ccxt 4.2.17 → 4.2.19

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

@@ -1,16 +0,0 @@
-'use strict';
-
-var htx = require('./htx.js');
-
-//  ---------------------------------------------------------------------------
-// ---------------------------------------------------------------------------
-class huobi extends htx {
-    describe() {
-        return this.deepExtend(super.describe(), {
-            'alias': true,
-            'id': 'huobi',
-        });
-    }
-}
-
-module.exports = huobi;

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

@@ -1,606 +0,0 @@
-'use strict';
-
-var huobijp$1 = require('../huobijp.js');
-var errors = require('../base/errors.js');
-var Cache = require('../base/ws/Cache.js');
-
-// ----------------------------------------------------------------------------
-// ----------------------------------------------------------------------------
-class huobijp extends huobijp$1 {
-    describe() {
-        return this.deepExtend(super.describe(), {
-            'has': {
-                'ws': true,
-                'watchOrderBook': true,
-                'watchTickers': false,
-                'watchTicker': true,
-                'watchTrades': true,
-                'watchBalance': false,
-                'watchOHLCV': true,
-            },
-            'urls': {
-                'api': {
-                    'ws': {
-                        'api': {
-                            'public': 'wss://{hostname}/ws',
-                            'private': 'wss://{hostname}/ws/v2',
-                        },
-                    },
-                },
-            },
-            'options': {
-                'tradesLimit': 1000,
-                'OHLCVLimit': 1000,
-                'api': 'api',
-                'ws': {
-                    'gunzip': true,
-                },
-            },
-        });
-    }
-    requestId() {
-        const requestId = this.sum(this.safeInteger(this.options, 'requestId', 0), 1);
-        this.options['requestId'] = requestId;
-        return requestId.toString();
-    }
-    async watchTicker(symbol, params = {}) {
-        /**
-         * @method
-         * @name huobijp#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'];
-        // only supports a limit of 150 at this time
-        const messageHash = 'market.' + market['id'] + '.detail';
-        const api = this.safeString(this.options, 'api', 'api');
-        const hostname = { 'hostname': this.hostname };
-        const url = this.implodeParams(this.urls['api']['ws'][api]['public'], hostname);
-        const requestId = this.requestId();
-        const request = {
-            'sub': messageHash,
-            'id': requestId,
-        };
-        const subscription = {
-            'id': requestId,
-            'messageHash': messageHash,
-            'symbol': symbol,
-            'params': params,
-        };
-        return await this.watch(url, messageHash, this.extend(request, params), messageHash, subscription);
-    }
-    handleTicker(client, message) {
-        //
-        //     {
-        //         "ch": "market.btcusdt.detail",
-        //         "ts": 1583494163784,
-        //         "tick": {
-        //             "id": 209988464418,
-        //             "low": 8988,
-        //             "high": 9155.41,
-        //             "open": 9078.91,
-        //             "close": 9136.46,
-        //             "vol": 237813910.5928412,
-        //             "amount": 26184.202558551195,
-        //             "version": 209988464418,
-        //             "count": 265673
-        //         }
-        //     }
-        //
-        const tick = this.safeValue(message, 'tick', {});
-        const ch = this.safeString(message, 'ch');
-        const parts = ch.split('.');
-        const marketId = this.safeString(parts, 1);
-        const market = this.safeMarket(marketId);
-        const ticker = this.parseTicker(tick, market);
-        const timestamp = this.safeValue(message, 'ts');
-        ticker['timestamp'] = timestamp;
-        ticker['datetime'] = this.iso8601(timestamp);
-        const symbol = ticker['symbol'];
-        this.tickers[symbol] = ticker;
-        client.resolve(ticker, ch);
-        return message;
-    }
-    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name huobijp#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'];
-        // only supports a limit of 150 at this time
-        const messageHash = 'market.' + market['id'] + '.trade.detail';
-        const api = this.safeString(this.options, 'api', 'api');
-        const hostname = { 'hostname': this.hostname };
-        const url = this.implodeParams(this.urls['api']['ws'][api]['public'], hostname);
-        const requestId = this.requestId();
-        const request = {
-            'sub': messageHash,
-            'id': requestId,
-        };
-        const subscription = {
-            'id': requestId,
-            'messageHash': messageHash,
-            'symbol': symbol,
-            'params': params,
-        };
-        const trades = await this.watch(url, messageHash, this.extend(request, params), messageHash, subscription);
-        if (this.newUpdates) {
-            limit = trades.getLimit(symbol, limit);
-        }
-        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
-    }
-    handleTrades(client, message) {
-        //
-        //     {
-        //         "ch": "market.btcusdt.trade.detail",
-        //         "ts": 1583495834011,
-        //         "tick": {
-        //             "id": 105004645372,
-        //             "ts": 1583495833751,
-        //             "data": [
-        //                 {
-        //                     "id": 1.050046453727319e+22,
-        //                     "ts": 1583495833751,
-        //                     "tradeId": 102090727790,
-        //                     "amount": 0.003893,
-        //                     "price": 9150.01,
-        //                     "direction": "sell"
-        //                 }
-        //             ]
-        //         }
-        //     }
-        //
-        const tick = this.safeValue(message, 'tick', {});
-        const data = this.safeValue(tick, 'data', {});
-        const ch = this.safeString(message, 'ch');
-        const parts = ch.split('.');
-        const marketId = this.safeString(parts, 1);
-        const market = this.safeMarket(marketId);
-        const symbol = market['symbol'];
-        let tradesCache = this.safeValue(this.trades, symbol);
-        if (tradesCache === undefined) {
-            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
-            tradesCache = new Cache.ArrayCache(limit);
-            this.trades[symbol] = tradesCache;
-        }
-        for (let i = 0; i < data.length; i++) {
-            const trade = this.parseTrade(data[i], market);
-            tradesCache.append(trade);
-        }
-        client.resolve(tradesCache, ch);
-        return message;
-    }
-    async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name huobijp#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();
-        const market = this.market(symbol);
-        symbol = market['symbol'];
-        const interval = this.safeString(this.timeframes, timeframe, timeframe);
-        const messageHash = 'market.' + market['id'] + '.kline.' + interval;
-        const api = this.safeString(this.options, 'api', 'api');
-        const hostname = { 'hostname': this.hostname };
-        const url = this.implodeParams(this.urls['api']['ws'][api]['public'], hostname);
-        const requestId = this.requestId();
-        const request = {
-            'sub': messageHash,
-            'id': requestId,
-        };
-        const subscription = {
-            'id': requestId,
-            'messageHash': messageHash,
-            'symbol': symbol,
-            'timeframe': timeframe,
-            'params': params,
-        };
-        const ohlcv = await this.watch(url, messageHash, this.extend(request, params), messageHash, subscription);
-        if (this.newUpdates) {
-            limit = ohlcv.getLimit(symbol, limit);
-        }
-        return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
-    }
-    handleOHLCV(client, message) {
-        //
-        //     {
-        //         "ch": "market.btcusdt.kline.1min",
-        //         "ts": 1583501786794,
-        //         "tick": {
-        //             "id": 1583501760,
-        //             "open": 9094.5,
-        //             "close": 9094.51,
-        //             "low": 9094.5,
-        //             "high": 9094.51,
-        //             "amount": 0.44639786263800907,
-        //             "vol": 4059.76919054,
-        //             "count": 16
-        //         }
-        //     }
-        //
-        const ch = this.safeString(message, 'ch');
-        const parts = ch.split('.');
-        const marketId = this.safeString(parts, 1);
-        const market = this.safeMarket(marketId);
-        const symbol = market['symbol'];
-        const interval = this.safeString(parts, 3);
-        const timeframe = this.findTimeframe(interval);
-        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;
-        }
-        const tick = this.safeValue(message, 'tick');
-        const parsed = this.parseOHLCV(tick, market);
-        stored.append(parsed);
-        client.resolve(stored, ch);
-    }
-    async watchOrderBook(symbol, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name huobijp#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
-         */
-        if ((limit !== undefined) && (limit !== 150)) {
-            throw new errors.ExchangeError(this.id + ' watchOrderBook accepts limit = 150 only');
-        }
-        await this.loadMarkets();
-        const market = this.market(symbol);
-        symbol = market['symbol'];
-        // only supports a limit of 150 at this time
-        limit = (limit === undefined) ? 150 : limit;
-        const messageHash = 'market.' + market['id'] + '.mbp.' + limit.toString();
-        const api = this.safeString(this.options, 'api', 'api');
-        const hostname = { 'hostname': this.hostname };
-        const url = this.implodeParams(this.urls['api']['ws'][api]['public'], hostname);
-        const requestId = this.requestId();
-        const request = {
-            'sub': messageHash,
-            'id': requestId,
-        };
-        const subscription = {
-            'id': requestId,
-            'messageHash': messageHash,
-            'symbol': symbol,
-            'limit': limit,
-            'params': params,
-            'method': this.handleOrderBookSubscription,
-        };
-        const orderbook = await this.watch(url, messageHash, this.extend(request, params), messageHash, subscription);
-        return orderbook.limit();
-    }
-    handleOrderBookSnapshot(client, message, subscription) {
-        //
-        //     {
-        //         "id": 1583473663565,
-        //         "rep": "market.btcusdt.mbp.150",
-        //         "status": "ok",
-        //         "data": {
-        //             "seqNum": 104999417756,
-        //             "bids": [
-        //                 [9058.27, 0],
-        //                 [9058.43, 0],
-        //                 [9058.99, 0],
-        //             ],
-        //             "asks": [
-        //                 [9084.27, 0.2],
-        //                 [9085.69, 0],
-        //                 [9085.81, 0],
-        //             ]
-        //         }
-        //     }
-        //
-        const symbol = this.safeString(subscription, 'symbol');
-        const messageHash = this.safeString(subscription, 'messageHash');
-        const orderbook = this.orderbooks[symbol];
-        const data = this.safeValue(message, 'data');
-        const snapshot = this.parseOrderBook(data, symbol);
-        snapshot['nonce'] = this.safeInteger(data, 'seqNum');
-        orderbook.reset(snapshot);
-        // unroll the accumulated deltas
-        const messages = orderbook.cache;
-        for (let i = 0; i < messages.length; i++) {
-            this.handleOrderBookMessage(client, messages[i], orderbook);
-        }
-        this.orderbooks[symbol] = orderbook;
-        client.resolve(orderbook, messageHash);
-    }
-    async watchOrderBookSnapshot(client, message, subscription) {
-        const messageHash = this.safeString(subscription, 'messageHash');
-        try {
-            const symbol = this.safeString(subscription, 'symbol');
-            const limit = this.safeInteger(subscription, 'limit');
-            const params = this.safeValue(subscription, 'params');
-            const api = this.safeString(this.options, 'api', 'api');
-            const hostname = { 'hostname': this.hostname };
-            const url = this.implodeParams(this.urls['api']['ws'][api]['public'], hostname);
-            const requestId = this.requestId();
-            const request = {
-                'req': messageHash,
-                'id': requestId,
-            };
-            // this is a temporary subscription by a specific requestId
-            // it has a very short lifetime until the snapshot is received over ws
-            const snapshotSubscription = {
-                'id': requestId,
-                'messageHash': messageHash,
-                'symbol': symbol,
-                'limit': limit,
-                'params': params,
-                'method': this.handleOrderBookSnapshot,
-            };
-            const orderbook = await this.watch(url, requestId, request, requestId, snapshotSubscription);
-            return orderbook.limit();
-        }
-        catch (e) {
-            delete client.subscriptions[messageHash];
-            client.reject(e, messageHash);
-        }
-    }
-    handleDelta(bookside, delta) {
-        const price = this.safeFloat(delta, 0);
-        const amount = this.safeFloat(delta, 1);
-        bookside.store(price, amount);
-    }
-    handleDeltas(bookside, deltas) {
-        for (let i = 0; i < deltas.length; i++) {
-            this.handleDelta(bookside, deltas[i]);
-        }
-    }
-    handleOrderBookMessage(client, message, orderbook) {
-        //
-        //     {
-        //         "ch": "market.btcusdt.mbp.150",
-        //         "ts": 1583472025885,
-        //         "tick": {
-        //             "seqNum": 104998984994,
-        //             "prevSeqNum": 104998984977,
-        //             "bids": [
-        //                 [9058.27, 0],
-        //                 [9058.43, 0],
-        //                 [9058.99, 0],
-        //             ],
-        //             "asks": [
-        //                 [9084.27, 0.2],
-        //                 [9085.69, 0],
-        //                 [9085.81, 0],
-        //             ]
-        //         }
-        //     }
-        //
-        const tick = this.safeValue(message, 'tick', {});
-        const seqNum = this.safeInteger(tick, 'seqNum');
-        const prevSeqNum = this.safeInteger(tick, 'prevSeqNum');
-        if ((prevSeqNum <= orderbook['nonce']) && (seqNum > orderbook['nonce'])) {
-            const asks = this.safeValue(tick, 'asks', []);
-            const bids = this.safeValue(tick, 'bids', []);
-            this.handleDeltas(orderbook['asks'], asks);
-            this.handleDeltas(orderbook['bids'], bids);
-            orderbook['nonce'] = seqNum;
-            const timestamp = this.safeInteger(message, 'ts');
-            orderbook['timestamp'] = timestamp;
-            orderbook['datetime'] = this.iso8601(timestamp);
-        }
-        return orderbook;
-    }
-    handleOrderBook(client, message) {
-        //
-        // deltas
-        //
-        //     {
-        //         "ch": "market.btcusdt.mbp.150",
-        //         "ts": 1583472025885,
-        //         "tick": {
-        //             "seqNum": 104998984994,
-        //             "prevSeqNum": 104998984977,
-        //             "bids": [
-        //                 [9058.27, 0],
-        //                 [9058.43, 0],
-        //                 [9058.99, 0],
-        //             ],
-        //             "asks": [
-        //                 [9084.27, 0.2],
-        //                 [9085.69, 0],
-        //                 [9085.81, 0],
-        //             ]
-        //         }
-        //     }
-        //
-        const messageHash = this.safeString(message, 'ch');
-        const ch = this.safeValue(message, 'ch');
-        const parts = ch.split('.');
-        const marketId = this.safeString(parts, 1);
-        const symbol = this.safeSymbol(marketId);
-        const orderbook = this.orderbooks[symbol];
-        if (orderbook['nonce'] === undefined) {
-            orderbook.cache.push(message);
-        }
-        else {
-            this.handleOrderBookMessage(client, message, orderbook);
-            client.resolve(orderbook, messageHash);
-        }
-    }
-    handleOrderBookSubscription(client, message, subscription) {
-        const symbol = this.safeString(subscription, 'symbol');
-        const limit = this.safeInteger(subscription, 'limit');
-        if (symbol in this.orderbooks) {
-            delete this.orderbooks[symbol];
-        }
-        this.orderbooks[symbol] = this.orderBook({}, limit);
-        // watch the snapshot in a separate async call
-        this.spawn(this.watchOrderBookSnapshot, client, message, subscription);
-    }
-    handleSubscriptionStatus(client, message) {
-        //
-        //     {
-        //         "id": 1583414227,
-        //         "status": "ok",
-        //         "subbed": "market.btcusdt.mbp.150",
-        //         "ts": 1583414229143
-        //     }
-        //
-        const id = this.safeString(message, 'id');
-        const subscriptionsById = this.indexBy(client.subscriptions, 'id');
-        const subscription = this.safeValue(subscriptionsById, id);
-        if (subscription !== undefined) {
-            const method = this.safeValue(subscription, 'method');
-            if (method !== undefined) {
-                return method.call(this, client, message, subscription);
-            }
-            // clean up
-            if (id in client.subscriptions) {
-                delete client.subscriptions[id];
-            }
-        }
-        return message;
-    }
-    handleSystemStatus(client, message) {
-        //
-        // todo: answer the question whether handleSystemStatus should be renamed
-        // and unified as handleStatus for any usage pattern that
-        // involves system status and maintenance updates
-        //
-        //     {
-        //         "id": "1578090234088", // connectId
-        //         "type": "welcome",
-        //     }
-        //
-        return message;
-    }
-    handleSubject(client, message) {
-        //
-        //     {
-        //         "ch": "market.btcusdt.mbp.150",
-        //         "ts": 1583472025885,
-        //         "tick": {
-        //             "seqNum": 104998984994,
-        //             "prevSeqNum": 104998984977,
-        //             "bids": [
-        //                 [9058.27, 0],
-        //                 [9058.43, 0],
-        //                 [9058.99, 0],
-        //             ],
-        //             "asks": [
-        //                 [9084.27, 0.2],
-        //                 [9085.69, 0],
-        //                 [9085.81, 0],
-        //             ]
-        //         }
-        //     }
-        //
-        const ch = this.safeValue(message, 'ch');
-        const parts = ch.split('.');
-        const type = this.safeString(parts, 0);
-        if (type === 'market') {
-            const methodName = this.safeString(parts, 2);
-            const methods = {
-                'mbp': this.handleOrderBook,
-                'detail': this.handleTicker,
-                'trade': this.handleTrades,
-                'kline': this.handleOHLCV,
-                // ...
-            };
-            const method = this.safeValue(methods, methodName);
-            if (method === undefined) {
-                return message;
-            }
-            else {
-                return method.call(this, client, message);
-            }
-        }
-    }
-    async pong(client, message) {
-        //
-        //     { ping: 1583491673714 }
-        //
-        await client.send({ 'pong': this.safeInteger(message, 'ping') });
-    }
-    handlePing(client, message) {
-        this.spawn(this.pong, client, message);
-    }
-    handleErrorMessage(client, message) {
-        //
-        //     {
-        //         "ts": 1586323747018,
-        //         "status": "error",
-        //         'err-code': "bad-request",
-        //         'err-msg': "invalid mbp.150.symbol linkusdt",
-        //         "id": "2"
-        //     }
-        //
-        const status = this.safeString(message, 'status');
-        if (status === 'error') {
-            const id = this.safeString(message, 'id');
-            const subscriptionsById = this.indexBy(client.subscriptions, 'id');
-            const subscription = this.safeValue(subscriptionsById, id);
-            if (subscription !== undefined) {
-                const errorCode = this.safeString(message, 'err-code');
-                try {
-                    this.throwExactlyMatchedException(this.exceptions['exact'], errorCode, this.json(message));
-                }
-                catch (e) {
-                    const messageHash = this.safeString(subscription, 'messageHash');
-                    client.reject(e, messageHash);
-                    client.reject(e, id);
-                    if (id in client.subscriptions) {
-                        delete client.subscriptions[id];
-                    }
-                }
-            }
-            return false;
-        }
-        return message;
-    }
-    handleMessage(client, message) {
-        if (this.handleErrorMessage(client, message)) {
-            //
-            //     {"id":1583414227,"status":"ok","subbed":"market.btcusdt.mbp.150","ts":1583414229143}
-            //
-            //           ________________________
-            //
-            // sometimes huobijp responds with half of a JSON response like
-            //
-            //     " {"ch":"market.ethbtc.m "
-            //
-            // this is passed to handleMessage as a string since it failed to be decoded as JSON
-            //
-            if (this.safeString(message, 'id') !== undefined) {
-                this.handleSubscriptionStatus(client, message);
-            }
-            else if (this.safeString(message, 'ch') !== undefined) {
-                // route by channel aka topic aka subject
-                this.handleSubject(client, message);
-            }
-            else if (this.safeString(message, 'ping') !== undefined) {
-                this.handlePing(client, message);
-            }
-        }
-    }
-}
-
-module.exports = huobijp;