ccxt 4.5.44 → 4.5.45
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +9 -12
- package/dist/ccxt.browser.min.js +3 -3
- package/dist/cjs/ccxt.js +1 -12
- package/dist/cjs/src/abstract/kucoinfutures.js +1 -1
- package/dist/cjs/src/base/Exchange.js +36 -3
- package/dist/cjs/src/base/functions/encode.js +2 -2
- package/dist/cjs/src/base/functions/generic.js +8 -2
- package/dist/cjs/src/bitrue.js +1 -1
- package/dist/cjs/src/bitteam.js +1 -1
- package/dist/cjs/src/btcbox.js +1 -1
- package/dist/cjs/src/cex.js +1 -0
- package/dist/cjs/src/gate.js +227 -168
- package/dist/cjs/src/grvt.js +3 -2
- package/dist/cjs/src/hyperliquid.js +16 -5
- package/dist/cjs/src/kraken.js +2 -2
- package/dist/cjs/src/krakenfutures.js +1 -5
- package/dist/cjs/src/kucoin.js +4729 -970
- package/dist/cjs/src/kucoinfutures.js +14 -3434
- package/dist/cjs/src/lbank.js +1 -1
- package/dist/cjs/src/poloniex.js +1 -1
- package/dist/cjs/src/pro/gate.js +37 -1
- package/dist/cjs/src/pro/kucoin.js +819 -178
- package/dist/cjs/src/pro/kucoinfutures.js +95 -1261
- package/dist/cjs/src/pro/mexc.js +10 -5
- package/dist/cjs/src/pro/okx.js +84 -39
- package/js/ccxt.d.ts +2 -14
- package/js/ccxt.js +2 -10
- package/js/src/abstract/kucoin.d.ts +46 -3
- package/js/src/abstract/kucoinfutures.d.ts +27 -12
- package/js/src/base/Exchange.d.ts +12 -1
- package/js/src/base/Exchange.js +36 -3
- package/js/src/base/functions/encode.js +2 -2
- package/js/src/base/functions/generic.js +9 -3
- package/js/src/bitrue.js +1 -1
- package/js/src/bitteam.js +1 -1
- package/js/src/btcbox.js +1 -1
- package/js/src/cex.js +2 -1
- package/js/src/gate.d.ts +125 -119
- package/js/src/gate.js +227 -168
- package/js/src/grvt.js +3 -2
- package/js/src/hyperliquid.d.ts +3 -1
- package/js/src/hyperliquid.js +16 -5
- package/js/src/kraken.js +2 -2
- package/js/src/krakenfutures.js +1 -5
- package/js/src/kucoin.d.ts +696 -100
- package/js/src/kucoin.js +4730 -971
- package/js/src/kucoinfutures.d.ts +4 -522
- package/js/src/kucoinfutures.js +14 -3434
- package/js/src/lbank.js +1 -1
- package/js/src/poloniex.js +1 -1
- package/js/src/pro/gate.d.ts +30 -1
- package/js/src/pro/gate.js +37 -1
- package/js/src/pro/kucoin.d.ts +70 -30
- package/js/src/pro/kucoin.js +821 -180
- package/js/src/pro/kucoinfutures.d.ts +17 -195
- package/js/src/pro/kucoinfutures.js +96 -1262
- package/js/src/pro/mexc.js +10 -5
- package/js/src/pro/okx.d.ts +1 -0
- package/js/src/pro/okx.js +84 -39
- package/package.json +1 -1
- package/dist/cjs/src/abstract/alp.js +0 -11
- package/dist/cjs/src/abstract/defx.js +0 -11
- package/dist/cjs/src/abstract/timex.js +0 -11
- package/dist/cjs/src/alp.js +0 -1059
- package/dist/cjs/src/defx.js +0 -2142
- package/dist/cjs/src/pro/defx.js +0 -866
- package/dist/cjs/src/timex.js +0 -1793
- package/js/src/abstract/alp.d.ts +0 -21
- package/js/src/abstract/alp.js +0 -5
- package/js/src/abstract/defx.d.ts +0 -72
- package/js/src/abstract/defx.js +0 -5
- package/js/src/abstract/timex.d.ts +0 -65
- package/js/src/abstract/timex.js +0 -5
- package/js/src/alp.d.ts +0 -209
- package/js/src/alp.js +0 -1052
- package/js/src/defx.d.ts +0 -348
- package/js/src/defx.js +0 -2135
- package/js/src/pro/defx.d.ts +0 -236
- package/js/src/pro/defx.js +0 -859
- package/js/src/timex.d.ts +0 -247
- package/js/src/timex.js +0 -1786
|
@@ -1,1293 +1,127 @@
|
|
|
1
1
|
// ---------------------------------------------------------------------------
|
|
2
|
-
import
|
|
3
|
-
import {
|
|
4
|
-
|
|
5
|
-
|
|
6
|
-
export default class kucoinfutures extends kucoinfuturesRest {
|
|
2
|
+
import kucoin from './kucoin.js';
|
|
3
|
+
import { BadRequest } from '../base/errors.js';
|
|
4
|
+
// ---------------------------------------------------------------------------
|
|
5
|
+
export default class kucoinfutures extends kucoin {
|
|
7
6
|
describe() {
|
|
8
7
|
return this.deepExtend(super.describe(), {
|
|
8
|
+
'id': 'kucoinfutures',
|
|
9
|
+
'name': 'KuCoin Futures',
|
|
10
|
+
'urls': {
|
|
11
|
+
'logo': 'https://user-images.githubusercontent.com/1294454/147508995-9e35030a-d046-43a1-a006-6fabd981b554.jpg',
|
|
12
|
+
'www': 'https://futures.kucoin.com/',
|
|
13
|
+
'referral': 'https://futures.kucoin.com/?rcode=E5wkqe',
|
|
14
|
+
},
|
|
9
15
|
'has': {
|
|
10
|
-
'
|
|
11
|
-
'
|
|
12
|
-
'
|
|
13
|
-
'
|
|
14
|
-
'
|
|
15
|
-
'
|
|
16
|
-
'
|
|
17
|
-
'watchBidsAsks': true,
|
|
18
|
-
'watchTrades': true,
|
|
19
|
-
'watchOHLCV': true,
|
|
20
|
-
'watchOrderBook': true,
|
|
21
|
-
'watchOrders': true,
|
|
22
|
-
'watchBalance': true,
|
|
23
|
-
'watchPosition': true,
|
|
24
|
-
'watchPositions': false,
|
|
25
|
-
'watchPositionForSymbols': false,
|
|
26
|
-
'watchTradesForSymbols': true,
|
|
27
|
-
'watchOrderBookForSymbols': true,
|
|
16
|
+
'CORS': undefined,
|
|
17
|
+
'spot': false,
|
|
18
|
+
'margin': false,
|
|
19
|
+
'swap': true,
|
|
20
|
+
'future': true,
|
|
21
|
+
'option': undefined,
|
|
22
|
+
'fetchBidsAsks': true,
|
|
28
23
|
},
|
|
29
24
|
'options': {
|
|
30
|
-
'
|
|
31
|
-
'
|
|
32
|
-
'
|
|
33
|
-
'5m': '5min',
|
|
34
|
-
'15m': '15min',
|
|
35
|
-
'30m': '30min',
|
|
36
|
-
'1h': '1hour',
|
|
37
|
-
'2h': '2hour',
|
|
38
|
-
'4h': '4hour',
|
|
39
|
-
'8h': '8hour',
|
|
40
|
-
'12h': '12hour',
|
|
41
|
-
'1d': '1day',
|
|
42
|
-
'1w': '1week',
|
|
43
|
-
'1M': '1month',
|
|
44
|
-
},
|
|
45
|
-
'accountsByType': {
|
|
46
|
-
'swap': 'future',
|
|
47
|
-
'cross': 'margin',
|
|
48
|
-
// 'spot': ,
|
|
49
|
-
// 'margin': ,
|
|
50
|
-
// 'main': ,
|
|
51
|
-
// 'funding': ,
|
|
52
|
-
// 'future': ,
|
|
53
|
-
// 'mining': ,
|
|
54
|
-
// 'trade': ,
|
|
55
|
-
// 'contract': ,
|
|
56
|
-
// 'pool': ,
|
|
25
|
+
'fetchMarkets': {
|
|
26
|
+
'types': ['swap', 'future', 'contract'],
|
|
27
|
+
'fetchTickersFees': false,
|
|
57
28
|
},
|
|
58
|
-
'
|
|
59
|
-
'
|
|
60
|
-
|
|
61
|
-
'snapshotMaxRetries': 3,
|
|
62
|
-
},
|
|
63
|
-
'watchPosition': {
|
|
64
|
-
'fetchPositionSnapshot': true,
|
|
65
|
-
'awaitPositionSnapshot': true, // whether to wait for the position snapshot before providing updates
|
|
66
|
-
},
|
|
67
|
-
},
|
|
68
|
-
'streaming': {
|
|
69
|
-
// kucoin does not support built-in ws protocol-level ping-pong
|
|
70
|
-
// instead it requires a custom json-based text ping-pong
|
|
71
|
-
// https://docs.kucoin.com/#ping
|
|
72
|
-
'ping': this.ping,
|
|
29
|
+
'defaultType': 'swap',
|
|
30
|
+
'defaultAccountType': 'contract',
|
|
31
|
+
'uta': false,
|
|
73
32
|
},
|
|
74
33
|
});
|
|
75
34
|
}
|
|
76
|
-
async negotiate(privateChannel, params = {}) {
|
|
77
|
-
const connectId = privateChannel ? 'private' : 'public';
|
|
78
|
-
const urls = this.safeValue(this.options, 'urls', {});
|
|
79
|
-
let future = this.safeValue(urls, connectId);
|
|
80
|
-
if (future !== undefined) {
|
|
81
|
-
return await future;
|
|
82
|
-
}
|
|
83
|
-
// we store an awaitable to the url
|
|
84
|
-
// so that multiple calls don't asynchronously
|
|
85
|
-
// fetch different urls and overwrite each other
|
|
86
|
-
urls[connectId] = this.spawn(this.negotiateHelper, privateChannel, params); // we have to wait here otherwsie in c# will not work
|
|
87
|
-
this.options['urls'] = urls;
|
|
88
|
-
future = urls[connectId];
|
|
89
|
-
return await future;
|
|
90
|
-
}
|
|
91
|
-
async negotiateHelper(privateChannel, params = {}) {
|
|
92
|
-
let response = undefined;
|
|
93
|
-
const connectId = privateChannel ? 'private' : 'public';
|
|
94
|
-
try {
|
|
95
|
-
if (privateChannel) {
|
|
96
|
-
response = await this.futuresPrivatePostBulletPrivate(params);
|
|
97
|
-
//
|
|
98
|
-
// {
|
|
99
|
-
// "code": "200000",
|
|
100
|
-
// "data": {
|
|
101
|
-
// "instanceServers": [
|
|
102
|
-
// {
|
|
103
|
-
// "pingInterval": 50000,
|
|
104
|
-
// "endpoint": "wss://push-private.kucoin.com/endpoint",
|
|
105
|
-
// "protocol": "websocket",
|
|
106
|
-
// "encrypt": true,
|
|
107
|
-
// "pingTimeout": 10000
|
|
108
|
-
// }
|
|
109
|
-
// ],
|
|
110
|
-
// "token": "2neAiuYvAU61ZDXANAGAsiL4-iAExhsBXZxftpOeh_55i3Ysy2q2LEsEWU64mdzUOPusi34M_wGoSf7iNyEWJ1UQy47YbpY4zVdzilNP-Bj3iXzrjjGlWtiYB9J6i9GjsxUuhPw3BlrzazF6ghq4Lzf7scStOz3KkxjwpsOBCH4=.WNQmhZQeUKIkh97KYgU0Lg=="
|
|
111
|
-
// }
|
|
112
|
-
// }
|
|
113
|
-
//
|
|
114
|
-
}
|
|
115
|
-
else {
|
|
116
|
-
response = await this.futuresPublicPostBulletPublic(params);
|
|
117
|
-
}
|
|
118
|
-
const data = this.safeValue(response, 'data', {});
|
|
119
|
-
const instanceServers = this.safeValue(data, 'instanceServers', []);
|
|
120
|
-
const firstInstanceServer = this.safeValue(instanceServers, 0);
|
|
121
|
-
const pingInterval = this.safeInteger(firstInstanceServer, 'pingInterval');
|
|
122
|
-
const endpoint = this.safeString(firstInstanceServer, 'endpoint');
|
|
123
|
-
const token = this.safeString(data, 'token');
|
|
124
|
-
const result = endpoint + '?' + this.urlencode({
|
|
125
|
-
'token': token,
|
|
126
|
-
'privateChannel': privateChannel,
|
|
127
|
-
'connectId': connectId,
|
|
128
|
-
});
|
|
129
|
-
const client = this.client(result);
|
|
130
|
-
client.keepAlive = pingInterval;
|
|
131
|
-
return result;
|
|
132
|
-
}
|
|
133
|
-
catch (e) {
|
|
134
|
-
const future = this.safeValue(this.options['urls'], connectId);
|
|
135
|
-
future.reject(e);
|
|
136
|
-
delete this.options['urls'][connectId];
|
|
137
|
-
}
|
|
138
|
-
return undefined;
|
|
139
|
-
}
|
|
140
|
-
requestId() {
|
|
141
|
-
this.lockId();
|
|
142
|
-
const requestId = this.sum(this.safeInteger(this.options, 'requestId', 0), 1);
|
|
143
|
-
this.options['requestId'] = requestId;
|
|
144
|
-
this.unlockId();
|
|
145
|
-
return requestId;
|
|
146
|
-
}
|
|
147
|
-
async subscribe(url, messageHash, subscriptionHash, subscription, params = {}) {
|
|
148
|
-
const requestId = this.requestId().toString();
|
|
149
|
-
const request = {
|
|
150
|
-
'id': requestId,
|
|
151
|
-
'type': 'subscribe',
|
|
152
|
-
'topic': subscriptionHash,
|
|
153
|
-
'response': true,
|
|
154
|
-
};
|
|
155
|
-
const message = this.extend(request, params);
|
|
156
|
-
const subscriptionRequest = {
|
|
157
|
-
'id': requestId,
|
|
158
|
-
};
|
|
159
|
-
if (subscription === undefined) {
|
|
160
|
-
subscription = subscriptionRequest;
|
|
161
|
-
}
|
|
162
|
-
else {
|
|
163
|
-
subscription = this.extend(subscriptionRequest, subscription);
|
|
164
|
-
}
|
|
165
|
-
return await this.watch(url, messageHash, message, subscriptionHash, subscription);
|
|
166
|
-
}
|
|
167
|
-
async subscribeMultiple(url, messageHashes, topic, subscriptionHashes, subscriptionArgs, params = {}) {
|
|
168
|
-
const requestId = this.requestId().toString();
|
|
169
|
-
const request = {
|
|
170
|
-
'id': requestId,
|
|
171
|
-
'type': 'subscribe',
|
|
172
|
-
'topic': topic,
|
|
173
|
-
'response': true,
|
|
174
|
-
};
|
|
175
|
-
return await this.watchMultiple(url, messageHashes, this.extend(request, params), subscriptionHashes, subscriptionArgs);
|
|
176
|
-
}
|
|
177
|
-
async unSubscribeMultiple(url, messageHashes, topic, subscriptionHashes, params = {}, subscription = undefined) {
|
|
178
|
-
const requestId = this.requestId().toString();
|
|
179
|
-
const request = {
|
|
180
|
-
'id': requestId,
|
|
181
|
-
'type': 'unsubscribe',
|
|
182
|
-
'topic': topic,
|
|
183
|
-
'response': true,
|
|
184
|
-
};
|
|
185
|
-
const message = this.extend(request, params);
|
|
186
|
-
if (subscription !== undefined) {
|
|
187
|
-
subscription[requestId] = requestId;
|
|
188
|
-
}
|
|
189
|
-
const client = this.client(url);
|
|
190
|
-
for (let i = 0; i < subscriptionHashes.length; i++) {
|
|
191
|
-
const subscriptionHash = subscriptionHashes[i];
|
|
192
|
-
if (!(subscriptionHash in client.subscriptions)) {
|
|
193
|
-
client.subscriptions[requestId] = subscriptionHash;
|
|
194
|
-
}
|
|
195
|
-
}
|
|
196
|
-
return await this.watchMultiple(url, messageHashes, message, subscriptionHashes, subscription);
|
|
197
|
-
}
|
|
198
|
-
/**
|
|
199
|
-
* @method
|
|
200
|
-
* @name kucoinfutures#watchTicker
|
|
201
|
-
* @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
|
|
202
|
-
* @see https://www.kucoin.com/docs/websocket/futures-trading/public-channels/get-ticker
|
|
203
|
-
* @param {string} symbol unified symbol of the market to fetch the ticker for
|
|
204
|
-
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
205
|
-
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/?id=ticker-structure}
|
|
206
|
-
*/
|
|
207
|
-
async watchTicker(symbol, params = {}) {
|
|
208
|
-
await this.loadMarkets();
|
|
209
|
-
const market = this.market(symbol);
|
|
210
|
-
symbol = market['symbol'];
|
|
211
|
-
params['callerMethodName'] = 'watchTicker';
|
|
212
|
-
const tickers = await this.watchTickers([symbol], params);
|
|
213
|
-
return tickers[symbol];
|
|
214
|
-
}
|
|
215
35
|
/**
|
|
216
36
|
* @method
|
|
217
|
-
* @name kucoinfutures#
|
|
218
|
-
* @description
|
|
219
|
-
* @param {string[]} symbols unified
|
|
37
|
+
* @name kucoinfutures#fetchBidsAsks
|
|
38
|
+
* @description fetches the bid and ask price and volume for multiple markets
|
|
39
|
+
* @param {string[]} [symbols] unified symbols of the markets to fetch the bids and asks for, all markets are returned if not assigned
|
|
220
40
|
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
221
|
-
* @returns {object} a [ticker
|
|
41
|
+
* @returns {object} a dictionary of [ticker structures]{@link https://docs.ccxt.com/?id=ticker-structure}
|
|
222
42
|
*/
|
|
223
|
-
async
|
|
224
|
-
await this.loadMarkets();
|
|
225
|
-
const ticker = await this.watchMultiRequest('watchTickers', '/contractMarket/ticker:', symbols, params);
|
|
226
|
-
if (this.newUpdates) {
|
|
227
|
-
const tickers = {};
|
|
228
|
-
tickers[ticker['symbol']] = ticker;
|
|
229
|
-
return tickers;
|
|
230
|
-
}
|
|
231
|
-
return this.filterByArray(this.tickers, 'symbol', symbols);
|
|
232
|
-
}
|
|
233
|
-
handleTicker(client, message) {
|
|
234
|
-
//
|
|
235
|
-
// ticker (v1)
|
|
236
|
-
//
|
|
237
|
-
// {
|
|
238
|
-
// "subject": "ticker",
|
|
239
|
-
// "topic": "/contractMarket/ticker:XBTUSDM",
|
|
240
|
-
// "data": {
|
|
241
|
-
// "symbol": "XBTUSDM", //Market of the symbol
|
|
242
|
-
// "sequence": 45, //Sequence number which is used to judge the continuity of the pushed messages
|
|
243
|
-
// "side": "sell", //Transaction side of the last traded taker order
|
|
244
|
-
// "price": "3600.0", //Filled price
|
|
245
|
-
// "size": 16, //Filled quantity
|
|
246
|
-
// "tradeId": "5c9dcf4170744d6f5a3d32fb", //Order ID
|
|
247
|
-
// "bestBidSize": 795, //Best bid size
|
|
248
|
-
// "bestBidPrice": "3200.0", //Best bid
|
|
249
|
-
// "bestAskPrice": "3600.0", //Best ask size
|
|
250
|
-
// "bestAskSize": 284, //Best ask
|
|
251
|
-
// "ts": 1553846081210004941 //Filled time - nanosecond
|
|
252
|
-
// }
|
|
253
|
-
// }
|
|
254
|
-
//
|
|
255
|
-
const data = this.safeValue(message, 'data', {});
|
|
256
|
-
const marketId = this.safeValue(data, 'symbol');
|
|
257
|
-
const market = this.safeMarket(marketId, undefined, '-');
|
|
258
|
-
const ticker = this.parseTicker(data, market);
|
|
259
|
-
this.tickers[market['symbol']] = ticker;
|
|
260
|
-
client.resolve(ticker, this.getMessageHash('ticker', market['symbol']));
|
|
261
|
-
}
|
|
262
|
-
/**
|
|
263
|
-
* @method
|
|
264
|
-
* @name kucoinfutures#watchBidsAsks
|
|
265
|
-
* @see https://www.kucoin.com/docs/websocket/futures-trading/public-channels/get-ticker-v2
|
|
266
|
-
* @description watches best bid & ask for symbols
|
|
267
|
-
* @param {string[]} symbols unified symbol of the market to fetch the ticker for
|
|
268
|
-
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
269
|
-
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/?id=ticker-structure}
|
|
270
|
-
*/
|
|
271
|
-
async watchBidsAsks(symbols = undefined, params = {}) {
|
|
272
|
-
const ticker = await this.watchMultiRequest('watchBidsAsks', '/contractMarket/tickerV2:', symbols, params);
|
|
273
|
-
if (this.newUpdates) {
|
|
274
|
-
const tickers = {};
|
|
275
|
-
tickers[ticker['symbol']] = ticker;
|
|
276
|
-
return tickers;
|
|
277
|
-
}
|
|
278
|
-
return this.filterByArray(this.bidsasks, 'symbol', symbols);
|
|
279
|
-
}
|
|
280
|
-
async watchMultiRequest(methodName, channelName, symbols = undefined, params = {}) {
|
|
281
|
-
await this.loadMarkets();
|
|
282
|
-
[methodName, params] = this.handleParamString(params, 'callerMethodName', methodName);
|
|
283
|
-
const isBidsAsks = (methodName === 'watchBidsAsks');
|
|
284
|
-
symbols = this.marketSymbols(symbols, undefined, false, true, false);
|
|
285
|
-
const length = symbols.length;
|
|
286
|
-
if (length > 100) {
|
|
287
|
-
throw new ArgumentsRequired(this.id + ' ' + methodName + '() accepts a maximum of 100 symbols');
|
|
288
|
-
}
|
|
289
|
-
const messageHashes = [];
|
|
290
|
-
for (let i = 0; i < symbols.length; i++) {
|
|
291
|
-
const symbol = symbols[i];
|
|
292
|
-
const market = this.market(symbol);
|
|
293
|
-
const prefix = isBidsAsks ? 'bidask' : 'ticker';
|
|
294
|
-
messageHashes.push(this.getMessageHash(prefix, market['symbol']));
|
|
295
|
-
}
|
|
296
|
-
const url = await this.negotiate(false);
|
|
297
|
-
const marketIds = this.marketIds(symbols);
|
|
298
|
-
const joined = marketIds.join(',');
|
|
299
|
-
const requestId = this.requestId().toString();
|
|
43
|
+
async fetchBidsAsks(symbols = undefined, params = {}) {
|
|
300
44
|
const request = {
|
|
301
|
-
'
|
|
302
|
-
'type': 'subscribe',
|
|
303
|
-
'topic': channelName + joined,
|
|
304
|
-
'response': true,
|
|
45
|
+
'method': 'futuresPublicGetAllTickers',
|
|
305
46
|
};
|
|
306
|
-
|
|
307
|
-
'id': requestId,
|
|
308
|
-
};
|
|
309
|
-
return await this.watchMultiple(url, messageHashes, this.extend(request, params), messageHashes, subscription);
|
|
310
|
-
}
|
|
311
|
-
handleBidAsk(client, message) {
|
|
312
|
-
//
|
|
313
|
-
// arrives one symbol dict
|
|
314
|
-
//
|
|
315
|
-
// {
|
|
316
|
-
// "subject": "tickerV2",
|
|
317
|
-
// "topic": "/contractMarket/tickerV2:XBTUSDM",
|
|
318
|
-
// "data": {
|
|
319
|
-
// "symbol": "XBTUSDM", //Market of the symbol
|
|
320
|
-
// "bestBidSize": 795, // Best bid size
|
|
321
|
-
// "bestBidPrice": 3200.0, // Best bid
|
|
322
|
-
// "bestAskPrice": 3600.0, // Best ask
|
|
323
|
-
// "bestAskSize": 284, // Best ask size
|
|
324
|
-
// "ts": 1553846081210004941 // Filled time - nanosecond
|
|
325
|
-
// }
|
|
326
|
-
// }
|
|
327
|
-
//
|
|
328
|
-
const parsedTicker = this.parseWsBidAsk(message);
|
|
329
|
-
const symbol = parsedTicker['symbol'];
|
|
330
|
-
this.bidsasks[symbol] = parsedTicker;
|
|
331
|
-
client.resolve(parsedTicker, this.getMessageHash('bidask', symbol));
|
|
332
|
-
}
|
|
333
|
-
parseWsBidAsk(ticker, market = undefined) {
|
|
334
|
-
const data = this.safeDict(ticker, 'data', {});
|
|
335
|
-
const marketId = this.safeString(data, 'symbol');
|
|
336
|
-
market = this.safeMarket(marketId, market);
|
|
337
|
-
const symbol = this.safeString(market, 'symbol');
|
|
338
|
-
const timestamp = this.safeIntegerProduct(data, 'ts', 0.000001);
|
|
339
|
-
return this.safeTicker({
|
|
340
|
-
'symbol': symbol,
|
|
341
|
-
'timestamp': timestamp,
|
|
342
|
-
'datetime': this.iso8601(timestamp),
|
|
343
|
-
'ask': this.safeNumber(data, 'bestAskPrice'),
|
|
344
|
-
'askVolume': this.safeNumber(data, 'bestAskSize'),
|
|
345
|
-
'bid': this.safeNumber(data, 'bestBidPrice'),
|
|
346
|
-
'bidVolume': this.safeNumber(data, 'bestBidSize'),
|
|
347
|
-
'info': ticker,
|
|
348
|
-
}, market);
|
|
349
|
-
}
|
|
350
|
-
/**
|
|
351
|
-
* @method
|
|
352
|
-
* @name kucoinfutures#watchPosition
|
|
353
|
-
* @description watch open positions for a specific symbol
|
|
354
|
-
* @see https://docs.kucoin.com/futures/#position-change-events
|
|
355
|
-
* @param {string|undefined} symbol unified market symbol
|
|
356
|
-
* @param {object} params extra parameters specific to the exchange API endpoint
|
|
357
|
-
* @returns {object} a [position structure]{@link https://docs.ccxt.com/en/latest/manual.html#position-structure}
|
|
358
|
-
*/
|
|
359
|
-
async watchPosition(symbol = undefined, params = {}) {
|
|
360
|
-
if (symbol === undefined) {
|
|
361
|
-
throw new ArgumentsRequired(this.id + ' watchPosition() requires a symbol argument');
|
|
362
|
-
}
|
|
363
|
-
await this.loadMarkets();
|
|
364
|
-
const url = await this.negotiate(true);
|
|
365
|
-
const market = this.market(symbol);
|
|
366
|
-
const topic = '/contract/position:' + market['id'];
|
|
367
|
-
const request = {
|
|
368
|
-
'privateChannel': true,
|
|
369
|
-
};
|
|
370
|
-
const messageHash = 'position:' + market['symbol'];
|
|
371
|
-
const client = this.client(url);
|
|
372
|
-
this.setPositionCache(client, symbol);
|
|
373
|
-
const fetchPositionSnapshot = this.handleOption('watchPosition', 'fetchPositionSnapshot', true);
|
|
374
|
-
const awaitPositionSnapshot = this.handleOption('watchPosition', 'awaitPositionSnapshot', true);
|
|
375
|
-
const currentPosition = this.getCurrentPosition(symbol);
|
|
376
|
-
if (fetchPositionSnapshot && awaitPositionSnapshot && currentPosition === undefined) {
|
|
377
|
-
const snapshot = await client.future('fetchPositionSnapshot:' + symbol);
|
|
378
|
-
return snapshot;
|
|
379
|
-
}
|
|
380
|
-
return await this.subscribe(url, messageHash, topic, undefined, this.extend(request, params));
|
|
381
|
-
}
|
|
382
|
-
getCurrentPosition(symbol) {
|
|
383
|
-
if (this.positions === undefined) {
|
|
384
|
-
return undefined;
|
|
385
|
-
}
|
|
386
|
-
const cache = this.positions.hashmap;
|
|
387
|
-
const symbolCache = this.safeValue(cache, symbol, {});
|
|
388
|
-
const values = Object.values(symbolCache);
|
|
389
|
-
return this.safeValue(values, 0);
|
|
390
|
-
}
|
|
391
|
-
setPositionCache(client, symbol) {
|
|
392
|
-
const fetchPositionSnapshot = this.handleOption('watchPosition', 'fetchPositionSnapshot', false);
|
|
393
|
-
if (fetchPositionSnapshot) {
|
|
394
|
-
const messageHash = 'fetchPositionSnapshot:' + symbol;
|
|
395
|
-
if (!(messageHash in client.futures)) {
|
|
396
|
-
client.future(messageHash);
|
|
397
|
-
this.spawn(this.loadPositionSnapshot, client, messageHash, symbol);
|
|
398
|
-
}
|
|
399
|
-
}
|
|
400
|
-
}
|
|
401
|
-
async loadPositionSnapshot(client, messageHash, symbol) {
|
|
402
|
-
const position = await this.fetchPosition(symbol);
|
|
403
|
-
this.positions = new ArrayCacheBySymbolById();
|
|
404
|
-
const cache = this.positions;
|
|
405
|
-
cache.append(position);
|
|
406
|
-
// don't remove the future from the .futures cache
|
|
407
|
-
if (messageHash in client.futures) {
|
|
408
|
-
const future = client.futures[messageHash];
|
|
409
|
-
future.resolve(cache);
|
|
410
|
-
client.resolve(position, 'position:' + symbol);
|
|
411
|
-
}
|
|
412
|
-
}
|
|
413
|
-
handlePosition(client, message) {
|
|
414
|
-
//
|
|
415
|
-
// Position Changes Caused Operations
|
|
416
|
-
// {
|
|
417
|
-
// "type": "message",
|
|
418
|
-
// "userId": "5c32d69203aa676ce4b543c7", // Deprecated, will detele later
|
|
419
|
-
// "channelType": "private",
|
|
420
|
-
// "topic": "/contract/position:XBTUSDM",
|
|
421
|
-
// "subject": "position.change",
|
|
422
|
-
// "data": {
|
|
423
|
-
// "realisedGrossPnl": 0E-8, //Accumulated realised profit and loss
|
|
424
|
-
// "symbol": "XBTUSDM", //Symbol
|
|
425
|
-
// "crossMode": false, //Cross mode or not
|
|
426
|
-
// "liquidationPrice": 1000000.0, //Liquidation price
|
|
427
|
-
// "posLoss": 0E-8, //Manually added margin amount
|
|
428
|
-
// "avgEntryPrice": 7508.22, //Average entry price
|
|
429
|
-
// "unrealisedPnl": -0.00014735, //Unrealised profit and loss
|
|
430
|
-
// "markPrice": 7947.83, //Mark price
|
|
431
|
-
// "posMargin": 0.00266779, //Position margin
|
|
432
|
-
// "autoDeposit": false, //Auto deposit margin or not
|
|
433
|
-
// "riskLimit": 100000, //Risk limit
|
|
434
|
-
// "unrealisedCost": 0.00266375, //Unrealised value
|
|
435
|
-
// "posComm": 0.00000392, //Bankruptcy cost
|
|
436
|
-
// "posMaint": 0.00001724, //Maintenance margin
|
|
437
|
-
// "posCost": 0.00266375, //Position value
|
|
438
|
-
// "maintMarginReq": 0.005, //Maintenance margin rate
|
|
439
|
-
// "bankruptPrice": 1000000.0, //Bankruptcy price
|
|
440
|
-
// "realisedCost": 0.00000271, //Currently accumulated realised position value
|
|
441
|
-
// "markValue": 0.00251640, //Mark value
|
|
442
|
-
// "posInit": 0.00266375, //Position margin
|
|
443
|
-
// "realisedPnl": -0.00000253, //Realised profit and losts
|
|
444
|
-
// "maintMargin": 0.00252044, //Position margin
|
|
445
|
-
// "realLeverage": 1.06, //Leverage of the order
|
|
446
|
-
// "changeReason": "positionChange", //changeReason:marginChange、positionChange、liquidation、autoAppendMarginStatusChange、adl
|
|
447
|
-
// "currentCost": 0.00266375, //Current position value
|
|
448
|
-
// "openingTimestamp": 1558433191000, //Open time
|
|
449
|
-
// "currentQty": -20, //Current position
|
|
450
|
-
// "delevPercentage": 0.52, //ADL ranking percentile
|
|
451
|
-
// "currentComm": 0.00000271, //Current commission
|
|
452
|
-
// "realisedGrossCost": 0E-8, //Accumulated reliased gross profit value
|
|
453
|
-
// "isOpen": true, //Opened position or not
|
|
454
|
-
// "posCross": 1.2E-7, //Manually added margin
|
|
455
|
-
// "currentTimestamp": 1558506060394, //Current timestamp
|
|
456
|
-
// "unrealisedRoePcnt": -0.0553, //Rate of return on investment
|
|
457
|
-
// "unrealisedPnlPcnt": -0.0553, //Position profit and loss ratio
|
|
458
|
-
// "settleCurrency": "XBT" //Currency used to clear and settle the trades
|
|
459
|
-
// }
|
|
460
|
-
// }
|
|
461
|
-
// Position Changes Caused by Mark Price
|
|
462
|
-
// {
|
|
463
|
-
// "userId": "5cd3f1a7b7ebc19ae9558591", // Deprecated, will detele later
|
|
464
|
-
// "topic": "/contract/position:XBTUSDM",
|
|
465
|
-
// "subject": "position.change",
|
|
466
|
-
// "data": {
|
|
467
|
-
// "markPrice": 7947.83, //Mark price
|
|
468
|
-
// "markValue": 0.00251640, //Mark value
|
|
469
|
-
// "maintMargin": 0.00252044, //Position margin
|
|
470
|
-
// "realLeverage": 10.06, //Leverage of the order
|
|
471
|
-
// "unrealisedPnl": -0.00014735, //Unrealised profit and lost
|
|
472
|
-
// "unrealisedRoePcnt": -0.0553, //Rate of return on investment
|
|
473
|
-
// "unrealisedPnlPcnt": -0.0553, //Position profit and loss ratio
|
|
474
|
-
// "delevPercentage": 0.52, //ADL ranking percentile
|
|
475
|
-
// "currentTimestamp": 1558087175068, //Current timestamp
|
|
476
|
-
// "settleCurrency": "XBT" //Currency used to clear and settle the trades
|
|
477
|
-
// }
|
|
478
|
-
// }
|
|
479
|
-
// Funding Settlement
|
|
480
|
-
// {
|
|
481
|
-
// "userId": "xbc453tg732eba53a88ggyt8c", // Deprecated, will detele later
|
|
482
|
-
// "topic": "/contract/position:XBTUSDM",
|
|
483
|
-
// "subject": "position.settlement",
|
|
484
|
-
// "data": {
|
|
485
|
-
// "fundingTime": 1551770400000, //Funding time
|
|
486
|
-
// "qty": 100, //Position siz
|
|
487
|
-
// "markPrice": 3610.85, //Settlement price
|
|
488
|
-
// "fundingRate": -0.002966, //Funding rate
|
|
489
|
-
// "fundingFee": -296, //Funding fees
|
|
490
|
-
// "ts": 1547697294838004923, //Current time (nanosecond)
|
|
491
|
-
// "settleCurrency": "XBT" //Currency used to clear and settle the trades
|
|
492
|
-
// }
|
|
493
|
-
// }
|
|
494
|
-
// Adjustmet result of risk limit level
|
|
495
|
-
// {
|
|
496
|
-
// "userId": "xbc453tg732eba53a88ggyt8c",
|
|
497
|
-
// "topic": "/contract/position:ADAUSDTM",
|
|
498
|
-
// "subject": "position.adjustRiskLimit",
|
|
499
|
-
// "data": {
|
|
500
|
-
// "success": true, // Successful or not
|
|
501
|
-
// "riskLimitLevel": 1, // Current risk limit level
|
|
502
|
-
// "msg": "" // Failure reason
|
|
503
|
-
// }
|
|
504
|
-
// }
|
|
505
|
-
//
|
|
506
|
-
const topic = this.safeString(message, 'topic', '');
|
|
507
|
-
const parts = topic.split(':');
|
|
508
|
-
const marketId = this.safeString(parts, 1);
|
|
509
|
-
const symbol = this.safeSymbol(marketId, undefined, '');
|
|
510
|
-
const cache = this.positions;
|
|
511
|
-
const currentPosition = this.getCurrentPosition(symbol);
|
|
512
|
-
const messageHash = 'position:' + symbol;
|
|
513
|
-
const data = this.safeValue(message, 'data', {});
|
|
514
|
-
const newPosition = this.parsePosition(data);
|
|
515
|
-
const keys = Object.keys(newPosition);
|
|
516
|
-
for (let i = 0; i < keys.length; i++) {
|
|
517
|
-
const key = keys[i];
|
|
518
|
-
if (newPosition[key] === undefined) {
|
|
519
|
-
delete newPosition[key];
|
|
520
|
-
}
|
|
521
|
-
}
|
|
522
|
-
const position = this.extend(currentPosition, newPosition);
|
|
523
|
-
cache.append(position);
|
|
524
|
-
client.resolve(position, messageHash);
|
|
525
|
-
}
|
|
526
|
-
/**
|
|
527
|
-
* @method
|
|
528
|
-
* @name kucoinfutures#watchTrades
|
|
529
|
-
* @description get the list of most recent trades for a particular symbol
|
|
530
|
-
* @see https://docs.kucoin.com/futures/#execution-data
|
|
531
|
-
* @param {string} symbol unified symbol of the market to fetch trades for
|
|
532
|
-
* @param {int} [since] timestamp in ms of the earliest trade to fetch
|
|
533
|
-
* @param {int} [limit] the maximum amount of trades to fetch
|
|
534
|
-
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
535
|
-
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/?id=public-trades}
|
|
536
|
-
*/
|
|
537
|
-
async watchTrades(symbol, since = undefined, limit = undefined, params = {}) {
|
|
538
|
-
return await this.watchTradesForSymbols([symbol], since, limit, params);
|
|
47
|
+
return await this.fetchTickers(symbols, this.extend(request, params));
|
|
539
48
|
}
|
|
540
49
|
/**
|
|
541
50
|
* @method
|
|
542
|
-
* @name kucoinfutures#
|
|
543
|
-
* @description
|
|
544
|
-
* @param {string
|
|
545
|
-
* @param {
|
|
546
|
-
* @param {
|
|
51
|
+
* @name kucoinfutures#transfer
|
|
52
|
+
* @description transfer currency internally between wallets on the same account
|
|
53
|
+
* @param {string} code unified currency code
|
|
54
|
+
* @param {float} amount amount to transfer
|
|
55
|
+
* @param {string} fromAccount account to transfer from
|
|
56
|
+
* @param {string} toAccount account to transfer to
|
|
547
57
|
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
548
|
-
* @returns {object
|
|
58
|
+
* @returns {object} a [transfer structure]{@link https://docs.ccxt.com/?id=transfer-structure}
|
|
549
59
|
*/
|
|
550
|
-
async
|
|
551
|
-
const symbolsLength = symbols.length;
|
|
552
|
-
if (symbolsLength === 0) {
|
|
553
|
-
throw new ArgumentsRequired(this.id + ' watchTradesForSymbols() requires a non-empty array of symbols');
|
|
554
|
-
}
|
|
60
|
+
async transfer(code, amount, fromAccount, toAccount, params = {}) {
|
|
555
61
|
await this.loadMarkets();
|
|
556
|
-
|
|
557
|
-
const
|
|
558
|
-
symbols = this.marketSymbols(symbols);
|
|
559
|
-
const marketIds = this.marketIds(symbols);
|
|
560
|
-
const topic = '/contractMarket/execution:' + marketIds.join(',');
|
|
561
|
-
const subscriptionHashes = [];
|
|
562
|
-
const messageHashes = [];
|
|
563
|
-
for (let i = 0; i < symbols.length; i++) {
|
|
564
|
-
const symbol = symbols[i];
|
|
565
|
-
const marketId = marketIds[i];
|
|
566
|
-
messageHashes.push('trades:' + symbol);
|
|
567
|
-
subscriptionHashes.push('/contractMarket/execution:' + marketId);
|
|
568
|
-
}
|
|
569
|
-
const trades = await this.subscribeMultiple(url, messageHashes, topic, subscriptionHashes, undefined, params);
|
|
570
|
-
if (this.newUpdates) {
|
|
571
|
-
const first = this.safeValue(trades, 0);
|
|
572
|
-
const tradeSymbol = this.safeString(first, 'symbol');
|
|
573
|
-
limit = trades.getLimit(tradeSymbol, limit);
|
|
574
|
-
}
|
|
575
|
-
return this.filterBySinceLimit(trades, since, limit, 'timestamp', true);
|
|
576
|
-
}
|
|
577
|
-
/**
|
|
578
|
-
* @method
|
|
579
|
-
* @name kucoinfutures#unWatchTrades
|
|
580
|
-
* @description unWatches trades stream
|
|
581
|
-
* @see https://docs.kucoin.com/futures/#execution-data
|
|
582
|
-
* @param {string} symbol unified symbol of the market to fetch trades for
|
|
583
|
-
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
584
|
-
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/?id=public-trades}
|
|
585
|
-
*/
|
|
586
|
-
async unWatchTrades(symbol, params = {}) {
|
|
587
|
-
return await this.unWatchTradesForSymbols([symbol], params);
|
|
588
|
-
}
|
|
589
|
-
/**
|
|
590
|
-
* @method
|
|
591
|
-
* @name kucoinfutures#unWatchTradesForSymbols
|
|
592
|
-
* @description get the list of most recent trades for a particular symbol
|
|
593
|
-
* @param {string[]} symbols
|
|
594
|
-
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
595
|
-
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/?id=public-trades}
|
|
596
|
-
*/
|
|
597
|
-
async unWatchTradesForSymbols(symbols, params = {}) {
|
|
598
|
-
await this.loadMarkets();
|
|
599
|
-
symbols = this.marketSymbols(symbols, undefined, false);
|
|
600
|
-
const url = await this.negotiate(false);
|
|
601
|
-
symbols = this.marketSymbols(symbols);
|
|
602
|
-
const marketIds = this.marketIds(symbols);
|
|
603
|
-
const topic = '/contractMarket/execution:' + marketIds.join(',');
|
|
604
|
-
const subscriptionHashes = [];
|
|
605
|
-
const messageHashes = [];
|
|
606
|
-
for (let i = 0; i < symbols.length; i++) {
|
|
607
|
-
const symbol = symbols[i];
|
|
608
|
-
messageHashes.push('unsubscribe:trades:' + symbol);
|
|
609
|
-
subscriptionHashes.push('trades:' + symbol);
|
|
610
|
-
}
|
|
611
|
-
const subscription = {
|
|
612
|
-
'messageHashes': messageHashes,
|
|
613
|
-
'subMessageHashes': subscriptionHashes,
|
|
614
|
-
'topic': 'trades',
|
|
615
|
-
'unsubscribe': true,
|
|
616
|
-
'symbols': symbols,
|
|
617
|
-
};
|
|
618
|
-
return await this.unSubscribeMultiple(url, messageHashes, topic, messageHashes, params, subscription);
|
|
619
|
-
}
|
|
620
|
-
handleTrade(client, message) {
|
|
621
|
-
//
|
|
622
|
-
// {
|
|
623
|
-
// "type": "message",
|
|
624
|
-
// "topic": "/contractMarket/execution:ADAUSDTM",
|
|
625
|
-
// "subject": "match",
|
|
626
|
-
// "data": {
|
|
627
|
-
// "makerUserId": "62286a4d720edf0001e81961",
|
|
628
|
-
// "symbol": "ADAUSDTM",
|
|
629
|
-
// "sequence": 41320766,
|
|
630
|
-
// "side": "sell",
|
|
631
|
-
// "size": 2,
|
|
632
|
-
// "price": 0.35904,
|
|
633
|
-
// "takerOrderId": "636dd9da9857ba00010cfa44",
|
|
634
|
-
// "makerOrderId": "636dd9c8df149d0001e62bc8",
|
|
635
|
-
// "takerUserId": "6180be22b6ab210001fa3371",
|
|
636
|
-
// "tradeId": "636dd9da0000d400d477eca7",
|
|
637
|
-
// "ts": 1668143578987357700
|
|
638
|
-
// }
|
|
639
|
-
// }
|
|
640
|
-
//
|
|
641
|
-
const data = this.safeValue(message, 'data', {});
|
|
642
|
-
const trade = this.parseTrade(data);
|
|
643
|
-
const symbol = trade['symbol'];
|
|
644
|
-
let trades = this.safeValue(this.trades, symbol);
|
|
645
|
-
if (trades === undefined) {
|
|
646
|
-
const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
|
|
647
|
-
trades = new ArrayCache(limit);
|
|
648
|
-
this.trades[symbol] = trades;
|
|
649
|
-
}
|
|
650
|
-
trades.append(trade);
|
|
651
|
-
const messageHash = 'trades:' + symbol;
|
|
652
|
-
client.resolve(trades, messageHash);
|
|
653
|
-
return message;
|
|
654
|
-
}
|
|
655
|
-
/**
|
|
656
|
-
* @method
|
|
657
|
-
* @name kucoinfutures#watchOHLCV
|
|
658
|
-
* @see https://www.kucoin.com/docs/websocket/futures-trading/public-channels/klines
|
|
659
|
-
* @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
|
|
660
|
-
* @param {string} symbol unified symbol of the market to fetch OHLCV data for
|
|
661
|
-
* @param {string} timeframe the length of time each candle represents
|
|
662
|
-
* @param {int} [since] timestamp in ms of the earliest candle to fetch
|
|
663
|
-
* @param {int} [limit] the maximum amount of candles to fetch
|
|
664
|
-
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
665
|
-
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
|
|
666
|
-
*/
|
|
667
|
-
async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
|
|
668
|
-
await this.loadMarkets();
|
|
669
|
-
symbol = this.symbol(symbol);
|
|
670
|
-
const url = await this.negotiate(false);
|
|
671
|
-
const marketId = this.marketId(symbol);
|
|
672
|
-
const timeframes = this.safeDict(this.options, 'timeframes');
|
|
673
|
-
const timeframeId = this.safeString(timeframes, timeframe, timeframe);
|
|
674
|
-
const topic = '/contractMarket/limitCandle:' + marketId + '_' + timeframeId;
|
|
675
|
-
const messageHash = 'ohlcv::' + symbol + '_' + timeframe;
|
|
676
|
-
const ohlcv = await this.subscribe(url, messageHash, topic, undefined, params);
|
|
677
|
-
if (this.newUpdates) {
|
|
678
|
-
limit = ohlcv.getLimit(symbol, limit);
|
|
679
|
-
}
|
|
680
|
-
return this.filterBySinceLimit(ohlcv, since, limit, 0, true);
|
|
681
|
-
}
|
|
682
|
-
handleOHLCV(client, message) {
|
|
683
|
-
//
|
|
684
|
-
// {
|
|
685
|
-
// "topic":"/contractMarket/limitCandle:LTCUSDTM_1min",
|
|
686
|
-
// "type":"message",
|
|
687
|
-
// "data":{
|
|
688
|
-
// "symbol":"LTCUSDTM",
|
|
689
|
-
// "candles":[
|
|
690
|
-
// "1715470980",
|
|
691
|
-
// "81.38",
|
|
692
|
-
// "81.38",
|
|
693
|
-
// "81.38",
|
|
694
|
-
// "81.38",
|
|
695
|
-
// "61.0",
|
|
696
|
-
// "61"
|
|
697
|
-
// ],
|
|
698
|
-
// "time":1715470994801
|
|
699
|
-
// },
|
|
700
|
-
// "subject":"candle.stick"
|
|
701
|
-
// }
|
|
702
|
-
//
|
|
703
|
-
const topic = this.safeString(message, 'topic');
|
|
704
|
-
const parts = topic.split('_');
|
|
705
|
-
const timeframeId = this.safeString(parts, 1);
|
|
706
|
-
const data = this.safeDict(message, 'data');
|
|
707
|
-
const timeframes = this.safeDict(this.options, 'timeframes');
|
|
708
|
-
const timeframe = this.findTimeframe(timeframeId, timeframes);
|
|
709
|
-
const marketId = this.safeString(data, 'symbol');
|
|
710
|
-
const symbol = this.safeSymbol(marketId);
|
|
711
|
-
const messageHash = 'ohlcv::' + symbol + '_' + timeframe;
|
|
712
|
-
const ohlcv = this.safeList(data, 'candles');
|
|
713
|
-
const parsed = [
|
|
714
|
-
this.safeInteger(ohlcv, 0),
|
|
715
|
-
this.safeNumber(ohlcv, 1),
|
|
716
|
-
this.safeNumber(ohlcv, 3),
|
|
717
|
-
this.safeNumber(ohlcv, 4),
|
|
718
|
-
this.safeNumber(ohlcv, 2),
|
|
719
|
-
this.safeNumber(ohlcv, 6), // Note value 5 is incorrect and will be fixed in subsequent versions of kucoin
|
|
720
|
-
];
|
|
721
|
-
this.ohlcvs[symbol] = this.safeDict(this.ohlcvs, symbol, {});
|
|
722
|
-
if (!(timeframe in this.ohlcvs[symbol])) {
|
|
723
|
-
const limit = this.safeInteger(this.options, 'OHLCVLimit', 1000);
|
|
724
|
-
this.ohlcvs[symbol][timeframe] = new ArrayCacheByTimestamp(limit);
|
|
725
|
-
}
|
|
726
|
-
const stored = this.ohlcvs[symbol][timeframe];
|
|
727
|
-
stored.append(parsed);
|
|
728
|
-
client.resolve(stored, messageHash);
|
|
729
|
-
}
|
|
730
|
-
/**
|
|
731
|
-
* @method
|
|
732
|
-
* @name kucoinfutures#watchOrderBook
|
|
733
|
-
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
|
|
734
|
-
* 1. After receiving the websocket Level 2 data flow, cache the data.
|
|
735
|
-
* 2. Initiate a REST request to get the snapshot data of Level 2 order book.
|
|
736
|
-
* 3. Playback the cached Level 2 data flow.
|
|
737
|
-
* 4. Apply the new Level 2 data flow to the local snapshot to ensure that the sequence of the new Level 2 update lines up with the sequence of the previous Level 2 data. Discard all the message prior to that sequence, and then playback the change to snapshot.
|
|
738
|
-
* 5. Update the level2 full data based on sequence according to the size. If the price is 0, ignore the messages and update the sequence. If the size=0, update the sequence and remove the price of which the size is 0 out of level 2. For other cases, please update the price.
|
|
739
|
-
* 6. If the sequence of the newly pushed message does not line up to the sequence of the last message, you could pull through REST Level 2 message request to get the updated messages. Please note that the difference between the start and end parameters cannot exceed 500.
|
|
740
|
-
* @see https://docs.kucoin.com/futures/#level-2-market-data
|
|
741
|
-
* @param {string} symbol unified symbol of the market to fetch the order book for
|
|
742
|
-
* @param {int} [limit] the maximum amount of order book entries to return
|
|
743
|
-
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
744
|
-
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/?id=order-book-structure} indexed by market symbols
|
|
745
|
-
*/
|
|
746
|
-
async watchOrderBook(symbol, limit = undefined, params = {}) {
|
|
747
|
-
return await this.watchOrderBookForSymbols([symbol], limit, params);
|
|
748
|
-
}
|
|
749
|
-
/**
|
|
750
|
-
* @method
|
|
751
|
-
* @name kucoinfutures#watchOrderBookForSymbols
|
|
752
|
-
* @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
|
|
753
|
-
* @see https://docs.kucoin.com/futures/#level-2-market-data
|
|
754
|
-
* @param {string[]} symbols unified array of symbols
|
|
755
|
-
* @param {int} [limit] the maximum amount of order book entries to return
|
|
756
|
-
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
757
|
-
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/?id=order-book-structure} indexed by market symbols
|
|
758
|
-
*/
|
|
759
|
-
async watchOrderBookForSymbols(symbols, limit = undefined, params = {}) {
|
|
760
|
-
const symbolsLength = symbols.length;
|
|
761
|
-
if (symbolsLength === 0) {
|
|
762
|
-
throw new ArgumentsRequired(this.id + ' watchOrderBookForSymbols() requires a non-empty array of symbols');
|
|
763
|
-
}
|
|
764
|
-
if (limit !== undefined) {
|
|
765
|
-
if ((limit !== 20) && (limit !== 100)) {
|
|
766
|
-
throw new ExchangeError(this.id + " watchOrderBook 'limit' argument must be undefined, 20 or 100");
|
|
767
|
-
}
|
|
768
|
-
}
|
|
769
|
-
await this.loadMarkets();
|
|
770
|
-
symbols = this.marketSymbols(symbols);
|
|
771
|
-
const marketIds = this.marketIds(symbols);
|
|
772
|
-
const url = await this.negotiate(false);
|
|
773
|
-
const topic = '/contractMarket/level2:' + marketIds.join(',');
|
|
774
|
-
const subscriptionArgs = {
|
|
775
|
-
'limit': limit,
|
|
776
|
-
};
|
|
777
|
-
const subscriptionHashes = [];
|
|
778
|
-
const messageHashes = [];
|
|
779
|
-
for (let i = 0; i < symbols.length; i++) {
|
|
780
|
-
const symbol = symbols[i];
|
|
781
|
-
const marketId = marketIds[i];
|
|
782
|
-
messageHashes.push('orderbook:' + symbol);
|
|
783
|
-
subscriptionHashes.push('/contractMarket/level2:' + marketId);
|
|
784
|
-
}
|
|
785
|
-
const orderbook = await this.subscribeMultiple(url, messageHashes, topic, subscriptionHashes, subscriptionArgs, params);
|
|
786
|
-
return orderbook.limit();
|
|
787
|
-
}
|
|
788
|
-
/**
|
|
789
|
-
* @method
|
|
790
|
-
* @name kucoinfutures#unWatchOrderBook
|
|
791
|
-
* @description unWatches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
|
|
792
|
-
* @see https://docs.kucoin.com/futures/#level-2-market-data
|
|
793
|
-
* @param {string} symbol unified symbol of the market to fetch the order book for
|
|
794
|
-
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
795
|
-
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/?id=order-book-structure} indexed by market symbols
|
|
796
|
-
*/
|
|
797
|
-
async unWatchOrderBook(symbol, params = {}) {
|
|
798
|
-
return await this.unWatchOrderBookForSymbols([symbol], params);
|
|
799
|
-
}
|
|
800
|
-
/**
|
|
801
|
-
* @method
|
|
802
|
-
* @name kucoinfutures#unWatchOrderBookForSymbols
|
|
803
|
-
* @description unWatches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
|
|
804
|
-
* @param {string[]} symbols unified array of symbols
|
|
805
|
-
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
806
|
-
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/?id=order-book-structure} indexed by market symbols
|
|
807
|
-
*/
|
|
808
|
-
async unWatchOrderBookForSymbols(symbols, params = {}) {
|
|
809
|
-
await this.loadMarkets();
|
|
810
|
-
symbols = this.marketSymbols(symbols);
|
|
811
|
-
const marketIds = this.marketIds(symbols);
|
|
812
|
-
const url = await this.negotiate(false);
|
|
813
|
-
const topic = '/contractMarket/level2:' + marketIds.join(',');
|
|
814
|
-
const subscriptionHashes = [];
|
|
815
|
-
const messageHashes = [];
|
|
816
|
-
for (let i = 0; i < symbols.length; i++) {
|
|
817
|
-
const symbol = symbols[i];
|
|
818
|
-
messageHashes.push('unsubscribe:orderbook:' + symbol);
|
|
819
|
-
subscriptionHashes.push('orderbook:' + symbol);
|
|
820
|
-
}
|
|
821
|
-
const subscription = {
|
|
822
|
-
'messageHashes': messageHashes,
|
|
823
|
-
'symbols': symbols,
|
|
824
|
-
'unsubscribe': true,
|
|
825
|
-
'topic': 'orderbook',
|
|
826
|
-
'subMessageHashes': subscriptionHashes,
|
|
827
|
-
};
|
|
828
|
-
return await this.unSubscribeMultiple(url, messageHashes, topic, messageHashes, params, subscription);
|
|
829
|
-
}
|
|
830
|
-
handleDelta(orderbook, delta) {
|
|
831
|
-
orderbook['nonce'] = this.safeInteger(delta, 'sequence');
|
|
832
|
-
const timestamp = this.safeInteger(delta, 'timestamp');
|
|
833
|
-
orderbook['timestamp'] = timestamp;
|
|
834
|
-
orderbook['datetime'] = this.iso8601(timestamp);
|
|
835
|
-
const change = this.safeValue(delta, 'change', {});
|
|
836
|
-
const splitChange = change.split(',');
|
|
837
|
-
const price = this.safeNumber(splitChange, 0);
|
|
838
|
-
const side = this.safeString(splitChange, 1);
|
|
839
|
-
const quantity = this.safeNumber(splitChange, 2);
|
|
840
|
-
const type = (side === 'buy') ? 'bids' : 'asks';
|
|
841
|
-
const value = [price, quantity];
|
|
842
|
-
if (type === 'bids') {
|
|
843
|
-
const storedBids = orderbook['bids'];
|
|
844
|
-
storedBids.storeArray(value);
|
|
845
|
-
}
|
|
846
|
-
else {
|
|
847
|
-
const storedAsks = orderbook['asks'];
|
|
848
|
-
storedAsks.storeArray(value);
|
|
849
|
-
}
|
|
850
|
-
}
|
|
851
|
-
handleDeltas(bookside, deltas) {
|
|
852
|
-
for (let i = 0; i < deltas.length; i++) {
|
|
853
|
-
this.handleDelta(bookside, deltas[i]);
|
|
854
|
-
}
|
|
855
|
-
}
|
|
856
|
-
handleOrderBook(client, message) {
|
|
857
|
-
//
|
|
858
|
-
// initial snapshot is fetched with ccxt's fetchOrderBook
|
|
859
|
-
// the feed does not include a snapshot, just the deltas
|
|
860
|
-
//
|
|
861
|
-
// {
|
|
862
|
-
// "type": "message",
|
|
863
|
-
// "topic": "/contractMarket/level2:ADAUSDTM",
|
|
864
|
-
// "subject": "level2",
|
|
865
|
-
// "data": {
|
|
866
|
-
// "sequence": 1668059586457,
|
|
867
|
-
// "change": "0.34172,sell,456", // type, side, quantity
|
|
868
|
-
// "timestamp": 1668573023223
|
|
869
|
-
// }
|
|
870
|
-
// }
|
|
871
|
-
//
|
|
872
|
-
const data = this.safeValue(message, 'data');
|
|
873
|
-
const topic = this.safeString(message, 'topic');
|
|
874
|
-
const topicParts = topic.split(':');
|
|
875
|
-
const marketId = this.safeString(topicParts, 1);
|
|
876
|
-
const symbol = this.safeSymbol(marketId, undefined, '-');
|
|
877
|
-
const messageHash = 'orderbook:' + symbol;
|
|
878
|
-
if (!(symbol in this.orderbooks)) {
|
|
879
|
-
const subscriptionArgs = this.safeDict(client.subscriptions, topic, {});
|
|
880
|
-
const limit = this.safeInteger(subscriptionArgs, 'limit');
|
|
881
|
-
this.orderbooks[symbol] = this.orderBook({}, limit);
|
|
882
|
-
}
|
|
883
|
-
const storedOrderBook = this.orderbooks[symbol];
|
|
884
|
-
const nonce = this.safeInteger(storedOrderBook, 'nonce');
|
|
885
|
-
const deltaEnd = this.safeInteger(data, 'sequence');
|
|
886
|
-
if (nonce === undefined) {
|
|
887
|
-
const cacheLength = storedOrderBook.cache.length;
|
|
888
|
-
const topicPartsNew = topic.split(':');
|
|
889
|
-
const topicSymbol = this.safeString(topicPartsNew, 1);
|
|
890
|
-
const topicChannel = this.safeString(topicPartsNew, 0);
|
|
891
|
-
const subscriptions = Object.keys(client.subscriptions);
|
|
892
|
-
let subscription = undefined;
|
|
893
|
-
for (let i = 0; i < subscriptions.length; i++) {
|
|
894
|
-
const key = subscriptions[i];
|
|
895
|
-
if ((key.indexOf(topicSymbol) >= 0) && (key.indexOf(topicChannel) >= 0)) {
|
|
896
|
-
subscription = client.subscriptions[key];
|
|
897
|
-
break;
|
|
898
|
-
}
|
|
899
|
-
}
|
|
900
|
-
const limit = this.safeInteger(subscription, 'limit');
|
|
901
|
-
const snapshotDelay = this.handleOption('watchOrderBook', 'snapshotDelay', 5);
|
|
902
|
-
if (cacheLength === snapshotDelay) {
|
|
903
|
-
this.spawn(this.loadOrderBook, client, messageHash, symbol, limit, {});
|
|
904
|
-
}
|
|
905
|
-
storedOrderBook.cache.push(data);
|
|
906
|
-
return;
|
|
907
|
-
}
|
|
908
|
-
else if (nonce >= deltaEnd) {
|
|
909
|
-
return;
|
|
910
|
-
}
|
|
911
|
-
this.handleDelta(storedOrderBook, data);
|
|
912
|
-
client.resolve(storedOrderBook, messageHash);
|
|
913
|
-
}
|
|
914
|
-
getCacheIndex(orderbook, cache) {
|
|
915
|
-
const firstDelta = this.safeValue(cache, 0);
|
|
916
|
-
const nonce = this.safeInteger(orderbook, 'nonce');
|
|
917
|
-
const firstDeltaStart = this.safeInteger(firstDelta, 'sequence');
|
|
918
|
-
if (nonce < firstDeltaStart - 1) {
|
|
919
|
-
return -1;
|
|
920
|
-
}
|
|
921
|
-
for (let i = 0; i < cache.length; i++) {
|
|
922
|
-
const delta = cache[i];
|
|
923
|
-
const deltaStart = this.safeInteger(delta, 'sequence');
|
|
924
|
-
if (nonce < deltaStart - 1) {
|
|
925
|
-
return i;
|
|
926
|
-
}
|
|
927
|
-
}
|
|
928
|
-
return cache.length;
|
|
929
|
-
}
|
|
930
|
-
handleSystemStatus(client, message) {
|
|
931
|
-
//
|
|
932
|
-
// todo: answer the question whether handleSystemStatus should be renamed
|
|
933
|
-
// and unified as handleStatus for any usage pattern that
|
|
934
|
-
// involves system status and maintenance updates
|
|
935
|
-
//
|
|
936
|
-
// {
|
|
937
|
-
// "id": "1578090234088", // connectId
|
|
938
|
-
// "type": "welcome",
|
|
939
|
-
// }
|
|
940
|
-
//
|
|
941
|
-
return message;
|
|
942
|
-
}
|
|
943
|
-
/**
|
|
944
|
-
* @method
|
|
945
|
-
* @name kucoinfutures#watchOrders
|
|
946
|
-
* @description watches information on multiple orders made by the user
|
|
947
|
-
* @see https://docs.kucoin.com/futures/#trade-orders-according-to-the-market
|
|
948
|
-
* @param {string} symbol unified market symbol of the market orders were made in
|
|
949
|
-
* @param {int} [since] the earliest time in ms to fetch orders for
|
|
950
|
-
* @param {int} [limit] the maximum number of order structures to retrieve
|
|
951
|
-
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
952
|
-
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/?id=order-structure}
|
|
953
|
-
*/
|
|
954
|
-
async watchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
|
|
955
|
-
await this.loadMarkets();
|
|
956
|
-
const url = await this.negotiate(true);
|
|
957
|
-
const topic = '/contractMarket/tradeOrders';
|
|
958
|
-
const request = {
|
|
959
|
-
'privateChannel': true,
|
|
960
|
-
};
|
|
961
|
-
let messageHash = 'orders';
|
|
962
|
-
if (symbol !== undefined) {
|
|
963
|
-
const market = this.market(symbol);
|
|
964
|
-
symbol = market['symbol'];
|
|
965
|
-
messageHash = messageHash + ':' + symbol;
|
|
966
|
-
}
|
|
967
|
-
const orders = await this.subscribe(url, messageHash, topic, undefined, this.extend(request, params));
|
|
968
|
-
if (this.newUpdates) {
|
|
969
|
-
limit = orders.getLimit(symbol, limit);
|
|
970
|
-
}
|
|
971
|
-
return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
|
|
972
|
-
}
|
|
973
|
-
parseWsOrderStatus(status) {
|
|
974
|
-
const statuses = {
|
|
975
|
-
'open': 'open',
|
|
976
|
-
'filled': 'closed',
|
|
977
|
-
'match': 'open',
|
|
978
|
-
'update': 'open',
|
|
979
|
-
'canceled': 'canceled',
|
|
980
|
-
};
|
|
981
|
-
return this.safeString(statuses, status, status);
|
|
982
|
-
}
|
|
983
|
-
parseWsOrder(order, market = undefined) {
|
|
984
|
-
//
|
|
985
|
-
// "symbol": "XCAD-USDT",
|
|
986
|
-
// {
|
|
987
|
-
// "orderType": "limit",
|
|
988
|
-
// "side": "buy",
|
|
989
|
-
// "orderId": "6249167327218b000135e749",
|
|
990
|
-
// "type": "canceled",
|
|
991
|
-
// "orderTime": 1648957043065280224,
|
|
992
|
-
// "size": "100.452",
|
|
993
|
-
// "filledSize": "0",
|
|
994
|
-
// "price": "2.9635",
|
|
995
|
-
// "clientOid": "buy-XCAD-USDT-1648957043010159",
|
|
996
|
-
// "remainSize": "0",
|
|
997
|
-
// "status": "done",
|
|
998
|
-
// "ts": 1648957054031001037
|
|
999
|
-
// }
|
|
1000
|
-
//
|
|
1001
|
-
const id = this.safeString(order, 'orderId');
|
|
1002
|
-
const clientOrderId = this.safeString(order, 'clientOid');
|
|
1003
|
-
const orderType = this.safeStringLower(order, 'orderType');
|
|
1004
|
-
const price = this.safeString(order, 'price');
|
|
1005
|
-
const filled = this.safeString(order, 'filledSize');
|
|
1006
|
-
const amount = this.safeString(order, 'size');
|
|
1007
|
-
const rawType = this.safeString(order, 'type');
|
|
1008
|
-
const status = this.parseWsOrderStatus(rawType);
|
|
1009
|
-
const timestamp = this.safeIntegerProduct(order, 'orderTime', 0.000001);
|
|
1010
|
-
const marketId = this.safeString(order, 'symbol');
|
|
1011
|
-
market = this.safeMarket(marketId, market);
|
|
1012
|
-
const symbol = market['symbol'];
|
|
1013
|
-
const side = this.safeStringLower(order, 'side');
|
|
1014
|
-
return this.safeOrder({
|
|
1015
|
-
'info': order,
|
|
1016
|
-
'symbol': symbol,
|
|
1017
|
-
'id': id,
|
|
1018
|
-
'clientOrderId': clientOrderId,
|
|
1019
|
-
'timestamp': timestamp,
|
|
1020
|
-
'datetime': this.iso8601(timestamp),
|
|
1021
|
-
'lastTradeTimestamp': undefined,
|
|
1022
|
-
'type': orderType,
|
|
1023
|
-
'timeInForce': undefined,
|
|
1024
|
-
'postOnly': undefined,
|
|
1025
|
-
'side': side,
|
|
1026
|
-
'price': price,
|
|
1027
|
-
'stopPrice': undefined,
|
|
1028
|
-
'amount': amount,
|
|
1029
|
-
'cost': undefined,
|
|
1030
|
-
'average': undefined,
|
|
1031
|
-
'filled': filled,
|
|
1032
|
-
'remaining': undefined,
|
|
1033
|
-
'status': status,
|
|
1034
|
-
'fee': undefined,
|
|
1035
|
-
'trades': undefined,
|
|
1036
|
-
}, market);
|
|
1037
|
-
}
|
|
1038
|
-
handleOrder(client, message) {
|
|
1039
|
-
const messageHash = 'orders';
|
|
1040
|
-
const data = this.safeValue(message, 'data');
|
|
1041
|
-
const parsed = this.parseWsOrder(data);
|
|
1042
|
-
const symbol = this.safeString(parsed, 'symbol');
|
|
1043
|
-
const orderId = this.safeString(parsed, 'id');
|
|
1044
|
-
if (symbol !== undefined) {
|
|
1045
|
-
if (this.orders === undefined) {
|
|
1046
|
-
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
|
|
1047
|
-
this.orders = new ArrayCacheBySymbolById(limit);
|
|
1048
|
-
}
|
|
1049
|
-
const cachedOrders = this.orders;
|
|
1050
|
-
const orders = this.safeValue(cachedOrders.hashmap, symbol, {});
|
|
1051
|
-
const order = this.safeValue(orders, orderId);
|
|
1052
|
-
if (order !== undefined) {
|
|
1053
|
-
// todo add others to calculate average etc
|
|
1054
|
-
const stopPrice = this.safeValue(order, 'stopPrice');
|
|
1055
|
-
if (stopPrice !== undefined) {
|
|
1056
|
-
parsed['stopPrice'] = stopPrice;
|
|
1057
|
-
}
|
|
1058
|
-
if (order['status'] === 'closed') {
|
|
1059
|
-
parsed['status'] = 'closed';
|
|
1060
|
-
}
|
|
1061
|
-
}
|
|
1062
|
-
cachedOrders.append(parsed);
|
|
1063
|
-
client.resolve(this.orders, messageHash);
|
|
1064
|
-
const symbolSpecificMessageHash = messageHash + ':' + symbol;
|
|
1065
|
-
client.resolve(this.orders, symbolSpecificMessageHash);
|
|
1066
|
-
}
|
|
1067
|
-
}
|
|
1068
|
-
/**
|
|
1069
|
-
* @method
|
|
1070
|
-
* @name kucoinfutures#watchBalance
|
|
1071
|
-
* @description watch balance and get the amount of funds available for trading or funds locked in orders
|
|
1072
|
-
* @see https://docs.kucoin.com/futures/#account-balance-events
|
|
1073
|
-
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
1074
|
-
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/?id=balance-structure}
|
|
1075
|
-
*/
|
|
1076
|
-
async watchBalance(params = {}) {
|
|
1077
|
-
await this.loadMarkets();
|
|
1078
|
-
const url = await this.negotiate(true);
|
|
1079
|
-
const topic = '/contractAccount/wallet';
|
|
62
|
+
const currency = this.currency(code);
|
|
63
|
+
const amountToPrecision = this.currencyToPrecision(code, amount);
|
|
1080
64
|
const request = {
|
|
1081
|
-
'
|
|
65
|
+
'currency': this.safeString(currency, 'id'),
|
|
66
|
+
'amount': amountToPrecision,
|
|
1082
67
|
};
|
|
1083
|
-
const
|
|
1084
|
-
|
|
1085
|
-
|
|
1086
|
-
|
|
1087
|
-
|
|
1088
|
-
|
|
1089
|
-
|
|
1090
|
-
|
|
1091
|
-
|
|
1092
|
-
|
|
1093
|
-
|
|
1094
|
-
|
|
1095
|
-
|
|
1096
|
-
|
|
1097
|
-
|
|
1098
|
-
|
|
1099
|
-
|
|
1100
|
-
|
|
1101
|
-
|
|
1102
|
-
|
|
1103
|
-
|
|
1104
|
-
|
|
1105
|
-
|
|
1106
|
-
|
|
1107
|
-
|
|
1108
|
-
|
|
1109
|
-
|
|
1110
|
-
|
|
1111
|
-
|
|
1112
|
-
|
|
1113
|
-
|
|
1114
|
-
|
|
1115
|
-
|
|
1116
|
-
|
|
1117
|
-
|
|
1118
|
-
|
|
1119
|
-
|
|
1120
|
-
|
|
1121
|
-
|
|
1122
|
-
|
|
1123
|
-
|
|
1124
|
-
const selectedType = this.safeString2(this.options, 'watchBalance', 'defaultType', 'swap'); // spot, margin, main, funding, future, mining, trade, contract, pool
|
|
1125
|
-
const params = {
|
|
1126
|
-
'type': selectedType,
|
|
1127
|
-
};
|
|
1128
|
-
const snapshot = await this.fetchBalance(params);
|
|
1129
|
-
//
|
|
1130
|
-
// {
|
|
1131
|
-
// "info": {
|
|
1132
|
-
// "code": "200000",
|
|
1133
|
-
// "data": {
|
|
1134
|
-
// "accountEquity": 0.0350281903,
|
|
1135
|
-
// "unrealisedPNL": 0,
|
|
1136
|
-
// "marginBalance": 0.0350281903,
|
|
1137
|
-
// "positionMargin": 0,
|
|
1138
|
-
// "orderMargin": 0,
|
|
1139
|
-
// "frozenFunds": 0,
|
|
1140
|
-
// "availableBalance": 0.0350281903,
|
|
1141
|
-
// "currency": "USDT"
|
|
1142
|
-
// }
|
|
1143
|
-
// },
|
|
1144
|
-
// "timestamp": undefined,
|
|
1145
|
-
// "datetime": undefined,
|
|
1146
|
-
// "USDT": {
|
|
1147
|
-
// "free": 0.0350281903,
|
|
1148
|
-
// "used": 0,
|
|
1149
|
-
// "total": 0.0350281903
|
|
1150
|
-
// },
|
|
1151
|
-
// "free": {
|
|
1152
|
-
// "USDT": 0.0350281903
|
|
1153
|
-
// },
|
|
1154
|
-
// "used": {
|
|
1155
|
-
// "USDT": 0
|
|
1156
|
-
// },
|
|
1157
|
-
// "total": {
|
|
1158
|
-
// "USDT": 0.0350281903
|
|
1159
|
-
// }
|
|
1160
|
-
// }
|
|
1161
|
-
//
|
|
1162
|
-
const keys = Object.keys(snapshot);
|
|
1163
|
-
for (let i = 0; i < keys.length; i++) {
|
|
1164
|
-
const code = keys[i];
|
|
1165
|
-
if (code !== 'free' && code !== 'used' && code !== 'total' && code !== 'timestamp' && code !== 'datetime' && code !== 'info') {
|
|
1166
|
-
this.balance[code] = snapshot[code];
|
|
1167
|
-
}
|
|
1168
|
-
}
|
|
1169
|
-
this.balance['info'] = this.safeValue(snapshot, 'info', {});
|
|
1170
|
-
client.resolve(this.balance, messageHash);
|
|
1171
|
-
}
|
|
1172
|
-
handleSubject(client, message) {
|
|
1173
|
-
//
|
|
1174
|
-
// {
|
|
1175
|
-
// "type": "message",
|
|
1176
|
-
// "topic": "/contractMarket/level2:ADAUSDTM",
|
|
1177
|
-
// "subject": "level2",
|
|
1178
|
-
// "data": {
|
|
1179
|
-
// "sequence": 1668059586457,
|
|
1180
|
-
// "change": "0.34172,sell,456", // type, side, quantity
|
|
1181
|
-
// "timestamp": 1668573023223
|
|
1182
|
-
// }
|
|
1183
|
-
// }
|
|
1184
|
-
//
|
|
1185
|
-
const subject = this.safeString(message, 'subject');
|
|
1186
|
-
const methods = {
|
|
1187
|
-
'level2': this.handleOrderBook,
|
|
1188
|
-
'ticker': this.handleTicker,
|
|
1189
|
-
'candle.stick': this.handleOHLCV,
|
|
1190
|
-
'tickerV2': this.handleBidAsk,
|
|
1191
|
-
'availableBalance.change': this.handleBalance,
|
|
1192
|
-
'match': this.handleTrade,
|
|
1193
|
-
'orderChange': this.handleOrder,
|
|
1194
|
-
'orderUpdated': this.handleOrder,
|
|
1195
|
-
'position.change': this.handlePosition,
|
|
1196
|
-
'position.settlement': this.handlePosition,
|
|
1197
|
-
'position.adjustRiskLimit': this.handlePosition,
|
|
1198
|
-
};
|
|
1199
|
-
const method = this.safeValue(methods, subject);
|
|
1200
|
-
if (method !== undefined) {
|
|
1201
|
-
method.call(this, client, message);
|
|
1202
|
-
}
|
|
1203
|
-
}
|
|
1204
|
-
getMessageHash(elementName, symbol = undefined) {
|
|
1205
|
-
// elementName can be 'ticker', 'bidask', ...
|
|
1206
|
-
if (symbol !== undefined) {
|
|
1207
|
-
return elementName + '@' + symbol;
|
|
68
|
+
const toAccountString = this.parseTransferType(toAccount);
|
|
69
|
+
let response = undefined;
|
|
70
|
+
if (toAccountString === 'TRADE' || toAccountString === 'MAIN') {
|
|
71
|
+
request['recAccountType'] = toAccountString;
|
|
72
|
+
response = await this.futuresPrivatePostTransferOut(this.extend(request, params));
|
|
73
|
+
//
|
|
74
|
+
// {
|
|
75
|
+
// "code": "200000",
|
|
76
|
+
// "data": {
|
|
77
|
+
// "applyId": "6738754373ceee00011ec3f8",
|
|
78
|
+
// "bizNo": "6738754373ceee00011ec3f7",
|
|
79
|
+
// "payAccountType": "CONTRACT",
|
|
80
|
+
// "payTag": "DEFAULT",
|
|
81
|
+
// "remark": "",
|
|
82
|
+
// "recAccountType": "MAIN",
|
|
83
|
+
// "recTag": "DEFAULT",
|
|
84
|
+
// "recRemark": "",
|
|
85
|
+
// "recSystem": "KUCOIN",
|
|
86
|
+
// "status": "PROCESSING",
|
|
87
|
+
// "currency": "USDT",
|
|
88
|
+
// "amount": "5",
|
|
89
|
+
// "fee": "0",
|
|
90
|
+
// "sn": 1519769124846692,
|
|
91
|
+
// "reason": "",
|
|
92
|
+
// "createdAt": 1731753283000,
|
|
93
|
+
// "updatedAt": 1731753283000
|
|
94
|
+
// }
|
|
95
|
+
// }
|
|
96
|
+
//
|
|
97
|
+
}
|
|
98
|
+
else if (toAccount === 'future' || toAccount === 'swap' || toAccount === 'contract') {
|
|
99
|
+
request['payAccountType'] = this.parseTransferType(fromAccount);
|
|
100
|
+
response = await this.futuresPrivatePostTransferIn(this.extend(request, params));
|
|
101
|
+
//
|
|
102
|
+
// {
|
|
103
|
+
// "code": "200000",
|
|
104
|
+
// "data": {
|
|
105
|
+
// "applyId": "5bffb63303aa675e8bbe18f9" // Transfer-out request ID
|
|
106
|
+
// }
|
|
107
|
+
// }
|
|
108
|
+
//
|
|
1208
109
|
}
|
|
1209
110
|
else {
|
|
1210
|
-
|
|
1211
|
-
}
|
|
1212
|
-
}
|
|
1213
|
-
ping(client) {
|
|
1214
|
-
// kucoin does not support built-in ws protocol-level ping-pong
|
|
1215
|
-
// instead it requires a custom json-based text ping-pong
|
|
1216
|
-
// https://docs.kucoin.com/#ping
|
|
1217
|
-
const id = this.requestId().toString();
|
|
1218
|
-
return {
|
|
1219
|
-
'id': id,
|
|
1220
|
-
'type': 'ping',
|
|
1221
|
-
};
|
|
1222
|
-
}
|
|
1223
|
-
handlePong(client, message) {
|
|
1224
|
-
// https://docs.kucoin.com/#ping
|
|
1225
|
-
client.lastPong = this.milliseconds();
|
|
1226
|
-
return message;
|
|
1227
|
-
}
|
|
1228
|
-
handleErrorMessage(client, message) {
|
|
1229
|
-
//
|
|
1230
|
-
// {
|
|
1231
|
-
// "id": "64d8732c856851144bded10d",
|
|
1232
|
-
// "type": "error",
|
|
1233
|
-
// "code": 401,
|
|
1234
|
-
// "data": "token is expired"
|
|
1235
|
-
// }
|
|
1236
|
-
//
|
|
1237
|
-
const data = this.safeString(message, 'data', '');
|
|
1238
|
-
if (data === 'token is expired') {
|
|
1239
|
-
let type = 'public';
|
|
1240
|
-
if (client.url.indexOf('connectId=private') >= 0) {
|
|
1241
|
-
type = 'private';
|
|
1242
|
-
}
|
|
1243
|
-
this.options['urls'][type] = undefined;
|
|
1244
|
-
}
|
|
1245
|
-
this.handleErrors(1, '', client.url, '', {}, data, message, {}, {});
|
|
1246
|
-
return true;
|
|
1247
|
-
}
|
|
1248
|
-
handleSubscriptionStatus(client, message) {
|
|
1249
|
-
//
|
|
1250
|
-
// {
|
|
1251
|
-
// "id": "1578090438322",
|
|
1252
|
-
// "type": "ack"
|
|
1253
|
-
// }
|
|
1254
|
-
//
|
|
1255
|
-
const id = this.safeString(message, 'id');
|
|
1256
|
-
if (!(id in client.subscriptions)) {
|
|
1257
|
-
return;
|
|
1258
|
-
}
|
|
1259
|
-
const subscriptionHash = this.safeString(client.subscriptions, id);
|
|
1260
|
-
const subscription = this.safeValue(client.subscriptions, subscriptionHash);
|
|
1261
|
-
delete client.subscriptions[id];
|
|
1262
|
-
const method = this.safeValue(subscription, 'method');
|
|
1263
|
-
if (method !== undefined) {
|
|
1264
|
-
method.call(this, client, message, subscription);
|
|
1265
|
-
}
|
|
1266
|
-
const isUnSub = this.safeBool(subscription, 'unsubscribe', false);
|
|
1267
|
-
if (isUnSub) {
|
|
1268
|
-
const messageHashes = this.safeList(subscription, 'messageHashes', []);
|
|
1269
|
-
const subMessageHashes = this.safeList(subscription, 'subMessageHashes', []);
|
|
1270
|
-
for (let i = 0; i < messageHashes.length; i++) {
|
|
1271
|
-
const messageHash = messageHashes[i];
|
|
1272
|
-
const subHash = subMessageHashes[i];
|
|
1273
|
-
this.cleanUnsubscription(client, subHash, messageHash);
|
|
1274
|
-
}
|
|
1275
|
-
this.cleanCache(subscription);
|
|
111
|
+
throw new BadRequest(this.id + ' transfer() only supports transfers between future/swap, spot and funding accounts');
|
|
1276
112
|
}
|
|
113
|
+
const data = this.safeDict(response, 'data', {});
|
|
114
|
+
return this.extend(this.parseTransfer(data, currency), {
|
|
115
|
+
'amount': this.parseNumber(amountToPrecision),
|
|
116
|
+
'fromAccount': fromAccount,
|
|
117
|
+
'toAccount': toAccount,
|
|
118
|
+
});
|
|
1277
119
|
}
|
|
1278
|
-
|
|
1279
|
-
const
|
|
1280
|
-
|
|
1281
|
-
|
|
1282
|
-
'welcome': this.handleSystemStatus,
|
|
1283
|
-
'message': this.handleSubject,
|
|
1284
|
-
'pong': this.handlePong,
|
|
1285
|
-
'error': this.handleErrorMessage,
|
|
1286
|
-
'ack': this.handleSubscriptionStatus,
|
|
120
|
+
parseTransferType(transferType) {
|
|
121
|
+
const transferTypes = {
|
|
122
|
+
'spot': 'TRADE',
|
|
123
|
+
'funding': 'MAIN',
|
|
1287
124
|
};
|
|
1288
|
-
|
|
1289
|
-
if (method !== undefined) {
|
|
1290
|
-
method.call(this, client, message);
|
|
1291
|
-
}
|
|
125
|
+
return this.safeStringUpper(transferTypes, transferType, transferType);
|
|
1292
126
|
}
|
|
1293
127
|
}
|