@jmparsons/ccxt
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A JavaScript / Python / PHP cryptocurrency trading library with support for 100+ exchanges
488 lines (463 loc) • 17.8 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, InsufficientFunds, OrderNotFound, InvalidOrder, AuthenticationError } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class coinex extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'coinex',
'name': 'CoinEx',
'version': 'v1',
'countries': 'CN',
'rateLimit': 1000,
'has': {
'fetchTickers': true,
'fetchOHLCV': true,
'fetchOrder': true,
'fetchOpenOrders': true,
'fetchClosedOrders': true,
'fetchMyTrades': true,
},
'timeframes': {
'1m': '1min',
'3m': '3min',
'5m': '5min',
'15m': '15min',
'30m': '30min',
'1h': '1hour',
'2h': '2hour',
'4h': '4hour',
'6h': '6hour',
'12h': '12hour',
'1d': '1day',
'3d': '3day',
'1w': '1week',
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/38046312-0b450aac-32c8-11e8-99ab-bc6b136b6cc7.jpg',
'api': {
'public': 'https://api.coinex.com',
'private': 'https://api.coinex.com',
'web': 'https://www.coinex.com',
},
'www': 'https://www.coinex.com',
'doc': 'https://github.com/coinexcom/coinex_exchange_api/wiki',
'fees': 'https://www.coinex.com/fees',
},
'api': {
'web': {
'get': [
'res/market',
],
},
'public': {
'get': [
'market/list',
'market/ticker',
'market/ticker/all',
'market/depth',
'market/deals',
'market/kline',
],
},
'private': {
'get': [
'balance',
'order',
'order/pending',
'order/finished',
'order/finished/{id}',
'order/user/deals',
],
'post': [
'order/limit',
'order/market',
],
'delete': [
'order/pending',
],
},
},
'fees': {
'trading': {
'maker': 0.0,
'taker': 0.001,
},
'funding': {
'withdraw': {
'BCH': 0.0,
'BTC': 0.001,
'LTC': 0.001,
'ETH': 0.001,
'ZEC': 0.0001,
'DASH': 0.0001,
},
},
},
'limits': {
'amount': {
'min': 0.001,
'max': undefined,
},
},
'precision': {
'amount': 8,
'price': 8,
},
});
}
async fetchMarkets () {
let response = await this.webGetResMarket ();
let markets = response['data']['market_info'];
let result = [];
let keys = Object.keys (markets);
for (let i = 0; i < keys.length; i++) {
let key = keys[i];
let market = markets[key];
let id = market['market'];
let quoteId = market['buy_asset_type'];
let baseId = market['sell_asset_type'];
let base = this.commonCurrencyCode (baseId);
let quote = this.commonCurrencyCode (quoteId);
let symbol = base + '/' + quote;
let precision = {
'amount': market['sell_asset_type_places'],
'price': market['buy_asset_type_places'],
};
let numMergeLevels = market['merge'].length;
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'active': true,
'taker': this.safeFloat (market, 'taker_fee_rate'),
'maker': this.safeFloat (market, 'maker_fee_rate'),
'info': market,
'precision': precision,
'limits': {
'amount': {
'min': this.safeFloat (market, 'least_amount'),
'max': undefined,
},
'price': {
'min': parseFloat (market['merge'][numMergeLevels - 1]),
'max': undefined,
},
},
});
}
return result;
}
parseTicker (ticker, market = undefined) {
let timestamp = ticker['date'];
let symbol = market['symbol'];
ticker = ticker['ticker'];
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, 'buy'),
'bidVolume': undefined,
'ask': this.safeFloat (ticker, 'sell'),
'askVolume': undefined,
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': this.safeFloat (ticker, 'vol'),
'quoteVolume': undefined,
'info': ticker,
};
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let response = await this.publicGetMarketTicker (this.extend ({
'market': market['id'],
}, params));
return this.parseTicker (response['data'], market);
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
let response = await this.publicGetMarketTickerAll (params);
let data = response['data'];
let timestamp = data['date'];
let tickers = data['ticker'];
let ids = Object.keys (tickers);
let result = {};
for (let i = 0; i < ids.length; i++) {
let id = ids[i];
let market = this.markets_by_id[id];
let symbol = market['symbol'];
let ticker = {
'date': timestamp,
'ticker': tickers[id],
};
result[symbol] = this.parseTicker (ticker, market);
}
return result;
}
async fetchOrderBook (symbol, params = {}) {
await this.loadMarkets ();
let response = await this.publicGetMarketDepth (this.extend ({
'market': this.marketId (symbol),
'merge': '0.00000001',
}, params));
return this.parseOrderBook (response['data']);
}
parseTrade (trade, market = undefined) {
let timestamp = this.safeInteger (trade, 'create_time');
let tradeId = this.safeString (trade, 'id');
let orderId = this.safeString (trade, 'id');
if (!timestamp) {
timestamp = trade['date'];
orderId = undefined;
} else {
tradeId = undefined;
}
timestamp *= 1000;
let price = this.safeFloat (trade, 'price');
let amount = this.safeFloat (trade, 'amount');
let symbol = market['symbol'];
let cost = this.safeFloat (trade, 'deal_money');
if (!cost)
cost = parseFloat (this.costToPrecision (symbol, price * amount));
let fee = this.safeFloat (trade, 'fee');
return {
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'id': tradeId,
'order': orderId,
'type': 'limit',
'side': trade['type'],
'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.publicGetMarketDeals (this.extend ({
'market': market['id'],
}, params));
return this.parseTrades (response['data'], market, since, limit);
}
parseOHLCV (ohlcv, market = undefined, timeframe = '5m', since = undefined, limit = undefined) {
return [
ohlcv[0],
parseFloat (ohlcv[1]),
parseFloat (ohlcv[3]),
parseFloat (ohlcv[4]),
parseFloat (ohlcv[2]),
parseFloat (ohlcv[5]),
];
}
async fetchOHLCV (symbol, timeframe = '5m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let response = await this.publicGetMarketKline (this.extend ({
'market': market['id'],
'type': this.timeframes[timeframe],
}, params));
return this.parseOHLCVs (response['data'], market, timeframe, since, limit);
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
let response = await this.privateGetBalance (params);
let result = { 'info': response };
let balances = response['data'];
let currencies = Object.keys (balances);
for (let i = 0; i < currencies.length; i++) {
let id = currencies[i];
let balance = balances[id];
let currency = this.commonCurrencyCode (id);
let account = {
'free': parseFloat (balance['available']),
'used': parseFloat (balance['frozen']),
'total': 0.0,
};
account['total'] = this.sum (account['free'], account['used']);
result[currency] = account;
}
return this.parseBalance (result);
}
parseOrder (order, market = undefined) {
// TODO: check if it's actually milliseconds, since examples were in seconds
let timestamp = this.safeInteger (order, 'create_time') * 1000;
let price = this.safeFloat (order, 'price');
let cost = this.safeFloat (order, 'deal_money');
let amount = this.safeFloat (order, 'amount');
let filled = this.safeFloat (order, 'deal_amount');
let symbol = market['symbol'];
let remaining = this.amountToPrecision (symbol, amount - filled);
let status = order['status'];
if (status === 'done') {
status = 'closed';
} else {
// not_deal
// part_deal
status = 'open';
}
return {
'id': this.safeString (order, 'id'),
'datetime': this.iso8601 (timestamp),
'timestamp': timestamp,
'lastTradeTimestamp': undefined,
'status': status,
'symbol': symbol,
'type': order['order_type'],
'side': order['type'],
'price': price,
'cost': cost,
'amount': amount,
'filled': filled,
'remaining': remaining,
'trades': undefined,
'fee': {
'currency': market['quote'],
'cost': this.safeFloat (order, 'deal_fee'),
},
'info': order,
};
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
let method = 'privatePostOrder' + this.capitalize (type);
let market = this.market (symbol);
amount = parseFloat (amount);
let request = {
'market': market['id'],
'amount': this.amountToPrecision (symbol, amount),
'type': side,
};
if (type === 'limit') {
price = parseFloat (price);
request['price'] = this.priceToPrecision (symbol, price);
}
let response = await this[method] (this.extend (request, params));
let order = this.parseOrder (response['data'], market);
let id = order['id'];
this.orders[id] = order;
return order;
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let response = await this.privateDeleteOrderPending (this.extend ({
'id': id,
'market': market['id'],
}, params));
return this.parseOrder (response['data'], market);
}
async fetchOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let response = await this.privateGetOrder (this.extend ({
'id': id,
'market': market['id'],
}, params));
return this.parseOrder (response['data'], market);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let request = {
'market': market['id'],
};
if (limit)
request['limit'] = limit;
let response = await this.privateGetOrderPending (this.extend (request, params));
return this.parseOrders (response['data']['data'], market);
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let request = {
'market': market['id'],
};
if (limit)
request['limit'] = limit;
let response = await this.privateGetOrderFinished (this.extend (request, params));
return this.parseOrders (response['data']['data'], market);
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let response = await this.privateGetOrderUserDeals (this.extend ({
'market': market['id'],
'page': 1,
'limit': 100,
}, params));
return this.parseTrades (response['data']['data'], market, since, limit);
}
nonce () {
return this.milliseconds ();
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
path = this.implodeParams (path, params);
let url = this.urls['api'][api] + '/' + this.version + '/' + path;
let query = this.omit (params, this.extractParams (path));
if (api === 'public') {
if (Object.keys (query).length)
url += '?' + this.urlencode (query);
} else if (api === 'web') {
url = this.urls['api'][api] + '/' + path;
if (Object.keys (query).length)
url += '?' + this.urlencode (query);
} else {
this.checkRequiredCredentials ();
let nonce = this.nonce ();
query = this.extend ({
'access_id': this.apiKey,
'tonce': nonce.toString (),
}, query);
query = this.keysort (query);
let urlencoded = this.urlencode (query);
let signature = this.hash (this.encode (urlencoded + '&secret_key=' + this.secret));
headers = {
'Authorization': signature.toUpperCase (),
'Content-Type': 'application/json',
};
if ((method === 'GET') || (method === 'DELETE')) {
url += '?' + urlencoded;
} else {
body = this.json (query);
}
}
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);
let code = this.safeString (response, 'code');
let data = this.safeValue (response, 'data');
if (code !== '0' || !data) {
let responseCodes = {
'24': AuthenticationError,
'25': AuthenticationError,
'107': InsufficientFunds,
'600': OrderNotFound,
'601': InvalidOrder,
'602': InvalidOrder,
'606': InvalidOrder,
};
let ErrorClass = this.safeValue (responseCodes, code, ExchangeError);
throw new ErrorClass (response['message']);
}
return response;
}
};