ccxt 4.2.17 → 4.2.19

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (439) hide show
  1. package/README.md +9 -9
  2. package/dist/ccxt.browser.js +48992 -47725
  3. package/dist/ccxt.browser.min.js +3 -3
  4. package/dist/cjs/ccxt.js +12 -1
  5. package/dist/cjs/src/alpaca.js +18 -18
  6. package/dist/cjs/src/ascendex.js +13 -6
  7. package/dist/cjs/src/base/Exchange.js +266 -27
  8. package/dist/cjs/src/bigone.js +434 -168
  9. package/dist/cjs/src/binance.js +163 -34
  10. package/dist/cjs/src/binanceus.js +8 -0
  11. package/dist/cjs/src/bingx.js +183 -41
  12. package/dist/cjs/src/bitfinex.js +2 -3
  13. package/dist/cjs/src/bitget.js +59 -16
  14. package/dist/cjs/src/bitmart.js +5 -5
  15. package/dist/cjs/src/bitmex.js +4 -6
  16. package/dist/cjs/src/bitpanda.js +5 -1991
  17. package/dist/cjs/src/bitstamp.js +8 -0
  18. package/dist/cjs/src/bybit.js +27 -47
  19. package/dist/cjs/src/coinbase.js +176 -26
  20. package/dist/cjs/src/coincheck.js +1 -0
  21. package/dist/cjs/src/coinex.js +3 -0
  22. package/dist/cjs/src/coinlist.js +13 -6
  23. package/dist/cjs/src/coinone.js +2 -2
  24. package/dist/cjs/src/coinsph.js +4 -5
  25. package/dist/cjs/src/delta.js +7 -1
  26. package/dist/cjs/src/deribit.js +17 -4
  27. package/dist/cjs/src/gate.js +151 -169
  28. package/dist/cjs/src/gemini.js +1 -1
  29. package/dist/cjs/src/hitbtc.js +2 -3
  30. package/dist/cjs/src/htx.js +157 -7
  31. package/dist/cjs/src/huobijp.js +2 -3
  32. package/dist/cjs/src/independentreserve.js +7 -5
  33. package/dist/cjs/src/kraken.js +86 -54
  34. package/dist/cjs/src/kucoin.js +5 -0
  35. package/dist/cjs/src/kucoinfutures.js +131 -77
  36. package/dist/cjs/src/lbank.js +60 -33
  37. package/dist/cjs/src/luno.js +84 -2
  38. package/dist/cjs/src/mexc.js +3 -3
  39. package/dist/cjs/src/oceanex.js +1 -1
  40. package/dist/cjs/src/okx.js +23 -11
  41. package/dist/cjs/{js/src/bitpanda.js → src/onetrading.js} +39 -39
  42. package/dist/cjs/src/phemex.js +37 -27
  43. package/dist/cjs/src/poloniexfutures.js +1 -0
  44. package/dist/cjs/src/pro/binance.js +66 -25
  45. package/dist/cjs/src/pro/bitget.js +1 -1
  46. package/dist/cjs/src/pro/bitpanda.js +5 -1330
  47. package/dist/cjs/src/pro/coinbase.js +4 -1
  48. package/dist/cjs/src/pro/coincheck.js +208 -0
  49. package/dist/cjs/src/pro/hitbtc.js +5 -4
  50. package/dist/cjs/src/pro/htx.js +6 -1
  51. package/dist/cjs/src/pro/kraken.js +1 -1
  52. package/dist/cjs/src/pro/krakenfutures.js +7 -1
  53. package/dist/cjs/src/pro/kucoin.js +46 -36
  54. package/dist/cjs/src/pro/kucoinfutures.js +45 -37
  55. package/dist/cjs/src/pro/lbank.js +881 -0
  56. package/dist/cjs/src/pro/okx.js +52 -2
  57. package/dist/cjs/{js/src/pro/bitpanda.js → src/pro/onetrading.js} +4 -7
  58. package/dist/cjs/src/pro/poloniex.js +2 -2
  59. package/dist/cjs/src/pro/poloniexfutures.js +43 -35
  60. package/dist/cjs/src/pro/woo.js +126 -0
  61. package/dist/cjs/src/probit.js +4 -2
  62. package/dist/cjs/src/upbit.js +12 -12
  63. package/dist/cjs/src/wavesexchange.js +1 -1
  64. package/dist/cjs/src/whitebit.js +1 -0
  65. package/dist/cjs/src/woo.js +56 -0
  66. package/js/ccxt.d.ts +14 -2
  67. package/js/ccxt.js +10 -2
  68. package/js/src/abstract/bitpanda.d.ts +4 -4
  69. package/js/src/abstract/bitstamp.d.ts +8 -0
  70. package/js/src/abstract/gate.d.ts +1 -0
  71. package/js/src/abstract/gateio.d.ts +1 -0
  72. package/js/src/abstract/htx.d.ts +3 -0
  73. package/js/src/abstract/huobi.d.ts +3 -0
  74. package/js/src/abstract/luno.d.ts +1 -0
  75. package/js/src/abstract/onetrading.d.ts +38 -0
  76. package/js/src/ascendex.js +2 -0
  77. package/js/src/base/Exchange.d.ts +2 -3
  78. package/js/src/base/Exchange.js +5 -2
  79. package/js/src/binance.js +7 -1
  80. package/js/src/bingx.d.ts +1 -0
  81. package/js/src/bingx.js +26 -0
  82. package/js/src/bitget.js +22 -3
  83. package/js/src/bitpanda.d.ts +2 -72
  84. package/js/src/bitpanda.js +5 -1991
  85. package/js/src/bitstamp.js +8 -0
  86. package/js/src/bybit.js +21 -47
  87. package/js/src/coincheck.js +1 -0
  88. package/js/src/deribit.js +16 -4
  89. package/js/src/gate.d.ts +1 -0
  90. package/js/src/gate.js +50 -110
  91. package/js/src/htx.js +3 -0
  92. package/js/src/kraken.d.ts +1 -0
  93. package/js/src/kraken.js +40 -39
  94. package/js/src/lbank.js +1 -0
  95. package/js/src/luno.d.ts +3 -1
  96. package/js/src/luno.js +84 -2
  97. package/js/src/mexc.js +1 -2
  98. package/js/src/onetrading.d.ts +74 -0
  99. package/js/src/onetrading.js +2003 -0
  100. package/js/src/poloniexfutures.js +1 -0
  101. package/js/src/pro/binance.js +7 -2
  102. package/js/src/pro/bitget.js +1 -1
  103. package/js/src/pro/bitpanda.d.ts +2 -34
  104. package/js/src/pro/bitpanda.js +5 -1330
  105. package/js/src/pro/coincheck.d.ts +12 -0
  106. package/js/src/pro/coincheck.js +209 -0
  107. package/js/src/pro/kucoin.js +43 -35
  108. package/js/src/pro/kucoinfutures.js +45 -37
  109. package/js/src/pro/lbank.d.ts +29 -0
  110. package/js/src/pro/lbank.js +882 -0
  111. package/js/src/pro/onetrading.d.ts +36 -0
  112. package/js/src/pro/onetrading.js +1339 -0
  113. package/js/src/pro/poloniexfutures.js +43 -35
  114. package/js/src/whitebit.js +1 -0
  115. package/package.json +2 -2
  116. package/rollup.config.js +2 -0
  117. package/skip-tests.json +14 -2
  118. package/test-commonjs.cjs +25 -1
  119. package/dist/cjs/js/ccxt.js +0 -476
  120. package/dist/cjs/js/src/abstract/alpaca.js +0 -9
  121. package/dist/cjs/js/src/abstract/ascendex.js +0 -9
  122. package/dist/cjs/js/src/abstract/bigone.js +0 -9
  123. package/dist/cjs/js/src/abstract/binance.js +0 -9
  124. package/dist/cjs/js/src/abstract/bingx.js +0 -9
  125. package/dist/cjs/js/src/abstract/bit2c.js +0 -9
  126. package/dist/cjs/js/src/abstract/bitbank.js +0 -9
  127. package/dist/cjs/js/src/abstract/bitbns.js +0 -9
  128. package/dist/cjs/js/src/abstract/bitfinex.js +0 -9
  129. package/dist/cjs/js/src/abstract/bitfinex2.js +0 -9
  130. package/dist/cjs/js/src/abstract/bitflyer.js +0 -9
  131. package/dist/cjs/js/src/abstract/bitforex.js +0 -9
  132. package/dist/cjs/js/src/abstract/bitget.js +0 -9
  133. package/dist/cjs/js/src/abstract/bithumb.js +0 -9
  134. package/dist/cjs/js/src/abstract/bitmart.js +0 -9
  135. package/dist/cjs/js/src/abstract/bitmex.js +0 -9
  136. package/dist/cjs/js/src/abstract/bitopro.js +0 -9
  137. package/dist/cjs/js/src/abstract/bitpanda.js +0 -9
  138. package/dist/cjs/js/src/abstract/bitrue.js +0 -9
  139. package/dist/cjs/js/src/abstract/bitso.js +0 -9
  140. package/dist/cjs/js/src/abstract/bitstamp.js +0 -9
  141. package/dist/cjs/js/src/abstract/bitteam.js +0 -9
  142. package/dist/cjs/js/src/abstract/bitvavo.js +0 -9
  143. package/dist/cjs/js/src/abstract/bl3p.js +0 -9
  144. package/dist/cjs/js/src/abstract/blockchaincom.js +0 -9
  145. package/dist/cjs/js/src/abstract/btcalpha.js +0 -9
  146. package/dist/cjs/js/src/abstract/btcbox.js +0 -9
  147. package/dist/cjs/js/src/abstract/btcmarkets.js +0 -9
  148. package/dist/cjs/js/src/abstract/btcturk.js +0 -9
  149. package/dist/cjs/js/src/abstract/bybit.js +0 -9
  150. package/dist/cjs/js/src/abstract/cex.js +0 -9
  151. package/dist/cjs/js/src/abstract/coinbase.js +0 -9
  152. package/dist/cjs/js/src/abstract/coinbasepro.js +0 -9
  153. package/dist/cjs/js/src/abstract/coincheck.js +0 -9
  154. package/dist/cjs/js/src/abstract/coinex.js +0 -9
  155. package/dist/cjs/js/src/abstract/coinlist.js +0 -9
  156. package/dist/cjs/js/src/abstract/coinmate.js +0 -9
  157. package/dist/cjs/js/src/abstract/coinone.js +0 -9
  158. package/dist/cjs/js/src/abstract/coinsph.js +0 -9
  159. package/dist/cjs/js/src/abstract/coinspot.js +0 -9
  160. package/dist/cjs/js/src/abstract/cryptocom.js +0 -9
  161. package/dist/cjs/js/src/abstract/currencycom.js +0 -9
  162. package/dist/cjs/js/src/abstract/delta.js +0 -9
  163. package/dist/cjs/js/src/abstract/deribit.js +0 -9
  164. package/dist/cjs/js/src/abstract/digifinex.js +0 -9
  165. package/dist/cjs/js/src/abstract/exmo.js +0 -9
  166. package/dist/cjs/js/src/abstract/gate.js +0 -9
  167. package/dist/cjs/js/src/abstract/gemini.js +0 -9
  168. package/dist/cjs/js/src/abstract/hitbtc.js +0 -9
  169. package/dist/cjs/js/src/abstract/hollaex.js +0 -9
  170. package/dist/cjs/js/src/abstract/htx.js +0 -9
  171. package/dist/cjs/js/src/abstract/huobijp.js +0 -9
  172. package/dist/cjs/js/src/abstract/idex.js +0 -9
  173. package/dist/cjs/js/src/abstract/independentreserve.js +0 -9
  174. package/dist/cjs/js/src/abstract/indodax.js +0 -9
  175. package/dist/cjs/js/src/abstract/kraken.js +0 -9
  176. package/dist/cjs/js/src/abstract/krakenfutures.js +0 -9
  177. package/dist/cjs/js/src/abstract/kucoin.js +0 -9
  178. package/dist/cjs/js/src/abstract/kucoinfutures.js +0 -9
  179. package/dist/cjs/js/src/abstract/kuna.js +0 -9
  180. package/dist/cjs/js/src/abstract/latoken.js +0 -9
  181. package/dist/cjs/js/src/abstract/lbank.js +0 -9
  182. package/dist/cjs/js/src/abstract/luno.js +0 -9
  183. package/dist/cjs/js/src/abstract/lykke.js +0 -9
  184. package/dist/cjs/js/src/abstract/mercado.js +0 -9
  185. package/dist/cjs/js/src/abstract/mexc.js +0 -9
  186. package/dist/cjs/js/src/abstract/ndax.js +0 -9
  187. package/dist/cjs/js/src/abstract/novadax.js +0 -9
  188. package/dist/cjs/js/src/abstract/oceanex.js +0 -9
  189. package/dist/cjs/js/src/abstract/okcoin.js +0 -9
  190. package/dist/cjs/js/src/abstract/okx.js +0 -9
  191. package/dist/cjs/js/src/abstract/p2b.js +0 -9
  192. package/dist/cjs/js/src/abstract/paymium.js +0 -9
  193. package/dist/cjs/js/src/abstract/phemex.js +0 -9
  194. package/dist/cjs/js/src/abstract/poloniex.js +0 -9
  195. package/dist/cjs/js/src/abstract/poloniexfutures.js +0 -9
  196. package/dist/cjs/js/src/abstract/probit.js +0 -9
  197. package/dist/cjs/js/src/abstract/timex.js +0 -9
  198. package/dist/cjs/js/src/abstract/tokocrypto.js +0 -9
  199. package/dist/cjs/js/src/abstract/upbit.js +0 -9
  200. package/dist/cjs/js/src/abstract/wavesexchange.js +0 -9
  201. package/dist/cjs/js/src/abstract/wazirx.js +0 -9
  202. package/dist/cjs/js/src/abstract/whitebit.js +0 -9
  203. package/dist/cjs/js/src/abstract/woo.js +0 -9
  204. package/dist/cjs/js/src/abstract/yobit.js +0 -9
  205. package/dist/cjs/js/src/abstract/zaif.js +0 -9
  206. package/dist/cjs/js/src/abstract/zonda.js +0 -9
  207. package/dist/cjs/js/src/ace.js +0 -1058
  208. package/dist/cjs/js/src/alpaca.js +0 -1125
  209. package/dist/cjs/js/src/ascendex.js +0 -3365
  210. package/dist/cjs/js/src/base/Exchange.js +0 -5257
  211. package/dist/cjs/js/src/base/Precise.js +0 -263
  212. package/dist/cjs/js/src/base/errors.js +0 -299
  213. package/dist/cjs/js/src/base/functions/crypto.js +0 -78
  214. package/dist/cjs/js/src/base/functions/encode.js +0 -44
  215. package/dist/cjs/js/src/base/functions/generic.js +0 -193
  216. package/dist/cjs/js/src/base/functions/misc.js +0 -96
  217. package/dist/cjs/js/src/base/functions/number.js +0 -297
  218. package/dist/cjs/js/src/base/functions/platform.js +0 -28
  219. package/dist/cjs/js/src/base/functions/rsa.js +0 -34
  220. package/dist/cjs/js/src/base/functions/string.js +0 -48
  221. package/dist/cjs/js/src/base/functions/throttle.js +0 -66
  222. package/dist/cjs/js/src/base/functions/time.js +0 -187
  223. package/dist/cjs/js/src/base/functions/totp.js +0 -24
  224. package/dist/cjs/js/src/base/functions/type.js +0 -162
  225. package/dist/cjs/js/src/base/functions.js +0 -157
  226. package/dist/cjs/js/src/base/ws/Cache.js +0 -254
  227. package/dist/cjs/js/src/base/ws/Client.js +0 -299
  228. package/dist/cjs/js/src/base/ws/Future.js +0 -34
  229. package/dist/cjs/js/src/base/ws/OrderBook.js +0 -107
  230. package/dist/cjs/js/src/base/ws/OrderBookSide.js +0 -281
  231. package/dist/cjs/js/src/base/ws/WsClient.js +0 -69
  232. package/dist/cjs/js/src/bequant.js +0 -33
  233. package/dist/cjs/js/src/bigone.js +0 -2213
  234. package/dist/cjs/js/src/binance.js +0 -9845
  235. package/dist/cjs/js/src/binancecoinm.js +0 -45
  236. package/dist/cjs/js/src/binanceus.js +0 -92
  237. package/dist/cjs/js/src/binanceusdm.js +0 -58
  238. package/dist/cjs/js/src/bingx.js +0 -3846
  239. package/dist/cjs/js/src/bit2c.js +0 -916
  240. package/dist/cjs/js/src/bitbank.js +0 -1000
  241. package/dist/cjs/js/src/bitbay.js +0 -17
  242. package/dist/cjs/js/src/bitbns.js +0 -1220
  243. package/dist/cjs/js/src/bitcoincom.js +0 -17
  244. package/dist/cjs/js/src/bitfinex.js +0 -1670
  245. package/dist/cjs/js/src/bitfinex2.js +0 -2990
  246. package/dist/cjs/js/src/bitflyer.js +0 -1045
  247. package/dist/cjs/js/src/bitforex.js +0 -852
  248. package/dist/cjs/js/src/bitget.js +0 -8295
  249. package/dist/cjs/js/src/bithumb.js +0 -1090
  250. package/dist/cjs/js/src/bitmart.js +0 -4454
  251. package/dist/cjs/js/src/bitmex.js +0 -2881
  252. package/dist/cjs/js/src/bitopro.js +0 -1724
  253. package/dist/cjs/js/src/bitrue.js +0 -3253
  254. package/dist/cjs/js/src/bitso.js +0 -1753
  255. package/dist/cjs/js/src/bitstamp.js +0 -2188
  256. package/dist/cjs/js/src/bitteam.js +0 -2309
  257. package/dist/cjs/js/src/bitvavo.js +0 -1968
  258. package/dist/cjs/js/src/bl3p.js +0 -447
  259. package/dist/cjs/js/src/blockchaincom.js +0 -1160
  260. package/dist/cjs/js/src/btcalpha.js +0 -929
  261. package/dist/cjs/js/src/btcbox.js +0 -565
  262. package/dist/cjs/js/src/btcmarkets.js +0 -1237
  263. package/dist/cjs/js/src/btcturk.js +0 -929
  264. package/dist/cjs/js/src/bybit.js +0 -7650
  265. package/dist/cjs/js/src/cex.js +0 -1693
  266. package/dist/cjs/js/src/coinbase.js +0 -3424
  267. package/dist/cjs/js/src/coinbasepro.js +0 -1866
  268. package/dist/cjs/js/src/coincheck.js +0 -843
  269. package/dist/cjs/js/src/coinex.js +0 -5417
  270. package/dist/cjs/js/src/coinlist.js +0 -2337
  271. package/dist/cjs/js/src/coinmate.js +0 -989
  272. package/dist/cjs/js/src/coinone.js +0 -1185
  273. package/dist/cjs/js/src/coinsph.js +0 -1933
  274. package/dist/cjs/js/src/coinspot.js +0 -548
  275. package/dist/cjs/js/src/cryptocom.js +0 -3007
  276. package/dist/cjs/js/src/currencycom.js +0 -2015
  277. package/dist/cjs/js/src/delta.js +0 -3262
  278. package/dist/cjs/js/src/deribit.js +0 -3306
  279. package/dist/cjs/js/src/digifinex.js +0 -4307
  280. package/dist/cjs/js/src/exmo.js +0 -2645
  281. package/dist/cjs/js/src/fmfwio.js +0 -34
  282. package/dist/cjs/js/src/gate.js +0 -7077
  283. package/dist/cjs/js/src/gateio.js +0 -16
  284. package/dist/cjs/js/src/gemini.js +0 -1801
  285. package/dist/cjs/js/src/hitbtc.js +0 -3660
  286. package/dist/cjs/js/src/hitbtc3.js +0 -19
  287. package/dist/cjs/js/src/hollaex.js +0 -1882
  288. package/dist/cjs/js/src/htx.js +0 -9174
  289. package/dist/cjs/js/src/huobi.js +0 -16
  290. package/dist/cjs/js/src/huobijp.js +0 -1918
  291. package/dist/cjs/js/src/idex.js +0 -1770
  292. package/dist/cjs/js/src/independentreserve.js +0 -761
  293. package/dist/cjs/js/src/indodax.js +0 -1069
  294. package/dist/cjs/js/src/kraken.js +0 -2891
  295. package/dist/cjs/js/src/krakenfutures.js +0 -2407
  296. package/dist/cjs/js/src/kucoin.js +0 -4494
  297. package/dist/cjs/js/src/kucoinfutures.js +0 -2529
  298. package/dist/cjs/js/src/kuna.js +0 -1949
  299. package/dist/cjs/js/src/latoken.js +0 -1729
  300. package/dist/cjs/js/src/lbank.js +0 -2851
  301. package/dist/cjs/js/src/luno.js +0 -1044
  302. package/dist/cjs/js/src/lykke.js +0 -1303
  303. package/dist/cjs/js/src/mercado.js +0 -897
  304. package/dist/cjs/js/src/mexc.js +0 -5407
  305. package/dist/cjs/js/src/ndax.js +0 -2450
  306. package/dist/cjs/js/src/novadax.js +0 -1556
  307. package/dist/cjs/js/src/oceanex.js +0 -964
  308. package/dist/cjs/js/src/okcoin.js +0 -3115
  309. package/dist/cjs/js/src/okx.js +0 -7331
  310. package/dist/cjs/js/src/p2b.js +0 -1243
  311. package/dist/cjs/js/src/paymium.js +0 -597
  312. package/dist/cjs/js/src/phemex.js +0 -4725
  313. package/dist/cjs/js/src/poloniex.js +0 -2356
  314. package/dist/cjs/js/src/poloniexfutures.js +0 -1794
  315. package/dist/cjs/js/src/pro/alpaca.js +0 -714
  316. package/dist/cjs/js/src/pro/ascendex.js +0 -957
  317. package/dist/cjs/js/src/pro/bequant.js +0 -33
  318. package/dist/cjs/js/src/pro/binance.js +0 -2796
  319. package/dist/cjs/js/src/pro/binancecoinm.js +0 -23
  320. package/dist/cjs/js/src/pro/binanceus.js +0 -51
  321. package/dist/cjs/js/src/pro/binanceusdm.js +0 -32
  322. package/dist/cjs/js/src/pro/bingx.js +0 -944
  323. package/dist/cjs/js/src/pro/bitcoincom.js +0 -29
  324. package/dist/cjs/js/src/pro/bitfinex.js +0 -672
  325. package/dist/cjs/js/src/pro/bitfinex2.js +0 -1159
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  327. package/dist/cjs/js/src/pro/bitmart.js +0 -1486
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@@ -1,1511 +0,0 @@
1
- 'use strict';
2
-
3
- var phemex$1 = require('../phemex.js');
4
- var Precise = require('../base/Precise.js');
5
- var Cache = require('../base/ws/Cache.js');
6
- var sha256 = require('../static_dependencies/noble-hashes/sha256.js');
7
- var errors = require('../base/errors.js');
8
-
9
- // ---------------------------------------------------------------------------
10
- // ---------------------------------------------------------------------------
11
- class phemex extends phemex$1 {
12
- describe() {
13
- return this.deepExtend(super.describe(), {
14
- 'has': {
15
- 'ws': true,
16
- 'watchTicker': true,
17
- 'watchTickers': false,
18
- 'watchTrades': true,
19
- 'watchMyTrades': true,
20
- 'watchOrders': true,
21
- 'watchOrderBook': true,
22
- 'watchOHLCV': true,
23
- 'watchPositions': undefined, // TODO
24
- },
25
- 'urls': {
26
- 'test': {
27
- 'ws': 'wss://testnet-api.phemex.com/ws',
28
- },
29
- 'api': {
30
- 'ws': 'wss://ws.phemex.com',
31
- },
32
- },
33
- 'options': {
34
- 'tradesLimit': 1000,
35
- 'OHLCVLimit': 1000,
36
- },
37
- 'streaming': {
38
- 'keepAlive': 10000,
39
- },
40
- });
41
- }
42
- fromEn(en, scale) {
43
- if (en === undefined) {
44
- return undefined;
45
- }
46
- const precise = new Precise["default"](en);
47
- precise.decimals = this.sum(precise.decimals, scale);
48
- precise.reduce();
49
- return precise.toString();
50
- }
51
- fromEp(ep, market = undefined) {
52
- if ((ep === undefined) || (market === undefined)) {
53
- return ep;
54
- }
55
- return this.fromEn(ep, this.safeInteger(market, 'priceScale'));
56
- }
57
- fromEv(ev, market = undefined) {
58
- if ((ev === undefined) || (market === undefined)) {
59
- return ev;
60
- }
61
- return this.fromEn(ev, this.safeInteger(market, 'valueScale'));
62
- }
63
- fromEr(er, market = undefined) {
64
- if ((er === undefined) || (market === undefined)) {
65
- return er;
66
- }
67
- return this.fromEn(er, this.safeInteger(market, 'ratioScale'));
68
- }
69
- requestId() {
70
- const requestId = this.sum(this.safeInteger(this.options, 'requestId', 0), 1);
71
- this.options['requestId'] = requestId;
72
- return requestId;
73
- }
74
- parseSwapTicker(ticker, market = undefined) {
75
- //
76
- // {
77
- // "close": 442800,
78
- // "fundingRate": 10000,
79
- // "high": 445400,
80
- // "indexPrice": 442621,
81
- // "low": 428400,
82
- // "markPrice": 442659,
83
- // "open": 432200,
84
- // "openInterest": 744183,
85
- // "predFundingRate": 10000,
86
- // "symbol": "LTCUSD",
87
- // "turnover": 8133238294,
88
- // "volume": 934292
89
- // }
90
- //
91
- const marketId = this.safeString(ticker, 'symbol');
92
- market = this.safeMarket(marketId, market);
93
- const symbol = market['symbol'];
94
- const timestamp = this.safeIntegerProduct(ticker, 'timestamp', 0.000001);
95
- const lastString = this.fromEp(this.safeString(ticker, 'close'), market);
96
- const last = this.parseNumber(lastString);
97
- const quoteVolume = this.parseNumber(this.fromEv(this.safeString(ticker, 'turnover'), market));
98
- const baseVolume = this.parseNumber(this.fromEv(this.safeString(ticker, 'volume'), market));
99
- let change = undefined;
100
- let percentage = undefined;
101
- let average = undefined;
102
- const openString = this.omitZero(this.fromEp(this.safeString(ticker, 'open'), market));
103
- const open = this.parseNumber(openString);
104
- if ((openString !== undefined) && (lastString !== undefined)) {
105
- change = this.parseNumber(Precise["default"].stringSub(lastString, openString));
106
- average = this.parseNumber(Precise["default"].stringDiv(Precise["default"].stringAdd(lastString, openString), '2'));
107
- percentage = this.parseNumber(Precise["default"].stringMul(Precise["default"].stringSub(Precise["default"].stringDiv(lastString, openString), '1'), '100'));
108
- }
109
- const result = {
110
- 'symbol': symbol,
111
- 'timestamp': timestamp,
112
- 'datetime': this.iso8601(timestamp),
113
- 'high': this.parseNumber(this.fromEp(this.safeString(ticker, 'high'), market)),
114
- 'low': this.parseNumber(this.fromEp(this.safeString(ticker, 'low'), market)),
115
- 'bid': undefined,
116
- 'bidVolume': undefined,
117
- 'ask': undefined,
118
- 'askVolume': undefined,
119
- 'vwap': undefined,
120
- 'open': open,
121
- 'close': last,
122
- 'last': last,
123
- 'previousClose': undefined,
124
- 'change': change,
125
- 'percentage': percentage,
126
- 'average': average,
127
- 'baseVolume': baseVolume,
128
- 'quoteVolume': quoteVolume,
129
- 'info': ticker,
130
- };
131
- return result;
132
- }
133
- parsePerpetualTicker(ticker, market = undefined) {
134
- //
135
- // [
136
- // "STXUSDT",
137
- // "0.64649",
138
- // "0.8628",
139
- // "0.61215",
140
- // "0.71737",
141
- // "4519387",
142
- // "3210827.98166",
143
- // "697635",
144
- // "0.71720205",
145
- // "0.71720205",
146
- // "0.0001",
147
- // "0.0001",
148
- // ]
149
- //
150
- const marketId = this.safeString(ticker, 0);
151
- market = this.safeMarket(marketId, market);
152
- const symbol = market['symbol'];
153
- const lastString = this.fromEp(this.safeString(ticker, 4), market);
154
- const last = this.parseNumber(lastString);
155
- const quoteVolume = this.parseNumber(this.fromEv(this.safeString(ticker, 6), market));
156
- const baseVolume = this.parseNumber(this.fromEv(this.safeString(ticker, 5), market));
157
- let change = undefined;
158
- let percentage = undefined;
159
- let average = undefined;
160
- const openString = this.omitZero(this.fromEp(this.safeString(ticker, 1), market));
161
- const open = this.parseNumber(openString);
162
- if ((openString !== undefined) && (lastString !== undefined)) {
163
- change = this.parseNumber(Precise["default"].stringSub(lastString, openString));
164
- average = this.parseNumber(Precise["default"].stringDiv(Precise["default"].stringAdd(lastString, openString), '2'));
165
- percentage = this.parseNumber(Precise["default"].stringMul(Precise["default"].stringSub(Precise["default"].stringDiv(lastString, openString), '1'), '100'));
166
- }
167
- const result = {
168
- 'symbol': symbol,
169
- 'timestamp': undefined,
170
- 'datetime': undefined,
171
- 'high': this.parseNumber(this.fromEp(this.safeString(ticker, 2), market)),
172
- 'low': this.parseNumber(this.fromEp(this.safeString(ticker, 3), market)),
173
- 'bid': undefined,
174
- 'bidVolume': undefined,
175
- 'ask': undefined,
176
- 'askVolume': undefined,
177
- 'vwap': undefined,
178
- 'open': open,
179
- 'close': last,
180
- 'last': last,
181
- 'previousClose': undefined,
182
- 'change': change,
183
- 'percentage': percentage,
184
- 'average': average,
185
- 'baseVolume': baseVolume,
186
- 'quoteVolume': quoteVolume,
187
- 'info': ticker,
188
- };
189
- return result;
190
- }
191
- handleTicker(client, message) {
192
- //
193
- // {
194
- // "spot_market24h": {
195
- // "askEp": 958148000000,
196
- // "bidEp": 957884000000,
197
- // "highEp": 962000000000,
198
- // "lastEp": 958220000000,
199
- // "lowEp": 928049000000,
200
- // "openEp": 935597000000,
201
- // "symbol": "sBTCUSDT",
202
- // "turnoverEv": 146074214388978,
203
- // "volumeEv": 15492228900
204
- // },
205
- // "timestamp": 1592847265888272100
206
- // }
207
- //
208
- // swap
209
- //
210
- // {
211
- // "market24h": {
212
- // "close": 442800,
213
- // "fundingRate": 10000,
214
- // "high": 445400,
215
- // "indexPrice": 442621,
216
- // "low": 428400,
217
- // "markPrice": 442659,
218
- // "open": 432200,
219
- // "openInterest": 744183,
220
- // "predFundingRate": 10000,
221
- // "symbol": "LTCUSD",
222
- // "turnover": 8133238294,
223
- // "volume": 934292
224
- // },
225
- // "timestamp": 1592845585373374500
226
- // }
227
- //
228
- // perpetual
229
- //
230
- // {
231
- // "data": [
232
- // [
233
- // "STXUSDT",
234
- // "0.64649",
235
- // "0.8628",
236
- // "0.61215",
237
- // "0.71737",
238
- // "4519387",
239
- // "3210827.98166",
240
- // "697635",
241
- // "0.71720205",
242
- // "0.71720205",
243
- // "0.0001",
244
- // "0.0001",
245
- // ],
246
- // ...
247
- // ],
248
- // "fields": [
249
- // "symbol",
250
- // "openRp",
251
- // "highRp",
252
- // "lowRp",
253
- // "lastRp",
254
- // "volumeRq",
255
- // "turnoverRv",
256
- // "openInterestRv",
257
- // "indexRp",
258
- // "markRp",
259
- // "fundingRateRr",
260
- // "predFundingRateRr",
261
- // ],
262
- // "method": "perp_market24h_pack_p.update",
263
- // "timestamp": "1677094918686806209",
264
- // "type": "snapshot",
265
- // }
266
- //
267
- const tickers = [];
268
- if ('market24h' in message) {
269
- const ticker = this.safeValue(message, 'market24h');
270
- tickers.push(this.parseSwapTicker(ticker));
271
- }
272
- else if ('spot_market24h' in message) {
273
- const ticker = this.safeValue(message, 'spot_market24h');
274
- tickers.push(this.parseTicker(ticker));
275
- }
276
- else if ('data' in message) {
277
- const data = this.safeValue(message, 'data', []);
278
- for (let i = 0; i < data.length; i++) {
279
- tickers.push(this.parsePerpetualTicker(data[i]));
280
- }
281
- }
282
- for (let i = 0; i < tickers.length; i++) {
283
- const ticker = tickers[i];
284
- const symbol = ticker['symbol'];
285
- const messageHash = 'ticker:' + symbol;
286
- const timestamp = this.safeIntegerProduct(message, 'timestamp', 0.000001);
287
- ticker['timestamp'] = timestamp;
288
- ticker['datetime'] = this.iso8601(timestamp);
289
- this.tickers[symbol] = ticker;
290
- client.resolve(ticker, messageHash);
291
- }
292
- }
293
- async watchBalance(params = {}) {
294
- /**
295
- * @method
296
- * @name phemex#watchBalance
297
- * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#subscribe-account-order-position-aop
298
- * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#subscribe-account-order-position-aop
299
- * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Spot-API-en.md#subscribe-wallet-order-messages
300
- * @description watch balance and get the amount of funds available for trading or funds locked in orders
301
- * @param {object} [params] extra parameters specific to the exchange API endpoint
302
- * @param {string} [params.settle] set to USDT to use hedged perpetual api
303
- * @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
304
- */
305
- await this.loadMarkets();
306
- let type = undefined;
307
- [type, params] = this.handleMarketTypeAndParams('watchBalance', undefined, params);
308
- const usePerpetualApi = this.safeString(params, 'settle') === 'USDT';
309
- let messageHash = ':balance';
310
- messageHash = usePerpetualApi ? 'perpetual' + messageHash : type + messageHash;
311
- return await this.subscribePrivate(type, messageHash, params);
312
- }
313
- handleBalance(type, client, message) {
314
- // spot
315
- // [
316
- // {
317
- // "balanceEv": 0,
318
- // "currency": "BTC",
319
- // "lastUpdateTimeNs": "1650442638722099092",
320
- // "lockedTradingBalanceEv": 0,
321
- // "lockedWithdrawEv": 0,
322
- // "userID": 2647224
323
- // },
324
- // {
325
- // "balanceEv": 1154232337,
326
- // "currency": "USDT",
327
- // "lastUpdateTimeNs": "1650442617610017597",
328
- // "lockedTradingBalanceEv": 0,
329
- // "lockedWithdrawEv": 0,
330
- // "userID": 2647224
331
- // }
332
- // ]
333
- // swap
334
- // [
335
- // {
336
- // "accountBalanceEv": 0,
337
- // "accountID": 26472240001,
338
- // "bonusBalanceEv": 0,
339
- // "currency": "BTC",
340
- // "totalUsedBalanceEv": 0,
341
- // "userID": 2647224
342
- // }
343
- // ]
344
- // perpetual
345
- // [
346
- // {
347
- // "accountBalanceRv": "1508.452588802237",
348
- // "accountID": 9328670003,
349
- // "bonusBalanceRv": "0",
350
- // "currency": "USDT",
351
- // "totalUsedBalanceRv": "343.132599666883",
352
- // "userID": 932867
353
- // }
354
- // ]
355
- //
356
- this.balance['info'] = message;
357
- for (let i = 0; i < message.length; i++) {
358
- const balance = message[i];
359
- const currencyId = this.safeString(balance, 'currency');
360
- const code = this.safeCurrencyCode(currencyId);
361
- const currency = this.safeValue(this.currencies, code, {});
362
- const scale = this.safeInteger(currency, 'valueScale', 8);
363
- const account = this.account();
364
- let used = this.safeString(balance, 'totalUsedBalanceRv');
365
- if (used === undefined) {
366
- let usedEv = this.safeString(balance, 'totalUsedBalanceEv');
367
- if (usedEv === undefined) {
368
- const lockedTradingBalanceEv = this.safeString(balance, 'lockedTradingBalanceEv');
369
- const lockedWithdrawEv = this.safeString2(balance, 'lockedWithdrawEv', 'lockedWithdrawRv');
370
- usedEv = Precise["default"].stringAdd(lockedTradingBalanceEv, lockedWithdrawEv);
371
- }
372
- used = this.fromEn(usedEv, scale);
373
- }
374
- let total = this.safeString(balance, 'accountBalanceRv');
375
- if (total === undefined) {
376
- const totalEv = this.safeString2(balance, 'accountBalanceEv', 'balanceEv');
377
- total = this.fromEn(totalEv, scale);
378
- }
379
- account['used'] = used;
380
- account['total'] = total;
381
- this.balance[code] = account;
382
- this.balance = this.safeBalance(this.balance);
383
- }
384
- const messageHash = type + ':balance';
385
- client.resolve(this.balance, messageHash);
386
- }
387
- handleTrades(client, message) {
388
- //
389
- // {
390
- // "sequence": 1795484727,
391
- // "symbol": "sBTCUSDT",
392
- // "trades": [
393
- // [ 1592891002064516600, "Buy", 964020000000, 1431000 ],
394
- // [ 1592890978987934500, "Sell", 963704000000, 1401800 ],
395
- // [ 1592890972918701800, "Buy", 963938000000, 2018600 ],
396
- // ],
397
- // "type": "snapshot"
398
- // }
399
- // perpetual
400
- // {
401
- // "sequence": 1230197759,
402
- // "symbol": "BTCUSDT",
403
- // "trades_p": [
404
- // [
405
- // 1677094244729433000,
406
- // "Buy",
407
- // "23800.4",
408
- // "2.455",
409
- // ],
410
- // ],
411
- // "type": "snapshot",
412
- // }
413
- //
414
- const name = 'trade';
415
- const marketId = this.safeString(message, 'symbol');
416
- const market = this.safeMarket(marketId);
417
- const symbol = market['symbol'];
418
- const messageHash = name + ':' + symbol;
419
- let stored = this.safeValue(this.trades, symbol);
420
- if (stored === undefined) {
421
- const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
422
- stored = new Cache.ArrayCache(limit);
423
- this.trades[symbol] = stored;
424
- }
425
- const trades = this.safeValue2(message, 'trades', 'trades_p', []);
426
- const parsed = this.parseTrades(trades, market);
427
- for (let i = 0; i < parsed.length; i++) {
428
- stored.append(parsed[i]);
429
- }
430
- client.resolve(stored, messageHash);
431
- }
432
- handleOHLCV(client, message) {
433
- //
434
- // {
435
- // "kline": [
436
- // [ 1592905200, 60, 960688000000, 960709000000, 960709000000, 960400000000, 960400000000, 848100, 8146756046 ],
437
- // [ 1592905140, 60, 960718000000, 960716000000, 960717000000, 960560000000, 960688000000, 4284900, 41163743512 ],
438
- // [ 1592905080, 60, 960513000000, 960684000000, 960718000000, 960684000000, 960718000000, 4880500, 46887494349 ],
439
- // ],
440
- // "sequence": 1804401474,
441
- // "symbol": "sBTCUSDT",
442
- // "type": "snapshot"
443
- // }
444
- // perpetual
445
- // {
446
- // "kline_p": [
447
- // [
448
- // 1677094560,
449
- // 60,
450
- // "23746.2",
451
- // "23746.1",
452
- // "23757.6",
453
- // "23736.9",
454
- // "23754.8",
455
- // "34.273",
456
- // "813910.208",
457
- // ],
458
- // ],
459
- // "sequence": 1230786017,
460
- // "symbol": "BTCUSDT",
461
- // "type": "incremental",
462
- // }
463
- //
464
- const marketId = this.safeString(message, 'symbol');
465
- const market = this.safeMarket(marketId);
466
- const symbol = market['symbol'];
467
- const candles = this.safeValue2(message, 'kline', 'kline_p', []);
468
- const first = this.safeValue(candles, 0, []);
469
- const interval = this.safeString(first, 1);
470
- const timeframe = this.findTimeframe(interval);
471
- if (timeframe !== undefined) {
472
- const messageHash = 'kline:' + timeframe + ':' + symbol;
473
- const ohlcvs = this.parseOHLCVs(candles, market);
474
- this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});
475
- let stored = this.safeValue(this.ohlcvs[symbol], timeframe);
476
- if (stored === undefined) {
477
- const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
478
- stored = new Cache.ArrayCacheByTimestamp(limit);
479
- this.ohlcvs[symbol][timeframe] = stored;
480
- }
481
- for (let i = 0; i < ohlcvs.length; i++) {
482
- const candle = ohlcvs[i];
483
- stored.append(candle);
484
- }
485
- client.resolve(stored, messageHash);
486
- }
487
- }
488
- async watchTicker(symbol, params = {}) {
489
- /**
490
- * @method
491
- * @name phemex#watchTicker
492
- * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#subscribe-24-hours-ticker
493
- * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#subscribe-24-hours-ticker
494
- * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Spot-API-en.md#subscribe-24-hours-ticker
495
- * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
496
- * @param {string} symbol unified symbol of the market to fetch the ticker for
497
- * @param {object} [params] extra parameters specific to the exchange API endpoint
498
- * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
499
- */
500
- await this.loadMarkets();
501
- const market = this.market(symbol);
502
- symbol = market['symbol'];
503
- const isSwap = market['swap'];
504
- const settleIsUSDT = market['settle'] === 'USDT';
505
- let name = 'spot_market24h';
506
- if (isSwap) {
507
- name = settleIsUSDT ? 'perp_market24h_pack_p' : 'market24h';
508
- }
509
- const url = this.urls['api']['ws'];
510
- const requestId = this.requestId();
511
- const subscriptionHash = name + '.subscribe';
512
- const messageHash = 'ticker:' + symbol;
513
- const subscribe = {
514
- 'method': subscriptionHash,
515
- 'id': requestId,
516
- 'params': [],
517
- };
518
- const request = this.deepExtend(subscribe, params);
519
- return await this.watch(url, messageHash, request, subscriptionHash);
520
- }
521
- async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
522
- /**
523
- * @method
524
- * @name phemex#watchTrades
525
- * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#subscribe-trade
526
- * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#subscribe-trade
527
- * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Spot-API-en.md#subscribe-trade
528
- * @description get the list of most recent trades for a particular symbol
529
- * @param {string} symbol unified symbol of the market to fetch trades for
530
- * @param {int} [since] timestamp in ms of the earliest trade to fetch
531
- * @param {int} [limit] the maximum amount of trades to fetch
532
- * @param {object} [params] extra parameters specific to the exchange API endpoint
533
- * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
534
- */
535
- await this.loadMarkets();
536
- const market = this.market(symbol);
537
- symbol = market['symbol'];
538
- const url = this.urls['api']['ws'];
539
- const requestId = this.requestId();
540
- const isSwap = market['swap'];
541
- const settleIsUSDT = market['settle'] === 'USDT';
542
- const name = (isSwap && settleIsUSDT) ? 'trade_p' : 'trade';
543
- const messageHash = 'trade:' + symbol;
544
- const method = name + '.subscribe';
545
- const subscribe = {
546
- 'method': method,
547
- 'id': requestId,
548
- 'params': [
549
- market['id'],
550
- ],
551
- };
552
- const request = this.deepExtend(subscribe, params);
553
- const trades = await this.watch(url, messageHash, request, messageHash);
554
- if (this.newUpdates) {
555
- limit = trades.getLimit(symbol, limit);
556
- }
557
- return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
558
- }
559
- async watchOrderBook(symbol, limit = undefined, params = {}) {
560
- /**
561
- * @method
562
- * @name phemex#watchOrderBook
563
- * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#subscribe-orderbook-for-new-model
564
- * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#subscribe-30-levels-orderbook
565
- * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Spot-API-en.md#subscribe-orderbook
566
- * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
567
- * @param {string} symbol unified symbol of the market to fetch the order book for
568
- * @param {int} [limit] the maximum amount of order book entries to return
569
- * @param {object} [params] extra parameters specific to the exchange API endpoint
570
- * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
571
- */
572
- await this.loadMarkets();
573
- const market = this.market(symbol);
574
- symbol = market['symbol'];
575
- const url = this.urls['api']['ws'];
576
- const requestId = this.requestId();
577
- const isSwap = market['swap'];
578
- const settleIsUSDT = market['settle'] === 'USDT';
579
- const name = (isSwap && settleIsUSDT) ? 'orderbook_p' : 'orderbook';
580
- const messageHash = 'orderbook:' + symbol;
581
- const method = name + '.subscribe';
582
- const subscribe = {
583
- 'method': method,
584
- 'id': requestId,
585
- 'params': [
586
- market['id'],
587
- ],
588
- };
589
- const request = this.deepExtend(subscribe, params);
590
- const orderbook = await this.watch(url, messageHash, request, messageHash);
591
- return orderbook.limit();
592
- }
593
- async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
594
- /**
595
- * @method
596
- * @name phemex#watchOHLCV
597
- * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#subscribe-kline
598
- * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#subscribe-kline
599
- * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Spot-API-en.md#subscribe-kline
600
- * @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
601
- * @param {string} symbol unified symbol of the market to fetch OHLCV data for
602
- * @param {string} timeframe the length of time each candle represents
603
- * @param {int} [since] timestamp in ms of the earliest candle to fetch
604
- * @param {int} [limit] the maximum amount of candles to fetch
605
- * @param {object} [params] extra parameters specific to the exchange API endpoint
606
- * @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
607
- */
608
- await this.loadMarkets();
609
- const market = this.market(symbol);
610
- symbol = market['symbol'];
611
- const url = this.urls['api']['ws'];
612
- const requestId = this.requestId();
613
- const isSwap = market['swap'];
614
- const settleIsUSDT = market['settle'] === 'USDT';
615
- const name = (isSwap && settleIsUSDT) ? 'kline_p' : 'kline';
616
- const messageHash = 'kline:' + timeframe + ':' + symbol;
617
- const method = name + '.subscribe';
618
- const subscribe = {
619
- 'method': method,
620
- 'id': requestId,
621
- 'params': [
622
- market['id'],
623
- this.safeInteger(this.timeframes, timeframe),
624
- ],
625
- };
626
- const request = this.deepExtend(subscribe, params);
627
- const ohlcv = await this.watch(url, messageHash, request, messageHash);
628
- if (this.newUpdates) {
629
- limit = ohlcv.getLimit(symbol, limit);
630
- }
631
- return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
632
- }
633
- handleDelta(bookside, delta, market = undefined) {
634
- const bidAsk = this.customParseBidAsk(delta, 0, 1, market);
635
- bookside.storeArray(bidAsk);
636
- }
637
- handleDeltas(bookside, deltas, market = undefined) {
638
- for (let i = 0; i < deltas.length; i++) {
639
- this.handleDelta(bookside, deltas[i], market);
640
- }
641
- }
642
- handleOrderBook(client, message) {
643
- //
644
- // {
645
- // "book": {
646
- // "asks": [
647
- // [ 960316000000, 6993800 ],
648
- // [ 960318000000, 13183000 ],
649
- // [ 960319000000, 9170200 ],
650
- // ],
651
- // "bids": [
652
- // [ 959941000000, 8385300 ],
653
- // [ 959939000000, 10296600 ],
654
- // [ 959930000000, 3672400 ],
655
- // ]
656
- // },
657
- // "depth": 30,
658
- // "sequence": 1805784701,
659
- // "symbol": "sBTCUSDT",
660
- // "timestamp": 1592908460404461600,
661
- // "type": "snapshot"
662
- // }
663
- // perpetual
664
- // {
665
- // "depth": 30,
666
- // "orderbook_p": {
667
- // "asks": [
668
- // [
669
- // "23788.5",
670
- // "0.13",
671
- // ],
672
- // ],
673
- // "bids": [
674
- // [
675
- // "23787.8",
676
- // "1.836",
677
- // ],
678
- // ],
679
- // },
680
- // "sequence": 1230347368,
681
- // "symbol": "BTCUSDT",
682
- // "timestamp": "1677093457306978852",
683
- // "type": "snapshot",
684
- // }
685
- //
686
- const marketId = this.safeString(message, 'symbol');
687
- const market = this.safeMarket(marketId);
688
- const symbol = market['symbol'];
689
- const type = this.safeString(message, 'type');
690
- const depth = this.safeInteger(message, 'depth');
691
- const name = 'orderbook';
692
- const messageHash = name + ':' + symbol;
693
- const nonce = this.safeInteger(message, 'sequence');
694
- const timestamp = this.safeIntegerProduct(message, 'timestamp', 0.000001);
695
- if (type === 'snapshot') {
696
- const book = this.safeValue2(message, 'book', 'orderbook_p', {});
697
- const snapshot = this.customParseOrderBook(book, symbol, timestamp, 'bids', 'asks', 0, 1, market);
698
- snapshot['nonce'] = nonce;
699
- const orderbook = this.orderBook(snapshot, depth);
700
- this.orderbooks[symbol] = orderbook;
701
- client.resolve(orderbook, messageHash);
702
- }
703
- else {
704
- const orderbook = this.safeValue(this.orderbooks, symbol);
705
- if (orderbook !== undefined) {
706
- const changes = this.safeValue2(message, 'book', 'orderbook_p', {});
707
- const asks = this.safeValue(changes, 'asks', []);
708
- const bids = this.safeValue(changes, 'bids', []);
709
- this.handleDeltas(orderbook['asks'], asks, market);
710
- this.handleDeltas(orderbook['bids'], bids, market);
711
- orderbook['nonce'] = nonce;
712
- orderbook['timestamp'] = timestamp;
713
- orderbook['datetime'] = this.iso8601(timestamp);
714
- this.orderbooks[symbol] = orderbook;
715
- client.resolve(orderbook, messageHash);
716
- }
717
- }
718
- }
719
- async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
720
- /**
721
- * @method
722
- * @name phemex#watchMyTrades
723
- * @description watches information on multiple trades made by the user
724
- * @param {string} symbol unified market symbol of the market trades were made in
725
- * @param {int} [since] the earliest time in ms to fetch trades for
726
- * @param {int} [limit] the maximum number of trade structures to retrieve
727
- * @param {object} [params] extra parameters specific to the exchange API endpoint
728
- * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure
729
- */
730
- await this.loadMarkets();
731
- let market = undefined;
732
- let type = undefined;
733
- let messageHash = 'trades:';
734
- if (symbol !== undefined) {
735
- market = this.market(symbol);
736
- symbol = market['symbol'];
737
- messageHash = messageHash + market['symbol'];
738
- if (market['settle'] === 'USDT') {
739
- params = this.extend(params);
740
- params['settle'] = 'USDT';
741
- }
742
- }
743
- [type, params] = this.handleMarketTypeAndParams('watchMyTrades', market, params);
744
- if (symbol === undefined) {
745
- const settle = this.safeString(params, 'settle');
746
- messageHash = (settle === 'USDT') ? (messageHash + 'perpetual') : (messageHash + type);
747
- }
748
- const trades = await this.subscribePrivate(type, messageHash, params);
749
- if (this.newUpdates) {
750
- limit = trades.getLimit(symbol, limit);
751
- }
752
- return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
753
- }
754
- handleMyTrades(client, message) {
755
- //
756
- // swap
757
- // [
758
- // {
759
- // "avgPriceEp":4138763000000,
760
- // "baseCurrency":"BTC",
761
- // "baseQtyEv":0,
762
- // "clOrdID":"7956e0be-e8be-93a0-2887-ca504d85cda2",
763
- // "execBaseQtyEv":30100,
764
- // "execFeeEv":31,
765
- // "execID":"d3b10cfa-84e3-5752-828e-78a79617e598",
766
- // "execPriceEp":4138763000000,
767
- // "execQuoteQtyEv":1245767663,
768
- // "feeCurrency":"BTC",
769
- // "lastLiquidityInd":"RemovedLiquidity",
770
- // "ordType":"Market",
771
- // "orderID":"34a4b1a8-ac3a-4580-b3e6-a6d039f27195",
772
- // "priceEp":4549022000000,
773
- // "qtyType":"ByQuote",
774
- // "quoteCurrency":"USDT",
775
- // "quoteQtyEv":1248000000,
776
- // "side":"Buy",
777
- // "symbol":"sBTCUSDT",
778
- // "tradeType":"Trade",
779
- // "transactTimeNs":"1650442617609928764",
780
- // "userID":2647224
781
- // }
782
- // ]
783
- // perpetual
784
- // [
785
- // {
786
- // "accountID": 9328670003,
787
- // "action": "New",
788
- // "actionBy": "ByUser",
789
- // "actionTimeNs": 1666858780876924611,
790
- // "addedSeq": 77751555,
791
- // "apRp": "0",
792
- // "bonusChangedAmountRv": "0",
793
- // "bpRp": "0",
794
- // "clOrdID": "c0327a7d-9064-62a9-28f6-2db9aaaa04e0",
795
- // "closedPnlRv": "0",
796
- // "closedSize": "0",
797
- // "code": 0,
798
- // "cumFeeRv": "0",
799
- // "cumQty": "0",
800
- // "cumValueRv": "0",
801
- // "curAccBalanceRv": "1508.489893982237",
802
- // "curAssignedPosBalanceRv": "24.62786650928",
803
- // "curBonusBalanceRv": "0",
804
- // "curLeverageRr": "-10",
805
- // "curPosSide": "Buy",
806
- // "curPosSize": "0.043",
807
- // "curPosTerm": 1,
808
- // "curPosValueRv": "894.0689",
809
- // "curRiskLimitRv": "1000000",
810
- // "currency": "USDT",
811
- // "cxlRejReason": 0,
812
- // "displayQty": "0.003",
813
- // "execFeeRv": "0",
814
- // "execID": "00000000-0000-0000-0000-000000000000",
815
- // "execPriceRp": "20723.7",
816
- // "execQty": "0",
817
- // "execSeq": 77751555,
818
- // "execStatus": "New",
819
- // "execValueRv": "0",
820
- // "feeRateRr": "0",
821
- // "leavesQty": "0.003",
822
- // "leavesValueRv": "63.4503",
823
- // "message": "No error",
824
- // "ordStatus": "New",
825
- // "ordType": "Market",
826
- // "orderID": "fa64c6f2-47a4-4929-aab4-b7fa9bbc4323",
827
- // "orderQty": "0.003",
828
- // "pegOffsetValueRp": "0",
829
- // "posSide": "Long",
830
- // "priceRp": "21150.1",
831
- // "relatedPosTerm": 1,
832
- // "relatedReqNum": 11,
833
- // "side": "Buy",
834
- // "slTrigger": "ByMarkPrice",
835
- // "stopLossRp": "0",
836
- // "stopPxRp": "0",
837
- // "symbol": "BTCUSDT",
838
- // "takeProfitRp": "0",
839
- // "timeInForce": "ImmediateOrCancel",
840
- // "tpTrigger": "ByLastPrice",
841
- // "tradeType": "Amend",
842
- // "transactTimeNs": 1666858780881545305,
843
- // "userID": 932867
844
- // },
845
- // ...
846
- // ]
847
- //
848
- const channel = 'trades';
849
- const tradesLength = message.length;
850
- if (tradesLength === 0) {
851
- return;
852
- }
853
- let cachedTrades = this.myTrades;
854
- if (cachedTrades === undefined) {
855
- const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
856
- cachedTrades = new Cache.ArrayCacheBySymbolById(limit);
857
- }
858
- const marketIds = {};
859
- let type = undefined;
860
- for (let i = 0; i < message.length; i++) {
861
- const rawTrade = message[i];
862
- const marketId = this.safeString(rawTrade, 'symbol');
863
- const market = this.safeMarket(marketId);
864
- const parsed = this.parseTrade(rawTrade);
865
- cachedTrades.append(parsed);
866
- const symbol = parsed['symbol'];
867
- if (type === undefined) {
868
- type = (market['settle'] === 'USDT') ? 'perpetual' : market['type'];
869
- }
870
- marketIds[symbol] = true;
871
- }
872
- const keys = Object.keys(marketIds);
873
- for (let i = 0; i < keys.length; i++) {
874
- const market = keys[i];
875
- const hash = channel + ':' + market;
876
- client.resolve(cachedTrades, hash);
877
- }
878
- // generic subscription
879
- const messageHash = channel + ':' + type;
880
- client.resolve(cachedTrades, messageHash);
881
- }
882
- async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
883
- /**
884
- * @method
885
- * @name phemex#watchOrders
886
- * @description watches information on multiple orders made by the user
887
- * @param {string} symbol unified market symbol of the market orders were made in
888
- * @param {int} [since] the earliest time in ms to fetch orders for
889
- * @param {int} [limit] the maximum number of order structures to retrieve
890
- * @param {object} [params] extra parameters specific to the exchange API endpoint
891
- * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
892
- */
893
- await this.loadMarkets();
894
- let messageHash = 'orders:';
895
- let market = undefined;
896
- let type = undefined;
897
- if (symbol !== undefined) {
898
- market = this.market(symbol);
899
- symbol = market['symbol'];
900
- messageHash = messageHash + market['symbol'];
901
- if (market['settle'] === 'USDT') {
902
- params = this.extend(params);
903
- params['settle'] = 'USDT';
904
- }
905
- }
906
- [type, params] = this.handleMarketTypeAndParams('watchOrders', market, params);
907
- const isUSDTSettled = this.safeString(params, 'settle') === 'USDT';
908
- if (symbol === undefined) {
909
- messageHash = (isUSDTSettled) ? (messageHash + 'perpetual') : (messageHash + type);
910
- }
911
- const orders = await this.subscribePrivate(type, messageHash, params);
912
- if (this.newUpdates) {
913
- limit = orders.getLimit(symbol, limit);
914
- }
915
- return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
916
- }
917
- handleOrders(client, message) {
918
- // spot update
919
- // {
920
- // "closed":[
921
- // {
922
- // "action":"New",
923
- // "avgPriceEp":4138763000000,
924
- // "baseCurrency":"BTC",
925
- // "baseQtyEv":0,
926
- // "bizError":0,
927
- // "clOrdID":"7956e0be-e8be-93a0-2887-ca504d85cda2",
928
- // "createTimeNs":"1650442617606017583",
929
- // "cumBaseQtyEv":30100,
930
- // "cumFeeEv":31,
931
- // "cumQuoteQtyEv":1245767663,
932
- // "cxlRejReason":0,
933
- // "feeCurrency":"BTC",
934
- // "leavesBaseQtyEv":0,
935
- // "leavesQuoteQtyEv":0,
936
- // "ordStatus":"Filled",
937
- // "ordType":"Market",
938
- // "orderID":"34a4b1a8-ac3a-4580-b3e6-a6d039f27195",
939
- // "pegOffsetValueEp":0,
940
- // "priceEp":4549022000000,
941
- // "qtyType":"ByQuote",
942
- // "quoteCurrency":"USDT",
943
- // "quoteQtyEv":1248000000,
944
- // "side":"Buy",
945
- // "stopPxEp":0,
946
- // "symbol":"sBTCUSDT",
947
- // "timeInForce":"ImmediateOrCancel",
948
- // "tradeType":"Trade",
949
- // "transactTimeNs":"1650442617609928764",
950
- // "triggerTimeNs":0,
951
- // "userID":2647224
952
- // }
953
- // ],
954
- // "fills":[
955
- // {
956
- // "avgPriceEp":4138763000000,
957
- // "baseCurrency":"BTC",
958
- // "baseQtyEv":0,
959
- // "clOrdID":"7956e0be-e8be-93a0-2887-ca504d85cda2",
960
- // "execBaseQtyEv":30100,
961
- // "execFeeEv":31,
962
- // "execID":"d3b10cfa-84e3-5752-828e-78a79617e598",
963
- // "execPriceEp":4138763000000,
964
- // "execQuoteQtyEv":1245767663,
965
- // "feeCurrency":"BTC",
966
- // "lastLiquidityInd":"RemovedLiquidity",
967
- // "ordType":"Market",
968
- // "orderID":"34a4b1a8-ac3a-4580-b3e6-a6d039f27195",
969
- // "priceEp":4549022000000,
970
- // "qtyType":"ByQuote",
971
- // "quoteCurrency":"USDT",
972
- // "quoteQtyEv":1248000000,
973
- // "side":"Buy",
974
- // "symbol":"sBTCUSDT",
975
- // "tradeType":"Trade",
976
- // "transactTimeNs":"1650442617609928764",
977
- // "userID":2647224
978
- // }
979
- // ],
980
- // "open":[
981
- // {
982
- // "action":"New",
983
- // "avgPriceEp":0,
984
- // "baseCurrency":"LTC",
985
- // "baseQtyEv":0,
986
- // "bizError":0,
987
- // "clOrdID":"2c0e5eb5-efb7-60d3-2e5f-df175df412ef",
988
- // "createTimeNs":"1650446670073853755",
989
- // "cumBaseQtyEv":0,
990
- // "cumFeeEv":0,
991
- // "cumQuoteQtyEv":0,
992
- // "cxlRejReason":0,
993
- // "feeCurrency":"LTC",
994
- // "leavesBaseQtyEv":0,
995
- // "leavesQuoteQtyEv":1000000000,
996
- // "ordStatus":"New",
997
- // "ordType":"Limit",
998
- // "orderID":"d2aad92f-50f5-441a-957b-8184b146e3fb",
999
- // "pegOffsetValueEp":0,
1000
- // "priceEp":5000000000,
1001
- // "qtyType":"ByQuote",
1002
- // "quoteCurrency":"USDT",
1003
- // "quoteQtyEv":1000000000,
1004
- // "side":"Buy",
1005
- // }
1006
- // ]
1007
- // },
1008
- // perpetual
1009
- // [
1010
- // {
1011
- // "accountID": 40183400003,
1012
- // "action": "New",
1013
- // "actionBy": "ByUser",
1014
- // "actionTimeNs": "1674110665380190869",
1015
- // "addedSeq": 678760103,
1016
- // "apRp": "0",
1017
- // "bonusChangedAmountRv": "0",
1018
- // "bpRp": "0",
1019
- // "clOrdID": '',
1020
- // "cl_req_code": 0,
1021
- // "closedPnlRv": "0",
1022
- // "closedSize": "0",
1023
- // "code": 0,
1024
- // "cumFeeRv": "0",
1025
- // "cumQty": "0.001",
1026
- // "cumValueRv": "20.849",
1027
- // "curAccBalanceRv": "19.9874906",
1028
- // "curAssignedPosBalanceRv": "0",
1029
- // "curBonusBalanceRv": "0",
1030
- // "curLeverageRr": "-10",
1031
- // "curPosSide": "Buy",
1032
- // "curPosSize": "0.001",
1033
- // "curPosTerm": 1,
1034
- // "curPosValueRv": "20.849",
1035
- // "curRiskLimitRv": "1000000",
1036
- // "currency": "USDT",
1037
- // "cxlRejReason": 0,
1038
- // "displayQty": "0.001",
1039
- // "execFeeRv": "0.0125094",
1040
- // "execID": "b88d2950-04a2-52d8-8927-346059900242",
1041
- // "execPriceRp": "20849",
1042
- // "execQty": "0.001",
1043
- // "execSeq": 678760103,
1044
- // "execStatus": "TakerFill",
1045
- // "execValueRv": "20.849",
1046
- // "feeRateRr": "0.0006",
1047
- // "lastLiquidityInd": "RemovedLiquidity",
1048
- // "leavesQty": "0",
1049
- // "leavesValueRv": "0",
1050
- // "message": "No error",
1051
- // "ordStatus": "Filled",
1052
- // "ordType": "Market",
1053
- // "orderID": "79620ed2-54c6-4645-a35c-7057e687c576",
1054
- // "orderQty": "0.001",
1055
- // "pegOffsetProportionRr": "0",
1056
- // "pegOffsetValueRp": "0",
1057
- // "posSide": "Long",
1058
- // "priceRp": "21476.3",
1059
- // "relatedPosTerm": 1,
1060
- // "relatedReqNum": 4,
1061
- // "side": "Buy",
1062
- // "slTrigger": "ByMarkPrice",
1063
- // "stopLossRp": "0",
1064
- // "stopPxRp": "0",
1065
- // "symbol": "BTCUSDT",
1066
- // "takeProfitRp": "0",
1067
- // "timeInForce": "ImmediateOrCancel",
1068
- // "tpTrigger": "ByLastPrice",
1069
- // "tradeType": "Trade",
1070
- // "transactTimeNs": "1674110665387882268",
1071
- // "userID": 4018340
1072
- // },
1073
- // ...
1074
- // ]
1075
- //
1076
- let trades = [];
1077
- const parsedOrders = [];
1078
- if (('closed' in message) || ('fills' in message) || ('open' in message)) {
1079
- const closed = this.safeValue(message, 'closed', []);
1080
- const open = this.safeValue(message, 'open', []);
1081
- const orders = this.arrayConcat(open, closed);
1082
- const ordersLength = orders.length;
1083
- if (ordersLength === 0) {
1084
- return;
1085
- }
1086
- trades = this.safeValue(message, 'fills', []);
1087
- for (let i = 0; i < orders.length; i++) {
1088
- const rawOrder = orders[i];
1089
- const parsedOrder = this.parseOrder(rawOrder);
1090
- parsedOrders.push(parsedOrder);
1091
- }
1092
- }
1093
- else {
1094
- for (let i = 0; i < message.length; i++) {
1095
- const update = message[i];
1096
- const action = this.safeString(update, 'action');
1097
- if ((action !== undefined) && (action !== 'Cancel')) {
1098
- // order + trade info together
1099
- trades.push(update);
1100
- }
1101
- const parsedOrder = this.parseWSSwapOrder(update);
1102
- parsedOrders.push(parsedOrder);
1103
- }
1104
- }
1105
- this.handleMyTrades(client, trades);
1106
- const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
1107
- const marketIds = {};
1108
- if (this.orders === undefined) {
1109
- this.orders = new Cache.ArrayCacheBySymbolById(limit);
1110
- }
1111
- let type = undefined;
1112
- const stored = this.orders;
1113
- for (let i = 0; i < parsedOrders.length; i++) {
1114
- const parsed = parsedOrders[i];
1115
- stored.append(parsed);
1116
- const symbol = parsed['symbol'];
1117
- const market = this.market(symbol);
1118
- if (type === undefined) {
1119
- const isUsdt = market['settle'] === 'USDT';
1120
- type = isUsdt ? 'perpetual' : market['type'];
1121
- }
1122
- marketIds[symbol] = true;
1123
- }
1124
- const keys = Object.keys(marketIds);
1125
- for (let i = 0; i < keys.length; i++) {
1126
- const currentMessageHash = 'orders' + ':' + keys[i];
1127
- client.resolve(this.orders, currentMessageHash);
1128
- }
1129
- // resolve generic subscription (spot or swap)
1130
- const messageHash = 'orders:' + type;
1131
- client.resolve(this.orders, messageHash);
1132
- }
1133
- parseWSSwapOrder(order, market = undefined) {
1134
- //
1135
- // swap
1136
- // {
1137
- // "accountID":26472240002,
1138
- // "action":"Cancel",
1139
- // "actionBy":"ByUser",
1140
- // "actionTimeNs":"1650450096104760797",
1141
- // "addedSeq":26975849309,
1142
- // "bonusChangedAmountEv":0,
1143
- // "clOrdID":"d9675963-5e4e-6fc8-898a-ec8b934c1c61",
1144
- // "closedPnlEv":0,
1145
- // "closedSize":0,
1146
- // "code":0,
1147
- // "cumQty":0,
1148
- // "cumValueEv":0,
1149
- // "curAccBalanceEv":400079,
1150
- // "curAssignedPosBalanceEv":0,
1151
- // "curBonusBalanceEv":0,
1152
- // "curLeverageEr":0,
1153
- // "curPosSide":"None",
1154
- // "curPosSize":0,
1155
- // "curPosTerm":1,
1156
- // "curPosValueEv":0,
1157
- // "curRiskLimitEv":5000000000,
1158
- // "currency":"USD",
1159
- // "cxlRejReason":0,
1160
- // "displayQty":0,
1161
- // "execFeeEv":0,
1162
- // "execID":"00000000-0000-0000-0000-000000000000",
1163
- // "execPriceEp":0,
1164
- // "execQty":1,
1165
- // "execSeq":26975862338,
1166
- // "execStatus":"Canceled",
1167
- // "execValueEv":0,
1168
- // "feeRateEr":0,
1169
- // "leavesQty":0,
1170
- // "leavesValueEv":0,
1171
- // "message":"No error",
1172
- // "ordStatus":"Canceled",
1173
- // "ordType":"Limit",
1174
- // "orderID":"8141deb9-8f94-48f6-9421-a4e3a791537b",
1175
- // "orderQty":1,
1176
- // "pegOffsetValueEp":0,
1177
- // "priceEp":9521,
1178
- // "relatedPosTerm":1,
1179
- // "relatedReqNum":4,
1180
- // "side":"Buy",
1181
- // "slTrigger":"ByMarkPrice",
1182
- // "stopLossEp":0,
1183
- // "stopPxEp":0,
1184
- // "symbol":"ADAUSD",
1185
- // "takeProfitEp":0,
1186
- // "timeInForce":"GoodTillCancel",
1187
- // "tpTrigger":"ByLastPrice",
1188
- // "transactTimeNs":"1650450096108143014",
1189
- // "userID":2647224
1190
- // }
1191
- // perpetual
1192
- // {
1193
- // "accountID": 40183400003,
1194
- // "action": "New",
1195
- // "actionBy": "ByUser",
1196
- // "actionTimeNs": "1674110665380190869",
1197
- // "addedSeq": 678760103,
1198
- // "apRp": "0",
1199
- // "bonusChangedAmountRv": "0",
1200
- // "bpRp": "0",
1201
- // "clOrdID": '',
1202
- // "cl_req_code": 0,
1203
- // "closedPnlRv": "0",
1204
- // "closedSize": "0",
1205
- // "code": 0,
1206
- // "cumFeeRv": "0",
1207
- // "cumQty": "0.001",
1208
- // "cumValueRv": "20.849",
1209
- // "curAccBalanceRv": "19.9874906",
1210
- // "curAssignedPosBalanceRv": "0",
1211
- // "curBonusBalanceRv": "0",
1212
- // "curLeverageRr": "-10",
1213
- // "curPosSide": "Buy",
1214
- // "curPosSize": "0.001",
1215
- // "curPosTerm": 1,
1216
- // "curPosValueRv": "20.849",
1217
- // "curRiskLimitRv": "1000000",
1218
- // "currency": "USDT",
1219
- // "cxlRejReason": 0,
1220
- // "displayQty": "0.001",
1221
- // "execFeeRv": "0.0125094",
1222
- // "execID": "b88d2950-04a2-52d8-8927-346059900242",
1223
- // "execPriceRp": "20849",
1224
- // "execQty": "0.001",
1225
- // "execSeq": 678760103,
1226
- // "execStatus": "TakerFill",
1227
- // "execValueRv": "20.849",
1228
- // "feeRateRr": "0.0006",
1229
- // "lastLiquidityInd": "RemovedLiquidity",
1230
- // "leavesQty": "0",
1231
- // "leavesValueRv": "0",
1232
- // "message": "No error",
1233
- // "ordStatus": "Filled",
1234
- // "ordType": "Market",
1235
- // "orderID": "79620ed2-54c6-4645-a35c-7057e687c576",
1236
- // "orderQty": "0.001",
1237
- // "pegOffsetProportionRr": "0",
1238
- // "pegOffsetValueRp": "0",
1239
- // "posSide": "Long",
1240
- // "priceRp": "21476.3",
1241
- // "relatedPosTerm": 1,
1242
- // "relatedReqNum": 4,
1243
- // "side": "Buy",
1244
- // "slTrigger": "ByMarkPrice",
1245
- // "stopLossRp": "0",
1246
- // "stopPxRp": "0",
1247
- // "symbol": "BTCUSDT",
1248
- // "takeProfitRp": "0",
1249
- // "timeInForce": "ImmediateOrCancel",
1250
- // "tpTrigger": "ByLastPrice",
1251
- // "tradeType": "Trade",
1252
- // "transactTimeNs": "1674110665387882268",
1253
- // "userID": 4018340
1254
- // }
1255
- //
1256
- const id = this.safeString(order, 'orderID');
1257
- let clientOrderId = this.safeString(order, 'clOrdID');
1258
- if ((clientOrderId !== undefined) && (clientOrderId.length < 1)) {
1259
- clientOrderId = undefined;
1260
- }
1261
- const marketId = this.safeString(order, 'symbol');
1262
- market = this.safeMarket(marketId, market);
1263
- const symbol = market['symbol'];
1264
- const status = this.parseOrderStatus(this.safeString(order, 'ordStatus'));
1265
- const side = this.safeStringLower(order, 'side');
1266
- const type = this.parseOrderType(this.safeString(order, 'ordType'));
1267
- const price = this.safeString(order, 'priceRp', this.fromEp(this.safeString(order, 'priceEp'), market));
1268
- const amount = this.safeString(order, 'orderQty');
1269
- const filled = this.safeString(order, 'cumQty');
1270
- const remaining = this.safeString(order, 'leavesQty');
1271
- const timestamp = this.safeIntegerProduct(order, 'actionTimeNs', 0.000001);
1272
- const cost = this.safeString(order, 'cumValueRv', this.fromEv(this.safeString(order, 'cumValueEv'), market));
1273
- let lastTradeTimestamp = this.safeIntegerProduct(order, 'transactTimeNs', 0.000001);
1274
- if (lastTradeTimestamp === 0) {
1275
- lastTradeTimestamp = undefined;
1276
- }
1277
- const timeInForce = this.parseTimeInForce(this.safeString(order, 'timeInForce'));
1278
- const stopPrice = this.safeString(order, 'stopPx');
1279
- const postOnly = (timeInForce === 'PO');
1280
- return this.safeOrder({
1281
- 'info': order,
1282
- 'id': id,
1283
- 'clientOrderId': clientOrderId,
1284
- 'datetime': this.iso8601(timestamp),
1285
- 'timestamp': timestamp,
1286
- 'lastTradeTimestamp': lastTradeTimestamp,
1287
- 'symbol': symbol,
1288
- 'type': type,
1289
- 'timeInForce': timeInForce,
1290
- 'postOnly': postOnly,
1291
- 'side': side,
1292
- 'price': price,
1293
- 'stopPrice': stopPrice,
1294
- 'triggerPrice': stopPrice,
1295
- 'amount': amount,
1296
- 'filled': filled,
1297
- 'remaining': remaining,
1298
- 'cost': cost,
1299
- 'average': undefined,
1300
- 'status': status,
1301
- 'fee': undefined,
1302
- 'trades': undefined,
1303
- }, market);
1304
- }
1305
- handleMessage(client, message) {
1306
- // private spot update
1307
- // {
1308
- // "orders": { closed: [ ], fills: [ ], open: [] },
1309
- // "sequence": 40435835,
1310
- // "timestamp": "1650443245600839241",
1311
- // "type": "snapshot",
1312
- // "wallets": [
1313
- // {
1314
- // "balanceEv": 0,
1315
- // "currency": "BTC",
1316
- // "lastUpdateTimeNs": "1650442638722099092",
1317
- // "lockedTradingBalanceEv": 0,
1318
- // "lockedWithdrawEv": 0,
1319
- // "userID": 2647224
1320
- // },
1321
- // {
1322
- // "balanceEv": 1154232337,
1323
- // "currency": "USDT",
1324
- // "lastUpdateTimeNs": "1650442617610017597",
1325
- // "lockedTradingBalanceEv": 0,
1326
- // "lockedWithdrawEv": 0,
1327
- // "userID": 2647224
1328
- // }
1329
- // ]
1330
- // }
1331
- // private swap update
1332
- // {
1333
- // "sequence": 83839628,
1334
- // "timestamp": "1650382581827447829",
1335
- // "type": "snapshot",
1336
- // "accounts": [
1337
- // {
1338
- // "accountBalanceEv": 0,
1339
- // "accountID": 26472240001,
1340
- // "bonusBalanceEv": 0,
1341
- // "currency": "BTC",
1342
- // "totalUsedBalanceEv": 0,
1343
- // "userID": 2647224
1344
- // }
1345
- // ],
1346
- // "orders": [],
1347
- // "positions": [
1348
- // {
1349
- // "accountID": 26472240001,
1350
- // "assignedPosBalanceEv": 0,
1351
- // "avgEntryPriceEp": 0,
1352
- // "bankruptCommEv": 0,
1353
- // "bankruptPriceEp": 0,
1354
- // "buyLeavesQty": 0,
1355
- // "buyLeavesValueEv": 0,
1356
- // "buyValueToCostEr": 1150750,
1357
- // "createdAtNs": 0,
1358
- // "crossSharedBalanceEv": 0,
1359
- // "cumClosedPnlEv": 0,
1360
- // "cumFundingFeeEv": 0,
1361
- // "cumTransactFeeEv": 0,
1362
- // "curTermRealisedPnlEv": 0,
1363
- // "currency": "BTC",
1364
- // "dataVer": 2,
1365
- // "deleveragePercentileEr": 0,
1366
- // "displayLeverageEr": 10000000000,
1367
- // "estimatedOrdLossEv": 0,
1368
- // "execSeq": 0,
1369
- // "freeCostEv": 0,
1370
- // "freeQty": 0,
1371
- // "initMarginReqEr": 1000000,
1372
- // "lastFundingTime": "1640601827712091793",
1373
- // "lastTermEndTime": 0,
1374
- // "leverageEr": 0,
1375
- // "liquidationPriceEp": 0,
1376
- // "maintMarginReqEr": 500000,
1377
- // "makerFeeRateEr": 0,
1378
- // "markPriceEp": 507806777,
1379
- // "orderCostEv": 0,
1380
- // "posCostEv": 0,
1381
- // "positionMarginEv": 0,
1382
- // "positionStatus": "Normal",
1383
- // "riskLimitEv": 10000000000,
1384
- // "sellLeavesQty": 0,
1385
- // "sellLeavesValueEv": 0,
1386
- // "sellValueToCostEr": 1149250,
1387
- // "side": "None",
1388
- // "size": 0,
1389
- // "symbol": "BTCUSD",
1390
- // "takerFeeRateEr": 0,
1391
- // "term": 1,
1392
- // "transactTimeNs": 0,
1393
- // "unrealisedPnlEv": 0,
1394
- // "updatedAtNs": 0,
1395
- // "usedBalanceEv": 0,
1396
- // "userID": 2647224,
1397
- // "valueEv": 0
1398
- // }
1399
- // ]
1400
- // }
1401
- const id = this.safeString(message, 'id');
1402
- if (id in client.subscriptions) {
1403
- const method = client.subscriptions[id];
1404
- delete client.subscriptions[id];
1405
- if (method !== true) {
1406
- return method.call(this, client, message);
1407
- }
1408
- }
1409
- const methodName = this.safeString(message, 'method', '');
1410
- if (('market24h' in message) || ('spot_market24h' in message) || (methodName.indexOf('perp_market24h_pack_p') >= 0)) {
1411
- return this.handleTicker(client, message);
1412
- }
1413
- else if (('trades' in message) || ('trades_p' in message)) {
1414
- return this.handleTrades(client, message);
1415
- }
1416
- else if (('kline' in message) || ('kline_p' in message)) {
1417
- return this.handleOHLCV(client, message);
1418
- }
1419
- else if (('book' in message) || ('orderbook_p' in message)) {
1420
- return this.handleOrderBook(client, message);
1421
- }
1422
- if (('orders' in message) || ('orders_p' in message)) {
1423
- const orders = this.safeValue2(message, 'orders', 'orders_p', {});
1424
- this.handleOrders(client, orders);
1425
- }
1426
- if (('accounts' in message) || ('accounts_p' in message) || ('wallets' in message)) {
1427
- let type = ('accounts' in message) ? 'swap' : 'spot';
1428
- if ('accounts_p' in message) {
1429
- type = 'perpetual';
1430
- }
1431
- const accounts = this.safeValueN(message, ['accounts', 'accounts_p', 'wallets'], []);
1432
- this.handleBalance(type, client, accounts);
1433
- }
1434
- }
1435
- handleAuthenticate(client, message) {
1436
- //
1437
- // {
1438
- // "error": null,
1439
- // "id": 1234,
1440
- // "result": {
1441
- // "status": "success"
1442
- // }
1443
- // }
1444
- //
1445
- const result = this.safeValue(message, 'result');
1446
- const status = this.safeString(result, 'status');
1447
- const messageHash = 'authenticated';
1448
- if (status === 'success') {
1449
- client.resolve(message, messageHash);
1450
- }
1451
- else {
1452
- const error = new errors.AuthenticationError(this.id + ' ' + this.json(message));
1453
- client.reject(error, messageHash);
1454
- if (messageHash in client.subscriptions) {
1455
- delete client.subscriptions[messageHash];
1456
- }
1457
- }
1458
- }
1459
- async subscribePrivate(type, messageHash, params = {}) {
1460
- await this.loadMarkets();
1461
- await this.authenticate();
1462
- const url = this.urls['api']['ws'];
1463
- const requestId = this.seconds();
1464
- const settleIsUSDT = (this.safeValue(params, 'settle', '') === 'USDT');
1465
- params = this.omit(params, 'settle');
1466
- let channel = 'aop.subscribe';
1467
- if (type === 'spot') {
1468
- channel = 'wo.subscribe';
1469
- }
1470
- if (settleIsUSDT) {
1471
- channel = 'aop_p.subscribe';
1472
- }
1473
- let request = {
1474
- 'id': requestId,
1475
- 'method': channel,
1476
- 'params': [],
1477
- };
1478
- request = this.extend(request, params);
1479
- return await this.watch(url, messageHash, request, channel);
1480
- }
1481
- async authenticate(params = {}) {
1482
- this.checkRequiredCredentials();
1483
- const url = this.urls['api']['ws'];
1484
- const client = this.client(url);
1485
- const requestId = this.requestId();
1486
- const messageHash = 'authenticated';
1487
- let future = this.safeValue(client.subscriptions, messageHash);
1488
- if (future === undefined) {
1489
- const expiryDelta = this.safeInteger(this.options, 'expires', 120);
1490
- const expiration = this.seconds() + expiryDelta;
1491
- const payload = this.apiKey + expiration.toString();
1492
- const signature = this.hmac(this.encode(payload), this.encode(this.secret), sha256.sha256);
1493
- const method = 'user.auth';
1494
- const request = {
1495
- 'method': method,
1496
- 'params': ['API', this.apiKey, signature, expiration],
1497
- 'id': requestId,
1498
- };
1499
- const subscriptionHash = requestId.toString();
1500
- const message = this.extend(request, params);
1501
- if (!(messageHash in client.subscriptions)) {
1502
- client.subscriptions[subscriptionHash] = this.handleAuthenticate;
1503
- }
1504
- future = this.watch(url, messageHash, message);
1505
- client.subscriptions[messageHash] = future;
1506
- }
1507
- return await future;
1508
- }
1509
- }
1510
-
1511
- module.exports = phemex;