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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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@kroitor
kroitor committed Jul 28, 2023
2 parents 58e8f14 + c66714b commit c6a1e3d
Showing 1 changed file with 72 additions and 27 deletions.
99 changes: 72 additions & 27 deletions ts/src/pro/bybit.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -926,20 +926,20 @@ export default class bybit extends bybitRest {
// ]
// }
//
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 @@ -988,34 +988,75 @@ export default class bybit extends bybitRest {
// 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 @@ -1024,10 +1065,11 @@ export default class bybit extends bybitRest {
'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 @@ -1037,11 +1079,14 @@ export default class bybit extends bybitRest {
'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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