ccxt 4.2.93 → 4.2.94

package/js/src/pro/krakenfutures.js

@@ -28,9 +28,12 @@ export default class krakenfutures extends krakenfuturesRest {
                 'fetchTradesWs': false,
                 'watchOHLCV': false,
                 'watchOrderBook': true,
+                'watchOrderBookForSymbols': true,
                 'watchTicker': true,
                 'watchTickers': true,
+                'watchBidsAsks': true,
                 'watchTrades': true,
+                'watchTradesForSymbols': true,
                 'watchBalance': true,
                 // 'watchStatus': true, // https://docs.futures.kraken.com/#websocket-api-public-feeds-heartbeat
                 'watchOrders': true,
@@ -51,12 +54,6 @@ export default class krakenfutures extends krakenfuturesRest {
                 'OHLCVLimit': 1000,
                 'connectionLimit': 100,
                 'requestLimit': 100,
-                'watchTicker': {
-                    'method': 'ticker', // or ticker_lite
-                },
-                'watchTickers': {
-                    'method': 'ticker', // or ticker_lite
-                },
                 'fetchBalance': {
                     'type': undefined,
                 },
@@ -94,6 +91,20 @@ export default class krakenfutures extends krakenfuturesRest {
         }
         return future;
     }
+    async watchOrderBookForSymbols(symbols, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name krakenfutures#watchOrderBookForSymbols
+         * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+         * @see https://docs.futures.kraken.com/#websocket-api-public-feeds-challenge
+         * @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
+         * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
+         */
+        const orderbook = await this.watchMultiHelper('orderbook', 'book', symbols, { 'limit': limit }, params);
+        return orderbook.limit();
+    }
     async subscribePublic(name, symbols, params = {}) {
         /**
          * @ignore
@@ -161,34 +172,49 @@ export default class krakenfutures extends krakenfuturesRest {
          * @param {object} [params] extra parameters specific to the exchange API endpoint
          * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
          */
-        const options = this.safeValue(this.options, 'watchTicker');
-        const method = this.safeString(options, 'method', 'ticker'); // or ticker_lite
-        const name = this.safeString(params, 'method', method);
-        params = this.omit(params, ['method']);
-        return await this.subscribePublic(name, [symbol], params);
+        await this.loadMarkets();
+        symbol = this.symbol(symbol);
+        const tickers = await this.watchTickers([symbol], params);
+        return tickers[symbol];
     }
     async watchTickers(symbols = undefined, params = {}) {
         /**
          * @method
-         * @name krakenfutures#watchTicker
+         * @name krakenfutures#watchTickers
          * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
-         * @see https://docs.futures.kraken.com/#websocket-api-public-feeds-ticker-lite
+         * @see https://docs.futures.kraken.com/#websocket-api-public-feeds-ticker
          * @param {string} symbol unified symbol of the market to fetch the ticker for
          * @param {object} [params] extra parameters specific to the exchange API endpoint
          * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
          */
-        const method = this.safeString(this.options, 'watchTickerMethod', 'ticker'); // or ticker_lite
-        const name = this.safeString2(params, 'method', 'watchTickerMethod', method);
-        params = this.omit(params, ['watchTickerMethod', 'method']);
+        await this.loadMarkets();
         symbols = this.marketSymbols(symbols, undefined, false);
-        const ticker = await this.subscribePublic(name, symbols, params);
+        const ticker = await this.watchMultiHelper('ticker', 'ticker', symbols, undefined, params);
         if (this.newUpdates) {
-            const tickers = {};
-            tickers[ticker['symbol']] = ticker;
-            return tickers;
+            const result = {};
+            result[ticker['symbol']] = ticker;
+            return result;
         }
         return this.filterByArray(this.tickers, 'symbol', symbols);
     }
+    async watchBidsAsks(symbols = undefined, params = {}) {
+        /**
+         * @method
+         * @name krakenfutures#watchBidsAsks
+         * @see https://docs.futures.kraken.com/#websocket-api-public-feeds-ticker-lite
+         * @description watches best bid & ask for symbols
+         * @param {string[]} symbols unified symbol of the market to fetch the ticker for
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+         */
+        const ticker = await this.watchMultiHelper('bidask', 'ticker_lite', symbols, undefined, params);
+        if (this.newUpdates) {
+            const result = {};
+            result[ticker['symbol']] = ticker;
+            return result;
+        }
+        return this.filterByArray(this.bidsasks, 'symbol', symbols);
+    }
     async watchTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
         /**
          * @method
@@ -201,11 +227,25 @@ export default class krakenfutures extends krakenfuturesRest {
          * @param {object} [params] extra parameters specific to the exchange API endpoint
          * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
          */
-        await this.loadMarkets();
-        const name = 'trade';
-        const trades = await this.subscribePublic(name, [symbol], params);
+        return await this.watchTradesForSymbols([symbol], since, limit, params);
+    }
+    async watchTradesForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name krakenfutures#watchTradesForSymbols
+         * @see https://docs.futures.kraken.com/#websocket-api-public-feeds-trade
+         * @description get the list of most recent trades for a list of symbols
+         * @param {string[]} symbols unified symbol of the market to fetch trades for
+         * @param {int} [since] timestamp in ms of the earliest trade to fetch
+         * @param {int} [limit] the maximum amount of trades to fetch
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
+         */
+        const trades = await this.watchMultiHelper('trade', 'trade', symbols, undefined, params);
         if (this.newUpdates) {
-            limit = trades.getLimit(symbol, limit);
+            const first = this.safeList(trades, 0);
+            const tradeSymbol = this.safeString(first, 'symbol');
+            limit = trades.getLimit(tradeSymbol, limit);
         }
         return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
     }
@@ -220,8 +260,7 @@ export default class krakenfutures extends krakenfuturesRest {
          * @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
          */
-        const orderbook = await this.subscribePublic('book', [symbol], params);
-        return orderbook.limit();
+        return await this.watchOrderBookForSymbols([symbol], limit, params);
     }
     async watchPositions(symbols = undefined, since = undefined, limit = undefined, params = {}) {
         /**
@@ -469,7 +508,7 @@ export default class krakenfutures extends krakenfuturesRest {
         if (marketId !== undefined) {
             const market = this.market(marketId);
             const symbol = market['symbol'];
-            const messageHash = 'trade:' + symbol;
+            const messageHash = this.getMessageHash('trade', undefined, symbol);
             if (this.safeList(this.trades, symbol) === undefined) {
                 const tradesLimit = this.safeInteger(this.options, 'tradesLimit', 1000);
                 this.trades[symbol] = new ArrayCache(tradesLimit);
@@ -491,7 +530,6 @@ export default class krakenfutures extends krakenfuturesRest {
             }
             client.resolve(tradesArray, messageHash);
         }
-        return message;
     }
     parseWsTrade(trade, market = undefined) {
         //
@@ -917,7 +955,16 @@ export default class krakenfutures extends krakenfuturesRest {
         //        "volumeQuote": 19628180
         //    }
         //
-        // ticker_lite
+        const marketId = this.safeString(message, 'product_id');
+        if (marketId !== undefined) {
+            const ticker = this.parseWsTicker(message);
+            const symbol = ticker['symbol'];
+            this.tickers[symbol] = ticker;
+            const messageHash = this.getMessageHash('ticker', undefined, symbol);
+            client.resolve(ticker, messageHash);
+        }
+    }
+    handleBidAsk(client, message) {
         //
         //    {
         //        "feed": "ticker_lite",
@@ -935,16 +982,13 @@ export default class krakenfutures extends krakenfuturesRest {
         //    }
         //
         const marketId = this.safeString(message, 'product_id');
-        const feed = this.safeString(message, 'feed');
         if (marketId !== undefined) {
             const ticker = this.parseWsTicker(message);
             const symbol = ticker['symbol'];
-            this.tickers[symbol] = ticker;
-            const messageHash = feed + ':' + symbol;
+            this.bidsasks[symbol] = ticker;
+            const messageHash = this.getMessageHash('bidask', undefined, symbol);
             client.resolve(ticker, messageHash);
         }
-        client.resolve(this.tickers, feed);
-        return message;
     }
     parseWsTicker(ticker, market = undefined) {
         //
@@ -1056,14 +1100,14 @@ export default class krakenfutures extends krakenfuturesRest {
         const marketId = this.safeString(message, 'product_id');
         const market = this.safeMarket(marketId);
         const symbol = market['symbol'];
-        const messageHash = 'book:' + symbol;
-        const subscription = this.safeValue(client.subscriptions, messageHash, {});
+        const messageHash = this.getMessageHash('orderbook', undefined, symbol);
+        const subscription = this.safeDict(client.subscriptions, messageHash, {});
         const limit = this.safeInteger(subscription, 'limit');
         const timestamp = this.safeInteger(message, 'timestamp');
         this.orderbooks[symbol] = this.orderBook({}, limit);
         const orderbook = this.orderbooks[symbol];
-        const bids = this.safeValue(message, 'bids');
-        const asks = this.safeValue(message, 'asks');
+        const bids = this.safeList(message, 'bids');
+        const asks = this.safeList(message, 'asks');
         for (let i = 0; i < bids.length; i++) {
             const bid = bids[i];
             const price = this.safeNumber(bid, 'price');
@@ -1098,7 +1142,7 @@ export default class krakenfutures extends krakenfuturesRest {
         const marketId = this.safeString(message, 'product_id');
         const market = this.safeMarket(marketId);
         const symbol = market['symbol'];
-        const messageHash = 'book:' + symbol;
+        const messageHash = this.getMessageHash('orderbook', undefined, symbol);
         const orderbook = this.orderbooks[symbol];
         const side = this.safeString(message, 'side');
         const price = this.safeNumber(message, 'price');
@@ -1425,6 +1469,39 @@ export default class krakenfutures extends krakenfuturesRest {
             },
         });
     }
+    async watchMultiHelper(unifiedName, channelName, symbols = undefined, subscriptionArgs = undefined, params = {}) {
+        await this.loadMarkets();
+        // symbols are required
+        symbols = this.marketSymbols(symbols, undefined, false, true, false);
+        const messageHashes = [];
+        for (let i = 0; i < symbols.length; i++) {
+            messageHashes.push(this.getMessageHash(unifiedName, undefined, this.symbol(symbols[i])));
+        }
+        const marketIds = this.marketIds(symbols);
+        const request = {
+            'event': 'subscribe',
+            'feed': channelName,
+            'product_ids': marketIds,
+        };
+        const url = this.urls['api']['ws'];
+        return await this.watchMultiple(url, messageHashes, this.extend(request, params), messageHashes, subscriptionArgs);
+    }
+    getMessageHash(unifiedElementName, subChannelName = undefined, symbol = undefined) {
+        // unifiedElementName can be : orderbook, trade, ticker, bidask ...
+        // subChannelName only applies to channel that needs specific variation (i.e. depth_50, depth_100..) to be selected
+        const withSymbol = symbol !== undefined;
+        let messageHash = unifiedElementName;
+        if (!withSymbol) {
+            messageHash += 's';
+        }
+        else {
+            messageHash += ':' + symbol;
+        }
+        if (subChannelName !== undefined) {
+            messageHash += '#' + subChannelName;
+        }
+        return messageHash;
+    }
     handleErrorMessage(client, message) {
         //
         //    {
@@ -1455,10 +1532,10 @@ export default class krakenfutures extends krakenfuturesRest {
             const feed = this.safeString(message, 'feed');
             const methods = {
                 'ticker': this.handleTicker,
+                'ticker_lite': this.handleBidAsk,
                 'trade': this.handleTrade,
                 'trade_snapshot': this.handleTrade,
                 // 'heartbeat': this.handleStatus,
-                'ticker_lite': this.handleTicker,
                 'book': this.handleOrderBook,
                 'book_snapshot': this.handleOrderBookSnapshot,
                 'open_orders_verbose': this.handleOrder,

package/js/src/pro/kucoin.js

@@ -176,22 +176,46 @@ export default class kucoin extends kucoinRest {
         /**
          * @method
          * @name kucoin#watchTickers
+         * @see https://www.kucoin.com/docs/websocket/spot-trading/public-channels/ticker
          * @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
+         * @param {string} [params.method] either '/market/snapshot' or '/market/ticker' default is '/market/ticker'
          * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
          */
         await this.loadMarkets();
         symbols = this.marketSymbols(symbols);
-        let messageHash = 'tickers';
+        const messageHash = 'tickers';
+        let method = undefined;
+        [method, params] = this.handleOptionAndParams(params, 'watchTickers', 'method', '/market/ticker');
+        const messageHashes = [];
+        const topics = [];
         if (symbols !== undefined) {
-            messageHash = 'tickers::' + symbols.join(',');
+            for (let i = 0; i < symbols.length; i++) {
+                const symbol = symbols[i];
+                messageHashes.push('ticker:' + symbol);
+                const market = this.market(symbol);
+                topics.push(method + ':' + market['id']);
+            }
         }
         const url = await this.negotiate(false);
-        const topic = '/market/ticker:all';
-        const tickers = await this.subscribe(url, messageHash, topic, params);
-        if (this.newUpdates) {
-            return tickers;
+        let tickers = undefined;
+        if (symbols === undefined) {
+            const allTopic = method + ':all';
+            tickers = await this.subscribe(url, messageHash, allTopic, params);
+            if (this.newUpdates) {
+                return tickers;
+            }
+        }
+        else {
+            const marketIds = this.marketIds(symbols);
+            const symbolsTopic = method + ':' + marketIds.join(',');
+            tickers = await this.subscribeMultiple(url, messageHashes, symbolsTopic, topics, params);
+            if (this.newUpdates) {
+                const newDict = {};
+                newDict[tickers['symbol']] = tickers;
+                return newDict;
+            }
         }
         return this.filterByArray(this.tickers, 'symbol', symbols);
     }
@@ -275,19 +299,6 @@ export default class kucoin extends kucoinRest {
         const allTickers = {};
         allTickers[symbol] = ticker;
         client.resolve(allTickers, 'tickers');
-        const messageHashes = this.findMessageHashes(client, 'tickers::');
-        for (let i = 0; i < messageHashes.length; i++) {
-            const currentMessageHash = messageHashes[i];
-            const parts = currentMessageHash.split('::');
-            const symbolsString = parts[1];
-            const symbols = symbolsString.split(',');
-            const tickers = this.filterByArray(this.tickers, 'symbol', symbols);
-            const tickersSymbols = Object.keys(tickers);
-            const numTickers = tickersSymbols.length;
-            if (numTickers > 0) {
-                client.resolve(tickers, currentMessageHash);
-            }
-        }
     }
     async watchBidsAsks(symbols = undefined, params = {}) {
         /**

package/js/src/woo.d.ts

@@ -1,5 +1,5 @@
 import Exchange from './abstract/woo.js';
-import type { TransferEntry, Balances, Currency, FundingRateHistory, Int, Market, Num, OHLCV, Order, OrderBook, OrderSide, OrderType, Str, Strings, Trade, Transaction, Leverage, Account, Currencies, TradingFees } from './base/types.js';
+import type { TransferEntry, Balances, Currency, FundingRateHistory, Int, Market, Num, OHLCV, Order, OrderBook, OrderSide, OrderType, Str, Strings, Trade, Transaction, Leverage, Account, Currencies, TradingFees, Conversion } from './base/types.js';
 /**
  * @class woo
  * @augments Exchange
@@ -174,6 +174,9 @@ export default class woo extends Exchange {
     fetchPosition(symbol?: Str, params?: {}): Promise<import("./base/types.js").Position>;
     fetchPositions(symbols?: Strings, params?: {}): Promise<import("./base/types.js").Position[]>;
     parsePosition(position: any, market?: Market): import("./base/types.js").Position;
+    fetchConvertQuote(fromCode: string, toCode: string, amount?: Num, params?: {}): Promise<Conversion>;
+    parseConversion(conversion: any, fromCurrency?: Currency, toCurrency?: Currency): Conversion;
+    fetchConvertCurrencies(params?: {}): Promise<Currencies>;
     defaultNetworkCodeForCurrency(code: any): any;
     setSandboxMode(enable: boolean): void;
 }

package/js/src/woo.js

@@ -60,6 +60,8 @@ export default class woo extends Exchange {
                 'fetchCanceledOrders': false,
                 'fetchClosedOrder': false,
                 'fetchClosedOrders': true,
+                'fetchConvertCurrencies': true,
+                'fetchConvertQuote': true,
                 'fetchCurrencies': true,
                 'fetchDepositAddress': true,
                 'fetchDeposits': true,
@@ -2988,6 +2990,143 @@ export default class woo extends Exchange {
             'takeProfitPrice': undefined,
         });
     }
+    async fetchConvertQuote(fromCode, toCode, amount = undefined, params = {}) {
+        /**
+         * @method
+         * @name woo#fetchConvertQuote
+         * @description fetch a quote for converting from one currency to another
+         * @see https://docs.woo.org/#get-quote-rfq
+         * @param {string} fromCode the currency that you want to sell and convert from
+         * @param {string} toCode the currency that you want to buy and convert into
+         * @param {float} [amount] how much you want to trade in units of the from currency
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} a [conversion structure]{@link https://docs.ccxt.com/#/?id=conversion-structure}
+         */
+        await this.loadMarkets();
+        const request = {
+            'sellToken': fromCode.toUpperCase(),
+            'buyToken': toCode.toUpperCase(),
+            'sellQuantity': this.numberToString(amount),
+        };
+        const response = await this.v3PrivateGetConvertRfq(this.extend(request, params));
+        //
+        //     {
+        //         "success": true,
+        //         "data": {
+        //             "quoteId": 123123123,
+        //             "counterPartyId": "",
+        //             "sellToken": "ETH",
+        //             "sellQuantity": "0.0445",
+        //             "buyToken": "USDT",
+        //             "buyQuantity": "33.45",
+        //             "buyPrice": "6.77",
+        //             "expireTimestamp": 1659084466000,
+        //             "message": 1659084466000
+        //         }
+        //     }
+        //
+        const data = this.safeDict(response, 'data', {});
+        const fromCurrencyId = this.safeString(data, 'sellToken', fromCode);
+        const fromCurrency = this.currency(fromCurrencyId);
+        const toCurrencyId = this.safeString(data, 'buyToken', toCode);
+        const toCurrency = this.currency(toCurrencyId);
+        return this.parseConversion(data, fromCurrency, toCurrency);
+    }
+    parseConversion(conversion, fromCurrency = undefined, toCurrency = undefined) {
+        //
+        // fetchConvertQuote
+        //
+        //     {
+        //         "quoteId": 123123123,
+        //         "counterPartyId": "",
+        //         "sellToken": "ETH",
+        //         "sellQuantity": "0.0445",
+        //         "buyToken": "USDT",
+        //         "buyQuantity": "33.45",
+        //         "buyPrice": "6.77",
+        //         "expireTimestamp": 1659084466000,
+        //         "message": 1659084466000
+        //     }
+        //
+        const timestamp = this.safeInteger(conversion, 'expireTimestamp');
+        const fromCoin = this.safeString(conversion, 'sellToken');
+        const fromCode = this.safeCurrencyCode(fromCoin, fromCurrency);
+        const to = this.safeString(conversion, 'buyToken');
+        const toCode = this.safeCurrencyCode(to, toCurrency);
+        return {
+            'info': conversion,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'id': this.safeString(conversion, 'quoteId'),
+            'fromCurrency': fromCode,
+            'fromAmount': this.safeNumber(conversion, 'sellQuantity'),
+            'toCurrency': toCode,
+            'toAmount': this.safeNumber(conversion, 'buyQuantity'),
+            'price': this.safeNumber(conversion, 'buyPrice'),
+            'fee': undefined,
+        };
+    }
+    async fetchConvertCurrencies(params = {}) {
+        /**
+         * @method
+         * @name woo#fetchConvertCurrencies
+         * @description fetches all available currencies that can be converted
+         * @see https://docs.woo.org/#get-quote-asset-info
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} an associative dictionary of currencies
+         */
+        await this.loadMarkets();
+        const response = await this.v3PrivateGetConvertAssetInfo(params);
+        //
+        //     {
+        //         "success": true,
+        //         "rows": [
+        //             {
+        //                 "token": "BTC",
+        //                 "tick": 0.0001,
+        //                 "createdTime": "1575014248.99", // Unix epoch time in seconds
+        //                 "updatedTime": "1575014248.99"  // Unix epoch time in seconds
+        //             },
+        //         ]
+        //     }
+        //
+        const result = {};
+        const data = this.safeList(response, 'rows', []);
+        for (let i = 0; i < data.length; i++) {
+            const entry = data[i];
+            const id = this.safeString(entry, 'token');
+            const code = this.safeCurrencyCode(id);
+            result[code] = {
+                'info': entry,
+                'id': id,
+                'code': code,
+                'networks': undefined,
+                'type': undefined,
+                'name': undefined,
+                'active': undefined,
+                'deposit': undefined,
+                'withdraw': undefined,
+                'fee': undefined,
+                'precision': this.safeNumber(entry, 'tick'),
+                'limits': {
+                    'amount': {
+                        'min': undefined,
+                        'max': undefined,
+                    },
+                    'withdraw': {
+                        'min': undefined,
+                        'max': undefined,
+                    },
+                    'deposit': {
+                        'min': undefined,
+                        'max': undefined,
+                    },
+                },
+                'created': this.safeTimestamp(entry, 'createdTime'),
+            };
+        }
+        return result;
+    }
     defaultNetworkCodeForCurrency(code) {
         const currencyItem = this.currency(code);
         const networks = currencyItem['networks'];

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ccxt",
-  "version": "4.2.93",
+  "version": "4.2.94",
   "description": "A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 100+ exchanges",
   "unpkg": "dist/ccxt.browser.js",
   "type": "module",

package/skip-tests.json

@@ -1318,6 +1318,10 @@
             },
             "watchTrades": {
                 "timestamp": "timestamp reversed: https://app.travis-ci.com/github/ccxt/ccxt/builds/269484317#L3681"
+            },
+            "watchBidsAsks": {
+                "bidVolume": "https://app.travis-ci.com/github/ccxt/ccxt/builds/269878519#L3759",
+                "askVolume": "same"
             }
         },
         "timeout": 120000