ccxt 4.3.71 → 4.3.73

package/js/src/pro/woo.js

@@ -88,32 +88,49 @@ export default class woo extends wooRest {
         /**
          * @method
          * @name woo#watchOrderBook
+         * @see https://docs.woo.org/#orderbookupdate
          * @see https://docs.woo.org/#orderbook
          * @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
+         * @param {string} [params.method] either (default) 'orderbook' or 'orderbookupdate', default is 'orderbook'
          * @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 name = 'orderbook';
+        let method = undefined;
+        [method, params] = this.handleOptionAndParams(params, 'watchOrderBook', 'method', 'orderbook');
         const market = this.market(symbol);
-        const topic = market['id'] + '@' + name;
+        const topic = market['id'] + '@' + method;
+        const urlUid = (this.uid) ? '/' + this.uid : '';
+        const url = this.urls['api']['ws']['public'] + urlUid;
+        const requestId = this.requestId(url);
         const request = {
             'event': 'subscribe',
             'topic': topic,
+            'id': requestId,
         };
-        const message = this.extend(request, params);
-        const orderbook = await this.watchPublic(topic, message);
+        const subscription = {
+            'id': requestId.toString(),
+            'name': method,
+            'symbol': symbol,
+            'limit': limit,
+            'params': params,
+        };
+        if (method === 'orderbookupdate') {
+            subscription['method'] = this.handleOrderBookSubscription;
+        }
+        const orderbook = await this.watch(url, topic, this.extend(request, params), topic, subscription);
         return orderbook.limit();
     }
     handleOrderBook(client, message) {
         //
         //     {
-        //         "topic": "PERP_BTC_USDT@orderbook",
-        //         "ts": 1650121915308,
+        //         "topic": "PERP_BTC_USDT@orderbookupdate",
+        //         "ts": 1722500373999,
         //         "data": {
         //             "symbol": "PERP_BTC_USDT",
+        //             "prevTs": 1722500373799,
         //             "bids": [
         //                 [
         //                     0.30891,
@@ -134,14 +151,106 @@ export default class woo extends wooRest {
         const market = this.safeMarket(marketId);
         const symbol = market['symbol'];
         const topic = this.safeString(message, 'topic');
-        if (!(symbol in this.orderbooks)) {
-            this.orderbooks[symbol] = this.orderBook({});
+        const method = this.safeString(topic.split('@'), 1);
+        if (method === 'orderbookupdate') {
+            if (!(symbol in this.orderbooks)) {
+                return;
+            }
+            const orderbook = this.orderbooks[symbol];
+            const timestamp = this.safeInteger(orderbook, 'timestamp');
+            if (timestamp === undefined) {
+                orderbook.cache.push(message);
+            }
+            else {
+                try {
+                    const ts = this.safeInteger(message, 'ts');
+                    if (ts > timestamp) {
+                        this.handleOrderBookMessage(client, message, orderbook);
+                        client.resolve(orderbook, topic);
+                    }
+                }
+                catch (e) {
+                    delete this.orderbooks[symbol];
+                    delete client.subscriptions[topic];
+                    client.reject(e, topic);
+                }
+            }
+        }
+        else {
+            if (!(symbol in this.orderbooks)) {
+                const defaultLimit = this.safeInteger(this.options, 'watchOrderBookLimit', 1000);
+                const subscription = client.subscriptions[topic];
+                const limit = this.safeInteger(subscription, 'limit', defaultLimit);
+                this.orderbooks[symbol] = this.orderBook({}, limit);
+            }
+            const orderbook = this.orderbooks[symbol];
+            const timestamp = this.safeInteger(message, 'ts');
+            const snapshot = this.parseOrderBook(data, symbol, timestamp, 'bids', 'asks');
+            orderbook.reset(snapshot);
+            client.resolve(orderbook, topic);
+        }
+    }
+    handleOrderBookSubscription(client, message, subscription) {
+        const defaultLimit = this.safeInteger(this.options, 'watchOrderBookLimit', 1000);
+        const limit = this.safeInteger(subscription, 'limit', defaultLimit);
+        const symbol = this.safeString(subscription, 'symbol'); // watchOrderBook
+        if (symbol in this.orderbooks) {
+            delete this.orderbooks[symbol];
         }
-        const orderbook = this.orderbooks[symbol];
+        this.orderbooks[symbol] = this.orderBook({}, limit);
+        this.spawn(this.fetchOrderBookSnapshot, client, message, subscription);
+    }
+    async fetchOrderBookSnapshot(client, message, subscription) {
+        const symbol = this.safeString(subscription, 'symbol');
+        const messageHash = this.safeString(message, 'topic');
+        try {
+            const defaultLimit = this.safeInteger(this.options, 'watchOrderBookLimit', 1000);
+            const limit = this.safeInteger(subscription, 'limit', defaultLimit);
+            const params = this.safeValue(subscription, 'params');
+            const snapshot = await this.fetchRestOrderBookSafe(symbol, limit, params);
+            if (this.safeValue(this.orderbooks, symbol) === undefined) {
+                // if the orderbook is dropped before the snapshot is received
+                return;
+            }
+            const orderbook = this.orderbooks[symbol];
+            orderbook.reset(snapshot);
+            const messages = orderbook.cache;
+            for (let i = 0; i < messages.length; i++) {
+                const messageItem = messages[i];
+                const ts = this.safeInteger(messageItem, 'ts');
+                if (ts < orderbook['timestamp']) {
+                    continue;
+                }
+                else {
+                    this.handleOrderBookMessage(client, messageItem, orderbook);
+                }
+            }
+            this.orderbooks[symbol] = orderbook;
+            client.resolve(orderbook, messageHash);
+        }
+        catch (e) {
+            delete client.subscriptions[messageHash];
+            client.reject(e, messageHash);
+        }
+    }
+    handleOrderBookMessage(client, message, orderbook) {
+        const data = this.safeDict(message, 'data');
+        this.handleDeltas(orderbook['asks'], this.safeValue(data, 'asks', []));
+        this.handleDeltas(orderbook['bids'], this.safeValue(data, 'bids', []));
         const timestamp = this.safeInteger(message, 'ts');
-        const snapshot = this.parseOrderBook(data, symbol, timestamp, 'bids', 'asks');
-        orderbook.reset(snapshot);
-        client.resolve(orderbook, topic);
+        orderbook['timestamp'] = timestamp;
+        orderbook['datetime'] = this.iso8601(timestamp);
+        return orderbook;
+    }
+    handleDelta(bookside, delta) {
+        const price = this.safeFloat2(delta, 'price', 0);
+        const amount = this.safeFloat2(delta, 'quantity', 1);
+        bookside.store(price, amount);
+    }
+    handleDeltas(bookside, deltas) {
+        for (let i = 0; i < deltas.length; i++) {
+            this.handleDelta(bookside, deltas[i]);
+        }
     }
     async watchTicker(symbol, params = {}) {
         /**
@@ -1064,6 +1173,7 @@ export default class woo extends wooRest {
             'pong': this.handlePong,
             'subscribe': this.handleSubscribe,
             'orderbook': this.handleOrderBook,
+            'orderbookupdate': this.handleOrderBook,
             'ticker': this.handleTicker,
             'tickers': this.handleTickers,
             'kline': this.handleOHLCV,
@@ -1129,6 +1239,13 @@ export default class woo extends wooRest {
         //         "ts": 1657117712212
         //     }
         //
+        const id = this.safeString(message, 'id');
+        const subscriptionsById = this.indexBy(client.subscriptions, 'id');
+        const subscription = this.safeValue(subscriptionsById, id, {});
+        const method = this.safeValue(subscription, 'method');
+        if (method !== undefined) {
+            method.call(this, client, message, subscription);
+        }
         return message;
     }
     handleAuth(client, message) {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ccxt",
-  "version": "4.3.71",
+  "version": "4.3.73",
   "description": "A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 100+ exchanges",
   "unpkg": "dist/ccxt.browser.min.js",
   "type": "module",