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Merge pull request #18692 from carlosmiei/bybit-ws-parseorder
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fix(bybit): ws spot orders parsing

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Travis CI committed Jul 28, 2023
1 parent c6a1e3d commit 2724fcb
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Showing 8 changed files with 435 additions and 165 deletions.
99 changes: 72 additions & 27 deletions dist/ccxt.browser.js
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Original file line number Diff line number Diff line change
Expand Up @@ -206031,21 +206031,21 @@ class bybit extends _bybit_js__WEBPACK_IMPORTED_MODULE_0__/* ["default"] */ .Z {
// ]
// }
//
const type = this.safeString(message, 'type', '');
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
this.orders = new _base_ws_Cache_js__WEBPACK_IMPORTED_MODULE_2__/* .ArrayCacheBySymbolById */ .hl(limit);
}
const orders = this.orders;
let rawOrders = [];
let rawOrders = this.safeValue(message, 'data', []);
const first = this.safeValue(rawOrders, 0, {});
const category = this.safeString(first, 'category');
const isSpot = category === 'spot';
let parser = undefined;
if (type === 'snapshot') {
rawOrders = this.safeValue(message, 'data', []);
if (isSpot) {
parser = 'parseWsSpotOrder';
}
else {
parser = 'parseContractOrder';
rawOrders = this.safeValue(message, 'data', []);
rawOrders = this.safeValue(rawOrders, 'result', rawOrders);
}
const symbols = {};
Expand Down Expand Up @@ -206093,35 +206093,76 @@ class bybit extends _bybit_js__WEBPACK_IMPORTED_MODULE_0__/* ["default"] */ .Z {
// v: '0', // leverage
// d: 'NO_LIQ'
// }
// v5
// {
// "category":"spot",
// "symbol":"LTCUSDT",
// "orderId":"1474764674982492160",
// "orderLinkId":"1690541649154749",
// "blockTradeId":"",
// "side":"Buy",
// "positionIdx":0,
// "orderStatus":"Cancelled",
// "cancelType":"UNKNOWN",
// "rejectReason":"EC_NoError",
// "timeInForce":"GTC",
// "isLeverage":"0",
// "price":"0",
// "qty":"5.00000",
// "avgPrice":"0",
// "leavesQty":"0.00000",
// "leavesValue":"5.0000000",
// "cumExecQty":"0.00000",
// "cumExecValue":"0.0000000",
// "cumExecFee":"",
// "orderType":"Market",
// "stopOrderType":"",
// "orderIv":"",
// "triggerPrice":"0.000",
// "takeProfit":"",
// "stopLoss":"",
// "triggerBy":"",
// "tpTriggerBy":"",
// "slTriggerBy":"",
// "triggerDirection":0,
// "placeType":"",
// "lastPriceOnCreated":"0.000",
// "closeOnTrigger":false,
// "reduceOnly":false,
// "smpGroup":0,
// "smpType":"None",
// "smpOrderId":"",
// "createdTime":"1690541649160",
// "updatedTime":"1690541649168"
// }
//
const id = this.safeString(order, 'i');
const marketId = this.safeString(order, 's');
const id = this.safeString2(order, 'i', 'orderId');
const marketId = this.safeString2(order, 's', 'symbol');
const symbol = this.safeSymbol(marketId, market, undefined, 'spot');
const timestamp = this.safeInteger(order, 'O');
let price = this.safeString(order, 'p');
const timestamp = this.safeInteger2(order, 'O', 'createdTime');
let price = this.safeString2(order, 'p', 'price');
if (price === '0') {
price = undefined; // market orders
}
const filled = this.safeString(order, 'z');
const status = this.parseOrderStatus(this.safeString(order, 'X'));
const side = this.safeStringLower(order, 'S');
const lastTradeTimestamp = this.safeString(order, 'E');
const timeInForce = this.safeString(order, 'f');
const filled = this.safeString2(order, 'z', 'cumExecQty');
const status = this.parseOrderStatus(this.safeString2(order, 'X', 'orderStatus'));
const side = this.safeStringLower2(order, 'S', 'side');
const lastTradeTimestamp = this.safeString2(order, 'E', 'updatedTime');
const timeInForce = this.safeString2(order, 'f', 'timeInForce');
let amount = undefined;
const cost = this.safeString(order, 'Z');
const q = this.safeString(order, 'q');
let type = this.safeStringLower(order, 'o');
if (type.indexOf('quote') >= 0) {
const cost = this.safeString2(order, 'Z', 'cumExecValue');
let type = this.safeStringLower2(order, 'o', 'orderType');
if ((type !== undefined) && (type.indexOf('market') >= 0)) {
type = 'market';
}
if (type === 'market' && side === 'buy') {
amount = filled;
}
else {
amount = q;
}
if (type.indexOf('market') >= 0) {
type = 'market';
amount = this.safeString2(order, 'orderQty', 'qty');
}
let fee = undefined;
const feeCost = this.safeString(order, 'n');
const feeCost = this.safeString2(order, 'n', 'cumExecFee');
if (feeCost !== undefined && feeCost !== '0') {
const feeCurrencyId = this.safeString(order, 'N');
const feeCurrencyCode = this.safeCurrencyCode(feeCurrencyId);
Expand All @@ -206130,10 +206171,11 @@ class bybit extends _bybit_js__WEBPACK_IMPORTED_MODULE_0__/* ["default"] */ .Z {
'currency': feeCurrencyCode,
};
}
const triggerPrice = this.omitZero(this.safeString(order, 'triggerPrice'));
return this.safeOrder({
'info': order,
'id': id,
'clientOrderId': this.safeString(order, 'c'),
'clientOrderId': this.safeString2(order, 'c', 'orderLinkId'),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'lastTradeTimestamp': lastTradeTimestamp,
Expand All @@ -206143,11 +206185,14 @@ class bybit extends _bybit_js__WEBPACK_IMPORTED_MODULE_0__/* ["default"] */ .Z {
'postOnly': undefined,
'side': side,
'price': price,
'stopPrice': undefined,
'triggerPrice': undefined,
'stopPrice': triggerPrice,
'triggerPrice': triggerPrice,
'takeProfitPrice': this.safeString(order, 'takeProfit'),
'stopLossPrice': this.safeString(order, 'stopLoss'),
'reduceOnly': this.safeValue(order, 'reduceOnly'),
'amount': amount,
'cost': cost,
'average': undefined,
'average': this.safeString(order, 'avgPrice'),
'filled': filled,
'remaining': undefined,
'status': status,
Expand Down
4 changes: 2 additions & 2 deletions dist/ccxt.browser.min.js
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99 changes: 72 additions & 27 deletions dist/ccxt.bundle.cjs
View file
Original file line number Diff line number Diff line change
Expand Up @@ -234652,21 +234652,21 @@ class bybit extends bybit$1 {
// ]
// }
//
const type = this.safeString(message, 'type', '');
if (this.orders === undefined) {
const limit = this.safeInteger(this.options, 'ordersLimit', 1000);
this.orders = new ArrayCacheBySymbolById(limit);
}
const orders = this.orders;
let rawOrders = [];
let rawOrders = this.safeValue(message, 'data', []);
const first = this.safeValue(rawOrders, 0, {});
const category = this.safeString(first, 'category');
const isSpot = category === 'spot';
let parser = undefined;
if (type === 'snapshot') {
rawOrders = this.safeValue(message, 'data', []);
if (isSpot) {
parser = 'parseWsSpotOrder';
}
else {
parser = 'parseContractOrder';
rawOrders = this.safeValue(message, 'data', []);
rawOrders = this.safeValue(rawOrders, 'result', rawOrders);
}
const symbols = {};
Expand Down Expand Up @@ -234714,35 +234714,76 @@ class bybit extends bybit$1 {
// v: '0', // leverage
// d: 'NO_LIQ'
// }
// v5
// {
// "category":"spot",
// "symbol":"LTCUSDT",
// "orderId":"1474764674982492160",
// "orderLinkId":"1690541649154749",
// "blockTradeId":"",
// "side":"Buy",
// "positionIdx":0,
// "orderStatus":"Cancelled",
// "cancelType":"UNKNOWN",
// "rejectReason":"EC_NoError",
// "timeInForce":"GTC",
// "isLeverage":"0",
// "price":"0",
// "qty":"5.00000",
// "avgPrice":"0",
// "leavesQty":"0.00000",
// "leavesValue":"5.0000000",
// "cumExecQty":"0.00000",
// "cumExecValue":"0.0000000",
// "cumExecFee":"",
// "orderType":"Market",
// "stopOrderType":"",
// "orderIv":"",
// "triggerPrice":"0.000",
// "takeProfit":"",
// "stopLoss":"",
// "triggerBy":"",
// "tpTriggerBy":"",
// "slTriggerBy":"",
// "triggerDirection":0,
// "placeType":"",
// "lastPriceOnCreated":"0.000",
// "closeOnTrigger":false,
// "reduceOnly":false,
// "smpGroup":0,
// "smpType":"None",
// "smpOrderId":"",
// "createdTime":"1690541649160",
// "updatedTime":"1690541649168"
// }
//
const id = this.safeString(order, 'i');
const marketId = this.safeString(order, 's');
const id = this.safeString2(order, 'i', 'orderId');
const marketId = this.safeString2(order, 's', 'symbol');
const symbol = this.safeSymbol(marketId, market, undefined, 'spot');
const timestamp = this.safeInteger(order, 'O');
let price = this.safeString(order, 'p');
const timestamp = this.safeInteger2(order, 'O', 'createdTime');
let price = this.safeString2(order, 'p', 'price');
if (price === '0') {
price = undefined; // market orders
}
const filled = this.safeString(order, 'z');
const status = this.parseOrderStatus(this.safeString(order, 'X'));
const side = this.safeStringLower(order, 'S');
const lastTradeTimestamp = this.safeString(order, 'E');
const timeInForce = this.safeString(order, 'f');
const filled = this.safeString2(order, 'z', 'cumExecQty');
const status = this.parseOrderStatus(this.safeString2(order, 'X', 'orderStatus'));
const side = this.safeStringLower2(order, 'S', 'side');
const lastTradeTimestamp = this.safeString2(order, 'E', 'updatedTime');
const timeInForce = this.safeString2(order, 'f', 'timeInForce');
let amount = undefined;
const cost = this.safeString(order, 'Z');
const q = this.safeString(order, 'q');
let type = this.safeStringLower(order, 'o');
if (type.indexOf('quote') >= 0) {
const cost = this.safeString2(order, 'Z', 'cumExecValue');
let type = this.safeStringLower2(order, 'o', 'orderType');
if ((type !== undefined) && (type.indexOf('market') >= 0)) {
type = 'market';
}
if (type === 'market' && side === 'buy') {
amount = filled;
}
else {
amount = q;
}
if (type.indexOf('market') >= 0) {
type = 'market';
amount = this.safeString2(order, 'orderQty', 'qty');
}
let fee = undefined;
const feeCost = this.safeString(order, 'n');
const feeCost = this.safeString2(order, 'n', 'cumExecFee');
if (feeCost !== undefined && feeCost !== '0') {
const feeCurrencyId = this.safeString(order, 'N');
const feeCurrencyCode = this.safeCurrencyCode(feeCurrencyId);
Expand All @@ -234751,10 +234792,11 @@ class bybit extends bybit$1 {
'currency': feeCurrencyCode,
};
}
const triggerPrice = this.omitZero(this.safeString(order, 'triggerPrice'));
return this.safeOrder({
'info': order,
'id': id,
'clientOrderId': this.safeString(order, 'c'),
'clientOrderId': this.safeString2(order, 'c', 'orderLinkId'),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'lastTradeTimestamp': lastTradeTimestamp,
Expand All @@ -234764,11 +234806,14 @@ class bybit extends bybit$1 {
'postOnly': undefined,
'side': side,
'price': price,
'stopPrice': undefined,
'triggerPrice': undefined,
'stopPrice': triggerPrice,
'triggerPrice': triggerPrice,
'takeProfitPrice': this.safeString(order, 'takeProfit'),
'stopLossPrice': this.safeString(order, 'stopLoss'),
'reduceOnly': this.safeValue(order, 'reduceOnly'),
'amount': amount,
'cost': cost,
'average': undefined,
'average': this.safeString(order, 'avgPrice'),
'filled': filled,
'remaining': undefined,
'status': status,
Expand Down

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