ccxt 4.2.9 → 4.2.11

package/js/src/pro/cryptocom.js

@@ -6,7 +6,7 @@
 
 //  ---------------------------------------------------------------------------
 import cryptocomRest from '../cryptocom.js';
-import { AuthenticationError, NetworkError } from '../base/errors.js';
+import { AuthenticationError, InvalidNonce, NetworkError } from '../base/errors.js';
 import { ArrayCache, ArrayCacheByTimestamp, ArrayCacheBySymbolById, ArrayCacheBySymbolBySide } from '../base/ws/Cache.js';
 import { sha256 } from '../static_dependencies/noble-hashes/sha256.js';
 //  ---------------------------------------------------------------------------
@@ -74,6 +74,8 @@ export default class cryptocom extends cryptocomRest {
          * @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
+         * @param {string} [params.bookSubscriptionType] The subscription type. Allowed values: SNAPSHOT full snapshot. This is the default if not specified. SNAPSHOT_AND_UPDATE delta updates
+         * @param {int} [params.bookUpdateFrequency] Book update interval in ms. Allowed values: 100 for snapshot subscription 10 for delta subscription
          * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
          */
         return await this.watchOrderBookForSymbols([symbol], limit, params);
@@ -87,6 +89,8 @@ export default class cryptocom extends cryptocomRest {
          * @param {string[]} symbols unified array of symbols
          * @param {int} [limit] the maximum amount of order book entries to return
          * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {string} [params.bookSubscriptionType] The subscription type. Allowed values: SNAPSHOT full snapshot. This is the default if not specified. SNAPSHOT_AND_UPDATE delta updates
+         * @param {int} [params.bookUpdateFrequency] Book update interval in ms. Allowed values: 100 for snapshot subscription 10 for delta subscription
          * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
          */
         await this.loadMarkets();
@@ -94,12 +98,26 @@ export default class cryptocom extends cryptocomRest {
         const topics = [];
         const messageHashes = [];
         if (!limit) {
-            limit = 150;
+            limit = 50;
+        }
+        const topicParams = this.safeValue(params, 'params');
+        if (topicParams === undefined) {
+            params['params'] = {};
+        }
+        let bookSubscriptionType = undefined;
+        [bookSubscriptionType, params] = this.handleOptionAndParams2(params, 'watchOrderBook', 'watchOrderBookForSymbols', 'bookSubscriptionType', 'SNAPSHOT_AND_UPDATE');
+        if (bookSubscriptionType !== undefined) {
+            params['params']['bookSubscriptionType'] = bookSubscriptionType;
+        }
+        let bookUpdateFrequency = undefined;
+        [bookUpdateFrequency, params] = this.handleOptionAndParams2(params, 'watchOrderBook', 'watchOrderBookForSymbols', 'bookUpdateFrequency');
+        if (bookUpdateFrequency !== undefined) {
+            params['params']['bookSubscriptionType'] = bookSubscriptionType;
         }
         for (let i = 0; i < symbols.length; i++) {
             const symbol = symbols[i];
             const market = this.market(symbol);
-            const currentTopic = 'book' + '.' + market['id'] + '.' + limit;
+            const currentTopic = 'book' + '.' + market['id'] + '.' + limit.toString();
             const messageHash = 'orderbook:' + market['symbol'];
             messageHashes.push(messageHash);
             topics.push(currentTopic);
@@ -107,27 +125,72 @@ export default class cryptocom extends cryptocomRest {
         const orderbook = await this.watchPublicMultiple(messageHashes, topics, params);
         return orderbook.limit();
     }
-    handleOrderBookSnapshot(client, message) {
-        // full snapshot
+    handleDelta(bookside, delta) {
+        const price = this.safeFloat(delta, 0);
+        const amount = this.safeFloat(delta, 1);
+        const count = this.safeInteger(delta, 2);
+        bookside.store(price, amount, count);
+    }
+    handleDeltas(bookside, deltas) {
+        for (let i = 0; i < deltas.length; i++) {
+            this.handleDelta(bookside, deltas[i]);
+        }
+    }
+    handleOrderBook(client, message) {
         //
-        // {
-        //     "instrument_name":"LTC_USDT",
-        //     "subscription":"book.LTC_USDT.150",
-        //     "channel":"book",
-        //     "depth":150,
-        //     "data": [
-        //          {
-        //              "bids": [
-        //                  [122.21, 0.74041, 4]
-        //              ],
-        //              "asks": [
-        //                  [122.29, 0.00002, 1]
-        //              ]
-        //              "t": 1648123943803,
-        //              "s":754560122
-        //          }
-        //      ]
-        // }
+        // snapshot
+        //    {
+        //        "instrument_name":"LTC_USDT",
+        //        "subscription":"book.LTC_USDT.150",
+        //        "channel":"book",
+        //        "depth":150,
+        //        "data": [
+        //             {
+        //                 "bids": [
+        //                     [122.21, 0.74041, 4]
+        //                 ],
+        //                 "asks": [
+        //                     [122.29, 0.00002, 1]
+        //                 ]
+        //                 "t": 1648123943803,
+        //                 "s":754560122
+        //             }
+        //         ]
+        //    }
+        //  update
+        //    {
+        //        "instrument_name":"BTC_USDT",
+        //        "subscription":"book.BTC_USDT.50",
+        //        "channel":"book.update",
+        //        "depth":50,
+        //        "data":[
+        //           {
+        //              "update":{
+        //                 "asks":[
+        //                    [
+        //                       "43755.46",
+        //                       "0.10000",
+        //                       "1"
+        //                    ],
+        //                    ...
+        //                 ],
+        //                 "bids":[
+        //                    [
+        //                       "43737.46",
+        //                       "0.14096",
+        //                       "1"
+        //                    ],
+        //                    ...
+        //                 ]
+        //              },
+        //              "t":1704484068898,
+        //              "tt":1704484068892,
+        //              "u":78795598253024,
+        //              "pu":78795598162080,
+        //              "cs":-781431132
+        //           }
+        //        ]
+        //    }
         //
         const marketId = this.safeString(message, 'instrument_name');
         const market = this.safeMarket(marketId);
@@ -135,14 +198,32 @@ export default class cryptocom extends cryptocomRest {
         let data = this.safeValue(message, 'data');
         data = this.safeValue(data, 0);
         const timestamp = this.safeInteger(data, 't');
-        const snapshot = this.parseOrderBook(data, symbol, timestamp);
-        snapshot['nonce'] = this.safeInteger(data, 's');
         let orderbook = this.safeValue(this.orderbooks, symbol);
         if (orderbook === undefined) {
             const limit = this.safeInteger(message, 'depth');
-            orderbook = this.orderBook({}, limit);
+            orderbook = this.countedOrderBook({}, limit);
         }
-        orderbook.reset(snapshot);
+        const channel = this.safeString(message, 'channel');
+        const nonce = this.safeInteger2(data, 'u', 's');
+        let books = data;
+        if (channel === 'book') { // snapshot
+            orderbook.reset({});
+            orderbook['symbol'] = symbol;
+            orderbook['timestamp'] = timestamp;
+            orderbook['datetime'] = this.iso8601(timestamp);
+            orderbook['nonce'] = nonce;
+        }
+        else {
+            books = this.safeValue(data, 'update', {});
+            const previousNonce = this.safeInteger(data, 'pu');
+            const currentNonce = orderbook['nonce'];
+            if (currentNonce !== previousNonce) {
+                throw new InvalidNonce(this.id + ' watchOrderBook() ' + symbol + ' ' + previousNonce + ' != ' + nonce);
+            }
+        }
+        this.handleDeltas(orderbook['asks'], this.safeValue(books, 'asks', []));
+        this.handleDeltas(orderbook['bids'], this.safeValue(books, 'bids', []));
+        orderbook['nonce'] = nonce;
         this.orderbooks[symbol] = orderbook;
         const messageHash = 'orderbook:' + symbol;
         client.resolve(orderbook, messageHash);
@@ -764,7 +845,7 @@ export default class cryptocom extends cryptocomRest {
             },
             'nonce': id,
         };
-        const message = this.extend(request, params);
+        const message = this.deepExtend(request, params);
         return await this.watchMultiple(url, messageHashes, message, messageHashes);
     }
     async watchPrivateRequest(nonce, params = {}) {
@@ -831,7 +912,8 @@ export default class cryptocom extends cryptocomRest {
             'candlestick': this.handleOHLCV,
             'ticker': this.handleTicker,
             'trade': this.handleTrades,
-            'book': this.handleOrderBookSnapshot,
+            'book': this.handleOrderBook,
+            'book.update': this.handleOrderBook,
             'user.order': this.handleOrders,
             'user.trade': this.handleTrades,
             'user.balance': this.handleBalance,

package/js/src/pro/luno.d.ts

@@ -1,5 +1,5 @@
 import lunoRest from '../luno.js';
-import type { Int, Trade, OrderBook } from '../base/types.js';
+import type { Int, Trade, OrderBook, IndexType } from '../base/types.js';
 import Client from '../base/ws/Client.js';
 export default class luno extends lunoRest {
     describe(): any;
@@ -8,7 +8,7 @@ export default class luno extends lunoRest {
     parseTrade(trade: any, market?: any): Trade;
     watchOrderBook(symbol: string, limit?: Int, params?: {}): Promise<OrderBook>;
     handleOrderBook(client: Client, message: any, subscription: any): void;
-    customParseOrderBook(orderbook: any, symbol: any, timestamp?: any, bidsKey?: string, asksKey?: string, priceKey?: string, amountKey?: string, thirdKey?: any): {
+    customParseOrderBook(orderbook: any, symbol: any, timestamp?: any, bidsKey?: string, asksKey?: IndexType, priceKey?: IndexType, amountKey?: IndexType, countOrIdKey?: IndexType): {
         symbol: any;
         bids: any;
         asks: any;
@@ -16,8 +16,8 @@ export default class luno extends lunoRest {
         datetime: string;
         nonce: any;
     };
-    parseBidsAsks(bidasks: any, priceKey?: string, amountKey?: string, thirdKey?: any): any[];
-    customParseBidAsk(bidask: any, priceKey?: string, amountKey?: string, thirdKey?: any): number[];
+    parseBidsAsks(bidasks: any, priceKey?: IndexType, amountKey?: IndexType, thirdKey?: IndexType): any[];
+    customParseBidAsk(bidask: any, priceKey?: IndexType, amountKey?: IndexType, thirdKey?: IndexType): number[];
     handleDelta(orderbook: any, message: any): any;
     handleMessage(client: Client, message: any): any;
 }

package/js/src/pro/luno.js

@@ -213,9 +213,9 @@ export default class luno extends lunoRest {
         storedOrderBook['nonce'] = nonce;
         client.resolve(storedOrderBook, messageHash);
     }
-    customParseOrderBook(orderbook, symbol, timestamp = undefined, bidsKey = 'bids', asksKey = 'asks', priceKey = 'price', amountKey = 'volume', thirdKey = undefined) {
-        const bids = this.parseBidsAsks(this.safeValue(orderbook, bidsKey, []), priceKey, amountKey, thirdKey);
-        const asks = this.parseBidsAsks(this.safeValue(orderbook, asksKey, []), priceKey, amountKey, thirdKey);
+    customParseOrderBook(orderbook, symbol, timestamp = undefined, bidsKey = 'bids', asksKey = 'asks', priceKey = 'price', amountKey = 'volume', countOrIdKey = 2) {
+        const bids = this.parseBidsAsks(this.safeValue(orderbook, bidsKey, []), priceKey, amountKey, countOrIdKey);
+        const asks = this.parseBidsAsks(this.safeValue(orderbook, asksKey, []), priceKey, amountKey, countOrIdKey);
         return {
             'symbol': symbol,
             'bids': this.sortBy(bids, 0, true),
@@ -225,7 +225,7 @@ export default class luno extends lunoRest {
             'nonce': undefined,
         };
     }
-    parseBidsAsks(bidasks, priceKey = 'price', amountKey = 'volume', thirdKey = undefined) {
+    parseBidsAsks(bidasks, priceKey = 'price', amountKey = 'volume', thirdKey = 2) {
         bidasks = this.toArray(bidasks);
         const result = [];
         for (let i = 0; i < bidasks.length; i++) {
@@ -233,7 +233,7 @@ export default class luno extends lunoRest {
         }
         return result;
     }
-    customParseBidAsk(bidask, priceKey = 'price', amountKey = 'volume', thirdKey = undefined) {
+    customParseBidAsk(bidask, priceKey = 'price', amountKey = 'volume', thirdKey = 2) {
         const price = this.safeNumber(bidask, priceKey);
         const amount = this.safeNumber(bidask, amountKey);
         const result = [price, amount];

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ccxt",
-  "version": "4.2.9",
+  "version": "4.2.11",
   "description": "A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 100+ exchanges",
   "unpkg": "dist/ccxt.browser.js",
   "type": "module",
@@ -35,17 +35,17 @@
     "pre-transpile": "npm run export-exchanges && npm run vss && npm run tsBuild && npm run emitAPI && npm run validate-types && npm run tsBuildExamples && npm run copy-python-files && npm run check-js-syntax && npm run bundle",
     "pre-transpile-pr": "npm run export-exchanges && npm run tsBuild && npm run emitAPI && npm run check-js-syntax",
     "post-transpile": "npm run check-python-syntax && npm run check-php-syntax",
-    "test-ws": "npm run build && node run-tests --ws",
-    "test": "npm run build && npm run commonjs-test && npm run static-tests && node run-tests",
-    "fast-test": "npm run commonjs-test && node run-tests --js",
+    "test-ws": "npm run build && node run-tests --ws --useProxy",
+    "test": "npm run build && npm run commonjs-test && npm run static-tests && node run-tests --useProxy",
+    "fast-test": "npm run commonjs-test && node run-tests --js --useProxy",
     "commonjs-test": "node test-commonjs.cjs",
-    "fast-test-ws": "node run-tests --ws --js",
-    "test-js": "npm run commonjs-test && node run-tests --js",
-    "test-js-ws": "node run-tests --ws --js",
-    "test-py": "node run-tests --python",
-    "test-py-ws": "node run-tests --ws --python",
-    "test-php": "node run-tests --php",
-    "test-php-ws": "node run-tests --ws --php",
+    "fast-test-ws": "node run-tests --ws --js --useProxy",
+    "test-js": "npm run commonjs-test && node run-tests --js --useProxy",
+    "test-js-ws": "node run-tests --ws --js --useProxy",
+    "test-py": "node run-tests --python --useProxy",
+    "test-py-ws": "node run-tests --ws --python --useProxy",
+    "test-php": "node run-tests --php --useProxy",
+    "test-php-ws": "node run-tests --ws --php --useProxy",
     "test-base": "npm run test-js-base && npm run test-python-base && npm run test-php-base && npm run id-tests && npm run static-tests",
     "test-base-ws": "npm run test-js-base-ws && npm run test-python-base-ws && npm run test-php-base-ws",
     "test-js-base": "node ./js/src/test/base/test.base.js",

package/tests-manager.sh

@@ -78,12 +78,12 @@ function run_tests {
   fi
   if [ -z "$rest_pid" ]; then
     # shellcheck disable=SC2086
-    node test-commonjs.cjs && node run-tests --js --python-async --php-async $rest_args &
+    node test-commonjs.cjs && node run-tests --js --python-async --php-async --useProxy $rest_args &
     local rest_pid=$!
   fi
   if [ -z "$ws_pid" ]; then
     # shellcheck disable=SC2086
-    node run-tests-ws --js --python-async --php-async $ws_args &
+    node run-tests-ws --js --python-async --php-async --useProxy $ws_args &
     local ws_pid=$!
   fi
   wait $rest_pid && wait $ws_pid && echo "$TRAVIS_BUILD_WEB_URL" > "$cached_url_file"