ccxt 4.2.18 → 4.2.20
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 +100 -100
- package/dist/ccxt.browser.js +34240 -33297
- package/dist/ccxt.browser.min.js +2 -2
- 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 +276 -27
- package/dist/cjs/src/bigone.js +434 -168
- package/dist/cjs/src/binance.js +165 -35
- package/dist/cjs/src/binanceus.js +25 -0
- package/dist/cjs/src/bingx.js +185 -42
- package/dist/cjs/src/bitfinex.js +2 -3
- package/dist/cjs/src/bitget.js +84 -47
- 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/bitteam.js +1 -1
- package/dist/cjs/src/bybit.js +27 -75
- 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 -19
- package/dist/cjs/src/deribit.js +17 -4
- package/dist/cjs/src/gate.js +151 -194
- 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 +140 -86
- 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 -29
- 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/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 +11 -2
- package/js/ccxt.js +8 -2
- package/js/src/abstract/binance.d.ts +1 -0
- package/js/src/abstract/binancecoinm.d.ts +1 -0
- package/js/src/abstract/binanceus.d.ts +1 -0
- package/js/src/abstract/binanceusdm.d.ts +1 -0
- package/js/src/abstract/bitpanda.d.ts +4 -4
- package/js/src/abstract/bitpanda.js +3 -3
- 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/abstract/onetrading.js +11 -0
- package/js/src/ascendex.js +2 -0
- package/js/src/base/Exchange.d.ts +3 -0
- package/js/src/base/Exchange.js +10 -0
- package/js/src/binance.js +2 -1
- package/js/src/binanceus.js +17 -0
- package/js/src/bingx.js +3 -2
- package/js/src/bitget.d.ts +1 -1
- package/js/src/bitget.js +47 -34
- 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/bitteam.js +1 -1
- package/js/src/bybit.d.ts +0 -1
- package/js/src/bybit.js +1 -29
- package/js/src/delta.d.ts +0 -1
- package/js/src/delta.js +0 -18
- package/js/src/deribit.js +11 -3
- package/js/src/gate.d.ts +1 -1
- package/js/src/gate.js +50 -135
- package/js/src/htx.js +3 -0
- package/js/src/kraken.d.ts +1 -0
- package/js/src/kraken.js +39 -38
- package/js/src/kucoinfutures.d.ts +6 -6
- package/js/src/kucoinfutures.js +9 -9
- 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/okx.d.ts +0 -1
- package/js/src/okx.js +0 -18
- 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 +6 -1
- package/js/src/pro/bitpanda.d.ts +2 -34
- package/js/src/pro/bitpanda.js +5 -1330
- 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/package.json +2 -2
- package/rollup.config.js +2 -0
- package/skip-tests.json +4 -2
- package/test-commonjs.cjs +25 -1
- package/dist/cjs/js/ccxt.js +0 -478
- 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 -5260
- 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 -9851
- 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 -3872
- 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 -7624
- 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 -844
- 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 -3310
- 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
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var alpaca$1 = require('../alpaca.js');
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var errors = require('../base/errors.js');
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var Cache = require('../base/ws/Cache.js');
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// ---------------------------------------------------------------------------
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// ---------------------------------------------------------------------------
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class alpaca extends alpaca$1 {
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describe() {
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return this.deepExtend(super.describe(), {
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'has': {
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'ws': true,
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'watchBalance': false,
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'watchMyTrades': true,
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'watchOHLCV': true,
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'watchOrderBook': true,
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'watchOrders': true,
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'watchTicker': true,
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'watchTickers': false,
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'watchTrades': true,
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'api': {
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'crypto': 'wss://stream.data.alpaca.markets/v1beta2/crypto',
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'trading': 'wss://api.alpaca.markets/stream',
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'test': {
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'crypto': 'wss://stream.data.alpaca.markets/v1beta2/crypto',
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'trading': 'wss://paper-api.alpaca.markets/stream',
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},
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'streaming': {},
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});
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}
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async watchTicker(symbol, params = {}) {
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/**
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* @method
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* @name alpaca#watchTicker
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* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
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* @param {string} symbol unified symbol of the market to fetch the ticker for
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const url = this.urls['api']['ws']['crypto'];
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await this.authenticate(url);
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await this.loadMarkets();
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const market = this.market(symbol);
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const messageHash = 'ticker:' + market['symbol'];
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};
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return await this.watch(url, messageHash, this.extend(request, params), messageHash);
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}
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handleTicker(client, message) {
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// "T": "q",
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// "S": "BTC/USDT",
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// "bp": 17394.44,
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// "bs": 0.021981,
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// "ap": 17397.99,
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// "t": "2022-12-16T06:07:56.611063286Z"
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// ]
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this.tickers[symbol] = ticker;
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client.resolve(this.tickers[symbol], messageHash);
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}
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// "T": "q",
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// "S": "BTC/USDT",
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async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
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* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
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await this.authenticate(url);
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const market = this.market(symbol);
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symbol = market['symbol'];
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};
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const ohlcv = await this.watch(url, messageHash, this.extend(request, params), messageHash);
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limit = ohlcv.getLimit(symbol, limit);
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handleOHLCV(client, message) {
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// "t": "2022-12-16T06:53:00Z",
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this.ohlcvs[symbol] = stored;
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}
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async watchOrderBook(symbol, limit = undefined, params = {}) {
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* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
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'orderbooks': [market['id']],
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};
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const orderbook = await this.watch(url, messageHash, this.extend(request, params), messageHash);
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}
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handleOrderBook(client, message) {
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// "b": [{
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// "p": 17394.37,
|
|
210
|
-
// "s": 0.015499,
|
|
211
|
-
// },
|
|
212
|
-
// ...
|
|
213
|
-
// ],
|
|
214
|
-
// "a": [{
|
|
215
|
-
// "p": 17398.8,
|
|
216
|
-
// "s": 0.042919,
|
|
217
|
-
// },
|
|
218
|
-
// ...
|
|
219
|
-
// ],
|
|
220
|
-
// "r": true,
|
|
221
|
-
// }
|
|
222
|
-
//
|
|
223
|
-
const marketId = this.safeString(message, 'S');
|
|
224
|
-
const symbol = this.safeSymbol(marketId);
|
|
225
|
-
const datetime = this.safeString(message, 't');
|
|
226
|
-
const timestamp = this.parse8601(datetime);
|
|
227
|
-
const isSnapshot = this.safeValue(message, 'r', false);
|
|
228
|
-
let orderbook = this.safeValue(this.orderbooks, symbol);
|
|
229
|
-
if (orderbook === undefined) {
|
|
230
|
-
orderbook = this.orderBook();
|
|
231
|
-
}
|
|
232
|
-
if (isSnapshot) {
|
|
233
|
-
const snapshot = this.parseOrderBook(message, symbol, timestamp, 'b', 'a', 'p', 's');
|
|
234
|
-
orderbook.reset(snapshot);
|
|
235
|
-
}
|
|
236
|
-
else {
|
|
237
|
-
const asks = this.safeValue(message, 'a', []);
|
|
238
|
-
const bids = this.safeValue(message, 'b', []);
|
|
239
|
-
this.handleDeltas(orderbook['asks'], asks);
|
|
240
|
-
this.handleDeltas(orderbook['bids'], bids);
|
|
241
|
-
orderbook['timestamp'] = timestamp;
|
|
242
|
-
orderbook['datetime'] = datetime;
|
|
243
|
-
}
|
|
244
|
-
const messageHash = 'orderbook' + ':' + symbol;
|
|
245
|
-
this.orderbooks[symbol] = orderbook;
|
|
246
|
-
client.resolve(orderbook, messageHash);
|
|
247
|
-
}
|
|
248
|
-
handleDelta(bookside, delta) {
|
|
249
|
-
const bidAsk = this.parseBidAsk(delta, 'p', 's');
|
|
250
|
-
bookside.storeArray(bidAsk);
|
|
251
|
-
}
|
|
252
|
-
handleDeltas(bookside, deltas) {
|
|
253
|
-
for (let i = 0; i < deltas.length; i++) {
|
|
254
|
-
this.handleDelta(bookside, deltas[i]);
|
|
255
|
-
}
|
|
256
|
-
}
|
|
257
|
-
async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
|
|
258
|
-
/**
|
|
259
|
-
* @method
|
|
260
|
-
* @name alpaca#watchTrades
|
|
261
|
-
* @description watches information on multiple trades made in a market
|
|
262
|
-
* @param {string} symbol unified market symbol of the market trades were made in
|
|
263
|
-
* @param {int} [since] the earliest time in ms to fetch orders for
|
|
264
|
-
* @param {int} [limit] the maximum number of trade structures to retrieve
|
|
265
|
-
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
266
|
-
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure
|
|
267
|
-
*/
|
|
268
|
-
const url = this.urls['api']['ws']['crypto'];
|
|
269
|
-
await this.authenticate(url);
|
|
270
|
-
await this.loadMarkets();
|
|
271
|
-
const market = this.market(symbol);
|
|
272
|
-
symbol = market['symbol'];
|
|
273
|
-
const messageHash = 'trade:' + symbol;
|
|
274
|
-
const request = {
|
|
275
|
-
'action': 'subscribe',
|
|
276
|
-
'trades': [market['id']],
|
|
277
|
-
};
|
|
278
|
-
const trades = await this.watch(url, messageHash, this.extend(request, params), messageHash);
|
|
279
|
-
if (this.newUpdates) {
|
|
280
|
-
limit = trades.getLimit(symbol, limit);
|
|
281
|
-
}
|
|
282
|
-
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
|
|
283
|
-
}
|
|
284
|
-
handleTrades(client, message) {
|
|
285
|
-
//
|
|
286
|
-
// {
|
|
287
|
-
// "T": "t",
|
|
288
|
-
// "S": "BTC/USDT",
|
|
289
|
-
// "p": 17408.8,
|
|
290
|
-
// "s": 0.042919,
|
|
291
|
-
// "t": "2022-12-16T06:43:18.327Z",
|
|
292
|
-
// "i": 16585162,
|
|
293
|
-
// "tks": "B"
|
|
294
|
-
// ]
|
|
295
|
-
//
|
|
296
|
-
const marketId = this.safeString(message, 'S');
|
|
297
|
-
const symbol = this.safeSymbol(marketId);
|
|
298
|
-
let stored = this.safeValue(this.trades, symbol);
|
|
299
|
-
if (stored === undefined) {
|
|
300
|
-
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
|
|
301
|
-
stored = new Cache.ArrayCache(limit);
|
|
302
|
-
this.trades[symbol] = stored;
|
|
303
|
-
}
|
|
304
|
-
const parsed = this.parseTrade(message);
|
|
305
|
-
stored.append(parsed);
|
|
306
|
-
const messageHash = 'trade' + ':' + symbol;
|
|
307
|
-
client.resolve(stored, messageHash);
|
|
308
|
-
}
|
|
309
|
-
async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
|
|
310
|
-
/**
|
|
311
|
-
* @method
|
|
312
|
-
* @name alpaca#watchMyTrades
|
|
313
|
-
* @description watches information on multiple trades made by the user
|
|
314
|
-
* @param {string} symbol unified market symbol of the market trades were made in
|
|
315
|
-
* @param {int} [since] the earliest time in ms to fetch trades for
|
|
316
|
-
* @param {int} [limit] the maximum number of trade structures to retrieve
|
|
317
|
-
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
318
|
-
* @param {boolean} [params.unifiedMargin] use unified margin account
|
|
319
|
-
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure
|
|
320
|
-
*/
|
|
321
|
-
const url = this.urls['api']['ws']['trading'];
|
|
322
|
-
await this.authenticate(url);
|
|
323
|
-
let messageHash = 'myTrades';
|
|
324
|
-
await this.loadMarkets();
|
|
325
|
-
if (symbol !== undefined) {
|
|
326
|
-
symbol = this.symbol(symbol);
|
|
327
|
-
messageHash += ':' + symbol;
|
|
328
|
-
}
|
|
329
|
-
const request = {
|
|
330
|
-
'action': 'listen',
|
|
331
|
-
'data': {
|
|
332
|
-
'streams': ['trade_updates'],
|
|
333
|
-
},
|
|
334
|
-
};
|
|
335
|
-
const trades = await this.watch(url, messageHash, this.extend(request, params), messageHash);
|
|
336
|
-
if (this.newUpdates) {
|
|
337
|
-
limit = trades.getLimit(symbol, limit);
|
|
338
|
-
}
|
|
339
|
-
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
|
|
340
|
-
}
|
|
341
|
-
async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
|
|
342
|
-
/**
|
|
343
|
-
* @method
|
|
344
|
-
* @name alpaca#watchOrders
|
|
345
|
-
* @description watches information on multiple orders made by the user
|
|
346
|
-
* @param {string} symbol unified market symbol of the market orders were made in
|
|
347
|
-
* @param {int} [since] the earliest time in ms to fetch orders for
|
|
348
|
-
* @param {int} [limit] the maximum number of order structures to retrieve
|
|
349
|
-
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
350
|
-
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure
|
|
351
|
-
*/
|
|
352
|
-
const url = this.urls['api']['ws']['trading'];
|
|
353
|
-
await this.authenticate(url);
|
|
354
|
-
await this.loadMarkets();
|
|
355
|
-
let messageHash = 'orders';
|
|
356
|
-
if (symbol !== undefined) {
|
|
357
|
-
const market = this.market(symbol);
|
|
358
|
-
symbol = market['symbol'];
|
|
359
|
-
messageHash = 'orders:' + symbol;
|
|
360
|
-
}
|
|
361
|
-
const request = {
|
|
362
|
-
'action': 'listen',
|
|
363
|
-
'data': {
|
|
364
|
-
'streams': ['trade_updates'],
|
|
365
|
-
},
|
|
366
|
-
};
|
|
367
|
-
const orders = await this.watch(url, messageHash, this.extend(request, params), messageHash);
|
|
368
|
-
if (this.newUpdates) {
|
|
369
|
-
limit = orders.getLimit(symbol, limit);
|
|
370
|
-
}
|
|
371
|
-
return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
|
|
372
|
-
}
|
|
373
|
-
handleTradeUpdate(client, message) {
|
|
374
|
-
this.handleOrder(client, message);
|
|
375
|
-
this.handleMyTrade(client, message);
|
|
376
|
-
}
|
|
377
|
-
handleOrder(client, message) {
|
|
378
|
-
//
|
|
379
|
-
// {
|
|
380
|
-
// "stream": "trade_updates",
|
|
381
|
-
// "data": {
|
|
382
|
-
// "event": "new",
|
|
383
|
-
// "timestamp": "2022-12-16T07:28:51.67621869Z",
|
|
384
|
-
// "order": {
|
|
385
|
-
// "id": "c2470331-8993-4051-bf5d-428d5bdc9a48",
|
|
386
|
-
// "client_order_id": "0f1f3764-107a-4d09-8b9a-d75a11738f5c",
|
|
387
|
-
// "created_at": "2022-12-16T02:28:51.673531798-05:00",
|
|
388
|
-
// "updated_at": "2022-12-16T02:28:51.678736847-05:00",
|
|
389
|
-
// "submitted_at": "2022-12-16T02:28:51.673015558-05:00",
|
|
390
|
-
// "filled_at": null,
|
|
391
|
-
// "expired_at": null,
|
|
392
|
-
// "cancel_requested_at": null,
|
|
393
|
-
// "canceled_at": null,
|
|
394
|
-
// "failed_at": null,
|
|
395
|
-
// "replaced_at": null,
|
|
396
|
-
// "replaced_by": null,
|
|
397
|
-
// "replaces": null,
|
|
398
|
-
// "asset_id": "276e2673-764b-4ab6-a611-caf665ca6340",
|
|
399
|
-
// "symbol": "BTC/USD",
|
|
400
|
-
// "asset_class": "crypto",
|
|
401
|
-
// "notional": null,
|
|
402
|
-
// "qty": "0.01",
|
|
403
|
-
// "filled_qty": "0",
|
|
404
|
-
// "filled_avg_price": null,
|
|
405
|
-
// "order_class": '',
|
|
406
|
-
// "order_type": "market",
|
|
407
|
-
// "type": "market",
|
|
408
|
-
// "side": "buy",
|
|
409
|
-
// "time_in_force": "gtc",
|
|
410
|
-
// "limit_price": null,
|
|
411
|
-
// "stop_price": null,
|
|
412
|
-
// "status": "new",
|
|
413
|
-
// "extended_hours": false,
|
|
414
|
-
// "legs": null,
|
|
415
|
-
// "trail_percent": null,
|
|
416
|
-
// "trail_price": null,
|
|
417
|
-
// "hwm": null
|
|
418
|
-
// },
|
|
419
|
-
// "execution_id": "5f781a30-b9a3-4c86-b466-2175850cf340"
|
|
420
|
-
// }
|
|
421
|
-
// }
|
|
422
|
-
//
|
|
423
|
-
const data = this.safeValue(message, 'data', {});
|
|
424
|
-
const rawOrder = this.safeValue(data, 'order', {});
|
|
425
|
-
if (this.orders === undefined) {
|
|
426
|
-
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
|
|
427
|
-
this.orders = new Cache.ArrayCacheBySymbolById(limit);
|
|
428
|
-
}
|
|
429
|
-
const orders = this.orders;
|
|
430
|
-
const order = this.parseOrder(rawOrder);
|
|
431
|
-
orders.append(order);
|
|
432
|
-
let messageHash = 'orders';
|
|
433
|
-
client.resolve(orders, messageHash);
|
|
434
|
-
messageHash = 'orders:' + order['symbol'];
|
|
435
|
-
client.resolve(orders, messageHash);
|
|
436
|
-
}
|
|
437
|
-
handleMyTrade(client, message) {
|
|
438
|
-
//
|
|
439
|
-
// {
|
|
440
|
-
// "stream": "trade_updates",
|
|
441
|
-
// "data": {
|
|
442
|
-
// "event": "new",
|
|
443
|
-
// "timestamp": "2022-12-16T07:28:51.67621869Z",
|
|
444
|
-
// "order": {
|
|
445
|
-
// "id": "c2470331-8993-4051-bf5d-428d5bdc9a48",
|
|
446
|
-
// "client_order_id": "0f1f3764-107a-4d09-8b9a-d75a11738f5c",
|
|
447
|
-
// "created_at": "2022-12-16T02:28:51.673531798-05:00",
|
|
448
|
-
// "updated_at": "2022-12-16T02:28:51.678736847-05:00",
|
|
449
|
-
// "submitted_at": "2022-12-16T02:28:51.673015558-05:00",
|
|
450
|
-
// "filled_at": null,
|
|
451
|
-
// "expired_at": null,
|
|
452
|
-
// "cancel_requested_at": null,
|
|
453
|
-
// "canceled_at": null,
|
|
454
|
-
// "failed_at": null,
|
|
455
|
-
// "replaced_at": null,
|
|
456
|
-
// "replaced_by": null,
|
|
457
|
-
// "replaces": null,
|
|
458
|
-
// "asset_id": "276e2673-764b-4ab6-a611-caf665ca6340",
|
|
459
|
-
// "symbol": "BTC/USD",
|
|
460
|
-
// "asset_class": "crypto",
|
|
461
|
-
// "notional": null,
|
|
462
|
-
// "qty": "0.01",
|
|
463
|
-
// "filled_qty": "0",
|
|
464
|
-
// "filled_avg_price": null,
|
|
465
|
-
// "order_class": '',
|
|
466
|
-
// "order_type": "market",
|
|
467
|
-
// "type": "market",
|
|
468
|
-
// "side": "buy",
|
|
469
|
-
// "time_in_force": "gtc",
|
|
470
|
-
// "limit_price": null,
|
|
471
|
-
// "stop_price": null,
|
|
472
|
-
// "status": "new",
|
|
473
|
-
// "extended_hours": false,
|
|
474
|
-
// "legs": null,
|
|
475
|
-
// "trail_percent": null,
|
|
476
|
-
// "trail_price": null,
|
|
477
|
-
// "hwm": null
|
|
478
|
-
// },
|
|
479
|
-
// "execution_id": "5f781a30-b9a3-4c86-b466-2175850cf340"
|
|
480
|
-
// }
|
|
481
|
-
// }
|
|
482
|
-
//
|
|
483
|
-
const data = this.safeValue(message, 'data', {});
|
|
484
|
-
const event = this.safeString(data, 'event');
|
|
485
|
-
if (event !== 'fill' && event !== 'partial_fill') {
|
|
486
|
-
return;
|
|
487
|
-
}
|
|
488
|
-
const rawOrder = this.safeValue(data, 'order', {});
|
|
489
|
-
let myTrades = this.myTrades;
|
|
490
|
-
if (myTrades === undefined) {
|
|
491
|
-
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
|
|
492
|
-
myTrades = new Cache.ArrayCacheBySymbolById(limit);
|
|
493
|
-
}
|
|
494
|
-
const trade = this.parseMyTrade(rawOrder);
|
|
495
|
-
myTrades.append(trade);
|
|
496
|
-
let messageHash = 'myTrades:' + trade['symbol'];
|
|
497
|
-
client.resolve(myTrades, messageHash);
|
|
498
|
-
messageHash = 'myTrades';
|
|
499
|
-
client.resolve(myTrades, messageHash);
|
|
500
|
-
}
|
|
501
|
-
parseMyTrade(trade, market = undefined) {
|
|
502
|
-
//
|
|
503
|
-
// {
|
|
504
|
-
// "id": "c2470331-8993-4051-bf5d-428d5bdc9a48",
|
|
505
|
-
// "client_order_id": "0f1f3764-107a-4d09-8b9a-d75a11738f5c",
|
|
506
|
-
// "created_at": "2022-12-16T02:28:51.673531798-05:00",
|
|
507
|
-
// "updated_at": "2022-12-16T02:28:51.678736847-05:00",
|
|
508
|
-
// "submitted_at": "2022-12-16T02:28:51.673015558-05:00",
|
|
509
|
-
// "filled_at": null,
|
|
510
|
-
// "expired_at": null,
|
|
511
|
-
// "cancel_requested_at": null,
|
|
512
|
-
// "canceled_at": null,
|
|
513
|
-
// "failed_at": null,
|
|
514
|
-
// "replaced_at": null,
|
|
515
|
-
// "replaced_by": null,
|
|
516
|
-
// "replaces": null,
|
|
517
|
-
// "asset_id": "276e2673-764b-4ab6-a611-caf665ca6340",
|
|
518
|
-
// "symbol": "BTC/USD",
|
|
519
|
-
// "asset_class": "crypto",
|
|
520
|
-
// "notional": null,
|
|
521
|
-
// "qty": "0.01",
|
|
522
|
-
// "filled_qty": "0",
|
|
523
|
-
// "filled_avg_price": null,
|
|
524
|
-
// "order_class": '',
|
|
525
|
-
// "order_type": "market",
|
|
526
|
-
// "type": "market",
|
|
527
|
-
// "side": "buy",
|
|
528
|
-
// "time_in_force": "gtc",
|
|
529
|
-
// "limit_price": null,
|
|
530
|
-
// "stop_price": null,
|
|
531
|
-
// "status": "new",
|
|
532
|
-
// "extended_hours": false,
|
|
533
|
-
// "legs": null,
|
|
534
|
-
// "trail_percent": null,
|
|
535
|
-
// "trail_price": null,
|
|
536
|
-
// "hwm": null
|
|
537
|
-
// }
|
|
538
|
-
//
|
|
539
|
-
const marketId = this.safeString(trade, 'symbol');
|
|
540
|
-
const datetime = this.safeString(trade, 'filled_at');
|
|
541
|
-
let type = this.safeString(trade, 'type');
|
|
542
|
-
if (type.indexOf('limit') >= 0) {
|
|
543
|
-
// might be limit or stop-limit
|
|
544
|
-
type = 'limit';
|
|
545
|
-
}
|
|
546
|
-
return this.safeTrade({
|
|
547
|
-
'id': this.safeString(trade, 'i'),
|
|
548
|
-
'info': trade,
|
|
549
|
-
'timestamp': this.parse8601(datetime),
|
|
550
|
-
'datetime': datetime,
|
|
551
|
-
'symbol': this.safeSymbol(marketId, undefined, '/'),
|
|
552
|
-
'order': this.safeString(trade, 'id'),
|
|
553
|
-
'type': type,
|
|
554
|
-
'side': this.safeString(trade, 'side'),
|
|
555
|
-
'takerOrMaker': (type === 'market') ? 'taker' : 'maker',
|
|
556
|
-
'price': this.safeString(trade, 'filled_avg_price'),
|
|
557
|
-
'amount': this.safeString(trade, 'filled_qty'),
|
|
558
|
-
'cost': undefined,
|
|
559
|
-
'fee': undefined,
|
|
560
|
-
}, market);
|
|
561
|
-
}
|
|
562
|
-
async authenticate(url, params = {}) {
|
|
563
|
-
this.checkRequiredCredentials();
|
|
564
|
-
const messageHash = 'authenticated';
|
|
565
|
-
const client = this.client(url);
|
|
566
|
-
const future = client.future(messageHash);
|
|
567
|
-
const authenticated = this.safeValue(client.subscriptions, messageHash);
|
|
568
|
-
if (authenticated === undefined) {
|
|
569
|
-
let request = {
|
|
570
|
-
'action': 'auth',
|
|
571
|
-
'key': this.apiKey,
|
|
572
|
-
'secret': this.secret,
|
|
573
|
-
};
|
|
574
|
-
if (url === this.urls['api']['ws']['trading']) {
|
|
575
|
-
// this auth request is being deprecated in test environment
|
|
576
|
-
request = {
|
|
577
|
-
'action': 'authenticate',
|
|
578
|
-
'data': {
|
|
579
|
-
'key_id': this.apiKey,
|
|
580
|
-
'secret_key': this.secret,
|
|
581
|
-
},
|
|
582
|
-
};
|
|
583
|
-
}
|
|
584
|
-
this.watch(url, messageHash, request, messageHash, future);
|
|
585
|
-
}
|
|
586
|
-
return future;
|
|
587
|
-
}
|
|
588
|
-
handleErrorMessage(client, message) {
|
|
589
|
-
//
|
|
590
|
-
// {
|
|
591
|
-
// "T": "error",
|
|
592
|
-
// "code": 400,
|
|
593
|
-
// "msg": "invalid syntax"
|
|
594
|
-
// }
|
|
595
|
-
//
|
|
596
|
-
const code = this.safeString(message, 'code');
|
|
597
|
-
const msg = this.safeValue(message, 'msg', {});
|
|
598
|
-
throw new errors.ExchangeError(this.id + ' code: ' + code + ' message: ' + msg);
|
|
599
|
-
}
|
|
600
|
-
handleConnected(client, message) {
|
|
601
|
-
//
|
|
602
|
-
// {
|
|
603
|
-
// "T": "success",
|
|
604
|
-
// "msg": "connected"
|
|
605
|
-
// }
|
|
606
|
-
//
|
|
607
|
-
return message;
|
|
608
|
-
}
|
|
609
|
-
handleCryptoMessage(client, message) {
|
|
610
|
-
for (let i = 0; i < message.length; i++) {
|
|
611
|
-
const data = message[i];
|
|
612
|
-
const T = this.safeString(data, 'T');
|
|
613
|
-
const msg = this.safeValue(data, 'msg', {});
|
|
614
|
-
if (T === 'subscription') {
|
|
615
|
-
return this.handleSubscription(client, data);
|
|
616
|
-
}
|
|
617
|
-
if (T === 'success' && msg === 'connected') {
|
|
618
|
-
return this.handleConnected(client, data);
|
|
619
|
-
}
|
|
620
|
-
if (T === 'success' && msg === 'authenticated') {
|
|
621
|
-
return this.handleAuthenticate(client, data);
|
|
622
|
-
}
|
|
623
|
-
const methods = {
|
|
624
|
-
'error': this.handleErrorMessage,
|
|
625
|
-
'b': this.handleOHLCV,
|
|
626
|
-
'q': this.handleTicker,
|
|
627
|
-
't': this.handleTrades,
|
|
628
|
-
'o': this.handleOrderBook,
|
|
629
|
-
};
|
|
630
|
-
const method = this.safeValue(methods, T);
|
|
631
|
-
if (method !== undefined) {
|
|
632
|
-
method.call(this, client, data);
|
|
633
|
-
}
|
|
634
|
-
}
|
|
635
|
-
}
|
|
636
|
-
handleTradingMessage(client, message) {
|
|
637
|
-
const stream = this.safeString(message, 'stream');
|
|
638
|
-
const methods = {
|
|
639
|
-
'authorization': this.handleAuthenticate,
|
|
640
|
-
'listening': this.handleSubscription,
|
|
641
|
-
'trade_updates': this.handleTradeUpdate,
|
|
642
|
-
};
|
|
643
|
-
const method = this.safeValue(methods, stream);
|
|
644
|
-
if (method !== undefined) {
|
|
645
|
-
method.call(this, client, message);
|
|
646
|
-
}
|
|
647
|
-
}
|
|
648
|
-
handleMessage(client, message) {
|
|
649
|
-
if (Array.isArray(message)) {
|
|
650
|
-
return this.handleCryptoMessage(client, message);
|
|
651
|
-
}
|
|
652
|
-
this.handleTradingMessage(client, message);
|
|
653
|
-
}
|
|
654
|
-
handleAuthenticate(client, message) {
|
|
655
|
-
//
|
|
656
|
-
// crypto
|
|
657
|
-
// {
|
|
658
|
-
// "T": "success",
|
|
659
|
-
// "msg": "connected"
|
|
660
|
-
// ]
|
|
661
|
-
//
|
|
662
|
-
// trading
|
|
663
|
-
// {
|
|
664
|
-
// "stream": "authorization",
|
|
665
|
-
// "data": {
|
|
666
|
-
// "status": "authorized",
|
|
667
|
-
// "action": "authenticate"
|
|
668
|
-
// }
|
|
669
|
-
// }
|
|
670
|
-
// error
|
|
671
|
-
// {
|
|
672
|
-
// "stream": "authorization",
|
|
673
|
-
// "data": {
|
|
674
|
-
// "action": "authenticate",
|
|
675
|
-
// "message": "access key verification failed",
|
|
676
|
-
// "status": "unauthorized"
|
|
677
|
-
// }
|
|
678
|
-
// }
|
|
679
|
-
//
|
|
680
|
-
const T = this.safeString(message, 'T');
|
|
681
|
-
const data = this.safeValue(message, 'data', {});
|
|
682
|
-
const status = this.safeString(data, 'status');
|
|
683
|
-
if (T === 'success' || status === 'authorized') {
|
|
684
|
-
const promise = client.futures['authenticated'];
|
|
685
|
-
promise.resolve(message);
|
|
686
|
-
return;
|
|
687
|
-
}
|
|
688
|
-
throw new errors.AuthenticationError(this.id + ' failed to authenticate.');
|
|
689
|
-
}
|
|
690
|
-
handleSubscription(client, message) {
|
|
691
|
-
//
|
|
692
|
-
// crypto
|
|
693
|
-
// {
|
|
694
|
-
// "T": "subscription",
|
|
695
|
-
// "trades": [],
|
|
696
|
-
// "quotes": [ "BTC/USDT" ],
|
|
697
|
-
// "orderbooks": [],
|
|
698
|
-
// "bars": [],
|
|
699
|
-
// "updatedBars": [],
|
|
700
|
-
// "dailyBars": []
|
|
701
|
-
// }
|
|
702
|
-
// trading
|
|
703
|
-
// {
|
|
704
|
-
// "stream": "listening",
|
|
705
|
-
// "data": {
|
|
706
|
-
// "streams": ["trade_updates"]
|
|
707
|
-
// }
|
|
708
|
-
// }
|
|
709
|
-
//
|
|
710
|
-
return message;
|
|
711
|
-
}
|
|
712
|
-
}
|
|
713
|
-
|
|
714
|
-
module.exports = alpaca;
|