@jmparsons/ccxt
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 100+ exchanges
443 lines (414 loc) • 18.9 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, OrderNotFound, NotSupported, InvalidOrder, DDoSProtection } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class btcmarkets extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'btcmarkets',
'name': 'BTC Markets',
'countries': 'AU', // Australia
'rateLimit': 1000, // market data cached for 1 second (trades cached for 2 seconds)
'has': {
'CORS': false,
'fetchOHLCV': true,
'fetchOrder': true,
'fetchOrders': true,
'fetchClosedOrders': 'emulated',
'fetchOpenOrders': true,
'fetchMyTrades': true,
'cancelOrders': true,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/29142911-0e1acfc2-7d5c-11e7-98c4-07d9532b29d7.jpg',
'api': {
'public': 'https://api.btcmarkets.net',
'private': 'https://api.btcmarkets.net',
'web': 'https://btcmarkets.net/data',
},
'www': 'https://btcmarkets.net/',
'doc': 'https://github.com/BTCMarkets/API',
},
'api': {
'public': {
'get': [
'market/{id}/tick',
'market/{id}/orderbook',
'market/{id}/trades',
],
},
'private': {
'get': [
'account/balance',
'account/{id}/tradingfee',
],
'post': [
'fundtransfer/withdrawCrypto',
'fundtransfer/withdrawEFT',
'order/create',
'order/cancel',
'order/history',
'order/open',
'order/trade/history',
'order/createBatch', // they promise it's coming soon...
'order/detail',
],
},
'web': {
'get': [
'market/BTCMarkets/{id}/tickByTime',
],
},
},
'markets': {
'BTC/AUD': { 'id': 'BTC/AUD', 'symbol': 'BTC/AUD', 'base': 'BTC', 'quote': 'AUD', 'maker': 0.0085, 'taker': 0.0085, 'limits': { 'amount': { 'min': 0.001, 'max': undefined }}, 'precision': { 'price': 2 }},
'LTC/AUD': { 'id': 'LTC/AUD', 'symbol': 'LTC/AUD', 'base': 'LTC', 'quote': 'AUD', 'maker': 0.0085, 'taker': 0.0085, 'limits': { 'amount': { 'min': 0.001, 'max': undefined }}, 'precision': { 'price': 2 }},
'ETH/AUD': { 'id': 'ETH/AUD', 'symbol': 'ETH/AUD', 'base': 'ETH', 'quote': 'AUD', 'maker': 0.0085, 'taker': 0.0085, 'limits': { 'amount': { 'min': 0.001, 'max': undefined }}, 'precision': { 'price': 2 }},
'ETC/AUD': { 'id': 'ETC/AUD', 'symbol': 'ETC/AUD', 'base': 'ETC', 'quote': 'AUD', 'maker': 0.0085, 'taker': 0.0085, 'limits': { 'amount': { 'min': 0.001, 'max': undefined }}, 'precision': { 'price': 2 }},
'XRP/AUD': { 'id': 'XRP/AUD', 'symbol': 'XRP/AUD', 'base': 'XRP', 'quote': 'AUD', 'maker': 0.0085, 'taker': 0.0085, 'limits': { 'amount': { 'min': 0.001, 'max': undefined }}, 'precision': { 'price': 2 }},
'BCH/AUD': { 'id': 'BCH/AUD', 'symbol': 'BCH/AUD', 'base': 'BCH', 'quote': 'AUD', 'maker': 0.0085, 'taker': 0.0085, 'limits': { 'amount': { 'min': 0.001, 'max': undefined }}, 'precision': { 'price': 2 }},
'LTC/BTC': { 'id': 'LTC/BTC', 'symbol': 'LTC/BTC', 'base': 'LTC', 'quote': 'BTC', 'maker': 0.0022, 'taker': 0.0022, 'limits': { 'amount': { 'min': 0.001, 'max': undefined }}},
'ETH/BTC': { 'id': 'ETH/BTC', 'symbol': 'ETH/BTC', 'base': 'ETH', 'quote': 'BTC', 'maker': 0.0022, 'taker': 0.0022, 'limits': { 'amount': { 'min': 0.001, 'max': undefined }}},
'ETC/BTC': { 'id': 'ETC/BTC', 'symbol': 'ETC/BTC', 'base': 'ETC', 'quote': 'BTC', 'maker': 0.0022, 'taker': 0.0022, 'limits': { 'amount': { 'min': 0.001, 'max': undefined }}},
'XRP/BTC': { 'id': 'XRP/BTC', 'symbol': 'XRP/BTC', 'base': 'XRP', 'quote': 'BTC', 'maker': 0.0022, 'taker': 0.0022, 'limits': { 'amount': { 'min': 0.001, 'max': undefined }}},
'BCH/BTC': { 'id': 'BCH/BTC', 'symbol': 'BCH/BTC', 'base': 'BCH', 'quote': 'BTC', 'maker': 0.0022, 'taker': 0.0022, 'limits': { 'amount': { 'min': 0.001, 'max': undefined }}},
},
'timeframes': {
'1m': 'minute',
'1h': 'hour',
'1d': 'day',
},
'exceptions': {
'3': InvalidOrder,
'6': DDoSProtection,
},
});
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
let balances = await this.privateGetAccountBalance ();
let result = { 'info': balances };
for (let b = 0; b < balances.length; b++) {
let balance = balances[b];
let currency = balance['currency'];
let multiplier = 100000000;
let total = parseFloat (balance['balance'] / multiplier);
let used = parseFloat (balance['pendingFunds'] / multiplier);
let free = total - used;
let account = {
'free': free,
'used': used,
'total': total,
};
result[currency] = account;
}
return this.parseBalance (result);
}
parseOHLCV (ohlcv, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
let multiplier = 100000000; // for price and volume
return [
ohlcv[0],
parseFloat (ohlcv[1]) / multiplier,
parseFloat (ohlcv[2]) / multiplier,
parseFloat (ohlcv[3]) / multiplier,
parseFloat (ohlcv[4]) / multiplier,
parseFloat (ohlcv[5]) / multiplier,
];
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.load_markets ();
let market = this.market (symbol);
let request = {
'id': market['id'],
'timeWindow': this.timeframes[timeframe],
};
if (typeof since !== 'undefined')
request['since'] = since;
let response = await this.webGetMarketBTCMarketsIdTickByTime (this.extend (request, params));
return this.parseOHLCVs (response['ticks'], market, timeframe, since, limit);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let orderbook = await this.publicGetMarketIdOrderbook (this.extend ({
'id': market['id'],
}, params));
let timestamp = orderbook['timestamp'] * 1000;
return this.parseOrderBook (orderbook, timestamp);
}
parseTicker (ticker, market = undefined) {
let timestamp = ticker['timestamp'] * 1000;
let symbol = undefined;
if (market)
symbol = market['symbol'];
let last = this.safeFloat (ticker, 'lastPrice');
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': undefined,
'low': undefined,
'bid': this.safeFloat (ticker, 'bestBid'),
'bidVolume': undefined,
'ask': this.safeFloat (ticker, 'bestAsk'),
'askVolume': undefined,
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': this.safeFloat (ticker, 'volume24h'),
'quoteVolume': undefined,
'info': ticker,
};
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let ticker = await this.publicGetMarketIdTick (this.extend ({
'id': market['id'],
}, params));
return this.parseTicker (ticker, market);
}
parseTrade (trade, market) {
let timestamp = trade['date'] * 1000;
return {
'info': trade,
'id': trade['tid'].toString (),
'order': undefined,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': market['symbol'],
'type': undefined,
'side': undefined,
'price': trade['price'],
'amount': trade['amount'],
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let response = await this.publicGetMarketIdTrades (this.extend ({
// 'since': 59868345231,
'id': market['id'],
}, params));
return this.parseTrades (response, market, since, limit);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let multiplier = 100000000; // for price and volume
let orderSide = (side === 'buy') ? 'Bid' : 'Ask';
let order = this.ordered ({
'currency': market['quote'],
});
order['currency'] = market['quote'];
order['instrument'] = market['base'];
order['price'] = parseInt (price * multiplier);
order['volume'] = parseInt (amount * multiplier);
order['orderSide'] = orderSide;
order['ordertype'] = this.capitalize (type);
order['clientRequestId'] = this.nonce ().toString ();
let response = await this.privatePostOrderCreate (order);
return {
'info': response,
'id': response['id'].toString (),
};
}
async cancelOrders (ids) {
await this.loadMarkets ();
for (let i = 0; i < ids.length; i++) {
ids[i] = parseInt (ids[i]);
}
return await this.privatePostOrderCancel ({ 'orderIds': ids });
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
return await this.cancelOrders ([ id ]);
}
parseMyTrade (trade, market) {
let multiplier = 100000000;
let timestamp = trade['creationTime'];
let side = (trade['side'] === 'Bid') ? 'buy' : 'sell';
// BTCMarkets always charge in AUD for AUD-related transactions.
let currency = (market['quote'] === 'AUD') ? market['quote'] : market['base'];
return {
'info': trade,
'id': trade['id'].toString (),
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': market['symbol'],
'type': undefined,
'side': side,
'price': trade['price'] / multiplier,
'fee': {
'currency': currency,
'cost': trade['fee'] / multiplier,
},
'amount': trade['volume'] / multiplier,
'order': this.safeString (trade, 'orderId'),
};
}
parseMyTrades (trades, market = undefined, since = undefined, limit = undefined) {
let result = [];
for (let i = 0; i < trades.length; i++) {
let trade = this.parseMyTrade (trades[i], market);
result.push (trade);
}
return result;
}
parseOrder (order, market = undefined) {
let multiplier = 100000000;
let side = (order['orderSide'] === 'Bid') ? 'buy' : 'sell';
let type = (order['ordertype'] === 'Limit') ? 'limit' : 'market';
let timestamp = order['creationTime'];
if (!market) {
market = this.market (order['instrument'] + '/' + order['currency']);
}
let status = 'open';
if (order['status'] === 'Failed' || order['status'] === 'Cancelled' || order['status'] === 'Partially Cancelled' || order['status'] === 'Error') {
status = 'canceled';
} else if (order['status'] === 'Fully Matched' || order['status'] === 'Partially Matched') {
status = 'closed';
}
let price = this.safeFloat (order, 'price') / multiplier;
let amount = this.safeFloat (order, 'volume') / multiplier;
let remaining = this.safeFloat (order, 'openVolume', 0.0) / multiplier;
let filled = amount - remaining;
let cost = price * amount;
let trades = this.parseMyTrades (order['trades'], market);
let result = {
'info': order,
'id': order['id'].toString (),
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'symbol': market['symbol'],
'type': type,
'side': side,
'price': price,
'cost': cost,
'amount': amount,
'filled': filled,
'remaining': remaining,
'status': status,
'trades': trades,
'fee': undefined,
};
return result;
}
async fetchOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
let ids = [ parseInt (id) ];
let response = await this.privatePostOrderDetail (this.extend ({
'orderIds': ids,
}, params));
let numOrders = response['orders'].length;
if (numOrders < 1)
throw new OrderNotFound (this.id + ' No matching order found: ' + id);
let order = response['orders'][0];
return this.parseOrder (order);
}
prepareHistoryRequest (market, since = undefined, limit = undefined) {
let request = this.ordered ({
'currency': market['quote'],
'instrument': market['base'],
});
if (typeof limit !== 'undefined')
request['limit'] = limit;
else
request['limit'] = 100;
if (typeof since !== 'undefined')
request['since'] = since;
else
request['since'] = 0;
return request;
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (!symbol)
throw new NotSupported (this.id + ': fetchOrders requires a `symbol` parameter.');
await this.loadMarkets ();
let market = this.market (symbol);
let request = this.prepareHistoryRequest (market, since, limit);
let response = await this.privatePostOrderHistory (this.extend (request, params));
return this.parseOrders (response['orders'], market);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (!symbol)
throw new NotSupported (this.id + ': fetchOpenOrders requires a `symbol` parameter.');
await this.loadMarkets ();
let market = this.market (symbol);
let request = this.prepareHistoryRequest (market, since, limit);
let response = await this.privatePostOrderOpen (this.extend (request, params));
return this.parseOrders (response['orders'], market);
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
let orders = await this.fetchOrders (symbol, since, limit, params);
return this.filterBy (orders, 'status', 'closed');
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (!symbol)
throw new NotSupported (this.id + ': fetchMyTrades requires a `symbol` parameter.');
await this.loadMarkets ();
let market = this.market (symbol);
let request = this.prepareHistoryRequest (market, since, limit);
let response = await this.privatePostOrderTradeHistory (this.extend (request, params));
return this.parseMyTrades (response['trades'], market);
}
nonce () {
return this.milliseconds ();
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let uri = '/' + this.implodeParams (path, params);
let url = this.urls['api'][api] + uri;
if (api === 'private') {
this.checkRequiredCredentials ();
let nonce = this.nonce ().toString ();
// eslint-disable-next-line quotes
let auth = uri + "\n" + nonce + "\n";
headers = {
'Content-Type': 'application/json',
'apikey': this.apiKey,
'timestamp': nonce,
};
if (method === 'POST') {
body = this.json (params);
auth += body;
}
let secret = this.base64ToBinary (this.secret);
let signature = this.hmac (this.encode (auth), secret, 'sha512', 'base64');
headers['signature'] = this.decode (signature);
} else {
if (Object.keys (params).length)
url += '?' + this.urlencode (params);
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors (code, reason, url, method, headers, body) {
if (body.length < 2)
return; // fallback to default error handler
if (body[0] === '{') {
let response = JSON.parse (body);
if ('success' in response) {
if (!response['success']) {
let error = this.safeString (response, 'errorCode');
let message = this.id + ' ' + this.json (response);
if (error in this.exceptions) {
let ExceptionClass = this.exceptions[error];
throw new ExceptionClass (message);
} else {
throw new ExchangeError (message);
}
}
}
}
}
async request (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let response = await this.fetch2 (path, api, method, params, headers, body);
return response;
}
};