ccxt 4.3.89 → 4.3.90

package/dist/cjs/src/pro/binance.js

@@ -649,6 +649,81 @@ class binance extends binance$1 {
         const orderbook = await this.watchMultiple(url, messageHashes, this.extend(request, params), messageHashes, subscription);
         return orderbook.limit();
     }
+    async unWatchOrderBookForSymbols(symbols, params = {}) {
+        /**
+         * @method
+         * @name binance#unWatchOrderBookForSymbols
+         * @see https://binance-docs.github.io/apidocs/spot/en/#partial-book-depth-streams
+         * @see https://binance-docs.github.io/apidocs/spot/en/#diff-depth-stream
+         * @see https://binance-docs.github.io/apidocs/futures/en/#partial-book-depth-streams
+         * @see https://binance-docs.github.io/apidocs/futures/en/#diff-book-depth-streams
+         * @see https://binance-docs.github.io/apidocs/delivery/en/#partial-book-depth-streams
+         * @see https://binance-docs.github.io/apidocs/delivery/en/#diff-book-depth-streams
+         * @description unWatches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+         * @param {string[]} symbols unified array of symbols
+         * @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();
+        symbols = this.marketSymbols(symbols, undefined, false, true, true);
+        const firstMarket = this.market(symbols[0]);
+        let type = firstMarket['type'];
+        if (firstMarket['contract']) {
+            type = firstMarket['linear'] ? 'future' : 'delivery';
+        }
+        const name = 'depth';
+        let streamHash = 'multipleOrderbook';
+        if (symbols !== undefined) {
+            streamHash += '::' + symbols.join(',');
+        }
+        const watchOrderBookRate = this.safeString(this.options, 'watchOrderBookRate', '100');
+        const subParams = [];
+        const subMessageHashes = [];
+        const messageHashes = [];
+        for (let i = 0; i < symbols.length; i++) {
+            const symbol = symbols[i];
+            const market = this.market(symbol);
+            subMessageHashes.push('orderbook::' + symbol);
+            messageHashes.push('unsubscribe:orderbook:' + symbol);
+            const subscriptionHash = market['lowercaseId'] + '@' + name;
+            const symbolHash = subscriptionHash + '@' + watchOrderBookRate + 'ms';
+            subParams.push(symbolHash);
+        }
+        const messageHashesLength = subMessageHashes.length;
+        const url = this.urls['api']['ws'][type] + '/' + this.stream(type, streamHash, messageHashesLength);
+        const requestId = this.requestId(url);
+        const request = {
+            'method': 'UNSUBSCRIBE',
+            'params': subParams,
+            'id': requestId,
+        };
+        const subscription = {
+            'unsubscribe': true,
+            'id': requestId.toString(),
+            'symbols': symbols,
+            'subMessageHashes': subMessageHashes,
+            'messageHashes': messageHashes,
+            'topic': 'orderbook',
+        };
+        return await this.watchMultiple(url, messageHashes, this.extend(request, params), messageHashes, subscription);
+    }
+    async unWatchOrderBook(symbol, params = {}) {
+        /**
+         * @method
+         * @name binance#unWatchOrderBook
+         * @see https://binance-docs.github.io/apidocs/spot/en/#partial-book-depth-streams
+         * @see https://binance-docs.github.io/apidocs/spot/en/#diff-depth-stream
+         * @see https://binance-docs.github.io/apidocs/futures/en/#partial-book-depth-streams
+         * @see https://binance-docs.github.io/apidocs/futures/en/#diff-book-depth-streams
+         * @see https://binance-docs.github.io/apidocs/delivery/en/#partial-book-depth-streams
+         * @see https://binance-docs.github.io/apidocs/delivery/en/#diff-book-depth-streams
+         * @description unWatches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+         * @param {string} symbol unified array of symbols
+         * @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
+         */
+        return await this.unWatchOrderBookForSymbols([symbol], params);
+    }
     async fetchOrderBookWs(symbol, limit = undefined, params = {}) {
         /**
          * @method
@@ -936,8 +1011,71 @@ class binance extends binance$1 {
         if (method !== undefined) {
             method.call(this, client, message, subscription);
         }
+        const isUnSubMessage = this.safeBool(subscription, 'unsubscribe', false);
+        if (isUnSubMessage) {
+            this.handleUnSubscription(client, subscription);
+        }
         return message;
     }
+    handleUnSubscription(client, subscription) {
+        const messageHashes = this.safeList(subscription, 'messageHashes', []);
+        const subMessageHashes = this.safeList(subscription, 'subMessageHashes', []);
+        for (let j = 0; j < messageHashes.length; j++) {
+            const unsubHash = messageHashes[j];
+            const subHash = subMessageHashes[j];
+            if (unsubHash in client.subscriptions) {
+                delete client.subscriptions[unsubHash];
+            }
+            if (subHash in client.subscriptions) {
+                delete client.subscriptions[subHash];
+            }
+            const error = new errors.UnsubscribeError(this.id + ' ' + subHash);
+            client.reject(error, subHash);
+            client.resolve(true, unsubHash);
+            this.cleanCache(subscription);
+        }
+    }
+    cleanCache(subscription) {
+        const topic = this.safeString(subscription, 'topic');
+        const symbols = this.safeList(subscription, 'symbols', []);
+        const symbolsLength = symbols.length;
+        if (symbolsLength > 0) {
+            for (let i = 0; i < symbols.length; i++) {
+                const symbol = symbols[i];
+                if (topic === 'trade') {
+                    delete this.trades[symbol];
+                }
+                else if (topic === 'orderbook') {
+                    delete this.orderbooks[symbol];
+                }
+                else if (topic === 'ticker') {
+                    delete this.tickers[symbol];
+                }
+            }
+        }
+        else {
+            if (topic === 'myTrades') {
+                // don't reset this.myTrades directly here
+                // because in c# we need to use a different object
+                const keys = Object.keys(this.myTrades);
+                for (let i = 0; i < keys.length; i++) {
+                    delete this.myTrades[keys[i]];
+                }
+            }
+            else if (topic === 'orders') {
+                const orderSymbols = Object.keys(this.orders);
+                for (let i = 0; i < orderSymbols.length; i++) {
+                    delete this.orders[orderSymbols[i]];
+                }
+            }
+            else if (topic === 'ticker') {
+                const tickerSymbols = Object.keys(this.tickers);
+                for (let i = 0; i < tickerSymbols.length; i++) {
+                    delete this.tickers[tickerSymbols[i]];
+                }
+            }
+        }
+    }
     async watchTradesForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
         /**
          * @method
@@ -1001,6 +1139,85 @@ class binance extends binance$1 {
         }
         return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
     }
+    async unWatchTradesForSymbols(symbols, params = {}) {
+        /**
+         * @method
+         * @name binance#unWatchTradesForSymbols
+         * @description unsubscribes from the trades channel
+         * @see https://binance-docs.github.io/apidocs/spot/en/#aggregate-trade-streams
+         * @see https://binance-docs.github.io/apidocs/spot/en/#trade-streams
+         * @see https://binance-docs.github.io/apidocs/futures/en/#aggregate-trade-streams
+         * @see https://binance-docs.github.io/apidocs/delivery/en/#aggregate-trade-streams
+         * @param {string[]} symbols unified symbol of the market to fetch trades for
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {string} [params.name] the name of the method to call, 'trade' or 'aggTrade', default is 'trade'
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
+         */
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols, undefined, false, true, true);
+        let streamHash = 'multipleTrades';
+        if (symbols !== undefined) {
+            const symbolsLength = symbols.length;
+            if (symbolsLength > 200) {
+                throw new errors.BadRequest(this.id + ' watchTradesForSymbols() accepts 200 symbols at most. To watch more symbols call watchTradesForSymbols() multiple times');
+            }
+            streamHash += '::' + symbols.join(',');
+        }
+        let name = undefined;
+        [name, params] = this.handleOptionAndParams(params, 'watchTradesForSymbols', 'name', 'trade');
+        params = this.omit(params, 'callerMethodName');
+        const firstMarket = this.market(symbols[0]);
+        let type = firstMarket['type'];
+        if (firstMarket['contract']) {
+            type = firstMarket['linear'] ? 'future' : 'delivery';
+        }
+        const subMessageHashes = [];
+        const subParams = [];
+        const messageHashes = [];
+        for (let i = 0; i < symbols.length; i++) {
+            const symbol = symbols[i];
+            const market = this.market(symbol);
+            subMessageHashes.push('trade::' + symbol);
+            messageHashes.push('unsubscribe:trade:' + symbol);
+            const rawHash = market['lowercaseId'] + '@' + name;
+            subParams.push(rawHash);
+        }
+        const query = this.omit(params, 'type');
+        const subParamsLength = subParams.length;
+        const url = this.urls['api']['ws'][type] + '/' + this.stream(type, streamHash, subParamsLength);
+        const requestId = this.requestId(url);
+        const request = {
+            'method': 'UNSUBSCRIBE',
+            'params': subParams,
+            'id': requestId,
+        };
+        const subscription = {
+            'unsubscribe': true,
+            'id': requestId.toString(),
+            'subMessageHashes': subMessageHashes,
+            'messageHashes': messageHashes,
+            'symbols': symbols,
+            'topic': 'trade',
+        };
+        return await this.watchMultiple(url, messageHashes, this.extend(request, query), messageHashes, subscription);
+    }
+    async unWatchTrades(symbol, params = {}) {
+        /**
+         * @method
+         * @name binance#unWatchTrades
+         * @description unsubscribes from the trades channel
+         * @see https://binance-docs.github.io/apidocs/spot/en/#aggregate-trade-streams
+         * @see https://binance-docs.github.io/apidocs/spot/en/#trade-streams
+         * @see https://binance-docs.github.io/apidocs/futures/en/#aggregate-trade-streams
+         * @see https://binance-docs.github.io/apidocs/delivery/en/#aggregate-trade-streams
+         * @param {string} symbol unified symbol of the market to fetch trades for
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {string} [params.name] the name of the method to call, 'trade' or 'aggTrade', default is 'trade'
+         * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
+         */
+        await this.loadMarkets();
+        return await this.unWatchTradesForSymbols([symbol], params);
+    }
     async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
         /**
          * @method
@@ -1534,6 +1751,112 @@ class binance extends binance$1 {
         }
         return this.filterByArray(this.tickers, 'symbol', symbols);
     }
+    async unWatchTickers(symbols = undefined, params = {}) {
+        /**
+         * @method
+         * @name binance#unWatchTickers
+         * @see https://binance-docs.github.io/apidocs/spot/en/#individual-symbol-mini-ticker-stream
+         * @see https://binance-docs.github.io/apidocs/spot/en/#individual-symbol-ticker-streams
+         * @see https://binance-docs.github.io/apidocs/futures/en/#all-market-mini-tickers-stream
+         * @see https://binance-docs.github.io/apidocs/futures/en/#individual-symbol-ticker-streams
+         * @see https://binance-docs.github.io/apidocs/delivery/en/#all-market-mini-tickers-stream
+         * @see https://binance-docs.github.io/apidocs/delivery/en/#individual-symbol-ticker-streams
+         * @description unWatches 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
+         * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+         */
+        let channelName = undefined;
+        [channelName, params] = this.handleOptionAndParams(params, 'watchTickers', 'name', 'ticker');
+        if (channelName === 'bookTicker') {
+            throw new errors.BadRequest(this.id + ' deprecation notice - to subscribe for bids-asks, use watch_bids_asks() method instead');
+        }
+        await this.loadMarkets();
+        const methodName = 'watchTickers';
+        symbols = this.marketSymbols(symbols, undefined, true, false, true);
+        let firstMarket = undefined;
+        let marketType = undefined;
+        const symbolsDefined = (symbols !== undefined);
+        if (symbolsDefined) {
+            firstMarket = this.market(symbols[0]);
+        }
+        [marketType, params] = this.handleMarketTypeAndParams(methodName, firstMarket, params);
+        let subType = undefined;
+        [subType, params] = this.handleSubTypeAndParams(methodName, firstMarket, params);
+        let rawMarketType = undefined;
+        if (this.isLinear(marketType, subType)) {
+            rawMarketType = 'future';
+        }
+        else if (this.isInverse(marketType, subType)) {
+            rawMarketType = 'delivery';
+        }
+        else if (marketType === 'spot') {
+            rawMarketType = marketType;
+        }
+        else {
+            throw new errors.NotSupported(this.id + ' ' + methodName + '() does not support options markets');
+        }
+        const isBidAsk = (channelName === 'bookTicker');
+        const subscriptionArgs = [];
+        const subMessageHashes = [];
+        if (symbolsDefined) {
+            for (let i = 0; i < symbols.length; i++) {
+                const symbol = symbols[i];
+                const market = this.market(symbol);
+                subscriptionArgs.push(market['lowercaseId'] + '@' + channelName);
+                subMessageHashes.push(this.getMessageHash(channelName, market['symbol'], isBidAsk));
+            }
+        }
+        else {
+            if (isBidAsk) {
+                if (marketType === 'spot') {
+                    throw new errors.ArgumentsRequired(this.id + ' ' + methodName + '() requires symbols for this channel for spot markets');
+                }
+                subscriptionArgs.push('!' + channelName);
+            }
+            else {
+                subscriptionArgs.push('!' + channelName + '@arr');
+            }
+            subMessageHashes.push(this.getMessageHash(channelName, undefined, isBidAsk));
+        }
+        let streamHash = channelName;
+        if (symbolsDefined) {
+            streamHash = channelName + '::' + symbols.join(',');
+        }
+        const url = this.urls['api']['ws'][rawMarketType] + '/' + this.stream(rawMarketType, streamHash);
+        const requestId = this.requestId(url);
+        const request = {
+            'method': 'UNSUBSCRIBE',
+            'params': subscriptionArgs,
+            'id': requestId,
+        };
+        const subscription = {
+            'unsubscribe': true,
+            'id': requestId.toString(),
+            'subMessageHashes': subMessageHashes,
+            'messageHashes': subMessageHashes,
+            'symbols': symbols,
+            'topic': 'ticker',
+        };
+        return await this.watchMultiple(url, subMessageHashes, this.extend(request, params), subMessageHashes, subscription);
+    }
+    async unWatchTicker(symbol, params = {}) {
+        /**
+         * @method
+         * @name binance#unWatchTicker
+         * @see https://binance-docs.github.io/apidocs/spot/en/#individual-symbol-mini-ticker-stream
+         * @see https://binance-docs.github.io/apidocs/spot/en/#individual-symbol-ticker-streams
+         * @see https://binance-docs.github.io/apidocs/futures/en/#all-market-mini-tickers-stream
+         * @see https://binance-docs.github.io/apidocs/futures/en/#individual-symbol-ticker-streams
+         * @see https://binance-docs.github.io/apidocs/delivery/en/#all-market-mini-tickers-stream
+         * @see https://binance-docs.github.io/apidocs/delivery/en/#individual-symbol-ticker-streams
+         * @description unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
+         * @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}
+         */
+        return await this.unWatchTickers([symbol], params);
+    }
     async watchBidsAsks(symbols = undefined, params = {}) {
         /**
          * @method