@jmparsons/ccxt
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 100+ exchanges
534 lines (509 loc) • 20.3 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, InvalidOrder, NotSupported } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class cex extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'cex',
'name': 'CEX.IO',
'countries': [ 'GB', 'EU', 'CY', 'RU' ],
'rateLimit': 1500,
'has': {
'CORS': true,
'fetchTickers': true,
'fetchOHLCV': true,
'fetchOrder': true,
'fetchOpenOrders': true,
'fetchClosedOrders': true,
'fetchDepositAddress': true,
},
'timeframes': {
'1m': '1m',
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27766442-8ddc33b0-5ed8-11e7-8b98-f786aef0f3c9.jpg',
'api': 'https://cex.io/api',
'www': 'https://cex.io',
'doc': 'https://cex.io/cex-api',
'fees': [
'https://cex.io/fee-schedule',
'https://cex.io/limits-commissions',
],
},
'requiredCredentials': {
'apiKey': true,
'secret': true,
'uid': true,
},
'api': {
'public': {
'get': [
'currency_limits/',
'last_price/{pair}/',
'last_prices/{currencies}/',
'ohlcv/hd/{yyyymmdd}/{pair}',
'order_book/{pair}/',
'ticker/{pair}/',
'tickers/{currencies}/',
'trade_history/{pair}/',
],
'post': [
'convert/{pair}',
'price_stats/{pair}',
],
},
'private': {
'post': [
'active_orders_status/',
'archived_orders/{pair}/',
'balance/',
'cancel_order/',
'cancel_orders/{pair}/',
'cancel_replace_order/{pair}/',
'close_position/{pair}/',
'get_address/',
'get_myfee/',
'get_order/',
'get_order_tx/',
'open_orders/{pair}/',
'open_orders/',
'open_position/{pair}/',
'open_positions/{pair}/',
'place_order/{pair}/',
],
},
},
'fees': {
'trading': {
'maker': 0.16 / 100,
'taker': 0.25 / 100,
},
'funding': {
'withdraw': {
// 'USD': undefined,
// 'EUR': undefined,
// 'RUB': undefined,
// 'GBP': undefined,
'BTC': 0.001,
'ETH': 0.01,
'BCH': 0.001,
'DASH': 0.01,
'BTG': 0.001,
'ZEC': 0.001,
'XRP': 0.02,
},
'deposit': {
// 'USD': amount => amount * 0.035 + 0.25,
// 'EUR': amount => amount * 0.035 + 0.24,
// 'RUB': amount => amount * 0.05 + 15.57,
// 'GBP': amount => amount * 0.035 + 0.2,
'BTC': 0.0,
'ETH': 0.0,
'BCH': 0.0,
'DASH': 0.0,
'BTG': 0.0,
'ZEC': 0.0,
'XRP': 0.0,
'XLM': 0.0,
},
},
},
});
}
async fetchMarkets () {
let markets = await this.publicGetCurrencyLimits ();
let result = [];
for (let p = 0; p < markets['data']['pairs'].length; p++) {
let market = markets['data']['pairs'][p];
let id = market['symbol1'] + '/' + market['symbol2'];
let symbol = id;
let [ base, quote ] = symbol.split ('/');
result.push ({
'id': id,
'info': market,
'symbol': symbol,
'base': base,
'quote': quote,
'lot': market['minLotSize'],
'precision': {
'price': this.precisionFromString (market['minPrice']),
'amount': -1 * Math.log10 (market['minLotSize']),
},
'limits': {
'amount': {
'min': market['minLotSize'],
'max': market['maxLotSize'],
},
'price': {
'min': this.safeFloat (market, 'minPrice'),
'max': this.safeFloat (market, 'maxPrice'),
},
'cost': {
'min': market['minLotSizeS2'],
'max': undefined,
},
},
});
}
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
let response = await this.privatePostBalance ();
let result = { 'info': response };
let ommited = [ 'username', 'timestamp' ];
let balances = this.omit (response, ommited);
let currencies = Object.keys (balances);
for (let i = 0; i < currencies.length; i++) {
let currency = currencies[i];
if (currency in balances) {
let account = {
'free': this.safeFloat (balances[currency], 'available', 0.0),
'used': this.safeFloat (balances[currency], 'orders', 0.0),
'total': 0.0,
};
account['total'] = this.sum (account['free'], account['used']);
result[currency] = account;
}
}
return this.parseBalance (result);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
let orderbook = await this.publicGetOrderBookPair (this.extend ({
'pair': this.marketId (symbol),
}, params));
let timestamp = orderbook['timestamp'] * 1000;
return this.parseOrderBook (orderbook, timestamp);
}
parseOHLCV (ohlcv, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
return [
ohlcv[0] * 1000,
ohlcv[1],
ohlcv[2],
ohlcv[3],
ohlcv[4],
ohlcv[5],
];
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
if (!since)
since = this.milliseconds () - 86400000; // yesterday
let ymd = this.ymd (since);
ymd = ymd.split ('-');
ymd = ymd.join ('');
let request = {
'pair': market['id'],
'yyyymmdd': ymd,
};
let response = await this.publicGetOhlcvHdYyyymmddPair (this.extend (request, params));
let key = 'data' + this.timeframes[timeframe];
let ohlcvs = JSON.parse (response[key]);
return this.parseOHLCVs (ohlcvs, market, timeframe, since, limit);
}
parseTicker (ticker, market = undefined) {
let timestamp = undefined;
let iso8601 = undefined;
if ('timestamp' in ticker) {
timestamp = parseInt (ticker['timestamp']) * 1000;
iso8601 = this.iso8601 (timestamp);
}
let volume = this.safeFloat (ticker, 'volume');
let high = this.safeFloat (ticker, 'high');
let low = this.safeFloat (ticker, 'low');
let bid = this.safeFloat (ticker, 'bid');
let ask = this.safeFloat (ticker, 'ask');
let last = this.safeFloat (ticker, 'last');
let symbol = undefined;
if (market)
symbol = market['symbol'];
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': iso8601,
'high': high,
'low': low,
'bid': bid,
'bidVolume': undefined,
'ask': ask,
'askVolume': undefined,
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': volume,
'quoteVolume': undefined,
'info': ticker,
};
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
let currencies = Object.keys (this.currencies);
let response = await this.publicGetTickersCurrencies (this.extend ({
'currencies': currencies.join ('/'),
}, params));
let tickers = response['data'];
let result = {};
for (let t = 0; t < tickers.length; t++) {
let ticker = tickers[t];
let symbol = ticker['pair'].replace (':', '/');
let market = this.markets[symbol];
result[symbol] = this.parseTicker (ticker, market);
}
return result;
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let ticker = await this.publicGetTickerPair (this.extend ({
'pair': market['id'],
}, params));
return this.parseTicker (ticker, market);
}
parseTrade (trade, market = undefined) {
let timestamp = parseInt (trade['date']) * 1000;
return {
'info': trade,
'id': trade['tid'],
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': market['symbol'],
'type': undefined,
'side': trade['type'],
'price': this.safeFloat (trade, 'price'),
'amount': this.safeFloat (trade, 'amount'),
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let response = await this.publicGetTradeHistoryPair (this.extend ({
'pair': market['id'],
}, params));
return this.parseTrades (response, market, since, limit);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
let order = {
'pair': this.marketId (symbol),
'type': side,
'amount': amount,
};
if (type === 'limit') {
order['price'] = price;
} else {
// for market buy CEX.io requires the amount of quote currency to spend
if (side === 'buy') {
if (!price) {
throw new InvalidOrder ('For market buy orders ' + this.id + " requires the amount of quote currency to spend, to calculate proper costs call createOrder (symbol, 'market', 'buy', amount, price)");
}
order['amount'] = amount * price;
}
order['order_type'] = type;
}
let response = await this.privatePostPlaceOrderPair (this.extend (order, params));
return {
'info': response,
'id': response['id'],
};
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
return await this.privatePostCancelOrder ({ 'id': id });
}
parseOrder (order, market = undefined) {
// Depending on the call, 'time' can be a unix int, unix string or ISO string
// Yes, really
let timestamp = order['time'];
if (typeof order['time'] === 'string' && order['time'].indexOf ('T') >= 0) {
// ISO8601 string
timestamp = this.parse8601 (timestamp);
} else {
// either integer or string integer
timestamp = parseInt (timestamp);
}
let symbol = undefined;
if (!market) {
let symbol = order['symbol1'] + '/' + order['symbol2'];
if (symbol in this.markets)
market = this.market (symbol);
}
let status = order['status'];
if (status === 'a') {
status = 'open'; // the unified status
} else if (status === 'cd') {
status = 'canceled';
} else if (status === 'c') {
status = 'canceled';
} else if (status === 'd') {
status = 'closed';
}
let price = this.safeFloat (order, 'price');
let amount = this.safeFloat (order, 'amount');
let remaining = this.safeFloat (order, 'pending');
if (!remaining)
remaining = this.safeFloat (order, 'remains');
let filled = amount - remaining;
let fee = undefined;
let cost = undefined;
if (market) {
symbol = market['symbol'];
cost = this.safeFloat (order, 'ta:' + market['quote']);
if (typeof cost === 'undefined')
cost = this.safeFloat (order, 'tta:' + market['quote']);
let baseFee = 'fa:' + market['base'];
let baseTakerFee = 'tfa:' + market['base'];
let quoteFee = 'fa:' + market['quote'];
let quoteTakerFee = 'tfa:' + market['quote'];
let feeRate = this.safeFloat (order, 'tradingFeeMaker');
if (!feeRate)
feeRate = this.safeFloat (order, 'tradingFeeTaker', feeRate);
if (feeRate)
feeRate /= 100.0; // convert to mathematically-correct percentage coefficients: 1.0 = 100%
if ((baseFee in order) || (baseTakerFee in order)) {
let baseFeeCost = this.safeFloat (order, baseFee);
if (typeof baseFeeCost === 'undefined')
baseFeeCost = this.safeFloat (order, baseTakerFee);
fee = {
'currency': market['base'],
'rate': feeRate,
'cost': baseFeeCost,
};
} else if ((quoteFee in order) || (quoteTakerFee in order)) {
let quoteFeeCost = this.safeFloat (order, quoteFee);
if (typeof quoteFeeCost === 'undefined')
quoteFeeCost = this.safeFloat (order, quoteTakerFee);
fee = {
'currency': market['quote'],
'rate': feeRate,
'cost': quoteFeeCost,
};
}
}
if (!cost)
cost = price * filled;
return {
'id': order['id'],
'datetime': this.iso8601 (timestamp),
'timestamp': timestamp,
'lastTradeTimestamp': undefined,
'status': status,
'symbol': symbol,
'type': undefined,
'side': order['type'],
'price': price,
'cost': cost,
'amount': amount,
'filled': filled,
'remaining': remaining,
'trades': undefined,
'fee': fee,
'info': order,
};
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let request = {};
let method = 'privatePostOpenOrders';
let market = undefined;
if (symbol) {
market = this.market (symbol);
request['pair'] = market['id'];
method += 'Pair';
}
let orders = await this[method] (this.extend (request, params));
for (let i = 0; i < orders.length; i++) {
orders[i] = this.extend (orders[i], { 'status': 'open' });
}
return this.parseOrders (orders, market, since, limit);
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let method = 'privatePostArchivedOrdersPair';
if (typeof symbol === 'undefined') {
throw new NotSupported (this.id + ' fetchClosedOrders requires a symbol argument');
}
let market = this.market (symbol);
let request = { 'pair': market['id'] };
let response = await this[method] (this.extend (request, params));
return this.parseOrders (response, market, since, limit);
}
async fetchOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
let response = await this.privatePostGetOrder (this.extend ({
'id': id.toString (),
}, params));
return this.parseOrder (response);
}
nonce () {
return this.milliseconds ();
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let url = this.urls['api'] + '/' + this.implodeParams (path, params);
let query = this.omit (params, this.extractParams (path));
if (api === 'public') {
if (Object.keys (query).length)
url += '?' + this.urlencode (query);
} else {
this.checkRequiredCredentials ();
let nonce = this.nonce ().toString ();
let auth = nonce + this.uid + this.apiKey;
let signature = this.hmac (this.encode (auth), this.encode (this.secret));
body = this.urlencode (this.extend ({
'key': this.apiKey,
'signature': signature.toUpperCase (),
'nonce': nonce,
}, query));
headers = {
'Content-Type': 'application/x-www-form-urlencoded',
};
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
async request (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let response = await this.fetch2 (path, api, method, params, headers, body);
if (!response) {
throw new ExchangeError (this.id + ' returned ' + this.json (response));
} else if (response === true) {
return response;
} else if ('e' in response) {
if ('ok' in response)
if (response['ok'] === 'ok')
return response;
throw new ExchangeError (this.id + ' ' + this.json (response));
} else if ('error' in response) {
if (response['error'])
throw new ExchangeError (this.id + ' ' + this.json (response));
}
return response;
}
async fetchDepositAddress (code, params = {}) {
if (code === 'XRP') {
// https://github.com/ccxt/ccxt/pull/2327#issuecomment-375204856
throw new NotSupported (this.id + ' fetchDepositAddress does not support XRP addresses yet (awaiting docs from CEX.io)');
}
await this.loadMarkets ();
let currency = this.currency (code);
let request = {
'currency': currency['id'],
};
let response = await this.privatePostGetAddress (this.extend (request, params));
let address = this.safeString (response, 'data');
this.checkAddress (address);
return {
'currency': code,
'address': address,
'tag': undefined,
'status': 'ok',
'info': response,
};
}
};