ccxt 4.2.18 → 4.2.20

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

@@ -1,545 +0,0 @@
-'use strict';
-
-var ndax$1 = require('../ndax.js');
-var Cache = require('../base/ws/Cache.js');
-
-//  ---------------------------------------------------------------------------
-//  ---------------------------------------------------------------------------
-class ndax extends ndax$1 {
-    describe() {
-        return this.deepExtend(super.describe(), {
-            'has': {
-                'ws': true,
-                'watchOrderBook': true,
-                'watchTrades': true,
-                'watchTicker': true,
-                'watchOHLCV': true,
-            },
-            'urls': {
-                'test': {
-                    'ws': 'wss://ndaxmarginstaging.cdnhop.net:10456/WSAdminGatewa/',
-                },
-                'api': {
-                    'ws': 'wss://api.ndax.io/WSGateway',
-                },
-            },
-            // 'options': {
-            //     'tradesLimit': 1000,
-            //     'ordersLimit': 1000,
-            //     'OHLCVLimit': 1000,
-            // },
-        });
-    }
-    requestId() {
-        const requestId = this.sum(this.safeInteger(this.options, 'requestId', 0), 1);
-        this.options['requestId'] = requestId;
-        return requestId;
-    }
-    async watchTicker(symbol, params = {}) {
-        /**
-         * @method
-         * @name ndax#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}
-         */
-        const omsId = this.safeInteger(this.options, 'omsId', 1);
-        await this.loadMarkets();
-        const market = this.market(symbol);
-        const name = 'SubscribeLevel1';
-        const messageHash = name + ':' + market['id'];
-        const url = this.urls['api']['ws'];
-        const requestId = this.requestId();
-        const payload = {
-            'OMSId': omsId,
-            'InstrumentId': parseInt(market['id']), // conditionally optional
-            // 'Symbol': market['info']['symbol'], // conditionally optional
-        };
-        const request = {
-            'm': 0,
-            'i': requestId,
-            'n': name,
-            'o': this.json(payload), // JSON-formatted string containing the data being sent with the message
-        };
-        const message = this.extend(request, params);
-        return await this.watch(url, messageHash, message, messageHash);
-    }
-    handleTicker(client, message) {
-        const payload = this.safeValue(message, 'o', {});
-        //
-        //     {
-        //         "OMSId": 1,
-        //         "InstrumentId": 1,
-        //         "BestBid": 6423.57,
-        //         "BestOffer": 6436.53,
-        //         "LastTradedPx": 6423.57,
-        //         "LastTradedQty": 0.96183964,
-        //         "LastTradeTime": 1534862990343,
-        //         "SessionOpen": 6249.64,
-        //         "SessionHigh": 11111,
-        //         "SessionLow": 4433,
-        //         "SessionClose": 6249.64,
-        //         "Volume": 0.96183964,
-        //         "CurrentDayVolume": 3516.31668185,
-        //         "CurrentDayNumTrades": 8529,
-        //         "CurrentDayPxChange": 173.93,
-        //         "CurrentNotional": 0.0,
-        //         "Rolling24HrNotional": 0.0,
-        //         "Rolling24HrVolume": 4319.63870783,
-        //         "Rolling24NumTrades": 10585,
-        //         "Rolling24HrPxChange": -0.4165607307408487,
-        //         "TimeStamp": "1534862990358"
-        //     }
-        //
-        const ticker = this.parseTicker(payload);
-        const symbol = ticker['symbol'];
-        const market = this.market(symbol);
-        this.tickers[symbol] = ticker;
-        const name = 'SubscribeLevel1';
-        const messageHash = name + ':' + market['id'];
-        client.resolve(ticker, messageHash);
-    }
-    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name ndax#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}
-         */
-        const omsId = this.safeInteger(this.options, 'omsId', 1);
-        await this.loadMarkets();
-        const market = this.market(symbol);
-        symbol = market['symbol'];
-        const name = 'SubscribeTrades';
-        const messageHash = name + ':' + market['id'];
-        const url = this.urls['api']['ws'];
-        const requestId = this.requestId();
-        const payload = {
-            'OMSId': omsId,
-            'InstrumentId': parseInt(market['id']),
-            'IncludeLastCount': 100, // the number of previous trades to retrieve in the immediate snapshot, 100 by default
-        };
-        const request = {
-            'm': 0,
-            'i': requestId,
-            'n': name,
-            'o': this.json(payload), // JSON-formatted string containing the data being sent with the message
-        };
-        const message = this.extend(request, params);
-        const trades = await this.watch(url, messageHash, message, messageHash);
-        if (this.newUpdates) {
-            limit = trades.getLimit(symbol, limit);
-        }
-        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
-    }
-    handleTrades(client, message) {
-        const payload = this.safeValue(message, 'o', []);
-        //
-        // initial snapshot
-        //
-        //     [
-        //         [
-        //             6913253,       //  0 TradeId
-        //             8,             //  1 ProductPairCode
-        //             0.03340802,    //  2 Quantity
-        //             19116.08,      //  3 Price
-        //             2543425077,    //  4 Order1
-        //             2543425482,    //  5 Order2
-        //             1606935922416, //  6 Tradetime
-        //             0,             //  7 Direction
-        //             1,             //  8 TakerSide
-        //             0,             //  9 BlockTrade
-        //             0,             // 10 Either Order1ClientId or Order2ClientId
-        //         ]
-        //     ]
-        //
-        const name = 'SubscribeTrades';
-        const updates = {};
-        for (let i = 0; i < payload.length; i++) {
-            const trade = this.parseTrade(payload[i]);
-            const symbol = trade['symbol'];
-            let tradesArray = this.safeValue(this.trades, symbol);
-            if (tradesArray === undefined) {
-                const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
-                tradesArray = new Cache.ArrayCache(limit);
-            }
-            tradesArray.append(trade);
-            this.trades[symbol] = tradesArray;
-            updates[symbol] = true;
-        }
-        const symbols = Object.keys(updates);
-        for (let i = 0; i < symbols.length; i++) {
-            const symbol = symbols[i];
-            const market = this.market(symbol);
-            const messageHash = name + ':' + market['id'];
-            const tradesArray = this.safeValue(this.trades, symbol);
-            client.resolve(tradesArray, messageHash);
-        }
-    }
-    async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name ndax#watchOHLCV
-         * @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
-         * @param {string} symbol unified symbol of the market to fetch OHLCV data for
-         * @param {string} timeframe the length of time each candle represents
-         * @param {int} [since] timestamp in ms of the earliest candle to fetch
-         * @param {int} [limit] the maximum amount of candles to fetch
-         * @param {object} [params] extra parameters specific to the exchange API endpoint
-         * @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
-         */
-        const omsId = this.safeInteger(this.options, 'omsId', 1);
-        await this.loadMarkets();
-        const market = this.market(symbol);
-        symbol = market['symbol'];
-        const name = 'SubscribeTicker';
-        const messageHash = name + ':' + timeframe + ':' + market['id'];
-        const url = this.urls['api']['ws'];
-        const requestId = this.requestId();
-        const payload = {
-            'OMSId': omsId,
-            'InstrumentId': parseInt(market['id']),
-            'Interval': parseInt(this.safeString(this.timeframes, timeframe, timeframe)),
-            'IncludeLastCount': 100, // the number of previous candles to retrieve in the immediate snapshot, 100 by default
-        };
-        const request = {
-            'm': 0,
-            'i': requestId,
-            'n': name,
-            'o': this.json(payload), // JSON-formatted string containing the data being sent with the message
-        };
-        const message = this.extend(request, params);
-        const ohlcv = await this.watch(url, messageHash, message, messageHash);
-        if (this.newUpdates) {
-            limit = ohlcv.getLimit(symbol, limit);
-        }
-        return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
-    }
-    handleOHLCV(client, message) {
-        //
-        //     {
-        //         "m": 1,
-        //         "i": 1,
-        //         "n": "SubscribeTicker",
-        //         "o": [[1608284160000,23113.52,23070.88,23075.76,23075.39,162.44964300,23075.38,23075.39,8,1608284100000]],
-        //     }
-        //
-        const payload = this.safeValue(message, 'o', []);
-        //
-        //     [
-        //         [
-        //             1501603632000,      // 0 DateTime
-        //             2700.33,            // 1 High
-        //             2687.01,            // 2 Low
-        //             2687.01,            // 3 Open
-        //             2687.01,            // 4 Close
-        //             24.86100992,        // 5 Volume
-        //             0,                  // 6 Inside Bid Price
-        //             2870.95,            // 7 Inside Ask Price
-        //             1                   // 8 InstrumentId
-        //             1608290188062.7678, // 9 candle timestamp
-        //         ]
-        //     ]
-        //
-        const updates = {};
-        for (let i = 0; i < payload.length; i++) {
-            const ohlcv = payload[i];
-            const marketId = this.safeString(ohlcv, 8);
-            const market = this.safeMarket(marketId);
-            const symbol = market['symbol'];
-            updates[marketId] = {};
-            this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});
-            const keys = Object.keys(this.timeframes);
-            for (let j = 0; j < keys.length; j++) {
-                const timeframe = keys[j];
-                const interval = this.safeString(this.timeframes, timeframe, timeframe);
-                const duration = parseInt(interval) * 1000;
-                const timestamp = this.safeInteger(ohlcv, 0);
-                const parsed = [
-                    this.parseToInt((timestamp / duration) * duration),
-                    this.safeFloat(ohlcv, 3),
-                    this.safeFloat(ohlcv, 1),
-                    this.safeFloat(ohlcv, 2),
-                    this.safeFloat(ohlcv, 4),
-                    this.safeFloat(ohlcv, 5),
-                ];
-                const stored = this.safeValue(this.ohlcvs[symbol], timeframe, []);
-                const length = stored.length;
-                if (length && (parsed[0] === stored[length - 1][0])) {
-                    const previous = stored[length - 1];
-                    stored[length - 1] = [
-                        parsed[0],
-                        previous[1],
-                        Math.max(parsed[1], previous[1]),
-                        Math.min(parsed[2], previous[2]),
-                        parsed[4],
-                        this.sum(parsed[5], previous[5]),
-                    ];
-                    updates[marketId][timeframe] = true;
-                }
-                else {
-                    if (length && (parsed[0] < stored[length - 1][0])) {
-                        continue;
-                    }
-                    else {
-                        stored.push(parsed);
-                        const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
-                        if (length >= limit) {
-                            stored.shift();
-                        }
-                        updates[marketId][timeframe] = true;
-                    }
-                }
-                this.ohlcvs[symbol][timeframe] = stored;
-            }
-        }
-        const name = 'SubscribeTicker';
-        const marketIds = Object.keys(updates);
-        for (let i = 0; i < marketIds.length; i++) {
-            const marketId = marketIds[i];
-            const timeframes = Object.keys(updates[marketId]);
-            for (let j = 0; j < timeframes.length; j++) {
-                const timeframe = timeframes[j];
-                const messageHash = name + ':' + timeframe + ':' + marketId;
-                const market = this.safeMarket(marketId);
-                const symbol = market['symbol'];
-                const stored = this.safeValue(this.ohlcvs[symbol], timeframe, []);
-                client.resolve(stored, messageHash);
-            }
-        }
-    }
-    async watchOrderBook(symbol, limit = undefined, params = {}) {
-        /**
-         * @method
-         * @name ndax#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
-         */
-        const omsId = this.safeInteger(this.options, 'omsId', 1);
-        await this.loadMarkets();
-        const market = this.market(symbol);
-        symbol = market['symbol'];
-        const name = 'SubscribeLevel2';
-        const messageHash = name + ':' + market['id'];
-        const url = this.urls['api']['ws'];
-        const requestId = this.requestId();
-        limit = (limit === undefined) ? 100 : limit;
-        const payload = {
-            'OMSId': omsId,
-            'InstrumentId': parseInt(market['id']),
-            // 'Symbol': market['info']['symbol'], // conditionally optional
-            'Depth': limit, // default 100
-        };
-        const request = {
-            'm': 0,
-            'i': requestId,
-            'n': name,
-            'o': this.json(payload), // JSON-formatted string containing the data being sent with the message
-        };
-        const subscription = {
-            'id': requestId,
-            'messageHash': messageHash,
-            'name': name,
-            'symbol': symbol,
-            'marketId': market['id'],
-            'method': this.handleOrderBookSubscription,
-            'limit': limit,
-            'params': params,
-        };
-        const message = this.extend(request, params);
-        const orderbook = await this.watch(url, messageHash, message, messageHash, subscription);
-        return orderbook.limit();
-    }
-    handleOrderBook(client, message) {
-        //
-        //     {
-        //         "m": 3,
-        //         "i": 2,
-        //         "n": "Level2UpdateEvent",
-        //         "o": [[2,1,1608208308265,0,20782.49,1,25000,8,1,1]]
-        //     }
-        //
-        const payload = this.safeValue(message, 'o', []);
-        //
-        //     [
-        //         0,   // 0 MDUpdateId
-        //         1,   // 1 Number of Unique Accounts
-        //         123, // 2 ActionDateTime in Posix format X 1000
-        //         0,   // 3 ActionType 0 (New), 1 (Update), 2(Delete)
-        //         0.0, // 4 LastTradePrice
-        //         0,   // 5 Number of Orders
-        //         0.0, // 6 Price
-        //         0,   // 7 ProductPairCode
-        //         0.0, // 8 Quantity
-        //         0,   // 9 Side
-        //     ],
-        //
-        const firstBidAsk = this.safeValue(payload, 0, []);
-        const marketId = this.safeString(firstBidAsk, 7);
-        if (marketId === undefined) {
-            return message;
-        }
-        const market = this.safeMarket(marketId);
-        const symbol = market['symbol'];
-        const orderbook = this.safeValue(this.orderbooks, symbol);
-        if (orderbook === undefined) {
-            return message;
-        }
-        let timestamp = undefined;
-        let nonce = undefined;
-        for (let i = 0; i < payload.length; i++) {
-            const bidask = payload[i];
-            if (timestamp === undefined) {
-                timestamp = this.safeInteger(bidask, 2);
-            }
-            else {
-                const newTimestamp = this.safeInteger(bidask, 2);
-                timestamp = Math.max(timestamp, newTimestamp);
-            }
-            if (nonce === undefined) {
-                nonce = this.safeInteger(bidask, 0);
-            }
-            else {
-                const newNonce = this.safeInteger(bidask, 0);
-                nonce = Math.max(nonce, newNonce);
-            }
-            // 0 new, 1 update, 2 remove
-            const type = this.safeInteger(bidask, 3);
-            const price = this.safeFloat(bidask, 6);
-            const amount = this.safeFloat(bidask, 8);
-            const side = this.safeInteger(bidask, 9);
-            // 0 buy, 1 sell, 2 short reserved for future use, 3 unknown
-            const orderbookSide = (side === 0) ? orderbook['bids'] : orderbook['asks'];
-            // 0 new, 1 update, 2 remove
-            if (type === 0) {
-                orderbookSide.store(price, amount);
-            }
-            else if (type === 1) {
-                orderbookSide.store(price, amount);
-            }
-            else if (type === 2) {
-                orderbookSide.store(price, 0);
-            }
-        }
-        orderbook['nonce'] = nonce;
-        orderbook['timestamp'] = timestamp;
-        orderbook['datetime'] = this.iso8601(timestamp);
-        const name = 'SubscribeLevel2';
-        const messageHash = name + ':' + marketId;
-        this.orderbooks[symbol] = orderbook;
-        client.resolve(orderbook, messageHash);
-    }
-    handleOrderBookSubscription(client, message, subscription) {
-        //
-        //     {
-        //         "m": 1,
-        //         "i": 1,
-        //         "n": "SubscribeLevel2",
-        //         "o": [[1,1,1608204295901,0,20782.49,1,18200,8,1,0]]
-        //     }
-        //
-        const payload = this.safeValue(message, 'o', []);
-        //
-        //     [
-        //         [
-        //             0,   // 0 MDUpdateId
-        //             1,   // 1 Number of Unique Accounts
-        //             123, // 2 ActionDateTime in Posix format X 1000
-        //             0,   // 3 ActionType 0 (New), 1 (Update), 2(Delete)
-        //             0.0, // 4 LastTradePrice
-        //             0,   // 5 Number of Orders
-        //             0.0, // 6 Price
-        //             0,   // 7 ProductPairCode
-        //             0.0, // 8 Quantity
-        //             0,   // 9 Side
-        //         ],
-        //     ]
-        //
-        const symbol = this.safeString(subscription, 'symbol');
-        const snapshot = this.parseOrderBook(payload, symbol);
-        const limit = this.safeInteger(subscription, 'limit');
-        const orderbook = this.orderBook(snapshot, limit);
-        this.orderbooks[symbol] = orderbook;
-        const messageHash = this.safeString(subscription, 'messageHash');
-        client.resolve(orderbook, messageHash);
-    }
-    handleSubscriptionStatus(client, message) {
-        //
-        //     {
-        //         "m": 1,
-        //         "i": 1,
-        //         "n": "SubscribeLevel2",
-        //         "o": "[[1,1,1608204295901,0,20782.49,1,18200,8,1,0]]"
-        //     }
-        //
-        const subscriptionsById = this.indexBy(client.subscriptions, 'id');
-        const id = this.safeInteger(message, 'i');
-        const subscription = this.safeValue(subscriptionsById, id);
-        if (subscription !== undefined) {
-            const method = this.safeValue(subscription, 'method');
-            if (method === undefined) {
-                return message;
-            }
-            else {
-                return method.call(this, client, message, subscription);
-            }
-        }
-    }
-    handleMessage(client, message) {
-        //
-        //     {
-        //         "m": 0, // message type, 0 request, 1 reply, 2 subscribe, 3 event, unsubscribe, 5 error
-        //         "i": 0, // sequence number identifies an individual request or request-and-response pair, to your application
-        //         "n":"function name", // function name is the name of the function being called or that the server is responding to, the server echoes your call
-        //         "o":"payload", // JSON-formatted string containing the data being sent with the message
-        //     }
-        //
-        //     {
-        //         "m": 1,
-        //         "i": 1,
-        //         "n": "SubscribeLevel2",
-        //         "o": "[[1,1,1608204295901,0,20782.49,1,18200,8,1,0]]"
-        //     }
-        //
-        //     {
-        //         "m": 3,
-        //         "i": 2,
-        //         "n": "Level2UpdateEvent",
-        //         "o": "[[2,1,1608208308265,0,20782.49,1,25000,8,1,1]]"
-        //     }
-        //
-        const payload = this.safeString(message, 'o');
-        if (payload === undefined) {
-            return message;
-        }
-        message['o'] = JSON.parse(payload);
-        const methods = {
-            'SubscribeLevel2': this.handleSubscriptionStatus,
-            'SubscribeLevel1': this.handleTicker,
-            'Level2UpdateEvent': this.handleOrderBook,
-            'Level1UpdateEvent': this.handleTicker,
-            'SubscribeTrades': this.handleTrades,
-            'TradeDataUpdateEvent': this.handleTrades,
-            'SubscribeTicker': this.handleOHLCV,
-            'TickerDataUpdateEvent': this.handleOHLCV,
-        };
-        const event = this.safeString(message, 'n');
-        const method = this.safeValue(methods, event);
-        if (method === undefined) {
-            return message;
-        }
-        else {
-            return method.call(this, client, message);
-        }
-    }
-}
-
-module.exports = ndax;