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.
Files changed (446) hide show
  1. package/README.md +100 -100
  2. package/dist/ccxt.browser.js +34240 -33297
  3. package/dist/ccxt.browser.min.js +2 -2
  4. package/dist/cjs/ccxt.js +12 -1
  5. package/dist/cjs/src/alpaca.js +18 -18
  6. package/dist/cjs/src/ascendex.js +13 -6
  7. package/dist/cjs/src/base/Exchange.js +276 -27
  8. package/dist/cjs/src/bigone.js +434 -168
  9. package/dist/cjs/src/binance.js +165 -35
  10. package/dist/cjs/src/binanceus.js +25 -0
  11. package/dist/cjs/src/bingx.js +185 -42
  12. package/dist/cjs/src/bitfinex.js +2 -3
  13. package/dist/cjs/src/bitget.js +84 -47
  14. package/dist/cjs/src/bitmart.js +5 -5
  15. package/dist/cjs/src/bitmex.js +4 -6
  16. package/dist/cjs/src/bitpanda.js +5 -1991
  17. package/dist/cjs/src/bitstamp.js +8 -0
  18. package/dist/cjs/src/bitteam.js +1 -1
  19. package/dist/cjs/src/bybit.js +27 -75
  20. package/dist/cjs/src/coinbase.js +176 -26
  21. package/dist/cjs/src/coincheck.js +1 -0
  22. package/dist/cjs/src/coinex.js +3 -0
  23. package/dist/cjs/src/coinlist.js +13 -6
  24. package/dist/cjs/src/coinone.js +2 -2
  25. package/dist/cjs/src/coinsph.js +4 -5
  26. package/dist/cjs/src/delta.js +7 -19
  27. package/dist/cjs/src/deribit.js +17 -4
  28. package/dist/cjs/src/gate.js +151 -194
  29. package/dist/cjs/src/gemini.js +1 -1
  30. package/dist/cjs/src/hitbtc.js +2 -3
  31. package/dist/cjs/src/htx.js +157 -7
  32. package/dist/cjs/src/huobijp.js +2 -3
  33. package/dist/cjs/src/independentreserve.js +7 -5
  34. package/dist/cjs/src/kraken.js +86 -54
  35. package/dist/cjs/src/kucoin.js +5 -0
  36. package/dist/cjs/src/kucoinfutures.js +140 -86
  37. package/dist/cjs/src/lbank.js +60 -33
  38. package/dist/cjs/src/luno.js +84 -2
  39. package/dist/cjs/src/mexc.js +3 -3
  40. package/dist/cjs/src/oceanex.js +1 -1
  41. package/dist/cjs/src/okx.js +23 -29
  42. package/dist/cjs/{js/src/bitpanda.js → src/onetrading.js} +39 -39
  43. package/dist/cjs/src/phemex.js +37 -27
  44. package/dist/cjs/src/poloniexfutures.js +1 -0
  45. package/dist/cjs/src/pro/binance.js +66 -25
  46. package/dist/cjs/src/pro/bitget.js +1 -1
  47. package/dist/cjs/src/pro/bitpanda.js +5 -1330
  48. package/dist/cjs/src/pro/coinbase.js +4 -1
  49. package/dist/cjs/src/pro/hitbtc.js +5 -4
  50. package/dist/cjs/src/pro/htx.js +6 -1
  51. package/dist/cjs/src/pro/kraken.js +1 -1
  52. package/dist/cjs/src/pro/krakenfutures.js +7 -1
  53. package/dist/cjs/src/pro/kucoin.js +46 -36
  54. package/dist/cjs/src/pro/kucoinfutures.js +45 -37
  55. package/dist/cjs/src/pro/lbank.js +881 -0
  56. package/dist/cjs/src/pro/okx.js +52 -2
  57. package/dist/cjs/{js/src/pro/bitpanda.js → src/pro/onetrading.js} +4 -7
  58. package/dist/cjs/src/pro/poloniex.js +2 -2
  59. package/dist/cjs/src/pro/poloniexfutures.js +43 -35
  60. package/dist/cjs/src/pro/woo.js +126 -0
  61. package/dist/cjs/src/probit.js +4 -2
  62. package/dist/cjs/src/upbit.js +12 -12
  63. package/dist/cjs/src/wavesexchange.js +1 -1
  64. package/dist/cjs/src/whitebit.js +1 -0
  65. package/dist/cjs/src/woo.js +56 -0
  66. package/js/ccxt.d.ts +11 -2
  67. package/js/ccxt.js +8 -2
  68. package/js/src/abstract/binance.d.ts +1 -0
  69. package/js/src/abstract/binancecoinm.d.ts +1 -0
  70. package/js/src/abstract/binanceus.d.ts +1 -0
  71. package/js/src/abstract/binanceusdm.d.ts +1 -0
  72. package/js/src/abstract/bitpanda.d.ts +4 -4
  73. package/js/src/abstract/bitpanda.js +3 -3
  74. package/js/src/abstract/bitstamp.d.ts +8 -0
  75. package/js/src/abstract/gate.d.ts +1 -0
  76. package/js/src/abstract/gateio.d.ts +1 -0
  77. package/js/src/abstract/htx.d.ts +3 -0
  78. package/js/src/abstract/huobi.d.ts +3 -0
  79. package/js/src/abstract/luno.d.ts +1 -0
  80. package/js/src/abstract/onetrading.d.ts +38 -0
  81. package/js/src/abstract/onetrading.js +11 -0
  82. package/js/src/ascendex.js +2 -0
  83. package/js/src/base/Exchange.d.ts +3 -0
  84. package/js/src/base/Exchange.js +10 -0
  85. package/js/src/binance.js +2 -1
  86. package/js/src/binanceus.js +17 -0
  87. package/js/src/bingx.js +3 -2
  88. package/js/src/bitget.d.ts +1 -1
  89. package/js/src/bitget.js +47 -34
  90. package/js/src/bitpanda.d.ts +2 -72
  91. package/js/src/bitpanda.js +5 -1991
  92. package/js/src/bitstamp.js +8 -0
  93. package/js/src/bitteam.js +1 -1
  94. package/js/src/bybit.d.ts +0 -1
  95. package/js/src/bybit.js +1 -29
  96. package/js/src/delta.d.ts +0 -1
  97. package/js/src/delta.js +0 -18
  98. package/js/src/deribit.js +11 -3
  99. package/js/src/gate.d.ts +1 -1
  100. package/js/src/gate.js +50 -135
  101. package/js/src/htx.js +3 -0
  102. package/js/src/kraken.d.ts +1 -0
  103. package/js/src/kraken.js +39 -38
  104. package/js/src/kucoinfutures.d.ts +6 -6
  105. package/js/src/kucoinfutures.js +9 -9
  106. package/js/src/lbank.js +1 -0
  107. package/js/src/luno.d.ts +3 -1
  108. package/js/src/luno.js +84 -2
  109. package/js/src/mexc.js +1 -2
  110. package/js/src/okx.d.ts +0 -1
  111. package/js/src/okx.js +0 -18
  112. package/js/src/onetrading.d.ts +74 -0
  113. package/js/src/onetrading.js +2003 -0
  114. package/js/src/poloniexfutures.js +1 -0
  115. package/js/src/pro/binance.js +6 -1
  116. package/js/src/pro/bitpanda.d.ts +2 -34
  117. package/js/src/pro/bitpanda.js +5 -1330
  118. package/js/src/pro/lbank.d.ts +29 -0
  119. package/js/src/pro/lbank.js +882 -0
  120. package/js/src/pro/onetrading.d.ts +36 -0
  121. package/js/src/pro/onetrading.js +1339 -0
  122. package/package.json +2 -2
  123. package/rollup.config.js +2 -0
  124. package/skip-tests.json +4 -2
  125. package/test-commonjs.cjs +25 -1
  126. package/dist/cjs/js/ccxt.js +0 -478
  127. package/dist/cjs/js/src/abstract/alpaca.js +0 -9
  128. package/dist/cjs/js/src/abstract/ascendex.js +0 -9
  129. package/dist/cjs/js/src/abstract/bigone.js +0 -9
  130. package/dist/cjs/js/src/abstract/binance.js +0 -9
  131. package/dist/cjs/js/src/abstract/bingx.js +0 -9
  132. package/dist/cjs/js/src/abstract/bit2c.js +0 -9
  133. package/dist/cjs/js/src/abstract/bitbank.js +0 -9
  134. package/dist/cjs/js/src/abstract/bitbns.js +0 -9
  135. package/dist/cjs/js/src/abstract/bitfinex.js +0 -9
  136. package/dist/cjs/js/src/abstract/bitfinex2.js +0 -9
  137. package/dist/cjs/js/src/abstract/bitflyer.js +0 -9
  138. package/dist/cjs/js/src/abstract/bitforex.js +0 -9
  139. package/dist/cjs/js/src/abstract/bitget.js +0 -9
  140. package/dist/cjs/js/src/abstract/bithumb.js +0 -9
  141. package/dist/cjs/js/src/abstract/bitmart.js +0 -9
  142. package/dist/cjs/js/src/abstract/bitmex.js +0 -9
  143. package/dist/cjs/js/src/abstract/bitopro.js +0 -9
  144. package/dist/cjs/js/src/abstract/bitpanda.js +0 -9
  145. package/dist/cjs/js/src/abstract/bitrue.js +0 -9
  146. package/dist/cjs/js/src/abstract/bitso.js +0 -9
  147. package/dist/cjs/js/src/abstract/bitstamp.js +0 -9
  148. package/dist/cjs/js/src/abstract/bitteam.js +0 -9
  149. package/dist/cjs/js/src/abstract/bitvavo.js +0 -9
  150. package/dist/cjs/js/src/abstract/bl3p.js +0 -9
  151. package/dist/cjs/js/src/abstract/blockchaincom.js +0 -9
  152. package/dist/cjs/js/src/abstract/btcalpha.js +0 -9
  153. package/dist/cjs/js/src/abstract/btcbox.js +0 -9
  154. package/dist/cjs/js/src/abstract/btcmarkets.js +0 -9
  155. package/dist/cjs/js/src/abstract/btcturk.js +0 -9
  156. package/dist/cjs/js/src/abstract/bybit.js +0 -9
  157. package/dist/cjs/js/src/abstract/cex.js +0 -9
  158. package/dist/cjs/js/src/abstract/coinbase.js +0 -9
  159. package/dist/cjs/js/src/abstract/coinbasepro.js +0 -9
  160. package/dist/cjs/js/src/abstract/coincheck.js +0 -9
  161. package/dist/cjs/js/src/abstract/coinex.js +0 -9
  162. package/dist/cjs/js/src/abstract/coinlist.js +0 -9
  163. package/dist/cjs/js/src/abstract/coinmate.js +0 -9
  164. package/dist/cjs/js/src/abstract/coinone.js +0 -9
  165. package/dist/cjs/js/src/abstract/coinsph.js +0 -9
  166. package/dist/cjs/js/src/abstract/coinspot.js +0 -9
  167. package/dist/cjs/js/src/abstract/cryptocom.js +0 -9
  168. package/dist/cjs/js/src/abstract/currencycom.js +0 -9
  169. package/dist/cjs/js/src/abstract/delta.js +0 -9
  170. package/dist/cjs/js/src/abstract/deribit.js +0 -9
  171. package/dist/cjs/js/src/abstract/digifinex.js +0 -9
  172. package/dist/cjs/js/src/abstract/exmo.js +0 -9
  173. package/dist/cjs/js/src/abstract/gate.js +0 -9
  174. package/dist/cjs/js/src/abstract/gemini.js +0 -9
  175. package/dist/cjs/js/src/abstract/hitbtc.js +0 -9
  176. package/dist/cjs/js/src/abstract/hollaex.js +0 -9
  177. package/dist/cjs/js/src/abstract/htx.js +0 -9
  178. package/dist/cjs/js/src/abstract/huobijp.js +0 -9
  179. package/dist/cjs/js/src/abstract/idex.js +0 -9
  180. package/dist/cjs/js/src/abstract/independentreserve.js +0 -9
  181. package/dist/cjs/js/src/abstract/indodax.js +0 -9
  182. package/dist/cjs/js/src/abstract/kraken.js +0 -9
  183. package/dist/cjs/js/src/abstract/krakenfutures.js +0 -9
  184. package/dist/cjs/js/src/abstract/kucoin.js +0 -9
  185. package/dist/cjs/js/src/abstract/kucoinfutures.js +0 -9
  186. package/dist/cjs/js/src/abstract/kuna.js +0 -9
  187. package/dist/cjs/js/src/abstract/latoken.js +0 -9
  188. package/dist/cjs/js/src/abstract/lbank.js +0 -9
  189. package/dist/cjs/js/src/abstract/luno.js +0 -9
  190. package/dist/cjs/js/src/abstract/lykke.js +0 -9
  191. package/dist/cjs/js/src/abstract/mercado.js +0 -9
  192. package/dist/cjs/js/src/abstract/mexc.js +0 -9
  193. package/dist/cjs/js/src/abstract/ndax.js +0 -9
  194. package/dist/cjs/js/src/abstract/novadax.js +0 -9
  195. package/dist/cjs/js/src/abstract/oceanex.js +0 -9
  196. package/dist/cjs/js/src/abstract/okcoin.js +0 -9
  197. package/dist/cjs/js/src/abstract/okx.js +0 -9
  198. package/dist/cjs/js/src/abstract/p2b.js +0 -9
  199. package/dist/cjs/js/src/abstract/paymium.js +0 -9
  200. package/dist/cjs/js/src/abstract/phemex.js +0 -9
  201. package/dist/cjs/js/src/abstract/poloniex.js +0 -9
  202. package/dist/cjs/js/src/abstract/poloniexfutures.js +0 -9
  203. package/dist/cjs/js/src/abstract/probit.js +0 -9
  204. package/dist/cjs/js/src/abstract/timex.js +0 -9
  205. package/dist/cjs/js/src/abstract/tokocrypto.js +0 -9
  206. package/dist/cjs/js/src/abstract/upbit.js +0 -9
  207. package/dist/cjs/js/src/abstract/wavesexchange.js +0 -9
  208. package/dist/cjs/js/src/abstract/wazirx.js +0 -9
  209. package/dist/cjs/js/src/abstract/whitebit.js +0 -9
  210. package/dist/cjs/js/src/abstract/woo.js +0 -9
  211. package/dist/cjs/js/src/abstract/yobit.js +0 -9
  212. package/dist/cjs/js/src/abstract/zaif.js +0 -9
  213. package/dist/cjs/js/src/abstract/zonda.js +0 -9
  214. package/dist/cjs/js/src/ace.js +0 -1058
  215. package/dist/cjs/js/src/alpaca.js +0 -1125
  216. package/dist/cjs/js/src/ascendex.js +0 -3365
  217. package/dist/cjs/js/src/base/Exchange.js +0 -5260
  218. package/dist/cjs/js/src/base/Precise.js +0 -263
  219. package/dist/cjs/js/src/base/errors.js +0 -299
  220. package/dist/cjs/js/src/base/functions/crypto.js +0 -78
  221. package/dist/cjs/js/src/base/functions/encode.js +0 -44
  222. package/dist/cjs/js/src/base/functions/generic.js +0 -193
  223. package/dist/cjs/js/src/base/functions/misc.js +0 -96
  224. package/dist/cjs/js/src/base/functions/number.js +0 -297
  225. package/dist/cjs/js/src/base/functions/platform.js +0 -28
  226. package/dist/cjs/js/src/base/functions/rsa.js +0 -34
  227. package/dist/cjs/js/src/base/functions/string.js +0 -48
  228. package/dist/cjs/js/src/base/functions/throttle.js +0 -66
  229. package/dist/cjs/js/src/base/functions/time.js +0 -187
  230. package/dist/cjs/js/src/base/functions/totp.js +0 -24
  231. package/dist/cjs/js/src/base/functions/type.js +0 -162
  232. package/dist/cjs/js/src/base/functions.js +0 -157
  233. package/dist/cjs/js/src/base/ws/Cache.js +0 -254
  234. package/dist/cjs/js/src/base/ws/Client.js +0 -299
  235. package/dist/cjs/js/src/base/ws/Future.js +0 -34
  236. package/dist/cjs/js/src/base/ws/OrderBook.js +0 -107
  237. package/dist/cjs/js/src/base/ws/OrderBookSide.js +0 -281
  238. package/dist/cjs/js/src/base/ws/WsClient.js +0 -69
  239. package/dist/cjs/js/src/bequant.js +0 -33
  240. package/dist/cjs/js/src/bigone.js +0 -2213
  241. package/dist/cjs/js/src/binance.js +0 -9851
  242. package/dist/cjs/js/src/binancecoinm.js +0 -45
  243. package/dist/cjs/js/src/binanceus.js +0 -92
  244. package/dist/cjs/js/src/binanceusdm.js +0 -58
  245. package/dist/cjs/js/src/bingx.js +0 -3872
  246. package/dist/cjs/js/src/bit2c.js +0 -916
  247. package/dist/cjs/js/src/bitbank.js +0 -1000
  248. package/dist/cjs/js/src/bitbay.js +0 -17
  249. package/dist/cjs/js/src/bitbns.js +0 -1220
  250. package/dist/cjs/js/src/bitcoincom.js +0 -17
  251. package/dist/cjs/js/src/bitfinex.js +0 -1670
  252. package/dist/cjs/js/src/bitfinex2.js +0 -2990
  253. package/dist/cjs/js/src/bitflyer.js +0 -1045
  254. package/dist/cjs/js/src/bitforex.js +0 -852
  255. package/dist/cjs/js/src/bitget.js +0 -8295
  256. package/dist/cjs/js/src/bithumb.js +0 -1090
  257. package/dist/cjs/js/src/bitmart.js +0 -4454
  258. package/dist/cjs/js/src/bitmex.js +0 -2881
  259. package/dist/cjs/js/src/bitopro.js +0 -1724
  260. package/dist/cjs/js/src/bitrue.js +0 -3253
  261. package/dist/cjs/js/src/bitso.js +0 -1753
  262. package/dist/cjs/js/src/bitstamp.js +0 -2188
  263. package/dist/cjs/js/src/bitteam.js +0 -2309
  264. package/dist/cjs/js/src/bitvavo.js +0 -1968
  265. package/dist/cjs/js/src/bl3p.js +0 -447
  266. package/dist/cjs/js/src/blockchaincom.js +0 -1160
  267. package/dist/cjs/js/src/btcalpha.js +0 -929
  268. package/dist/cjs/js/src/btcbox.js +0 -565
  269. package/dist/cjs/js/src/btcmarkets.js +0 -1237
  270. package/dist/cjs/js/src/btcturk.js +0 -929
  271. package/dist/cjs/js/src/bybit.js +0 -7624
  272. package/dist/cjs/js/src/cex.js +0 -1693
  273. package/dist/cjs/js/src/coinbase.js +0 -3424
  274. package/dist/cjs/js/src/coinbasepro.js +0 -1866
  275. package/dist/cjs/js/src/coincheck.js +0 -844
  276. package/dist/cjs/js/src/coinex.js +0 -5417
  277. package/dist/cjs/js/src/coinlist.js +0 -2337
  278. package/dist/cjs/js/src/coinmate.js +0 -989
  279. package/dist/cjs/js/src/coinone.js +0 -1185
  280. package/dist/cjs/js/src/coinsph.js +0 -1933
  281. package/dist/cjs/js/src/coinspot.js +0 -548
  282. package/dist/cjs/js/src/cryptocom.js +0 -3007
  283. package/dist/cjs/js/src/currencycom.js +0 -2015
  284. package/dist/cjs/js/src/delta.js +0 -3262
  285. package/dist/cjs/js/src/deribit.js +0 -3310
  286. package/dist/cjs/js/src/digifinex.js +0 -4307
  287. package/dist/cjs/js/src/exmo.js +0 -2645
  288. package/dist/cjs/js/src/fmfwio.js +0 -34
  289. package/dist/cjs/js/src/gate.js +0 -7077
  290. package/dist/cjs/js/src/gateio.js +0 -16
  291. package/dist/cjs/js/src/gemini.js +0 -1801
  292. package/dist/cjs/js/src/hitbtc.js +0 -3660
  293. package/dist/cjs/js/src/hitbtc3.js +0 -19
  294. package/dist/cjs/js/src/hollaex.js +0 -1882
  295. package/dist/cjs/js/src/htx.js +0 -9174
  296. package/dist/cjs/js/src/huobi.js +0 -16
  297. package/dist/cjs/js/src/huobijp.js +0 -1918
  298. package/dist/cjs/js/src/idex.js +0 -1770
  299. package/dist/cjs/js/src/independentreserve.js +0 -761
  300. package/dist/cjs/js/src/indodax.js +0 -1069
  301. package/dist/cjs/js/src/kraken.js +0 -2891
  302. package/dist/cjs/js/src/krakenfutures.js +0 -2407
  303. package/dist/cjs/js/src/kucoin.js +0 -4494
  304. package/dist/cjs/js/src/kucoinfutures.js +0 -2529
  305. package/dist/cjs/js/src/kuna.js +0 -1949
  306. package/dist/cjs/js/src/latoken.js +0 -1729
  307. package/dist/cjs/js/src/lbank.js +0 -2851
  308. package/dist/cjs/js/src/luno.js +0 -1044
  309. package/dist/cjs/js/src/lykke.js +0 -1303
  310. package/dist/cjs/js/src/mercado.js +0 -897
  311. package/dist/cjs/js/src/mexc.js +0 -5407
  312. package/dist/cjs/js/src/ndax.js +0 -2450
  313. package/dist/cjs/js/src/novadax.js +0 -1556
  314. package/dist/cjs/js/src/oceanex.js +0 -964
  315. package/dist/cjs/js/src/okcoin.js +0 -3115
  316. package/dist/cjs/js/src/okx.js +0 -7331
  317. package/dist/cjs/js/src/p2b.js +0 -1243
  318. package/dist/cjs/js/src/paymium.js +0 -597
  319. package/dist/cjs/js/src/phemex.js +0 -4725
  320. package/dist/cjs/js/src/poloniex.js +0 -2356
  321. package/dist/cjs/js/src/poloniexfutures.js +0 -1794
  322. package/dist/cjs/js/src/pro/alpaca.js +0 -714
  323. package/dist/cjs/js/src/pro/ascendex.js +0 -957
  324. package/dist/cjs/js/src/pro/bequant.js +0 -33
  325. package/dist/cjs/js/src/pro/binance.js +0 -2796
  326. package/dist/cjs/js/src/pro/binancecoinm.js +0 -23
  327. package/dist/cjs/js/src/pro/binanceus.js +0 -51
  328. package/dist/cjs/js/src/pro/binanceusdm.js +0 -32
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@@ -1,1608 +0,0 @@
1
- 'use strict';
2
-
3
- var okx$1 = require('../okx.js');
4
- var errors = require('../base/errors.js');
5
- var Cache = require('../base/ws/Cache.js');
6
- var sha256 = require('../static_dependencies/noble-hashes/sha256.js');
7
-
8
- // ---------------------------------------------------------------------------
9
- // ---------------------------------------------------------------------------
10
- class okx extends okx$1 {
11
- describe() {
12
- return this.deepExtend(super.describe(), {
13
- 'has': {
14
- 'ws': true,
15
- 'watchTicker': true,
16
- 'watchTickers': true,
17
- 'watchOrderBook': true,
18
- 'watchTrades': true,
19
- 'watchTradesForSymbols': true,
20
- 'watchOrderBookForSymbols': true,
21
- 'watchBalance': true,
22
- 'watchOHLCV': true,
23
- 'watchOHLCVForSymbols': true,
24
- 'watchOrders': true,
25
- 'watchMyTrades': true,
26
- 'watchPositions': true,
27
- 'createOrderWs': true,
28
- 'editOrderWs': true,
29
- 'cancelOrderWs': true,
30
- 'cancelOrdersWs': true,
31
- 'cancelAllOrdersWs': true,
32
- },
33
- 'urls': {
34
- 'api': {
35
- 'ws': 'wss://ws.okx.com:8443/ws/v5',
36
- },
37
- 'test': {
38
- 'ws': 'wss://wspap.okx.com:8443/ws/v5',
39
- },
40
- },
41
- 'options': {
42
- 'watchOrderBook': {
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- //
44
- // bbo-tbt
45
- // 1. Newly added channel that sends tick-by-tick Level 1 data
46
- // 2. All API users can subscribe
47
- // 3. Public depth channel, verification not required
48
- //
49
- // books-l2-tbt
50
- // 1. Only users who're VIP5 and above can subscribe
51
- // 2. Identity verification required before subscription
52
- //
53
- // books50-l2-tbt
54
- // 1. Only users who're VIP4 and above can subscribe
55
- // 2. Identity verification required before subscription
56
- //
57
- // books
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- // 1. All API users can subscribe
59
- // 2. Public depth channel, verification not required
60
- //
61
- // books5
62
- // 1. All API users can subscribe
63
- // 2. Public depth channel, verification not required
64
- // 3. Data feeds will be delivered every 100ms (vs. every 200ms now)
65
- //
66
- 'depth': 'books',
67
- },
68
- 'watchBalance': 'spot',
69
- 'watchTicker': {
70
- 'channel': 'tickers', // tickers, sprd-tickers, index-tickers, block-tickers
71
- },
72
- 'watchTickers': {
73
- 'channel': 'tickers', // tickers, sprd-tickers, index-tickers, block-tickers
74
- },
75
- 'watchOrders': {
76
- 'type': 'ANY', // SPOT, MARGIN, SWAP, FUTURES, OPTION, ANY
77
- },
78
- 'watchMyTrades': {
79
- 'type': 'ANY', // SPOT, MARGIN, SWAP, FUTURES, OPTION, ANY
80
- },
81
- 'createOrderWs': {
82
- 'op': 'batch-orders', // order, batch-orders
83
- },
84
- 'editOrderWs': {
85
- 'op': 'amend-order', // amend-order, batch-amend-orders
86
- },
87
- 'ws': {
88
- // 'inflate': true,
89
- },
90
- 'checksum': true,
91
- },
92
- 'streaming': {
93
- // okex does not support built-in ws protocol-level ping-pong
94
- // instead it requires a custom text-based ping-pong
95
- 'ping': this.ping,
96
- 'keepAlive': 20000,
97
- },
98
- });
99
- }
100
- getUrl(channel, access = 'public') {
101
- // for context: https://www.okx.com/help-center/changes-to-v5-api-websocket-subscription-parameter-and-url
102
- const isSandbox = this.options['sandboxMode'];
103
- const sandboxSuffix = isSandbox ? '?brokerId=9999' : '';
104
- const isBusiness = (access === 'business');
105
- const isPublic = (access === 'public');
106
- const url = this.urls['api']['ws'];
107
- if (isBusiness || (channel.indexOf('candle') > -1) || (channel === 'orders-algo')) {
108
- return url + '/business' + sandboxSuffix;
109
- }
110
- else if (isPublic) {
111
- return url + '/public' + sandboxSuffix;
112
- }
113
- return url + '/private' + sandboxSuffix;
114
- }
115
- async subscribeMultiple(access, channel, symbols = undefined, params = {}) {
116
- await this.loadMarkets();
117
- if (symbols === undefined) {
118
- symbols = this.symbols;
119
- }
120
- symbols = this.marketSymbols(symbols);
121
- const url = this.getUrl(channel, access);
122
- let messageHash = channel;
123
- const args = [];
124
- messageHash += '::' + symbols.join(',');
125
- for (let i = 0; i < symbols.length; i++) {
126
- const marketId = this.marketId(symbols[i]);
127
- const arg = {
128
- 'channel': channel,
129
- 'instId': marketId,
130
- };
131
- args.push(this.extend(arg, params));
132
- }
133
- const request = {
134
- 'op': 'subscribe',
135
- 'args': args,
136
- };
137
- return await this.watch(url, messageHash, request, messageHash);
138
- }
139
- async subscribe(access, messageHash, channel, symbol, params = {}) {
140
- await this.loadMarkets();
141
- const url = this.getUrl(channel, access);
142
- const firstArgument = {
143
- 'channel': channel,
144
- };
145
- if (symbol !== undefined) {
146
- const market = this.market(symbol);
147
- messageHash += ':' + market['id'];
148
- firstArgument['instId'] = market['id'];
149
- }
150
- const request = {
151
- 'op': 'subscribe',
152
- 'args': [
153
- this.deepExtend(firstArgument, params),
154
- ],
155
- };
156
- return await this.watch(url, messageHash, request, messageHash);
157
- }
158
- async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
159
- /**
160
- * @method
161
- * @name okx#watchTrades
162
- * @description get the list of most recent trades for a particular symbol
163
- * @param {string} symbol unified symbol of the market to fetch trades for
164
- * @param {int} [since] timestamp in ms of the earliest trade to fetch
165
- * @param {int} [limit] the maximum amount of trades to fetch
166
- * @param {object} [params] extra parameters specific to the exchange API endpoint
167
- * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
168
- */
169
- return await this.watchTradesForSymbols([symbol], since, limit, params);
170
- }
171
- async watchTradesForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
172
- /**
173
- * @method
174
- * @name okx#watchTradesForSymbols
175
- * @description get the list of most recent trades for a particular symbol
176
- * @param {string} symbol unified symbol of the market to fetch trades for
177
- * @param {int} [since] timestamp in ms of the earliest trade to fetch
178
- * @param {int} [limit] the maximum amount of trades to fetch
179
- * @param {object} [params] extra parameters specific to the exchange API endpoint
180
- * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
181
- */
182
- const symbolsLength = symbols.length;
183
- if (symbolsLength === 0) {
184
- throw new errors.ArgumentsRequired(this.id + ' watchTradesForSymbols() requires a non-empty array of symbols');
185
- }
186
- await this.loadMarkets();
187
- symbols = this.marketSymbols(symbols);
188
- const channel = 'trades';
189
- const topics = [];
190
- const messageHashes = [];
191
- for (let i = 0; i < symbols.length; i++) {
192
- const symbol = symbols[i];
193
- messageHashes.push(channel + ':' + symbol);
194
- const marketId = this.marketId(symbol);
195
- const topic = {
196
- 'channel': channel,
197
- 'instId': marketId,
198
- };
199
- topics.push(topic);
200
- }
201
- const request = {
202
- 'op': 'subscribe',
203
- 'args': topics,
204
- };
205
- const url = this.getUrl(channel, 'public');
206
- const trades = await this.watchMultiple(url, messageHashes, request, messageHashes);
207
- if (this.newUpdates) {
208
- const first = this.safeValue(trades, 0);
209
- const tradeSymbol = this.safeString(first, 'symbol');
210
- limit = trades.getLimit(tradeSymbol, limit);
211
- }
212
- return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
213
- }
214
- handleTrades(client, message) {
215
- //
216
- // {
217
- // "arg": { channel: "trades", instId: "BTC-USDT" },
218
- // "data": [
219
- // {
220
- // "instId": "BTC-USDT",
221
- // "tradeId": "216970876",
222
- // "px": "31684.5",
223
- // "sz": "0.00001186",
224
- // "side": "buy",
225
- // "ts": "1626531038288"
226
- // }
227
- // ]
228
- // }
229
- //
230
- const arg = this.safeValue(message, 'arg', {});
231
- const channel = this.safeString(arg, 'channel');
232
- const marketId = this.safeString(arg, 'instId');
233
- const symbol = this.safeSymbol(marketId);
234
- const data = this.safeValue(message, 'data', []);
235
- const tradesLimit = this.safeInteger(this.options, 'tradesLimit', 1000);
236
- for (let i = 0; i < data.length; i++) {
237
- const trade = this.parseTrade(data[i]);
238
- const messageHash = channel + ':' + symbol;
239
- let stored = this.safeValue(this.trades, symbol);
240
- if (stored === undefined) {
241
- stored = new Cache.ArrayCache(tradesLimit);
242
- this.trades[symbol] = stored;
243
- }
244
- stored.append(trade);
245
- client.resolve(stored, messageHash);
246
- }
247
- }
248
- async watchTicker(symbol, params = {}) {
249
- /**
250
- * @method
251
- * @name okx#watchTicker
252
- * @see https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-tickers-channel
253
- * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
254
- * @param {string} symbol unified symbol of the market to fetch the ticker for
255
- * @param {object} [params] extra parameters specific to the exchange API endpoint
256
- * @param {string} [params.channel] the channel to subscribe to, tickers by default. Can be tickers, sprd-tickers, index-tickers, block-tickers
257
- * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
258
- */
259
- let channel = undefined;
260
- [channel, params] = this.handleOptionAndParams(params, 'watchTicker', 'channel', 'tickers');
261
- params['channel'] = channel;
262
- const ticker = await this.watchTickers([symbol], params);
263
- return this.safeValue(ticker, symbol);
264
- }
265
- async watchTickers(symbols = undefined, params = {}) {
266
- /**
267
- * @method
268
- * @name okx#watchTickers
269
- * @see https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-tickers-channel
270
- * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
271
- * @param {string[]} [symbols] unified symbol of the market to fetch the ticker for
272
- * @param {object} [params] extra parameters specific to the exchange API endpoint
273
- * @param {string} [params.channel] the channel to subscribe to, tickers by default. Can be tickers, sprd-tickers, index-tickers, block-tickers
274
- * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
275
- */
276
- if (this.isEmpty(symbols)) {
277
- throw new errors.ArgumentsRequired(this.id + ' watchTickers requires a list of symbols');
278
- }
279
- let channel = undefined;
280
- [channel, params] = this.handleOptionAndParams(params, 'watchTickers', 'channel', 'tickers');
281
- const newTickers = await this.subscribeMultiple('public', channel, symbols, params);
282
- if (this.newUpdates) {
283
- return newTickers;
284
- }
285
- return this.filterByArray(this.tickers, 'symbol', symbols);
286
- }
287
- handleTicker(client, message) {
288
- //
289
- // {
290
- // "arg": { channel: "tickers", instId: "BTC-USDT" },
291
- // "data": [
292
- // {
293
- // "instType": "SPOT",
294
- // "instId": "BTC-USDT",
295
- // "last": "31500.1",
296
- // "lastSz": "0.00001754",
297
- // "askPx": "31500.1",
298
- // "askSz": "0.00998144",
299
- // "bidPx": "31500",
300
- // "bidSz": "3.05652439",
301
- // "open24h": "31697",
302
- // "high24h": "32248",
303
- // "low24h": "31165.6",
304
- // "sodUtc0": "31385.5",
305
- // "sodUtc8": "32134.9",
306
- // "volCcy24h": "503403597.38138519",
307
- // "vol24h": "15937.10781721",
308
- // "ts": "1626526618762"
309
- // }
310
- // ]
311
- // }
312
- //
313
- const arg = this.safeValue(message, 'arg', {});
314
- const channel = this.safeString(arg, 'channel');
315
- const data = this.safeValue(message, 'data', []);
316
- const newTickers = [];
317
- for (let i = 0; i < data.length; i++) {
318
- const ticker = this.parseTicker(data[i]);
319
- const symbol = ticker['symbol'];
320
- this.tickers[symbol] = ticker;
321
- newTickers.push(ticker);
322
- }
323
- const messageHashes = this.findMessageHashes(client, channel + '::');
324
- for (let i = 0; i < messageHashes.length; i++) {
325
- const messageHash = messageHashes[i];
326
- const parts = messageHash.split('::');
327
- const symbolsString = parts[1];
328
- const symbols = symbolsString.split(',');
329
- const tickers = this.filterByArray(newTickers, 'symbol', symbols);
330
- const tickersSymbols = Object.keys(tickers);
331
- const numTickers = tickersSymbols.length;
332
- if (numTickers > 0) {
333
- client.resolve(tickers, messageHash);
334
- }
335
- }
336
- return message;
337
- }
338
- async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
339
- /**
340
- * @method
341
- * @name okx#watchOHLCV
342
- * @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
343
- * @param {string} symbol unified symbol of the market to fetch OHLCV data for
344
- * @param {string} timeframe the length of time each candle represents
345
- * @param {int} [since] timestamp in ms of the earliest candle to fetch
346
- * @param {int} [limit] the maximum amount of candles to fetch
347
- * @param {object} [params] extra parameters specific to the exchange API endpoint
348
- * @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
349
- */
350
- await this.loadMarkets();
351
- symbol = this.symbol(symbol);
352
- const interval = this.safeString(this.timeframes, timeframe, timeframe);
353
- const name = 'candle' + interval;
354
- const ohlcv = await this.subscribe('public', name, name, symbol, params);
355
- if (this.newUpdates) {
356
- limit = ohlcv.getLimit(symbol, limit);
357
- }
358
- return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
359
- }
360
- async watchOHLCVForSymbols(symbolsAndTimeframes, since = undefined, limit = undefined, params = {}) {
361
- /**
362
- * @method
363
- * @name okx#watchOHLCVForSymbols
364
- * @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
365
- * @param {string[][]} symbolsAndTimeframes array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/USDT', '1m'], ['LTC/USDT', '5m']]
366
- * @param {int} [since] timestamp in ms of the earliest candle to fetch
367
- * @param {int} [limit] the maximum amount of candles to fetch
368
- * @param {object} [params] extra parameters specific to the exchange API endpoint
369
- * @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
370
- */
371
- const symbolsLength = symbolsAndTimeframes.length;
372
- if (symbolsLength === 0 || !Array.isArray(symbolsAndTimeframes[0])) {
373
- throw new errors.ArgumentsRequired(this.id + " watchOHLCVForSymbols() requires a an array of symbols and timeframes, like [['BTC/USDT', '1m'], ['LTC/USDT', '5m']]");
374
- }
375
- await this.loadMarkets();
376
- const topics = [];
377
- const messageHashes = [];
378
- for (let i = 0; i < symbolsAndTimeframes.length; i++) {
379
- const symbolAndTimeframe = symbolsAndTimeframes[i];
380
- const sym = symbolAndTimeframe[0];
381
- const tf = symbolAndTimeframe[1];
382
- const marketId = this.marketId(sym);
383
- const interval = this.safeString(this.timeframes, tf, tf);
384
- const channel = 'candle' + interval;
385
- const topic = {
386
- 'channel': channel,
387
- 'instId': marketId,
388
- };
389
- topics.push(topic);
390
- messageHashes.push('multi:' + channel + ':' + sym);
391
- }
392
- const request = {
393
- 'op': 'subscribe',
394
- 'args': topics,
395
- };
396
- const url = this.getUrl('candle', 'public');
397
- const [symbol, timeframe, candles] = await this.watchMultiple(url, messageHashes, request, messageHashes);
398
- if (this.newUpdates) {
399
- limit = candles.getLimit(symbol, limit);
400
- }
401
- const filtered = this.filterBySinceLimit(candles, since, limit, 0, true);
402
- return this.createOHLCVObject(symbol, timeframe, filtered);
403
- }
404
- handleOHLCV(client, message) {
405
- //
406
- // {
407
- // "arg": { channel: "candle1m", instId: "BTC-USDT" },
408
- // "data": [
409
- // [
410
- // "1626690720000",
411
- // "31334",
412
- // "31334",
413
- // "31334",
414
- // "31334",
415
- // "0.0077",
416
- // "241.2718"
417
- // ]
418
- // ]
419
- // }
420
- //
421
- const arg = this.safeValue(message, 'arg', {});
422
- const channel = this.safeString(arg, 'channel');
423
- const data = this.safeValue(message, 'data', []);
424
- const marketId = this.safeString(arg, 'instId');
425
- const market = this.safeMarket(marketId);
426
- const symbol = market['symbol'];
427
- const interval = channel.replace('candle', '');
428
- // use a reverse lookup in a static map instead
429
- const timeframe = this.findTimeframe(interval);
430
- for (let i = 0; i < data.length; i++) {
431
- const parsed = this.parseOHLCV(data[i], market);
432
- this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});
433
- let stored = this.safeValue(this.ohlcvs[symbol], timeframe);
434
- if (stored === undefined) {
435
- const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
436
- stored = new Cache.ArrayCacheByTimestamp(limit);
437
- this.ohlcvs[symbol][timeframe] = stored;
438
- }
439
- stored.append(parsed);
440
- const messageHash = channel + ':' + market['id'];
441
- client.resolve(stored, messageHash);
442
- // for multiOHLCV we need special object, as opposed to other "multi"
443
- // methods, because OHLCV response item does not contain symbol
444
- // or timeframe, thus otherwise it would be unrecognizable
445
- const messageHashForMulti = 'multi:' + channel + ':' + symbol;
446
- client.resolve([symbol, timeframe, stored], messageHashForMulti);
447
- }
448
- }
449
- async watchOrderBook(symbol, limit = undefined, params = {}) {
450
- /**
451
- * @method
452
- * @name okx#watchOrderBook
453
- * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
454
- * @param {string} symbol unified symbol of the market to fetch the order book for
455
- * @param {int} [limit] the maximum amount of order book entries to return
456
- * @param {object} [params] extra parameters specific to the exchange API endpoint
457
- * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
458
- */
459
- //
460
- // bbo-tbt
461
- // 1. Newly added channel that sends tick-by-tick Level 1 data
462
- // 2. All API users can subscribe
463
- // 3. Public depth channel, verification not required
464
- //
465
- // books-l2-tbt
466
- // 1. Only users who're VIP5 and above can subscribe
467
- // 2. Identity verification required before subscription
468
- //
469
- // books50-l2-tbt
470
- // 1. Only users who're VIP4 and above can subscribe
471
- // 2. Identity verification required before subscription
472
- //
473
- // books
474
- // 1. All API users can subscribe
475
- // 2. Public depth channel, verification not required
476
- //
477
- // books5
478
- // 1. All API users can subscribe
479
- // 2. Public depth channel, verification not required
480
- // 3. Data feeds will be delivered every 100ms (vs. every 200ms now)
481
- //
482
- return await this.watchOrderBookForSymbols([symbol], limit, params);
483
- }
484
- async watchOrderBookForSymbols(symbols, limit = undefined, params = {}) {
485
- /**
486
- * @method
487
- * @name okx#watchOrderBookForSymbols
488
- * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
489
- * @param {string[]} symbols unified array of symbols
490
- * @param {int} [limit] the maximum amount of order book entries to return
491
- * @param {object} [params] extra parameters specific to the exchange API endpoint
492
- * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
493
- */
494
- await this.loadMarkets();
495
- symbols = this.marketSymbols(symbols);
496
- const options = this.safeValue(this.options, 'watchOrderBook', {});
497
- const depth = this.safeString(options, 'depth', 'books');
498
- if ((depth === 'books-l2-tbt') || (depth === 'books50-l2-tbt')) {
499
- await this.authenticate({ 'access': 'public' });
500
- }
501
- const topics = [];
502
- const messageHashes = [];
503
- for (let i = 0; i < symbols.length; i++) {
504
- const symbol = symbols[i];
505
- messageHashes.push(depth + ':' + symbol);
506
- const marketId = this.marketId(symbol);
507
- const topic = {
508
- 'channel': depth,
509
- 'instId': marketId,
510
- };
511
- topics.push(topic);
512
- }
513
- const request = {
514
- 'op': 'subscribe',
515
- 'args': topics,
516
- };
517
- const url = this.getUrl(depth, 'public');
518
- const orderbook = await this.watchMultiple(url, messageHashes, request, messageHashes);
519
- return orderbook.limit();
520
- }
521
- handleDelta(bookside, delta) {
522
- //
523
- // [
524
- // "31685", // price
525
- // "0.78069158", // amount
526
- // "0", // liquidated orders
527
- // "17" // orders
528
- // ]
529
- //
530
- const price = this.safeFloat(delta, 0);
531
- const amount = this.safeFloat(delta, 1);
532
- bookside.store(price, amount);
533
- }
534
- handleDeltas(bookside, deltas) {
535
- for (let i = 0; i < deltas.length; i++) {
536
- this.handleDelta(bookside, deltas[i]);
537
- }
538
- }
539
- handleOrderBookMessage(client, message, orderbook, messageHash) {
540
- //
541
- // {
542
- // "asks": [
543
- // [ '31738.3', '0.05973179', "0", "3" ],
544
- // [ '31738.5', '0.11035404', "0", "2" ],
545
- // [ '31739.6', '0.01', "0", "1" ],
546
- // ],
547
- // "bids": [
548
- // [ '31738.2', '0.67557666', "0", "9" ],
549
- // [ '31738', '0.02466947', "0", "2" ],
550
- // [ '31736.3', '0.01705046', "0", "2" ],
551
- // ],
552
- // "instId": "BTC-USDT",
553
- // "ts": "1626537446491"
554
- // }
555
- //
556
- const asks = this.safeValue(message, 'asks', []);
557
- const bids = this.safeValue(message, 'bids', []);
558
- const storedAsks = orderbook['asks'];
559
- const storedBids = orderbook['bids'];
560
- this.handleDeltas(storedAsks, asks);
561
- this.handleDeltas(storedBids, bids);
562
- const checksum = this.safeValue(this.options, 'checksum', true);
563
- if (checksum) {
564
- const asksLength = storedAsks.length;
565
- const bidsLength = storedBids.length;
566
- const payloadArray = [];
567
- for (let i = 0; i < 25; i++) {
568
- if (i < bidsLength) {
569
- payloadArray.push(this.numberToString(storedBids[i][0]));
570
- payloadArray.push(this.numberToString(storedBids[i][1]));
571
- }
572
- if (i < asksLength) {
573
- payloadArray.push(this.numberToString(storedAsks[i][0]));
574
- payloadArray.push(this.numberToString(storedAsks[i][1]));
575
- }
576
- }
577
- const payload = payloadArray.join(':');
578
- const responseChecksum = this.safeInteger(message, 'checksum');
579
- const localChecksum = this.crc32(payload, true);
580
- if (responseChecksum !== localChecksum) {
581
- const error = new errors.InvalidNonce(this.id + ' invalid checksum');
582
- client.reject(error, messageHash);
583
- }
584
- }
585
- const timestamp = this.safeInteger(message, 'ts');
586
- orderbook['timestamp'] = timestamp;
587
- orderbook['datetime'] = this.iso8601(timestamp);
588
- return orderbook;
589
- }
590
- handleOrderBook(client, message) {
591
- //
592
- // snapshot
593
- //
594
- // {
595
- // "arg": { channel: 'books-l2-tbt', instId: "BTC-USDT" },
596
- // "action": "snapshot",
597
- // "data": [
598
- // {
599
- // "asks": [
600
- // [ '31685', '0.78069158', "0", "17" ],
601
- // [ '31685.1', '0.0001', "0", "1" ],
602
- // [ '31685.6', '0.04543165', "0", "1" ],
603
- // ],
604
- // "bids": [
605
- // [ '31684.9', '0.01', "0", "1" ],
606
- // [ '31682.9', '0.0001', "0", "1" ],
607
- // [ '31680.7', '0.01', "0", "1" ],
608
- // ],
609
- // "ts": "1626532416403",
610
- // "checksum": -1023440116
611
- // }
612
- // ]
613
- // }
614
- //
615
- // update
616
- //
617
- // {
618
- // "arg": { channel: 'books-l2-tbt', instId: "BTC-USDT" },
619
- // "action": "update",
620
- // "data": [
621
- // {
622
- // "asks": [
623
- // [ '31657.7', '0', "0", "0" ],
624
- // [ '31659.7', '0.01', "0", "1" ],
625
- // [ '31987.3', '0.01', "0", "1" ]
626
- // ],
627
- // "bids": [
628
- // [ '31642.9', '0.50296385', "0", "4" ],
629
- // [ '31639.9', '0', "0", "0" ],
630
- // [ '31638.7', '0.01', "0", "1" ],
631
- // ],
632
- // "ts": "1626535709008",
633
- // "checksum": 830931827
634
- // }
635
- // ]
636
- // }
637
- //
638
- // books5
639
- //
640
- // {
641
- // "arg": { channel: "books5", instId: "BTC-USDT" },
642
- // "data": [
643
- // {
644
- // "asks": [
645
- // [ '31738.3', '0.05973179', "0", "3" ],
646
- // [ '31738.5', '0.11035404', "0", "2" ],
647
- // [ '31739.6', '0.01', "0", "1" ],
648
- // ],
649
- // "bids": [
650
- // [ '31738.2', '0.67557666', "0", "9" ],
651
- // [ '31738', '0.02466947', "0", "2" ],
652
- // [ '31736.3', '0.01705046', "0", "2" ],
653
- // ],
654
- // "instId": "BTC-USDT",
655
- // "ts": "1626537446491"
656
- // }
657
- // ]
658
- // }
659
- //
660
- // bbo-tbt
661
- //
662
- // {
663
- // "arg":{
664
- // "channel":"bbo-tbt",
665
- // "instId":"BTC-USDT"
666
- // },
667
- // "data":[
668
- // {
669
- // "asks":[["36232.2","1.8826134","0","17"]],
670
- // "bids":[["36232.1","0.00572212","0","2"]],
671
- // "ts":"1651826598363"
672
- // }
673
- // ]
674
- // }
675
- //
676
- const arg = this.safeValue(message, 'arg', {});
677
- const channel = this.safeString(arg, 'channel');
678
- const action = this.safeString(message, 'action');
679
- const data = this.safeValue(message, 'data', []);
680
- const marketId = this.safeString(arg, 'instId');
681
- const market = this.safeMarket(marketId);
682
- const symbol = market['symbol'];
683
- const depths = {
684
- 'bbo-tbt': 1,
685
- 'books': 400,
686
- 'books5': 5,
687
- 'books-l2-tbt': 400,
688
- 'books50-l2-tbt': 50,
689
- };
690
- const limit = this.safeInteger(depths, channel);
691
- const messageHash = channel + ':' + symbol;
692
- if (action === 'snapshot') {
693
- for (let i = 0; i < data.length; i++) {
694
- const update = data[i];
695
- const orderbook = this.orderBook({}, limit);
696
- this.orderbooks[symbol] = orderbook;
697
- orderbook['symbol'] = symbol;
698
- this.handleOrderBookMessage(client, update, orderbook, messageHash);
699
- client.resolve(orderbook, messageHash);
700
- }
701
- }
702
- else if (action === 'update') {
703
- if (symbol in this.orderbooks) {
704
- const orderbook = this.orderbooks[symbol];
705
- for (let i = 0; i < data.length; i++) {
706
- const update = data[i];
707
- this.handleOrderBookMessage(client, update, orderbook, messageHash);
708
- client.resolve(orderbook, messageHash);
709
- }
710
- }
711
- }
712
- else if ((channel === 'books5') || (channel === 'bbo-tbt')) {
713
- let orderbook = this.safeValue(this.orderbooks, symbol);
714
- if (orderbook === undefined) {
715
- orderbook = this.orderBook({}, limit);
716
- }
717
- this.orderbooks[symbol] = orderbook;
718
- for (let i = 0; i < data.length; i++) {
719
- const update = data[i];
720
- const timestamp = this.safeInteger(update, 'ts');
721
- const snapshot = this.parseOrderBook(update, symbol, timestamp, 'bids', 'asks', 0, 1);
722
- orderbook.reset(snapshot);
723
- client.resolve(orderbook, messageHash);
724
- }
725
- }
726
- return message;
727
- }
728
- async authenticate(params = {}) {
729
- this.checkRequiredCredentials();
730
- const access = this.safeString(params, 'access', 'private');
731
- params = this.omit(params, ['access']);
732
- const url = this.getUrl('users', access);
733
- const messageHash = 'authenticated';
734
- const client = this.client(url);
735
- const future = client.future(messageHash);
736
- const authenticated = this.safeValue(client.subscriptions, messageHash);
737
- if (authenticated === undefined) {
738
- const timestamp = this.seconds().toString();
739
- const method = 'GET';
740
- const path = '/users/self/verify';
741
- const auth = timestamp + method + path;
742
- const signature = this.hmac(this.encode(auth), this.encode(this.secret), sha256.sha256, 'base64');
743
- const operation = 'login';
744
- const request = {
745
- 'op': operation,
746
- 'args': [
747
- {
748
- 'apiKey': this.apiKey,
749
- 'passphrase': this.password,
750
- 'timestamp': timestamp,
751
- 'sign': signature,
752
- },
753
- ],
754
- };
755
- const message = this.extend(request, params);
756
- this.watch(url, messageHash, message, messageHash);
757
- }
758
- return future;
759
- }
760
- async watchBalance(params = {}) {
761
- /**
762
- * @method
763
- * @name okx#watchBalance
764
- * @description watch balance and get the amount of funds available for trading or funds locked in orders
765
- * @param {object} [params] extra parameters specific to the exchange API endpoint
766
- * @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
767
- */
768
- await this.loadMarkets();
769
- await this.authenticate();
770
- return await this.subscribe('private', 'account', 'account', undefined, params);
771
- }
772
- handleBalance(client, message) {
773
- //
774
- // {
775
- // "arg": { channel: "account" },
776
- // "data": [
777
- // {
778
- // "adjEq": '',
779
- // "details": [
780
- // {
781
- // "availBal": '',
782
- // "availEq": "8.21009913",
783
- // "cashBal": "8.21009913",
784
- // "ccy": "USDT",
785
- // "coinUsdPrice": "0.99994",
786
- // "crossLiab": '',
787
- // "disEq": "8.2096065240522",
788
- // "eq": "8.21009913",
789
- // "eqUsd": "8.2096065240522",
790
- // "frozenBal": "0",
791
- // "interest": '',
792
- // "isoEq": "0",
793
- // "isoLiab": '',
794
- // "liab": '',
795
- // "maxLoan": '',
796
- // "mgnRatio": '',
797
- // "notionalLever": "0",
798
- // "ordFrozen": "0",
799
- // "twap": "0",
800
- // "uTime": "1621927314996",
801
- // "upl": "0"
802
- // },
803
- // ],
804
- // "imr": '',
805
- // "isoEq": "0",
806
- // "mgnRatio": '',
807
- // "mmr": '',
808
- // "notionalUsd": '',
809
- // "ordFroz": '',
810
- // "totalEq": "22.1930992296832",
811
- // "uTime": "1626692120916"
812
- // }
813
- // ]
814
- // }
815
- //
816
- const arg = this.safeValue(message, 'arg', {});
817
- const channel = this.safeString(arg, 'channel');
818
- const type = 'spot';
819
- const balance = this.parseTradingBalance(message);
820
- const oldBalance = this.safeValue(this.balance, type, {});
821
- const newBalance = this.deepExtend(oldBalance, balance);
822
- this.balance[type] = this.safeBalance(newBalance);
823
- client.resolve(this.balance[type], channel);
824
- }
825
- orderToTrade(order, market = undefined) {
826
- const info = this.safeValue(order, 'info', {});
827
- const timestamp = this.safeInteger(info, 'fillTime');
828
- const feeMarketId = this.safeString(info, 'fillFeeCcy');
829
- const isTaker = this.safeString(info, 'execType', '') === 'T';
830
- return this.safeTrade({
831
- 'info': info,
832
- 'timestamp': timestamp,
833
- 'datetime': this.iso8601(timestamp),
834
- 'symbol': this.safeString(order, 'symbol'),
835
- 'id': this.safeString(info, 'tradeId'),
836
- 'order': this.safeString(order, 'id'),
837
- 'type': this.safeString(order, 'type'),
838
- 'takerOrMaker': (isTaker) ? 'taker' : 'maker',
839
- 'side': this.safeString(order, 'side'),
840
- 'price': this.safeNumber(info, 'fillPx'),
841
- 'amount': this.safeNumber(info, 'fillSz'),
842
- 'cost': this.safeNumber(order, 'cost'),
843
- 'fee': {
844
- 'cost': this.safeNumber(info, 'fillFee'),
845
- 'currency': this.safeCurrencyCode(feeMarketId),
846
- },
847
- }, market);
848
- }
849
- async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
850
- /**
851
- * @method
852
- * @name okx#watchMyTrades
853
- * @see https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-order-channel
854
- * @description watches information on multiple trades made by the user
855
- * @param {string} [symbol] unified market symbol of the market trades were made in
856
- * @param {int} [since] the earliest time in ms to fetch trades for
857
- * @param {int} [limit] the maximum number of trade structures to retrieve
858
- * @param {object} [params] extra parameters specific to the exchange API endpoint
859
- * @param {bool} [params.stop] true if fetching trigger or conditional trades
860
- * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure
861
- */
862
- // By default, receive order updates from any instrument type
863
- let type = undefined;
864
- [type, params] = this.handleOptionAndParams(params, 'watchMyTrades', 'type', 'ANY');
865
- const isStop = this.safeValue(params, 'stop', false);
866
- params = this.omit(params, ['stop']);
867
- await this.loadMarkets();
868
- await this.authenticate({ 'access': isStop ? 'business' : 'private' });
869
- const channel = isStop ? 'orders-algo' : 'orders';
870
- let messageHash = channel + '::myTrades';
871
- let market = undefined;
872
- if (symbol !== undefined) {
873
- market = this.market(symbol);
874
- symbol = market['symbol'];
875
- type = market['type'];
876
- messageHash = messageHash + '::' + symbol;
877
- }
878
- if (type === 'future') {
879
- type = 'futures';
880
- }
881
- const uppercaseType = type.toUpperCase();
882
- const request = {
883
- 'instType': uppercaseType,
884
- };
885
- const orders = await this.subscribe('private', messageHash, channel, undefined, this.extend(request, params));
886
- if (this.newUpdates) {
887
- limit = orders.getLimit(symbol, limit);
888
- }
889
- return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
890
- }
891
- async watchPositions(symbols = undefined, since = undefined, limit = undefined, params = {}) {
892
- /**
893
- * @method
894
- * @name okx#watchPositions
895
- * @see https://www.okx.com/docs-v5/en/#trading-account-websocket-positions-channel
896
- * @description watch all open positions
897
- * @param {string[]|undefined} symbols list of unified market symbols
898
- * @param {object} params extra parameters specific to the exchange API endpoint
899
- * @returns {object[]} a list of [position structure]{@link https://docs.ccxt.com/en/latest/manual.html#position-structure}
900
- */
901
- if (this.isEmpty(symbols)) {
902
- throw new errors.ArgumentsRequired(this.id + ' watchPositions requires a list of symbols');
903
- }
904
- await this.loadMarkets();
905
- await this.authenticate(params);
906
- symbols = this.marketSymbols(symbols);
907
- const request = {
908
- 'instType': 'ANY',
909
- };
910
- const channel = 'positions';
911
- const newPositions = await this.subscribeMultiple('private', channel, symbols, this.extend(request, params));
912
- if (this.newUpdates) {
913
- return newPositions;
914
- }
915
- return this.filterBySymbolsSinceLimit(this.positions, symbols, since, limit, true);
916
- }
917
- handlePositions(client, message) {
918
- //
919
- // {
920
- // arg: {
921
- // channel: 'positions',
922
- // instType: 'ANY',
923
- // instId: 'XRP-USDT-SWAP',
924
- // uid: '464737184507959869'
925
- // },
926
- // data: [{
927
- // adl: '1',
928
- // availPos: '',
929
- // avgPx: '0.52668',
930
- // baseBal: '',
931
- // baseBorrowed: '',
932
- // baseInterest: '',
933
- // bizRefId: '',
934
- // bizRefType: '',
935
- // cTime: '1693151444408',
936
- // ccy: 'USDT',
937
- // closeOrderAlgo: [],
938
- // deltaBS: '',
939
- // deltaPA: '',
940
- // gammaBS: '',
941
- // gammaPA: '',
942
- // idxPx: '0.52683',
943
- // imr: '17.564000000000004',
944
- // instId: 'XRP-USDT-SWAP',
945
- // instType: 'SWAP',
946
- // interest: '',
947
- // last: '0.52691',
948
- // lever: '3',
949
- // liab: '',
950
- // liabCcy: '',
951
- // liqPx: '0.3287514731020614',
952
- // margin: '',
953
- // markPx: '0.52692',
954
- // mgnMode: 'cross',
955
- // mgnRatio: '69.00363001456147',
956
- // mmr: '0.26346',
957
- // notionalUsd: '52.68620388000001',
958
- // optVal: '',
959
- // pTime: '1693151906023',
960
- // pendingCloseOrdLiabVal: '',
961
- // pos: '1',
962
- // posCcy: '',
963
- // posId: '616057041198907393',
964
- // posSide: 'net',
965
- // quoteBal: '',
966
- // quoteBorrowed: '',
967
- // quoteInterest: '',
968
- // spotInUseAmt: '',
969
- // spotInUseCcy: '',
970
- // thetaBS: '',
971
- // thetaPA: '',
972
- // tradeId: '138745402',
973
- // uTime: '1693151444408',
974
- // upl: '0.0240000000000018',
975
- // uplLastPx: '0.0229999999999952',
976
- // uplRatio: '0.0013670539986328',
977
- // uplRatioLastPx: '0.001310093415356',
978
- // usdPx: '',
979
- // vegaBS: '',
980
- // vegaPA: ''
981
- // }]
982
- // }
983
- //
984
- const arg = this.safeValue(message, 'arg', {});
985
- const channel = this.safeString(arg, 'channel', '');
986
- const data = this.safeValue(message, 'data', []);
987
- if (this.positions === undefined) {
988
- this.positions = new Cache.ArrayCacheBySymbolBySide();
989
- }
990
- const cache = this.positions;
991
- const newPositions = [];
992
- for (let i = 0; i < data.length; i++) {
993
- const rawPosition = data[i];
994
- const position = this.parsePosition(rawPosition);
995
- newPositions.push(position);
996
- cache.append(position);
997
- }
998
- const messageHashes = this.findMessageHashes(client, channel + '::');
999
- for (let i = 0; i < messageHashes.length; i++) {
1000
- const messageHash = messageHashes[i];
1001
- const parts = messageHash.split('::');
1002
- const symbolsString = parts[1];
1003
- const symbols = symbolsString.split(',');
1004
- const positions = this.filterByArray(newPositions, 'symbol', symbols, false);
1005
- if (!this.isEmpty(positions)) {
1006
- client.resolve(positions, messageHash);
1007
- }
1008
- }
1009
- }
1010
- async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
1011
- /**
1012
- * @method
1013
- * @name okx#watchOrders
1014
- * @see https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-order-channel
1015
- * @description watches information on multiple orders made by the user
1016
- * @param {string} [symbol] unified market symbol of the market orders were made in
1017
- * @param {int} [since] the earliest time in ms to fetch orders for
1018
- * @param {int} [limit] the maximum number of order structures to retrieve
1019
- * @param {object} [params] extra parameters specific to the exchange API endpoint
1020
- * @param {bool} [params.stop] true if fetching trigger or conditional orders
1021
- * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
1022
- */
1023
- let type = undefined;
1024
- // By default, receive order updates from any instrument type
1025
- [type, params] = this.handleOptionAndParams(params, 'watchOrders', 'type', 'ANY');
1026
- const isStop = this.safeValue2(params, 'stop', 'trigger', false);
1027
- params = this.omit(params, ['stop', 'trigger']);
1028
- await this.loadMarkets();
1029
- await this.authenticate({ 'access': isStop ? 'business' : 'private' });
1030
- let market = undefined;
1031
- if (symbol !== undefined) {
1032
- market = this.market(symbol);
1033
- symbol = market['symbol'];
1034
- type = market['type'];
1035
- }
1036
- if (type === 'future') {
1037
- type = 'futures';
1038
- }
1039
- const uppercaseType = type.toUpperCase();
1040
- const request = {
1041
- 'instType': uppercaseType,
1042
- };
1043
- const channel = isStop ? 'orders-algo' : 'orders';
1044
- const orders = await this.subscribe('private', channel, channel, symbol, this.extend(request, params));
1045
- if (this.newUpdates) {
1046
- limit = orders.getLimit(symbol, limit);
1047
- }
1048
- return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
1049
- }
1050
- handleOrders(client, message, subscription = undefined) {
1051
- //
1052
- // {
1053
- // "arg":{
1054
- // "channel":"orders",
1055
- // "instType":"SPOT"
1056
- // },
1057
- // "data":[
1058
- // {
1059
- // "accFillSz":"0",
1060
- // "amendResult":"",
1061
- // "avgPx":"",
1062
- // "cTime":"1634548275191",
1063
- // "category":"normal",
1064
- // "ccy":"",
1065
- // "clOrdId":"e847386590ce4dBC330547db94a08ba0",
1066
- // "code":"0",
1067
- // "execType":"",
1068
- // "fee":"0",
1069
- // "feeCcy":"USDT",
1070
- // "fillFee":"0",
1071
- // "fillFeeCcy":"",
1072
- // "fillNotionalUsd":"",
1073
- // "fillPx":"",
1074
- // "fillSz":"0",
1075
- // "fillTime":"",
1076
- // "instId":"ETH-USDT",
1077
- // "instType":"SPOT",
1078
- // "lever":"",
1079
- // "msg":"",
1080
- // "notionalUsd":"451.4516256",
1081
- // "ordId":"370257534141235201",
1082
- // "ordType":"limit",
1083
- // "pnl":"0",
1084
- // "posSide":"",
1085
- // "px":"60000",
1086
- // "rebate":"0",
1087
- // "rebateCcy":"ETH",
1088
- // "reqId":"",
1089
- // "side":"sell",
1090
- // "slOrdPx":"",
1091
- // "slTriggerPx":"",
1092
- // "state":"live",
1093
- // "sz":"0.007526",
1094
- // "tag":"",
1095
- // "tdMode":"cash",
1096
- // "tgtCcy":"",
1097
- // "tpOrdPx":"",
1098
- // "tpTriggerPx":"",
1099
- // "tradeId":"",
1100
- // "uTime":"1634548275191"
1101
- // }
1102
- // ]
1103
- // }
1104
- //
1105
- this.handleMyTrades(client, message);
1106
- const arg = this.safeValue(message, 'arg', {});
1107
- const channel = this.safeString(arg, 'channel');
1108
- const orders = this.safeValue(message, 'data', []);
1109
- const ordersLength = orders.length;
1110
- if (ordersLength > 0) {
1111
- const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
1112
- if (this.orders === undefined) {
1113
- this.orders = new Cache.ArrayCacheBySymbolById(limit);
1114
- this.triggerOrders = new Cache.ArrayCacheBySymbolById(limit);
1115
- }
1116
- const stored = (channel === 'orders-algo') ? this.triggerOrders : this.orders;
1117
- const marketIds = [];
1118
- const parsed = this.parseOrders(orders);
1119
- for (let i = 0; i < parsed.length; i++) {
1120
- const order = parsed[i];
1121
- stored.append(order);
1122
- const symbol = order['symbol'];
1123
- const market = this.market(symbol);
1124
- marketIds.push(market['id']);
1125
- }
1126
- client.resolve(stored, channel);
1127
- for (let i = 0; i < marketIds.length; i++) {
1128
- const messageHash = channel + ':' + marketIds[i];
1129
- client.resolve(stored, messageHash);
1130
- }
1131
- }
1132
- }
1133
- handleMyTrades(client, message) {
1134
- //
1135
- // {
1136
- // "arg":{
1137
- // "channel":"orders",
1138
- // "instType":"SPOT"
1139
- // },
1140
- // "data":[
1141
- // {
1142
- // "accFillSz":"0",
1143
- // "amendResult":"",
1144
- // "avgPx":"",
1145
- // "cTime":"1634548275191",
1146
- // "category":"normal",
1147
- // "ccy":"",
1148
- // "clOrdId":"e847386590ce4dBC330547db94a08ba0",
1149
- // "code":"0",
1150
- // "execType":"",
1151
- // "fee":"0",
1152
- // "feeCcy":"USDT",
1153
- // "fillFee":"0",
1154
- // "fillFeeCcy":"",
1155
- // "fillNotionalUsd":"",
1156
- // "fillPx":"",
1157
- // "fillSz":"0",
1158
- // "fillTime":"",
1159
- // "instId":"ETH-USDT",
1160
- // "instType":"SPOT",
1161
- // "lever":"",
1162
- // "msg":"",
1163
- // "notionalUsd":"451.4516256",
1164
- // "ordId":"370257534141235201",
1165
- // "ordType":"limit",
1166
- // "pnl":"0",
1167
- // "posSide":"",
1168
- // "px":"60000",
1169
- // "rebate":"0",
1170
- // "rebateCcy":"ETH",
1171
- // "reqId":"",
1172
- // "side":"sell",
1173
- // "slOrdPx":"",
1174
- // "slTriggerPx":"",
1175
- // "state":"live",
1176
- // "sz":"0.007526",
1177
- // "tag":"",
1178
- // "tdMode":"cash",
1179
- // "tgtCcy":"",
1180
- // "tpOrdPx":"",
1181
- // "tpTriggerPx":"",
1182
- // "tradeId":"",
1183
- // "uTime":"1634548275191"
1184
- // }
1185
- // ]
1186
- // }
1187
- //
1188
- const arg = this.safeValue(message, 'arg', {});
1189
- const channel = this.safeString(arg, 'channel');
1190
- const rawOrders = this.safeValue(message, 'data', []);
1191
- const filteredOrders = [];
1192
- // filter orders with no last trade id
1193
- for (let i = 0; i < rawOrders.length; i++) {
1194
- const rawOrder = rawOrders[i];
1195
- const tradeId = this.safeString(rawOrder, 'tradeId', '');
1196
- if (tradeId.length > 0) {
1197
- const order = this.parseOrder(rawOrder);
1198
- filteredOrders.push(order);
1199
- }
1200
- }
1201
- const tradesLength = filteredOrders.length;
1202
- if (tradesLength === 0) {
1203
- return;
1204
- }
1205
- if (this.myTrades === undefined) {
1206
- const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
1207
- this.myTrades = new Cache.ArrayCacheBySymbolById(limit);
1208
- }
1209
- const myTrades = this.myTrades;
1210
- const symbols = {};
1211
- for (let i = 0; i < filteredOrders.length; i++) {
1212
- const rawTrade = filteredOrders[i];
1213
- const trade = this.orderToTrade(rawTrade);
1214
- myTrades.append(trade);
1215
- const symbol = trade['symbol'];
1216
- symbols[symbol] = true;
1217
- }
1218
- const messageHash = channel + '::myTrades';
1219
- client.resolve(this.myTrades, messageHash);
1220
- const tradeSymbols = Object.keys(symbols);
1221
- for (let i = 0; i < tradeSymbols.length; i++) {
1222
- const symbolMessageHash = messageHash + '::' + tradeSymbols[i];
1223
- client.resolve(this.orders, symbolMessageHash);
1224
- }
1225
- }
1226
- async createOrderWs(symbol, type, side, amount, price = undefined, params = {}) {
1227
- /**
1228
- * @method
1229
- * @name okx#createOrderWs
1230
- * @see https://www.okx.com/docs-v5/en/#websocket-api-trade-place-order
1231
- * @description create a trade order
1232
- * @param {string} symbol unified symbol of the market to create an order in
1233
- * @param {string} type 'market' or 'limit'
1234
- * @param {string} side 'buy' or 'sell'
1235
- * @param {float} amount how much of currency you want to trade in units of base currency
1236
- * @param {float|undefined} [price] the price at which the order is to be fullfilled, in units of the quote currency, ignored in market orders
1237
- * @param {object} [params] extra parameters specific to the exchange API endpoint
1238
- * @param {boolean} params.test test order, default false
1239
- * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
1240
- */
1241
- await this.loadMarkets();
1242
- await this.authenticate();
1243
- const url = this.getUrl('private', 'private');
1244
- const messageHash = this.nonce().toString();
1245
- let op = undefined;
1246
- [op, params] = this.handleOptionAndParams(params, 'createOrderWs', 'op', 'batch-orders');
1247
- const args = this.createOrderRequest(symbol, type, side, amount, price, params);
1248
- const ordType = this.safeString(args, 'ordType');
1249
- if ((ordType === 'trigger') || (ordType === 'conditional') || (type === 'oco') || (type === 'move_order_stop') || (type === 'iceberg') || (type === 'twap')) {
1250
- throw new errors.BadRequest(this.id + ' createOrderWs() does not support algo trading. this.options["createOrderWs"]["op"] must be either order or batch-order');
1251
- }
1252
- if ((op !== 'order') && (op !== 'batch-orders')) {
1253
- throw new errors.BadRequest(this.id + ' createOrderWs() does not support algo trading. this.options["createOrderWs"]["op"] must be either order or privatePostTradeOrder or privatePostTradeOrderAlgo');
1254
- }
1255
- const request = {
1256
- 'id': messageHash,
1257
- 'op': op,
1258
- 'args': [args],
1259
- };
1260
- return await this.watch(url, messageHash, request, messageHash);
1261
- }
1262
- handlePlaceOrders(client, message) {
1263
- //
1264
- // batch-orders/order/cancel-order
1265
- // {
1266
- // "id": "1689281055",
1267
- // "op": "batch-orders",
1268
- // "code": "0",
1269
- // "msg": '',
1270
- // "data": [{
1271
- // "tag": "e847386590ce4dBC",
1272
- // "ordId": "599823446566084608",
1273
- // "clOrdId": "e847386590ce4dBCb939511604f394b0",
1274
- // "sCode": "0",
1275
- // "sMsg": "Order successfully placed."
1276
- // },
1277
- // ...
1278
- // ]
1279
- // }
1280
- //
1281
- const messageHash = this.safeString(message, 'id');
1282
- let args = this.safeValue(message, 'data', []);
1283
- // filter out partial errors
1284
- args = this.filterBy(args, 'sCode', '0');
1285
- // if empty means request failed and handle error
1286
- if (this.isEmpty(args)) {
1287
- const method = this.safeString(message, 'op');
1288
- const stringMsg = this.json(message);
1289
- this.handleErrors(undefined, undefined, client.url, method, undefined, stringMsg, stringMsg, undefined, undefined);
1290
- }
1291
- const orders = this.parseOrders(args, undefined, undefined, undefined);
1292
- client.resolve(orders, messageHash);
1293
- }
1294
- async editOrderWs(id, symbol, type, side, amount, price = undefined, params = {}) {
1295
- /**
1296
- * @method
1297
- * @name okx#editOrderWs
1298
- * @description edit a trade order
1299
- * @see https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-amend-order
1300
- * @see https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-amend-multiple-orders
1301
- * @param {string} id order id
1302
- * @param {string} symbol unified symbol of the market to create an order in
1303
- * @param {string} type 'market' or 'limit'
1304
- * @param {string} side 'buy' or 'sell'
1305
- * @param {float} amount how much of the currency you want to trade in units of the base currency
1306
- * @param {float|undefined} [price] the price at which the order is to be fullfilled, in units of the quote currency, ignored in market orders
1307
- * @param {object} [params] extra parameters specific to the exchange API endpoint
1308
- * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
1309
- */
1310
- await this.loadMarkets();
1311
- await this.authenticate();
1312
- const url = this.getUrl('private', 'private');
1313
- const messageHash = this.nonce().toString();
1314
- let op = undefined;
1315
- [op, params] = this.handleOptionAndParams(params, 'editOrderWs', 'op', 'amend-order');
1316
- const args = this.editOrderRequest(id, symbol, type, side, amount, price, params);
1317
- const request = {
1318
- 'id': messageHash,
1319
- 'op': op,
1320
- 'args': [args],
1321
- };
1322
- return await this.watch(url, messageHash, this.extend(request, params), messageHash);
1323
- }
1324
- async cancelOrderWs(id, symbol = undefined, params = {}) {
1325
- /**
1326
- * @method
1327
- * @name okx#cancelOrderWs
1328
- * @see https://okx-docs.github.io/apidocs/websocket_api/en/#cancel-order-trade
1329
- * @description cancel multiple orders
1330
- * @param {string} id order id
1331
- * @param {string} symbol unified market symbol, default is undefined
1332
- * @param {object} [params] extra parameters specific to the exchange API endpoint
1333
- * @param {string} [params.clOrdId] client order id
1334
- * @returns {object} an list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
1335
- */
1336
- if (symbol === undefined) {
1337
- throw new errors.BadRequest(this.id + ' cancelOrderWs() requires a symbol argument');
1338
- }
1339
- await this.loadMarkets();
1340
- await this.authenticate();
1341
- const url = this.getUrl('private', 'private');
1342
- const messageHash = this.nonce().toString();
1343
- const clientOrderId = this.safeString2(params, 'clOrdId', 'clientOrderId');
1344
- params = this.omit(params, ['clientOrderId', 'clOrdId']);
1345
- const arg = {
1346
- 'instId': this.marketId(symbol),
1347
- };
1348
- if (clientOrderId !== undefined) {
1349
- arg['clOrdId'] = clientOrderId;
1350
- }
1351
- else {
1352
- arg['ordId'] = id;
1353
- }
1354
- const request = {
1355
- 'id': messageHash,
1356
- 'op': 'cancel-order',
1357
- 'args': [this.extend(arg, params)],
1358
- };
1359
- return await this.watch(url, messageHash, request, messageHash);
1360
- }
1361
- async cancelOrdersWs(ids, symbol = undefined, params = {}) {
1362
- /**
1363
- * @method
1364
- * @name okx#cancelOrdersWs
1365
- * @see https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-mass-cancel-order
1366
- * @description cancel multiple orders
1367
- * @param {string[]} ids order ids
1368
- * @param {string} symbol unified market symbol, default is undefined
1369
- * @param {object} [params] extra parameters specific to the exchange API endpoint
1370
- * @returns {object} an list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
1371
- */
1372
- const idsLength = ids.length;
1373
- if (idsLength > 20) {
1374
- throw new errors.BadRequest(this.id + ' cancelOrdersWs() accepts up to 20 ids at a time');
1375
- }
1376
- if (symbol === undefined) {
1377
- throw new errors.BadRequest(this.id + ' cancelOrdersWs() requires a symbol argument');
1378
- }
1379
- await this.loadMarkets();
1380
- await this.authenticate();
1381
- const url = this.getUrl('private', 'private');
1382
- const messageHash = this.nonce().toString();
1383
- const args = [];
1384
- for (let i = 0; i < idsLength; i++) {
1385
- const arg = {
1386
- 'instId': this.marketId(symbol),
1387
- 'ordId': ids[i],
1388
- };
1389
- args.push(arg);
1390
- }
1391
- const request = {
1392
- 'id': messageHash,
1393
- 'op': 'batch-cancel-orders',
1394
- 'args': args,
1395
- };
1396
- return await this.watch(url, messageHash, this.deepExtend(request, params), messageHash);
1397
- }
1398
- async cancelAllOrdersWs(symbol = undefined, params = {}) {
1399
- /**
1400
- * @method
1401
- * @name okx#cancelAllOrdersWs
1402
- * @see https://docs.okx.com/websockets/#message-cancelAll
1403
- * @description cancel all open orders of a type. Only applicable to Option in Portfolio Margin mode, and MMP privilege is required.
1404
- * @param {string} symbol unified market symbol, only orders in the market of this symbol are cancelled when symbol is not undefined
1405
- * @param {object} [params] extra parameters specific to the exchange API endpoint
1406
- * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
1407
- */
1408
- if (symbol === undefined) {
1409
- throw new errors.BadRequest(this.id + ' cancelAllOrdersWs() requires a symbol argument');
1410
- }
1411
- await this.loadMarkets();
1412
- await this.authenticate();
1413
- const market = this.market(symbol);
1414
- if (market['type'] !== 'option') {
1415
- throw new errors.BadRequest(this.id + 'cancelAllOrdersWs is only applicable to Option in Portfolio Margin mode, and MMP privilege is required.');
1416
- }
1417
- const url = this.getUrl('private', 'private');
1418
- const messageHash = this.nonce().toString();
1419
- const request = {
1420
- 'id': messageHash,
1421
- 'op': 'mass-cancel',
1422
- 'args': [this.extend({
1423
- 'instType': 'OPTION',
1424
- 'instFamily': market['id'],
1425
- }, params)],
1426
- };
1427
- return await this.watch(url, messageHash, request, messageHash);
1428
- }
1429
- handleCancelAllOrders(client, message) {
1430
- //
1431
- // {
1432
- // "id": "1512",
1433
- // "op": "mass-cancel",
1434
- // "data": [
1435
- // {
1436
- // "result": true
1437
- // }
1438
- // ],
1439
- // "code": "0",
1440
- // "msg": ""
1441
- // }
1442
- //
1443
- const messageHash = this.safeString(message, 'id');
1444
- const data = this.safeValue(message, 'data', []);
1445
- client.resolve(data, messageHash);
1446
- }
1447
- handleSubscriptionStatus(client, message) {
1448
- //
1449
- // { event: 'subscribe', arg: { channel: "tickers", instId: "BTC-USDT" } }
1450
- //
1451
- // const channel = this.safeString (message, "channel");
1452
- // client.subscriptions[channel] = message;
1453
- return message;
1454
- }
1455
- handleAuthenticate(client, message) {
1456
- //
1457
- // { event: "login", success: true }
1458
- //
1459
- const future = this.safeValue(client.futures, 'authenticated');
1460
- future.resolve(true);
1461
- }
1462
- ping(client) {
1463
- // okex does not support built-in ws protocol-level ping-pong
1464
- // instead it requires custom text-based ping-pong
1465
- return 'ping';
1466
- }
1467
- handlePong(client, message) {
1468
- client.lastPong = this.milliseconds();
1469
- return message;
1470
- }
1471
- handleErrorMessage(client, message) {
1472
- //
1473
- // { event: 'error', msg: "Illegal request: {"op":"subscribe","args":["spot/ticker:BTC-USDT"]}", code: "60012" }
1474
- // { event: 'error", msg: "channel:ticker,instId:BTC-USDT doesn"t exist", code: "60018" }
1475
- //
1476
- const errorCode = this.safeInteger(message, 'code');
1477
- try {
1478
- if (errorCode) {
1479
- const feedback = this.id + ' ' + this.json(message);
1480
- this.throwExactlyMatchedException(this.exceptions['exact'], errorCode, feedback);
1481
- const messageString = this.safeValue(message, 'msg');
1482
- if (messageString !== undefined) {
1483
- this.throwBroadlyMatchedException(this.exceptions['broad'], messageString, feedback);
1484
- }
1485
- }
1486
- }
1487
- catch (e) {
1488
- if (e instanceof errors.AuthenticationError) {
1489
- const messageHash = 'authenticated';
1490
- client.reject(e, messageHash);
1491
- if (messageHash in client.subscriptions) {
1492
- delete client.subscriptions[messageHash];
1493
- }
1494
- return false;
1495
- }
1496
- else {
1497
- client.reject(e);
1498
- }
1499
- }
1500
- return message;
1501
- }
1502
- handleMessage(client, message) {
1503
- if (!this.handleErrorMessage(client, message)) {
1504
- return;
1505
- }
1506
- //
1507
- // { event: 'subscribe', arg: { channel: "tickers", instId: "BTC-USDT" } }
1508
- // { event: 'login", msg: '", code: "0" }
1509
- //
1510
- // {
1511
- // "arg": { channel: "tickers", instId: "BTC-USDT" },
1512
- // "data": [
1513
- // {
1514
- // "instType": "SPOT",
1515
- // "instId": "BTC-USDT",
1516
- // "last": "31500.1",
1517
- // "lastSz": "0.00001754",
1518
- // "askPx": "31500.1",
1519
- // "askSz": "0.00998144",
1520
- // "bidPx": "31500",
1521
- // "bidSz": "3.05652439",
1522
- // "open24h": "31697",
1523
- // "high24h": "32248",
1524
- // "low24h": "31165.6",
1525
- // "sodUtc0": "31385.5",
1526
- // "sodUtc8": "32134.9",
1527
- // "volCcy24h": "503403597.38138519",
1528
- // "vol24h": "15937.10781721",
1529
- // "ts": "1626526618762"
1530
- // }
1531
- // ]
1532
- // }
1533
- //
1534
- // { event: 'error', msg: "Illegal request: {"op":"subscribe","args":["spot/ticker:BTC-USDT"]}", code: "60012" }
1535
- // { event: 'error", msg: "channel:ticker,instId:BTC-USDT doesn"t exist", code: "60018" }
1536
- // { event: 'error', msg: "Invalid OK_ACCESS_KEY", code: "60005" }
1537
- // {
1538
- // "event": "error",
1539
- // "msg": "Illegal request: {"op":"login","args":["de89b035-b233-44b2-9a13-0ccdd00bda0e","7KUcc8YzQhnxBE3K","1626691289","H57N99mBt5NvW8U19FITrPdOxycAERFMaapQWRqLaSE="]}",
1540
- // "code": "60012"
1541
- // }
1542
- //
1543
- //
1544
- //
1545
- if (message === 'pong') {
1546
- return this.handlePong(client, message);
1547
- }
1548
- // const table = this.safeString (message, 'table');
1549
- // if (table === undefined) {
1550
- const event = this.safeString2(message, 'event', 'op');
1551
- if (event !== undefined) {
1552
- const methods = {
1553
- // 'info': this.handleSystemStatus,
1554
- // 'book': 'handleOrderBook',
1555
- 'login': this.handleAuthenticate,
1556
- 'subscribe': this.handleSubscriptionStatus,
1557
- 'order': this.handlePlaceOrders,
1558
- 'batch-orders': this.handlePlaceOrders,
1559
- 'amend-order': this.handlePlaceOrders,
1560
- 'batch-amend-orders': this.handlePlaceOrders,
1561
- 'cancel-order': this.handlePlaceOrders,
1562
- 'mass-cancel': this.handleCancelAllOrders,
1563
- };
1564
- const method = this.safeValue(methods, event);
1565
- if (method === undefined) {
1566
- return message;
1567
- }
1568
- else {
1569
- return method.call(this, client, message);
1570
- }
1571
- }
1572
- else {
1573
- const arg = this.safeValue(message, 'arg', {});
1574
- const channel = this.safeString(arg, 'channel');
1575
- const methods = {
1576
- 'bbo-tbt': this.handleOrderBook,
1577
- 'books': this.handleOrderBook,
1578
- 'books5': this.handleOrderBook,
1579
- 'books50-l2-tbt': this.handleOrderBook,
1580
- 'books-l2-tbt': this.handleOrderBook,
1581
- 'tickers': this.handleTicker,
1582
- 'positions': this.handlePositions,
1583
- 'index-tickers': this.handleTicker,
1584
- 'sprd-tickers': this.handleTicker,
1585
- 'block-tickers': this.handleTicker,
1586
- 'trades': this.handleTrades,
1587
- 'account': this.handleBalance,
1588
- // 'margin_account': this.handleBalance,
1589
- 'orders': this.handleOrders,
1590
- 'orders-algo': this.handleOrders,
1591
- };
1592
- const method = this.safeValue(methods, channel);
1593
- if (method === undefined) {
1594
- if (channel.indexOf('candle') === 0) {
1595
- this.handleOHLCV(client, message);
1596
- }
1597
- else {
1598
- return message;
1599
- }
1600
- }
1601
- else {
1602
- return method.call(this, client, message);
1603
- }
1604
- }
1605
- }
1606
- }
1607
-
1608
- module.exports = okx;