@jmparsons/ccxt
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 100+ exchanges
407 lines (385 loc) • 15.4 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, OrderNotFound } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class bitflyer extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'bitflyer',
'name': 'bitFlyer',
'countries': 'JP',
'version': 'v1',
'rateLimit': 1000, // their nonce-timestamp is in seconds...
'has': {
'CORS': false,
'withdraw': true,
'fetchMyTrades': true,
'fetchOrders': true,
'fetchOrder': true,
'fetchOpenOrders': 'emulated',
'fetchClosedOrders': 'emulated',
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/28051642-56154182-660e-11e7-9b0d-6042d1e6edd8.jpg',
'api': 'https://api.bitflyer.jp',
'www': 'https://bitflyer.jp',
'doc': 'https://bitflyer.jp/API',
},
'api': {
'public': {
'get': [
'getmarkets/usa', // new (wip)
'getmarkets/eu', // new (wip)
'getmarkets', // or 'markets'
'getboard', // ...
'getticker',
'getexecutions',
'gethealth',
'getboardstate',
'getchats',
],
},
'private': {
'get': [
'getpermissions',
'getbalance',
'getcollateral',
'getcollateralaccounts',
'getaddresses',
'getcoinins',
'getcoinouts',
'getbankaccounts',
'getdeposits',
'getwithdrawals',
'getchildorders',
'getparentorders',
'getparentorder',
'getexecutions',
'getpositions',
'gettradingcommission',
],
'post': [
'sendcoin',
'withdraw',
'sendchildorder',
'cancelchildorder',
'sendparentorder',
'cancelparentorder',
'cancelallchildorders',
],
},
},
'fees': {
'trading': {
'maker': 0.25 / 100,
'taker': 0.25 / 100,
},
},
});
}
async fetchMarkets () {
let jp_markets = await this.publicGetGetmarkets ();
let us_markets = await this.publicGetGetmarketsUsa ();
let eu_markets = await this.publicGetGetmarketsEu ();
let markets = this.arrayConcat (jp_markets, us_markets);
markets = this.arrayConcat (markets, eu_markets);
let result = [];
for (let p = 0; p < markets.length; p++) {
let market = markets[p];
let id = market['product_code'];
let currencies = id.split ('_');
let base = undefined;
let quote = undefined;
let symbol = id;
let numCurrencies = currencies.length;
if (numCurrencies === 1) {
base = symbol.slice (0, 3);
quote = symbol.slice (3, 6);
} else if (numCurrencies === 2) {
base = currencies[0];
quote = currencies[1];
symbol = base + '/' + quote;
} else {
base = currencies[1];
quote = currencies[2];
}
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'info': market,
});
}
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
let response = await this.privateGetGetbalance ();
let balances = {};
for (let b = 0; b < response.length; b++) {
let account = response[b];
let currency = account['currency_code'];
balances[currency] = account;
}
let result = { 'info': response };
let currencies = Object.keys (this.currencies);
for (let i = 0; i < currencies.length; i++) {
let currency = currencies[i];
let account = this.account ();
if (currency in balances) {
account['total'] = balances[currency]['amount'];
account['free'] = balances[currency]['available'];
account['used'] = account['total'] - account['free'];
}
result[currency] = account;
}
return this.parseBalance (result);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
let orderbook = await this.publicGetGetboard (this.extend ({
'product_code': this.marketId (symbol),
}, params));
return this.parseOrderBook (orderbook, undefined, 'bids', 'asks', 'price', 'size');
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
let ticker = await this.publicGetGetticker (this.extend ({
'product_code': this.marketId (symbol),
}, params));
let timestamp = this.parse8601 (ticker['timestamp']);
let last = this.safeFloat (ticker, 'ltp');
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': undefined,
'low': undefined,
'bid': this.safeFloat (ticker, 'best_bid'),
'bidVolume': undefined,
'ask': this.safeFloat (ticker, 'best_ask'),
'askVolume': undefined,
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': this.safeFloat (ticker, 'volume_by_product'),
'quoteVolume': undefined,
'info': ticker,
};
}
parseTrade (trade, market = undefined) {
let side = undefined;
let order = undefined;
if ('side' in trade)
if (trade['side']) {
side = trade['side'].toLowerCase ();
let id = side + '_child_order_acceptance_id';
if (id in trade)
order = trade[id];
}
if (typeof order === 'undefined')
order = this.safeString (trade, 'child_order_acceptance_id');
let timestamp = this.parse8601 (trade['exec_date']);
return {
'id': trade['id'].toString (),
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': market['symbol'],
'order': order,
'type': undefined,
'side': side,
'price': trade['price'],
'amount': trade['size'],
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let response = await this.publicGetGetexecutions (this.extend ({
'product_code': market['id'],
}, params));
return this.parseTrades (response, market, since, limit);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
let order = {
'product_code': this.marketId (symbol),
'child_order_type': type.toUpperCase (),
'side': side.toUpperCase (),
'price': price,
'size': amount,
};
let result = await this.privatePostSendchildorder (this.extend (order, params));
// { "status": - 200, "error_message": "Insufficient funds", "data": null }
return {
'info': result,
'id': result['child_order_acceptance_id'],
};
}
async cancelOrder (id, symbol = undefined, params = {}) {
if (typeof symbol === 'undefined')
throw new ExchangeError (this.id + ' cancelOrder() requires a symbol argument');
await this.loadMarkets ();
return await this.privatePostCancelchildorder (this.extend ({
'product_code': this.marketId (symbol),
'child_order_acceptance_id': id,
}, params));
}
parseOrderStatus (status) {
let statuses = {
'ACTIVE': 'open',
'COMPLETED': 'closed',
'CANCELED': 'canceled',
'EXPIRED': 'canceled',
'REJECTED': 'canceled',
};
if (status in statuses)
return statuses[status];
return status.toLowerCase ();
}
parseOrder (order, market = undefined) {
let timestamp = this.parse8601 (order['child_order_date']);
let amount = this.safeFloat (order, 'size');
let remaining = this.safeFloat (order, 'outstanding_size');
let filled = this.safeFloat (order, 'executed_size');
let price = this.safeFloat (order, 'price');
let cost = price * filled;
let status = this.parseOrderStatus (order['child_order_state']);
let type = order['child_order_type'].toLowerCase ();
let side = order['side'].toLowerCase ();
let symbol = undefined;
if (typeof market === 'undefined') {
let marketId = this.safeString (order, 'product_code');
if (typeof marketId !== 'undefined') {
if (marketId in this.markets_by_id)
market = this.markets_by_id[marketId];
}
}
if (typeof market !== 'undefined')
symbol = market['symbol'];
let fee = undefined;
let feeCost = this.safeFloat (order, 'total_commission');
if (typeof feeCost !== 'undefined') {
fee = {
'cost': feeCost,
'currency': undefined,
'rate': undefined,
};
}
return {
'id': order['child_order_acceptance_id'],
'info': order,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'status': status,
'symbol': symbol,
'type': type,
'side': side,
'price': price,
'cost': cost,
'amount': amount,
'filled': filled,
'remaining': remaining,
'fee': fee,
};
}
async fetchOrders (symbol = undefined, since = undefined, limit = 100, params = {}) {
if (typeof symbol === 'undefined')
throw new ExchangeError (this.id + ' fetchOrders() requires a symbol argument');
await this.loadMarkets ();
let market = this.market (symbol);
let request = {
'product_code': market['id'],
'count': limit,
};
let response = await this.privateGetGetchildorders (this.extend (request, params));
let orders = this.parseOrders (response, market, since, limit);
if (symbol)
orders = this.filterBy (orders, 'symbol', symbol);
return orders;
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = 100, params = {}) {
params['child_order_state'] = 'ACTIVE';
return this.fetchOrders (symbol, since, limit, params);
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = 100, params = {}) {
params['child_order_state'] = 'COMPLETED';
return this.fetchOrders (symbol, since, limit, params);
}
async fetchOrder (id, symbol = undefined, params = {}) {
if (typeof symbol === 'undefined')
throw new ExchangeError (this.id + ' fetchOrder() requires a symbol argument');
let orders = await this.fetchOrders (symbol);
let ordersById = this.indexBy (orders, 'id');
if (id in ordersById)
return ordersById[id];
throw new OrderNotFound (this.id + ' No order found with id ' + id);
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (typeof symbol === 'undefined')
throw new ExchangeError (this.id + ' fetchMyTrades requires a symbol argument');
await this.loadMarkets ();
let market = this.market (symbol);
let request = {
'product_code': market['id'],
};
if (limit)
request['count'] = limit;
let response = await this.privateGetGetexecutions (this.extend (request, params));
return this.parseTrades (response, market, since, limit);
}
async withdraw (code, amount, address, tag = undefined, params = {}) {
this.checkAddress (address);
await this.loadMarkets ();
if (code !== 'JPY' && code !== 'USD' && code !== 'EUR')
throw new ExchangeError (this.id + ' allows withdrawing JPY, USD, EUR only, ' + code + ' is not supported');
let currency = this.currency (code);
let response = await this.privatePostWithdraw (this.extend ({
'currency_code': currency['id'],
'amount': amount,
// 'bank_account_id': 1234,
}, params));
return {
'info': response,
'id': response['message_id'],
};
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let request = '/' + this.version + '/';
if (api === 'private')
request += 'me/';
request += path;
if (method === 'GET') {
if (Object.keys (params).length)
request += '?' + this.urlencode (params);
}
let url = this.urls['api'] + request;
if (api === 'private') {
this.checkRequiredCredentials ();
let nonce = this.nonce ().toString ();
let auth = [ nonce, method, request ].join ('');
if (Object.keys (params).length) {
if (method !== 'GET') {
body = this.json (params);
auth += body;
}
}
headers = {
'ACCESS-KEY': this.apiKey,
'ACCESS-TIMESTAMP': nonce,
'ACCESS-SIGN': this.hmac (this.encode (auth), this.encode (this.secret)),
'Content-Type': 'application/json',
};
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
};