ccxt 4.5.17 → 4.5.18

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

@@ -271,7 +271,7 @@ class ascendex extends ascendex$1["default"] {
         const orderbook = await this.watchPublic(channel, params);
         return orderbook.limit();
     }
-    async fetchOrderBookSnapshot(symbol, limit = undefined, params = {}) {
+    async fetchOrderBookSnapshotCustom(symbol, limit = undefined, params = {}) {
         const restOrderBook = await this.fetchRestOrderBookSafe(symbol, limit, params);
         if (!(symbol in this.orderbooks)) {
             this.orderbooks[symbol] = this.orderBook();
@@ -961,7 +961,7 @@ class ascendex extends ascendex$1["default"] {
         }
         this.orderbooks[symbol] = this.orderBook({});
         if (this.options['defaultType'] === 'swap' || market['contract']) {
-            this.spawn(this.fetchOrderBookSnapshot, symbol);
+            this.spawn(this.fetchOrderBookSnapshotCustom, symbol);
         }
         else {
             this.spawn(this.watchOrderBookSnapshot, symbol);

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

@@ -63,6 +63,19 @@ class binance extends binance$1["default"] {
                 'fetchTradesWs': true,
                 'fetchTradingFeesWs': false,
                 'fetchWithdrawalsWs': false,
+                'unWatchTicker': true,
+                'unWatchTickers': true,
+                'unWatchOHLCV': true,
+                'unWatchOHLCVForSymbols': true,
+                'unWatchOrderBook': true,
+                'unWatchOrderBookForSymbols': true,
+                'unWatchTrades': true,
+                'unWatchTradesForSymbols': true,
+                'unWatchMyTrades': false,
+                'unWatchOrders': false,
+                'unWatchPositions': false,
+                'unWatchMarkPrices': true,
+                'unWatchMarkPrice': true,
             },
             'urls': {
                 'test': {
@@ -1903,12 +1916,14 @@ class binance extends binance$1["default"] {
         const isBidAsk = (channelName === 'bookTicker');
         const subscriptionArgs = [];
         const subMessageHashes = [];
+        const messageHashes = [];
         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));
+                messageHashes.push('unsubscribe:ticker:' + symbol);
             }
         }
         else {
@@ -1922,6 +1937,7 @@ class binance extends binance$1["default"] {
                 subscriptionArgs.push('!' + channelName + '@arr');
             }
             subMessageHashes.push(this.getMessageHash(channelName, undefined, isBidAsk));
+            messageHashes.push('unsubscribe:ticker');
         }
         let streamHash = channelName;
         if (symbolsDefined) {
@@ -1938,11 +1954,91 @@ class binance extends binance$1["default"] {
             'unsubscribe': true,
             'id': requestId.toString(),
             'subMessageHashes': subMessageHashes,
-            'messageHashes': subMessageHashes,
+            'messageHashes': messageHashes,
             'symbols': symbols,
             'topic': 'ticker',
         };
-        return await this.watchMultiple(url, subMessageHashes, this.extend(request, params), subMessageHashes, subscription);
+        return await this.watchMultiple(url, messageHashes, this.extend(request, params), messageHashes, subscription);
+    }
+    /**
+     * @method
+     * @name binance#unWatchMarkPrices
+     * @description unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
+     * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Mark-Price-Stream
+     * @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}
+     */
+    async unWatchMarkPrices(symbols = undefined, params = {}) {
+        let channelName = undefined;
+        [channelName, params] = this.handleOptionAndParams(params, 'watchMarkPrices', 'name', 'markPrice');
+        await this.loadMarkets();
+        const use1sFreq = this.safeBool(params, 'use1sFreq', true);
+        const suffix = (use1sFreq) ? '@1s' : '';
+        const methodName = 'watchMarkPrices';
+        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);
+        if (marketType !== 'swap' && marketType !== 'future') {
+            throw new errors.NotSupported(this.id + ' ' + methodName + '() only supports swap markets');
+        }
+        const rawMarketType = 'future';
+        const subscriptionArgs = [];
+        const subMessageHashes = [];
+        const messageHashes = [];
+        if (symbolsDefined) {
+            for (let i = 0; i < symbols.length; i++) {
+                const symbol = symbols[i];
+                const market = this.market(symbol);
+                const msgHash = this.getMessageHash(channelName, market['symbol'], false);
+                subscriptionArgs.push(market['lowercaseId'] + '@' + channelName + suffix);
+                subMessageHashes.push(msgHash);
+                messageHashes.push('unsubscribe:' + msgHash);
+            }
+        }
+        else {
+            const msgHashNoSymbol = this.getMessageHash(channelName, undefined, false);
+            subscriptionArgs.push('!' + channelName + '@arr');
+            subMessageHashes.push(msgHashNoSymbol);
+            messageHashes.push('unsubscribe:' + msgHashNoSymbol);
+        }
+        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': messageHashes,
+            'symbols': symbols,
+            'topic': 'ticker',
+        };
+        return await this.watchMultiple(url, messageHashes, this.extend(request, params), messageHashes, subscription);
+    }
+    /**
+     * @method
+     * @name binance#unWatchMarkPrice
+     * @description unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
+     * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Mark-Price-Stream
+     * @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}
+     */
+    async unWatchMarkPrice(symbol, params = {}) {
+        return await this.unWatchMarkPrices([symbol], params);
     }
     /**
      * @method
@@ -2349,7 +2445,8 @@ class binance extends binance$1["default"] {
         return extendedParams;
     }
     /**
-     * Ensures a User Data Stream WebSocket subscription is active for the specified scope
+     * @name binance#ensureUserDataStreamWsSubscribeSignature
+     * @description watches best bid & ask for symbols
      * @param marketType {string} only support on 'spot'
      * @see {@link https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/user-data-stream-requests#subscribe-to-user-data-stream-through-signature-subscription-user_data Binance User Data Stream Documentation}
      * @returns Promise<number> The subscription ID for the user data stream

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

@@ -38,6 +38,25 @@ class binanceus extends binance["default"] {
                 'doc': 'https://github.com/binance-us/binance-official-api-docs',
                 'fees': 'https://www.binance.us/en/fee/schedule',
             },
+            'has': {
+                'createOrderWithTakeProfitAndStopLossWs': false,
+                'createReduceOnlyOrderWs': false,
+                'createStopLossOrderWs': false,
+                'createTakeProfitOrderWs': false,
+                'fetchPositionForSymbolWs': false,
+                'fetchPositionsForSymbolWs': false,
+                'fetchPositionsWs': false,
+                'fetchPositionWs': false,
+                'unWatchPositions': false,
+                'watchLiquidations': false,
+                'watchLiquidationsForSymbols': false,
+                'watchMarkPrice': false,
+                'watchMarkPrices': false,
+                'watchMyLiquidations': false,
+                'watchMyLiquidationsForSymbols': false,
+                'watchPosition': false,
+                'watchPositions': false,
+            },
             'options': {
                 'fetchCurrencies': false,
                 'quoteOrderQty': false,

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

@@ -484,10 +484,13 @@ class blofin extends blofin$1["default"] {
      * @method
      * @name biofin#watchOrders
      * @description watches information on multiple orders made by the user
+     * @see https://docs.blofin.com/index.html#ws-order-channel
+     * @see https://docs.blofin.com/index.html#ws-algo-orders-channel
      * @param {string} symbol unified market symbol of the market orders were made in
      * @param {int} [since] the earliest time in ms to fetch orders for
      * @param {int} [limit] the maximum number of order structures to retrieve
      * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @param {boolean} [params.trigger] set to true for trigger orders
      * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure
      */
     async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
@@ -500,16 +503,21 @@ class blofin extends blofin$1["default"] {
      * @name blofin#watchOrdersForSymbols
      * @description watches information on multiple orders made by the user across multiple symbols
      * @see https://docs.blofin.com/index.html#ws-order-channel
+     * @see https://docs.blofin.com/index.html#ws-algo-orders-channel
      * @param {string[]} symbols
      * @param {int} [since] the earliest time in ms to fetch orders for
      * @param {int} [limit] the maximum number of order structures to retrieve
      * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @param {boolean} [params.trigger] set to true for trigger orders
      * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure
      */
     async watchOrdersForSymbols(symbols, since = undefined, limit = undefined, params = {}) {
         await this.authenticate();
         await this.loadMarkets();
-        const orders = await this.watchMultipleWrapper(false, 'orders', 'watchOrdersForSymbols', symbols, params);
+        const trigger = this.safeValue2(params, 'stop', 'trigger');
+        params = this.omit(params, ['stop', 'trigger']);
+        const channel = trigger ? 'orders-algo' : 'orders';
+        const orders = await this.watchMultipleWrapper(false, channel, 'watchOrdersForSymbols', symbols, params);
         if (this.newUpdates) {
             const first = this.safeValue(orders, 0);
             const tradeSymbol = this.safeString(first, 'symbol');
@@ -645,7 +653,7 @@ class blofin extends blofin$1["default"] {
             messageHashes.push(channelName);
         }
         // private channel are difference, they only need plural channel name for multiple symbols
-        if (this.inArray(channelName, ['orders', 'positions'])) {
+        if (this.inArray(channelName, ['orders', 'orders-algo', 'positions'])) {
             rawSubscriptions = [{ 'channel': channelName }];
         }
         const request = this.getSubscriptionRequest(rawSubscriptions);
@@ -683,6 +691,7 @@ class blofin extends blofin$1["default"] {
             // private
             'account': this.handleBalance,
             'orders': this.handleOrders,
+            'orders-algo': this.handleOrders,
             'positions': this.handlePositions,
         };
         let method = undefined;