ccxt 4.2.18 → 4.2.20

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

@@ -1,322 +0,0 @@
-'use strict';
-
-var luno$1 = require('../luno.js');
-var Cache = require('../base/ws/Cache.js');
-
-//  ---------------------------------------------------------------------------
-//  ---------------------------------------------------------------------------
-class luno extends luno$1 {
-    describe() {
-        return this.deepExtend(super.describe(), {
-            'has': {
-                'ws': true,
-                'watchTicker': false,
-                'watchTickers': false,
-                'watchTrades': true,
-                'watchMyTrades': false,
-                'watchOrders': undefined,
-                'watchOrderBook': true,
-                'watchOHLCV': false,
-            },
-            'urls': {
-                'api': {
-                    'ws': 'wss://ws.luno.com/api/1',
-                },
-            },
-            'options': {
-                'sequenceNumbers': {},
-            },
-            'streaming': {},
-            'exceptions': {},
-        });
-    }
-    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name luno#watchTrades
-         * @description get the list of most recent trades for a particular symbol
-         * @see https://www.luno.com/en/developers/api#tag/Streaming-API
-         * @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}
-         */
-        this.checkRequiredCredentials();
-        await this.loadMarkets();
-        const market = this.market(symbol);
-        symbol = market['symbol'];
-        const subscriptionHash = '/stream/' + market['id'];
-        const subscription = { 'symbol': symbol };
-        const url = this.urls['api']['ws'] + subscriptionHash;
-        const messageHash = 'trades:' + symbol;
-        const subscribe = {
-            'api_key_id': this.apiKey,
-            'api_key_secret': this.secret,
-        };
-        const request = this.deepExtend(subscribe, params);
-        const trades = await this.watch(url, messageHash, request, subscriptionHash, subscription);
-        if (this.newUpdates) {
-            limit = trades.getLimit(symbol, limit);
-        }
-        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
-    }
-    handleTrades(client, message, subscription) {
-        //
-        //     {
-        //         "sequence": "110980825",
-        //         "trade_updates": [],
-        //         "create_update": {
-        //             "order_id": "BXHSYXAUMH8C2RW",
-        //             "type": "ASK",
-        //             "price": "24081.09000000",
-        //             "volume": "0.07780000"
-        //         },
-        //         "delete_update": null,
-        //         "status_update": null,
-        //         "timestamp": 1660598775360
-        //     }
-        //
-        const rawTrades = this.safeValue(message, 'trade_updates', []);
-        const length = rawTrades.length;
-        if (length === 0) {
-            return;
-        }
-        const symbol = subscription['symbol'];
-        const market = this.market(symbol);
-        const messageHash = 'trades:' + symbol;
-        let stored = this.safeValue(this.trades, symbol);
-        if (stored === undefined) {
-            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
-            stored = new Cache.ArrayCache(limit);
-            this.trades[symbol] = stored;
-        }
-        for (let i = 0; i < rawTrades.length; i++) {
-            const rawTrade = rawTrades[i];
-            const trade = this.parseTrade(rawTrade, market);
-            stored.append(trade);
-        }
-        this.trades[symbol] = stored;
-        client.resolve(this.trades[symbol], messageHash);
-    }
-    parseTrade(trade, market = undefined) {
-        //
-        // watchTrades (public)
-        //
-        //     {
-        //       "base": "69.00000000",
-        //       "counter": "113.6499000000000000",
-        //       "maker_order_id": "BXEEU4S2BWF5WRB",
-        //       "taker_order_id": "BXKNCSF7JDHXY3H",
-        //       "order_id": "BXEEU4S2BWF5WRB"
-        //     }
-        //
-        return this.safeTrade({
-            'info': trade,
-            'id': undefined,
-            'timestamp': undefined,
-            'datetime': undefined,
-            'symbol': market['symbol'],
-            'order': undefined,
-            'type': undefined,
-            'side': undefined,
-            // takerOrMaker has no meaning for public trades
-            'takerOrMaker': undefined,
-            'price': undefined,
-            'amount': this.safeString(trade, 'base'),
-            'cost': this.safeString(trade, 'counter'),
-            'fee': undefined,
-        }, market);
-    }
-    async watchOrderBook(symbol, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name luno#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 {objectConstructor} [params] extra parameters specific to the exchange API endpoint
-         * @param {string} [params.type] accepts l2 or l3 for level 2 or level 3 order book
-         * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
-         */
-        this.checkRequiredCredentials();
-        await this.loadMarkets();
-        const market = this.market(symbol);
-        symbol = market['symbol'];
-        const subscriptionHash = '/stream/' + market['id'];
-        const subscription = { 'symbol': symbol };
-        const url = this.urls['api']['ws'] + subscriptionHash;
-        const messageHash = 'orderbook:' + symbol;
-        const subscribe = {
-            'api_key_id': this.apiKey,
-            'api_key_secret': this.secret,
-        };
-        const request = this.deepExtend(subscribe, params);
-        const orderbook = await this.watch(url, messageHash, request, subscriptionHash, subscription);
-        return orderbook.limit();
-    }
-    handleOrderBook(client, message, subscription) {
-        //
-        //     {
-        //         "sequence": "24352",
-        //         "asks": [{
-        //             "id": "BXMC2CJ7HNB88U4",
-        //             "price": "1234.00",
-        //             "volume": "0.93"
-        //         }],
-        //         "bids": [{
-        //             "id": "BXMC2CJ7HNB88U5",
-        //             "price": "1201.00",
-        //             "volume": "1.22"
-        //         }],
-        //         "status": "ACTIVE",
-        //         "timestamp": 1528884331021
-        //     }
-        //
-        //  update
-        //     {
-        //         "sequence": "110980825",
-        //         "trade_updates": [],
-        //         "create_update": {
-        //             "order_id": "BXHSYXAUMH8C2RW",
-        //             "type": "ASK",
-        //             "price": "24081.09000000",
-        //             "volume": "0.07780000"
-        //         },
-        //         "delete_update": null,
-        //         "status_update": null,
-        //         "timestamp": 1660598775360
-        //     }
-        //
-        const symbol = subscription['symbol'];
-        const messageHash = 'orderbook:' + symbol;
-        const timestamp = this.safeString(message, 'timestamp');
-        let storedOrderBook = this.safeValue(this.orderbooks, symbol);
-        if (storedOrderBook === undefined) {
-            storedOrderBook = this.indexedOrderBook({});
-            this.orderbooks[symbol] = storedOrderBook;
-        }
-        const asks = this.safeValue(message, 'asks');
-        if (asks !== undefined) {
-            const snapshot = this.customParseOrderBook(message, symbol, timestamp, 'bids', 'asks', 'price', 'volume', 'id');
-            storedOrderBook.reset(snapshot);
-        }
-        else {
-            this.handleDelta(storedOrderBook, message);
-            storedOrderBook['timestamp'] = timestamp;
-            storedOrderBook['datetime'] = this.iso8601(timestamp);
-        }
-        const nonce = this.safeInteger(message, 'sequence');
-        storedOrderBook['nonce'] = nonce;
-        client.resolve(storedOrderBook, messageHash);
-    }
-    customParseOrderBook(orderbook, symbol, timestamp = undefined, bidsKey = 'bids', asksKey = 'asks', priceKey = 'price', amountKey = 'volume', countOrIdKey = 2) {
-        const bids = this.parseBidsAsks(this.safeValue(orderbook, bidsKey, []), priceKey, amountKey, countOrIdKey);
-        const asks = this.parseBidsAsks(this.safeValue(orderbook, asksKey, []), priceKey, amountKey, countOrIdKey);
-        return {
-            'symbol': symbol,
-            'bids': this.sortBy(bids, 0, true),
-            'asks': this.sortBy(asks, 0),
-            'timestamp': timestamp,
-            'datetime': this.iso8601(timestamp),
-            'nonce': undefined,
-        };
-    }
-    parseBidsAsks(bidasks, priceKey = 'price', amountKey = 'volume', thirdKey = 2) {
-        bidasks = this.toArray(bidasks);
-        const result = [];
-        for (let i = 0; i < bidasks.length; i++) {
-            result.push(this.customParseBidAsk(bidasks[i], priceKey, amountKey, thirdKey));
-        }
-        return result;
-    }
-    customParseBidAsk(bidask, priceKey = 'price', amountKey = 'volume', thirdKey = 2) {
-        const price = this.safeNumber(bidask, priceKey);
-        const amount = this.safeNumber(bidask, amountKey);
-        const result = [price, amount];
-        if (thirdKey !== undefined) {
-            const thirdValue = this.safeString(bidask, thirdKey);
-            result.push(thirdValue);
-        }
-        return result;
-    }
-    handleDelta(orderbook, message) {
-        //
-        //  create
-        //     {
-        //         "sequence": "110980825",
-        //         "trade_updates": [],
-        //         "create_update": {
-        //             "order_id": "BXHSYXAUMH8C2RW",
-        //             "type": "ASK",
-        //             "price": "24081.09000000",
-        //             "volume": "0.07780000"
-        //         },
-        //         "delete_update": null,
-        //         "status_update": null,
-        //         "timestamp": 1660598775360
-        //     }
-        //  delete
-        //     {
-        //         "sequence": "110980825",
-        //         "trade_updates": [],
-        //         "create_update": null,
-        //         "delete_update": {
-        //             "order_id": "BXMC2CJ7HNB88U4"
-        //         },
-        //         "status_update": null,
-        //         "timestamp": 1660598775360
-        //     }
-        //  trade
-        //     {
-        //         "sequence": "110980825",
-        //         "trade_updates": [
-        //             {
-        //                 "base": "0.1",
-        //                 "counter": "5232.00",
-        //                 "maker_order_id": "BXMC2CJ7HNB88U4",
-        //                 "taker_order_id": "BXMC2CJ7HNB88U5"
-        //             }
-        //         ],
-        //         "create_update": null,
-        //         "delete_update": null,
-        //         "status_update": null,
-        //         "timestamp": 1660598775360
-        //     }
-        //
-        const createUpdate = this.safeValue(message, 'create_update');
-        const asksOrderSide = orderbook['asks'];
-        const bidsOrderSide = orderbook['bids'];
-        if (createUpdate !== undefined) {
-            const bidAskArray = this.customParseBidAsk(createUpdate, 'price', 'volume', 'order_id');
-            const type = this.safeString(createUpdate, 'type');
-            if (type === 'ASK') {
-                asksOrderSide.storeArray(bidAskArray);
-            }
-            else if (type === 'BID') {
-                bidsOrderSide.storeArray(bidAskArray);
-            }
-        }
-        const deleteUpdate = this.safeValue(message, 'delete_update');
-        if (deleteUpdate !== undefined) {
-            const orderId = this.safeString(deleteUpdate, 'order_id');
-            asksOrderSide.storeArray(0, 0, orderId);
-            bidsOrderSide.storeArray(0, 0, orderId);
-        }
-        return message;
-    }
-    handleMessage(client, message) {
-        if (message === '') {
-            return;
-        }
-        const subscriptions = Object.values(client.subscriptions);
-        const handlers = [this.handleOrderBook, this.handleTrades];
-        for (let j = 0; j < handlers.length; j++) {
-            const handler = handlers[j];
-            handler.call(this, client, message, subscriptions[0]);
-        }
-        return message;
-    }
-}
-
-module.exports = luno;