ccxt 4.4.6 → 4.4.8

package/js/src/pro/blofin.js

@@ -21,6 +21,7 @@ export default class blofin extends blofinRest {
                 'watchOrderBookForSymbols': true,
                 'watchTicker': true,
                 'watchTickers': true,
+                'watchBidsAsks': true,
                 'watchOHLCV': true,
                 'watchOHLCVForSymbols': true,
                 'watchOrders': true,
@@ -273,6 +274,7 @@ export default class blofin extends blofinRest {
         //         ],
         //     }
         //
+        this.handleBidAsk(client, message);
         const arg = this.safeDict(message, 'arg');
         const channelName = this.safeString(arg, 'channel');
         const data = this.safeList(message, 'data');
@@ -287,6 +289,68 @@ export default class blofin extends blofinRest {
     parseWsTicker(ticker, market = undefined) {
         return this.parseTicker(ticker, market);
     }
+    async watchBidsAsks(symbols = undefined, params = {}) {
+        /**
+         * @method
+         * @name blofin#watchBidsAsks
+         * @description watches best bid & ask for symbols
+         * @see https://docs.blofin.com/index.html#ws-tickers-channel
+         * @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}
+         */
+        await this.loadMarkets();
+        symbols = this.marketSymbols(symbols, undefined, false);
+        const firstMarket = this.market(symbols[0]);
+        const channel = 'tickers';
+        let marketType = undefined;
+        [marketType, params] = this.handleMarketTypeAndParams('watchBidsAsks', firstMarket, params);
+        const url = this.implodeHostname(this.urls['api']['ws'][marketType]['public']);
+        const messageHashes = [];
+        const args = [];
+        for (let i = 0; i < symbols.length; i++) {
+            const market = this.market(symbols[i]);
+            messageHashes.push('bidask:' + market['symbol']);
+            args.push({
+                'channel': channel,
+                'instId': market['id'],
+            });
+        }
+        const request = this.getSubscriptionRequest(args);
+        const ticker = await this.watchMultiple(url, messageHashes, this.deepExtend(request, params), messageHashes);
+        if (this.newUpdates) {
+            const tickers = {};
+            tickers[ticker['symbol']] = ticker;
+            return tickers;
+        }
+        return this.filterByArray(this.bidsasks, 'symbol', symbols);
+    }
+    handleBidAsk(client, message) {
+        const data = this.safeList(message, 'data');
+        for (let i = 0; i < data.length; i++) {
+            const ticker = this.parseWsBidAsk(data[i]);
+            const symbol = ticker['symbol'];
+            const messageHash = 'bidask:' + symbol;
+            this.bidsasks[symbol] = ticker;
+            client.resolve(ticker, messageHash);
+        }
+    }
+    parseWsBidAsk(ticker, market = undefined) {
+        const marketId = this.safeString(ticker, 'instId');
+        market = this.safeMarket(marketId, market, '-');
+        const symbol = this.safeString(market, 'symbol');
+        const timestamp = this.safeInteger(ticker, 'ts');
+        return this.safeTicker({
+            'symbol': symbol,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'ask': this.safeString(ticker, 'askPrice'),
+            'askVolume': this.safeString(ticker, 'askSize'),
+            'bid': this.safeString(ticker, 'bidPrice'),
+            'bidVolume': this.safeString(ticker, 'bidSize'),
+            'info': ticker,
+        }, market);
+    }
     async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
         /**
          * @method

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

@@ -52,6 +52,7 @@ export default class okx extends okxRest {
     watchOrders(symbol?: Str, since?: Int, limit?: Int, params?: {}): Promise<Order[]>;
     handleOrders(client: Client, message: any, subscription?: any): void;
     handleMyTrades(client: Client, message: any): void;
+    requestId(): string;
     createOrderWs(symbol: string, type: OrderType, side: OrderSide, amount: number, price?: Num, params?: {}): Promise<Order>;
     handlePlaceOrders(client: Client, message: any): void;
     editOrderWs(id: string, symbol: string, type: OrderType, side: OrderSide, amount?: Num, price?: Num, params?: {}): Promise<Order>;

package/js/src/pro/okx.js

@@ -1957,6 +1957,12 @@ export default class okx extends okxRest {
             client.resolve(this.orders, symbolMessageHash);
         }
     }
+    requestId() {
+        const ts = this.milliseconds().toString();
+        const randomNumber = this.randNumber(4);
+        const randomPart = randomNumber.toString();
+        return ts + randomPart;
+    }
     async createOrderWs(symbol, type, side, amount, price = undefined, params = {}) {
         /**
          * @method
@@ -1975,7 +1981,7 @@ export default class okx extends okxRest {
         await this.loadMarkets();
         await this.authenticate();
         const url = this.getUrl('private', 'private');
-        const messageHash = this.milliseconds().toString();
+        const messageHash = this.requestId();
         let op = undefined;
         [op, params] = this.handleOptionAndParams(params, 'createOrderWs', 'op', 'batch-orders');
         const args = this.createOrderRequest(symbol, type, side, amount, price, params);
@@ -2045,7 +2051,7 @@ export default class okx extends okxRest {
         await this.loadMarkets();
         await this.authenticate();
         const url = this.getUrl('private', 'private');
-        const messageHash = this.milliseconds().toString();
+        const messageHash = this.requestId();
         let op = undefined;
         [op, params] = this.handleOptionAndParams(params, 'editOrderWs', 'op', 'amend-order');
         const args = this.editOrderRequest(id, symbol, type, side, amount, price, params);
@@ -2074,7 +2080,7 @@ export default class okx extends okxRest {
         await this.loadMarkets();
         await this.authenticate();
         const url = this.getUrl('private', 'private');
-        const messageHash = this.milliseconds().toString();
+        const messageHash = this.requestId();
         const clientOrderId = this.safeString2(params, 'clOrdId', 'clientOrderId');
         params = this.omit(params, ['clientOrderId', 'clOrdId']);
         const arg = {
@@ -2114,7 +2120,7 @@ export default class okx extends okxRest {
         await this.loadMarkets();
         await this.authenticate();
         const url = this.getUrl('private', 'private');
-        const messageHash = this.milliseconds().toString();
+        const messageHash = this.requestId();
         const args = [];
         for (let i = 0; i < idsLength; i++) {
             const arg = {
@@ -2150,7 +2156,7 @@ export default class okx extends okxRest {
             throw new BadRequest(this.id + 'cancelAllOrdersWs is only applicable to Option in Portfolio Margin mode, and MMP privilege is required.');
         }
         const url = this.getUrl('private', 'private');
-        const messageHash = this.milliseconds().toString();
+        const messageHash = this.requestId();
         const request = {
             'id': messageHash,
             'op': 'mass-cancel',

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ccxt",
-  "version": "4.4.6",
+  "version": "4.4.8",
   "description": "A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 100+ exchanges",
   "unpkg": "dist/ccxt.browser.min.js",
   "type": "module",