ccxt 4.2.18 → 4.2.20

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

@@ -1,672 +0,0 @@
-'use strict';
-
-var bitfinex$1 = require('../bitfinex.js');
-var errors = require('../base/errors.js');
-var Cache = require('../base/ws/Cache.js');
-var Precise = require('../base/Precise.js');
-var sha512 = require('../static_dependencies/noble-hashes/sha512.js');
-
-//  ---------------------------------------------------------------------------
-//  ---------------------------------------------------------------------------
-class bitfinex extends bitfinex$1 {
-    describe() {
-        return this.deepExtend(super.describe(), {
-            'has': {
-                'ws': true,
-                'watchTicker': true,
-                'watchTickers': false,
-                'watchOrderBook': true,
-                'watchTrades': true,
-                'watchBalance': false,
-                'watchOHLCV': false, // missing on the exchange side in v1
-            },
-            'urls': {
-                'api': {
-                    'ws': {
-                        'public': 'wss://api-pub.bitfinex.com/ws/1',
-                        'private': 'wss://api.bitfinex.com/ws/1',
-                    },
-                },
-            },
-            'options': {
-                'watchOrderBook': {
-                    'prec': 'P0',
-                    'freq': 'F0',
-                },
-                'ordersLimit': 1000,
-            },
-        });
-    }
-    async subscribe(channel, symbol, params = {}) {
-        await this.loadMarkets();
-        const market = this.market(symbol);
-        const marketId = market['id'];
-        const url = this.urls['api']['ws']['public'];
-        const messageHash = channel + ':' + marketId;
-        // const channel = 'trades';
-        const request = {
-            'event': 'subscribe',
-            'channel': channel,
-            'symbol': marketId,
-            'messageHash': messageHash,
-        };
-        return await this.watch(url, messageHash, this.deepExtend(request, params), messageHash);
-    }
-    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name bitfinex#watchTrades
-         * @description get the list of most recent trades for a particular symbol
-         * @param {string} symbol unified symbol of the market to fetch trades for
-         * @param {int} [since] timestamp in ms of the earliest trade to fetch
-         * @param {int} [limit] the maximum amount of trades to fetch
-         * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
-         */
-        await this.loadMarkets();
-        symbol = this.symbol(symbol);
-        const trades = await this.subscribe('trades', symbol, params);
-        if (this.newUpdates) {
-            limit = trades.getLimit(symbol, limit);
-        }
-        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
-    }
-    async watchTicker(symbol, params = {}) {
-        /**
-         * @method
-         * @name bitfinex#watchTicker
-         * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
-         * @param {string} symbol unified symbol of the market to fetch the ticker for
-         * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
-         */
-        return await this.subscribe('ticker', symbol, params);
-    }
-    handleTrades(client, message, subscription) {
-        //
-        // initial snapshot
-        //
-        //     [
-        //         2,
-        //         [
-        //             [ null, 1580565020, 9374.9, 0.005 ],
-        //             [ null, 1580565004, 9374.9, 0.005 ],
-        //             [ null, 1580565003, 9374.9, 0.005 ],
-        //         ]
-        //     ]
-        //
-        // when a trade does not have an id yet
-        //
-        //     // channel id, update type, seq, time, price, amount
-        //     [ 2, "te", "28462857-BTCUSD", 1580565041, 9374.9, 0.005 ],
-        //
-        // when a trade already has an id
-        //
-        //     // channel id, update type, seq, trade id, time, price, amount
-        //     [ 2, "tu", "28462857-BTCUSD", 413357662, 1580565041, 9374.9, 0.005 ]
-        //
-        const channel = this.safeValue(subscription, 'channel');
-        const marketId = this.safeString(subscription, 'pair');
-        const messageHash = channel + ':' + marketId;
-        const tradesLimit = this.safeInteger(this.options, 'tradesLimit', 1000);
-        const market = this.safeMarket(marketId);
-        const symbol = market['symbol'];
-        const data = this.safeValue(message, 1);
-        let stored = this.safeValue(this.trades, symbol);
-        if (stored === undefined) {
-            stored = new Cache.ArrayCache(tradesLimit);
-            this.trades[symbol] = stored;
-        }
-        if (Array.isArray(data)) {
-            const trades = this.parseTrades(data, market);
-            for (let i = 0; i < trades.length; i++) {
-                stored.append(trades[i]);
-            }
-        }
-        else {
-            const second = this.safeString(message, 1);
-            if (second !== 'tu') {
-                return;
-            }
-            const trade = this.parseTrade(message, market);
-            stored.append(trade);
-        }
-        client.resolve(stored, messageHash);
-        return message;
-    }
-    parseTrade(trade, market = undefined) {
-        //
-        // snapshot trade
-        //
-        //     // null, time, price, amount
-        //     [ null, 1580565020, 9374.9, 0.005 ],
-        //
-        // when a trade does not have an id yet
-        //
-        //     // channel id, update type, seq, time, price, amount
-        //     [ 2, "te", "28462857-BTCUSD", 1580565041, 9374.9, 0.005 ],
-        //
-        // when a trade already has an id
-        //
-        //     // channel id, update type, seq, trade id, time, price, amount
-        //     [ 2, "tu", "28462857-BTCUSD", 413357662, 1580565041, 9374.9, 0.005 ]
-        //
-        if (!Array.isArray(trade)) {
-            return super.parseTrade(trade, market);
-        }
-        const tradeLength = trade.length;
-        const event = this.safeString(trade, 1);
-        let id = undefined;
-        if (event === 'tu') {
-            id = this.safeString(trade, tradeLength - 4);
-        }
-        const timestamp = this.safeTimestamp(trade, tradeLength - 3);
-        const price = this.safeString(trade, tradeLength - 2);
-        let amount = this.safeString(trade, tradeLength - 1);
-        let side = undefined;
-        if (amount !== undefined) {
-            side = Precise["default"].stringGt(amount, '0') ? 'buy' : 'sell';
-            amount = Precise["default"].stringAbs(amount);
-        }
-        const seq = this.safeString(trade, 2);
-        const parts = seq.split('-');
-        let marketId = this.safeString(parts, 1);
-        if (marketId !== undefined) {
-            marketId = marketId.replace('t', '');
-        }
-        const symbol = this.safeSymbol(marketId, market);
-        const takerOrMaker = undefined;
-        const orderId = undefined;
-        return this.safeTrade({
-            'info': trade,
-            'timestamp': timestamp,
-            'datetime': this.iso8601(timestamp),
-            'symbol': symbol,
-            'id': id,
-            'order': orderId,
-            'type': undefined,
-            'takerOrMaker': takerOrMaker,
-            'side': side,
-            'price': price,
-            'amount': amount,
-            'cost': undefined,
-            'fee': undefined,
-        });
-    }
-    handleTicker(client, message, subscription) {
-        //
-        //     [
-        //         2,             // 0 CHANNEL_ID integer Channel ID
-        //         236.62,        // 1 BID float Price of last highest bid
-        //         9.0029,        // 2 BID_SIZE float Size of the last highest bid
-        //         236.88,        // 3 ASK float Price of last lowest ask
-        //         7.1138,        // 4 ASK_SIZE float Size of the last lowest ask
-        //         -1.02,         // 5 DAILY_CHANGE float Amount that the last price has changed since yesterday
-        //         0,             // 6 DAILY_CHANGE_PERC float Amount that the price has changed expressed in percentage terms
-        //         236.52,        // 7 LAST_PRICE float Price of the last trade.
-        //         5191.36754297, // 8 VOLUME float Daily volume
-        //         250.01,        // 9 HIGH float Daily high
-        //         220.05,        // 10 LOW float Daily low
-        //     ]
-        //
-        const marketId = this.safeString(subscription, 'pair');
-        const symbol = this.safeSymbol(marketId);
-        const channel = 'ticker';
-        const messageHash = channel + ':' + marketId;
-        const last = this.safeString(message, 7);
-        const change = this.safeString(message, 5);
-        let open = undefined;
-        if ((last !== undefined) && (change !== undefined)) {
-            open = Precise["default"].stringSub(last, change);
-        }
-        const result = {
-            'symbol': symbol,
-            'timestamp': undefined,
-            'datetime': undefined,
-            'high': this.safeFloat(message, 9),
-            'low': this.safeFloat(message, 10),
-            'bid': this.safeFloat(message, 1),
-            'bidVolume': undefined,
-            'ask': this.safeFloat(message, 3),
-            'askVolume': undefined,
-            'vwap': undefined,
-            'open': this.parseNumber(open),
-            'close': this.parseNumber(last),
-            'last': this.parseNumber(last),
-            'previousClose': undefined,
-            'change': this.parseNumber(change),
-            'percentage': this.safeFloat(message, 6),
-            'average': undefined,
-            'baseVolume': this.safeFloat(message, 8),
-            'quoteVolume': undefined,
-            'info': message,
-        };
-        this.tickers[symbol] = result;
-        client.resolve(result, messageHash);
-    }
-    async watchOrderBook(symbol, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name bitfinex#watchOrderBook
-         * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
-         * @param {string} symbol unified symbol of the market to fetch the order book for
-         * @param {int} [limit] the maximum amount of order book entries to return
-         * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
-         */
-        if (limit !== undefined) {
-            if ((limit !== 25) && (limit !== 100)) {
-                throw new errors.ExchangeError(this.id + ' watchOrderBook limit argument must be undefined, 25 or 100');
-            }
-        }
-        const options = this.safeValue(this.options, 'watchOrderBook', {});
-        const prec = this.safeString(options, 'prec', 'P0');
-        const freq = this.safeString(options, 'freq', 'F0');
-        const request = {
-            // "event": "subscribe", // added in subscribe()
-            // "channel": channel, // added in subscribe()
-            // "symbol": marketId, // added in subscribe()
-            'prec': prec,
-            'freq': freq,
-            'len': limit, // string, number of price points, '25', '100', default = '25'
-        };
-        const orderbook = await this.subscribe('book', symbol, this.deepExtend(request, params));
-        return orderbook.limit();
-    }
-    handleOrderBook(client, message, subscription) {
-        //
-        // first message (snapshot)
-        //
-        //     [
-        //         18691, // channel id
-        //         [
-        //             [ 7364.8, 10, 4.354802 ], // price, count, size > 0 = bid
-        //             [ 7364.7, 1, 0.00288831 ],
-        //             [ 7364.3, 12, 0.048 ],
-        //             [ 7364.9, 3, -0.42028976 ], // price, count, size < 0 = ask
-        //             [ 7365, 1, -0.25 ],
-        //             [ 7365.5, 1, -0.00371937 ],
-        //         ]
-        //     ]
-        //
-        // subsequent updates
-        //
-        //     [
-        //         30,     // channel id
-        //         9339.9, // price
-        //         0,      // count
-        //         -1,     // size > 0 = bid, size < 0 = ask
-        //     ]
-        //
-        const marketId = this.safeString(subscription, 'pair');
-        const symbol = this.safeSymbol(marketId);
-        const channel = 'book';
-        const messageHash = channel + ':' + marketId;
-        const prec = this.safeString(subscription, 'prec', 'P0');
-        const isRaw = (prec === 'R0');
-        // if it is an initial snapshot
-        if (Array.isArray(message[1])) {
-            const limit = this.safeInteger(subscription, 'len');
-            if (isRaw) {
-                // raw order books
-                this.orderbooks[symbol] = this.indexedOrderBook({}, limit);
-            }
-            else {
-                // P0, P1, P2, P3, P4
-                this.orderbooks[symbol] = this.countedOrderBook({}, limit);
-            }
-            const orderbook = this.orderbooks[symbol];
-            if (isRaw) {
-                const deltas = message[1];
-                for (let i = 0; i < deltas.length; i++) {
-                    const delta = deltas[i];
-                    const id = this.safeString(delta, 0);
-                    const price = this.safeFloat(delta, 1);
-                    const size = (delta[2] < 0) ? -delta[2] : delta[2];
-                    const side = (delta[2] < 0) ? 'asks' : 'bids';
-                    const bookside = orderbook[side];
-                    bookside.store(price, size, id);
-                }
-            }
-            else {
-                const deltas = message[1];
-                for (let i = 0; i < deltas.length; i++) {
-                    const delta = deltas[i];
-                    const size = (delta[2] < 0) ? -delta[2] : delta[2];
-                    const side = (delta[2] < 0) ? 'asks' : 'bids';
-                    const bookside = orderbook[side];
-                    bookside.store(delta[0], size, delta[1]);
-                }
-            }
-            client.resolve(orderbook, messageHash);
-        }
-        else {
-            const orderbook = this.orderbooks[symbol];
-            if (isRaw) {
-                const id = this.safeString(message, 1);
-                const price = this.safeString(message, 2);
-                const size = (message[3] < 0) ? -message[3] : message[3];
-                const side = (message[3] < 0) ? 'asks' : 'bids';
-                const bookside = orderbook[side];
-                // price = 0 means that you have to remove the order from your book
-                const amount = Precise["default"].stringGt(price, '0') ? size : '0';
-                bookside.store(this.parseNumber(price), this.parseNumber(amount), id);
-            }
-            else {
-                const size = (message[3] < 0) ? -message[3] : message[3];
-                const side = (message[3] < 0) ? 'asks' : 'bids';
-                const bookside = orderbook[side];
-                bookside.store(message[1], size, message[2]);
-            }
-            client.resolve(orderbook, messageHash);
-        }
-    }
-    handleHeartbeat(client, message) {
-        //
-        // every second (approx) if no other updates are sent
-        //
-        //     { "event": "heartbeat" }
-        //
-        const event = this.safeString(message, 'event');
-        client.resolve(message, event);
-    }
-    handleSystemStatus(client, message) {
-        //
-        // todo: answer the question whether handleSystemStatus should be renamed
-        // and unified as handleStatus for any usage pattern that
-        // involves system status and maintenance updates
-        //
-        //     {
-        //         "event": "info",
-        //         "version": 2,
-        //         "serverId": "e293377e-7bb7-427e-b28c-5db045b2c1d1",
-        //         "platform": { status: 1 }, // 1 for operative, 0 for maintenance
-        //     }
-        //
-        return message;
-    }
-    handleSubscriptionStatus(client, message) {
-        //
-        //     {
-        //         "event": "subscribed",
-        //         "channel": "book",
-        //         "chanId": 67473,
-        //         "symbol": "tBTCUSD",
-        //         "prec": "P0",
-        //         "freq": "F0",
-        //         "len": "25",
-        //         "pair": "BTCUSD"
-        //     }
-        //
-        const channelId = this.safeString(message, 'chanId');
-        client.subscriptions[channelId] = message;
-        return message;
-    }
-    async authenticate(params = {}) {
-        const url = this.urls['api']['ws']['private'];
-        const client = this.client(url);
-        const future = client.future('authenticated');
-        const method = 'auth';
-        const authenticated = this.safeValue(client.subscriptions, method);
-        if (authenticated === undefined) {
-            const nonce = this.milliseconds();
-            const payload = 'AUTH' + nonce.toString();
-            const signature = this.hmac(this.encode(payload), this.encode(this.secret), sha512.sha384, 'hex');
-            const request = {
-                'apiKey': this.apiKey,
-                'authSig': signature,
-                'authNonce': nonce,
-                'authPayload': payload,
-                'event': method,
-                'filter': [
-                    'trading',
-                    'wallet',
-                ],
-            };
-            this.spawn(this.watch, url, method, request, 1);
-        }
-        return await future;
-    }
-    handleAuthenticationMessage(client, message) {
-        const status = this.safeString(message, 'status');
-        if (status === 'OK') {
-            // we resolve the future here permanently so authentication only happens once
-            const future = this.safeValue(client.futures, 'authenticated');
-            future.resolve(true);
-        }
-        else {
-            const error = new errors.AuthenticationError(this.json(message));
-            client.reject(error, 'authenticated');
-            // allows further authentication attempts
-            const method = this.safeString(message, 'event');
-            if (method in client.subscriptions) {
-                delete client.subscriptions[method];
-            }
-        }
-    }
-    async watchOrder(id, symbol = undefined, params = {}) {
-        await this.loadMarkets();
-        const url = this.urls['api']['ws']['private'];
-        await this.authenticate();
-        return await this.watch(url, id, undefined, 1);
-    }
-    async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name bitfinex#watchOrders
-         * @description watches information on multiple orders made by the user
-         * @param {string} symbol unified market symbol of the market orders were made in
-         * @param {int} [since] the earliest time in ms to fetch orders for
-         * @param {int} [limit] the maximum number of order structures to retrieve
-         * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
-         */
-        await this.loadMarkets();
-        await this.authenticate();
-        if (symbol !== undefined) {
-            symbol = this.symbol(symbol);
-        }
-        const url = this.urls['api']['ws']['private'];
-        const orders = await this.watch(url, 'os', undefined, 1);
-        if (this.newUpdates) {
-            limit = orders.getLimit(symbol, limit);
-        }
-        return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
-    }
-    handleOrders(client, message, subscription) {
-        //
-        // order snapshot
-        //
-        //     [
-        //         0,
-        //         "os",
-        //         [
-        //             [
-        //                 45287766631,
-        //                 "ETHUST",
-        //                 -0.07,
-        //                 -0.07,
-        //                 "EXCHANGE LIMIT",
-        //                 "ACTIVE",
-        //                 210,
-        //                 0,
-        //                 "2020-05-16T13:17:46Z",
-        //                 0,
-        //                 0,
-        //                 0
-        //             ]
-        //         ]
-        //     ]
-        //
-        // order cancel
-        //
-        //     [
-        //         0,
-        //         "oc",
-        //         [
-        //             45287766631,
-        //             "ETHUST",
-        //             -0.07,
-        //             -0.07,
-        //             "EXCHANGE LIMIT",
-        //             "CANCELED",
-        //             210,
-        //             0,
-        //             "2020-05-16T13:17:46Z",
-        //             0,
-        //             0,
-        //             0,
-        //         ]
-        //     ]
-        //
-        const data = this.safeValue(message, 2, []);
-        const messageType = this.safeString(message, 1);
-        if (messageType === 'os') {
-            for (let i = 0; i < data.length; i++) {
-                const value = data[i];
-                this.handleOrder(client, value);
-            }
-        }
-        else {
-            this.handleOrder(client, data);
-        }
-        if (this.orders !== undefined) {
-            client.resolve(this.orders, 'os');
-        }
-    }
-    parseWsOrderStatus(status) {
-        const statuses = {
-            'ACTIVE': 'open',
-            'CANCELED': 'canceled',
-        };
-        return this.safeString(statuses, status, status);
-    }
-    handleOrder(client, order) {
-        // [ 45287766631,
-        //     "ETHUST",
-        //     -0.07,
-        //     -0.07,
-        //     "EXCHANGE LIMIT",
-        //     "CANCELED",
-        //     210,
-        //     0,
-        //     "2020-05-16T13:17:46Z",
-        //     0,
-        //     0,
-        //     0 ]
-        const id = this.safeString(order, 0);
-        const marketId = this.safeString(order, 1);
-        const symbol = this.safeSymbol(marketId);
-        let amount = this.safeString(order, 2);
-        let remaining = this.safeString(order, 3);
-        let side = 'buy';
-        if (Precise["default"].stringLt(amount, '0')) {
-            amount = Precise["default"].stringAbs(amount);
-            remaining = Precise["default"].stringAbs(remaining);
-            side = 'sell';
-        }
-        let type = this.safeString(order, 4);
-        if (type.indexOf('LIMIT') > -1) {
-            type = 'limit';
-        }
-        else if (type.indexOf('MARKET') > -1) {
-            type = 'market';
-        }
-        const status = this.parseWsOrderStatus(this.safeString(order, 5));
-        const price = this.safeString(order, 6);
-        const rawDatetime = this.safeString(order, 8);
-        const timestamp = this.parse8601(rawDatetime);
-        const parsed = this.safeOrder({
-            'info': order,
-            'id': id,
-            'clientOrderId': undefined,
-            'timestamp': timestamp,
-            'datetime': this.iso8601(timestamp),
-            'lastTradeTimestamp': undefined,
-            'symbol': symbol,
-            'type': type,
-            'side': side,
-            'price': price,
-            'stopPrice': undefined,
-            'triggerPrice': undefined,
-            'average': undefined,
-            'amount': amount,
-            'remaining': remaining,
-            'filled': undefined,
-            'status': status,
-            'fee': undefined,
-            'cost': undefined,
-            'trades': undefined,
-        });
-        if (this.orders === undefined) {
-            const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
-            this.orders = new Cache.ArrayCacheBySymbolById(limit);
-        }
-        const orders = this.orders;
-        orders.append(parsed);
-        client.resolve(parsed, id);
-        return parsed;
-    }
-    handleMessage(client, message) {
-        if (Array.isArray(message)) {
-            const channelId = this.safeString(message, 0);
-            //
-            //     [
-            //         1231,
-            //         "hb",
-            //     ]
-            //
-            if (message[1] === 'hb') {
-                return message; // skip heartbeats within subscription channels for now
-            }
-            const subscription = this.safeValue(client.subscriptions, channelId, {});
-            const channel = this.safeString(subscription, 'channel');
-            const name = this.safeString(message, 1);
-            const methods = {
-                'book': this.handleOrderBook,
-                // 'ohlc': this.handleOHLCV,
-                'ticker': this.handleTicker,
-                'trades': this.handleTrades,
-                'os': this.handleOrders,
-                'on': this.handleOrders,
-                'oc': this.handleOrders,
-            };
-            const method = this.safeValue2(methods, channel, name);
-            if (method === undefined) {
-                return message;
-            }
-            else {
-                return method.call(this, client, message, subscription);
-            }
-        }
-        else {
-            // todo add bitfinex handleErrorMessage
-            //
-            //     {
-            //         "event": "info",
-            //         "version": 2,
-            //         "serverId": "e293377e-7bb7-427e-b28c-5db045b2c1d1",
-            //         "platform": { status: 1 }, // 1 for operative, 0 for maintenance
-            //     }
-            //
-            const event = this.safeString(message, 'event');
-            if (event !== undefined) {
-                const methods = {
-                    'info': this.handleSystemStatus,
-                    // 'book': 'handleOrderBook',
-                    'subscribed': this.handleSubscriptionStatus,
-                    'auth': this.handleAuthenticationMessage,
-                };
-                const method = this.safeValue(methods, event);
-                if (method === undefined) {
-                    return message;
-                }
-                else {
-                    return method.call(this, client, message);
-                }
-            }
-        }
-    }
-}
-
-module.exports = bitfinex;