ccxt 4.5.30 → 4.5.32

package/js/src/okx.js

@@ -3011,6 +3011,9 @@ export default class okx extends Exchange {
     }
     createOrderRequest(symbol, type, side, amount, price = undefined, params = {}) {
         const market = this.market(symbol);
+        const takeProfitPrice = this.safeValue2(params, 'takeProfitPrice', 'tpTriggerPx');
+        const stopLossPrice = this.safeValue2(params, 'stopLossPrice', 'slTriggerPx');
+        const conditional = (stopLossPrice !== undefined) || (takeProfitPrice !== undefined) || (type === 'conditional');
         let request = {
             'instId': market['id'],
             // 'ccy': currency['id'], // only applicable to cross MARGIN orders in single-currency margin
@@ -3021,7 +3024,7 @@ export default class okx extends Exchange {
             'ordType': type,
             // 'ordType': type, // privatePostTradeOrder: market, limit, post_only, fok, ioc, optimal_limit_ioc
             // 'ordType': type, // privatePostTradeOrderAlgo: conditional, oco, trigger, move_order_stop, iceberg, twap
-            'sz': this.amountToPrecision(symbol, amount),
+            // 'sz': this.amountToPrecision (symbol, amount),
             // 'px': this.priceToPrecision (symbol, price), // limit orders only
             // 'reduceOnly': false,
             //
@@ -3037,14 +3040,20 @@ export default class okx extends Exchange {
             // 'slTriggerPxType': 'last', // Conditional default is last, mark or index (conditional orders)
             // 'slOrdPx': 10, // Order price for Stop-Loss orders, if -1 will be executed at market price (conditional orders)
         };
+        const isConditionalOrOCO = conditional || (type === 'oco');
+        const closeFraction = this.safeString(params, 'closeFraction');
+        const shouldOmitSize = isConditionalOrOCO && closeFraction !== undefined;
+        if (!shouldOmitSize) {
+            request['sz'] = this.amountToPrecision(symbol, amount);
+        }
         const spot = market['spot'];
         const contract = market['contract'];
         const triggerPrice = this.safeValueN(params, ['triggerPrice', 'stopPrice', 'triggerPx']);
         const timeInForce = this.safeString(params, 'timeInForce', 'GTC');
-        const takeProfitPrice = this.safeValue2(params, 'takeProfitPrice', 'tpTriggerPx');
+        // const takeProfitPrice = this.safeValue2 (params, 'takeProfitPrice', 'tpTriggerPx');
         const tpOrdPx = this.safeValue(params, 'tpOrdPx', price);
         const tpTriggerPxType = this.safeString(params, 'tpTriggerPxType', 'last');
-        const stopLossPrice = this.safeValue2(params, 'stopLossPrice', 'slTriggerPx');
+        // const stopLossPrice = this.safeValue2 (params, 'stopLossPrice', 'slTriggerPx');
         const slOrdPx = this.safeValue(params, 'slOrdPx', price);
         const slTriggerPxType = this.safeString(params, 'slTriggerPxType', 'last');
         const clientOrderId = this.safeString2(params, 'clOrdId', 'clientOrderId');
@@ -3057,7 +3066,7 @@ export default class okx extends Exchange {
         const trailingPrice = this.safeString2(params, 'trailingPrice', 'callbackSpread');
         const isTrailingPriceOrder = trailingPrice !== undefined;
         const trigger = (triggerPrice !== undefined) || (type === 'trigger');
-        const isReduceOnly = this.safeValue(params, 'reduceOnly', false);
+        const isReduceOnly = this.safeValue(params, 'reduceOnly', false) || (closeFraction !== undefined);
         const defaultMarginMode = this.safeString2(this.options, 'defaultMarginMode', 'marginMode', 'cross');
         let marginMode = this.safeString2(params, 'marginMode', 'tdMode'); // cross or isolated, tdMode not ommited so as to be extended into the request
         let margin = false;
@@ -3112,7 +3121,7 @@ export default class okx extends Exchange {
         params = this.omit(params, ['currency', 'ccy', 'marginMode', 'timeInForce', 'stopPrice', 'triggerPrice', 'clientOrderId', 'stopLossPrice', 'takeProfitPrice', 'slOrdPx', 'tpOrdPx', 'margin', 'stopLoss', 'takeProfit', 'trailingPercent']);
         const ioc = (timeInForce === 'IOC') || (type === 'ioc');
         const fok = (timeInForce === 'FOK') || (type === 'fok');
-        const conditional = (stopLossPrice !== undefined) || (takeProfitPrice !== undefined) || (type === 'conditional');
+        // const conditional = (stopLossPrice !== undefined) || (takeProfitPrice !== undefined) || (type === 'conditional');
         const marketIOC = (isMarketOrder && ioc) || (type === 'optimal_limit_ioc');
         const defaultTgtCcy = this.safeString(this.options, 'tgtCcy', 'base_ccy');
         const tgtCcy = this.safeString(params, 'tgtCcy', defaultTgtCcy);

package/js/src/pro/apex.js

@@ -986,7 +986,7 @@ export default class apex extends apexRest {
             await client.send({ 'args': [timeStamp.toString()], 'op': 'pong' });
         }
         catch (e) {
-            const error = new NetworkError(this.id + ' handlePing failed with error ' + this.json(e));
+            const error = new NetworkError(this.id + ' handlePing failed with error ' + this.exceptionMessage(e));
             client.reset(error);
         }
     }
@@ -1001,7 +1001,7 @@ export default class apex extends apexRest {
         //
         //   { pong: 1653296711335 }
         //
-        client.lastPong = this.safeInteger(message, 'pong');
+        client.lastPong = this.safeInteger(message, 'pong', this.milliseconds());
         return message;
     }
     handlePing(client, message) {

package/js/src/pro/ascendex.js

@@ -976,7 +976,7 @@ export default class ascendex extends ascendexRest {
             await client.send({ 'op': 'pong', 'hp': this.safeInteger(message, 'hp') });
         }
         catch (e) {
-            const error = new NetworkError(this.id + ' handlePing failed with error ' + this.json(e));
+            const error = new NetworkError(this.id + ' handlePing failed with error ' + this.exceptionMessage(e));
             client.reset(error);
         }
     }

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

@@ -0,0 +1,273 @@
+import asterRest from '../aster.js';
+import type { Strings, Tickers, Dict, Ticker, Int, Market, Trade, OrderBook, OHLCV } from '../base/types.js';
+import Client from '../base/ws/Client.js';
+export default class aster extends asterRest {
+    describe(): any;
+    getAccountTypeFromSubscriptions(subscriptions: string[]): string;
+    /**
+     * @method
+     * @name aster#watchTicker
+     * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api.md#full-ticker-per-symbol
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api.md#individual-symbol-ticker-streams
+     * @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>;
+    /**
+     * @method
+     * @name aster#unWatchTicker
+     * @description unWatches a price ticker
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api.md#full-ticker-per-symbol
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api.md#individual-symbol-ticker-streams
+     * @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}
+     */
+    unWatchTicker(symbol: string, params?: {}): Promise<any>;
+    /**
+     * @method
+     * @name aster#watchTickers
+     * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api.md#full-ticker-per-symbol
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api.md#individual-symbol-ticker-streams
+     * @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}
+     */
+    watchTickers(symbols?: Strings, params?: {}): Promise<Tickers>;
+    /**
+     * @method
+     * @name aster#unWatchTickers
+     * @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://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api.md#full-ticker-per-symbol
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api.md#individual-symbol-ticker-streams
+     * @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}
+     */
+    unWatchTickers(symbols?: Strings, params?: {}): Promise<any>;
+    /**
+     * @method
+     * @name aster#watchMarkPrice
+     * @description watches a mark price for a specific market
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api.md#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
+     * @param {boolean} [params.use1sFreq] *default is true* if set to true, the mark price will be updated every second, otherwise every 3 seconds
+     * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+     */
+    watchMarkPrice(symbol: string, params?: {}): Promise<Ticker>;
+    /**
+     * @method
+     * @name aster#unWatchMarkPrice
+     * @description unWatches a mark price for a specific market
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api.md#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
+     * @param {boolean} [params.use1sFreq] *default is true* if set to true, the mark price will be updated every second, otherwise every 3 seconds
+     * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+     */
+    unWatchMarkPrice(symbol: string, params?: {}): Promise<any>;
+    /**
+     * @method
+     * @name aster#watchMarkPrices
+     * @description watches the mark price for all markets
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api.md#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
+     * @param {boolean} [params.use1sFreq] *default is true* if set to true, the mark price will be updated every second, otherwise every 3 seconds
+     * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+     */
+    watchMarkPrices(symbols?: Strings, params?: {}): Promise<Tickers>;
+    /**
+     * @method
+     * @name aster#unWatchMarkPrices
+     * @description watches the mark price for all markets
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api.md#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
+     * @param {boolean} [params.use1sFreq] *default is true* if set to true, the mark price will be updated every second, otherwise every 3 seconds
+     * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
+     */
+    unWatchMarkPrices(symbols?: Strings, params?: {}): Promise<any>;
+    handleTicker(client: Client, message: any): void;
+    parseWsTicker(message: any, marketType: any): Ticker;
+    /**
+     * @method
+     * @name aster#watchBidsAsks
+     * @description watches best bid & ask for symbols
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api.md#best-order-book-information-by-symbol
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api.md#individual-symbol-book-ticker-streams
+     * @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}
+     */
+    watchBidsAsks(symbols?: Strings, params?: {}): Promise<Tickers>;
+    /**
+     * @method
+     * @name aster#unWatchBidsAsks
+     * @description unWatches best bid & ask for symbols
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api.md#best-order-book-information-by-symbol
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api.md#individual-symbol-book-ticker-streams
+     * @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}
+     */
+    unWatchBidsAsks(symbols?: Strings, params?: {}): Promise<any>;
+    handleBidAsk(client: Client, message: any): void;
+    parseWsBidAsk(message: any, market?: any): Ticker;
+    /**
+     * @method
+     * @name aster#watchTrades
+     * @description watches information on multiple trades made in a market
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api.md#collection-transaction-flow
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api.md#aggregate-trade-streams
+     * @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
+     * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure}
+     */
+    watchTrades(symbol: string, since?: Int, limit?: Int, params?: {}): Promise<Trade[]>;
+    /**
+     * @method
+     * @name aster#unWatchTrades
+     * @description unsubscribe from the trades channel
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api.md#collection-transaction-flow
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api.md#aggregate-trade-streams
+     * @param {string} symbol unified market symbol of the market trades were made in
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure}
+     */
+    unWatchTrades(symbol: string, params?: {}): Promise<any>;
+    /**
+     * @method
+     * @name aster#watchTradesForSymbols
+     * @description get the list of most recent trades for a list of symbols
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api.md#collection-transaction-flow
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api.md#aggregate-trade-streams
+     * @param {string[]} symbols 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}
+     */
+    watchTradesForSymbols(symbols: string[], since?: Int, limit?: Int, params?: {}): Promise<Trade[]>;
+    /**
+     * @method
+     * @name aster#unWatchTradesForSymbols
+     * @description unsubscribe from the trades channel
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api.md#collection-transaction-flow
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api.md#aggregate-trade-streams
+     * @param {string[]} symbols 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}
+     */
+    unWatchTradesForSymbols(symbols: string[], params?: {}): Promise<any>;
+    handleTrade(client: Client, message: any): void;
+    parseWsTrade(trade: Dict, market?: Market): Trade;
+    /**
+     * @method
+     * @name aster#watchOrderBook
+     * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api.md#limited-depth-information
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api.md#partial-book-depth-streams
+     * @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 aster#unWatchOrderBook
+     * @description unsubscribe from the orderbook channel
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api.md#limited-depth-information
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api.md#partial-book-depth-streams
+     * @param {string} symbol symbol of the market to unwatch the trades for
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @param {int} [params.limit] orderbook limit, default is undefined
+     * @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>;
+    /**
+     * @method
+     * @name aster#watchOrderBookForSymbols
+     * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api.md#limited-depth-information
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api.md#partial-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
+     * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
+     */
+    watchOrderBookForSymbols(symbols: string[], limit?: Int, params?: {}): Promise<OrderBook>;
+    /**
+     * @method
+     * @name aster#unWatchOrderBookForSymbols
+     * @description unsubscribe from the orderbook channel
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api.md#limited-depth-information
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api.md#partial-book-depth-streams
+     * @param {string[]} symbols unified symbol of the market to unwatch the trades for
+     * @param {object} [params] extra parameters specific to the exchange API endpoint
+     * @param {int} [params.limit] orderbook limit, default is undefined
+     * @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
+     */
+    unWatchOrderBookForSymbols(symbols: string[], params?: {}): Promise<any>;
+    handleOrderBook(client: Client, message: any): void;
+    /**
+     * @method
+     * @name aster#watchOHLCV
+     * @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api.md#k-line-streams
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api.md#klinecandlestick-streams
+     * @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 aster#unWatchOHLCV
+     * @description unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api.md#k-line-streams
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api.md#klinecandlestick-streams
+     * @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
+     * @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
+     */
+    unWatchOHLCV(symbol: string, timeframe?: string, params?: {}): Promise<any>;
+    /**
+     * @method
+     * @name aster#watchOHLCVForSymbols
+     * @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api.md#k-line-streams
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api.md#klinecandlestick-streams
+     * @param {string[][]} symbolsAndTimeframes array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/USDT', '1m'], ['LTC/USDT', '5m']]
+     * @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 {object} A list of candles ordered as timestamp, open, high, low, close, volume
+     */
+    watchOHLCVForSymbols(symbolsAndTimeframes: string[][], since?: Int, limit?: Int, params?: {}): Promise<import("../base/types.js").Dictionary<import("../base/types.js").Dictionary<OHLCV[]>>>;
+    /**
+     * @method
+     * @name aster#unWatchOHLCVForSymbols
+     * @description unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-spot-api.md#k-line-streams
+     * @see https://github.com/asterdex/api-docs/blob/master/aster-finance-futures-api.md#klinecandlestick-streams
+     * @param {string[][]} symbolsAndTimeframes array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/USDT', '1m'], ['LTC/USDT', '5m']]
+     * @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
+     */
+    unWatchOHLCVForSymbols(symbolsAndTimeframes: string[][], params?: {}): Promise<any>;
+    handleOHLCV(client: Client, message: any): void;
+    parseWsOHLCV(ohlcv: any, market?: any): OHLCV;
+    handleMessage(client: Client, message: any): void;
+}