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.
- package/README.md +9 -9
- package/dist/ccxt.browser.js +48992 -47725
- package/dist/ccxt.browser.min.js +3 -3
- package/dist/cjs/ccxt.js +12 -1
- package/dist/cjs/src/alpaca.js +18 -18
- package/dist/cjs/src/ascendex.js +13 -6
- package/dist/cjs/src/base/Exchange.js +266 -27
- package/dist/cjs/src/bigone.js +434 -168
- package/dist/cjs/src/binance.js +163 -34
- package/dist/cjs/src/binanceus.js +8 -0
- package/dist/cjs/src/bingx.js +183 -41
- package/dist/cjs/src/bitfinex.js +2 -3
- package/dist/cjs/src/bitget.js +59 -16
- package/dist/cjs/src/bitmart.js +5 -5
- package/dist/cjs/src/bitmex.js +4 -6
- package/dist/cjs/src/bitpanda.js +5 -1991
- package/dist/cjs/src/bitstamp.js +8 -0
- package/dist/cjs/src/bybit.js +27 -47
- package/dist/cjs/src/coinbase.js +176 -26
- package/dist/cjs/src/coincheck.js +1 -0
- package/dist/cjs/src/coinex.js +3 -0
- package/dist/cjs/src/coinlist.js +13 -6
- package/dist/cjs/src/coinone.js +2 -2
- package/dist/cjs/src/coinsph.js +4 -5
- package/dist/cjs/src/delta.js +7 -1
- package/dist/cjs/src/deribit.js +17 -4
- package/dist/cjs/src/gate.js +151 -169
- package/dist/cjs/src/gemini.js +1 -1
- package/dist/cjs/src/hitbtc.js +2 -3
- package/dist/cjs/src/htx.js +157 -7
- package/dist/cjs/src/huobijp.js +2 -3
- package/dist/cjs/src/independentreserve.js +7 -5
- package/dist/cjs/src/kraken.js +86 -54
- package/dist/cjs/src/kucoin.js +5 -0
- package/dist/cjs/src/kucoinfutures.js +131 -77
- package/dist/cjs/src/lbank.js +60 -33
- package/dist/cjs/src/luno.js +84 -2
- package/dist/cjs/src/mexc.js +3 -3
- package/dist/cjs/src/oceanex.js +1 -1
- package/dist/cjs/src/okx.js +23 -11
- package/dist/cjs/{js/src/bitpanda.js → src/onetrading.js} +39 -39
- package/dist/cjs/src/phemex.js +37 -27
- package/dist/cjs/src/poloniexfutures.js +1 -0
- package/dist/cjs/src/pro/binance.js +66 -25
- package/dist/cjs/src/pro/bitget.js +1 -1
- package/dist/cjs/src/pro/bitpanda.js +5 -1330
- package/dist/cjs/src/pro/coinbase.js +4 -1
- package/dist/cjs/src/pro/coincheck.js +208 -0
- package/dist/cjs/src/pro/hitbtc.js +5 -4
- package/dist/cjs/src/pro/htx.js +6 -1
- package/dist/cjs/src/pro/kraken.js +1 -1
- package/dist/cjs/src/pro/krakenfutures.js +7 -1
- package/dist/cjs/src/pro/kucoin.js +46 -36
- package/dist/cjs/src/pro/kucoinfutures.js +45 -37
- package/dist/cjs/src/pro/lbank.js +881 -0
- package/dist/cjs/src/pro/okx.js +52 -2
- package/dist/cjs/{js/src/pro/bitpanda.js → src/pro/onetrading.js} +4 -7
- package/dist/cjs/src/pro/poloniex.js +2 -2
- package/dist/cjs/src/pro/poloniexfutures.js +43 -35
- package/dist/cjs/src/pro/woo.js +126 -0
- package/dist/cjs/src/probit.js +4 -2
- package/dist/cjs/src/upbit.js +12 -12
- package/dist/cjs/src/wavesexchange.js +1 -1
- package/dist/cjs/src/whitebit.js +1 -0
- package/dist/cjs/src/woo.js +56 -0
- package/js/ccxt.d.ts +14 -2
- package/js/ccxt.js +10 -2
- package/js/src/abstract/bitpanda.d.ts +4 -4
- package/js/src/abstract/bitstamp.d.ts +8 -0
- package/js/src/abstract/gate.d.ts +1 -0
- package/js/src/abstract/gateio.d.ts +1 -0
- package/js/src/abstract/htx.d.ts +3 -0
- package/js/src/abstract/huobi.d.ts +3 -0
- package/js/src/abstract/luno.d.ts +1 -0
- package/js/src/abstract/onetrading.d.ts +38 -0
- package/js/src/ascendex.js +2 -0
- package/js/src/base/Exchange.d.ts +2 -3
- package/js/src/base/Exchange.js +5 -2
- package/js/src/binance.js +7 -1
- package/js/src/bingx.d.ts +1 -0
- package/js/src/bingx.js +26 -0
- package/js/src/bitget.js +22 -3
- package/js/src/bitpanda.d.ts +2 -72
- package/js/src/bitpanda.js +5 -1991
- package/js/src/bitstamp.js +8 -0
- package/js/src/bybit.js +21 -47
- package/js/src/coincheck.js +1 -0
- package/js/src/deribit.js +16 -4
- package/js/src/gate.d.ts +1 -0
- package/js/src/gate.js +50 -110
- package/js/src/htx.js +3 -0
- package/js/src/kraken.d.ts +1 -0
- package/js/src/kraken.js +40 -39
- package/js/src/lbank.js +1 -0
- package/js/src/luno.d.ts +3 -1
- package/js/src/luno.js +84 -2
- package/js/src/mexc.js +1 -2
- package/js/src/onetrading.d.ts +74 -0
- package/js/src/onetrading.js +2003 -0
- package/js/src/poloniexfutures.js +1 -0
- package/js/src/pro/binance.js +7 -2
- package/js/src/pro/bitget.js +1 -1
- package/js/src/pro/bitpanda.d.ts +2 -34
- package/js/src/pro/bitpanda.js +5 -1330
- package/js/src/pro/coincheck.d.ts +12 -0
- package/js/src/pro/coincheck.js +209 -0
- package/js/src/pro/kucoin.js +43 -35
- package/js/src/pro/kucoinfutures.js +45 -37
- package/js/src/pro/lbank.d.ts +29 -0
- package/js/src/pro/lbank.js +882 -0
- package/js/src/pro/onetrading.d.ts +36 -0
- package/js/src/pro/onetrading.js +1339 -0
- package/js/src/pro/poloniexfutures.js +43 -35
- package/js/src/whitebit.js +1 -0
- package/package.json +2 -2
- package/rollup.config.js +2 -0
- package/skip-tests.json +14 -2
- package/test-commonjs.cjs +25 -1
- package/dist/cjs/js/ccxt.js +0 -476
- package/dist/cjs/js/src/abstract/alpaca.js +0 -9
- package/dist/cjs/js/src/abstract/ascendex.js +0 -9
- package/dist/cjs/js/src/abstract/bigone.js +0 -9
- package/dist/cjs/js/src/abstract/binance.js +0 -9
- package/dist/cjs/js/src/abstract/bingx.js +0 -9
- package/dist/cjs/js/src/abstract/bit2c.js +0 -9
- package/dist/cjs/js/src/abstract/bitbank.js +0 -9
- package/dist/cjs/js/src/abstract/bitbns.js +0 -9
- package/dist/cjs/js/src/abstract/bitfinex.js +0 -9
- package/dist/cjs/js/src/abstract/bitfinex2.js +0 -9
- package/dist/cjs/js/src/abstract/bitflyer.js +0 -9
- package/dist/cjs/js/src/abstract/bitforex.js +0 -9
- package/dist/cjs/js/src/abstract/bitget.js +0 -9
- package/dist/cjs/js/src/abstract/bithumb.js +0 -9
- package/dist/cjs/js/src/abstract/bitmart.js +0 -9
- package/dist/cjs/js/src/abstract/bitmex.js +0 -9
- package/dist/cjs/js/src/abstract/bitopro.js +0 -9
- package/dist/cjs/js/src/abstract/bitpanda.js +0 -9
- package/dist/cjs/js/src/abstract/bitrue.js +0 -9
- package/dist/cjs/js/src/abstract/bitso.js +0 -9
- package/dist/cjs/js/src/abstract/bitstamp.js +0 -9
- package/dist/cjs/js/src/abstract/bitteam.js +0 -9
- package/dist/cjs/js/src/abstract/bitvavo.js +0 -9
- package/dist/cjs/js/src/abstract/bl3p.js +0 -9
- package/dist/cjs/js/src/abstract/blockchaincom.js +0 -9
- package/dist/cjs/js/src/abstract/btcalpha.js +0 -9
- package/dist/cjs/js/src/abstract/btcbox.js +0 -9
- package/dist/cjs/js/src/abstract/btcmarkets.js +0 -9
- package/dist/cjs/js/src/abstract/btcturk.js +0 -9
- package/dist/cjs/js/src/abstract/bybit.js +0 -9
- package/dist/cjs/js/src/abstract/cex.js +0 -9
- package/dist/cjs/js/src/abstract/coinbase.js +0 -9
- package/dist/cjs/js/src/abstract/coinbasepro.js +0 -9
- package/dist/cjs/js/src/abstract/coincheck.js +0 -9
- package/dist/cjs/js/src/abstract/coinex.js +0 -9
- package/dist/cjs/js/src/abstract/coinlist.js +0 -9
- package/dist/cjs/js/src/abstract/coinmate.js +0 -9
- package/dist/cjs/js/src/abstract/coinone.js +0 -9
- package/dist/cjs/js/src/abstract/coinsph.js +0 -9
- package/dist/cjs/js/src/abstract/coinspot.js +0 -9
- package/dist/cjs/js/src/abstract/cryptocom.js +0 -9
- package/dist/cjs/js/src/abstract/currencycom.js +0 -9
- package/dist/cjs/js/src/abstract/delta.js +0 -9
- package/dist/cjs/js/src/abstract/deribit.js +0 -9
- package/dist/cjs/js/src/abstract/digifinex.js +0 -9
- package/dist/cjs/js/src/abstract/exmo.js +0 -9
- package/dist/cjs/js/src/abstract/gate.js +0 -9
- package/dist/cjs/js/src/abstract/gemini.js +0 -9
- package/dist/cjs/js/src/abstract/hitbtc.js +0 -9
- package/dist/cjs/js/src/abstract/hollaex.js +0 -9
- package/dist/cjs/js/src/abstract/htx.js +0 -9
- package/dist/cjs/js/src/abstract/huobijp.js +0 -9
- package/dist/cjs/js/src/abstract/idex.js +0 -9
- package/dist/cjs/js/src/abstract/independentreserve.js +0 -9
- package/dist/cjs/js/src/abstract/indodax.js +0 -9
- package/dist/cjs/js/src/abstract/kraken.js +0 -9
- package/dist/cjs/js/src/abstract/krakenfutures.js +0 -9
- package/dist/cjs/js/src/abstract/kucoin.js +0 -9
- package/dist/cjs/js/src/abstract/kucoinfutures.js +0 -9
- package/dist/cjs/js/src/abstract/kuna.js +0 -9
- package/dist/cjs/js/src/abstract/latoken.js +0 -9
- package/dist/cjs/js/src/abstract/lbank.js +0 -9
- package/dist/cjs/js/src/abstract/luno.js +0 -9
- package/dist/cjs/js/src/abstract/lykke.js +0 -9
- package/dist/cjs/js/src/abstract/mercado.js +0 -9
- package/dist/cjs/js/src/abstract/mexc.js +0 -9
- package/dist/cjs/js/src/abstract/ndax.js +0 -9
- package/dist/cjs/js/src/abstract/novadax.js +0 -9
- package/dist/cjs/js/src/abstract/oceanex.js +0 -9
- package/dist/cjs/js/src/abstract/okcoin.js +0 -9
- package/dist/cjs/js/src/abstract/okx.js +0 -9
- package/dist/cjs/js/src/abstract/p2b.js +0 -9
- package/dist/cjs/js/src/abstract/paymium.js +0 -9
- package/dist/cjs/js/src/abstract/phemex.js +0 -9
- package/dist/cjs/js/src/abstract/poloniex.js +0 -9
- package/dist/cjs/js/src/abstract/poloniexfutures.js +0 -9
- package/dist/cjs/js/src/abstract/probit.js +0 -9
- package/dist/cjs/js/src/abstract/timex.js +0 -9
- package/dist/cjs/js/src/abstract/tokocrypto.js +0 -9
- package/dist/cjs/js/src/abstract/upbit.js +0 -9
- package/dist/cjs/js/src/abstract/wavesexchange.js +0 -9
- package/dist/cjs/js/src/abstract/wazirx.js +0 -9
- package/dist/cjs/js/src/abstract/whitebit.js +0 -9
- package/dist/cjs/js/src/abstract/woo.js +0 -9
- package/dist/cjs/js/src/abstract/yobit.js +0 -9
- package/dist/cjs/js/src/abstract/zaif.js +0 -9
- package/dist/cjs/js/src/abstract/zonda.js +0 -9
- package/dist/cjs/js/src/ace.js +0 -1058
- package/dist/cjs/js/src/alpaca.js +0 -1125
- package/dist/cjs/js/src/ascendex.js +0 -3365
- package/dist/cjs/js/src/base/Exchange.js +0 -5257
- package/dist/cjs/js/src/base/Precise.js +0 -263
- package/dist/cjs/js/src/base/errors.js +0 -299
- package/dist/cjs/js/src/base/functions/crypto.js +0 -78
- package/dist/cjs/js/src/base/functions/encode.js +0 -44
- package/dist/cjs/js/src/base/functions/generic.js +0 -193
- package/dist/cjs/js/src/base/functions/misc.js +0 -96
- package/dist/cjs/js/src/base/functions/number.js +0 -297
- package/dist/cjs/js/src/base/functions/platform.js +0 -28
- package/dist/cjs/js/src/base/functions/rsa.js +0 -34
- package/dist/cjs/js/src/base/functions/string.js +0 -48
- package/dist/cjs/js/src/base/functions/throttle.js +0 -66
- package/dist/cjs/js/src/base/functions/time.js +0 -187
- package/dist/cjs/js/src/base/functions/totp.js +0 -24
- package/dist/cjs/js/src/base/functions/type.js +0 -162
- package/dist/cjs/js/src/base/functions.js +0 -157
- package/dist/cjs/js/src/base/ws/Cache.js +0 -254
- package/dist/cjs/js/src/base/ws/Client.js +0 -299
- package/dist/cjs/js/src/base/ws/Future.js +0 -34
- package/dist/cjs/js/src/base/ws/OrderBook.js +0 -107
- package/dist/cjs/js/src/base/ws/OrderBookSide.js +0 -281
- package/dist/cjs/js/src/base/ws/WsClient.js +0 -69
- package/dist/cjs/js/src/bequant.js +0 -33
- package/dist/cjs/js/src/bigone.js +0 -2213
- package/dist/cjs/js/src/binance.js +0 -9845
- package/dist/cjs/js/src/binancecoinm.js +0 -45
- package/dist/cjs/js/src/binanceus.js +0 -92
- package/dist/cjs/js/src/binanceusdm.js +0 -58
- package/dist/cjs/js/src/bingx.js +0 -3846
- package/dist/cjs/js/src/bit2c.js +0 -916
- package/dist/cjs/js/src/bitbank.js +0 -1000
- package/dist/cjs/js/src/bitbay.js +0 -17
- package/dist/cjs/js/src/bitbns.js +0 -1220
- package/dist/cjs/js/src/bitcoincom.js +0 -17
- package/dist/cjs/js/src/bitfinex.js +0 -1670
- package/dist/cjs/js/src/bitfinex2.js +0 -2990
- package/dist/cjs/js/src/bitflyer.js +0 -1045
- package/dist/cjs/js/src/bitforex.js +0 -852
- package/dist/cjs/js/src/bitget.js +0 -8295
- package/dist/cjs/js/src/bithumb.js +0 -1090
- package/dist/cjs/js/src/bitmart.js +0 -4454
- package/dist/cjs/js/src/bitmex.js +0 -2881
- package/dist/cjs/js/src/bitopro.js +0 -1724
- package/dist/cjs/js/src/bitrue.js +0 -3253
- package/dist/cjs/js/src/bitso.js +0 -1753
- package/dist/cjs/js/src/bitstamp.js +0 -2188
- package/dist/cjs/js/src/bitteam.js +0 -2309
- package/dist/cjs/js/src/bitvavo.js +0 -1968
- package/dist/cjs/js/src/bl3p.js +0 -447
- package/dist/cjs/js/src/blockchaincom.js +0 -1160
- package/dist/cjs/js/src/btcalpha.js +0 -929
- package/dist/cjs/js/src/btcbox.js +0 -565
- package/dist/cjs/js/src/btcmarkets.js +0 -1237
- package/dist/cjs/js/src/btcturk.js +0 -929
- package/dist/cjs/js/src/bybit.js +0 -7650
- package/dist/cjs/js/src/cex.js +0 -1693
- package/dist/cjs/js/src/coinbase.js +0 -3424
- package/dist/cjs/js/src/coinbasepro.js +0 -1866
- package/dist/cjs/js/src/coincheck.js +0 -843
- package/dist/cjs/js/src/coinex.js +0 -5417
- package/dist/cjs/js/src/coinlist.js +0 -2337
- package/dist/cjs/js/src/coinmate.js +0 -989
- package/dist/cjs/js/src/coinone.js +0 -1185
- package/dist/cjs/js/src/coinsph.js +0 -1933
- package/dist/cjs/js/src/coinspot.js +0 -548
- package/dist/cjs/js/src/cryptocom.js +0 -3007
- package/dist/cjs/js/src/currencycom.js +0 -2015
- package/dist/cjs/js/src/delta.js +0 -3262
- package/dist/cjs/js/src/deribit.js +0 -3306
- package/dist/cjs/js/src/digifinex.js +0 -4307
- package/dist/cjs/js/src/exmo.js +0 -2645
- package/dist/cjs/js/src/fmfwio.js +0 -34
- package/dist/cjs/js/src/gate.js +0 -7077
- package/dist/cjs/js/src/gateio.js +0 -16
- package/dist/cjs/js/src/gemini.js +0 -1801
- package/dist/cjs/js/src/hitbtc.js +0 -3660
- package/dist/cjs/js/src/hitbtc3.js +0 -19
- package/dist/cjs/js/src/hollaex.js +0 -1882
- package/dist/cjs/js/src/htx.js +0 -9174
- package/dist/cjs/js/src/huobi.js +0 -16
- package/dist/cjs/js/src/huobijp.js +0 -1918
- package/dist/cjs/js/src/idex.js +0 -1770
- package/dist/cjs/js/src/independentreserve.js +0 -761
- package/dist/cjs/js/src/indodax.js +0 -1069
- package/dist/cjs/js/src/kraken.js +0 -2891
- package/dist/cjs/js/src/krakenfutures.js +0 -2407
- package/dist/cjs/js/src/kucoin.js +0 -4494
- package/dist/cjs/js/src/kucoinfutures.js +0 -2529
- package/dist/cjs/js/src/kuna.js +0 -1949
- package/dist/cjs/js/src/latoken.js +0 -1729
- package/dist/cjs/js/src/lbank.js +0 -2851
- package/dist/cjs/js/src/luno.js +0 -1044
- package/dist/cjs/js/src/lykke.js +0 -1303
- package/dist/cjs/js/src/mercado.js +0 -897
- package/dist/cjs/js/src/mexc.js +0 -5407
- package/dist/cjs/js/src/ndax.js +0 -2450
- package/dist/cjs/js/src/novadax.js +0 -1556
- package/dist/cjs/js/src/oceanex.js +0 -964
- package/dist/cjs/js/src/okcoin.js +0 -3115
- package/dist/cjs/js/src/okx.js +0 -7331
- package/dist/cjs/js/src/p2b.js +0 -1243
- package/dist/cjs/js/src/paymium.js +0 -597
- package/dist/cjs/js/src/phemex.js +0 -4725
- package/dist/cjs/js/src/poloniex.js +0 -2356
- package/dist/cjs/js/src/poloniexfutures.js +0 -1794
- package/dist/cjs/js/src/pro/alpaca.js +0 -714
- package/dist/cjs/js/src/pro/ascendex.js +0 -957
- package/dist/cjs/js/src/pro/bequant.js +0 -33
- package/dist/cjs/js/src/pro/binance.js +0 -2796
- package/dist/cjs/js/src/pro/binancecoinm.js +0 -23
- package/dist/cjs/js/src/pro/binanceus.js +0 -51
- package/dist/cjs/js/src/pro/binanceusdm.js +0 -32
- package/dist/cjs/js/src/pro/bingx.js +0 -944
- package/dist/cjs/js/src/pro/bitcoincom.js +0 -29
- package/dist/cjs/js/src/pro/bitfinex.js +0 -672
- package/dist/cjs/js/src/pro/bitfinex2.js +0 -1159
- package/dist/cjs/js/src/pro/bitget.js +0 -1733
- package/dist/cjs/js/src/pro/bitmart.js +0 -1486
- package/dist/cjs/js/src/pro/bitmex.js +0 -1576
- package/dist/cjs/js/src/pro/bitopro.js +0 -327
- package/dist/cjs/js/src/pro/bitrue.js +0 -462
- package/dist/cjs/js/src/pro/bitstamp.js +0 -547
- package/dist/cjs/js/src/pro/bitvavo.js +0 -704
- package/dist/cjs/js/src/pro/blockchaincom.js +0 -794
- package/dist/cjs/js/src/pro/bybit.js +0 -1843
- package/dist/cjs/js/src/pro/cex.js +0 -1510
- package/dist/cjs/js/src/pro/coinbase.js +0 -561
- package/dist/cjs/js/src/pro/coinbasepro.js +0 -968
- package/dist/cjs/js/src/pro/coinex.js +0 -1095
- package/dist/cjs/js/src/pro/cryptocom.js +0 -1020
- package/dist/cjs/js/src/pro/currencycom.js +0 -563
- package/dist/cjs/js/src/pro/deribit.js +0 -825
- package/dist/cjs/js/src/pro/exmo.js +0 -658
- package/dist/cjs/js/src/pro/gate.js +0 -1316
- package/dist/cjs/js/src/pro/gateio.js +0 -16
- package/dist/cjs/js/src/pro/gemini.js +0 -649
- package/dist/cjs/js/src/pro/hitbtc.js +0 -1294
- package/dist/cjs/js/src/pro/hollaex.js +0 -597
- package/dist/cjs/js/src/pro/htx.js +0 -2388
- package/dist/cjs/js/src/pro/huobi.js +0 -16
- package/dist/cjs/js/src/pro/huobijp.js +0 -606
- package/dist/cjs/js/src/pro/idex.js +0 -714
- package/dist/cjs/js/src/pro/independentreserve.js +0 -280
- package/dist/cjs/js/src/pro/kraken.js +0 -1364
- package/dist/cjs/js/src/pro/krakenfutures.js +0 -1506
- package/dist/cjs/js/src/pro/kucoin.js +0 -1054
- package/dist/cjs/js/src/pro/kucoinfutures.js +0 -981
- package/dist/cjs/js/src/pro/luno.js +0 -322
- package/dist/cjs/js/src/pro/mexc.js +0 -1170
- package/dist/cjs/js/src/pro/ndax.js +0 -545
- package/dist/cjs/js/src/pro/okcoin.js +0 -760
- package/dist/cjs/js/src/pro/okx.js +0 -1608
- package/dist/cjs/js/src/pro/phemex.js +0 -1511
- package/dist/cjs/js/src/pro/poloniex.js +0 -1253
- package/dist/cjs/js/src/pro/poloniexfutures.js +0 -1014
- package/dist/cjs/js/src/pro/probit.js +0 -586
- package/dist/cjs/js/src/pro/upbit.js +0 -234
- package/dist/cjs/js/src/pro/wazirx.js +0 -776
- package/dist/cjs/js/src/pro/whitebit.js +0 -927
- package/dist/cjs/js/src/pro/woo.js +0 -895
- package/dist/cjs/js/src/probit.js +0 -1867
- package/dist/cjs/js/src/static_dependencies/fflake/browser.js +0 -401
- package/dist/cjs/js/src/static_dependencies/jsencrypt/JSEncrypt.js +0 -195
- package/dist/cjs/js/src/static_dependencies/jsencrypt/JSEncryptRSAKey.js +0 -308
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/asn1js/asn1.js +0 -554
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/asn1js/base64.js +0 -94
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/asn1js/hex.js +0 -70
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/asn1js/int10.js +0 -91
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsbn/base64.js +0 -16
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsbn/jsbn.js +0 -1760
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsbn/prng4.js +0 -52
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsbn/rng.js +0 -81
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsbn/rsa.js +0 -376
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsbn/util.js +0 -70
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsrsasign/asn1-1.0.js +0 -1580
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsrsasign/yahoo.js +0 -74
- package/dist/cjs/js/src/static_dependencies/noble-curves/_shortw_utils.js +0 -24
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/curve.js +0 -158
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/edwards.js +0 -429
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/hash-to-curve.js +0 -176
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/modular.js +0 -324
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/montgomery.js +0 -163
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/utils.js +0 -245
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/weierstrass.js +0 -1018
- package/dist/cjs/js/src/static_dependencies/noble-curves/ed25519.js +0 -383
- package/dist/cjs/js/src/static_dependencies/noble-curves/secp256k1.js +0 -258
- package/dist/cjs/js/src/static_dependencies/noble-hashes/_assert.js +0 -53
- package/dist/cjs/js/src/static_dependencies/noble-hashes/_sha2.js +0 -120
- package/dist/cjs/js/src/static_dependencies/noble-hashes/_u64.js +0 -69
- package/dist/cjs/js/src/static_dependencies/noble-hashes/crypto.js +0 -7
- package/dist/cjs/js/src/static_dependencies/noble-hashes/hmac.js +0 -83
- package/dist/cjs/js/src/static_dependencies/noble-hashes/md5.js +0 -240
- package/dist/cjs/js/src/static_dependencies/noble-hashes/sha1.js +0 -91
- package/dist/cjs/js/src/static_dependencies/noble-hashes/sha256.js +0 -130
- package/dist/cjs/js/src/static_dependencies/noble-hashes/sha3.js +0 -214
- package/dist/cjs/js/src/static_dependencies/noble-hashes/sha512.js +0 -239
- package/dist/cjs/js/src/static_dependencies/noble-hashes/utils.js +0 -93
- package/dist/cjs/js/src/static_dependencies/node-fetch/body.js +0 -354
- package/dist/cjs/js/src/static_dependencies/node-fetch/errors/abort-error.js +0 -16
- package/dist/cjs/js/src/static_dependencies/node-fetch/errors/base.js +0 -20
- package/dist/cjs/js/src/static_dependencies/node-fetch/errors/fetch-error.js +0 -30
- package/dist/cjs/js/src/static_dependencies/node-fetch/headers.js +0 -239
- package/dist/cjs/js/src/static_dependencies/node-fetch/index.js +0 -372
- package/dist/cjs/js/src/static_dependencies/node-fetch/request.js +0 -273
- package/dist/cjs/js/src/static_dependencies/node-fetch/response.js +0 -139
- package/dist/cjs/js/src/static_dependencies/node-fetch/utils/get-search.js +0 -14
- package/dist/cjs/js/src/static_dependencies/node-fetch/utils/is-redirect.js +0 -16
- package/dist/cjs/js/src/static_dependencies/node-fetch/utils/is.js +0 -81
- package/dist/cjs/js/src/static_dependencies/node-fetch/utils/referrer.js +0 -292
- package/dist/cjs/js/src/static_dependencies/proxies/agent-base/index.js +0 -103
- package/dist/cjs/js/src/static_dependencies/proxies/http-proxy-agent/index.js +0 -140
- package/dist/cjs/js/src/static_dependencies/proxies/https-proxy-agent/index.js +0 -175
- package/dist/cjs/js/src/static_dependencies/proxies/https-proxy-agent/parse-proxy-response.js +0 -95
- package/dist/cjs/js/src/static_dependencies/qs/index.cjs.js +0 -7
- package/dist/cjs/js/src/static_dependencies/scure-base/index.js +0 -383
- package/dist/cjs/js/src/timex.js +0 -1562
- package/dist/cjs/js/src/tokocrypto.js +0 -2542
- package/dist/cjs/js/src/upbit.js +0 -1844
- package/dist/cjs/js/src/wavesexchange.js +0 -2607
- package/dist/cjs/js/src/wazirx.js +0 -953
- package/dist/cjs/js/src/whitebit.js +0 -2309
- package/dist/cjs/js/src/woo.js +0 -2769
- package/dist/cjs/js/src/yobit.js +0 -1314
- package/dist/cjs/js/src/zaif.js +0 -736
- package/dist/cjs/js/src/zonda.js +0 -1883
- package/dist/cjs/src/abstract/bitpanda.js +0 -9
- package/test.ts +0 -0
- /package/dist/cjs/{js/src/abstract/ace.js → src/abstract/onetrading.js} +0 -0
- /package/dist/cjs/{js/src → src}/pro/coinone.js +0 -0
- /package/js/src/abstract/{bitpanda.js → onetrading.js} +0 -0
|
@@ -0,0 +1,1339 @@
|
|
|
1
|
+
// ----------------------------------------------------------------------------
|
|
2
|
+
|
|
3
|
+
// PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
|
|
4
|
+
// https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
|
|
5
|
+
// EDIT THE CORRESPONDENT .ts FILE INSTEAD
|
|
6
|
+
|
|
7
|
+
// ---------------------------------------------------------------------------
|
|
8
|
+
import onetradingRest from '../onetrading.js';
|
|
9
|
+
import { NotSupported, ExchangeError } from '../base/errors.js';
|
|
10
|
+
import { ArrayCacheBySymbolById, ArrayCacheByTimestamp } from '../base/ws/Cache.js';
|
|
11
|
+
// ---------------------------------------------------------------------------
|
|
12
|
+
export default class onetrading extends onetradingRest {
|
|
13
|
+
describe() {
|
|
14
|
+
return this.deepExtend(super.describe(), {
|
|
15
|
+
'has': {
|
|
16
|
+
'ws': true,
|
|
17
|
+
'watchBalance': true,
|
|
18
|
+
'watchTicker': true,
|
|
19
|
+
'watchTickers': true,
|
|
20
|
+
'watchTrades': false,
|
|
21
|
+
'watchMyTrades': true,
|
|
22
|
+
'watchOrders': true,
|
|
23
|
+
'watchOrderBook': true,
|
|
24
|
+
'watchOHLCV': true,
|
|
25
|
+
},
|
|
26
|
+
'urls': {
|
|
27
|
+
'api': {
|
|
28
|
+
'ws': 'wss://streams.onetrading.com/',
|
|
29
|
+
},
|
|
30
|
+
},
|
|
31
|
+
'options': {
|
|
32
|
+
'bp_remaining_quota': 200,
|
|
33
|
+
'timeframes': {
|
|
34
|
+
'1m': {
|
|
35
|
+
'unit': 'MINUTES',
|
|
36
|
+
'period': 1,
|
|
37
|
+
},
|
|
38
|
+
'5m': {
|
|
39
|
+
'unit': 'MINUTES',
|
|
40
|
+
'period': 5,
|
|
41
|
+
},
|
|
42
|
+
'15m': {
|
|
43
|
+
'unit': 'MINUTES',
|
|
44
|
+
'period': 15,
|
|
45
|
+
},
|
|
46
|
+
'30m': {
|
|
47
|
+
'unit': 'MINUTES',
|
|
48
|
+
'period': 30,
|
|
49
|
+
},
|
|
50
|
+
'1h': {
|
|
51
|
+
'unit': 'HOURS',
|
|
52
|
+
'period': 1,
|
|
53
|
+
},
|
|
54
|
+
'4h': {
|
|
55
|
+
'unit': 'HOURS',
|
|
56
|
+
'period': 4,
|
|
57
|
+
},
|
|
58
|
+
'1d': {
|
|
59
|
+
'unit': 'DAYS',
|
|
60
|
+
'period': 1,
|
|
61
|
+
},
|
|
62
|
+
'1w': {
|
|
63
|
+
'unit': 'WEEKS',
|
|
64
|
+
'period': 1,
|
|
65
|
+
},
|
|
66
|
+
'1M': {
|
|
67
|
+
'unit': 'MONTHS',
|
|
68
|
+
'period': 1,
|
|
69
|
+
},
|
|
70
|
+
},
|
|
71
|
+
},
|
|
72
|
+
'streaming': {},
|
|
73
|
+
'exceptions': {},
|
|
74
|
+
});
|
|
75
|
+
}
|
|
76
|
+
async watchBalance(params = {}) {
|
|
77
|
+
/**
|
|
78
|
+
* @method
|
|
79
|
+
* @name bitpanda#watchBalance
|
|
80
|
+
* @see https://developers.bitpanda.com/exchange/#account-history-channel
|
|
81
|
+
* @description watch balance and get the amount of funds available for trading or funds locked in orders
|
|
82
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
83
|
+
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
|
|
84
|
+
*/
|
|
85
|
+
await this.authenticate(params);
|
|
86
|
+
const url = this.urls['api']['ws'];
|
|
87
|
+
const messageHash = 'balance';
|
|
88
|
+
const subscribeHash = 'ACCOUNT_HISTORY';
|
|
89
|
+
const bpRemainingQuota = this.safeInteger(this.options, 'bp_remaining_quota', 200);
|
|
90
|
+
const subscribe = {
|
|
91
|
+
'type': 'SUBSCRIBE',
|
|
92
|
+
'bp_remaining_quota': bpRemainingQuota,
|
|
93
|
+
'channels': [
|
|
94
|
+
{
|
|
95
|
+
'name': 'ACCOUNT_HISTORY',
|
|
96
|
+
},
|
|
97
|
+
],
|
|
98
|
+
};
|
|
99
|
+
const request = this.deepExtend(subscribe, params);
|
|
100
|
+
return await this.watch(url, messageHash, request, subscribeHash, request);
|
|
101
|
+
}
|
|
102
|
+
handleBalanceSnapshot(client, message) {
|
|
103
|
+
//
|
|
104
|
+
// snapshot
|
|
105
|
+
// {
|
|
106
|
+
// "account_id": "b355abb8-aaae-4fae-903c-c60ff74723c6",
|
|
107
|
+
// "type": "BALANCES_SNAPSHOT",
|
|
108
|
+
// "channel_name": "ACCOUNT_HISTORY",
|
|
109
|
+
// "time": "2019-04-01T13:39:17.155Z",
|
|
110
|
+
// "balances": [{
|
|
111
|
+
// "account_id": "b355abb8-aaae-4fae-903c-c60ff74723c6",
|
|
112
|
+
// "currency_code": "BTC",
|
|
113
|
+
// "change": "0.5",
|
|
114
|
+
// "available": "10.0",
|
|
115
|
+
// "locked": "1.1234567",
|
|
116
|
+
// "sequence": 1,
|
|
117
|
+
// "time": "2019-04-01T13:39:17.155Z"
|
|
118
|
+
// },
|
|
119
|
+
// {
|
|
120
|
+
// "account_id": "b355abb8-aaae-4fae-903c-c60ff74723c6",
|
|
121
|
+
// "currency_code": "ETH",
|
|
122
|
+
// "change": "0.5",
|
|
123
|
+
// "available": "10.0",
|
|
124
|
+
// "locked": "1.1234567",
|
|
125
|
+
// "sequence": 2,
|
|
126
|
+
// "time": "2019-04-01T13:39:17.155Z"
|
|
127
|
+
// }
|
|
128
|
+
// ]
|
|
129
|
+
// }
|
|
130
|
+
//
|
|
131
|
+
this.balance = this.parseBalance(message);
|
|
132
|
+
const messageHash = 'balance';
|
|
133
|
+
client.resolve(this.balance, messageHash);
|
|
134
|
+
}
|
|
135
|
+
async watchTicker(symbol, params = {}) {
|
|
136
|
+
/**
|
|
137
|
+
* @method
|
|
138
|
+
* @name bitpanda#watchTicker
|
|
139
|
+
* @see https://developers.bitpanda.com/exchange/#market-ticker-channel
|
|
140
|
+
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
|
|
141
|
+
* @param {string} symbol unified symbol of the market to fetch the ticker for
|
|
142
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
143
|
+
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
|
|
144
|
+
*/
|
|
145
|
+
await this.loadMarkets();
|
|
146
|
+
const market = this.market(symbol);
|
|
147
|
+
symbol = market['symbol'];
|
|
148
|
+
const subscriptionHash = 'MARKET_TICKER';
|
|
149
|
+
const messageHash = 'ticker.' + symbol;
|
|
150
|
+
const request = {
|
|
151
|
+
'type': 'SUBSCRIBE',
|
|
152
|
+
'channels': [
|
|
153
|
+
{
|
|
154
|
+
'name': 'MARKET_TICKER',
|
|
155
|
+
'price_points_mode': 'INLINE',
|
|
156
|
+
},
|
|
157
|
+
],
|
|
158
|
+
};
|
|
159
|
+
return await this.watchMany(messageHash, request, subscriptionHash, [symbol], params);
|
|
160
|
+
}
|
|
161
|
+
async watchTickers(symbols = undefined, params = {}) {
|
|
162
|
+
/**
|
|
163
|
+
* @method
|
|
164
|
+
* @name bitpanda#watchTickers
|
|
165
|
+
* @see https://developers.bitpanda.com/exchange/#market-ticker-channel
|
|
166
|
+
* @description watches price tickers, a statistical calculation with the information for all markets or those specified.
|
|
167
|
+
* @param {string} symbols unified symbols of the markets to fetch the ticker for
|
|
168
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
169
|
+
* @returns {object} an array of [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
|
|
170
|
+
*/
|
|
171
|
+
await this.loadMarkets();
|
|
172
|
+
symbols = this.marketSymbols(symbols);
|
|
173
|
+
if (symbols === undefined) {
|
|
174
|
+
symbols = [];
|
|
175
|
+
}
|
|
176
|
+
const subscriptionHash = 'MARKET_TICKER';
|
|
177
|
+
const messageHash = 'tickers';
|
|
178
|
+
const request = {
|
|
179
|
+
'type': 'SUBSCRIBE',
|
|
180
|
+
'channels': [
|
|
181
|
+
{
|
|
182
|
+
'name': 'MARKET_TICKER',
|
|
183
|
+
'price_points_mode': 'INLINE',
|
|
184
|
+
},
|
|
185
|
+
],
|
|
186
|
+
};
|
|
187
|
+
const tickers = await this.watchMany(messageHash, request, subscriptionHash, symbols, params);
|
|
188
|
+
return this.filterByArray(tickers, 'symbol', symbols);
|
|
189
|
+
}
|
|
190
|
+
handleTicker(client, message) {
|
|
191
|
+
//
|
|
192
|
+
// {
|
|
193
|
+
// "ticker_updates": [{
|
|
194
|
+
// "instrument": "ETH_BTC",
|
|
195
|
+
// "last_price": "0.053752",
|
|
196
|
+
// "price_change": "0.000623",
|
|
197
|
+
// "price_change_percentage": "1.17",
|
|
198
|
+
// "high": "0.055",
|
|
199
|
+
// "low": "0.052662",
|
|
200
|
+
// "volume": "6.3821593247"
|
|
201
|
+
// }],
|
|
202
|
+
// "channel_name": "MARKET_TICKER",
|
|
203
|
+
// "type": "MARKET_TICKER_UPDATES",
|
|
204
|
+
// "time": "2022-06-23T16:41:00.004162Z"
|
|
205
|
+
// }
|
|
206
|
+
//
|
|
207
|
+
const tickers = this.safeValue(message, 'ticker_updates', []);
|
|
208
|
+
const datetime = this.safeString(message, 'time');
|
|
209
|
+
for (let i = 0; i < tickers.length; i++) {
|
|
210
|
+
const ticker = tickers[i];
|
|
211
|
+
const marketId = this.safeString(ticker, 'instrument');
|
|
212
|
+
const symbol = this.safeSymbol(marketId);
|
|
213
|
+
this.tickers[symbol] = this.parseWSTicker(ticker);
|
|
214
|
+
const timestamp = this.parse8601(datetime);
|
|
215
|
+
this.tickers[symbol]['timestamp'] = timestamp;
|
|
216
|
+
this.tickers[symbol]['datetime'] = this.iso8601(timestamp);
|
|
217
|
+
client.resolve(this.tickers[symbol], 'ticker.' + symbol);
|
|
218
|
+
}
|
|
219
|
+
client.resolve(this.tickers, 'tickers');
|
|
220
|
+
}
|
|
221
|
+
parseWSTicker(ticker, market = undefined) {
|
|
222
|
+
//
|
|
223
|
+
// {
|
|
224
|
+
// "instrument": "ETH_BTC",
|
|
225
|
+
// "last_price": "0.053752",
|
|
226
|
+
// "price_change": "-0.000623",
|
|
227
|
+
// "price_change_percentage": "-1.17",
|
|
228
|
+
// "high": "0.055",
|
|
229
|
+
// "low": "0.052662",
|
|
230
|
+
// "volume": "6.3821593247"
|
|
231
|
+
// }
|
|
232
|
+
//
|
|
233
|
+
const marketId = this.safeString(ticker, 'instrument');
|
|
234
|
+
return this.safeTicker({
|
|
235
|
+
'symbol': this.safeSymbol(marketId, market),
|
|
236
|
+
'timestamp': undefined,
|
|
237
|
+
'datetime': undefined,
|
|
238
|
+
'high': this.safeString(ticker, 'high'),
|
|
239
|
+
'low': this.safeString(ticker, 'low'),
|
|
240
|
+
'bid': undefined,
|
|
241
|
+
'bidVolume': undefined,
|
|
242
|
+
'ask': undefined,
|
|
243
|
+
'askVolume': undefined,
|
|
244
|
+
'vwap': undefined,
|
|
245
|
+
'open': undefined,
|
|
246
|
+
'close': this.safeString(ticker, 'last_price'),
|
|
247
|
+
'last': this.safeString(ticker, 'last_price'),
|
|
248
|
+
'previousClose': undefined,
|
|
249
|
+
'change': this.safeString(ticker, 'price_change'),
|
|
250
|
+
'percentage': this.safeString(ticker, 'price_change_percentage'),
|
|
251
|
+
'average': undefined,
|
|
252
|
+
'baseVolume': undefined,
|
|
253
|
+
'quoteVolume': this.safeNumber(ticker, 'volume'),
|
|
254
|
+
'info': ticker,
|
|
255
|
+
}, market);
|
|
256
|
+
}
|
|
257
|
+
async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
|
|
258
|
+
/**
|
|
259
|
+
* @method
|
|
260
|
+
* @name bitpanda#watchMyTrades
|
|
261
|
+
* @see https://developers.bitpanda.com/exchange/#account-history-channel
|
|
262
|
+
* @description get the list of trades associated with the user
|
|
263
|
+
* @param {string} symbol unified symbol of the market to fetch trades for. Use 'any' to watch all trades
|
|
264
|
+
* @param {int} [since] timestamp in ms of the earliest trade to fetch
|
|
265
|
+
* @param {int} [limit] the maximum amount of trades to fetch
|
|
266
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
267
|
+
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
|
|
268
|
+
*/
|
|
269
|
+
await this.loadMarkets();
|
|
270
|
+
let messageHash = 'myTrades';
|
|
271
|
+
if (symbol !== undefined) {
|
|
272
|
+
const market = this.market(symbol);
|
|
273
|
+
symbol = market['symbol'];
|
|
274
|
+
messageHash += ':' + symbol;
|
|
275
|
+
}
|
|
276
|
+
await this.authenticate(params);
|
|
277
|
+
const url = this.urls['api']['ws'];
|
|
278
|
+
const subscribeHash = 'ACCOUNT_HISTORY';
|
|
279
|
+
const bpRemainingQuota = this.safeInteger(this.options, 'bp_remaining_quota', 200);
|
|
280
|
+
const subscribe = {
|
|
281
|
+
'type': 'SUBSCRIBE',
|
|
282
|
+
'bp_remaining_quota': bpRemainingQuota,
|
|
283
|
+
'channels': [
|
|
284
|
+
{
|
|
285
|
+
'name': 'ACCOUNT_HISTORY',
|
|
286
|
+
},
|
|
287
|
+
],
|
|
288
|
+
};
|
|
289
|
+
const request = this.deepExtend(subscribe, params);
|
|
290
|
+
let trades = await this.watch(url, messageHash, request, subscribeHash, request);
|
|
291
|
+
if (this.newUpdates) {
|
|
292
|
+
limit = trades.getLimit(symbol, limit);
|
|
293
|
+
}
|
|
294
|
+
trades = this.filterBySymbolSinceLimit(trades, symbol, since, limit);
|
|
295
|
+
const numTrades = trades.length;
|
|
296
|
+
if (numTrades === 0) {
|
|
297
|
+
return await this.watchMyTrades(symbol, since, limit, params);
|
|
298
|
+
}
|
|
299
|
+
return trades;
|
|
300
|
+
}
|
|
301
|
+
async watchOrderBook(symbol, limit = undefined, params = {}) {
|
|
302
|
+
/**
|
|
303
|
+
* @method
|
|
304
|
+
* @name bitpanda#watchOrderBook
|
|
305
|
+
* @see https://developers.bitpanda.com/exchange/#market-ticker-channel
|
|
306
|
+
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
|
|
307
|
+
* @param {string} symbol unified symbol of the market to fetch the order book for
|
|
308
|
+
* @param {int} [limit] the maximum amount of order book entries to return
|
|
309
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
310
|
+
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
|
|
311
|
+
*/
|
|
312
|
+
await this.loadMarkets();
|
|
313
|
+
const market = this.market(symbol);
|
|
314
|
+
symbol = market['symbol'];
|
|
315
|
+
const messageHash = 'book:' + symbol;
|
|
316
|
+
const subscriptionHash = 'ORDER_BOOK';
|
|
317
|
+
let depth = 0;
|
|
318
|
+
if (limit !== undefined) {
|
|
319
|
+
depth = limit;
|
|
320
|
+
}
|
|
321
|
+
const request = {
|
|
322
|
+
'type': 'SUBSCRIBE',
|
|
323
|
+
'channels': [
|
|
324
|
+
{
|
|
325
|
+
'name': 'ORDER_BOOK',
|
|
326
|
+
'depth': depth,
|
|
327
|
+
},
|
|
328
|
+
],
|
|
329
|
+
};
|
|
330
|
+
const orderbook = await this.watchMany(messageHash, request, subscriptionHash, [symbol], params);
|
|
331
|
+
return orderbook.limit();
|
|
332
|
+
}
|
|
333
|
+
handleOrderBook(client, message) {
|
|
334
|
+
//
|
|
335
|
+
// snapshot
|
|
336
|
+
// {
|
|
337
|
+
// "instrument_code": "ETH_BTC",
|
|
338
|
+
// "bids": [
|
|
339
|
+
// ['0.053595', "4.5352"],
|
|
340
|
+
// ...
|
|
341
|
+
// ],
|
|
342
|
+
// "asks": [
|
|
343
|
+
// ['0.055455', "0.2821"],
|
|
344
|
+
// ...
|
|
345
|
+
// ],
|
|
346
|
+
// "channel_name": "ORDER_BOOK",
|
|
347
|
+
// "type": "ORDER_BOOK_SNAPSHOT",
|
|
348
|
+
// "time": "2022-06-23T15:38:02.196282Z"
|
|
349
|
+
// }
|
|
350
|
+
//
|
|
351
|
+
// update
|
|
352
|
+
// {
|
|
353
|
+
// "instrument_code": "ETH_BTC",
|
|
354
|
+
// "changes": [
|
|
355
|
+
// ["BUY", '0.053593', "8.0587"]
|
|
356
|
+
// ],
|
|
357
|
+
// "channel_name": "ORDER_BOOK",
|
|
358
|
+
// "type": "ORDER_BOOK_UPDATE",
|
|
359
|
+
// "time": "2022-06-23T15:38:02.751301Z"
|
|
360
|
+
// }
|
|
361
|
+
//
|
|
362
|
+
const type = this.safeString(message, 'type');
|
|
363
|
+
const marketId = this.safeString(message, 'instrument_code');
|
|
364
|
+
const symbol = this.safeSymbol(marketId);
|
|
365
|
+
const dateTime = this.safeString(message, 'time');
|
|
366
|
+
const timestamp = this.parse8601(dateTime);
|
|
367
|
+
const channel = 'book:' + symbol;
|
|
368
|
+
let storedOrderBook = this.safeValue(this.orderbooks, symbol);
|
|
369
|
+
if (storedOrderBook === undefined) {
|
|
370
|
+
storedOrderBook = this.orderBook({});
|
|
371
|
+
}
|
|
372
|
+
if (type === 'ORDER_BOOK_SNAPSHOT') {
|
|
373
|
+
const snapshot = this.parseOrderBook(message, symbol, timestamp, 'bids', 'asks');
|
|
374
|
+
storedOrderBook.reset(snapshot);
|
|
375
|
+
}
|
|
376
|
+
else if (type === 'ORDER_BOOK_UPDATE') {
|
|
377
|
+
const changes = this.safeValue(message, 'changes', []);
|
|
378
|
+
this.handleDeltas(storedOrderBook, changes);
|
|
379
|
+
}
|
|
380
|
+
else {
|
|
381
|
+
throw new NotSupported(this.id + ' watchOrderBook() did not recognize message type ' + type);
|
|
382
|
+
}
|
|
383
|
+
storedOrderBook['nonce'] = timestamp;
|
|
384
|
+
storedOrderBook['timestamp'] = timestamp;
|
|
385
|
+
storedOrderBook['datetime'] = this.iso8601(timestamp);
|
|
386
|
+
this.orderbooks[symbol] = storedOrderBook;
|
|
387
|
+
client.resolve(storedOrderBook, channel);
|
|
388
|
+
}
|
|
389
|
+
handleDelta(orderbook, delta) {
|
|
390
|
+
//
|
|
391
|
+
// [ 'BUY', "0.053595", "0" ]
|
|
392
|
+
//
|
|
393
|
+
const bidAsk = this.parseBidAsk(delta, 1, 2);
|
|
394
|
+
const type = this.safeString(delta, 0);
|
|
395
|
+
if (type === 'BUY') {
|
|
396
|
+
const bids = orderbook['bids'];
|
|
397
|
+
bids.storeArray(bidAsk);
|
|
398
|
+
}
|
|
399
|
+
else if (type === 'SELL') {
|
|
400
|
+
const asks = orderbook['asks'];
|
|
401
|
+
asks.storeArray(bidAsk);
|
|
402
|
+
}
|
|
403
|
+
else {
|
|
404
|
+
throw new NotSupported(this.id + ' watchOrderBook () received unknown change type ' + this.json(delta));
|
|
405
|
+
}
|
|
406
|
+
}
|
|
407
|
+
handleDeltas(orderbook, deltas) {
|
|
408
|
+
//
|
|
409
|
+
// [
|
|
410
|
+
// [ 'BUY', "0.053593", "0" ],
|
|
411
|
+
// [ 'SELL', "0.053698", "0" ]
|
|
412
|
+
// ]
|
|
413
|
+
//
|
|
414
|
+
for (let i = 0; i < deltas.length; i++) {
|
|
415
|
+
this.handleDelta(orderbook, deltas[i]);
|
|
416
|
+
}
|
|
417
|
+
}
|
|
418
|
+
async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
|
|
419
|
+
/**
|
|
420
|
+
* @method
|
|
421
|
+
* @name bitpanda#watchOrders
|
|
422
|
+
* @see https://developers.bitpanda.com/exchange/#account-history-channel
|
|
423
|
+
* @description watches information on multiple orders made by the user
|
|
424
|
+
* @param {string} symbol unified market symbol of the market orders were made in
|
|
425
|
+
* @param {int} [since] the earliest time in ms to fetch orders for
|
|
426
|
+
* @param {int} [limit] the maximum number of order structures to retrieve
|
|
427
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
428
|
+
* @param {string} [params.channel] can listen to orders using ACCOUNT_HISTORY or TRADING
|
|
429
|
+
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
|
|
430
|
+
*/
|
|
431
|
+
await this.loadMarkets();
|
|
432
|
+
let messageHash = 'orders';
|
|
433
|
+
if (symbol !== undefined) {
|
|
434
|
+
const market = this.market(symbol);
|
|
435
|
+
symbol = market['symbol'];
|
|
436
|
+
messageHash += ':' + symbol;
|
|
437
|
+
}
|
|
438
|
+
await this.authenticate(params);
|
|
439
|
+
const url = this.urls['api']['ws'];
|
|
440
|
+
const subscribeHash = this.safeString(params, 'channel', 'ACCOUNT_HISTORY');
|
|
441
|
+
const bpRemainingQuota = this.safeInteger(this.options, 'bp_remaining_quota', 200);
|
|
442
|
+
const subscribe = {
|
|
443
|
+
'type': 'SUBSCRIBE',
|
|
444
|
+
'bp_remaining_quota': bpRemainingQuota,
|
|
445
|
+
'channels': [
|
|
446
|
+
{
|
|
447
|
+
'name': subscribeHash,
|
|
448
|
+
},
|
|
449
|
+
],
|
|
450
|
+
};
|
|
451
|
+
const request = this.deepExtend(subscribe, params);
|
|
452
|
+
let orders = await this.watch(url, messageHash, request, subscribeHash, request);
|
|
453
|
+
if (this.newUpdates) {
|
|
454
|
+
limit = orders.getLimit(symbol, limit);
|
|
455
|
+
}
|
|
456
|
+
orders = this.filterBySymbolSinceLimit(orders, symbol, since, limit);
|
|
457
|
+
const numOrders = orders.length;
|
|
458
|
+
if (numOrders === 0) {
|
|
459
|
+
return await this.watchOrders(symbol, since, limit, params);
|
|
460
|
+
}
|
|
461
|
+
return orders;
|
|
462
|
+
}
|
|
463
|
+
handleTrading(client, message) {
|
|
464
|
+
//
|
|
465
|
+
// {
|
|
466
|
+
// "order_book_sequence": 892925263,
|
|
467
|
+
// "side": "BUY",
|
|
468
|
+
// "amount": "0.00046",
|
|
469
|
+
// "trade_id": "d67b9b69-ab76-480f-9ba3-b33582202836",
|
|
470
|
+
// "matched_as": "TAKER",
|
|
471
|
+
// "matched_amount": "0.00046",
|
|
472
|
+
// "matched_price": "22231.08",
|
|
473
|
+
// "instrument_code": "BTC_EUR",
|
|
474
|
+
// "order_id": "7b39f316-0a71-4bfd-adda-3062e6f0bd37",
|
|
475
|
+
// "remaining": "0.0",
|
|
476
|
+
// "channel_name": "TRADING",
|
|
477
|
+
// "type": "FILL",
|
|
478
|
+
// "time": "2022-07-21T12:41:22.883341Z"
|
|
479
|
+
// }
|
|
480
|
+
//
|
|
481
|
+
// {
|
|
482
|
+
// "status": "CANCELLED",
|
|
483
|
+
// "order_book_sequence": 892928424,
|
|
484
|
+
// "amount": "0.0003",
|
|
485
|
+
// "side": "SELL",
|
|
486
|
+
// "price": "50338.65",
|
|
487
|
+
// "instrument_code": "BTC_EUR",
|
|
488
|
+
// "order_id": "b3994a08-a9e8-4a79-a08b-33e3480382df",
|
|
489
|
+
// "remaining": "0.0003",
|
|
490
|
+
// "channel_name": "TRADING",
|
|
491
|
+
// "type": "DONE",
|
|
492
|
+
// "time": "2022-07-21T12:44:24.267000Z"
|
|
493
|
+
// }
|
|
494
|
+
//
|
|
495
|
+
// {
|
|
496
|
+
// "order_book_sequence": 892934476,
|
|
497
|
+
// "side": "SELL",
|
|
498
|
+
// "amount": "0.00051",
|
|
499
|
+
// "price": "22349.02",
|
|
500
|
+
// "instrument_code": "BTC_EUR",
|
|
501
|
+
// "order_id": "1c6c585c-ec3d-4b94-9292-6c3d04a31dc8",
|
|
502
|
+
// "remaining": "0.00051",
|
|
503
|
+
// "channel_name": "TRADING",
|
|
504
|
+
// "type": "BOOKED",
|
|
505
|
+
// "time": "2022-07-21T12:50:10.093000Z"
|
|
506
|
+
// }
|
|
507
|
+
//
|
|
508
|
+
if (this.orders === undefined) {
|
|
509
|
+
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
|
|
510
|
+
this.orders = new ArrayCacheBySymbolById(limit);
|
|
511
|
+
}
|
|
512
|
+
const order = this.parseTradingOrder(message);
|
|
513
|
+
const orders = this.orders;
|
|
514
|
+
orders.append(order);
|
|
515
|
+
client.resolve(this.orders, 'orders:' + order['symbol']);
|
|
516
|
+
client.resolve(this.orders, 'orders');
|
|
517
|
+
}
|
|
518
|
+
parseTradingOrder(order, market = undefined) {
|
|
519
|
+
//
|
|
520
|
+
// {
|
|
521
|
+
// "order_book_sequence": 892925263,
|
|
522
|
+
// "side": "BUY",
|
|
523
|
+
// "amount": "0.00046",
|
|
524
|
+
// "trade_id": "d67b9b69-ab76-480f-9ba3-b33582202836",
|
|
525
|
+
// "matched_as": "TAKER",
|
|
526
|
+
// "matched_amount": "0.00046",
|
|
527
|
+
// "matched_price": "22231.08",
|
|
528
|
+
// "instrument_code": "BTC_EUR",
|
|
529
|
+
// "order_id": "7b39f316-0a71-4bfd-adda-3062e6f0bd37",
|
|
530
|
+
// "remaining": "0.0",
|
|
531
|
+
// "channel_name": "TRADING",
|
|
532
|
+
// "type": "FILL",
|
|
533
|
+
// "time": "2022-07-21T12:41:22.883341Z"
|
|
534
|
+
// }
|
|
535
|
+
//
|
|
536
|
+
// {
|
|
537
|
+
// "status": "CANCELLED",
|
|
538
|
+
// "order_book_sequence": 892928424,
|
|
539
|
+
// "amount": "0.0003",
|
|
540
|
+
// "side": "SELL",
|
|
541
|
+
// "price": "50338.65",
|
|
542
|
+
// "instrument_code": "BTC_EUR",
|
|
543
|
+
// "order_id": "b3994a08-a9e8-4a79-a08b-33e3480382df",
|
|
544
|
+
// "remaining": "0.0003",
|
|
545
|
+
// "channel_name": "TRADING",
|
|
546
|
+
// "type": "DONE",
|
|
547
|
+
// "time": "2022-07-21T12:44:24.267000Z"
|
|
548
|
+
// }
|
|
549
|
+
//
|
|
550
|
+
// {
|
|
551
|
+
// "order_book_sequence": 892934476,
|
|
552
|
+
// "side": "SELL",
|
|
553
|
+
// "amount": "0.00051",
|
|
554
|
+
// "price": "22349.02",
|
|
555
|
+
// "instrument_code": "BTC_EUR",
|
|
556
|
+
// "order_id": "1c6c585c-ec3d-4b94-9292-6c3d04a31dc8",
|
|
557
|
+
// "remaining": "0.00051",
|
|
558
|
+
// "channel_name": "TRADING",
|
|
559
|
+
// "type": "BOOKED",
|
|
560
|
+
// "time": "2022-07-21T12:50:10.093000Z"
|
|
561
|
+
// }
|
|
562
|
+
//
|
|
563
|
+
// {
|
|
564
|
+
// "type":"UPDATE",
|
|
565
|
+
// "channel_name": "TRADING",
|
|
566
|
+
// "instrument_code": "BTC_EUR",
|
|
567
|
+
// "order_id": "1e842f13-762a-4745-9f3b-07f1b43e7058",
|
|
568
|
+
// "client_id": "d75fb03b-b599-49e9-b926-3f0b6d103206",
|
|
569
|
+
// "time": "2020-01-11T01:01:01.999Z",
|
|
570
|
+
// "remaining": "1.23456",
|
|
571
|
+
// "order_book_sequence": 42,
|
|
572
|
+
// "status": "APPLIED",
|
|
573
|
+
// "amount": "1.35756",
|
|
574
|
+
// "amount_delta": "0.123",
|
|
575
|
+
// "modification_id": "cc0eed67-aecc-4fb4-a625-ff3890ceb4cc"
|
|
576
|
+
// }
|
|
577
|
+
// tracked
|
|
578
|
+
// {
|
|
579
|
+
// "type": "STOP_TRACKED",
|
|
580
|
+
// "channel_name": "TRADING",
|
|
581
|
+
// "instrument_code": "BTC_EUR",
|
|
582
|
+
// "order_id": "1e842f13-762a-4745-9f3b-07f1b43e7058",
|
|
583
|
+
// "client_id": "d75fb03b-b599-49e9-b926-3f0b6d103206",
|
|
584
|
+
// "time": "2020-01-11T01:01:01.999Z",
|
|
585
|
+
// "remaining": "1.23456",
|
|
586
|
+
// "order_book_sequence": 42,
|
|
587
|
+
// "trigger_price": "12345.67",
|
|
588
|
+
// "current_price": "11111.11"
|
|
589
|
+
// }
|
|
590
|
+
//
|
|
591
|
+
// {
|
|
592
|
+
// "type": "STOP_TRIGGERED",
|
|
593
|
+
// "channel_name": "TRADING",
|
|
594
|
+
// "instrument_code": "BTC_EUR",
|
|
595
|
+
// "order_id": "1e842f13-762a-4745-9f3b-07f1b43e7058",
|
|
596
|
+
// "client_id": "d75fb03b-b599-49e9-b926-3f0b6d103206",
|
|
597
|
+
// "time": "2020-01-11T01:01:01.999Z",
|
|
598
|
+
// "remaining": "1.23456",
|
|
599
|
+
// "order_book_sequence": 42,
|
|
600
|
+
// "price": "13333.33"
|
|
601
|
+
// }
|
|
602
|
+
//
|
|
603
|
+
const datetime = this.safeString(order, 'time');
|
|
604
|
+
const marketId = this.safeString(order, 'instrument_code');
|
|
605
|
+
const symbol = this.safeSymbol(marketId, market, '_');
|
|
606
|
+
return this.safeOrder({
|
|
607
|
+
'id': this.safeString(order, 'order_id'),
|
|
608
|
+
'clientOrderId': this.safeString(order, 'client_id'),
|
|
609
|
+
'info': order,
|
|
610
|
+
'timestamp': this.parse8601(datetime),
|
|
611
|
+
'datetime': datetime,
|
|
612
|
+
'lastTradeTimestamp': undefined,
|
|
613
|
+
'symbol': symbol,
|
|
614
|
+
'type': undefined,
|
|
615
|
+
'timeInForce': undefined,
|
|
616
|
+
'postOnly': undefined,
|
|
617
|
+
'side': this.safeStringLower(order, 'side'),
|
|
618
|
+
'price': this.safeNumber2(order, 'price', 'matched_price'),
|
|
619
|
+
'stopPrice': this.safeNumber(order, 'trigger_price'),
|
|
620
|
+
'amount': this.safeNumber(order, 'amount'),
|
|
621
|
+
'cost': undefined,
|
|
622
|
+
'average': undefined,
|
|
623
|
+
'filled': undefined,
|
|
624
|
+
'remaining': this.safeString(order, 'remaining'),
|
|
625
|
+
'status': this.parseTradingOrderStatus(this.safeString(order, 'status')),
|
|
626
|
+
'fee': undefined,
|
|
627
|
+
'trades': undefined,
|
|
628
|
+
}, market);
|
|
629
|
+
}
|
|
630
|
+
parseTradingOrderStatus(status) {
|
|
631
|
+
const statuses = {
|
|
632
|
+
'CANCELLED': 'canceled',
|
|
633
|
+
'SELF_TRADE': 'rejected',
|
|
634
|
+
'FILLED_FULLY': 'closed',
|
|
635
|
+
'INSUFFICIENT_FUNDS': 'rejected',
|
|
636
|
+
'INSUFFICIENT_LIQUIDITY': 'rejected',
|
|
637
|
+
'TIME_TO_MARKET_EXCEEDED': 'rejected',
|
|
638
|
+
'LAST_PRICE_UNKNOWN': 'rejected',
|
|
639
|
+
};
|
|
640
|
+
return this.safeString(statuses, status, status);
|
|
641
|
+
}
|
|
642
|
+
handleOrders(client, message) {
|
|
643
|
+
//
|
|
644
|
+
// snapshot
|
|
645
|
+
// {
|
|
646
|
+
// "account_id": "4920221a-48dc-423e-b336-bb65baccc7bd",
|
|
647
|
+
// "orders": [{
|
|
648
|
+
// "order": {
|
|
649
|
+
// "order_id": "30e2de8f-9a34-472f-bcf8-3af4b7757626",
|
|
650
|
+
// "account_holder": "49202c1a-48dc-423e-b336-bb65baccc7bd",
|
|
651
|
+
// "account_id": "49202c1a-48dc-423e-b336-bb65baccc7bd",
|
|
652
|
+
// "instrument_code": "BTC_EUR",
|
|
653
|
+
// "time": "2022-06-28T06:10:02.587345Z",
|
|
654
|
+
// "side": "SELL",
|
|
655
|
+
// "price": "19645.48",
|
|
656
|
+
// "amount": "0.00052",
|
|
657
|
+
// "filled_amount": "0.00052",
|
|
658
|
+
// "type": "MARKET",
|
|
659
|
+
// "sequence": 7633339971,
|
|
660
|
+
// "status": "FILLED_FULLY",
|
|
661
|
+
// "average_price": "19645.48",
|
|
662
|
+
// "is_post_only": false,
|
|
663
|
+
// "order_book_sequence": 866885897,
|
|
664
|
+
// "time_last_updated": "2022-06-28T06:10:02.766983Z",
|
|
665
|
+
// "update_modification_sequence": 866885897
|
|
666
|
+
// },
|
|
667
|
+
// "trades": [{
|
|
668
|
+
// "fee": {
|
|
669
|
+
// "fee_amount": "0.01532347",
|
|
670
|
+
// "fee_currency": "EUR",
|
|
671
|
+
// "fee_percentage": "0.15",
|
|
672
|
+
// "fee_group_id": "default",
|
|
673
|
+
// "fee_type": "TAKER",
|
|
674
|
+
// "running_trading_volume": "0.0",
|
|
675
|
+
// "collection_type": "STANDARD"
|
|
676
|
+
// },
|
|
677
|
+
// "trade": {
|
|
678
|
+
// "trade_id": "d83e302e-0b3a-4269-aa7d-ecf007cbe577",
|
|
679
|
+
// "order_id": "30e2de8f-9a34-472f-bcf8-3af4b7757626",
|
|
680
|
+
// "account_holder": "49203c1a-48dc-423e-b336-bb65baccc7bd",
|
|
681
|
+
// "account_id": "4920221a-48dc-423e-b336-bb65baccc7bd",
|
|
682
|
+
// "amount": "0.00052",
|
|
683
|
+
// "side": "SELL",
|
|
684
|
+
// "instrument_code": "BTC_EUR",
|
|
685
|
+
// "price": "19645.48",
|
|
686
|
+
// "time": "2022-06-28T06:10:02.693246Z",
|
|
687
|
+
// "price_tick_sequence": 0,
|
|
688
|
+
// "sequence": 7633339971
|
|
689
|
+
// }
|
|
690
|
+
// }]
|
|
691
|
+
// }],
|
|
692
|
+
// "channel_name": "ACCOUNT_HISTORY",
|
|
693
|
+
// "type": "INACTIVE_ORDERS_SNAPSHOT",
|
|
694
|
+
// "time": "2022-06-28T06:11:52.469242Z"
|
|
695
|
+
// }
|
|
696
|
+
//
|
|
697
|
+
//
|
|
698
|
+
if (this.orders === undefined) {
|
|
699
|
+
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
|
|
700
|
+
this.orders = new ArrayCacheBySymbolById(limit);
|
|
701
|
+
}
|
|
702
|
+
if (this.myTrades === undefined) {
|
|
703
|
+
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
|
|
704
|
+
this.myTrades = new ArrayCacheBySymbolById(limit);
|
|
705
|
+
}
|
|
706
|
+
const rawOrders = this.safeValue(message, 'orders', []);
|
|
707
|
+
const rawOrdersLength = rawOrders.length;
|
|
708
|
+
if (rawOrdersLength === 0) {
|
|
709
|
+
return;
|
|
710
|
+
}
|
|
711
|
+
const orders = this.orders;
|
|
712
|
+
for (let i = 0; i < rawOrders.length; i++) {
|
|
713
|
+
const order = this.parseOrder(rawOrders[i]);
|
|
714
|
+
let symbol = this.safeString(order, 'symbol', '');
|
|
715
|
+
orders.append(order);
|
|
716
|
+
client.resolve(this.orders, 'orders:' + symbol);
|
|
717
|
+
const rawTrades = this.safeValue(rawOrders[i], 'trades', []);
|
|
718
|
+
for (let ii = 0; ii < rawTrades.length; ii++) {
|
|
719
|
+
const trade = this.parseTrade(rawTrades[ii]);
|
|
720
|
+
symbol = this.safeString(trade, 'symbol', symbol);
|
|
721
|
+
this.myTrades.append(trade);
|
|
722
|
+
client.resolve(this.myTrades, 'myTrades:' + symbol);
|
|
723
|
+
}
|
|
724
|
+
}
|
|
725
|
+
client.resolve(this.orders, 'orders');
|
|
726
|
+
client.resolve(this.myTrades, 'myTrades');
|
|
727
|
+
}
|
|
728
|
+
handleAccountUpdate(client, message) {
|
|
729
|
+
//
|
|
730
|
+
// order created
|
|
731
|
+
// {
|
|
732
|
+
// "account_id": "49302c1a-48dc-423e-b336-bb65baccc7bd",
|
|
733
|
+
// "sequence": 7658332018,
|
|
734
|
+
// "update": {
|
|
735
|
+
// "type": "ORDER_CREATED",
|
|
736
|
+
// "activity": "TRADING",
|
|
737
|
+
// "account_holder": "43202c1a-48dc-423e-b336-bb65baccc7bd",
|
|
738
|
+
// "account_id": "49202c1a-48dc-423e-b336-bb65baccc7bd",
|
|
739
|
+
// "order_id": "8893fd69-5ebd-496b-aaa4-269b4c18aa77",
|
|
740
|
+
// "time": "2022-06-29T04:33:29.661257Z",
|
|
741
|
+
// "order": {
|
|
742
|
+
// "time_in_force": "GOOD_TILL_CANCELLED",
|
|
743
|
+
// "is_post_only": false,
|
|
744
|
+
// "order_id": "8892fd69-5ebd-496b-aaa4-269b4c18aa77",
|
|
745
|
+
// "account_holder": "43202c1a-48dc-423e-b336-bb65baccc7bd",
|
|
746
|
+
// "account_id": "49302c1a-48dc-423e-b336-bb65baccc7bd",
|
|
747
|
+
// "instrument_code": "BTC_EUR",
|
|
748
|
+
// "time": "2022-06-29T04:33:29.656896Z",
|
|
749
|
+
// "side": "SELL",
|
|
750
|
+
// "price": "50338.65",
|
|
751
|
+
// "amount": "0.00021",
|
|
752
|
+
// "filled_amount": "0.0",
|
|
753
|
+
// "type": "LIMIT"
|
|
754
|
+
// },
|
|
755
|
+
// "locked": {
|
|
756
|
+
// "currency_code": "BTC",
|
|
757
|
+
// "amount": "0.00021",
|
|
758
|
+
// "new_available": "0.00017",
|
|
759
|
+
// "new_locked": "0.00021"
|
|
760
|
+
// },
|
|
761
|
+
// "id": "26e9c36a-b231-4bb0-a686-aa915a2fc9e6",
|
|
762
|
+
// "sequence": 7658332018
|
|
763
|
+
// },
|
|
764
|
+
// "channel_name": "ACCOUNT_HISTORY",
|
|
765
|
+
// "type": "ACCOUNT_UPDATE",
|
|
766
|
+
// "time": "2022-06-29T04:33:29.684517Z"
|
|
767
|
+
// }
|
|
768
|
+
//
|
|
769
|
+
// order rejected
|
|
770
|
+
// {
|
|
771
|
+
// "account_id": "49302c1a-48dc-423e-b336-bb65baccc7bd",
|
|
772
|
+
// "sequence": 7658332018,
|
|
773
|
+
// "update": {
|
|
774
|
+
// "id": "d3fe6025-5b27-4df6-a957-98b8d131cb9d",
|
|
775
|
+
// "type": "ORDER_REJECTED",
|
|
776
|
+
// "activity": "TRADING",
|
|
777
|
+
// "account_id": "b355abb8-aaae-4fae-903c-c60ff74723c6",
|
|
778
|
+
// "sequence": 0,
|
|
779
|
+
// "timestamp": "2018-08-01T13:39:15.590Z",
|
|
780
|
+
// "reason": "INSUFFICIENT_FUNDS",
|
|
781
|
+
// "order_id": "6f991342-da2c-45c6-8830-8bf519cfc8cc",
|
|
782
|
+
// "client_id": "fb497387-8223-4111-87dc-66a86f98a7cf",
|
|
783
|
+
// "unlocked": {
|
|
784
|
+
// "currency_code": "BTC",
|
|
785
|
+
// "amount": "1.5",
|
|
786
|
+
// "new_locked": "2.0",
|
|
787
|
+
// "new_available": "1.5"
|
|
788
|
+
// }
|
|
789
|
+
// }
|
|
790
|
+
// }
|
|
791
|
+
//
|
|
792
|
+
// order closed
|
|
793
|
+
// {
|
|
794
|
+
// "account_id": "49202c1a-48dc-423e-b336-bb65baccc7bd",
|
|
795
|
+
// "sequence": 7658471216,
|
|
796
|
+
// "update": {
|
|
797
|
+
// "type": "ORDER_CLOSED",
|
|
798
|
+
// "activity": "TRADING",
|
|
799
|
+
// "account_holder": "49202c1a-48dc-423e-b336-bb65baccc7bd",
|
|
800
|
+
// "account_id": "49202c1a-48dc-423e-b336-bb65baccc7bd",
|
|
801
|
+
// "time": "2022-06-29T04:43:57.169616Z",
|
|
802
|
+
// "order_id": "8892fd69-5ebd-496b-aaa4-269b4c18aa77",
|
|
803
|
+
// "unlocked": {
|
|
804
|
+
// "currency_code": "BTC",
|
|
805
|
+
// "amount": "0.00021",
|
|
806
|
+
// "new_available": "0.00038",
|
|
807
|
+
// "new_locked": "0.0"
|
|
808
|
+
// },
|
|
809
|
+
// "order_book_sequence": 867964191,
|
|
810
|
+
// "id": "26c5e1d7-65ba-4a11-a661-14c0130ff484",
|
|
811
|
+
// "sequence": 7658471216
|
|
812
|
+
// },
|
|
813
|
+
// "channel_name": "ACCOUNT_HISTORY",
|
|
814
|
+
// "type": "ACCOUNT_UPDATE",
|
|
815
|
+
// "time": "2022-06-29T04:43:57.182153Z"
|
|
816
|
+
// }
|
|
817
|
+
//
|
|
818
|
+
// trade settled
|
|
819
|
+
// {
|
|
820
|
+
// "account_id": "49202c1a-48dc-423e-b336-bb65baccc7bd",
|
|
821
|
+
// "sequence": 7658502878,
|
|
822
|
+
// "update": {
|
|
823
|
+
// "type": "TRADE_SETTLED",
|
|
824
|
+
// "activity": "TRADING",
|
|
825
|
+
// "account_holder": "49202c1a-48dc-423e-b336-bb65baccc7bd",
|
|
826
|
+
// "account_id": "49202c1a-48dc-423e-b336-bb65baccc7bd",
|
|
827
|
+
// "time": "2022-06-29T04:46:12.933091Z",
|
|
828
|
+
// "order_id": "ad19951a-b616-401d-a062-8d0609f038a4",
|
|
829
|
+
// "order_book_sequence": 867965579,
|
|
830
|
+
// "filled_amount": "0.00052",
|
|
831
|
+
// "order": {
|
|
832
|
+
// "amount": "0.00052",
|
|
833
|
+
// "filled_amount": "0.00052"
|
|
834
|
+
// },
|
|
835
|
+
// "trade": {
|
|
836
|
+
// "trade_id": "21039eb9-2df0-4227-be2d-0ea9b691ac66",
|
|
837
|
+
// "order_id": "ad19951a-b616-401d-a062-8d0609f038a4",
|
|
838
|
+
// "account_holder": "49202c1a-48dc-423e-b336-bb65baccc7bd",
|
|
839
|
+
// "account_id": "49202c1a-48dc-423e-b336-bb65baccc7bd",
|
|
840
|
+
// "amount": "0.00052",
|
|
841
|
+
// "side": "BUY",
|
|
842
|
+
// "instrument_code": "BTC_EUR",
|
|
843
|
+
// "price": "19309.29",
|
|
844
|
+
// "time": "2022-06-29T04:46:12.870581Z",
|
|
845
|
+
// "price_tick_sequence": 0
|
|
846
|
+
// },
|
|
847
|
+
// "fee": {
|
|
848
|
+
// "fee_amount": "0.00000078",
|
|
849
|
+
// "fee_currency": "BTC",
|
|
850
|
+
// "fee_percentage": "0.15",
|
|
851
|
+
// "fee_group_id": "default",
|
|
852
|
+
// "fee_type": "TAKER",
|
|
853
|
+
// "running_trading_volume": "0.00052",
|
|
854
|
+
// "collection_type": "STANDARD"
|
|
855
|
+
// },
|
|
856
|
+
// "spent": {
|
|
857
|
+
// "currency_code": "EUR",
|
|
858
|
+
// "amount": "10.0408308",
|
|
859
|
+
// "new_available": "0.0",
|
|
860
|
+
// "new_locked": "0.15949533"
|
|
861
|
+
// },
|
|
862
|
+
// "credited": {
|
|
863
|
+
// "currency_code": "BTC",
|
|
864
|
+
// "amount": "0.00051922",
|
|
865
|
+
// "new_available": "0.00089922",
|
|
866
|
+
// "new_locked": "0.0"
|
|
867
|
+
// },
|
|
868
|
+
// "unlocked": {
|
|
869
|
+
// "currency_code": "EUR",
|
|
870
|
+
// "amount": "0.0",
|
|
871
|
+
// "new_available": "0.0",
|
|
872
|
+
// "new_locked": "0.15949533"
|
|
873
|
+
// },
|
|
874
|
+
// "id": "22b40199-2508-4176-8a14-d4785c933444",
|
|
875
|
+
// "sequence": 7658502878
|
|
876
|
+
// },
|
|
877
|
+
// "channel_name": "ACCOUNT_HISTORY",
|
|
878
|
+
// "type": "ACCOUNT_UPDATE",
|
|
879
|
+
// "time": "2022-06-29T04:46:12.941837Z"
|
|
880
|
+
// }
|
|
881
|
+
//
|
|
882
|
+
// Trade Settled with BEST fee collection enabled
|
|
883
|
+
// {
|
|
884
|
+
// "account_id": "49302c1a-48dc-423e-b336-bb65baccc7bd",
|
|
885
|
+
// "sequence": 7658951984,
|
|
886
|
+
// "update": {
|
|
887
|
+
// "id": "70e00504-d892-456f-9aae-4da7acb36aac",
|
|
888
|
+
// "sequence": 361792,
|
|
889
|
+
// "order_book_sequence": 123456,
|
|
890
|
+
// "type": "TRADE_SETTLED",
|
|
891
|
+
// "activity": "TRADING",
|
|
892
|
+
// "account_id": "379a12c0-4560-11e9-82fe-2b25c6f7d123",
|
|
893
|
+
// "time": "2019-10-22T12:09:55.731Z",
|
|
894
|
+
// "order_id": "9fcdd91c-7f6e-45f4-9956-61cddba55de5",
|
|
895
|
+
// "client_id": "fb497387-8223-4111-87dc-66a86f98a7cf",
|
|
896
|
+
// "order": {
|
|
897
|
+
// "amount": "0.5",
|
|
898
|
+
// "filled_amount": "0.5"
|
|
899
|
+
// },
|
|
900
|
+
// "trade": {
|
|
901
|
+
// "trade_id": "a828b63e-b2cb-48f0-8d99-8fc22cf98e08",
|
|
902
|
+
// "order_id": "9fcdd91c-7f6e-45f4-9956-61cddba55de5",
|
|
903
|
+
// "account_id": "379a12c0-4560-11e9-82fe-2b25c6f7d123",
|
|
904
|
+
// "amount": "0.5",
|
|
905
|
+
// "side": "BUY",
|
|
906
|
+
// "instrument_code": "BTC_EUR",
|
|
907
|
+
// "price": "7451.6",
|
|
908
|
+
// "time": "2019-10-22T12:09:55.667Z"
|
|
909
|
+
// },
|
|
910
|
+
// "fee": {
|
|
911
|
+
// "fee_amount": "23.28625",
|
|
912
|
+
// "fee_currency": "BEST",
|
|
913
|
+
// "fee_percentage": "0.075",
|
|
914
|
+
// "fee_group_id": "default",
|
|
915
|
+
// "fee_type": "TAKER",
|
|
916
|
+
// "running_trading_volume": "0.10058",
|
|
917
|
+
// "collection_type": "BEST",
|
|
918
|
+
// "applied_best_eur_rate": "1.04402"
|
|
919
|
+
// },
|
|
920
|
+
// "spent": {
|
|
921
|
+
// "currency_code": "EUR",
|
|
922
|
+
// "amount": "3725.8",
|
|
923
|
+
// "new_available": "14517885.0675703028781",
|
|
924
|
+
// "new_locked": "2354.882"
|
|
925
|
+
// },
|
|
926
|
+
// "spent_on_fees": {
|
|
927
|
+
// "currency_code": "BEST",
|
|
928
|
+
// "amount": "23.28625",
|
|
929
|
+
// "new_available": "9157.31375",
|
|
930
|
+
// "new_locked": "0.0"
|
|
931
|
+
// },
|
|
932
|
+
// "credited": {
|
|
933
|
+
// "currency_code": "BTC",
|
|
934
|
+
// "amount": "0.5",
|
|
935
|
+
// "new_available": "5839.89633700481",
|
|
936
|
+
// "new_locked": "0.0"
|
|
937
|
+
// },
|
|
938
|
+
// "unlocked": {
|
|
939
|
+
// "currency_code": "EUR",
|
|
940
|
+
// "amount": "0.15",
|
|
941
|
+
// "new_available": "14517885.0675703028781",
|
|
942
|
+
// "new_locked": "2354.882"
|
|
943
|
+
// }
|
|
944
|
+
// }
|
|
945
|
+
// "channel_name": "ACCOUNT_HISTORY",
|
|
946
|
+
// "type": "ACCOUNT_UPDATE",
|
|
947
|
+
// "time": "2022-06-29T05:18:51.760338Z"
|
|
948
|
+
// }
|
|
949
|
+
//
|
|
950
|
+
if (this.orders === undefined) {
|
|
951
|
+
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
|
|
952
|
+
this.orders = new ArrayCacheBySymbolById(limit);
|
|
953
|
+
}
|
|
954
|
+
if (this.myTrades === undefined) {
|
|
955
|
+
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
|
|
956
|
+
this.myTrades = new ArrayCacheBySymbolById(limit);
|
|
957
|
+
}
|
|
958
|
+
let symbol = undefined;
|
|
959
|
+
const orders = this.orders;
|
|
960
|
+
const update = this.safeValue(message, 'update', {});
|
|
961
|
+
const updateType = this.safeString(update, 'type');
|
|
962
|
+
if (updateType === 'ORDER_REJECTED' || updateType === 'ORDER_CLOSED' || updateType === 'STOP_ORDER_TRIGGERED') {
|
|
963
|
+
const orderId = this.safeString(update, 'order_id');
|
|
964
|
+
const datetime = this.safeString2(update, 'time', 'timestamp');
|
|
965
|
+
const previousOrderArray = this.filterByArray(this.orders, 'id', orderId, false);
|
|
966
|
+
const previousOrder = this.safeValue(previousOrderArray, 0, {});
|
|
967
|
+
symbol = previousOrder['symbol'];
|
|
968
|
+
const filled = this.safeNumber(update, 'filled_amount');
|
|
969
|
+
let status = this.parseWsOrderStatus(updateType);
|
|
970
|
+
if (updateType === 'ORDER_CLOSED' && filled === 0) {
|
|
971
|
+
status = 'canceled';
|
|
972
|
+
}
|
|
973
|
+
orders.append({
|
|
974
|
+
'id': orderId,
|
|
975
|
+
'symbol': symbol,
|
|
976
|
+
'status': status,
|
|
977
|
+
'timestamp': this.parse8601(datetime),
|
|
978
|
+
'datetime': datetime,
|
|
979
|
+
});
|
|
980
|
+
}
|
|
981
|
+
else {
|
|
982
|
+
const parsed = this.parseOrder(update);
|
|
983
|
+
symbol = this.safeString(parsed, 'symbol', '');
|
|
984
|
+
orders.append(parsed);
|
|
985
|
+
}
|
|
986
|
+
client.resolve(this.orders, 'orders:' + symbol);
|
|
987
|
+
client.resolve(this.orders, 'orders');
|
|
988
|
+
// update balance
|
|
989
|
+
const balanceKeys = ['locked', 'unlocked', 'spent', 'spent_on_fees', 'credited', 'deducted'];
|
|
990
|
+
for (let i = 0; i < balanceKeys.length; i++) {
|
|
991
|
+
const newBalance = this.safeValue(update, balanceKeys[i]);
|
|
992
|
+
if (newBalance !== undefined) {
|
|
993
|
+
this.updateBalance(newBalance);
|
|
994
|
+
}
|
|
995
|
+
}
|
|
996
|
+
client.resolve(this.balance, 'balance');
|
|
997
|
+
// update trades
|
|
998
|
+
if (updateType === 'TRADE_SETTLED') {
|
|
999
|
+
const parsed = this.parseTrade(update);
|
|
1000
|
+
symbol = this.safeString(parsed, 'symbol', '');
|
|
1001
|
+
this.myTrades.append(parsed);
|
|
1002
|
+
client.resolve(this.myTrades, 'myTrades:' + symbol);
|
|
1003
|
+
client.resolve(this.myTrades, 'myTrades');
|
|
1004
|
+
}
|
|
1005
|
+
}
|
|
1006
|
+
parseWsOrderStatus(status) {
|
|
1007
|
+
const statuses = {
|
|
1008
|
+
'ORDER_REJECTED': 'rejected',
|
|
1009
|
+
'ORDER_CLOSED': 'closed',
|
|
1010
|
+
'STOP_ORDER_TRIGGERED': 'triggered',
|
|
1011
|
+
};
|
|
1012
|
+
return this.safeString(statuses, status, status);
|
|
1013
|
+
}
|
|
1014
|
+
updateBalance(balance) {
|
|
1015
|
+
//
|
|
1016
|
+
// {
|
|
1017
|
+
// "currency_code": "EUR",
|
|
1018
|
+
// "amount": "0.0",
|
|
1019
|
+
// "new_available": "0.0",
|
|
1020
|
+
// "new_locked": "0.15949533"
|
|
1021
|
+
// }
|
|
1022
|
+
//
|
|
1023
|
+
const currencyId = this.safeString(balance, 'currency_code');
|
|
1024
|
+
const code = this.safeCurrencyCode(currencyId);
|
|
1025
|
+
const account = this.account();
|
|
1026
|
+
account['free'] = this.safeString(balance, 'new_available');
|
|
1027
|
+
account['used'] = this.safeString(balance, 'new_locked');
|
|
1028
|
+
this.balance[code] = account;
|
|
1029
|
+
this.balance = this.safeBalance(this.balance);
|
|
1030
|
+
}
|
|
1031
|
+
async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
|
|
1032
|
+
/**
|
|
1033
|
+
* @method
|
|
1034
|
+
* @name bitpanda#watchOHLCV
|
|
1035
|
+
* @see https://developers.bitpanda.com/exchange/#candlesticks-channel
|
|
1036
|
+
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
|
|
1037
|
+
* @param {string} symbol unified symbol of the market to fetch OHLCV data for
|
|
1038
|
+
* @param {string} timeframe the length of time each candle represents
|
|
1039
|
+
* @param {int} [since] timestamp in ms of the earliest candle to fetch
|
|
1040
|
+
* @param {int} [limit] the maximum amount of candles to fetch
|
|
1041
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
1042
|
+
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
|
|
1043
|
+
*/
|
|
1044
|
+
await this.loadMarkets();
|
|
1045
|
+
const market = this.market(symbol);
|
|
1046
|
+
symbol = market['symbol'];
|
|
1047
|
+
const marketId = market['id'];
|
|
1048
|
+
const url = this.urls['api']['ws'];
|
|
1049
|
+
const timeframes = this.safeValue(this.options, 'timeframes', {});
|
|
1050
|
+
const timeframeId = this.safeValue(timeframes, timeframe);
|
|
1051
|
+
if (timeframeId === undefined) {
|
|
1052
|
+
throw new NotSupported(this.id + ' this interval is not supported, please provide one of the supported timeframes');
|
|
1053
|
+
}
|
|
1054
|
+
const messageHash = 'ohlcv.' + symbol + '.' + timeframe;
|
|
1055
|
+
const subscriptionHash = 'CANDLESTICKS';
|
|
1056
|
+
const client = this.safeValue(this.clients, url);
|
|
1057
|
+
let type = 'SUBSCRIBE';
|
|
1058
|
+
let subscription = {};
|
|
1059
|
+
if (client !== undefined) {
|
|
1060
|
+
subscription = this.safeValue(client.subscriptions, subscriptionHash);
|
|
1061
|
+
if (subscription !== undefined) {
|
|
1062
|
+
const ohlcvMarket = this.safeValue(subscription, marketId, {});
|
|
1063
|
+
const marketSubscribed = this.safeValue(ohlcvMarket, timeframe, false);
|
|
1064
|
+
if (!marketSubscribed) {
|
|
1065
|
+
type = 'UPDATE_SUBSCRIPTION';
|
|
1066
|
+
client.subscriptions[subscriptionHash] = undefined;
|
|
1067
|
+
}
|
|
1068
|
+
}
|
|
1069
|
+
else {
|
|
1070
|
+
subscription = {};
|
|
1071
|
+
}
|
|
1072
|
+
}
|
|
1073
|
+
const subscriptionMarketId = this.safeValue(subscription, marketId);
|
|
1074
|
+
if (subscriptionMarketId === undefined) {
|
|
1075
|
+
subscription[marketId] = {};
|
|
1076
|
+
}
|
|
1077
|
+
subscription[marketId][timeframe] = true;
|
|
1078
|
+
const properties = [];
|
|
1079
|
+
const marketIds = Object.keys(subscription);
|
|
1080
|
+
for (let i = 0; i < marketIds.length; i++) {
|
|
1081
|
+
const marketIdtimeframes = Object.keys(subscription[marketIds[i]]);
|
|
1082
|
+
for (let ii = 0; ii < marketIdtimeframes.length; ii++) {
|
|
1083
|
+
const marketTimeframeId = this.safeValue(timeframes, timeframe);
|
|
1084
|
+
const property = {
|
|
1085
|
+
'instrument_code': marketIds[i],
|
|
1086
|
+
'time_granularity': marketTimeframeId,
|
|
1087
|
+
};
|
|
1088
|
+
properties.push(property);
|
|
1089
|
+
}
|
|
1090
|
+
}
|
|
1091
|
+
const request = {
|
|
1092
|
+
'type': type,
|
|
1093
|
+
'channels': [
|
|
1094
|
+
{
|
|
1095
|
+
'name': 'CANDLESTICKS',
|
|
1096
|
+
'properties': properties,
|
|
1097
|
+
},
|
|
1098
|
+
],
|
|
1099
|
+
};
|
|
1100
|
+
const ohlcv = await this.watch(url, messageHash, this.deepExtend(request, params), subscriptionHash, subscription);
|
|
1101
|
+
if (this.newUpdates) {
|
|
1102
|
+
limit = ohlcv.getLimit(symbol, limit);
|
|
1103
|
+
}
|
|
1104
|
+
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
|
|
1105
|
+
}
|
|
1106
|
+
handleOHLCV(client, message) {
|
|
1107
|
+
//
|
|
1108
|
+
// snapshot
|
|
1109
|
+
// {
|
|
1110
|
+
// "instrument_code": "BTC_EUR",
|
|
1111
|
+
// "granularity": { unit: "MONTHS", period: 1 },
|
|
1112
|
+
// "high": "29750.81",
|
|
1113
|
+
// "low": "16764.59",
|
|
1114
|
+
// "open": "29556.02",
|
|
1115
|
+
// "close": "20164.55",
|
|
1116
|
+
// "volume": "107518944.610659",
|
|
1117
|
+
// "last_sequence": 2275507,
|
|
1118
|
+
// "channel_name": "CANDLESTICKS",
|
|
1119
|
+
// "type": "CANDLESTICK_SNAPSHOT",
|
|
1120
|
+
// "time": "2022-06-30T23:59:59.999000Z"
|
|
1121
|
+
// }
|
|
1122
|
+
//
|
|
1123
|
+
// update
|
|
1124
|
+
// {
|
|
1125
|
+
// "instrument_code": "BTC_EUR",
|
|
1126
|
+
// "granularity": {
|
|
1127
|
+
// "unit": "MINUTES",
|
|
1128
|
+
// "period": 1
|
|
1129
|
+
// },
|
|
1130
|
+
// "high": "20164.16",
|
|
1131
|
+
// "low": "20164.16",
|
|
1132
|
+
// "open": "20164.16",
|
|
1133
|
+
// "close": "20164.16",
|
|
1134
|
+
// "volume": "3645.2768448",
|
|
1135
|
+
// "last_sequence": 2275511,
|
|
1136
|
+
// "channel_name": "CANDLESTICKS",
|
|
1137
|
+
// "type": "CANDLESTICK",
|
|
1138
|
+
// "time": "2022-06-24T21:20:59.999000Z"
|
|
1139
|
+
// }
|
|
1140
|
+
//
|
|
1141
|
+
const marketId = this.safeString(message, 'instrument_code');
|
|
1142
|
+
const symbol = this.safeSymbol(marketId);
|
|
1143
|
+
const dateTime = this.safeString(message, 'time');
|
|
1144
|
+
const timeframeId = this.safeValue(message, 'granularity');
|
|
1145
|
+
const timeframes = this.safeValue(this.options, 'timeframes', {});
|
|
1146
|
+
const timeframe = this.findTimeframe(timeframeId, timeframes);
|
|
1147
|
+
const channel = 'ohlcv.' + symbol + '.' + timeframe;
|
|
1148
|
+
const parsed = [
|
|
1149
|
+
this.parse8601(dateTime),
|
|
1150
|
+
this.safeNumber(message, 'open'),
|
|
1151
|
+
this.safeNumber(message, 'high'),
|
|
1152
|
+
this.safeNumber(message, 'low'),
|
|
1153
|
+
this.safeNumber(message, 'close'),
|
|
1154
|
+
this.safeNumber(message, 'volume'),
|
|
1155
|
+
];
|
|
1156
|
+
this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});
|
|
1157
|
+
let stored = this.safeValue(this.ohlcvs[symbol], timeframe);
|
|
1158
|
+
if (stored === undefined) {
|
|
1159
|
+
const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
|
|
1160
|
+
stored = new ArrayCacheByTimestamp(limit);
|
|
1161
|
+
}
|
|
1162
|
+
stored.append(parsed);
|
|
1163
|
+
this.ohlcvs[symbol][timeframe] = stored;
|
|
1164
|
+
client.resolve(stored, channel);
|
|
1165
|
+
}
|
|
1166
|
+
findTimeframe(timeframe, timeframes = undefined) {
|
|
1167
|
+
timeframes = timeframes || this.timeframes;
|
|
1168
|
+
const keys = Object.keys(timeframes);
|
|
1169
|
+
for (let i = 0; i < keys.length; i++) {
|
|
1170
|
+
const key = keys[i];
|
|
1171
|
+
if (timeframes[key]['unit'] === timeframe['unit'] && timeframes[key]['period'] === timeframe['period']) {
|
|
1172
|
+
return key;
|
|
1173
|
+
}
|
|
1174
|
+
}
|
|
1175
|
+
return undefined;
|
|
1176
|
+
}
|
|
1177
|
+
handleSubscriptions(client, message) {
|
|
1178
|
+
//
|
|
1179
|
+
// {
|
|
1180
|
+
// "channels": [{
|
|
1181
|
+
// "instrument_codes": [Array],
|
|
1182
|
+
// "depth": 0,
|
|
1183
|
+
// "name": "ORDER_BOOK"
|
|
1184
|
+
// }],
|
|
1185
|
+
// "type": "SUBSCRIPTIONS",
|
|
1186
|
+
// "time": "2022-06-23T15:36:26.948282Z"
|
|
1187
|
+
// }
|
|
1188
|
+
//
|
|
1189
|
+
return message;
|
|
1190
|
+
}
|
|
1191
|
+
handleHeartbeat(client, message) {
|
|
1192
|
+
//
|
|
1193
|
+
// {
|
|
1194
|
+
// "subscription": "SYSTEM",
|
|
1195
|
+
// "channel_name": "SYSTEM",
|
|
1196
|
+
// "type": "HEARTBEAT",
|
|
1197
|
+
// "time": "2022-06-23T16:31:49.170224Z"
|
|
1198
|
+
// }
|
|
1199
|
+
//
|
|
1200
|
+
return message;
|
|
1201
|
+
}
|
|
1202
|
+
handleErrorMessage(client, message) {
|
|
1203
|
+
//
|
|
1204
|
+
// {
|
|
1205
|
+
// "error": "MALFORMED_JSON",
|
|
1206
|
+
// "channel_name": "SYSTEM",
|
|
1207
|
+
// "type": "ERROR",
|
|
1208
|
+
// "time": "2022-06-23T15:38:25.470391Z"
|
|
1209
|
+
// }
|
|
1210
|
+
//
|
|
1211
|
+
throw new ExchangeError(this.id + ' ' + this.json(message));
|
|
1212
|
+
}
|
|
1213
|
+
handleMessage(client, message) {
|
|
1214
|
+
const error = this.safeValue(message, 'error');
|
|
1215
|
+
if (error !== undefined) {
|
|
1216
|
+
return this.handleErrorMessage(client, message);
|
|
1217
|
+
}
|
|
1218
|
+
const type = this.safeValue(message, 'type');
|
|
1219
|
+
const handlers = {
|
|
1220
|
+
'ORDER_BOOK_UPDATE': this.handleOrderBook,
|
|
1221
|
+
'ORDER_BOOK_SNAPSHOT': this.handleOrderBook,
|
|
1222
|
+
'ACTIVE_ORDERS_SNAPSHOT': this.handleOrders,
|
|
1223
|
+
'INACTIVE_ORDERS_SNAPSHOT': this.handleOrders,
|
|
1224
|
+
'ACCOUNT_UPDATE': this.handleAccountUpdate,
|
|
1225
|
+
'BALANCES_SNAPSHOT': this.handleBalanceSnapshot,
|
|
1226
|
+
'SUBSCRIPTIONS': this.handleSubscriptions,
|
|
1227
|
+
'SUBSCRIPTION_UPDATED': this.handleSubscriptions,
|
|
1228
|
+
'PRICE_TICK': this.handleTicker,
|
|
1229
|
+
'PRICE_TICK_HISTORY': this.handleSubscriptions,
|
|
1230
|
+
'HEARTBEAT': this.handleHeartbeat,
|
|
1231
|
+
'MARKET_TICKER_UPDATES': this.handleTicker,
|
|
1232
|
+
'PRICE_POINT_UPDATES': this.handlePricePointUpdates,
|
|
1233
|
+
'CANDLESTICK_SNAPSHOT': this.handleOHLCV,
|
|
1234
|
+
'CANDLESTICK': this.handleOHLCV,
|
|
1235
|
+
'AUTHENTICATED': this.handleAuthenticationMessage,
|
|
1236
|
+
'FILL': this.handleTrading,
|
|
1237
|
+
'DONE': this.handleTrading,
|
|
1238
|
+
'BOOKED': this.handleTrading,
|
|
1239
|
+
'UPDATE': this.handleTrading,
|
|
1240
|
+
'TRACKED': this.handleTrading,
|
|
1241
|
+
'TRIGGERED': this.handleTrading,
|
|
1242
|
+
'STOP_TRACKED': this.handleTrading,
|
|
1243
|
+
'STOP_TRIGGERED': this.handleTrading,
|
|
1244
|
+
};
|
|
1245
|
+
const handler = this.safeValue(handlers, type);
|
|
1246
|
+
if (handler !== undefined) {
|
|
1247
|
+
return handler.call(this, client, message);
|
|
1248
|
+
}
|
|
1249
|
+
throw new NotSupported(this.id + ' no handler found for this message ' + this.json(message));
|
|
1250
|
+
}
|
|
1251
|
+
handlePricePointUpdates(client, message) {
|
|
1252
|
+
//
|
|
1253
|
+
// {
|
|
1254
|
+
// "channel_name": "MARKET_TICKER",
|
|
1255
|
+
// "type": "PRICE_POINT_UPDATES",
|
|
1256
|
+
// "time": "2019-03-01T10:59:59.999Z",
|
|
1257
|
+
// "price_updates": [{
|
|
1258
|
+
// "instrument": "BTC_EUR",
|
|
1259
|
+
// "prices": [{
|
|
1260
|
+
// "time": "2019-03-01T08:59:59.999Z",
|
|
1261
|
+
// "close_price": "3580.6"
|
|
1262
|
+
// },
|
|
1263
|
+
// ...
|
|
1264
|
+
// ]
|
|
1265
|
+
// },
|
|
1266
|
+
// ...
|
|
1267
|
+
// ]
|
|
1268
|
+
// }
|
|
1269
|
+
//
|
|
1270
|
+
return message;
|
|
1271
|
+
}
|
|
1272
|
+
handleAuthenticationMessage(client, message) {
|
|
1273
|
+
//
|
|
1274
|
+
// {
|
|
1275
|
+
// "channel_name": "SYSTEM",
|
|
1276
|
+
// "type": "AUTHENTICATED",
|
|
1277
|
+
// "time": "2022-06-24T20:45:25.447488Z"
|
|
1278
|
+
// }
|
|
1279
|
+
//
|
|
1280
|
+
const future = this.safeValue(client.futures, 'authenticated');
|
|
1281
|
+
if (future !== undefined) {
|
|
1282
|
+
future.resolve(true);
|
|
1283
|
+
}
|
|
1284
|
+
return message;
|
|
1285
|
+
}
|
|
1286
|
+
async watchMany(messageHash, request, subscriptionHash, symbols = [], params = {}) {
|
|
1287
|
+
let marketIds = [];
|
|
1288
|
+
const numSymbols = symbols.length;
|
|
1289
|
+
if (numSymbols === 0) {
|
|
1290
|
+
marketIds = Object.keys(this.markets_by_id);
|
|
1291
|
+
}
|
|
1292
|
+
else {
|
|
1293
|
+
marketIds = this.marketIds(symbols);
|
|
1294
|
+
}
|
|
1295
|
+
const url = this.urls['api']['ws'];
|
|
1296
|
+
const client = this.safeValue(this.clients, url);
|
|
1297
|
+
let type = 'SUBSCRIBE';
|
|
1298
|
+
let subscription = {};
|
|
1299
|
+
if (client !== undefined) {
|
|
1300
|
+
subscription = this.safeValue(client.subscriptions, subscriptionHash);
|
|
1301
|
+
if (subscription !== undefined) {
|
|
1302
|
+
for (let i = 0; i < marketIds.length; i++) {
|
|
1303
|
+
const marketId = marketIds[i];
|
|
1304
|
+
const marketSubscribed = this.safeValue(subscription, marketId, false);
|
|
1305
|
+
if (!marketSubscribed) {
|
|
1306
|
+
type = 'UPDATE_SUBSCRIPTION';
|
|
1307
|
+
client.subscriptions[subscriptionHash] = undefined;
|
|
1308
|
+
}
|
|
1309
|
+
}
|
|
1310
|
+
}
|
|
1311
|
+
else {
|
|
1312
|
+
subscription = {};
|
|
1313
|
+
}
|
|
1314
|
+
}
|
|
1315
|
+
for (let i = 0; i < marketIds.length; i++) {
|
|
1316
|
+
const marketId = marketIds[i];
|
|
1317
|
+
subscription[marketId] = true;
|
|
1318
|
+
}
|
|
1319
|
+
request['type'] = type;
|
|
1320
|
+
request['channels'][0]['instrument_codes'] = Object.keys(subscription);
|
|
1321
|
+
return await this.watch(url, messageHash, this.deepExtend(request, params), subscriptionHash, subscription);
|
|
1322
|
+
}
|
|
1323
|
+
async authenticate(params = {}) {
|
|
1324
|
+
const url = this.urls['api']['ws'];
|
|
1325
|
+
const client = this.client(url);
|
|
1326
|
+
const messageHash = 'authenticated';
|
|
1327
|
+
const future = client.future('authenticated');
|
|
1328
|
+
const authenticated = this.safeValue(client.subscriptions, messageHash);
|
|
1329
|
+
if (authenticated === undefined) {
|
|
1330
|
+
this.checkRequiredCredentials();
|
|
1331
|
+
const request = {
|
|
1332
|
+
'type': 'AUTHENTICATE',
|
|
1333
|
+
'api_token': this.apiKey,
|
|
1334
|
+
};
|
|
1335
|
+
this.watch(url, messageHash, this.extend(request, params), messageHash);
|
|
1336
|
+
}
|
|
1337
|
+
return future;
|
|
1338
|
+
}
|
|
1339
|
+
}
|