ccxt 4.2.69 → 4.2.71

package/js/src/pro/hyperliquid.js

@@ -0,0 +1,557 @@
+// ----------------------------------------------------------------------------
+
+// PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
+// https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
+// EDIT THE CORRESPONDENT .ts FILE INSTEAD
+
+//  ---------------------------------------------------------------------------
+import hyperliquidRest from '../hyperliquid.js';
+import { ExchangeError } from '../base/errors.js';
+import { ArrayCache, ArrayCacheByTimestamp, ArrayCacheBySymbolById } from '../base/ws/Cache.js';
+//  ---------------------------------------------------------------------------
+export default class hyperliquid extends hyperliquidRest {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'watchBalance': false,
+                'watchMyTrades': true,
+                'watchOHLCV': true,
+                'watchOrderBook': true,
+                'watchOrders': true,
+                'watchTicker': false,
+                'watchTickers': false,
+                'watchTrades': true,
+                'watchPosition': false,
+            },
+            'urls': {
+                'api': {
+                    'ws': {
+                        'public': 'wss://api.hyperliquid.xyz/ws',
+                    },
+                },
+                'test': {
+                    'ws': {
+                        'public': 'wss://api.hyperliquid-testnet.xyz/ws',
+                    },
+                },
+            },
+            'options': {},
+            'streaming': {
+                'ping': this.ping,
+                'keepAlive': 20000,
+            },
+            'exceptions': {
+                'ws': {
+                    'exact': {},
+                },
+            },
+        });
+    }
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name hyperliquid#watchOrderBook
+         * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+         * @param {string} symbol unified symbol of the market to fetch the order book for
+         * @param {int} [limit] the maximum amount of order book entries to return
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const messageHash = 'orderbook:' + symbol;
+        const url = this.urls['api']['ws']['public'];
+        const request = {
+            'method': 'subscribe',
+            'subscription': {
+                'type': 'l2Book',
+                'coin': market['base'],
+            },
+        };
+        const message = this.extend(request, params);
+        const orderbook = await this.watch(url, messageHash, message, messageHash);
+        return orderbook.limit();
+    }
+    handleOrderBook(client, message) {
+        //
+        //     {
+        //         "channel": "l2Book",
+        //         "data": {
+        //             "coin": "BTC",
+        //             "time": 1710131872708,
+        //             "levels": [
+        //                 [
+        //                     {
+        //                         "px": "68674.0",
+        //                         "sz": "0.97139",
+        //                         "n": 4
+        //                     }
+        //                 ],
+        //                 [
+        //                     {
+        //                         "px": "68675.0",
+        //                         "sz": "0.04396",
+        //                         "n": 1
+        //                     }
+        //                 ]
+        //             ]
+        //         }
+        //     }
+        //
+        const entry = this.safeDict(message, 'data', {});
+        const coin = this.safeString(entry, 'coin');
+        const marketId = coin + '/USDC:USDC';
+        const market = this.market(marketId);
+        const symbol = market['symbol'];
+        const rawData = this.safeList(entry, 'levels', []);
+        const data = {
+            'bids': this.safeList(rawData, 0, []),
+            'asks': this.safeList(rawData, 1, []),
+        };
+        const timestamp = this.safeInteger(entry, 'time');
+        const snapshot = this.parseOrderBook(data, symbol, timestamp, 'bids', 'asks', 'px', 'sz');
+        if (!(symbol in this.orderbooks)) {
+            const ob = this.orderBook(snapshot);
+            this.orderbooks[symbol] = ob;
+        }
+        const orderbook = this.orderbooks[symbol];
+        orderbook.reset(snapshot);
+        const messageHash = 'orderbook:' + symbol;
+        client.resolve(orderbook, messageHash);
+    }
+    async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name hyperliquid#watchMyTrades
+         * @description watches information on multiple trades 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
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {string} [params.user] user address, will default to this.walletAddress if not provided
+         * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure
+         */
+        let userAddress = undefined;
+        [userAddress, params] = this.handlePublicAddress('watchMyTrades', params);
+        await this.loadMarkets();
+        let messageHash = 'myTrades';
+        if (symbol !== undefined) {
+            symbol = this.symbol(symbol);
+            messageHash += ':' + symbol;
+        }
+        const url = this.urls['api']['ws']['public'];
+        const request = {
+            'method': 'subscribe',
+            'subscription': {
+                'type': 'userFills',
+                'user': userAddress,
+            },
+        };
+        const message = this.extend(request, params);
+        const trades = await this.watch(url, messageHash, message, messageHash);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
+    }
+    handleMyTrades(client, message) {
+        //
+        //     {
+        //         "channel": "userFills",
+        //         "data": {
+        //             "isSnapshot": true,
+        //             "user": "0x15f43d1f2dee81424afd891943262aa90f22cc2a",
+        //             "fills": [
+        //                 {
+        //                     "coin": "BTC",
+        //                     "px": "72528.0",
+        //                     "sz": "0.11693",
+        //                     "side": "A",
+        //                     "time": 1710208712815,
+        //                     "startPosition": "0.11693",
+        //                     "dir": "Close Long",
+        //                     "closedPnl": "-0.81851",
+        //                     "hash": "0xc5adaf35f8402750c218040b0a7bc301130051521273b6f398b3caad3e1f3f5f",
+        //                     "oid": 7484888874,
+        //                     "crossed": true,
+        //                     "fee": "2.968244",
+        //                     "liquidationMarkPx": null,
+        //                     "tid": 567547935839686,
+        //                     "cloid": null
+        //                 }
+        //             ]
+        //         }
+        //     }
+        //
+        const entry = this.safeDict(message, 'data', {});
+        if (this.myTrades === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            this.myTrades = new ArrayCacheBySymbolById(limit);
+        }
+        const trades = this.myTrades;
+        const symbols = {};
+        const data = this.safeList(entry, 'fills', []);
+        const dataLength = data.length;
+        if (dataLength === 0) {
+            return;
+        }
+        for (let i = 0; i < data.length; i++) {
+            const rawTrade = data[i];
+            const parsed = this.parseWsTrade(rawTrade);
+            const symbol = parsed['symbol'];
+            symbols[symbol] = true;
+            trades.append(parsed);
+        }
+        const keys = Object.keys(symbols);
+        for (let i = 0; i < keys.length; i++) {
+            const currentMessageHash = 'myTrades:' + keys[i];
+            client.resolve(trades, currentMessageHash);
+        }
+        // non-symbol specific
+        const messageHash = 'myTrades';
+        client.resolve(trades, messageHash);
+    }
+    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name hyperliquid#watchTrades
+         * @description watches information on multiple trades made in a market
+         * @param {string} symbol unified market symbol of the market trades were made in
+         * @param {int} [since] the earliest time in ms to fetch trades for
+         * @param {int} [limit] the maximum number of trade structures to retrieve
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const messageHash = 'trade:' + symbol;
+        const url = this.urls['api']['ws']['public'];
+        const request = {
+            'method': 'subscribe',
+            'subscription': {
+                'type': 'trades',
+                'coin': market['base'],
+            },
+        };
+        const message = this.extend(request, params);
+        const trades = await this.watch(url, messageHash, message, messageHash);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    handleTrades(client, message) {
+        //
+        //     {
+        //         "channel": "trades",
+        //         "data": [
+        //             {
+        //                 "coin": "BTC",
+        //                 "side": "A",
+        //                 "px": "68517.0",
+        //                 "sz": "0.005",
+        //                 "time": 1710125266669,
+        //                 "hash": "0xc872699f116e012186620407fc08a802015e0097c5cce74710697f7272e6e959",
+        //                 "tid": 981894269203506
+        //             }
+        //         ]
+        //     }
+        //
+        const entry = this.safeList(message, 'data', []);
+        const first = this.safeDict(entry, 0, {});
+        const coin = this.safeString(first, 'coin');
+        const marketId = coin + '/USDC:USDC';
+        const market = this.market(marketId);
+        const symbol = market['symbol'];
+        if (!(symbol in this.trades)) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            const stored = new ArrayCache(limit);
+            this.trades[symbol] = stored;
+        }
+        const trades = this.trades[symbol];
+        for (let i = 0; i < entry.length; i++) {
+            const data = this.safeDict(entry, i);
+            const trade = this.parseWsTrade(data);
+            trades.append(trade);
+        }
+        const messageHash = 'trade:' + symbol;
+        client.resolve(trades, messageHash);
+    }
+    parseWsTrade(trade, market = undefined) {
+        //
+        // fetchMyTrades
+        //
+        //     {
+        //         "coin": "BTC",
+        //         "px": "72528.0",
+        //         "sz": "0.11693",
+        //         "side": "A",
+        //         "time": 1710208712815,
+        //         "startPosition": "0.11693",
+        //         "dir": "Close Long",
+        //         "closedPnl": "-0.81851",
+        //         "hash": "0xc5adaf35f8402750c218040b0a7bc301130051521273b6f398b3caad3e1f3f5f",
+        //         "oid": 7484888874,
+        //         "crossed": true,
+        //         "fee": "2.968244",
+        //         "liquidationMarkPx": null,
+        //         "tid": 567547935839686,
+        //         "cloid": null
+        //     }
+        //
+        // fetchTrades
+        //
+        //     {
+        //         "coin": "BTC",
+        //         "side": "A",
+        //         "px": "68517.0",
+        //         "sz": "0.005",
+        //         "time": 1710125266669,
+        //         "hash": "0xc872699f116e012186620407fc08a802015e0097c5cce74710697f7272e6e959",
+        //         "tid": 981894269203506
+        //     }
+        //
+        const timestamp = this.safeInteger(trade, 'time');
+        const price = this.safeString(trade, 'px');
+        const amount = this.safeString(trade, 'sz');
+        const coin = this.safeString(trade, 'coin');
+        const marketId = coin + '/USDC:USDC';
+        market = this.safeMarket(marketId, undefined);
+        const symbol = market['symbol'];
+        const id = this.safeString(trade, 'tid');
+        let side = this.safeString(trade, 'side');
+        if (side !== undefined) {
+            side = (side === 'A') ? 'sell' : 'buy';
+        }
+        const fee = this.safeString(trade, 'fee');
+        return this.safeTrade({
+            'info': trade,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'symbol': symbol,
+            'id': id,
+            'order': undefined,
+            'type': undefined,
+            'side': side,
+            'takerOrMaker': undefined,
+            'price': price,
+            'amount': amount,
+            'cost': undefined,
+            'fee': { 'cost': fee, 'currency': 'USDC' },
+        }, market);
+    }
+    async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name hyperliquid#watchOHLCV
+         * @description watches historical candlestick data containing the open, high, low, close price, and the volume of a market
+         * @param {string} symbol unified symbol of the market to fetch OHLCV data for
+         * @param {string} timeframe the length of time each candle represents
+         * @param {int} [since] timestamp in ms of the earliest candle to fetch
+         * @param {int} [limit] the maximum amount of candles to fetch
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        symbol = market['symbol'];
+        const url = this.urls['api']['ws']['public'];
+        const request = {
+            'method': 'subscribe',
+            'subscription': {
+                'type': 'candle',
+                'coin': market['base'],
+                'interval': timeframe,
+            },
+        };
+        const messageHash = 'candles:' + timeframe + ':' + symbol;
+        const message = this.extend(request, params);
+        const ohlcv = await this.watch(url, messageHash, message, messageHash);
+        if (this.newUpdates) {
+            limit = ohlcv.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
+    }
+    handleOHLCV(client, message) {
+        //
+        //     {
+        //         channel: 'candle',
+        //         data: {
+        //             t: 1710146280000,
+        //             T: 1710146339999,
+        //             s: 'BTC',
+        //             i: '1m',
+        //             o: '71400.0',
+        //             c: '71411.0',
+        //             h: '71422.0',
+        //             l: '71389.0',
+        //             v: '1.20407',
+        //             n: 20
+        //         }
+        //     }
+        //
+        const data = this.safeDict(message, 'data', {});
+        const base = this.safeString(data, 's');
+        const symbol = base + '/USDC:USDC';
+        const timeframe = this.safeString(data, 'i');
+        if (!(symbol in this.ohlcvs)) {
+            this.ohlcvs[symbol] = {};
+        }
+        if (!(timeframe in this.ohlcvs[symbol])) {
+            const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
+            const stored = new ArrayCacheByTimestamp(limit);
+            this.ohlcvs[symbol][timeframe] = stored;
+        }
+        const ohlcv = this.ohlcvs[symbol][timeframe];
+        const parsed = this.parseOHLCV(data);
+        ohlcv.append(parsed);
+        const messageHash = 'candles:' + timeframe + ':' + symbol;
+        client.resolve(ohlcv, messageHash);
+    }
+    async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name hyperliquid#watchOrders
+         * @description watches 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
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {string} [params.user] user address, will default to this.walletAddress if not provided
+         * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure
+         */
+        await this.loadMarkets();
+        let userAddress = undefined;
+        [userAddress, params] = this.handlePublicAddress('watchOrders', params);
+        let market = undefined;
+        let messageHash = 'order';
+        if (symbol !== undefined) {
+            market = this.market(symbol);
+            symbol = market['symbol'];
+            messageHash = messageHash + ':' + symbol;
+        }
+        const url = this.urls['api']['ws']['public'];
+        const request = {
+            'method': 'subscribe',
+            'subscription': {
+                'type': 'orderUpdates',
+                'user': userAddress,
+            },
+        };
+        const message = this.extend(request, params);
+        const orders = await this.watch(url, messageHash, message, messageHash);
+        if (this.newUpdates) {
+            limit = orders.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
+    }
+    handleOrder(client, message) {
+        //
+        //     {
+        //         channel: 'orderUpdates',
+        //         data: [
+        //             {
+        //                 order: {
+        //                     coin: 'BTC',
+        //                     side: 'B',
+        //                     limitPx: '30000.0',
+        //                     sz: '0.001',
+        //                     oid: 7456484275,
+        //                     timestamp: 1710163596492,
+        //                     origSz: '0.001'
+        //                 },
+        //                 status: 'open',
+        //                 statusTimestamp: 1710163596492
+        //             }
+        //         ]
+        //     }
+        //
+        const data = this.safeList(message, 'data', []);
+        if (this.orders === undefined) {
+            const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
+            this.orders = new ArrayCacheBySymbolById(limit);
+        }
+        const dataLength = data.length;
+        if (dataLength === 0) {
+            return;
+        }
+        const stored = this.orders;
+        const messageHash = 'order';
+        const marketSymbols = {};
+        for (let i = 0; i < data.length; i++) {
+            const rawOrder = data[i];
+            const order = this.parseOrder(rawOrder);
+            stored.append(order);
+            const symbol = this.safeString(order, 'symbol');
+            marketSymbols[symbol] = true;
+        }
+        const keys = Object.keys(marketSymbols);
+        for (let i = 0; i < keys.length; i++) {
+            const symbol = keys[i];
+            const innerMessageHash = messageHash + ':' + symbol;
+            client.resolve(stored, innerMessageHash);
+        }
+        client.resolve(stored, messageHash);
+    }
+    handleErrorMessage(client, message) {
+        //
+        //     {
+        //         "channel": "error",
+        //         "data": "Error parsing JSON into valid websocket request: { \"type\": \"allMids\" }"
+        //     }
+        //
+        const channel = this.safeString(message, 'channel', '');
+        const ret_msg = this.safeString(message, 'data', '');
+        if (channel === 'error') {
+            throw new ExchangeError(this.id + ' ' + ret_msg);
+        }
+        else {
+            return false;
+        }
+    }
+    handleMessage(client, message) {
+        if (this.handleErrorMessage(client, message)) {
+            return;
+        }
+        const topic = this.safeString(message, 'channel', '');
+        const methods = {
+            'pong': this.handlePong,
+            'trades': this.handleTrades,
+            'l2Book': this.handleOrderBook,
+            'candle': this.handleOHLCV,
+            'orderUpdates': this.handleOrder,
+            'userFills': this.handleMyTrades,
+        };
+        const exacMethod = this.safeValue(methods, topic);
+        if (exacMethod !== undefined) {
+            exacMethod.call(this, client, message);
+            return;
+        }
+        const keys = Object.keys(methods);
+        for (let i = 0; i < keys.length; i++) {
+            const key = keys[i];
+            if (topic.indexOf(keys[i]) >= 0) {
+                const method = methods[key];
+                method.call(this, client, message);
+                return;
+            }
+        }
+    }
+    ping(client) {
+        return {
+            'method': 'ping',
+        };
+    }
+    handlePong(client, message) {
+        //
+        //   {
+        //       "channel": "pong"
+        //   }
+        //
+        client.lastPong = this.safeInteger(message, 'pong');
+        return message;
+    }
+}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ccxt",
-  "version": "4.2.69",
+  "version": "4.2.71",
   "description": "A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 100+ exchanges",
   "unpkg": "dist/ccxt.browser.js",
   "type": "module",