@jmparsons/ccxt
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A JavaScript / Python / PHP cryptocurrency trading library with support for 100+ exchanges
649 lines (619 loc) • 26.1 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, ExchangeNotAvailable, OrderNotFound, AuthenticationError, InsufficientFunds, InvalidOrder, InvalidNonce } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class exmo extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'exmo',
'name': 'EXMO',
'countries': [ 'ES', 'RU' ], // Spain, Russia
'rateLimit': 350, // once every 350 ms ≈ 180 requests per minute ≈ 3 requests per second
'version': 'v1',
'has': {
'CORS': false,
'fetchClosedOrders': 'emulated',
'fetchOpenOrders': true,
'fetchOrder': 'emulated',
'fetchOrders': 'emulated',
'fetchOrderTrades': true,
'fetchOrderBooks': true,
'fetchMyTrades': true,
'fetchTickers': true,
'withdraw': true,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27766491-1b0ea956-5eda-11e7-9225-40d67b481b8d.jpg',
'api': 'https://api.exmo.com',
'www': 'https://exmo.me/?ref=131685',
'doc': [
'https://exmo.me/en/api_doc?ref=131685',
'https://github.com/exmo-dev/exmo_api_lib/tree/master/nodejs',
],
'fees': 'https://exmo.com/en/docs/fees',
},
'api': {
'public': {
'get': [
'currency',
'order_book',
'pair_settings',
'ticker',
'trades',
],
},
'private': {
'post': [
'user_info',
'order_create',
'order_cancel',
'user_open_orders',
'user_trades',
'user_cancelled_orders',
'order_trades',
'required_amount',
'deposit_address',
'withdraw_crypt',
'withdraw_get_txid',
'excode_create',
'excode_load',
'wallet_history',
],
},
},
'fees': {
'trading': {
'maker': 0.2 / 100,
'taker': 0.2 / 100,
},
'funding': {
'withdraw': {
'BTC': 0.001,
'LTC': 0.01,
'DOGE': 1,
'DASH': 0.01,
'ETH': 0.01,
'WAVES': 0.001,
'ZEC': 0.001,
'USDT': 25,
'XMR': 0.05,
'XRP': 0.02,
'KICK': 350,
'ETC': 0.01,
'BCH': 0.001,
},
'deposit': {
'USDT': 15,
'KICK': 50,
},
},
},
'exceptions': {
'40005': AuthenticationError, // Authorization error, incorrect signature
'40009': InvalidNonce, //
'40015': ExchangeError, // API function do not exist
'40016': ExchangeNotAvailable, // Maintenance work in progress
'40017': AuthenticationError, // Wrong API Key
'50052': InsufficientFunds,
'50054': InsufficientFunds,
'50304': OrderNotFound, // "Order was not found '123456789'" (fetching order trades for an order that does not have trades yet)
'50173': OrderNotFound, // "Order with id X was not found." (cancelling non-existent, closed and cancelled order)
'50319': InvalidOrder, // Price by order is less than permissible minimum for this pair
'50321': InvalidOrder, // Price by order is more than permissible maximum for this pair
},
});
}
async fetchMarkets () {
let markets = await this.publicGetPairSettings ();
let keys = Object.keys (markets);
let result = [];
for (let p = 0; p < keys.length; p++) {
let id = keys[p];
let market = markets[id];
let symbol = id.replace ('_', '/');
let [ base, quote ] = symbol.split ('/');
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'active': true,
'limits': {
'amount': {
'min': this.safeFloat (market, 'min_quantity'),
'max': this.safeFloat (market, 'max_quantity'),
},
'price': {
'min': this.safeFloat (market, 'min_price'),
'max': this.safeFloat (market, 'max_price'),
},
'cost': {
'min': this.safeFloat (market, 'min_amount'),
'max': this.safeFloat (market, 'max_amount'),
},
},
'precision': {
'amount': 8,
'price': 8,
},
'info': market,
});
}
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
let response = await this.privatePostUserInfo ();
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 response['balances'])
account['free'] = parseFloat (response['balances'][currency]);
if (currency in response['reserved'])
account['used'] = parseFloat (response['reserved'][currency]);
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 market = this.market (symbol);
let request = this.extend ({
'pair': market['id'],
}, params);
if (typeof limit !== 'undefined')
request['limit'] = limit;
let response = await this.publicGetOrderBook (request);
let result = response[market['id']];
return this.parseOrderBook (result, undefined, 'bid', 'ask');
}
async fetchOrderBooks (symbols = undefined, params = {}) {
await this.loadMarkets ();
let ids = undefined;
if (!symbols) {
ids = this.ids.join (',');
// max URL length is 2083 symbols, including http schema, hostname, tld, etc...
if (ids.length > 2048) {
let numIds = this.ids.length;
throw new ExchangeError (this.id + ' has ' + numIds.toString () + ' symbols exceeding max URL length, you are required to specify a list of symbols in the first argument to fetchOrderBooks');
}
} else {
ids = this.marketIds (symbols);
ids = ids.join (',');
}
let response = await this.publicGetOrderBook (this.extend ({
'pair': ids,
}, params));
let result = {};
ids = Object.keys (response);
for (let i = 0; i < ids.length; i++) {
let id = ids[i];
let symbol = this.findSymbol (id);
result[symbol] = this.parseOrderBook (response[id], undefined, 'bid', 'ask');
}
return result;
}
parseTicker (ticker, market = undefined) {
let timestamp = ticker['updated'] * 1000;
let symbol = undefined;
if (market)
symbol = market['symbol'];
const last = this.safeFloat (ticker, 'last_trade');
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeFloat (ticker, 'high'),
'low': this.safeFloat (ticker, 'low'),
'bid': this.safeFloat (ticker, 'buy_price'),
'bidVolume': undefined,
'ask': this.safeFloat (ticker, 'sell_price'),
'askVolume': undefined,
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': this.safeFloat (ticker, 'avg'),
'baseVolume': this.safeFloat (ticker, 'vol'),
'quoteVolume': this.safeFloat (ticker, 'vol_curr'),
'info': ticker,
};
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
let response = await this.publicGetTicker (params);
let result = {};
let ids = Object.keys (response);
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 = response[id];
result[symbol] = this.parseTicker (ticker, market);
}
return result;
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
let response = await this.publicGetTicker (params);
let market = this.market (symbol);
return this.parseTicker (response[market['id']], market);
}
parseTrade (trade, market) {
let timestamp = trade['date'] * 1000;
return {
'id': trade['trade_id'].toString (),
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': market['symbol'],
'order': this.safeString (trade, 'order_id'),
'type': undefined,
'side': trade['type'],
'price': this.safeFloat (trade, 'price'),
'amount': this.safeFloat (trade, 'quantity'),
'cost': this.safeFloat (trade, 'amount'),
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let response = await this.publicGetTrades (this.extend ({
'pair': market['id'],
}, params));
return this.parseTrades (response[market['id']], market, since, limit);
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let request = {};
let market = undefined;
if (typeof symbol !== 'undefined') {
market = this.market (symbol);
request['pair'] = market['id'];
}
let response = await this.privatePostUserTrades (this.extend (request, params));
if (typeof market !== 'undefined')
response = response[market['id']];
return this.parseTrades (response, market, since, limit);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
let prefix = (type === 'market') ? (type + '_') : '';
let market = this.market (symbol);
if ((type === 'market') && (typeof price === 'undefined')) {
price = 0;
}
let request = {
'pair': market['id'],
'quantity': this.amountToString (symbol, amount),
'type': prefix + side,
'price': this.priceToPrecision (symbol, price),
};
let response = await this.privatePostOrderCreate (this.extend (request, params));
let id = this.safeString (response, 'order_id');
let timestamp = this.milliseconds ();
amount = parseFloat (amount);
price = parseFloat (price);
let status = 'open';
let order = {
'id': id,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'status': status,
'symbol': symbol,
'type': type,
'side': side,
'price': price,
'cost': price * amount,
'amount': amount,
'remaining': amount,
'filled': 0.0,
'fee': undefined,
'trades': undefined,
};
this.orders[id] = order;
return this.extend ({ 'info': response }, order);
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
let response = await this.privatePostOrderCancel ({ 'order_id': id });
if (id in this.orders)
this.orders[id]['status'] = 'canceled';
return response;
}
async fetchOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
try {
let response = await this.privatePostOrderTrades ({
'order_id': id.toString (),
});
return this.parseOrder (response);
} catch (e) {
if (e instanceof OrderNotFound) {
if (id in this.orders)
return this.orders[id];
}
}
throw new OrderNotFound (this.id + ' fetchOrder order id ' + id.toString () + ' not found in cache.');
}
async fetchOrderTrades (id, symbol = undefined, since = undefined, limit = undefined, params = {}) {
let market = undefined;
if (typeof symbol !== 'undefined')
market = this.market (symbol);
let response = await this.privatePostOrderTrades ({
'order_id': id.toString (),
});
return this.parseTrades (response, market, since, limit);
}
updateCachedOrders (openOrders, symbol) {
// update local cache with open orders
for (let j = 0; j < openOrders.length; j++) {
const id = openOrders[j]['id'];
this.orders[id] = openOrders[j];
}
let openOrdersIndexedById = this.indexBy (openOrders, 'id');
let cachedOrderIds = Object.keys (this.orders);
for (let k = 0; k < cachedOrderIds.length; k++) {
// match each cached order to an order in the open orders array
// possible reasons why a cached order may be missing in the open orders array:
// - order was closed or canceled -> update cache
// - symbol mismatch (e.g. cached BTC/USDT, fetched ETH/USDT) -> skip
let id = cachedOrderIds[k];
let order = this.orders[id];
if (!(id in openOrdersIndexedById)) {
// cached order is not in open orders array
// if we fetched orders by symbol and it doesn't match the cached order -> won't update the cached order
if (typeof symbol !== 'undefined' && symbol !== order['symbol'])
continue;
// order is cached but not present in the list of open orders -> mark the cached order as closed
if (order['status'] === 'open') {
order = this.extend (order, {
'status': 'closed', // likewise it might have been canceled externally (unnoticed by "us")
'cost': undefined,
'filled': order['amount'],
'remaining': 0.0,
});
if (typeof order['cost'] === 'undefined') {
if (typeof order['filled'] !== 'undefined')
order['cost'] = order['filled'] * order['price'];
}
this.orders[id] = order;
}
}
}
return this.toArray (this.orders);
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let response = await this.privatePostUserOpenOrders (params);
let marketIds = Object.keys (response);
let orders = [];
for (let i = 0; i < marketIds.length; i++) {
let marketId = marketIds[i];
let market = undefined;
if (marketId in this.markets_by_id)
market = this.markets_by_id[marketId];
let parsedOrders = this.parseOrders (response[marketId], market);
orders = this.arrayConcat (orders, parsedOrders);
}
this.updateCachedOrders (orders, symbol);
return this.filterBySymbolSinceLimit (this.toArray (this.orders), symbol, since, limit);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.fetchOrders (symbol, since, limit, params);
let orders = this.filterBy (this.orders, 'status', 'open');
return this.filterBySymbolSinceLimit (orders, symbol, since, limit);
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.fetchOrders (symbol, since, limit, params);
let orders = this.filterBy (this.orders, 'status', 'closed');
return this.filterBySymbolSinceLimit (orders, symbol, since, limit);
}
parseOrder (order, market = undefined) {
let id = this.safeString (order, 'order_id');
let timestamp = this.safeInteger (order, 'created');
if (typeof timestamp !== 'undefined')
timestamp *= 1000;
let iso8601 = undefined;
let symbol = undefined;
let side = this.safeString (order, 'type');
if (typeof market === 'undefined') {
let marketId = undefined;
if ('pair' in order) {
marketId = order['pair'];
} else if (('in_currency' in order) && ('out_currency' in order)) {
if (side === 'buy')
marketId = order['in_currency'] + '_' + order['out_currency'];
else
marketId = order['out_currency'] + '_' + order['in_currency'];
}
if ((typeof marketId !== 'undefined') && (marketId in this.markets_by_id))
market = this.markets_by_id[marketId];
}
let amount = this.safeFloat (order, 'quantity');
if (typeof amount === 'undefined') {
let amountField = (side === 'buy') ? 'in_amount' : 'out_amount';
amount = this.safeFloat (order, amountField);
}
let price = this.safeFloat (order, 'price');
let cost = this.safeFloat (order, 'amount');
let filled = 0.0;
let trades = [];
let transactions = this.safeValue (order, 'trades');
let feeCost = undefined;
if (typeof transactions !== 'undefined') {
if (Array.isArray (transactions)) {
for (let i = 0; i < transactions.length; i++) {
let trade = this.parseTrade (transactions[i], market);
if (typeof id === 'undefined')
id = trade['order'];
if (typeof timestamp === 'undefined')
timestamp = trade['timestamp'];
if (timestamp > trade['timestamp'])
timestamp = trade['timestamp'];
filled += trade['amount'];
if (typeof feeCost === 'undefined')
feeCost = 0.0;
// feeCost += trade['fee']['cost'];
if (typeof cost === 'undefined')
cost = 0.0;
cost += trade['cost'];
trades.push (trade);
}
}
}
if (typeof timestamp !== 'undefined')
iso8601 = this.iso8601 (timestamp);
let remaining = undefined;
if (typeof amount !== 'undefined')
remaining = amount - filled;
let status = this.safeString (order, 'status'); // in case we need to redefine it for canceled orders
if (filled >= amount)
status = 'closed';
else
status = 'open';
if (typeof market === 'undefined')
market = this.getMarketFromTrades (trades);
let feeCurrency = undefined;
if (typeof market !== 'undefined') {
symbol = market['symbol'];
feeCurrency = market['quote'];
}
if (typeof cost === 'undefined') {
if (typeof price !== 'undefined')
cost = price * filled;
} else if (typeof price === 'undefined') {
if (filled > 0)
price = cost / filled;
}
let fee = {
'cost': feeCost,
'currency': feeCurrency,
};
return {
'id': id,
'datetime': iso8601,
'timestamp': timestamp,
'lastTradeTimestamp': undefined,
'status': status,
'symbol': symbol,
'type': 'limit',
'side': side,
'price': price,
'cost': cost,
'amount': amount,
'filled': filled,
'remaining': remaining,
'trades': trades,
'fee': fee,
'info': order,
};
}
getMarketFromTrades (trades) {
let tradesBySymbol = this.indexBy (trades, 'pair');
let symbols = Object.keys (tradesBySymbol);
let numSymbols = symbols.length;
if (numSymbols === 1)
return this.markets[symbols[0]];
return undefined;
}
calculateFee (symbol, type, side, amount, price, takerOrMaker = 'taker', params = {}) {
let market = this.markets[symbol];
let rate = market[takerOrMaker];
let cost = parseFloat (this.costToPrecision (symbol, amount * rate));
let key = 'quote';
if (side === 'sell') {
cost *= price;
} else {
key = 'base';
}
return {
'type': takerOrMaker,
'currency': market[key],
'rate': rate,
'cost': parseFloat (this.feeToPrecision (symbol, cost)),
};
}
async withdraw (currency, amount, address, tag = undefined, params = {}) {
await this.loadMarkets ();
let request = {
'amount': amount,
'currency': currency,
'address': address,
};
if (typeof tag !== 'undefined')
request['invoice'] = tag;
let result = await this.privatePostWithdrawCrypt (this.extend (request, params));
return {
'info': result,
'id': result['task_id'],
};
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let url = this.urls['api'] + '/' + this.version + '/' + path;
if (api === 'public') {
if (Object.keys (params).length)
url += '?' + this.urlencode (params);
} else {
this.checkRequiredCredentials ();
let nonce = this.nonce ();
body = this.urlencode (this.extend ({ 'nonce': nonce }, params));
headers = {
'Content-Type': 'application/x-www-form-urlencoded',
'Key': this.apiKey,
'Sign': this.hmac (this.encode (body), this.encode (this.secret), 'sha512'),
};
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
nonce () {
return this.milliseconds ();
}
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 ('result' in response) {
//
// {"result":false,"error":"Error 50052: Insufficient funds"}
//
let success = this.safeValue (response, 'result', false);
if (typeof success === 'string') {
if ((success === 'true') || (success === '1'))
success = true;
else
success = false;
}
if (!success) {
let code = undefined;
const message = this.safeString (response, 'error');
const errorParts = message.split (':');
let numParts = errorParts.length;
if (numParts > 1) {
const errorSubParts = errorParts[0].split (' ');
let numSubParts = errorSubParts.length;
code = (numSubParts > 1) ? errorSubParts[1] : errorSubParts[0];
}
const feedback = this.id + ' ' + this.json (response);
const exceptions = this.exceptions;
if (code in exceptions) {
throw new exceptions[code] (feedback);
} else {
throw new ExchangeError (feedback);
}
}
}
}
}
};