
-            client.resolve(myTrades, symbolSpecificMessageHash);
-        }
-        client.resolve(myTrades, messageHash);
-    }
-    async watchOrderBook(symbol, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name exmo#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 url = this.urls['api']['ws']['public'];
-        const messageHash = 'orderbook:' + symbol;
-        params = this.omit(params, 'aggregation');
-        const subscribe = {
-            'method': 'subscribe',
-            'id': this.requestId(),
-            'topics': [
-                'spot/order_book_updates:' + market['id'],
-            ],
-        };
-        const request = this.deepExtend(subscribe, params);
-        const orderbook = await this.watch(url, messageHash, request, messageHash);
-        return orderbook.limit();
-    }
-    handleOrderBook(client, message) {
-        //
-        //     {
-        //         "ts": 1574427585174,
-        //         "event": "snapshot",
-        //         "topic": "spot/order_book_updates:BTC_USD",
-        //         "data": {
-        //             "ask": [
-        //                 ["100", "3", "300"],
-        //                 ["200", "4", "800"]
-        //             ],
-        //             "bid": [
-        //                 ["99", "2", "198"],
-        //                 ["98", "1", "98"]
-        //             ]
-        //         }
-        //     }
-        //
-        //     {
-        //         "ts": 1574427585174,
-        //         "event": "update",
-        //         "topic": "spot/order_book_updates:BTC_USD",
-        //         "data": {
-        //             "ask": [
-        //                 ["100", "1", "100"],
-        //                 ["200", "2", "400"]
-        //             ],
-        //             "bid": [
-        //                 ["99", "1", "99"],
-        //                 ["98", "0", "0"]
-        //             ]
-        //         }
-        //     }
-        //
-        const topic = this.safeString(message, 'topic');
-        const parts = topic.split(':');
-        const marketId = this.safeString(parts, 1);
-        const symbol = this.safeSymbol(marketId);
-        const orderBook = this.safeValue(message, 'data', {});
-        const messageHash = 'orderbook:' + symbol;
-        const timestamp = this.safeInteger(message, 'ts');
-        let storedOrderBook = this.safeValue(this.orderbooks, symbol);
-        if (storedOrderBook === undefined) {
-            storedOrderBook = this.orderBook({});
-            this.orderbooks[symbol] = storedOrderBook;
-        }
-        const event = this.safeString(message, 'event');
-        if (event === 'snapshot') {
-            const snapshot = this.parseOrderBook(orderBook, symbol, timestamp, 'bid', 'ask');
-            storedOrderBook.reset(snapshot);
-        }
-        else {
-            const asks = this.safeValue(orderBook, 'ask', []);
-            const bids = this.safeValue(orderBook, 'bid', []);
-            this.handleDeltas(storedOrderBook['asks'], asks);
-            this.handleDeltas(storedOrderBook['bids'], bids);
-            storedOrderBook['timestamp'] = timestamp;
-            storedOrderBook['datetime'] = this.iso8601(timestamp);
-        }
-        client.resolve(storedOrderBook, messageHash);
-    }
-    handleDelta(bookside, delta) {
-        const bidAsk = this.parseBidAsk(delta, 0, 1);
-        bookside.storeArray(bidAsk);
-    }
-    handleDeltas(bookside, deltas) {
-        for (let i = 0; i < deltas.length; i++) {
-            this.handleDelta(bookside, deltas[i]);
-        }
-    }
-    handleMessage(client, message) {
-        //
-        // {
-        //     "ts": 1654206362552,
-        //     "event": "info",
-        //     "code": 1,
-        //     "message": "connection established",
-        //     "session_id": "7548931b-c2a4-45dd-8d71-877881a7251a"
-        // }
-        //
-        // {
-        //     "ts": 1654206491399,
-        //     "event": "subscribed",
-        //     "id": 1,
-        //     "topic": "spot/ticker:BTC_USDT"
-        // }
-        const event = this.safeString(message, 'event');
-        const events = {
-            'logged_in': this.handleAuthenticationMessage,
-            'info': this.handleInfo,
-            'subscribed': this.handleSubscribed,
-        };
-        const eventHandler = this.safeValue(events, event);
-        if (eventHandler !== undefined) {
-            return eventHandler.call(this, client, message);
-        }
-        if ((event === 'update') || (event === 'snapshot')) {
-            const topic = this.safeString(message, 'topic');
-            if (topic !== undefined) {
-                const parts = topic.split(':');
-                const channel = this.safeString(parts, 0);
-                const handlers = {
-                    'spot/ticker': this.handleTicker,
-                    'spot/wallet': this.handleBalance,
-                    'margin/wallet': this.handleBalance,
-                    'margin/wallets': this.handleBalance,
-                    'spot/trades': this.handleTrades,
-                    'margin/trades': this.handleTrades,
-                    'spot/order_book_updates': this.handleOrderBook,
-                    // 'spot/orders': this.handleOrders,
-                    // 'margin/orders': this.handleOrders,
-                    'spot/user_trades': this.handleMyTrades,
-                    'margin/user_trades': this.handleMyTrades,
-                };
-                const handler = this.safeValue(handlers, channel);
-                if (handler !== undefined) {
-                    return handler.call(this, client, message);
-                }
-            }
-        }
-        throw new errors.NotSupported(this.id + ' received an unsupported message: ' + this.json(message));
-    }
-    handleSubscribed(client, message) {
-        //
-        // {
-        //     "method": "subscribe",
-        //     "id": 2,
-        //     "topics": ["spot/orders"]
-        // }
-        //
-        return message;
-    }
-    handleInfo(client, message) {
-        //
-        // {
-        //     "ts": 1654215731659,
-        //     "event": "info",
-        //     "code": 1,
-        //     "message": "connection established",
-        //     "session_id": "4c496262-e259-4c27-b805-f20b46209c17"
-        // }
-        //
-        return message;
-    }
-    handleAuthenticationMessage(client, message) {
-        //
-        //     {
-        //         "method": "login",
-        //         "id": 1,
-        //         "api_key": "K-************************",
-        //         "sign": "******************************************************************",
-        //         "nonce": 1654215729887
-        //     }
-        //
-        const messageHash = 'authenticated';
-        client.resolve(message, messageHash);
-    }
-    authenticate(params = {}) {
-        const messageHash = 'authenticated';
-        const [type, query] = this.handleMarketTypeAndParams('authenticate', undefined, params);
-        const url = this.urls['api']['ws'][type];
-        const client = this.client(url);
-        let future = this.safeValue(client.subscriptions, messageHash);
-        if (future === undefined) {
-            const time = this.milliseconds();
-            this.checkRequiredCredentials();
-            const requestId = this.requestId();
-            const signData = this.apiKey + time.toString();
-            const sign = this.hmac(this.encode(signData), this.encode(this.secret), sha512.sha512, 'base64');
-            const request = {
-                'method': 'login',
-                'id': requestId,
-                'api_key': this.apiKey,
-                'sign': sign,
-                'nonce': time,
-            };
-            const message = this.extend(request, query);
-            future = this.watch(url, messageHash, message);
-            client.subscriptions[messageHash] = future;
-        }
-        return future;
-    }
-}
-
-module.exports = exmo;