ccxt 4.5.22 → 4.5.23

package/js/src/pro/binance.js

@@ -575,6 +575,7 @@ export default class binance extends binanceRest {
      * @see https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams#diff-depth-stream
      * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Partial-Book-Depth-Streams
      * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Diff-Book-Depth-Streams
+     * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Diff-Book-Depth-Streams-RPI
      * @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/Partial-Book-Depth-Streams
      * @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/Diff-Book-Depth-Streams
      * @param {string} symbol unified symbol of the market to fetch the order book for
@@ -630,11 +631,13 @@ export default class binance extends binanceRest {
      * @see https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams#diff-depth-stream
      * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Partial-Book-Depth-Streams
      * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Diff-Book-Depth-Streams
+     * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Diff-Book-Depth-Streams-RPI
      * @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/Partial-Book-Depth-Streams
      * @see https://developers.binance.com/docs/derivatives/coin-margined-futures/websocket-market-streams/Diff-Book-Depth-Streams
      * @param {string[]} symbols unified array of symbols
      * @param {int} [limit] the maximum amount of order book entries to return
      * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @param {boolean} [params.rpi] *future only* set to true to use the RPI endpoint
      * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
      */
     async watchOrderBookForSymbols(symbols, limit = undefined, params = {}) {
@@ -645,7 +648,7 @@ export default class binance extends binanceRest {
         if (firstMarket['contract']) {
             type = firstMarket['linear'] ? 'future' : 'delivery';
         }
-        const name = 'depth';
+        let name = 'depth';
         let streamHash = 'multipleOrderbook';
         if (symbols !== undefined) {
             const symbolsLength = symbols.length;
@@ -654,7 +657,14 @@ export default class binance extends binanceRest {
             }
             streamHash += '::' + symbols.join(',');
         }
-        const watchOrderBookRate = this.safeString(this.options, 'watchOrderBookRate', '100');
+        let watchOrderBookRate = undefined;
+        [watchOrderBookRate, params] = this.handleOptionAndParams(params, 'watchOrderBookForSymbols', 'watchOrderBookRate', '100');
+        let rpi = undefined;
+        [rpi, params] = this.handleOptionAndParams(params, 'watchOrderBookForSymbols', 'rpi', false);
+        if (rpi && type === 'future') {
+            name = 'rpiDepth';
+            watchOrderBookRate = '500';
+        }
         const subParams = [];
         const messageHashes = [];
         for (let i = 0; i < symbols.length; i++) {
@@ -662,7 +672,7 @@ export default class binance extends binanceRest {
             const market = this.market(symbol);
             messageHashes.push('orderbook::' + symbol);
             const subscriptionHash = market['lowercaseId'] + '@' + name;
-            const symbolHash = subscriptionHash + '@' + watchOrderBookRate + 'ms';
+            const symbolHash = subscriptionHash + '@' + watchOrderBookRate.toString() + 'ms';
             subParams.push(symbolHash);
         }
         const messageHashesLength = messageHashes.length;
@@ -2987,6 +2997,7 @@ export default class binance extends binanceRest {
      * @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/trading-requests#place-new-order-trade
      * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/New-Order
      * @see https://developers.binance.com/docs/derivatives/coin-margined-futures/trade/websocket-api
+     * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/New-Algo-Order
      * @param {string} symbol unified symbol of the market to create an order in
      * @param {string} type 'market' or 'limit'
      * @param {string} side 'buy' or 'sell'
@@ -3009,12 +3020,25 @@ export default class binance extends binanceRest {
         const messageHash = requestId.toString();
         const sor = this.safeBool2(params, 'sor', 'SOR', false);
         params = this.omit(params, 'sor', 'SOR');
+        const triggerPrice = this.safeString2(params, 'triggerPrice', 'stopPrice');
+        const stopLossPrice = this.safeString(params, 'stopLossPrice', triggerPrice);
+        const takeProfitPrice = this.safeString(params, 'takeProfitPrice');
+        const trailingDelta = this.safeString(params, 'trailingDelta');
+        const trailingPercent = this.safeStringN(params, ['trailingPercent', 'callbackRate', 'trailingDelta']);
+        const isTrailingPercentOrder = trailingPercent !== undefined;
+        const isStopLoss = stopLossPrice !== undefined || trailingDelta !== undefined;
+        const isTakeProfit = takeProfitPrice !== undefined;
+        const isTriggerOrder = triggerPrice !== undefined;
+        const isConditional = isTriggerOrder || isTrailingPercentOrder || isStopLoss || isTakeProfit;
         const payload = this.createOrderRequest(symbol, type, side, amount, price, params);
         let returnRateLimits = false;
         [returnRateLimits, params] = this.handleOptionAndParams(params, 'createOrderWs', 'returnRateLimits', false);
         payload['returnRateLimits'] = returnRateLimits;
         const test = this.safeBool(params, 'test', false);
         params = this.omit(params, 'test');
+        if (market['linear'] && market['swap'] && isConditional) {
+            payload['algoType'] = 'CONDITIONAL';
+        }
         const message = {
             'id': messageHash,
             'method': 'order.place',
@@ -3028,6 +3052,9 @@ export default class binance extends binanceRest {
                 message['method'] = 'order.test';
             }
         }
+        if (market['linear'] && market['swap'] && isConditional) {
+            message['method'] = 'algoOrder.place';
+        }
         const subscription = {
             'method': this.handleOrderWs,
         };
@@ -3294,10 +3321,12 @@ export default class binance extends binanceRest {
      * @see https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/trading-requests#cancel-order-trade
      * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/Cancel-Order
      * @see https://developers.binance.com/docs/derivatives/coin-margined-futures/trade/websocket-api/Cancel-Order
+     * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/Cancel-Algo-Order
      * @param {string} id order id
      * @param {string} [symbol] unified market symbol, default is undefined
      * @param {object} [params] extra parameters specific to the exchange API endpoint
      * @param {string|undefined} [params.cancelRestrictions] Supported values: ONLY_NEW - Cancel will succeed if the order status is NEW. ONLY_PARTIALLY_FILLED - Cancel will succeed if order status is PARTIALLY_FILLED.
+     * @param {boolean} [params.trigger] set to true if you would like to cancel a conditional order
      * @returns {object} an list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
      */
     async cancelOrderWs(id, symbol = undefined, params = {}) {
@@ -3316,19 +3345,34 @@ export default class binance extends binanceRest {
             'symbol': this.marketId(symbol),
             'returnRateLimits': returnRateLimits,
         };
-        const clientOrderId = this.safeString2(params, 'origClientOrderId', 'clientOrderId');
+        const isConditional = this.safeBoolN(params, ['stop', 'trigger', 'conditional']);
+        const clientOrderId = this.safeStringN(params, ['clientAlgoId', 'origClientOrderId', 'clientOrderId']);
+        const shouldUseAlgoOrder = market['linear'] && market['swap'] && isConditional;
         if (clientOrderId !== undefined) {
-            payload['origClientOrderId'] = clientOrderId;
+            if (shouldUseAlgoOrder) {
+                payload['clientAlgoId'] = clientOrderId;
+            }
+            else {
+                payload['origClientOrderId'] = clientOrderId;
+            }
         }
         else {
-            payload['orderId'] = this.parseToInt(id);
+            if (shouldUseAlgoOrder) {
+                payload['algoId'] = this.numberToString(id);
+            }
+            else {
+                payload['orderId'] = this.numberToString(id);
+            }
         }
-        params = this.omit(params, ['origClientOrderId', 'clientOrderId']);
+        params = this.omit(params, ['origClientOrderId', 'clientOrderId', 'stop', 'trigger', 'conditional']);
         const message = {
             'id': messageHash,
             'method': 'order.cancel',
             'params': this.signParams(this.extend(payload, params)),
         };
+        if (shouldUseAlgoOrder) {
+            message['method'] = 'algoOrder.cancel';
+        }
         const subscription = {
             'method': this.handleOrderWs,
         };
@@ -3405,7 +3449,7 @@ export default class binance extends binanceRest {
             payload['origClientOrderId'] = clientOrderId;
         }
         else {
-            payload['orderId'] = this.parseToInt(id);
+            payload['orderId'] = this.numberToString(id);
         }
         const message = {
             'id': messageHash,
@@ -3531,6 +3575,7 @@ export default class binance extends binanceRest {
      * @see https://developers.binance.com/docs/binance-spot-api-docs/user-data-stream#order-update
      * @see https://developers.binance.com/docs/margin_trading/trade-data-stream/Event-Order-Update
      * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/user-data-streams/Event-Order-Update
+     * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/user-data-streams/Event-Algo-Order-Update
      * @param {string} symbol unified market symbol of the market the 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
@@ -3666,8 +3711,37 @@ export default class binance extends binanceRest {
         //         "rp":"0"                       // Realized Profit of the trade
         //     }
         //
+        // watchOrders: linear swap trigger order
+        //
+        //     {
+        //         "caid":"Q5xaq5EGKgXXa0fD7fs0Ip",     // Client Algo Id
+        //         "aid":2148719,                       // Algo Id
+        //         "at":"CONDITIONAL",                  // Algo Type
+        //         "o":"TAKE_PROFIT",                   // Order Type
+        //         "s":"BNBUSDT",                       // Symbol
+        //         "S":"SELL",                          // Side
+        //         "ps":"BOTH",                         // Position Side
+        //         "f":"GTC",                           // Time in force
+        //         "q":"0.01",                          // quantity
+        //         "X":"CANCELED",                      // Algo status
+        //         "ai":"",                             // order id
+        //         "ap": "0.00000",                     // avg fill price in matching engine, only display when order is triggered and placed in matching engine
+        //         "aq": "0.00000",                     // execuated quantity in matching engine, only display when order is triggered and placed in matching engine
+        //         "act": "0",                          // actual order type in matching engine, only display when order is triggered and placed in matching engine
+        //         "tp":"750",                          // Trigger price
+        //         "p":"750",                           // Order Price
+        //         "V":"EXPIRE_MAKER",                  // STP mode
+        //         "wt":"CONTRACT_PRICE",               // Working type
+        //         "pm":"NONE",                         // Price match mode
+        //         "cp":false,                          // If Close-All
+        //         "pP":false,                          // If price protection is turned on
+        //         "R":false,                           // Is this reduce only
+        //         "tt":0,                              // Trigger time
+        //         "gtd":0,                             // good till time for GTD time in force
+        //         "rm": "Reduce Only reject"           // algo order failed reason
+        //     }
+        //
         const executionType = this.safeString(order, 'x');
-        const orderId = this.safeString(order, 'i');
         const marketId = this.safeString(order, 's');
         const marketType = ('ps' in order) ? 'contract' : 'spot';
         const symbol = this.safeSymbol(marketId, undefined, undefined, marketType);
@@ -3693,21 +3767,13 @@ export default class binance extends binanceRest {
                 'currency': feeCurrency,
             };
         }
-        const price = this.safeString(order, 'p');
-        const amount = this.safeString(order, 'q');
-        const side = this.safeStringLower(order, 'S');
-        const type = this.safeStringLower(order, 'o');
-        const filled = this.safeString(order, 'z');
-        const cost = this.safeString(order, 'Z');
-        const average = this.safeString(order, 'ap');
         const rawStatus = this.safeString(order, 'X');
         const status = this.parseOrderStatus(rawStatus);
-        const trades = undefined;
-        let clientOrderId = this.safeString(order, 'C');
+        let clientOrderId = this.safeString2(order, 'C', 'caid');
         if ((clientOrderId === undefined) || (clientOrderId.length === 0)) {
             clientOrderId = this.safeString(order, 'c');
         }
-        const stopPrice = this.safeString2(order, 'P', 'sp');
+        const stopPrice = this.safeStringN(order, ['P', 'sp', 'tp']);
         let timeInForce = this.safeString(order, 'f');
         if (timeInForce === 'GTX') {
             // GTX means "Good Till Crossing" and is an equivalent way of saying Post Only
@@ -3716,28 +3782,28 @@ export default class binance extends binanceRest {
         return this.safeOrder({
             'info': order,
             'symbol': symbol,
-            'id': orderId,
+            'id': this.safeString2(order, 'i', 'aid'),
             'clientOrderId': clientOrderId,
             'timestamp': timestamp,
             'datetime': this.iso8601(timestamp),
             'lastTradeTimestamp': lastTradeTimestamp,
             'lastUpdateTimestamp': lastUpdateTimestamp,
-            'type': type,
+            'type': this.safeStringLower(order, 'o'),
             'timeInForce': timeInForce,
             'postOnly': undefined,
             'reduceOnly': this.safeBool(order, 'R'),
-            'side': side,
-            'price': price,
+            'side': this.safeStringLower(order, 'S'),
+            'price': this.safeString(order, 'p'),
             'stopPrice': stopPrice,
             'triggerPrice': stopPrice,
-            'amount': amount,
-            'cost': cost,
-            'average': average,
-            'filled': filled,
+            'amount': this.safeString(order, 'q'),
+            'cost': this.safeString(order, 'Z'),
+            'average': this.safeString(order, 'ap'),
+            'filled': this.safeString(order, 'z'),
             'remaining': undefined,
             'status': status,
             'fee': fee,
-            'trades': trades,
+            'trades': undefined,
         });
     }
     handleOrderUpdate(client, message) {
@@ -3822,8 +3888,43 @@ export default class binance extends binanceRest {
         //         }
         //     }
         //
+        // linear swap conditional
+        //
+        //     {
+        //         "e":"ALGO_UPDATE",  // Event Type
+        //         "T":1750515742297,  // Event Time
+        //         "E":1750515742303,  // Transaction Time
+        //         "o":{
+        //             "caid":"Q5xaq5EGKgXXa0fD7fs0Ip",     // Client Algo Id
+        //             "aid":2148719,                       // Algo Id
+        //             "at":"CONDITIONAL",                  // Algo Type
+        //             "o":"TAKE_PROFIT",                   // Order Type
+        //             "s":"BNBUSDT",                       // Symbol
+        //             "S":"SELL",                          // Side
+        //             "ps":"BOTH",                         // Position Side
+        //             "f":"GTC",                           // Time in force
+        //             "q":"0.01",                          // quantity
+        //             "X":"CANCELED",                      // Algo status
+        //             "ai":"",                             // order id
+        //             "ap": "0.00000",                     // avg fill price in matching engine, only display when order is triggered and placed in matching engine
+        //             "aq": "0.00000",                     // execuated quantity in matching engine, only display when order is triggered and placed in matching engine
+        //             "act": "0",                          // actual order type in matching engine, only display when order is triggered and placed in matching engine
+        //             "tp":"750",                          // Trigger price
+        //             "p":"750",                           // Order Price
+        //             "V":"EXPIRE_MAKER",                  // STP mode
+        //             "wt":"CONTRACT_PRICE",               // Working type
+        //             "pm":"NONE",                         // Price match mode
+        //             "cp":false,                          // If Close-All
+        //             "pP":false,                          // If price protection is turned on
+        //             "R":false,                           // Is this reduce only
+        //             "tt":0,                              // Trigger time
+        //             "gtd":0,                             // good till time for GTD time in force
+        //             "rm": "Reduce Only reject"           // algo order failed reason
+        //         }
+        //     }
+        //
         const e = this.safeString(message, 'e');
-        if (e === 'ORDER_TRADE_UPDATE') {
+        if ((e === 'ORDER_TRADE_UPDATE') || (e === 'ALGO_UPDATE')) {
             message = this.safeDict(message, 'o', message);
         }
         this.handleMyTrade(client, message);
@@ -4479,6 +4580,7 @@ export default class binance extends binanceRest {
             'ACCOUNT_UPDATE': this.handleAcountUpdate,
             'executionReport': this.handleOrderUpdate,
             'ORDER_TRADE_UPDATE': this.handleOrderUpdate,
+            'ALGO_UPDATE': this.handleOrderUpdate,
             'forceOrder': this.handleLiquidation,
             'eventStreamTerminated': this.handleEventStreamTerminated,
             'externalLockUpdate': this.handleBalance,

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

@@ -0,0 +1,108 @@
+import bullishRest from '../bullish.js';
+import type { Balances, Int, Order, OrderBook, Position, Str, Strings, Ticker, Trade } from '../base/types.js';
+import Client from '../base/ws/Client.js';
+export default class bullish extends bullishRest {
+    describe(): any;
+    requestId(): any;
+    ping(client: Client): {
+        jsonrpc: string;
+        type: string;
+        method: string;
+        params: {};
+        id: any;
+    };
+    handlePong(client: Client, message: any): any;
+    watchPublic(url: string, messageHash: string, request?: {}, params?: {}): Promise<any>;
+    watchPrivate(messageHash: string, subscribeHash: string, request?: {}, params?: {}): Promise<any>;
+    /**
+     * @method
+     * @name bullish#watchTrades
+     * @description get the list of most recent trades for a particular symbol
+     * @see https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#overview--unified-anonymous-trades-websocket-unauthenticated
+     * @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://docs.ccxt.com/#/?id=public-trades}
+     */
+    watchTrades(symbol: string, since?: Int, limit?: Int, params?: {}): Promise<Trade[]>;
+    handleTrades(client: Client, message: any): void;
+    /**
+     * @method
+     * @name bullish#watchTicker
+     * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
+     * @see https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#overview--anonymous-market-data-price-tick-unauthenticated
+     * @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}
+     */
+    watchTicker(symbol: string, params?: {}): Promise<Ticker>;
+    handleTicker(client: Client, message: any): void;
+    /**
+     * @method
+     * @name bullish#watchOrderBook
+     * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+     * @see https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#overview--multi-orderbook-websocket-unauthenticated
+     * @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>;
+    handleOrderBook(client: Client, message: any): void;
+    separateBidsOrAsks(entry: any): any[];
+    /**
+     * @method
+     * @name bullish#watchOrders
+     * @description watches information on multiple orders made by the user
+     * @see https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#overview--private-data-websocket-authenticated
+     * @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 {string} [params.tradingAccountId] the trading account id to fetch entries for
+     * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+     */
+    watchOrders(symbol?: Str, since?: Int, limit?: Int, params?: {}): Promise<Order[]>;
+    handleOrders(client: Client, message: any): void;
+    /**
+     * @method
+     * @name bullish#watchMyTrades
+     * @description watches information on multiple trades made by the user
+     * @see https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#overview--private-data-websocket-authenticated
+     * @param {string} symbol unified market symbol of the market trades were made in
+     * @param {int} [since] the earliest time in ms to fetch trades for
+     * @param {int} [limit] the maximum number of trade structures to retrieve
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @param {string} [params.tradingAccountId] the trading account id to fetch entries for
+     * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure}
+     */
+    watchMyTrades(symbol?: Str, since?: Int, limit?: Int, params?: {}): Promise<Trade[]>;
+    handleMyTrades(client: Client, message: any): void;
+    /**
+     * @method
+     * @name bullish#watchBalance
+     * @description watch balance and get the amount of funds available for trading or funds locked in orders
+     * @see https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#overview--private-data-websocket-authenticated
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @param {string} [params.tradingAccountId] the trading account id to fetch entries for
+     * @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
+     */
+    watchBalance(params?: {}): Promise<Balances>;
+    handleBalance(client: Client, message: any): void;
+    /**
+     * @method
+     * @name bullish#watchPositions
+     * @see https://api.exchange.bullish.com/docs/api/rest/trading-api/v2/#overview--private-data-websocket-authenticated
+     * @description watch all open positions
+     * @param {string[]} [symbols] list of unified market symbols
+     * @param {int} [since] the earliest time in ms to fetch positions for
+     * @param {int} [limit] the maximum number of positions to retrieve
+     * @param {object} params extra parameters specific to the exchange API endpoint
+     * @returns {object[]} a list of [position structure]{@link https://docs.ccxt.com/en/latest/manual.html#position-structure}
+     */
+    watchPositions(symbols?: Strings, since?: Int, limit?: Int, params?: {}): Promise<Position[]>;
+    handlePositions(client: Client, message: any): void;
+    handleErrorMessage(client: Client, message: any): void;
+    handleMessage(client: Client, message: any): void;
+}