ccxt 4.2.18 → 4.2.20

package/dist/cjs/js/src/base/ws/OrderBookSide.js

@@ -1,281 +0,0 @@
-'use strict';
-
-Object.defineProperty(exports, '__esModule', { value: true });
-
-/* eslint-disable max-classes-per-file */
-// @ts-nocheck
-// ----------------------------------------------------------------------------
-//
-// Upto 10x faster after initializing memory for the floating point array
-// Author: github.com/frosty00
-// Email: carlo.revelli@berkeley.edu
-//
-function bisectLeft(array, x) {
-    let low = 0;
-    let high = array.length - 1;
-    while (low <= high) {
-        const mid = (low + high) >>> 1;
-        if (array[mid] - x < 0)
-            low = mid + 1;
-        else
-            high = mid - 1;
-    }
-    return low;
-}
-const SIZE = 1024;
-const SEED = new Float64Array(new Array(SIZE).fill(Number.MAX_VALUE));
-class OrderBookSide extends Array {
-    constructor(deltas = [], depth = undefined) {
-        super();
-        // a string-keyed dictionary of price levels / ids / indices
-        Object.defineProperty(this, 'index', {
-            __proto__: null,
-            value: new Float64Array(SEED),
-            writable: true,
-        });
-        Object.defineProperty(this, 'depth', {
-            __proto__: null,
-            value: depth || Number.MAX_SAFE_INTEGER,
-            writable: true,
-        });
-        // sort upon initiation
-        this.length = 0;
-        for (let i = 0; i < deltas.length; i++) {
-            this.storeArray(deltas[i].slice()); // slice is muy importante
-        }
-    }
-    storeArray(delta) {
-        const price = delta[0];
-        const size = delta[1];
-        const index_price = this.side ? -price : price;
-        const index = bisectLeft(this.index, index_price);
-        if (size) {
-            if (this.index[index] === index_price) {
-                this[index][1] = size;
-            }
-            else {
-                this.length++;
-                this.index.copyWithin(index + 1, index, this.index.length);
-                this.index[index] = index_price;
-                this.copyWithin(index + 1, index, this.length);
-                this[index] = delta;
-                // in the rare case of very large orderbooks being sent
-                if (this.length > this.index.length - 1) {
-                    const existing = Array.from(this.index);
-                    existing.length = this.length * 2;
-                    existing.fill(Number.MAX_VALUE, this.index.length);
-                    this.index = new Float64Array(existing);
-                }
-            }
-        }
-        else if (this.index[index] === index_price) {
-            this.index.copyWithin(index, index + 1, this.index.length);
-            this.index[this.length - 1] = Number.MAX_VALUE;
-            this.copyWithin(index, index + 1, this.length);
-            this.length--;
-        }
-    }
-    // index an incoming delta in the string-price-keyed dictionary
-    store(price, size) {
-        this.storeArray([price, size]);
-    }
-    // replace stored orders with new values
-    limit() {
-        if (this.length > this.depth) {
-            for (let i = this.depth; i < this.length; i++) {
-                this.index[i] = Number.MAX_VALUE;
-            }
-            this.length = this.depth;
-        }
-    }
-}
-// ----------------------------------------------------------------------------
-// overwrites absolute volumes at price levels
-// or deletes price levels based on order counts (3rd value in a bidask delta)
-// this class stores vector arrays of values indexed by price
-class CountedOrderBookSide extends OrderBookSide {
-    store(price, size, count) {
-        this.storeArray([price, size, count]);
-    }
-    storeArray(delta) {
-        const price = delta[0];
-        const size = delta[1];
-        const count = delta[2];
-        const index_price = this.side ? -price : price;
-        const index = bisectLeft(this.index, index_price);
-        if (size && count) {
-            if (this.index[index] === index_price) {
-                const entry = this[index];
-                entry[1] = size;
-                entry[2] = count;
-            }
-            else {
-                this.length++;
-                this.index.copyWithin(index + 1, index, this.index.length);
-                this.index[index] = index_price;
-                this.copyWithin(index + 1, index, this.length);
-                this[index] = delta;
-                // in the rare case of very large orderbooks being sent
-                if (this.length > this.index.length - 1) {
-                    const existing = Array.from(this.index);
-                    existing.length = this.length * 2;
-                    existing.fill(Number.MAX_VALUE, this.index.length);
-                    this.index = new Float64Array(existing);
-                }
-            }
-        }
-        else if (this.index[index] === index_price) {
-            this.index.copyWithin(index, index + 1, this.index.length);
-            this.index[this.length - 1] = Number.MAX_VALUE;
-            this.copyWithin(index, index + 1, this.length);
-            this.length--;
-        }
-    }
-}
-// ----------------------------------------------------------------------------
-// stores vector arrays indexed by id (3rd value in a bidask delta array)
-class IndexedOrderBookSide extends Array {
-    constructor(deltas = [], depth = Number.MAX_SAFE_INTEGER) {
-        super(deltas.length);
-        // a string-keyed dictionary of price levels / ids / indices
-        Object.defineProperty(this, 'hashmap', {
-            __proto__: null,
-            value: new Map(),
-            writable: true,
-        });
-        Object.defineProperty(this, 'index', {
-            __proto__: null,
-            value: new Float64Array(SEED),
-            writable: true,
-        });
-        Object.defineProperty(this, 'depth', {
-            __proto__: null,
-            value: depth || Number.MAX_SAFE_INTEGER,
-            writable: true,
-        });
-        // sort upon initiation
-        for (let i = 0; i < deltas.length; i++) {
-            this.length = i;
-            this.storeArray(deltas[i].slice()); // slice is muy importante
-        }
-    }
-    store(price, size, id) {
-        this.storeArray([price, size, id]);
-    }
-    storeArray(delta) {
-        const price = delta[0];
-        const size = delta[1];
-        const id = delta[2];
-        let index_price;
-        if (price !== undefined) {
-            index_price = this.side ? -price : price;
-        }
-        else {
-            index_price = undefined;
-        }
-        if (size) {
-            if (this.hashmap.has(id)) {
-                const old_price = this.hashmap.get(id);
-                index_price = index_price || old_price;
-                // in case price is not sent
-                delta[0] = Math.abs(index_price);
-                if (index_price === old_price) {
-                    // find index by price and advance till the id is found
-                    let index = bisectLeft(this.index, index_price);
-                    while (this[index][2] !== id) {
-                        index++;
-                    }
-                    this.index[index] = index_price;
-                    this[index] = delta;
-                    return;
-                }
-                else {
-                    // remove old price from index
-                    // find index by price and advance till the id is found
-                    let old_index = bisectLeft(this.index, old_price);
-                    while (this[old_index][2] !== id) {
-                        old_index++;
-                    }
-                    this.index.copyWithin(old_index, old_index + 1, this.index.length);
-                    this.index[this.length - 1] = Number.MAX_VALUE;
-                    this.copyWithin(old_index, old_index + 1, this.length);
-                    this.length--;
-                }
-            }
-            // insert new price level
-            this.hashmap.set(id, index_price);
-            // find index by price to insert
-            let index = bisectLeft(this.index, index_price);
-            // if several with the same price order by id
-            while (index < this.length && this.index[index] === index_price && this[index][2] < id) {
-                index++;
-            }
-            // insert new price level into index
-            this.length++;
-            this.index.copyWithin(index + 1, index, this.index.length);
-            this.index[index] = index_price;
-            this.copyWithin(index + 1, index, this.length);
-            this[index] = delta;
-            // in the rare case of very large orderbooks being sent
-            if (this.length > this.index.length - 1) {
-                const existing = Array.from(this.index);
-                existing.length = this.length * 2;
-                existing.fill(Number.MAX_VALUE, this.index.length);
-                this.index = new Float64Array(existing);
-            }
-        }
-        else if (this.hashmap.has(id)) {
-            const old_price = this.hashmap.get(id);
-            let index = bisectLeft(this.index, old_price);
-            while (this[index][2] !== id) {
-                index++;
-            }
-            this.index.copyWithin(index, index + 1, this.index.length);
-            this.index[this.length - 1] = Number.MAX_VALUE;
-            this.copyWithin(index, index + 1, this.length);
-            this.length--;
-            this.hashmap.delete(id);
-        }
-    }
-    // replace stored orders with new values
-    limit() {
-        if (this.length > this.depth) {
-            for (let i = this.depth; i < this.length; i++) {
-                // diff
-                this.hashmap.delete(this.index[i]);
-                this.index[i] = Number.MAX_VALUE;
-            }
-            this.length = this.depth;
-        }
-    }
-}
-// ----------------------------------------------------------------------------
-// a more elegant syntax is possible here, but native inheritance is portable
-class Asks extends OrderBookSide {
-    get side() { return false; }
-}
-class Bids extends OrderBookSide {
-    get side() { return true; }
-}
-class CountedAsks extends CountedOrderBookSide {
-    get side() { return false; }
-}
-class CountedBids extends CountedOrderBookSide {
-    get side() { return true; }
-}
-class IndexedAsks extends IndexedOrderBookSide {
-    get side() { return false; }
-}
-class IndexedBids extends IndexedOrderBookSide {
-    get side() { return true; }
-}
-
-exports.Asks = Asks;
-exports.Bids = Bids;
-exports.CountedAsks = CountedAsks;
-exports.CountedBids = CountedBids;
-exports.CountedOrderBookSide = CountedOrderBookSide;
-exports.IndexedAsks = IndexedAsks;
-exports.IndexedBids = IndexedBids;
-exports.IndexedOrderBookSide = IndexedOrderBookSide;
-exports.OrderBookSide = OrderBookSide;

package/dist/cjs/js/src/base/ws/WsClient.js

@@ -1,69 +0,0 @@
-'use strict';
-
-var Client = require('./Client.js');
-var platform = require('../functions/platform.js');
-require('../functions/encode.js');
-require('../functions/crypto.js');
-var time = require('../functions/time.js');
-var WebSocket = require('ws');
-var Future = require('./Future.js');
-
-function _interopDefaultLegacy (e) { return e && typeof e === 'object' && 'default' in e ? e : { 'default': e }; }
-
-var WebSocket__default = /*#__PURE__*/_interopDefaultLegacy(WebSocket);
-
-const WebSocketPlatform = platform.isNode ? WebSocket__default["default"] : self.WebSocket;
-class WsClient extends Client {
-    createConnection() {
-        if (this.verbose) {
-            this.log(new Date(), 'connecting to', this.url);
-        }
-        this.connectionStarted = time.milliseconds();
-        this.setConnectionTimeout();
-        if (platform.isNode) {
-            this.connection = new WebSocketPlatform(this.url, this.protocols, this.options);
-        }
-        else {
-            this.connection = new WebSocketPlatform(this.url, this.protocols);
-        }
-        this.connection.onopen = this.onOpen.bind(this);
-        this.connection.onmessage = this.onMessage.bind(this);
-        this.connection.onerror = this.onError.bind(this);
-        this.connection.onclose = this.onClose.bind(this);
-        if (platform.isNode) {
-            this.connection
-                .on('ping', this.onPing.bind(this))
-                .on('pong', this.onPong.bind(this))
-                .on('upgrade', this.onUpgrade.bind(this));
-        }
-        // this.connection.terminate () // debugging
-        // this.connection.close () // debugging
-    }
-    connect(backoffDelay = 0) {
-        if (!this.startedConnecting) {
-            this.startedConnecting = true;
-            // exponential backoff for consequent ws connections if necessary
-            if (backoffDelay) {
-                time.sleep(backoffDelay).then(this.createConnection.bind(this));
-            }
-            else {
-                this.createConnection();
-            }
-        }
-        return this.connected;
-    }
-    isOpen() {
-        return (this.connection.readyState === WebSocketPlatform.OPEN);
-    }
-    close() {
-        if (this.connection instanceof WebSocketPlatform) {
-            if (this.disconnected === undefined) {
-                this.disconnected = Future.Future();
-            }
-            this.connection.close();
-        }
-        return this.disconnected;
-    }
-}
-
-module.exports = WsClient;

package/dist/cjs/js/src/bequant.js

@@ -1,33 +0,0 @@
-'use strict';
-
-var hitbtc = require('./hitbtc.js');
-
-// ---------------------------------------------------------------------------
-// ---------------------------------------------------------------------------
-class bequant extends hitbtc {
-    describe() {
-        return this.deepExtend(super.describe(), {
-            'id': 'bequant',
-            'name': 'Bequant',
-            'countries': ['MT'],
-            'pro': true,
-            'urls': {
-                'logo': 'https://user-images.githubusercontent.com/1294454/55248342-a75dfe00-525a-11e9-8aa2-05e9dca943c6.jpg',
-                'api': {
-                    'public': 'https://api.bequant.io/api/3',
-                    'private': 'https://api.bequant.io/api/3',
-                },
-                'www': 'https://bequant.io',
-                'doc': [
-                    'https://api.bequant.io/',
-                ],
-                'fees': [
-                    'https://bequant.io/fees-and-limits',
-                ],
-                'referral': 'https://bequant.io/referral/dd104e3bee7634ec',
-            },
-        });
-    }
-}
-
-module.exports = bequant;