ccxt 4.2.5 → 4.2.6

package/js/src/base/ws/Client.js

@@ -4,7 +4,7 @@
 // https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
 // EDIT THE CORRESPONDENT .ts FILE INSTEAD
 
-import { RequestTimeout, NetworkError, NotSupported, BaseError } from '../../base/errors.js';
+import { RequestTimeout, NetworkError, NotSupported, BaseError, ExchangeClosedByUser } from '../../base/errors.js';
 import { inflateSync, gunzipSync } from '../../static_dependencies/fflake/browser.js';
 import { Future } from './Future.js';
 import { isNode, isJsonEncodedObject, deepExtend, milliseconds, } from '../../base/functions.js';
@@ -208,6 +208,9 @@ export default class Client {
             // todo: exception types for server-side disconnects
             this.reset(new NetworkError('connection closed by remote server, closing code ' + String(event.code)));
         }
+        if (this.error instanceof ExchangeClosedByUser) {
+            this.reset(this.error);
+        }
         if (this.disconnected !== undefined) {
             this.disconnected.resolve(true);
         }
@@ -228,6 +231,7 @@ export default class Client {
         const future = Future();
         if (isNode) {
             /* eslint-disable no-inner-declarations */
+            /* eslint-disable jsdoc/require-jsdoc */
             function onSendComplete(error) {
                 if (error) {
                     future.reject(error);

package/js/src/bingx.js

@@ -2234,6 +2234,7 @@ export default class bingx extends Exchange {
          * @param {string} id order id
          * @param {string} symbol unified symbol of the market the order was made in
          * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {string} [params.clientOrderId] a unique id for the order
          * @returns {object} An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
          */
         if (symbol === undefined) {
@@ -2243,8 +2244,15 @@ export default class bingx extends Exchange {
         const market = this.market(symbol);
         const request = {
             'symbol': market['id'],
-            'orderId': id,
         };
+        const clientOrderId = this.safeString2(params, 'clientOrderId', 'clientOrderID');
+        params = this.omit(params, ['clientOrderId']);
+        if (clientOrderId !== undefined) {
+            request['clientOrderID'] = clientOrderId;
+        }
+        else {
+            request['orderId'] = id;
+        }
         let response = undefined;
         const [marketType, query] = this.handleMarketTypeAndParams('cancelOrder', market, params);
         if (marketType === 'spot') {

package/js/src/bitmex.js

@@ -1830,14 +1830,15 @@ export default class bitmex extends Exchange {
          * @param {object} [params] extra parameters specific to the exchange API endpoint
          * @param {object} [params.triggerPrice] the price at which a trigger order is triggered at
          * @param {object} [params.triggerDirection] the direction whenever the trigger happens with relation to price - 'above' or 'below'
+         * @param {float} [params.trailingAmount] the quote amount to trail away from the current market price
          * @returns {object} an [order structure]{@link https://github.com/ccxt/ccxt/wiki/Manual#order-structure}
          */
         await this.loadMarkets();
         const market = this.market(symbol);
-        const orderType = this.capitalize(type);
+        let orderType = this.capitalize(type);
         const reduceOnly = this.safeValue(params, 'reduceOnly');
         if (reduceOnly !== undefined) {
-            if ((market['type'] !== 'swap') && (market['type'] !== 'future')) {
+            if ((!market['swap']) && (!market['future'])) {
                 throw new InvalidOrder(this.id + ' createOrder() does not support reduceOnly for ' + market['type'] + ' orders, reduceOnly orders are supported for swap and future markets only');
             }
         }
@@ -1850,44 +1851,54 @@ export default class bitmex extends Exchange {
             'ordType': orderType,
             'text': brokerId,
         };
-        const customTriggerType = (orderType === 'Stop') || (orderType === 'StopLimit') || (orderType === 'MarketIfTouched') || (orderType === 'LimitIfTouched');
         // support for unified trigger format
         const triggerPrice = this.safeNumberN(params, ['triggerPrice', 'stopPx', 'stopPrice']);
-        if ((triggerPrice !== undefined) && !customTriggerType) {
-            request['stopPx'] = parseFloat(this.priceToPrecision(symbol, triggerPrice));
+        let trailingAmount = this.safeString2(params, 'trailingAmount', 'pegOffsetValue');
+        const isTriggerOrder = triggerPrice !== undefined;
+        const isTrailingAmountOrder = trailingAmount !== undefined;
+        if (isTriggerOrder || isTrailingAmountOrder) {
             const triggerDirection = this.safeString(params, 'triggerDirection');
-            params = this.omit(params, ['triggerPrice', 'stopPrice', 'stopPx', 'triggerDirection']);
             const triggerAbove = (triggerDirection === 'above');
-            this.checkRequiredArgument('createOrder', triggerDirection, 'triggerDirection', ['above', 'below']);
-            this.checkRequiredArgument('createOrder', side, 'side', ['buy', 'sell']);
+            if ((type === 'limit') || (type === 'market')) {
+                this.checkRequiredArgument('createOrder', triggerDirection, 'triggerDirection', ['above', 'below']);
+            }
             if (type === 'limit') {
-                request['price'] = parseFloat(this.priceToPrecision(symbol, price));
                 if (side === 'buy') {
-                    request['ordType'] = triggerAbove ? 'StopLimit' : 'LimitIfTouched';
+                    orderType = triggerAbove ? 'StopLimit' : 'LimitIfTouched';
                 }
                 else {
-                    request['ordType'] = triggerAbove ? 'LimitIfTouched' : 'StopLimit';
+                    orderType = triggerAbove ? 'LimitIfTouched' : 'StopLimit';
                 }
             }
             else if (type === 'market') {
                 if (side === 'buy') {
-                    request['ordType'] = triggerAbove ? 'Stop' : 'MarketIfTouched';
+                    orderType = triggerAbove ? 'Stop' : 'MarketIfTouched';
                 }
                 else {
-                    request['ordType'] = triggerAbove ? 'MarketIfTouched' : 'Stop';
+                    orderType = triggerAbove ? 'MarketIfTouched' : 'Stop';
                 }
             }
-        }
-        else if (customTriggerType) {
-            if (triggerPrice === undefined) {
-                // if exchange specific trigger types were provided
-                throw new ArgumentsRequired(this.id + ' createOrder() requires a triggerPrice (stopPx|stopPrice) parameter for the ' + orderType + ' order type');
+            if (isTrailingAmountOrder) {
+                const isStopSellOrder = (side === 'sell') && ((orderType === 'Stop') || (orderType === 'StopLimit'));
+                const isBuyIfTouchedOrder = (side === 'buy') && ((orderType === 'MarketIfTouched') || (orderType === 'LimitIfTouched'));
+                if (isStopSellOrder || isBuyIfTouchedOrder) {
+                    trailingAmount = '-' + trailingAmount;
+                }
+                request['pegOffsetValue'] = this.parseToNumeric(trailingAmount);
+                request['pegPriceType'] = 'TrailingStopPeg';
+            }
+            else {
+                if (triggerPrice === undefined) {
+                    // if exchange specific trigger types were provided
+                    throw new ArgumentsRequired(this.id + ' createOrder() requires a triggerPrice (stopPx|stopPrice) parameter for the ' + orderType + ' order type');
+                }
+                request['stopPx'] = this.parseToNumeric(this.priceToPrecision(symbol, triggerPrice));
             }
-            params = this.omit(params, ['triggerPrice', 'stopPrice', 'stopPx']);
-            request['stopPx'] = parseFloat(this.priceToPrecision(symbol, triggerPrice));
+            request['ordType'] = orderType;
+            params = this.omit(params, ['triggerPrice', 'stopPrice', 'stopPx', 'triggerDirection', 'trailingAmount']);
         }
         if ((orderType === 'Limit') || (orderType === 'StopLimit') || (orderType === 'LimitIfTouched')) {
-            request['price'] = parseFloat(this.priceToPrecision(symbol, price));
+            request['price'] = this.parseToNumeric(this.priceToPrecision(symbol, price));
         }
         const clientOrderId = this.safeString2(params, 'clOrdID', 'clientOrderId');
         if (clientOrderId !== undefined) {
@@ -1900,6 +1911,39 @@ export default class bitmex extends Exchange {
     async editOrder(id, symbol, type, side, amount = undefined, price = undefined, params = {}) {
         await this.loadMarkets();
         const request = {};
+        let trailingAmount = this.safeString2(params, 'trailingAmount', 'pegOffsetValue');
+        const isTrailingAmountOrder = trailingAmount !== undefined;
+        if (isTrailingAmountOrder) {
+            const triggerDirection = this.safeString(params, 'triggerDirection');
+            const triggerAbove = (triggerDirection === 'above');
+            if ((type === 'limit') || (type === 'market')) {
+                this.checkRequiredArgument('createOrder', triggerDirection, 'triggerDirection', ['above', 'below']);
+            }
+            let orderType = undefined;
+            if (type === 'limit') {
+                if (side === 'buy') {
+                    orderType = triggerAbove ? 'StopLimit' : 'LimitIfTouched';
+                }
+                else {
+                    orderType = triggerAbove ? 'LimitIfTouched' : 'StopLimit';
+                }
+            }
+            else if (type === 'market') {
+                if (side === 'buy') {
+                    orderType = triggerAbove ? 'Stop' : 'MarketIfTouched';
+                }
+                else {
+                    orderType = triggerAbove ? 'MarketIfTouched' : 'Stop';
+                }
+            }
+            const isStopSellOrder = (side === 'sell') && ((orderType === 'Stop') || (orderType === 'StopLimit'));
+            const isBuyIfTouchedOrder = (side === 'buy') && ((orderType === 'MarketIfTouched') || (orderType === 'LimitIfTouched'));
+            if (isStopSellOrder || isBuyIfTouchedOrder) {
+                trailingAmount = '-' + trailingAmount;
+            }
+            request['pegOffsetValue'] = this.parseToNumeric(trailingAmount);
+            params = this.omit(params, ['triggerDirection', 'trailingAmount']);
+        }
         const origClOrdID = this.safeString2(params, 'origClOrdID', 'clientOrderId');
         if (origClOrdID !== undefined) {
             request['origClOrdID'] = origClOrdID;

package/js/src/htx.d.ts

@@ -266,4 +266,5 @@ export default class htx extends Exchange {
     };
     fetchLiquidations(symbol: string, since?: Int, limit?: Int, params?: {}): Promise<import("./base/types.js").Liquidation[]>;
     parseLiquidation(liquidation: any, market?: Market): import("./base/types.js").Liquidation;
+    setPositionMode(hedged: any, symbol?: Str, params?: {}): Promise<any>;
 }

package/js/src/htx.js

@@ -123,7 +123,7 @@ export default class htx extends Exchange {
                 'repayIsolatedMargin': true,
                 'setLeverage': true,
                 'setMarginMode': false,
-                'setPositionMode': false,
+                'setPositionMode': true,
                 'signIn': undefined,
                 'transfer': true,
                 'withdraw': true,
@@ -8960,4 +8960,69 @@ export default class htx extends Exchange {
             'datetime': this.iso8601(timestamp),
         });
     }
+    async setPositionMode(hedged, symbol = undefined, params = {}) {
+        /**
+         * @method
+         * @name htx#setPositionMode
+         * @description set hedged to true or false
+         * @see https://huobiapi.github.io/docs/usdt_swap/v1/en/#isolated-switch-position-mode
+         * @see https://huobiapi.github.io/docs/usdt_swap/v1/en/#cross-switch-position-mode
+         * @param {bool} hedged set to true to for hedged mode, must be set separately for each market in isolated margin mode, only valid for linear markets
+         * @param {string} [symbol] unified market symbol, required for isolated margin mode
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {string} [params.marginMode] "cross" (default) or "isolated"
+         * @returns {object} response from the exchange
+         */
+        await this.loadMarkets();
+        const posMode = hedged ? 'dual_side' : 'single_side';
+        let market = undefined;
+        if (symbol !== undefined) {
+            market = this.market(symbol);
+        }
+        let marginMode = undefined;
+        [marginMode, params] = this.handleMarginModeAndParams('setPositionMode', params, 'cross');
+        const request = {
+            'position_mode': posMode,
+        };
+        let response = undefined;
+        if ((market !== undefined) && (market['inverse'])) {
+            throw new BadRequest(this.id + ' setPositionMode can only be used for linear markets');
+        }
+        if (marginMode === 'isolated') {
+            if (symbol === undefined) {
+                throw new ArgumentsRequired(this.id + ' setPositionMode requires a symbol argument for isolated margin mode');
+            }
+            request['margin_account'] = market['id'];
+            response = await this.contractPrivatePostLinearSwapApiV1SwapSwitchPositionMode(this.extend(request, params));
+            //
+            //    {
+            //        "status": "ok",
+            //        "data": [
+            //            {
+            //                "margin_account": "BTC-USDT",
+            //                "position_mode": "single_side"
+            //            }
+            //        ],
+            //        "ts": 1566899973811
+            //    }
+            //
+        }
+        else {
+            request['margin_account'] = 'USDT';
+            response = await this.contractPrivatePostLinearSwapApiV1SwapCrossSwitchPositionMode(this.extend(request, params));
+            //
+            //    {
+            //        "status": "ok",
+            //        "data": [
+            //            {
+            //                "margin_account": "USDT",
+            //                "position_mode": "single_side"
+            //            }
+            //        ],
+            //        "ts": 1566899973811
+            //    }
+            //
+        }
+        return response;
+    }
 }

package/js/src/woo.js

@@ -768,9 +768,9 @@ export default class woo extends Exchange {
         /**
          * @method
          * @name woo#createOrder
+         * @description create a trade order
          * @see https://docs.woo.org/#send-order
          * @see https://docs.woo.org/#send-algo-order
-         * @description create a trade order
          * @param {string} symbol unified symbol of the market to create an order in
          * @param {string} type 'market' or 'limit'
          * @param {string} side 'buy' or 'sell'
@@ -784,6 +784,9 @@ export default class woo extends Exchange {
          * @param {float} [params.stopLoss.triggerPrice] stop loss trigger price
          * @param {float} [params.algoType] 'STOP'or 'TRAILING_STOP' or 'OCO' or 'CLOSE_POSITION'
          * @param {float} [params.cost] *spot market buy only* the quote quantity that can be used as an alternative for the amount
+         * @param {string} [params.trailingAmount] the quote amount to trail away from the current market price
+         * @param {string} [params.trailingPercent] the percent to trail away from the current market price
+         * @param {string} [params.trailingTriggerPrice] the price to trigger a trailing order, default uses the price argument
          * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
          */
         const reduceOnly = this.safeValue2(params, 'reduceOnly', 'reduce_only');
@@ -800,7 +803,13 @@ export default class woo extends Exchange {
         const stopLoss = this.safeValue(params, 'stopLoss');
         const takeProfit = this.safeValue(params, 'takeProfit');
         const algoType = this.safeString(params, 'algoType');
-        const isStop = stopPrice !== undefined || stopLoss !== undefined || takeProfit !== undefined || (this.safeValue(params, 'childOrders') !== undefined);
+        const trailingTriggerPrice = this.safeString2(params, 'trailingTriggerPrice', 'activatedPrice', price);
+        const trailingAmount = this.safeString2(params, 'trailingAmount', 'callbackValue');
+        const trailingPercent = this.safeString2(params, 'trailingPercent', 'callbackRate');
+        const isTrailingAmountOrder = trailingAmount !== undefined;
+        const isTrailingPercentOrder = trailingPercent !== undefined;
+        const isTrailing = isTrailingAmountOrder || isTrailingPercentOrder;
+        const isStop = isTrailing || stopPrice !== undefined || stopLoss !== undefined || takeProfit !== undefined || (this.safeValue(params, 'childOrders') !== undefined);
         const isMarket = orderType === 'MARKET';
         const timeInForce = this.safeStringLower(params, 'timeInForce');
         const postOnly = this.isPostOnly(isMarket, undefined, params);
@@ -865,7 +874,21 @@ export default class woo extends Exchange {
         if (clientOrderId !== undefined) {
             request[clientOrderIdKey] = clientOrderId;
         }
-        if (stopPrice !== undefined) {
+        if (isTrailing) {
+            if (trailingTriggerPrice === undefined) {
+                throw new ArgumentsRequired(this.id + ' createOrder() requires a trailingTriggerPrice parameter for trailing orders');
+            }
+            request['activatedPrice'] = this.priceToPrecision(symbol, trailingTriggerPrice);
+            request['algoType'] = 'TRAILING_STOP';
+            if (isTrailingAmountOrder) {
+                request['callbackValue'] = trailingAmount;
+            }
+            else if (isTrailingPercentOrder) {
+                const convertedTrailingPercent = Precise.stringDiv(trailingPercent, '100');
+                request['callbackRate'] = convertedTrailingPercent;
+            }
+        }
+        else if (stopPrice !== undefined) {
             if (algoType !== 'TRAILING_STOP') {
                 request['triggerPrice'] = this.priceToPrecision(symbol, stopPrice);
                 request['algoType'] = 'STOP';
@@ -904,7 +927,7 @@ export default class woo extends Exchange {
             }
             request['childOrders'] = [outterOrder];
         }
-        params = this.omit(params, ['clOrdID', 'clientOrderId', 'client_order_id', 'postOnly', 'timeInForce', 'stopPrice', 'triggerPrice', 'stopLoss', 'takeProfit']);
+        params = this.omit(params, ['clOrdID', 'clientOrderId', 'client_order_id', 'postOnly', 'timeInForce', 'stopPrice', 'triggerPrice', 'stopLoss', 'takeProfit', 'trailingPercent', 'trailingAmount', 'trailingTriggerPrice']);
         let response = undefined;
         if (isStop) {
             response = await this.v3PrivatePostAlgoOrder(this.extend(request, params));
@@ -950,11 +973,11 @@ export default class woo extends Exchange {
         /**
          * @method
          * @name woo#editOrder
+         * @description edit a trade order
          * @see https://docs.woo.org/#edit-order
          * @see https://docs.woo.org/#edit-order-by-client_order_id
          * @see https://docs.woo.org/#edit-algo-order
          * @see https://docs.woo.org/#edit-algo-order-by-client_order_id
-         * @description edit a trade order
          * @param {string} id order id
          * @param {string} symbol unified symbol of the market to create an order in
          * @param {string} type 'market' or 'limit'
@@ -965,6 +988,9 @@ export default class woo extends Exchange {
          * @param {float} [params.triggerPrice] The price a trigger order is triggered at
          * @param {float} [params.stopLossPrice] price to trigger stop-loss orders
          * @param {float} [params.takeProfitPrice] price to trigger take-profit orders
+         * @param {string} [params.trailingAmount] the quote amount to trail away from the current market price
+         * @param {string} [params.trailingPercent] the percent to trail away from the current market price
+         * @param {string} [params.trailingTriggerPrice] the price to trigger a trailing order, default uses the price argument
          * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
          */
         await this.loadMarkets();
@@ -986,8 +1012,26 @@ export default class woo extends Exchange {
         if (stopPrice !== undefined) {
             request['triggerPrice'] = this.priceToPrecision(symbol, stopPrice);
         }
-        params = this.omit(params, ['clOrdID', 'clientOrderId', 'client_order_id', 'stopPrice', 'triggerPrice', 'takeProfitPrice', 'stopLossPrice']);
-        const isStop = (stopPrice !== undefined) || (this.safeValue(params, 'childOrders') !== undefined);
+        const trailingTriggerPrice = this.safeString2(params, 'trailingTriggerPrice', 'activatedPrice', price);
+        const trailingAmount = this.safeString2(params, 'trailingAmount', 'callbackValue');
+        const trailingPercent = this.safeString2(params, 'trailingPercent', 'callbackRate');
+        const isTrailingAmountOrder = trailingAmount !== undefined;
+        const isTrailingPercentOrder = trailingPercent !== undefined;
+        const isTrailing = isTrailingAmountOrder || isTrailingPercentOrder;
+        if (isTrailing) {
+            if (trailingTriggerPrice !== undefined) {
+                request['activatedPrice'] = this.priceToPrecision(symbol, trailingTriggerPrice);
+            }
+            if (isTrailingAmountOrder) {
+                request['callbackValue'] = trailingAmount;
+            }
+            else if (isTrailingPercentOrder) {
+                const convertedTrailingPercent = Precise.stringDiv(trailingPercent, '100');
+                request['callbackRate'] = convertedTrailingPercent;
+            }
+        }
+        params = this.omit(params, ['clOrdID', 'clientOrderId', 'client_order_id', 'stopPrice', 'triggerPrice', 'takeProfitPrice', 'stopLossPrice', 'trailingTriggerPrice', 'trailingAmount', 'trailingPercent']);
+        const isStop = isTrailing || (stopPrice !== undefined) || (this.safeValue(params, 'childOrders') !== undefined);
         let response = undefined;
         if (isByClientOrder) {
             request['client_order_id'] = clientOrderIdExchangeSpecific;
@@ -1187,9 +1231,9 @@ export default class woo extends Exchange {
         /**
          * @method
          * @name woo#fetchOrders
+         * @description fetches information on multiple orders made by the user
          * @see https://docs.woo.org/#get-orders
          * @see https://docs.woo.org/#get-algo-orders
-         * @description fetches information on multiple orders made by the user
          * @param {string} symbol unified market symbol of the market orders were made in
          * @param {int} [since] the earliest time in ms to fetch orders for
          * @param {int} [limit] the maximum number of order structures to retrieve
@@ -1197,19 +1241,21 @@ export default class woo extends Exchange {
          * @param {boolean} [params.stop] whether the order is a stop/algo order
          * @param {boolean} [params.isTriggered] whether the order has been triggered (false by default)
          * @param {string} [params.side] 'buy' or 'sell'
+         * @param {boolean} [params.trailing] set to true if you want to fetch trailing orders
          * @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
          */
         await this.loadMarkets();
         const request = {};
         let market = undefined;
         const stop = this.safeValue(params, 'stop');
-        params = this.omit(params, 'stop');
+        const trailing = this.safeValue(params, 'trailing', false);
+        params = this.omit(params, ['stop', 'trailing']);
         if (symbol !== undefined) {
             market = this.market(symbol);
             request['symbol'] = market['id'];
         }
         if (since !== undefined) {
-            if (stop) {
+            if (stop || trailing) {
                 request['createdTimeStart'] = since;
             }
             else {
@@ -1219,8 +1265,11 @@ export default class woo extends Exchange {
         if (stop) {
             request['algoType'] = 'stop';
         }
+        else if (trailing) {
+            request['algoType'] = 'TRAILING_STOP';
+        }
         let response = undefined;
-        if (stop) {
+        if (stop || trailing) {
             response = await this.v3PrivateGetAlgoOrders(this.extend(request, params));
         }
         else {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ccxt",
-  "version": "4.2.5",
+  "version": "4.2.6",
   "description": "A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 100+ exchanges",
   "unpkg": "dist/ccxt.browser.js",
   "type": "module",