chore: update ccxt to version 1.57.94

feat: use `OKex` V5 API (requires a *Unified* account) fix: fix `ccxt` pairs retrieval when precision mode is `TICK_SIZE` (ex: `OKex`)
aloysius-pgast · Oct 11, 2021 · 8ac8212 · 8ac8212
1 parent 519deb1
commit 8ac8212
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Showing 6 changed files with 28 additions and 11 deletions.
diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -1,5 +1,11 @@
 # Change Log
 
+## [v1.11.0]
+### Gateway
+* chore: update ccxt to version `1.57.94`
+* feat: use `OKex` V5 API (requires a *Unified* account)
+* fix: fix `ccxt` pairs retrieval when precision mode is `TICK_SIZE` (ex: `OKex`)
+
 ## [v1.10.3]
 ### UI
 * fix: display error message in case auth is refused by exchange

diff --git a/app/abstract-ccxt-exchange.js b/app/abstract-ccxt-exchange.js
@@ -187,10 +187,15 @@ _getCurrencyPrecision(currency)
     {
         return null;
     }
-    return {
-        precision:this._client.ccxt.currencies[currency].precision,
-        step:this._precisionToStep(this._client.ccxt.currencies[currency].precision)
+    let precision = this._client.ccxt.currencies[currency].precision;
+    if (this._client.ccxt.TICK_SIZE == this._client.ccxt.precisionMode) {
+        precision = this._stepToPrecision(precision);
     }
+    let step = this._precisionToStep(precision);
+    return {
+        precision:precision,
+        step:step
+    };
 }
 
 /**

diff --git a/app/default-ccxt-client.js b/app/default-ccxt-client.js
@@ -311,7 +311,8 @@ async getPairs()
         }
         throw e;
     }
-    return {ccxt:data, custom:this.formatPairs(data)};
+    const customData = this.formatPairs(data);
+    return {ccxt:data, custom:customData};
 }
 
 /**

diff --git a/app/exchanges/okex/exchange.js b/app/exchanges/okex/exchange.js
@@ -7,7 +7,7 @@ const CcxtClient = require('./ccxt-client');
 const AbstractCcxtExchangeClass = require('../../abstract-ccxt-exchange');
 const SubscriptionManagerClass = require('./subscription-manager');
 
-const exchangeType = 'okex';
+const exchangeType = 'okex5';
 
 // limit when retrieving trades (OKex will always return the last 60 trades)
 const TRADES_LIMIT = 60;
@@ -61,7 +61,11 @@ class Exchange extends AbstractCcxtExchangeClass
 constructor(exchangeId, exchangeName, config)
 {
     let opt = AbstractCcxtExchangeClass.getCcxtOpt(exchangeId, config, {
-        options:{warnOnFetchOHLCVLimitArgument:false},
+        options:{
+            warnOnFetchOHLCVLimitArgument:false,
+            // only retrieve spot markets
+            fetchMarkets:['spot']
+        },
         fetchOrderBookWarning:false
     });
     let client = new CcxtClient('okex', opt);
@@ -73,8 +77,9 @@ constructor(exchangeId, exchangeName, config)
 async _getPairs()
 {
     let list = {};
+    const pairs = await super._getPairs();
     // ignore futures (ie: baseCurrency == USD)
-    _.forEach(await super._getPairs(), (e, pair) => {
+    _.forEach(pairs, (e, pair) => {
         if ('USD' == e.baseCurrency)
         {
             return;

diff --git a/package-lock.json b/package-lock.json
diff --git a/package.json b/package.json
@@ -16,7 +16,7 @@
     "bittrex-signalr-client": "git+https://github.com/aloysius-pgast/bittrex-signalr-client.git#master",
     "body-parser": "^1.17.2",
     "bottleneck": "^2.3.0",
-    "ccxt": "^1.50.8",
+    "ccxt": "^1.57.94",
     "chump": "^1.2.0",
     "compression": "^1.7.1",
     "css-select": "^2.0.0",