@jmparsons/ccxt
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 100+ exchanges
441 lines (421 loc) • 18 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, InvalidNonce, AuthenticationError } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class bitso extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'bitso',
'name': 'Bitso',
'countries': 'MX', // Mexico
'rateLimit': 2000, // 30 requests per minute
'version': 'v3',
'has': {
'CORS': true,
'fetchMyTrades': true,
'fetchOpenOrders': true,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27766335-715ce7aa-5ed5-11e7-88a8-173a27bb30fe.jpg',
'api': 'https://api.bitso.com',
'www': 'https://bitso.com',
'doc': 'https://bitso.com/api_info',
'fees': 'https://bitso.com/fees?l=es',
},
'api': {
'public': {
'get': [
'available_books',
'ticker',
'order_book',
'trades',
],
},
'private': {
'get': [
'account_status',
'balance',
'fees',
'fundings',
'fundings/{fid}',
'funding_destination',
'kyc_documents',
'ledger',
'ledger/trades',
'ledger/fees',
'ledger/fundings',
'ledger/withdrawals',
'mx_bank_codes',
'open_orders',
'order_trades/{oid}',
'orders/{oid}',
'user_trades',
'user_trades/{tid}',
'withdrawals/',
'withdrawals/{wid}',
],
'post': [
'bitcoin_withdrawal',
'debit_card_withdrawal',
'ether_withdrawal',
'orders',
'phone_number',
'phone_verification',
'phone_withdrawal',
'spei_withdrawal',
],
'delete': [
'orders/{oid}',
'orders/all',
],
},
},
'exceptions': {
'0201': AuthenticationError, // Invalid Nonce or Invalid Credentials
'104': InvalidNonce, // Cannot perform request - nonce must be higher than 1520307203724237
},
});
}
async fetchMarkets () {
let markets = await this.publicGetAvailableBooks ();
let result = [];
for (let i = 0; i < markets['payload'].length; i++) {
let market = markets['payload'][i];
let id = market['book'];
let symbol = id.toUpperCase ().replace ('_', '/');
let [ base, quote ] = symbol.split ('/');
let limits = {
'amount': {
'min': this.safeFloat (market, 'minimum_amount'),
'max': this.safeFloat (market, 'maximum_amount'),
},
'price': {
'min': this.safeFloat (market, 'minimum_price'),
'max': this.safeFloat (market, 'maximum_price'),
},
'cost': {
'min': this.safeFloat (market, 'minimum_value'),
'max': this.safeFloat (market, 'maximum_value'),
},
};
let precision = {
'amount': this.precisionFromString (market['minimum_amount']),
'price': this.precisionFromString (market['minimum_price']),
};
let lot = limits['amount']['min'];
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'info': market,
'lot': lot,
'limits': limits,
'precision': precision,
});
}
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
let response = await this.privateGetBalance ();
let balances = response['payload']['balances'];
let result = { 'info': response };
for (let b = 0; b < balances.length; b++) {
let balance = balances[b];
let currency = balance['currency'].toUpperCase ();
let account = {
'free': parseFloat (balance['available']),
'used': parseFloat (balance['locked']),
'total': parseFloat (balance['total']),
};
result[currency] = account;
}
return this.parseBalance (result);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
let response = await this.publicGetOrderBook (this.extend ({
'book': this.marketId (symbol),
}, params));
let orderbook = response['payload'];
let timestamp = this.parse8601 (orderbook['updated_at']);
return this.parseOrderBook (orderbook, timestamp, 'bids', 'asks', 'price', 'amount');
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
let response = await this.publicGetTicker (this.extend ({
'book': this.marketId (symbol),
}, params));
let ticker = response['payload'];
let timestamp = this.parse8601 (ticker['created_at']);
let vwap = this.safeFloat (ticker, 'vwap');
let baseVolume = this.safeFloat (ticker, 'volume');
let quoteVolume = baseVolume * vwap;
let last = this.safeFloat (ticker, 'last');
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeFloat (ticker, 'high'),
'low': this.safeFloat (ticker, 'low'),
'bid': this.safeFloat (ticker, 'bid'),
'bidVolume': undefined,
'ask': this.safeFloat (ticker, 'ask'),
'askVolume': undefined,
'vwap': vwap,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': baseVolume,
'quoteVolume': quoteVolume,
'info': ticker,
};
}
parseTrade (trade, market = undefined) {
let timestamp = this.parse8601 (trade['created_at']);
let symbol = undefined;
if (typeof market === 'undefined') {
let marketId = this.safeString (trade, 'book');
if (marketId in this.markets_by_id)
market = this.markets_by_id[marketId];
}
if (typeof market !== 'undefined')
symbol = market['symbol'];
let side = this.safeString (trade, 'side');
if (typeof side === 'undefined')
side = this.safeString (trade, 'maker_side');
let amount = this.safeFloat (trade, 'amount');
if (typeof amount === 'undefined')
amount = this.safeFloat (trade, 'major');
if (typeof amount !== 'undefined')
amount = Math.abs (amount);
let fee = undefined;
let feeCost = this.safeFloat (trade, 'fees_amount');
if (typeof feeCost !== 'undefined') {
let feeCurrency = this.safeString (trade, 'fees_currency');
if (typeof feeCurrency !== 'undefined') {
if (feeCurrency in this.currencies_by_id)
feeCurrency = this.currencies_by_id[feeCurrency]['code'];
}
fee = {
'cost': feeCost,
'currency': feeCurrency,
};
}
let cost = this.safeFloat (trade, 'minor');
if (typeof cost !== 'undefined')
cost = Math.abs (cost);
let price = this.safeFloat (trade, 'price');
let orderId = this.safeString (trade, 'oid');
return {
'id': trade['tid'].toString (),
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'order': orderId,
'type': undefined,
'side': side,
'price': price,
'amount': amount,
'cost': cost,
'fee': fee,
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let response = await this.publicGetTrades (this.extend ({
'book': market['id'],
}, params));
return this.parseTrades (response['payload'], market, since, limit);
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = 25, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
// the don't support fetching trades starting from a date yet
// use the `marker` extra param for that
// this is not a typo, the variable name is 'marker' (don't confuse with 'market')
let markerInParams = ('marker' in params);
// warn the user with an exception if the user wants to filter
// starting from since timestamp, but does not set the trade id with an extra 'marker' param
if ((typeof since !== 'undefined') && !markerInParams)
throw ExchangeError (this.id + ' fetchMyTrades does not support fetching trades starting from a timestamp with the `since` argument, use the `marker` extra param to filter starting from an integer trade id');
// convert it to an integer unconditionally
if (markerInParams)
params = this.extend (params, {
'marker': parseInt (params['marker']),
});
let request = {
'book': market['id'],
'limit': limit, // default = 25, max = 100
// 'sort': 'desc', // default = desc
// 'marker': id, // integer id to start from
};
let response = await this.privateGetUserTrades (this.extend (request, params));
return this.parseTrades (response['payload'], market, since, limit);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
let order = {
'book': this.marketId (symbol),
'side': side,
'type': type,
'major': this.amountToPrecision (symbol, amount),
};
if (type === 'limit')
order['price'] = this.priceToPrecision (symbol, price);
let response = await this.privatePostOrders (this.extend (order, params));
return {
'info': response,
'id': response['payload']['oid'],
};
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
return await this.privateDeleteOrdersOid ({ 'oid': id });
}
parseOrderStatus (status) {
let statuses = {
'partial-fill': 'open', // this is a common substitution in ccxt
};
if (status in statuses)
return statuses['status'];
return status;
}
parseOrder (order, market = undefined) {
let side = order['side'];
let status = this.parseOrderStatus (order['status']);
let symbol = undefined;
if (typeof market === 'undefined') {
let marketId = order['book'];
if (marketId in this.markets_by_id)
market = this.markets_by_id[marketId];
}
if (market)
symbol = market['symbol'];
let orderType = order['type'];
let timestamp = this.parse8601 (order['created_at']);
let amount = this.safeFloat (order, 'original_amount');
let remaining = this.safeFloat (order, 'unfilled_amount');
let filled = amount - remaining;
let result = {
'info': order,
'id': order['oid'],
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'symbol': symbol,
'type': orderType,
'side': side,
'price': this.safeFloat (order, 'price'),
'amount': amount,
'cost': undefined,
'remaining': remaining,
'filled': filled,
'status': status,
'fee': undefined,
};
return result;
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = 25, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
// the don't support fetching trades starting from a date yet
// use the `marker` extra param for that
// this is not a typo, the variable name is 'marker' (don't confuse with 'market')
let markerInParams = ('marker' in params);
// warn the user with an exception if the user wants to filter
// starting from since timestamp, but does not set the trade id with an extra 'marker' param
if ((typeof since !== 'undefined') && !markerInParams)
throw ExchangeError (this.id + ' fetchOpenOrders does not support fetching orders starting from a timestamp with the `since` argument, use the `marker` extra param to filter starting from an integer trade id');
// convert it to an integer unconditionally
if (markerInParams)
params = this.extend (params, {
'marker': parseInt (params['marker']),
});
let request = {
'book': market['id'],
'limit': limit, // default = 25, max = 100
// 'sort': 'desc', // default = desc
// 'marker': id, // integer id to start from
};
let response = await this.privateGetOpenOrders (this.extend (request, params));
let orders = this.parseOrders (response['payload'], market, since, limit);
return orders;
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let endpoint = '/' + this.version + '/' + this.implodeParams (path, params);
let query = this.omit (params, this.extractParams (path));
if (method === 'GET') {
if (Object.keys (query).length)
endpoint += '?' + this.urlencode (query);
}
let url = this.urls['api'] + endpoint;
if (api === 'private') {
this.checkRequiredCredentials ();
let nonce = this.nonce ().toString ();
let request = [ nonce, method, endpoint ].join ('');
if (method !== 'GET') {
if (Object.keys (query).length) {
body = this.json (query);
request += body;
}
}
let signature = this.hmac (this.encode (request), this.encode (this.secret));
let auth = this.apiKey + ':' + nonce + ':' + signature;
headers = {
'Authorization': 'Bitso ' + auth,
'Content-Type': 'application/json',
};
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors (httpCode, reason, url, method, headers, body) {
if (typeof body !== 'string')
return; // fallback to default error handler
if (body.length < 2)
return; // fallback to default error handler
if ((body[0] === '{') || (body[0] === '[')) {
let response = JSON.parse (body);
if ('success' in response) {
//
// {"success":false,"error":{"code":104,"message":"Cannot perform request - nonce must be higher than 1520307203724237"}}
//
let success = this.safeValue (response, 'success', false);
if (typeof success === 'string') {
if ((success === 'true') || (success === '1'))
success = true;
else
success = false;
}
if (!success) {
const feedback = this.id + ' ' + this.json (response);
const error = this.safeValue (response, 'error');
if (typeof error === 'undefined')
throw new ExchangeError (feedback);
const code = this.safeString (error, 'code');
const exceptions = this.exceptions;
if (code in exceptions) {
throw new exceptions[code] (feedback);
} else {
throw new ExchangeError (feedback);
}
}
}
}
}
async request (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let response = await this.fetch2 (path, api, method, params, headers, body);
if ('success' in response)
if (response['success'])
return response;
throw new ExchangeError (this.id + ' ' + this.json (response));
}
};