ccxt 4.2.7 → 4.2.8

package/js/src/bybit.js

@@ -3502,6 +3502,7 @@ export default class bybit extends Exchange {
          * @name bybit#createOrder
          * @description create a trade order
          * @see https://bybit-exchange.github.io/docs/v5/order/create-order
+         * @see https://bybit-exchange.github.io/docs/v5/position/trading-stop
          * @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'
@@ -3523,6 +3524,8 @@ export default class bybit extends Exchange {
          * @param {float} [params.takeProfit.triggerPrice] take profit trigger price
          * @param {object} [params.stopLoss] *stopLoss object in params* containing the triggerPrice at which the attached stop loss order will be triggered
          * @param {float} [params.stopLoss.triggerPrice] stop loss trigger price
+         * @param {string} [params.trailingAmount] the quote amount 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();
@@ -3533,8 +3536,16 @@ export default class bybit extends Exchange {
         if (isUsdcSettled && !isUnifiedAccount) {
             return await this.createUsdcOrder(symbol, type, side, amount, price, params);
         }
+        const trailingAmount = this.safeString2(params, 'trailingAmount', 'trailingStop');
+        const isTrailingAmountOrder = trailingAmount !== undefined;
         const orderRequest = this.createOrderRequest(symbol, type, side, amount, price, params);
-        const response = await this.privatePostV5OrderCreate(orderRequest); // already extended inside createOrderRequest
+        let response = undefined;
+        if (isTrailingAmountOrder) {
+            response = await this.privatePostV5PositionTradingStop(orderRequest);
+        }
+        else {
+            response = await this.privatePostV5OrderCreate(orderRequest); // already extended inside createOrderRequest
+        }
         //
         //     {
         //         "retCode": 0,
@@ -3644,12 +3655,21 @@ export default class bybit extends Exchange {
         const takeProfitTriggerPrice = this.safeValue(params, 'takeProfitPrice');
         const stopLoss = this.safeValue(params, 'stopLoss');
         const takeProfit = this.safeValue(params, 'takeProfit');
+        const trailingTriggerPrice = this.safeString2(params, 'trailingTriggerPrice', 'activePrice', price);
+        const trailingAmount = this.safeString2(params, 'trailingAmount', 'trailingStop');
+        const isTrailingAmountOrder = trailingAmount !== undefined;
         const isStopLossTriggerOrder = stopLossTriggerPrice !== undefined;
         const isTakeProfitTriggerOrder = takeProfitTriggerPrice !== undefined;
         const isStopLoss = stopLoss !== undefined;
         const isTakeProfit = takeProfit !== undefined;
         const isBuy = side === 'buy';
-        if (triggerPrice !== undefined) {
+        if (isTrailingAmountOrder) {
+            if (trailingTriggerPrice !== undefined) {
+                request['activePrice'] = this.priceToPrecision(symbol, trailingTriggerPrice);
+            }
+            request['trailingStop'] = trailingAmount;
+        }
+        else if (triggerPrice !== undefined) {
             const triggerDirection = this.safeString(params, 'triggerDirection');
             params = this.omit(params, ['triggerPrice', 'stopPrice', 'triggerDirection']);
             if (market['spot']) {
@@ -3704,7 +3724,7 @@ export default class bybit extends Exchange {
             // mandatory field for options
             request['orderLinkId'] = this.uuid16();
         }
-        params = this.omit(params, ['stopPrice', 'timeInForce', 'stopLossPrice', 'takeProfitPrice', 'postOnly', 'clientOrderId', 'triggerPrice', 'stopLoss', 'takeProfit']);
+        params = this.omit(params, ['stopPrice', 'timeInForce', 'stopLossPrice', 'takeProfitPrice', 'postOnly', 'clientOrderId', 'triggerPrice', 'stopLoss', 'takeProfit', 'trailingAmount', 'trailingTriggerPrice']);
         return this.extend(request, params);
     }
     async createOrders(orders, params = {}) {

package/js/src/okx.js

@@ -2590,6 +2590,8 @@ export default class okx extends Exchange {
         const stopLossDefined = (stopLoss !== undefined);
         const takeProfit = this.safeValue(params, 'takeProfit');
         const takeProfitDefined = (takeProfit !== undefined);
+        const trailingPercent = this.safeString2(params, 'trailingPercent', 'callbackRatio');
+        const isTrailingPercentOrder = trailingPercent !== undefined;
         const defaultMarginMode = this.safeString2(this.options, 'defaultMarginMode', 'marginMode', 'cross');
         let marginMode = this.safeString2(params, 'marginMode', 'tdMode'); // cross or isolated, tdMode not ommited so as to be extended into the request
         let margin = false;
@@ -2622,7 +2624,7 @@ export default class okx extends Exchange {
         const isMarketOrder = type === 'market';
         let postOnly = false;
         [postOnly, params] = this.handlePostOnly(isMarketOrder, type === 'post_only', params);
-        params = this.omit(params, ['currency', 'ccy', 'marginMode', 'timeInForce', 'stopPrice', 'triggerPrice', 'clientOrderId', 'stopLossPrice', 'takeProfitPrice', 'slOrdPx', 'tpOrdPx', 'margin', 'stopLoss', 'takeProfit']);
+        params = this.omit(params, ['currency', 'ccy', 'marginMode', 'timeInForce', 'stopPrice', 'triggerPrice', 'clientOrderId', 'stopLossPrice', 'takeProfitPrice', 'slOrdPx', 'tpOrdPx', 'margin', 'stopLoss', 'takeProfit', 'trailingPercent']);
         const ioc = (timeInForce === 'IOC') || (type === 'ioc');
         const fok = (timeInForce === 'FOK') || (type === 'fok');
         const trigger = (triggerPrice !== undefined) || (type === 'trigger');
@@ -2681,7 +2683,12 @@ export default class okx extends Exchange {
         else if (fok) {
             request['ordType'] = 'fok';
         }
-        if (stopLossDefined || takeProfitDefined) {
+        if (isTrailingPercentOrder) {
+            const convertedTrailingPercent = Precise.stringDiv(trailingPercent, '100');
+            request['callbackRatio'] = convertedTrailingPercent;
+            request['ordType'] = 'move_order_stop';
+        }
+        else if (stopLossDefined || takeProfitDefined) {
             if (stopLossDefined) {
                 const stopLossTriggerPrice = this.safeValueN(stopLoss, ['triggerPrice', 'stopPrice', 'slTriggerPx']);
                 if (stopLossTriggerPrice === undefined) {
@@ -2825,6 +2832,7 @@ export default class okx extends Exchange {
          * @param {float} [params.stopLoss.price] used for stop loss limit orders, not used for stop loss market price orders
          * @param {string} [params.stopLoss.type] 'market' or 'limit' used to specify the stop loss price type
          * @param {string} [params.positionSide] if position mode is one-way: set to 'net', if position mode is hedge-mode: set to 'long' or 'short'
+         * @param {string} [params.trailingPercent] the percent to trail away from the current market price
          * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
          */
         await this.loadMarkets();
@@ -2832,7 +2840,7 @@ export default class okx extends Exchange {
         let request = this.createOrderRequest(symbol, type, side, amount, price, params);
         let method = this.safeString(this.options, 'createOrder', 'privatePostTradeBatchOrders');
         const requestOrdType = this.safeString(request, 'ordType');
-        if ((requestOrdType === 'trigger') || (requestOrdType === 'conditional') || (type === 'oco') || (type === 'move_order_stop') || (type === 'iceberg') || (type === 'twap')) {
+        if ((requestOrdType === 'trigger') || (requestOrdType === 'conditional') || (requestOrdType === 'move_order_stop') || (type === 'move_order_stop') || (type === 'oco') || (type === 'iceberg') || (type === 'twap')) {
             method = 'privatePostTradeOrderAlgo';
         }
         if ((method !== 'privatePostTradeOrder') && (method !== 'privatePostTradeOrderAlgo') && (method !== 'privatePostTradeBatchOrders')) {
@@ -3029,17 +3037,20 @@ export default class okx extends Exchange {
          * @name okx#cancelOrder
          * @description cancels an open order
          * @see https://www.okx.com/docs-v5/en/#order-book-trading-trade-post-cancel-order
+         * @see https://www.okx.com/docs-v5/en/#order-book-trading-algo-trading-post-cancel-algo-order
          * @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 {boolean} [params.trigger] true if trigger orders
+         * @param {boolean} [params.trailing] set to true if you want to cancel a trailing order
          * @returns {object} An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
          */
         if (symbol === undefined) {
             throw new ArgumentsRequired(this.id + ' cancelOrder() requires a symbol argument');
         }
         const stop = this.safeValue2(params, 'stop', 'trigger');
-        if (stop) {
+        const trailing = this.safeValue(params, 'trailing', false);
+        if (stop || trailing) {
             const orderInner = await this.cancelOrders([id], symbol, params);
             return this.safeValue(orderInner, 0);
         }
@@ -3090,6 +3101,7 @@ export default class okx extends Exchange {
          * @param {string} symbol unified market symbol
          * @param {object} [params] extra parameters specific to the exchange API endpoint
          * @param {boolean} [params.trigger] whether the order is a stop/trigger order
+         * @param {boolean} [params.trailing] set to true if you want to cancel trailing orders
          * @returns {object} an list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
          */
         // TODO : the original endpoint signature differs, according to that you can skip individual symbol and assign ids in batch. At this moment, `params` is not being used too.
@@ -3105,7 +3117,8 @@ export default class okx extends Exchange {
         const clientOrderIds = this.parseIds(this.safeValue2(params, 'clOrdId', 'clientOrderId'));
         const algoIds = this.parseIds(this.safeValue(params, 'algoId'));
         const stop = this.safeValue2(params, 'stop', 'trigger');
-        if (stop) {
+        const trailing = this.safeValue(params, 'trailing', false);
+        if (stop || trailing) {
             method = 'privatePostTradeCancelAlgos';
         }
         if (clientOrderIds === undefined) {
@@ -3119,7 +3132,7 @@ export default class okx extends Exchange {
                 }
             }
             for (let i = 0; i < ids.length; i++) {
-                if (stop) {
+                if (trailing || stop) {
                     request.push({
                         'algoId': ids[i],
                         'instId': market['id'],
@@ -3558,7 +3571,6 @@ export default class okx extends Exchange {
         /**
          * @method
          * @name okx#fetchOpenOrders
-         * @description Fetch orders that are still open
          * @description fetch all unfilled currently open orders
          * @see https://www.okx.com/docs-v5/en/#order-book-trading-trade-get-order-list
          * @see https://www.okx.com/docs-v5/en/#order-book-trading-algo-trading-get-algo-order-list
@@ -3571,6 +3583,7 @@ export default class okx extends Exchange {
          * @param {string} [params.ordType] "conditional", "oco", "trigger", "move_order_stop", "iceberg", or "twap"
          * @param {string} [params.algoId] Algo ID "'433845797218942976'"
          * @param {boolean} [params.paginate] default false, when true will automatically paginate by calling this endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
+         * @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();
@@ -3603,15 +3616,21 @@ export default class okx extends Exchange {
         let method = this.safeString(params, 'method', defaultMethod);
         const ordType = this.safeString(params, 'ordType');
         const stop = this.safeValue2(params, 'stop', 'trigger');
-        if (stop || (ordType in algoOrderTypes)) {
+        const trailing = this.safeValue(params, 'trailing', false);
+        if (trailing || stop || (ordType in algoOrderTypes)) {
             method = 'privateGetTradeOrdersAlgoPending';
+        }
+        if (trailing) {
+            request['ordType'] = 'move_order_stop';
+        }
+        else if (stop || (ordType in algoOrderTypes)) {
             if (stop) {
                 if (ordType === undefined) {
                     throw new ArgumentsRequired(this.id + ' fetchOpenOrders() requires an "ordType" string parameter, "conditional", "oco", "trigger", "move_order_stop", "iceberg", or "twap"');
                 }
             }
         }
-        const query = this.omit(params, ['method', 'stop', 'trigger']);
+        const query = this.omit(params, ['method', 'stop', 'trigger', 'trailing']);
         let response = undefined;
         if (method === 'privateGetTradeOrdersAlgoPending') {
             response = await this.privateGetTradeOrdersAlgoPending(this.extend(request, query));
@@ -3732,6 +3751,7 @@ export default class okx extends Exchange {
          * @param {string} [params.ordType] "conditional", "oco", "trigger", "move_order_stop", "iceberg", or "twap"
          * @param {string} [params.algoId] Algo ID "'433845797218942976'"
          * @param {int} [params.until] timestamp in ms to fetch orders for
+         * @param {boolean} [params.trailing] set to true if you want to fetch trailing orders
          * @returns {object} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
          */
         await this.loadMarkets();
@@ -3765,7 +3785,12 @@ export default class okx extends Exchange {
         let method = this.safeString(params, 'method', defaultMethod);
         const ordType = this.safeString(params, 'ordType');
         const stop = this.safeValue2(params, 'stop', 'trigger');
-        if (stop || (ordType in algoOrderTypes)) {
+        const trailing = this.safeValue(params, 'trailing', false);
+        if (trailing) {
+            method = 'privateGetTradeOrdersAlgoHistory';
+            request['ordType'] = 'move_order_stop';
+        }
+        else if (stop || (ordType in algoOrderTypes)) {
             method = 'privateGetTradeOrdersAlgoHistory';
             const algoId = this.safeString(params, 'algoId');
             if (algoId !== undefined) {
@@ -3776,7 +3801,6 @@ export default class okx extends Exchange {
                 if (ordType === undefined) {
                     throw new ArgumentsRequired(this.id + ' fetchCanceledOrders() requires an "ordType" string parameter, "conditional", "oco", "trigger", "move_order_stop", "iceberg", or "twap"');
                 }
-                request['ordType'] = ordType;
             }
         }
         else {
@@ -3789,7 +3813,7 @@ export default class okx extends Exchange {
                 query = this.omit(query, ['until', 'till']);
             }
         }
-        const send = this.omit(query, ['method', 'stop', 'ordType', 'trigger']);
+        const send = this.omit(query, ['method', 'stop', 'trigger', 'trailing']);
         let response = undefined;
         if (method === 'privateGetTradeOrdersAlgoHistory') {
             response = await this.privateGetTradeOrdersAlgoHistory(this.extend(request, send));
@@ -3917,6 +3941,7 @@ export default class okx extends Exchange {
          * @param {int} [params.until] timestamp in ms to fetch orders for
          * @param {boolean} [params.paginate] default false, when true will automatically paginate by calling this endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
          * @param {string} [params.method] method to be used, either 'privateGetTradeOrdersHistory', 'privateGetTradeOrdersHistoryArchive' or 'privateGetTradeOrdersAlgoHistory' default is 'privateGetTradeOrdersHistory'
+         * @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();
@@ -3954,14 +3979,20 @@ export default class okx extends Exchange {
         let method = this.safeString(params, 'method', defaultMethod);
         const ordType = this.safeString(params, 'ordType');
         const stop = this.safeValue2(params, 'stop', 'trigger');
-        if (stop || (ordType in algoOrderTypes)) {
+        const trailing = this.safeValue(params, 'trailing', false);
+        if (trailing || stop || (ordType in algoOrderTypes)) {
             method = 'privateGetTradeOrdersAlgoHistory';
+            request['state'] = 'effective';
+        }
+        if (trailing) {
+            request['ordType'] = 'move_order_stop';
+        }
+        else if (stop || (ordType in algoOrderTypes)) {
             if (stop) {
                 if (ordType === undefined) {
                     throw new ArgumentsRequired(this.id + ' fetchClosedOrders() requires an "ordType" string parameter, "conditional", "oco", "trigger", "move_order_stop", "iceberg", or "twap"');
                 }
             }
-            request['state'] = 'effective';
         }
         else {
             if (since !== undefined) {
@@ -3974,7 +4005,7 @@ export default class okx extends Exchange {
             }
             request['state'] = 'filled';
         }
-        const send = this.omit(query, ['method', 'stop', 'trigger']);
+        const send = this.omit(query, ['method', 'stop', 'trigger', 'trailing']);
         let response = undefined;
         if (method === 'privateGetTradeOrdersAlgoHistory') {
             response = await this.privateGetTradeOrdersAlgoHistory(this.extend(request, send));

package/js/src/pro/coinbasepro.js

@@ -124,8 +124,7 @@ export default class coinbasepro extends coinbaseproRest {
     async watchTickers(symbols = undefined, params = {}) {
         /**
          * @method
-         * @name okx#watchTickers
-         * @see https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-tickers-channel
+         * @name coinbasepro#watchTickers
          * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
          * @param {string[]} [symbols] unified symbol of the market to fetch the ticker for
          * @param {object} [params] extra parameters specific to the exchange API endpoint

package/js/src/pro/cryptocom.js

@@ -92,13 +92,19 @@ export default class cryptocom extends cryptocomRest {
         await this.loadMarkets();
         symbols = this.marketSymbols(symbols);
         const topics = [];
+        const messageHashes = [];
+        if (!limit) {
+            limit = 150;
+        }
         for (let i = 0; i < symbols.length; i++) {
             const symbol = symbols[i];
             const market = this.market(symbol);
-            const currentTopic = 'book' + '.' + market['id'];
+            const currentTopic = 'book' + '.' + market['id'] + '.' + limit;
+            const messageHash = 'orderbook:' + market['symbol'];
+            messageHashes.push(messageHash);
             topics.push(currentTopic);
         }
-        const orderbook = await this.watchPublicMultiple(topics, topics, params);
+        const orderbook = await this.watchPublicMultiple(messageHashes, topics, params);
         return orderbook.limit();
     }
     handleOrderBookSnapshot(client, message) {
@@ -123,7 +129,6 @@ export default class cryptocom extends cryptocomRest {
         //      ]
         // }
         //
-        const messageHash = this.safeString(message, 'subscription');
         const marketId = this.safeString(message, 'instrument_name');
         const market = this.safeMarket(marketId);
         const symbol = market['symbol'];
@@ -139,6 +144,7 @@ export default class cryptocom extends cryptocomRest {
         }
         orderbook.reset(snapshot);
         this.orderbooks[symbol] = orderbook;
+        const messageHash = 'orderbook:' + symbol;
         client.resolve(orderbook, messageHash);
     }
     async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {

package/js/src/pro/poloniex.js

@@ -542,7 +542,8 @@ export default class poloniex extends poloniexRest {
         const marketId = this.safeString(data, 'symbol');
         const symbol = this.safeSymbol(marketId);
         const market = this.safeMarket(symbol);
-        const timeframe = this.findTimeframe(channel);
+        const timeframes = this.safeValue(this.options, 'timeframes', {});
+        const timeframe = this.findTimeframe(channel, timeframes);
         const messageHash = channel + '::' + symbol;
         const parsed = this.parseWsOHLCV(data, market);
         this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});

package/js/src/static_dependencies/jsencrypt/lib/jsbn/jsbn.d.ts

@@ -15,7 +15,7 @@ export declare class BigInteger {
     protected intValue(): number;
     protected byteValue(): number;
     protected shortValue(): number;
-    protected signum(): 1 | 0 | -1;
+    protected signum(): 0 | 1 | -1;
     toByteArray(): number[];
     protected equals(a: BigInteger): boolean;
     protected min(a: BigInteger): BigInteger;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ccxt",
-  "version": "4.2.7",
+  "version": "4.2.8",
   "description": "A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 100+ exchanges",
   "unpkg": "dist/ccxt.browser.js",
   "type": "module",