ccxt 4.5.18 → 4.5.20

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

@@ -0,0 +1,418 @@
+'use strict';
+
+Object.defineProperty(exports, '__esModule', { value: true });
+
+var dydx$1 = require('../dydx.js');
+var Cache = require('../base/ws/Cache.js');
+var errors = require('../base/errors.js');
+
+// ----------------------------------------------------------------------------
+//  ---------------------------------------------------------------------------
+class dydx extends dydx$1["default"] {
+    describe() {
+        return this.deepExtend(super.describe(), {
+            'has': {
+                'ws': true,
+                'watchBalance': false,
+                'watchTicker': false,
+                'watchTickers': false,
+                'watchTrades': true,
+                'watchOrderBook': true,
+                'watchOHLCV': true,
+            },
+            'urls': {
+                'test': {
+                    'ws': 'wss://indexer.v4testnet.dydx.exchange/v4/ws',
+                },
+                'api': {
+                    'ws': 'wss://indexer.dydx.trade/v4/ws',
+                },
+            },
+            'options': {},
+            'streaming': {},
+            'exceptions': {},
+        });
+    }
+    /**
+     * @method
+     * @name dydx#watchTrades
+     * @description get the list of most recent trades for a particular symbol
+     * @see https://docs.dydx.xyz/indexer-client/websockets#trades
+     * @param {string} symbol 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://github.com/ccxt/ccxt/wiki/Manual#public-trades}
+     */
+    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
+        await this.loadMarkets();
+        const url = this.urls['api']['ws'];
+        const market = this.market(symbol);
+        const messageHash = 'trade:' + market['symbol'];
+        const request = {
+            'type': 'subscribe',
+            'channel': 'v4_trades',
+            'id': market['id'],
+        };
+        const trades = await this.watch(url, messageHash, this.extend(request, params), messageHash);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
+    }
+    /**
+     * @method
+     * @name dydx#unWatchTrades
+     * @description unsubscribes from the trades channel
+     * @see https://docs.dydx.xyz/indexer-client/websockets#trades
+     * @param {string} symbol unified symbol of the market to fetch trades for
+     * @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}
+     */
+    async unWatchTrades(symbol, params = {}) {
+        await this.loadMarkets();
+        const url = this.urls['api']['ws'];
+        const market = this.market(symbol);
+        const messageHash = 'trade:' + market['symbol'];
+        const request = {
+            'type': 'unsubscribe',
+            'channel': 'v4_trades',
+            'id': market['id'],
+        };
+        return await this.watch(url, messageHash, this.extend(request, params), messageHash);
+    }
+    handleTrades(client, message) {
+        //
+        // {
+        //     "type": "subscribed",
+        //     "connection_id": "9011edff-d8f7-47fc-bbc6-0c7b5ba7dfae",
+        //     "message_id": 3,
+        //     "channel": "v4_trades",
+        //     "id": "BTC-USD",
+        //     "contents": {
+        //         "trades": [
+        //             {
+        //                 "id": "02b6148d0000000200000005",
+        //                 "side": "BUY",
+        //                 "size": "0.024",
+        //                 "price": "114581",
+        //                 "type": "LIMIT",
+        //                 "createdAt": "2025-08-04T00:42:07.118Z",
+        //                 "createdAtHeight": "45487245"
+        //             }
+        //         ]
+        //     }
+        // }
+        //
+        const marketId = this.safeString(message, 'id');
+        const market = this.safeMarket(marketId);
+        const symbol = market['symbol'];
+        const content = this.safeDict(message, 'contents');
+        const rawTrades = this.safeList(content, 'trades', []);
+        let stored = this.safeValue(this.trades, symbol);
+        if (stored === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            stored = new Cache.ArrayCache(limit);
+            this.trades[symbol] = stored;
+        }
+        const parsedTrades = this.parseTrades(rawTrades, market);
+        for (let i = 0; i < parsedTrades.length; i++) {
+            const parsed = parsedTrades[i];
+            stored.append(parsed);
+        }
+        const messageHash = 'trade' + ':' + symbol;
+        client.resolve(stored, messageHash);
+    }
+    parseWsTrade(trade, market = undefined) {
+        //
+        // {
+        //     "id": "02b6148d0000000200000005",
+        //     "side": "BUY",
+        //     "size": "0.024",
+        //     "price": "114581",
+        //     "type": "LIMIT",
+        //     "createdAt": "2025-08-04T00:42:07.118Z",
+        //     "createdAtHeight": "45487245"
+        // }
+        //
+        const timestamp = this.parse8601(this.safeString(trade, 'createdAt'));
+        return this.safeTrade({
+            'id': this.safeString(trade, 'id'),
+            'info': trade,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'symbol': this.safeString(market, 'symbol'),
+            'order': undefined,
+            'type': this.safeStringLower(trade, 'type'),
+            'side': this.safeStringLower(trade, 'side'),
+            'takerOrMaker': undefined,
+            'price': this.safeString(trade, 'price'),
+            'amount': this.safeString(trade, 'size'),
+            'cost': undefined,
+            'fee': undefined,
+        }, market);
+    }
+    /**
+     * @method
+     * @name dydx#watchOrderBook
+     * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+     * @see https://docs.dydx.xyz/indexer-client/websockets#orders
+     * @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
+     * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
+     */
+    async watchOrderBook(symbol, limit = undefined, params = {}) {
+        await this.loadMarkets();
+        const url = this.urls['api']['ws'];
+        const market = this.market(symbol);
+        const messageHash = 'orderbook:' + market['symbol'];
+        const request = {
+            'type': 'subscribe',
+            'channel': 'v4_orderbook',
+            'id': market['id'],
+        };
+        const orderbook = await this.watch(url, messageHash, this.extend(request, params), messageHash);
+        return orderbook.limit();
+    }
+    /**
+     * @method
+     * @name dydx#unWatchOrderBook
+     * @description unWatches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+     * @see https://docs.dydx.xyz/indexer-client/websockets#orders
+     * @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
+     */
+    async unWatchOrderBook(symbol, params = {}) {
+        await this.loadMarkets();
+        const url = this.urls['api']['ws'];
+        const market = this.market(symbol);
+        const messageHash = 'orderbook:' + market['symbol'];
+        const request = {
+            'type': 'unsubscribe',
+            'channel': 'v4_orderbook',
+            'id': market['id'],
+        };
+        return await this.watch(url, messageHash, this.extend(request, params), messageHash);
+    }
+    handleOrderBook(client, message) {
+        //
+        // {
+        //     "type": "subscribed",
+        //     "connection_id": "7af140fb-b33d-4f0e-8f4c-30f16337b360",
+        //     "message_id": 1,
+        //     "channel": "v4_orderbook",
+        //     "id": "BTC-USD",
+        //     "contents": {
+        //         "bids": [
+        //             {
+        //                 "price": "114623",
+        //                 "size": "0.1112"
+        //             }
+        //         ],
+        //         "asks": [
+        //             {
+        //                 "price": "114624",
+        //                 "size": "0.0872"
+        //             }
+        //         ]
+        //     }
+        // }
+        //
+        const marketId = this.safeString(message, 'id');
+        const market = this.safeMarket(marketId);
+        const symbol = market['symbol'];
+        const content = this.safeDict(message, 'contents');
+        let orderbook = this.safeValue(this.orderbooks, symbol);
+        if (orderbook === undefined) {
+            orderbook = this.orderBook();
+        }
+        orderbook['symbol'] = symbol;
+        const asks = this.safeList(content, 'asks', []);
+        const bids = this.safeList(content, 'bids', []);
+        this.handleDeltas(orderbook['asks'], asks);
+        this.handleDeltas(orderbook['bids'], bids);
+        orderbook['nonce'] = this.safeInteger(message, 'message_id');
+        const messageHash = 'orderbook:' + symbol;
+        this.orderbooks[symbol] = orderbook;
+        client.resolve(orderbook, messageHash);
+    }
+    handleDelta(bookside, delta) {
+        if (Array.isArray(delta)) {
+            const price = this.safeFloat(delta, 0);
+            const amount = this.safeFloat(delta, 1);
+            bookside.store(price, amount);
+        }
+        else {
+            const bidAsk = this.parseBidAsk(delta, 'price', 'size');
+            bookside.storeArray(bidAsk);
+        }
+    }
+    /**
+     * @method
+     * @name dydx#watchOHLCV
+     * @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
+     * @see https://docs.dydx.xyz/indexer-client/websockets#candles
+     * @param {string} symbol unified symbol of the market to fetch OHLCV data for
+     * @param {string} timeframe the length of time each candle represents
+     * @param {int} [since] timestamp in ms of the earliest candle to fetch
+     * @param {int} [limit] the maximum amount of candles to fetch
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
+     */
+    async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
+        await this.loadMarkets();
+        const url = this.urls['api']['ws'];
+        const market = this.market(symbol);
+        const messageHash = 'ohlcv:' + market['symbol'];
+        const resolution = this.safeString(this.timeframes, timeframe, timeframe);
+        const request = {
+            'type': 'subscribe',
+            'channel': 'v4_candles',
+            'id': market['id'] + '/' + resolution,
+        };
+        const ohlcv = await this.watch(url, messageHash, this.extend(request, params), messageHash);
+        if (this.newUpdates) {
+            limit = ohlcv.getLimit(symbol, limit);
+        }
+        return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
+    }
+    /**
+     * @method
+     * @name dydx#unWatchOHLCV
+     * @description unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market
+     * @see https://docs.dydx.xyz/indexer-client/websockets#candles
+     * @param {string} symbol unified symbol of the market to fetch OHLCV data for
+     * @param {string} timeframe the length of time each candle represents
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @param {object} [params.timezone] if provided, kline intervals are interpreted in that timezone instead of UTC, example '+08:00'
+     * @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
+     */
+    async unWatchOHLCV(symbol, timeframe = '1m', params = {}) {
+        await this.loadMarkets();
+        const url = this.urls['api']['ws'];
+        const market = this.market(symbol);
+        const messageHash = 'ohlcv:' + market['symbol'];
+        const resolution = this.safeString(this.timeframes, timeframe, timeframe);
+        const request = {
+            'type': 'unsubscribe',
+            'channel': 'v4_candles',
+            'id': market['id'] + '/' + resolution,
+        };
+        return await this.watch(url, messageHash, this.extend(request, params), messageHash);
+    }
+    handleOHLCV(client, message) {
+        //
+        // {
+        //     "type": "subscribed",
+        //     "connection_id": "e00b6e27-590c-4e91-a24d-b0645289434b",
+        //     "message_id": 1,
+        //     "channel": "v4_candles",
+        //     "id": "BTC-USD/1MIN",
+        //     "contents": {
+        //         "candles": [
+        //             {
+        //                 "startedAt": "2025-08-05T03:40:00.000Z",
+        //                 "ticker": "BTC-USD",
+        //                 "resolution": "1MIN",
+        //                 "low": "114249",
+        //                 "high": "114256",
+        //                 "open": "114256",
+        //                 "close": "114249",
+        //                 "baseTokenVolume": "0.4726",
+        //                 "usdVolume": "53996.1818",
+        //                 "trades": 7,
+        //                 "startingOpenInterest": "501.7424",
+        //                 "orderbookMidPriceOpen": "114255.5",
+        //                 "orderbookMidPriceClose": "114255.5"
+        //             }
+        //         ]
+        //     }
+        // }
+        // {
+        //     "type": "channel_data",
+        //     "connection_id": "e00b6e27-590c-4e91-a24d-b0645289434b",
+        //     "message_id": 3,
+        //     "id": "BTC-USD/1MIN",
+        //     "channel": "v4_candles",
+        //     "version": "1.0.0",
+        //     "contents": {
+        //         "startedAt": "2025-08-05T03:40:00.000Z",
+        //         "ticker": "BTC-USD",
+        //         "resolution": "1MIN",
+        //         "low": "114249",
+        //         "high": "114262",
+        //         "open": "114256",
+        //         "close": "114261",
+        //         "baseTokenVolume": "0.4753",
+        //         "usdVolume": "54304.6873",
+        //         "trades": 9,
+        //         "startingOpenInterest": "501.7424",
+        //         "orderbookMidPriceOpen": "114255.5",
+        //         "orderbookMidPriceClose": "114255.5"
+        //     }
+        // }
+        //
+        const id = this.safeString(message, 'id');
+        const part = id.split('/');
+        const interval = this.safeString(part, 1);
+        const timeframe = this.findTimeframe(interval);
+        const marketId = this.safeString(part, 0);
+        const market = this.safeMarket(marketId);
+        const symbol = market['symbol'];
+        const content = this.safeDict(message, 'contents');
+        const candles = this.safeList(content, 'candles');
+        const messageHash = 'ohlcv:' + symbol;
+        const ohlcv = this.safeDict(candles, 0, content);
+        const parsed = this.parseOHLCV(ohlcv, market);
+        this.ohlcvs[symbol] = this.safeValue(this.ohlcvs, symbol, {});
+        let stored = this.safeValue(this.ohlcvs[symbol], timeframe);
+        if (stored === undefined) {
+            const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
+            stored = new Cache.ArrayCacheByTimestamp(limit);
+            this.ohlcvs[symbol][timeframe] = stored;
+        }
+        stored.append(parsed);
+        client.resolve(stored, messageHash);
+    }
+    handleErrorMessage(client, message) {
+        //
+        // {
+        //     "type": "error",
+        //     "message": "....",
+        //     "connection_id": "9011edff-d8f7-47fc-bbc6-0c7b5ba7dfae",
+        //     "message_id": 4
+        // }
+        //
+        try {
+            const msg = this.safeString(message, 'message');
+            throw new errors.ExchangeError(this.id + ' ' + msg);
+        }
+        catch (e) {
+            client.reject(e);
+        }
+        return true;
+    }
+    handleMessage(client, message) {
+        const type = this.safeString(message, 'type');
+        if (type === 'error') {
+            this.handleErrorMessage(client, message);
+            return;
+        }
+        if (type !== undefined) {
+            const topic = this.safeString(message, 'channel');
+            const methods = {
+                'v4_trades': this.handleTrades,
+                'v4_orderbook': this.handleOrderBook,
+                'v4_candles': this.handleOHLCV,
+            };
+            const method = this.safeValue(methods, topic);
+            if (method !== undefined) {
+                method.call(this, client, message);
+            }
+        }
+    }
+}
+
+exports["default"] = dydx;

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

@@ -1243,8 +1243,7 @@ class kraken extends kraken$1["default"] {
      * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
      */
     async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
-        params['snap_orders'] = true;
-        return await this.watchPrivate('orders', symbol, since, limit, params);
+        return await this.watchPrivate('orders', symbol, since, limit, this.extend(params, { 'snap_orders': true }));
     }
     handleOrders(client, message, subscription = undefined) {
         //
@@ -1304,7 +1303,9 @@ class kraken extends kraken$1["default"] {
                     }
                 }
                 stored.append(newOrder);
-                symbols[symbol] = true;
+                if (symbol !== undefined) {
+                    symbols[symbol] = true;
+                }
             }
             const name = 'orders';
             client.resolve(this.orders, name);