ccxt 4.5.5 → 4.5.7

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

@@ -78,6 +78,19 @@ class binance extends binance$1["default"] {
                         },
                     },
                 },
+                'demo': {
+                    'ws': {
+                        'spot': 'wss://demo-stream.binance.com/ws',
+                        'margin': 'wss://demo-stream.binance.com/ws',
+                        'future': 'wss://fstream.binancefuture.com/ws',
+                        'delivery': 'wss://dstream.binancefuture.com/ws',
+                        'ws-api': {
+                            'spot': 'wss://demo-ws-api.binance.com/ws-api/v3',
+                            'future': 'wss://testnet.binancefuture.com/ws-fapi/v1',
+                            'delivery': 'wss://testnet.binancefuture.com/ws-dapi/v1',
+                        },
+                    },
+                },
                 'api': {
                     'ws': {
                         'spot': 'wss://stream.binance.com:9443/ws',
@@ -175,6 +188,9 @@ class binance extends binance$1["default"] {
         this.options['requestId'][url] = newValue;
         return newValue;
     }
+    isSpotUrl(client) {
+        return (client.url.indexOf('/stream') > -1) || (client.url.indexOf('demo-stream') > -1);
+    }
     stream(type, subscriptionHash, numSubscriptions = 1) {
         const streamBySubscriptionsHash = this.safeDict(this.options, 'streamBySubscriptionsHash', this.createSafeDictionary());
         let stream = this.safeString(streamBySubscriptionsHash, subscriptionHash);
@@ -904,7 +920,7 @@ class binance extends binance$1["default"] {
         //         ]
         //     }
         //
-        const isSpot = (client.url.indexOf('/stream') > -1);
+        const isSpot = this.isSpotUrl(client);
         const marketType = (isSpot) ? 'spot' : 'contract';
         const marketId = this.safeString(message, 's');
         const market = this.safeMarket(marketId, undefined, undefined, marketType);
@@ -1364,7 +1380,7 @@ class binance extends binance$1["default"] {
     handleTrade(client, message) {
         // the trade streams push raw trade information in real-time
         // each trade has a unique buyer and seller
-        const isSpot = (client.url.indexOf('/stream') > -1);
+        const isSpot = this.isSpotUrl(client);
         const marketType = (isSpot) ? 'spot' : 'contract';
         const marketId = this.safeString(message, 's');
         const market = this.safeMarket(marketId, undefined, undefined, marketType);
@@ -1606,7 +1622,7 @@ class binance extends binance$1["default"] {
             this.safeFloat(kline, 'c'),
             this.safeFloat(kline, 'v'),
         ];
-        const isSpot = (client.url.indexOf('/stream') > -1);
+        const isSpot = this.isSpotUrl(client);
         const marketType = (isSpot) ? 'spot' : 'contract';
         const symbol = this.safeSymbol(marketId, undefined, undefined, marketType);
         const messageHash = 'ohlcv::' + symbol + '::' + unifiedTimeframe;
@@ -2248,7 +2264,7 @@ class binance extends binance$1["default"] {
         this.handleTickersAndBidsAsks(client, message, 'tickers');
     }
     handleTickersAndBidsAsks(client, message, methodType) {
-        const isSpot = (client.url.indexOf('/stream') > -1);
+        const isSpot = this.isSpotUrl(client);
         const marketType = (isSpot) ? 'spot' : 'contract';
         const isBidAsk = (methodType === 'bidasks');
         let channelName = undefined;
@@ -2331,6 +2347,58 @@ class binance extends binance$1["default"] {
         extendedParams['signature'] = signature;
         return extendedParams;
     }
+    /**
+     * Ensures a User Data Stream WebSocket subscription is active for the specified scope
+     * @param marketType {string} only support on 'spot'
+     * @see {@link https://developers.binance.com/docs/binance-spot-api-docs/websocket-api/user-data-stream-requests#subscribe-to-user-data-stream-through-signature-subscription-user_data Binance User Data Stream Documentation}
+     * @returns Promise<number> The subscription ID for the user data stream
+     */
+    async ensureUserDataStreamWsSubscribeSignature(marketType = 'spot') {
+        const url = this.urls['api']['ws']['ws-api'][marketType];
+        const client = this.client(url);
+        const subscriptions = client.subscriptions;
+        const subscriptionsKeys = Object.keys(subscriptions);
+        const accountType = this.getAccountTypeFromSubscriptions(subscriptionsKeys);
+        if (accountType === marketType) {
+            return;
+        }
+        client.subscriptions[marketType] = true;
+        const requestId = this.requestId(url);
+        const messageHash = requestId.toString();
+        const message = {
+            'id': messageHash,
+            'method': 'userDataStream.subscribe.signature',
+            'params': this.signParams({}),
+        };
+        const subscription = {
+            'id': messageHash,
+            'method': this.handleUserDataStreamSubscribe,
+            'subscription': marketType,
+        };
+        await this.watch(url, messageHash, message, messageHash, subscription);
+    }
+    handleUserDataStreamSubscribe(client, message) {
+        //
+        //   {
+        //     "id": 1,
+        //     "status": 200,
+        //     "result": {
+        //         "subscriptionId": 0
+        //     }
+        //   }
+        //
+        const messageHash = this.safeString(message, 'id');
+        const subscriptions = client.subscriptions;
+        const subscriptionsKeys = Object.keys(subscriptions);
+        const accountType = this.getAccountTypeFromSubscriptions(subscriptionsKeys);
+        const result = this.safeDict(message, 'result', {});
+        const subscriptionId = this.safeInteger(result, 'subscriptionId');
+        if (subscriptionId === undefined) {
+            delete client.subscriptions[accountType];
+            client.reject(message, accountType);
+        }
+        client.resolve(message, messageHash);
+    }
     async authenticate(params = {}) {
         const time = this.milliseconds();
         let type = undefined;
@@ -2345,6 +2413,11 @@ class binance extends binance$1["default"] {
         else if (this.isInverse(type, subType)) {
             type = 'delivery';
         }
+        // For spot use WebSocket API signature subscription
+        if (type === 'spot') {
+            await this.ensureUserDataStreamWsSubscribeSignature('spot');
+            return;
+        }
         let marginMode = undefined;
         [marginMode, params] = this.handleMarginModeAndParams('authenticate', params);
         const isIsolatedMargin = (marginMode === 'isolated');
@@ -2472,7 +2545,7 @@ class binance extends binance$1["default"] {
         }
     }
     setBalanceCache(client, type, isPortfolioMargin = false) {
-        if (type in client.subscriptions) {
+        if ((type in client.subscriptions) && (type in this.balance)) {
             return;
         }
         const options = this.safeValue(this.options, 'watchBalance');
@@ -2736,11 +2809,18 @@ class binance extends binance$1["default"] {
         else if (this.isInverse(type, subType)) {
             type = 'delivery';
         }
+        let url = '';
         let urlType = type;
-        if (isPortfolioMargin) {
-            urlType = 'papi';
+        if (type === 'spot') {
+            // route to WebSocket API connection where the user data stream is subscribed
+            url = this.urls['api']['ws']['ws-api'][type];
+        }
+        else {
+            if (isPortfolioMargin) {
+                urlType = 'papi';
+            }
+            url = this.urls['api']['ws'][urlType] + '/' + this.options[type]['listenKey'];
         }
-        const url = this.urls['api']['ws'][urlType] + '/' + this.options[type]['listenKey'];
         const client = this.client(url);
         this.setBalanceCache(client, type, isPortfolioMargin);
         this.setPositionsCache(client, type, undefined, isPortfolioMargin);
@@ -2822,9 +2902,9 @@ class binance extends binance$1["default"] {
         //
         const wallet = this.safeString(this.options, 'wallet', 'wb'); // cw for cross wallet
         // each account is connected to a different endpoint
-        // and has exactly one subscriptionhash which is the account type
-        const subscriptions = Object.keys(client.subscriptions);
-        const accountType = subscriptions[0];
+        const subscriptions = client.subscriptions;
+        const subscriptionsKeys = Object.keys(subscriptions);
+        const accountType = this.getAccountTypeFromSubscriptions(subscriptionsKeys);
         const messageHash = accountType + ':balance';
         if (this.balance[accountType] === undefined) {
             this.balance[accountType] = {};
@@ -2868,6 +2948,17 @@ class binance extends binance$1["default"] {
         this.balance[accountType] = this.safeBalance(this.balance[accountType]);
         client.resolve(this.balance[accountType], messageHash);
     }
+    getAccountTypeFromSubscriptions(subscriptions) {
+        let accountType = '';
+        for (let i = 0; i < subscriptions.length; i++) {
+            const subscription = subscriptions[i];
+            if ((subscription === 'spot') || (subscription === 'margin') || (subscription === 'future') || (subscription === 'delivery')) {
+                accountType = subscription;
+                break;
+            }
+        }
+        return accountType;
+    }
     getMarketType(method, market, params = {}) {
         let type = undefined;
         [type, params] = this.handleMarketTypeAndParams(method, market, params);
@@ -3469,10 +3560,17 @@ class binance extends binance$1["default"] {
         }
         let isPortfolioMargin = undefined;
         [isPortfolioMargin, params] = this.handleOptionAndParams2(params, 'watchOrders', 'papi', 'portfolioMargin', false);
-        if (isPortfolioMargin) {
-            urlType = 'papi';
+        let url = '';
+        if (type === 'spot') {
+            // route orders to ws-api user data stream
+            url = this.urls['api']['ws']['ws-api'][type];
+        }
+        else {
+            if (isPortfolioMargin) {
+                urlType = 'papi';
+            }
+            url = this.urls['api']['ws'][urlType] + '/' + this.options[type]['listenKey'];
         }
-        const url = this.urls['api']['ws'][urlType] + '/' + this.options[type]['listenKey'];
         const client = this.client(url);
         this.setBalanceCache(client, type, isPortfolioMargin);
         this.setPositionsCache(client, type, undefined, isPortfolioMargin);
@@ -3859,8 +3957,9 @@ class binance extends binance$1["default"] {
         //
         // each account is connected to a different endpoint
         // and has exactly one subscriptionhash which is the account type
-        const subscriptions = Object.keys(client.subscriptions);
-        const accountType = subscriptions[0];
+        const subscriptions = client.subscriptions;
+        const subscriptionsKeys = Object.keys(subscriptions);
+        const accountType = this.getAccountTypeFromSubscriptions(subscriptionsKeys);
         if (this.positions === undefined) {
             this.positions = {};
         }
@@ -4137,10 +4236,16 @@ class binance extends binance$1["default"] {
         }
         let isPortfolioMargin = undefined;
         [isPortfolioMargin, params] = this.handleOptionAndParams2(params, 'watchMyTrades', 'papi', 'portfolioMargin', false);
-        if (isPortfolioMargin) {
-            urlType = 'papi';
+        let url = '';
+        if (type === 'spot') {
+            url = this.urls['api']['ws']['ws-api'][type];
+        }
+        else {
+            if (isPortfolioMargin) {
+                urlType = 'papi';
+            }
+            url = this.urls['api']['ws'][urlType] + '/' + this.options[type]['listenKey'];
         }
-        const url = this.urls['api']['ws'][urlType] + '/' + this.options[type]['listenKey'];
         const client = this.client(url);
         this.setBalanceCache(client, type, isPortfolioMargin);
         this.setPositionsCache(client, type, undefined, isPortfolioMargin);
@@ -4286,8 +4391,12 @@ class binance extends binance$1["default"] {
             for (let i = 0; i < subscriptionKeys.length; i++) {
                 const subscriptionHash = subscriptionKeys[i];
                 const subscriptionId = this.safeString(client.subscriptions[subscriptionHash], 'id');
+                const subscription = this.safeString(client.subscriptions[subscriptionHash], 'subscription');
                 if (id === subscriptionId) {
                     client.reject(e, subscriptionHash);
+                    if (subscription !== undefined) {
+                        delete client.subscriptions[subscription];
+                    }
                 }
             }
         }
@@ -4300,14 +4409,35 @@ class binance extends binance$1["default"] {
             client.reset(message);
         }
     }
+    handleEventStreamTerminated(client, message) {
+        //
+        //    {
+        //        e: 'eventStreamTerminated',
+        //        E: 1757896885229
+        //    }
+        //
+        const event = this.safeString(message, 'e');
+        const subscriptions = client.subscriptions;
+        const subscriptionsKeys = Object.keys(subscriptions);
+        const accountType = this.getAccountTypeFromSubscriptions(subscriptionsKeys);
+        if (event === 'eventStreamTerminated') {
+            delete client.subscriptions[accountType];
+            client.reject(message, accountType);
+        }
+    }
     handleMessage(client, message) {
         // handle WebSocketAPI
+        const eventMsg = this.safeDict(message, 'event');
+        if (eventMsg !== undefined) {
+            message = eventMsg;
+        }
         const status = this.safeString(message, 'status');
         const error = this.safeValue(message, 'error');
         if ((error !== undefined) || (status !== undefined && status !== '200')) {
             this.handleWsError(client, message);
             return;
         }
+        // user subscription wraps message in subscriptionId and event
         const id = this.safeString(message, 'id');
         const subscriptions = this.safeValue(client.subscriptions, id);
         let method = this.safeValue(subscriptions, 'method');
@@ -4342,6 +4472,7 @@ class binance extends binance$1["default"] {
             'executionReport': this.handleOrderUpdate,
             'ORDER_TRADE_UPDATE': this.handleOrderUpdate,
             'forceOrder': this.handleLiquidation,
+            'eventStreamTerminated': this.handleEventStreamTerminated,
             'externalLockUpdate': this.handleBalance,
         };
         let event = this.safeString(message, 'e');