ccxt 4.5.18 → 4.5.20

package/js/src/mexc.js

@@ -3009,10 +3009,9 @@ export default class mexc extends Exchange {
         }
         [marketType, params] = this.handleMarketTypeAndParams('fetchOpenOrders', market, params);
         if (marketType === 'spot') {
-            if (symbol === undefined) {
-                throw new ArgumentsRequired(this.id + ' fetchOpenOrders() requires a symbol argument for spot market');
+            if (symbol !== undefined) {
+                request['symbol'] = market['id'];
             }
-            request['symbol'] = market['id'];
             const [marginMode, query] = this.handleMarginModeAndParams('fetchOpenOrders', params);
             let response = undefined;
             if (marginMode !== undefined) {

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

@@ -580,13 +580,13 @@ export default class binance extends binanceRest {
      * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
      */
     watchBidsAsks(symbols?: Strings, params?: {}): Promise<Tickers>;
-    watchMultiTickerHelper(methodName: any, channelName: string, symbols?: Strings, params?: {}): Promise<any>;
+    watchMultiTickerHelper(methodName: any, channelName: string, symbols?: Strings, params?: {}, isUnsubscribe?: boolean): Promise<any>;
     parseWsTicker(message: any, marketType: any): Ticker;
     handleTickerWs(client: Client, message: any): void;
     handleBidsAsks(client: Client, message: any): void;
     handleTickers(client: Client, message: any): void;
+    handleMarkPrices(client: Client, message: any): void;
     handleTickersAndBidsAsks(client: Client, message: any, methodType: any): void;
-    getMessageHash(channelName: string, symbol: Str, isBidAsk: boolean): string;
     signParams(params?: {}): any;
     /**
      * @name binance#ensureUserDataStreamWsSubscribeSignature

package/js/src/pro/binance.js

@@ -1889,77 +1889,7 @@ export default class binance extends binanceRest {
         if (channelName === 'bookTicker') {
             throw new 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 NotSupported(this.id + ' ' + methodName + '() does not support options markets');
-        }
-        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 {
-            if (isBidAsk) {
-                if (marketType === 'spot') {
-                    throw new 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));
-            messageHashes.push('unsubscribe:ticker');
-        }
-        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);
+        return await this.watchMultiTickerHelper('unWatchTickers', channelName, symbols, params, true);
     }
     /**
      * @method
@@ -1974,60 +1904,7 @@ export default class binance extends binanceRest {
         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 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);
+        return await this.watchMultiTickerHelper('unWatchMarkPrices', channelName, symbols, params, true);
     }
     /**
      * @method
@@ -2078,7 +1955,7 @@ export default class binance extends binanceRest {
         }
         return this.filterByArray(this.bidsasks, 'symbol', symbols);
     }
-    async watchMultiTickerHelper(methodName, channelName, symbols = undefined, params = {}) {
+    async watchMultiTickerHelper(methodName, channelName, symbols = undefined, params = {}, isUnsubscribe = false) {
         await this.loadMarkets();
         symbols = this.marketSymbols(symbols, undefined, true, false, true);
         const isBidAsk = (channelName === 'bookTicker');
@@ -2107,18 +1984,35 @@ export default class binance extends binanceRest {
         else {
             throw new NotSupported(this.id + ' ' + methodName + '() does not support options markets');
         }
+        if (isMarkPrice && !this.inArray(marketType, ['swap', 'future'])) {
+            throw new NotSupported(this.id + ' ' + methodName + '() does not support ' + marketType + ' markets yet');
+        }
         const subscriptionArgs = [];
         const messageHashes = [];
+        const unsubscribeMessageHashes = [];
         let suffix = '';
         if (isMarkPrice) {
             suffix = (use1sFreq) ? '@1s' : '';
         }
+        let unifiedPrefix = undefined;
+        if (isBidAsk) {
+            unifiedPrefix = 'bidask';
+        }
+        else if (isMarkPrice) {
+            unifiedPrefix = 'markPrice';
+        }
+        else {
+            unifiedPrefix = 'ticker';
+        }
         if (symbolsDefined) {
             for (let i = 0; i < symbols.length; i++) {
                 const symbol = symbols[i];
                 const market = this.market(symbol);
                 subscriptionArgs.push(market['lowercaseId'] + '@' + channelName + suffix);
-                messageHashes.push(this.getMessageHash(channelName, market['symbol'], isBidAsk));
+                messageHashes.push(unifiedPrefix + ':' + channelName + '@' + symbol);
+                if (isUnsubscribe) {
+                    unsubscribeMessageHashes.push('unsubscribe::' + unifiedPrefix + ':' + channelName + '@' + symbol);
+                }
             }
         }
         else {
@@ -2134,7 +2028,8 @@ export default class binance extends binanceRest {
             else {
                 subscriptionArgs.push('!' + channelName + '@arr');
             }
-            messageHashes.push(this.getMessageHash(channelName, undefined, isBidAsk));
+            messageHashes.push(unifiedPrefix + 's:' + channelName);
+            unsubscribeMessageHashes.push('unsubscribe::' + channelName);
         }
         let streamHash = channelName;
         if (symbolsDefined) {
@@ -2143,14 +2038,29 @@ export default class binance extends binanceRest {
         const url = this.urls['api']['ws'][rawMarketType] + '/' + this.stream(rawMarketType, streamHash);
         const requestId = this.requestId(url);
         const request = {
-            'method': 'SUBSCRIBE',
+            'method': isUnsubscribe ? 'UNSUBSCRIBE' : 'SUBSCRIBE',
             'params': subscriptionArgs,
             'id': requestId,
         };
-        const subscribe = {
+        let hashes = messageHashes;
+        let subscription = {
             'id': requestId,
         };
-        const result = await this.watchMultiple(url, messageHashes, this.deepExtend(request, params), subscriptionArgs, subscribe);
+        if (isUnsubscribe) {
+            subscription = {
+                'unsubscribe': true,
+                'id': requestId.toString(),
+                'subMessageHashes': messageHashes,
+                'messageHashes': unsubscribeMessageHashes,
+                'symbols': symbols,
+                'topic': 'ticker',
+            };
+            hashes = unsubscribeMessageHashes;
+        }
+        const result = await this.watchMultiple(url, hashes, this.deepExtend(request, params), hashes, subscription);
+        if (isUnsubscribe) {
+            return result;
+        }
         // for efficiency, we have two type of returned structure here - if symbols array was provided, then individual
         // ticker dict comes in, otherwise all-tickers dict comes in
         if (!symbolsDefined) {
@@ -2361,10 +2271,24 @@ export default class binance extends binanceRest {
         //
         this.handleTickersAndBidsAsks(client, message, 'tickers');
     }
+    handleMarkPrices(client, message) {
+        this.handleTickersAndBidsAsks(client, message, 'markPrices');
+    }
     handleTickersAndBidsAsks(client, message, methodType) {
         const isSpot = this.isSpotUrl(client);
         const marketType = (isSpot) ? 'spot' : 'contract';
         const isBidAsk = (methodType === 'bidasks');
+        const isMarkPrice = (methodType === 'markPrices');
+        let unifiedPrefix = undefined;
+        if (isBidAsk) {
+            unifiedPrefix = 'bidask';
+        }
+        else if (isMarkPrice) {
+            unifiedPrefix = 'markPrice';
+        }
+        else {
+            unifiedPrefix = 'ticker';
+        }
         let channelName = undefined;
         const resolvedMessageHashes = [];
         let rawTickers = [];
@@ -2394,26 +2318,17 @@ export default class binance extends binanceRest {
             else {
                 this.tickers[symbol] = parsedTicker;
             }
-            const messageHash = this.getMessageHash(channelName, symbol, isBidAsk);
+            const messageHash = unifiedPrefix + ':' + channelName + '@' + symbol;
             resolvedMessageHashes.push(messageHash);
             client.resolve(parsedTicker, messageHash);
         }
         // resolve batch endpoint
         const length = resolvedMessageHashes.length;
         if (length > 0) {
-            const batchMessageHash = this.getMessageHash(channelName, undefined, isBidAsk);
+            const batchMessageHash = unifiedPrefix + 's:' + channelName;
             client.resolve(newTickers, batchMessageHash);
         }
     }
-    getMessageHash(channelName, symbol, isBidAsk) {
-        const prefix = isBidAsk ? 'bidask' : 'ticker';
-        if (symbol !== undefined) {
-            return prefix + ':' + channelName + '@' + symbol;
-        }
-        else {
-            return prefix + 's' + ':' + channelName;
-        }
-    }
     signParams(params = {}) {
         this.checkRequiredCredentials();
         const defaultRecvWindow = this.safeInteger(this.options, 'recvWindow');
@@ -4562,8 +4477,8 @@ export default class binance extends binanceRest {
             '1dTicker': this.handleTickers,
             '24hrTicker': this.handleTickers,
             '24hrMiniTicker': this.handleTickers,
-            'markPriceUpdate': this.handleTickers,
-            'markPriceUpdate@arr': this.handleTickers,
+            'markPriceUpdate': this.handleMarkPrices,
+            'markPriceUpdate@arr': this.handleMarkPrices,
             'bookTicker': this.handleBidsAsks,
             'outboundAccountPosition': this.handleBalance,
             'balanceUpdate': this.handleBalance,

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

@@ -0,0 +1,81 @@
+import dydxRest from '../dydx.js';
+import type { Int, Trade, OrderBook, OHLCV } from '../base/types.js';
+import Client from '../base/ws/Client.js';
+export default class dydx extends dydxRest {
+    describe(): any;
+    /**
+     * @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}
+     */
+    watchTrades(symbol: string, since?: Int, limit?: Int, params?: {}): Promise<Trade[]>;
+    /**
+     * @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}
+     */
+    unWatchTrades(symbol: string, params?: {}): Promise<any>;
+    handleTrades(client: any, message: any): void;
+    parseWsTrade(trade: any, market?: any): Trade;
+    /**
+     * @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
+     */
+    watchOrderBook(symbol: string, limit?: Int, params?: {}): Promise<OrderBook>;
+    /**
+     * @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
+     */
+    unWatchOrderBook(symbol: string, params?: {}): Promise<any>;
+    handleOrderBook(client: Client, message: any): void;
+    handleDelta(bookside: any, delta: any): void;
+    /**
+     * @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
+     */
+    watchOHLCV(symbol: string, timeframe?: string, since?: Int, limit?: Int, params?: {}): Promise<OHLCV[]>;
+    /**
+     * @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
+     */
+    unWatchOHLCV(symbol: string, timeframe?: string, params?: {}): Promise<any>;
+    handleOHLCV(client: Client, message: any): void;
+    handleErrorMessage(client: Client, message: any): boolean;
+    handleMessage(client: Client, message: any): void;
+}