ccxt 4.5.38 → 4.5.40

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

@@ -1,594 +0,0 @@
-'use strict';
-
-Object.defineProperty(exports, '__esModule', { value: true });
-
-var probit$1 = require('../probit.js');
-var errors = require('../base/errors.js');
-var Cache = require('../base/ws/Cache.js');
-
-// ----------------------------------------------------------------------------
-//  ---------------------------------------------------------------------------
-class probit extends probit$1["default"] {
-    describe() {
-        return this.deepExtend(super.describe(), {
-            'has': {
-                'ws': true,
-                'watchBalance': true,
-                'watchTicker': true,
-                'watchTickers': false,
-                'watchTrades': true,
-                'watchTradesForSymbols': false,
-                'watchMyTrades': true,
-                'watchOrders': true,
-                'watchOrderBook': true,
-                'watchOHLCV': false,
-            },
-            'urls': {
-                'api': {
-                    'ws': 'wss://api.probit.com/api/exchange/v1/ws',
-                },
-                'test': {
-                    'ws': 'wss://demo-api.probit.com/api/exchange/v1/ws',
-                },
-            },
-            'options': {
-                'watchOrderBook': {
-                    'filter': 'order_books_l2',
-                    'interval': 100, // or 500
-                },
-            },
-            'streaming': {},
-        });
-    }
-    /**
-     * @method
-     * @name probit#watchBalance
-     * @description watch balance and get the amount of funds available for trading or funds locked in orders
-     * @see https://docs-en.probit.com/reference/balance-1
-     * @param {object} [params] extra parameters specific to the exchange API endpoint
-     * @returns {object} a [balance structure]{@link https://docs.ccxt.com/?id=balance-structure}
-     */
-    async watchBalance(params = {}) {
-        await this.authenticate(params);
-        const messageHash = 'balance';
-        return await this.subscribePrivate(messageHash, 'balance', params);
-    }
-    handleBalance(client, message) {
-        //
-        //     {
-        //         "channel": "balance",
-        //         "reset": false,
-        //         "data": {
-        //             "USDT": {
-        //                 "available": "15",
-        //                 "total": "15"
-        //             }
-        //         }
-        //     }
-        //
-        const messageHash = 'balance';
-        this.parseWSBalance(message);
-        client.resolve(this.balance, messageHash);
-    }
-    parseWSBalance(message) {
-        //
-        //     {
-        //         "channel": "balance",
-        //         "reset": false,
-        //         "data": {
-        //             "USDT": {
-        //                 "available": "15",
-        //                 "total": "15"
-        //             }
-        //         }
-        //     }
-        //
-        const reset = this.safeBool(message, 'reset', false);
-        const data = this.safeValue(message, 'data', {});
-        const currencyIds = Object.keys(data);
-        if (reset) {
-            this.balance = {};
-        }
-        for (let i = 0; i < currencyIds.length; i++) {
-            const currencyId = currencyIds[i];
-            const entry = data[currencyId];
-            const code = this.safeCurrencyCode(currencyId);
-            const account = this.account();
-            account['free'] = this.safeString(entry, 'available');
-            account['total'] = this.safeString(entry, 'total');
-            this.balance[code] = account;
-        }
-        this.balance = this.safeBalance(this.balance);
-    }
-    /**
-     * @method
-     * @name probit#watchTicker
-     * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
-     * @see https://docs-en.probit.com/reference/marketdata
-     * @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 {int} [params.interval] Unit time to synchronize market information (ms). Available units: 100, 500
-     * @returns {object} a [ticker structure]{@link https://docs.ccxt.com/?id=ticker-structure}
-     */
-    async watchTicker(symbol, params = {}) {
-        const channel = 'ticker';
-        return await this.subscribePublic('watchTicker', symbol, 'ticker', channel, params);
-    }
-    handleTicker(client, message) {
-        //
-        //     {
-        //         "channel": "marketdata",
-        //         "market_id": "BTC-USDT",
-        //         "status": "ok",
-        //         "lag": 0,
-        //         "ticker": {
-        //             "time": "2022-07-21T14:18:04.000Z",
-        //             "last": "22591.3",
-        //             "low": "22500.1",
-        //             "high": "39790.7",
-        //             "change": "-1224",
-        //             "base_volume": "1002.32005445",
-        //             "quote_volume": "23304489.385351021"
-        //         },
-        //         "reset": true
-        //     }
-        //
-        const marketId = this.safeString(message, 'market_id');
-        const symbol = this.safeSymbol(marketId);
-        const ticker = this.safeValue(message, 'ticker', {});
-        const market = this.safeMarket(marketId);
-        const parsedTicker = this.parseTicker(ticker, market);
-        const messageHash = 'ticker:' + symbol;
-        this.tickers[symbol] = parsedTicker;
-        client.resolve(parsedTicker, messageHash);
-    }
-    /**
-     * @method
-     * @name probit#watchTrades
-     * @description get the list of most recent trades for a particular symbol
-     * @see https://docs-en.probit.com/reference/trade_history
-     * @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
-     * @param {int} [params.interval] Unit time to synchronize market information (ms). Available units: 100, 500
-     * @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/?id=public-trades}
-     */
-    async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
-        const channel = 'recent_trades';
-        symbol = this.safeSymbol(symbol);
-        const trades = await this.subscribePublic('watchTrades', symbol, 'trades', channel, params);
-        if (this.newUpdates) {
-            limit = trades.getLimit(symbol, limit);
-        }
-        return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
-    }
-    handleTrades(client, message) {
-        //
-        //     {
-        //         "channel": "marketdata",
-        //         "market_id": "BTC-USDT",
-        //         "status": "ok",
-        //         "lag": 0,
-        //         "recent_trades": [
-        //             {
-        //                 "id": "BTC-USDT:8010233",
-        //                 "price": "22701.4",
-        //                 "quantity": "0.011011",
-        //                 "time": "2022-07-21T13:40:40.983Z",
-        //                 "side": "buy",
-        //                 "tick_direction": "up"
-        //             }
-        //             ...
-        //         ]
-        //         "reset": true
-        //     }
-        //
-        const marketId = this.safeString(message, 'market_id');
-        const symbol = this.safeSymbol(marketId);
-        const market = this.safeMarket(marketId);
-        const trades = this.safeValue(message, 'recent_trades', []);
-        if (this.safeBool(message, 'reset', false)) {
-            return; // see comment in handleMessage
-        }
-        const messageHash = 'trades:' + symbol;
-        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;
-        }
-        for (let i = 0; i < trades.length; i++) {
-            const trade = trades[i];
-            const parsed = this.parseTrade(trade, market);
-            stored.append(parsed);
-        }
-        this.trades[symbol] = stored;
-        client.resolve(this.trades[symbol], messageHash);
-    }
-    /**
-     * @method
-     * @name probit#watchMyTrades
-     * @description get the list of trades associated with the user
-     * @see https://docs-en.probit.com/reference/trade_history
-     * @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}
-     */
-    async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
-        await this.loadMarkets();
-        await this.authenticate(params);
-        let messageHash = 'trades';
-        if (symbol !== undefined) {
-            symbol = this.safeSymbol(symbol);
-            messageHash = messageHash + ':' + symbol;
-        }
-        const trades = await this.subscribePrivate(messageHash, 'trade_history', params);
-        if (this.newUpdates) {
-            limit = trades.getLimit(symbol, limit);
-        }
-        return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
-    }
-    handleMyTrades(client, message) {
-        //
-        //     {
-        //         "channel": "trade_history",
-        //         "reset": false,
-        //         "data": [{
-        //             "id": "BTC-USDT:8010722",
-        //             "order_id": "4124999207",
-        //             "side": "buy",
-        //             "fee_amount": "0.0134999868096",
-        //             "fee_currency_id": "USDT",
-        //             "status": "settled",
-        //             "price": "23136.7",
-        //             "quantity": "0.00032416",
-        //             "cost": "7.499992672",
-        //             "time": "2022-07-21T17:09:33.056Z",
-        //             "market_id": "BTC-USDT"
-        //         }]
-        //     }
-        //
-        const rawTrades = this.safeValue(message, 'data', []);
-        const length = rawTrades.length;
-        if (length === 0) {
-            return;
-        }
-        if (this.safeBool(message, 'reset', false)) {
-            return; // see comment in handleMessage
-        }
-        const messageHash = 'trades';
-        let stored = this.myTrades;
-        if (stored === undefined) {
-            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
-            stored = new Cache.ArrayCacheBySymbolById(limit);
-            this.myTrades = stored;
-        }
-        const trades = this.parseTrades(rawTrades);
-        const tradeSymbols = {};
-        for (let j = 0; j < trades.length; j++) {
-            const trade = trades[j];
-            // don't include 'executed' state, because it's just blanket state of the trade, emited before actual trade event
-            if (this.safeString(trade['info'], 'status') === 'executed') {
-                continue;
-            }
-            tradeSymbols[trade['symbol']] = true;
-            stored.append(trade);
-        }
-        const unique = Object.keys(tradeSymbols);
-        const uniqueLength = unique.length;
-        if (uniqueLength === 0) {
-            return;
-        }
-        for (let i = 0; i < unique.length; i++) {
-            const symbol = unique[i];
-            const symbolSpecificMessageHash = messageHash + ':' + symbol;
-            client.resolve(stored, symbolSpecificMessageHash);
-        }
-        client.resolve(stored, messageHash);
-    }
-    /**
-     * @method
-     * @name probit#watchOrders
-     * @description watches information on an order made by the user
-     * @see https://docs-en.probit.com/reference/open_order
-     * @param {string} symbol unified symbol of the market the order was made in
-     * @param {int} [since] timestamp in ms of the earliest order to watch
-     * @param {int} [limit] the maximum amount of orders to watch
-     * @param {object} [params] extra parameters specific to the exchange API endpoint
-     * @param {string} [params.channel] choose what channel to use. Can open_order or order_history.
-     * @returns {object} An [order structure]{@link https://docs.ccxt.com/?id=order-structure}
-     */
-    async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
-        await this.authenticate(params);
-        let messageHash = 'orders';
-        if (symbol !== undefined) {
-            symbol = this.safeSymbol(symbol);
-            messageHash = messageHash + ':' + symbol;
-        }
-        const orders = await this.subscribePrivate(messageHash, 'open_order', params);
-        if (this.newUpdates) {
-            limit = orders.getLimit(symbol, limit);
-        }
-        return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
-    }
-    handleOrders(client, message) {
-        //
-        //     {
-        //         "channel": "order_history",
-        //         "reset": true,
-        //         "data": [{
-        //                 "id": "4124999207",
-        //                 "user_id": "633dc56a-621b-4680-8a4e-85a823499b6d",
-        //                 "market_id": "BTC-USDT",
-        //                 "type": "market",
-        //                 "side": "buy",
-        //                 "limit_price": "0",
-        //                 "time_in_force": "ioc",
-        //                 "filled_cost": "7.499992672",
-        //                 "filled_quantity": "0.00032416",
-        //                 "open_quantity": "0",
-        //                 "status": "filled",
-        //                 "time": "2022-07-21T17:09:33.056Z",
-        //                 "client_order_id": '',
-        //                 "cost": "7.5"
-        //             },
-        //             ...
-        //         ]
-        //     }
-        //
-        const rawOrders = this.safeValue(message, 'data', []);
-        const length = rawOrders.length;
-        if (length === 0) {
-            return;
-        }
-        const messageHash = 'orders';
-        const reset = this.safeBool(message, 'reset', false);
-        let stored = this.orders;
-        if (stored === undefined || reset) {
-            const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
-            stored = new Cache.ArrayCacheBySymbolById(limit);
-            this.orders = stored;
-        }
-        const orderSymbols = {};
-        for (let i = 0; i < rawOrders.length; i++) {
-            const rawOrder = rawOrders[i];
-            const order = this.parseOrder(rawOrder);
-            orderSymbols[order['symbol']] = true;
-            stored.append(order);
-        }
-        const unique = Object.keys(orderSymbols);
-        for (let i = 0; i < unique.length; i++) {
-            const symbol = unique[i];
-            const symbolSpecificMessageHash = messageHash + ':' + symbol;
-            client.resolve(stored, symbolSpecificMessageHash);
-        }
-        client.resolve(stored, messageHash);
-    }
-    /**
-     * @method
-     * @name probit#watchOrderBook
-     * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
-     * @see https://docs-en.probit.com/reference/marketdata
-     * @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 = {}) {
-        let channel = undefined;
-        [channel, params] = this.handleOptionAndParams(params, 'watchOrderBook', 'filter', 'order_books');
-        const orderbook = await this.subscribePublic('watchOrderBook', symbol, 'orderbook', channel, params);
-        return orderbook.limit();
-    }
-    async subscribePrivate(messageHash, channel, params) {
-        const url = this.urls['api']['ws'];
-        const subscribe = {
-            'type': 'subscribe',
-            'channel': channel,
-        };
-        const request = this.extend(subscribe, params);
-        const subscribeHash = messageHash;
-        return await this.watch(url, messageHash, request, subscribeHash);
-    }
-    async subscribePublic(methodName, symbol, dataType, filter, params = {}) {
-        await this.loadMarkets();
-        const market = this.market(symbol);
-        symbol = market['symbol'];
-        const url = this.urls['api']['ws'];
-        const client = this.client(url);
-        const subscribeHash = 'marketdata:' + symbol;
-        const messageHash = dataType + ':' + symbol;
-        let filters = {};
-        if (subscribeHash in client.subscriptions) {
-            // already subscribed
-            filters = client.subscriptions[subscribeHash];
-            if (!(filter in filters)) {
-                // resubscribe
-                delete client.subscriptions[subscribeHash];
-            }
-        }
-        filters[filter] = true;
-        const keys = Object.keys(filters);
-        let interval = undefined;
-        [interval, params] = this.handleOptionAndParams(params, methodName, 'interval', 100);
-        let request = {
-            'type': 'subscribe',
-            'channel': 'marketdata',
-            'market_id': market['id'],
-            'filter': keys,
-            'interval': interval,
-        };
-        request = this.extend(request, params);
-        return await this.watch(url, messageHash, request, subscribeHash, filters);
-    }
-    handleOrderBook(client, message, orderBook) {
-        //
-        //     {
-        //         "channel": "marketdata",
-        //         "market_id": "BTC-USDT",
-        //         "status": "ok",
-        //         "lag": 0,
-        //         "order_books": [
-        //           { side: "buy", price: '1420.7', quantity: "0.057" },
-        //           ...
-        //         ],
-        //         "reset": true
-        //     }
-        //
-        const marketId = this.safeString(message, 'market_id');
-        const symbol = this.safeSymbol(marketId);
-        const dataBySide = this.groupBy(orderBook, 'side');
-        const messageHash = 'orderbook:' + symbol;
-        // let orderbook = this.safeValue (this.orderbooks, symbol);
-        if (!(symbol in this.orderbooks)) {
-            this.orderbooks[symbol] = this.orderBook({});
-        }
-        const orderbook = this.orderbooks[symbol];
-        const reset = this.safeBool(message, 'reset', false);
-        if (reset) {
-            const snapshot = this.parseOrderBook(dataBySide, symbol, undefined, 'buy', 'sell', 'price', 'quantity');
-            orderbook.reset(snapshot);
-        }
-        else {
-            this.handleDelta(orderbook, dataBySide);
-        }
-        client.resolve(orderbook, messageHash);
-    }
-    handleBidAsks(bookSide, bidAsks) {
-        for (let i = 0; i < bidAsks.length; i++) {
-            const bidAsk = bidAsks[i];
-            const parsed = this.parseBidAsk(bidAsk, 'price', 'quantity');
-            bookSide.storeArray(parsed);
-        }
-    }
-    handleDelta(orderbook, delta) {
-        const storedBids = orderbook['bids'];
-        const storedAsks = orderbook['asks'];
-        const asks = this.safeValue(delta, 'sell', []);
-        const bids = this.safeValue(delta, 'buy', []);
-        this.handleBidAsks(storedBids, bids);
-        this.handleBidAsks(storedAsks, asks);
-    }
-    handleErrorMessage(client, message) {
-        //
-        //     {
-        //         "errorCode": "INVALID_ARGUMENT",
-        //         "message": '',
-        //         "details": {
-        //             "interval": "invalid"
-        //         }
-        //     }
-        //
-        const code = this.safeString(message, 'errorCode');
-        const errMessage = this.safeString(message, 'message', '');
-        const details = this.safeValue(message, 'details');
-        const feedback = this.id + ' ' + code + ' ' + errMessage + ' ' + this.json(details);
-        if ('exact' in this.exceptions) {
-            this.throwExactlyMatchedException(this.exceptions['exact'], code, feedback);
-        }
-        if ('broad' in this.exceptions) {
-            this.throwBroadlyMatchedException(this.exceptions['broad'], errMessage, feedback);
-        }
-        throw new errors.ExchangeError(feedback);
-    }
-    handleAuthenticate(client, message) {
-        //
-        //     { type: "authorization", result: "ok" }
-        //
-        const result = this.safeString(message, 'result');
-        const future = client.subscriptions['authenticated'];
-        if (result === 'ok') {
-            const messageHash = 'authenticated';
-            client.resolve(message, messageHash);
-        }
-        else {
-            future.reject(message);
-            delete client.subscriptions['authenticated'];
-        }
-    }
-    handleMarketData(client, message) {
-        const ticker = this.safeValue(message, 'ticker');
-        if (ticker !== undefined) {
-            this.handleTicker(client, message);
-        }
-        const trades = this.safeValue(message, 'recent_trades', []);
-        const tradesLength = trades.length;
-        if (tradesLength) {
-            this.handleTrades(client, message);
-        }
-        const orderBook = this.safeValueN(message, ['order_books', 'order_books_l1', 'order_books_l2', 'order_books_l3', 'order_books_l4'], []);
-        const orderBookLength = orderBook.length;
-        if (orderBookLength) {
-            this.handleOrderBook(client, message, orderBook);
-        }
-    }
-    handleMessage(client, message) {
-        //
-        //     {
-        //         "errorCode": "INVALID_ARGUMENT",
-        //         "message": '',
-        //         "details": {
-        //             "interval": "invalid"
-        //         }
-        //     }
-        //
-        // Note about 'reset' field
-        // 'reset': true field - it happens once after initial subscription, which just returns old items by the moment of subscription (like "fetchMyTrades" does)
-        //
-        const errorCode = this.safeString(message, 'errorCode');
-        if (errorCode !== undefined) {
-            this.handleErrorMessage(client, message);
-            return;
-        }
-        const type = this.safeString(message, 'type');
-        if (type === 'authorization') {
-            this.handleAuthenticate(client, message);
-            return;
-        }
-        const handlers = {
-            'marketdata': this.handleMarketData,
-            'balance': this.handleBalance,
-            'trade_history': this.handleMyTrades,
-            'open_order': this.handleOrders,
-            'order_history': this.handleOrders,
-        };
-        const channel = this.safeString(message, 'channel');
-        const handler = this.safeValue(handlers, channel);
-        if (handler !== undefined) {
-            handler.call(this, client, message);
-            return;
-        }
-        const error = new errors.NotSupported(this.id + ' handleMessage: unknown message: ' + this.json(message));
-        client.reject(error);
-    }
-    async authenticate(params = {}) {
-        const url = this.urls['api']['ws'];
-        const client = this.client(url);
-        const messageHash = 'authenticated';
-        const expires = this.safeInteger(this.options, 'expires', 0);
-        let future = this.safeValue(client.subscriptions, messageHash);
-        if ((future === undefined) || (this.milliseconds() > expires)) {
-            const response = await this.signIn();
-            //
-            //     {
-            //         "access_token": "0ttDv/2hTTn3bLi8GP1gKaneiEQ6+0hOBenPrxNQt2s=",
-            //         "token_type": "bearer",
-            //         "expires_in": 900
-            //     }
-            //
-            const accessToken = this.safeString(response, 'access_token');
-            const request = {
-                'type': 'authorization',
-                'token': accessToken,
-            };
-            future = await this.watch(url, messageHash, this.extend(request, params), messageHash);
-            client.subscriptions[messageHash] = future;
-        }
-        return future;
-    }
-}
-
-exports["default"] = probit;