@jmparsons/ccxt
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A JavaScript / Python / PHP cryptocurrency trading library with support for 100+ exchanges
631 lines (600 loc) • 23.4 kB
JavaScript
'use strict';
// ----------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { InsufficientFunds, ExchangeError, InvalidOrder, AuthenticationError, NotSupported, OrderNotFound } = require ('./base/errors');
// ----------------------------------------------------------------------------
module.exports = class gdax extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'gdax',
'name': 'GDAX',
'countries': 'US',
'rateLimit': 1000,
'userAgent': this.userAgents['chrome'],
'has': {
'CORS': true,
'fetchOHLCV': true,
'deposit': true,
'withdraw': true,
'fetchOrder': true,
'fetchOrders': true,
'fetchOpenOrders': true,
'fetchClosedOrders': true,
'fetchMyTrades': true,
},
'timeframes': {
'1m': 60,
'5m': 300,
'15m': 900,
'1h': 3600,
'6h': 21600,
'1d': 86400,
},
'urls': {
'test': 'https://api-public.sandbox.gdax.com',
'logo': 'https://user-images.githubusercontent.com/1294454/27766527-b1be41c6-5edb-11e7-95f6-5b496c469e2c.jpg',
'api': 'https://api.gdax.com',
'www': 'https://www.gdax.com',
'doc': 'https://docs.gdax.com',
'fees': [
'https://www.gdax.com/fees',
'https://support.gdax.com/customer/en/portal/topics/939402-depositing-and-withdrawing-funds/articles',
],
},
'requiredCredentials': {
'apiKey': true,
'secret': true,
'password': true,
},
'api': {
'public': {
'get': [
'currencies',
'products',
'products/{id}/book',
'products/{id}/candles',
'products/{id}/stats',
'products/{id}/ticker',
'products/{id}/trades',
'time',
],
},
'private': {
'get': [
'accounts',
'accounts/{id}',
'accounts/{id}/holds',
'accounts/{id}/ledger',
'accounts/{id}/transfers',
'coinbase-accounts',
'fills',
'funding',
'orders',
'orders/{id}',
'payment-methods',
'position',
'reports/{id}',
'users/self/trailing-volume',
],
'post': [
'deposits/coinbase-account',
'deposits/payment-method',
'coinbase-accounts/{id}/addresses',
'funding/repay',
'orders',
'position/close',
'profiles/margin-transfer',
'reports',
'withdrawals/coinbase',
'withdrawals/crypto',
'withdrawals/payment-method',
],
'delete': [
'orders',
'orders/{id}',
],
},
},
'fees': {
'trading': {
'tierBased': true, // complicated tier system per coin
'percentage': true,
'maker': 0.0,
'taker': 0.3 / 100, // tiered fee starts at 0.3%
},
'funding': {
'tierBased': false,
'percentage': false,
'withdraw': {
'BCH': 0,
'BTC': 0,
'LTC': 0,
'ETH': 0,
'EUR': 0.15,
'USD': 25,
},
'deposit': {
'BCH': 0,
'BTC': 0,
'LTC': 0,
'ETH': 0,
'EUR': 0.15,
'USD': 10,
},
},
},
});
}
async fetchMarkets () {
let markets = await this.publicGetProducts ();
let result = [];
for (let p = 0; p < markets.length; p++) {
let market = markets[p];
let id = market['id'];
let base = market['base_currency'];
let quote = market['quote_currency'];
let symbol = base + '/' + quote;
let priceLimits = {
'min': this.safeFloat (market, 'quote_increment'),
'max': undefined,
};
let precision = {
'amount': 8,
'price': this.precisionFromString (this.safeString (market, 'quote_increment')),
};
let taker = this.fees['trading']['taker']; // does not seem right
if ((base === 'ETH') || (base === 'LTC')) {
taker = 0.003;
}
let active = market['status'] === 'online';
result.push (this.extend (this.fees['trading'], {
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'precision': precision,
'limits': {
'amount': {
'min': this.safeFloat (market, 'base_min_size'),
'max': this.safeFloat (market, 'base_max_size'),
},
'price': priceLimits,
'cost': {
'min': this.safeFloat (market, 'min_market_funds'),
'max': this.safeFloat (market, 'max_market_funds'),
},
},
'taker': taker,
'active': active,
'info': market,
}));
}
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
let balances = await this.privateGetAccounts ();
let result = { 'info': balances };
for (let b = 0; b < balances.length; b++) {
let balance = balances[b];
let currency = balance['currency'];
let account = {
'free': this.safeFloat (balance, 'available'),
'used': this.safeFloat (balance, 'hold'),
'total': this.safeFloat (balance, 'balance'),
};
result[currency] = account;
}
return this.parseBalance (result);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
let orderbook = await this.publicGetProductsIdBook (this.extend ({
'id': this.marketId (symbol),
'level': 2, // 1 best bidask, 2 aggregated, 3 full
}, params));
return this.parseOrderBook (orderbook);
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let request = this.extend ({
'id': market['id'],
}, params);
let ticker = await this.publicGetProductsIdTicker (request);
let timestamp = this.parse8601 (ticker['time']);
let bid = undefined;
let ask = undefined;
if ('bid' in ticker)
bid = this.safeFloat (ticker, 'bid');
if ('ask' in ticker)
ask = this.safeFloat (ticker, 'ask');
let last = this.safeFloat (ticker, 'price');
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': undefined,
'low': undefined,
'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': this.safeFloat (ticker, 'volume'),
'quoteVolume': undefined,
'info': ticker,
};
}
parseTrade (trade, market = undefined) {
let timestamp = undefined;
if ('time' in trade) {
timestamp = this.parse8601 (trade['time']);
} else if ('created_at' in trade) {
timestamp = this.parse8601 (trade['created_at']);
}
let iso8601 = undefined;
if (typeof timestamp !== 'undefined')
iso8601 = this.iso8601 (timestamp);
let symbol = undefined;
if (!market) {
if ('product_id' in trade) {
let marketId = trade['product_id'];
if (marketId in this.markets_by_id)
market = this.markets_by_id[marketId];
}
}
if (market)
symbol = market['symbol'];
let feeRate = undefined;
let feeCurrency = undefined;
if (market) {
feeCurrency = market['quote'];
if ('liquidity' in trade) {
let rateType = (trade['liquidity'] === 'T') ? 'taker' : 'maker';
feeRate = market[rateType];
}
}
let feeCost = this.safeFloat (trade, 'fill_fees');
if (typeof feeCost === 'undefined')
feeCost = this.safeFloat (trade, 'fee');
let fee = {
'cost': feeCost,
'currency': feeCurrency,
'rate': feeRate,
};
let type = undefined;
let id = this.safeString (trade, 'trade_id');
let side = (trade['side'] === 'buy') ? 'sell' : 'buy';
let orderId = this.safeString (trade, 'order_id');
// GDAX returns inverted side to fetchMyTrades vs fetchTrades
if (typeof orderId !== 'undefined')
side = (trade['side'] === 'buy') ? 'buy' : 'sell';
return {
'id': id,
'order': orderId,
'info': trade,
'timestamp': timestamp,
'datetime': iso8601,
'symbol': symbol,
'type': type,
'side': side,
'price': this.safeFloat (trade, 'price'),
'amount': this.safeFloat (trade, 'size'),
'fee': fee,
};
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = undefined;
let request = {};
if (typeof symbol !== 'undefined') {
market = this.market (symbol);
request['product_id'] = market['id'];
}
if (typeof limit !== 'undefined')
request['limit'] = limit;
let response = await this.privateGetFills (this.extend (request, params));
return this.parseTrades (response, market, since, limit);
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let response = await this.publicGetProductsIdTrades (this.extend ({
'id': market['id'], // fixes issue #2
}, params));
return this.parseTrades (response, market, since, limit);
}
parseOHLCV (ohlcv, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
return [
ohlcv[0] * 1000,
ohlcv[3],
ohlcv[2],
ohlcv[1],
ohlcv[4],
ohlcv[5],
];
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let granularity = this.timeframes[timeframe];
let request = {
'id': market['id'],
'granularity': granularity,
};
if (typeof since !== 'undefined') {
request['start'] = this.ymdhms (since);
if (typeof limit === 'undefined') {
// https://docs.gdax.com/#get-historic-rates
limit = 300; // max = 300
}
request['end'] = this.ymdhms (this.sum (limit * granularity * 1000, since));
}
let response = await this.publicGetProductsIdCandles (this.extend (request, params));
return this.parseOHLCVs (response, market, timeframe, since, limit);
}
async fetchTime () {
let response = await this.publicGetTime ();
return this.parse8601 (response['iso']);
}
parseOrderStatus (status) {
let statuses = {
'pending': 'open',
'active': 'open',
'open': 'open',
'done': 'closed',
'canceled': 'canceled',
};
return this.safeString (statuses, status, status);
}
parseOrder (order, market = undefined) {
let timestamp = this.parse8601 (order['created_at']);
let symbol = undefined;
if (!market) {
if (order['product_id'] in this.markets_by_id)
market = this.markets_by_id[order['product_id']];
}
let status = this.parseOrderStatus (order['status']);
let price = this.safeFloat (order, 'price');
let amount = this.safeFloat (order, 'size');
if (typeof amount === 'undefined')
amount = this.safeFloat (order, 'funds');
if (typeof amount === 'undefined')
amount = this.safeFloat (order, 'specified_funds');
let filled = this.safeFloat (order, 'filled_size');
let remaining = undefined;
if (typeof amount !== 'undefined')
if (typeof filled !== 'undefined')
remaining = amount - filled;
let cost = this.safeFloat (order, 'executed_value');
let fee = {
'cost': this.safeFloat (order, 'fill_fees'),
'currency': undefined,
'rate': undefined,
};
if (market)
symbol = market['symbol'];
return {
'id': order['id'],
'info': order,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'status': status,
'symbol': symbol,
'type': order['type'],
'side': order['side'],
'price': price,
'cost': cost,
'amount': amount,
'filled': filled,
'remaining': remaining,
'fee': fee,
};
}
async fetchOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
let response = await this.privateGetOrdersId (this.extend ({
'id': id,
}, params));
return this.parseOrder (response);
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let request = {
'status': 'all',
};
let market = undefined;
if (symbol) {
market = this.market (symbol);
request['product_id'] = market['id'];
}
let response = await this.privateGetOrders (this.extend (request, params));
return this.parseOrders (response, market, since, limit);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let request = {};
let market = undefined;
if (symbol) {
market = this.market (symbol);
request['product_id'] = market['id'];
}
let response = await this.privateGetOrders (this.extend (request, params));
return this.parseOrders (response, market, since, limit);
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let request = {
'status': 'done',
};
let market = undefined;
if (symbol) {
market = this.market (symbol);
request['product_id'] = market['id'];
}
let response = await this.privateGetOrders (this.extend (request, params));
return this.parseOrders (response, market, since, limit);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
// let oid = this.nonce ().toString ();
let order = {
'product_id': this.marketId (symbol),
'side': side,
'size': amount,
'type': type,
};
if (type === 'limit')
order['price'] = price;
let response = await this.privatePostOrders (this.extend (order, params));
return {
'info': response,
'id': response['id'],
};
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
return await this.privateDeleteOrdersId ({ 'id': id });
}
feeToPrecision (currency, fee) {
let cost = parseFloat (fee);
return cost.toFixed (this.currencies[currency]['precision']);
}
calculateFee (symbol, type, side, amount, price, takerOrMaker = 'taker', params = {}) {
let market = this.markets[symbol];
let rate = market[takerOrMaker];
let cost = amount * price;
let currency = market['quote'];
return {
'type': takerOrMaker,
'currency': currency,
'rate': rate,
'cost': parseFloat (this.feeToPrecision (currency, rate * cost)),
};
}
async getPaymentMethods () {
let response = await this.privateGetPaymentMethods ();
return response;
}
async deposit (currency, amount, address, params = {}) {
await this.loadMarkets ();
let request = {
'currency': currency,
'amount': amount,
};
let method = 'privatePostDeposits';
if ('payment_method_id' in params) {
// deposit from a payment_method, like a bank account
method += 'PaymentMethod';
} else if ('coinbase_account_id' in params) {
// deposit into GDAX account from a Coinbase account
method += 'CoinbaseAccount';
} else {
// deposit methodotherwise we did not receive a supported deposit location
// relevant docs link for the Googlers
// https://docs.gdax.com/#deposits
throw new NotSupported (this.id + ' deposit() requires one of `coinbase_account_id` or `payment_method_id` extra params');
}
let response = await this[method] (this.extend (request, params));
if (!response)
throw new ExchangeError (this.id + ' deposit() error: ' + this.json (response));
return {
'info': response,
'id': response['id'],
};
}
async withdraw (currency, amount, address, tag = undefined, params = {}) {
this.checkAddress (address);
await this.loadMarkets ();
let request = {
'currency': currency,
'amount': amount,
};
let method = 'privatePostWithdrawals';
if ('payment_method_id' in params) {
method += 'PaymentMethod';
} else if ('coinbase_account_id' in params) {
method += 'CoinbaseAccount';
} else {
method += 'Crypto';
request['crypto_address'] = address;
}
let response = await this[method] (this.extend (request, params));
if (!response)
throw new ExchangeError (this.id + ' withdraw() error: ' + this.json (response));
return {
'info': response,
'id': response['id'],
};
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let request = '/' + this.implodeParams (path, params);
let query = this.omit (params, this.extractParams (path));
if (method === 'GET') {
if (Object.keys (query).length)
request += '?' + this.urlencode (query);
}
let url = this.urls['api'] + request;
if (api === 'private') {
this.checkRequiredCredentials ();
let nonce = this.nonce ().toString ();
let payload = '';
if (method !== 'GET') {
if (Object.keys (query).length) {
body = this.json (query);
payload = body;
}
}
// let payload = (body) ? body : '';
let what = nonce + method + request + payload;
let secret = this.base64ToBinary (this.secret);
let signature = this.hmac (this.encode (what), secret, 'sha256', 'base64');
headers = {
'CB-ACCESS-KEY': this.apiKey,
'CB-ACCESS-SIGN': this.decode (signature),
'CB-ACCESS-TIMESTAMP': nonce,
'CB-ACCESS-PASSPHRASE': this.password,
'Content-Type': 'application/json',
};
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors (code, reason, url, method, headers, body) {
if ((code === 400) || (code === 404)) {
if (body[0] === '{') {
let response = JSON.parse (body);
let message = response['message'];
let error = this.id + ' ' + message;
if (message.indexOf ('price too small') >= 0) {
throw new InvalidOrder (error);
} else if (message.indexOf ('price too precise') >= 0) {
throw new InvalidOrder (error);
} else if (message === 'Insufficient funds') {
throw new InsufficientFunds (error);
} else if (message === 'NotFound') {
throw new OrderNotFound (error);
} else if (message === 'Invalid API Key') {
throw new AuthenticationError (error);
}
throw new ExchangeError (this.id + ' ' + message);
}
throw new ExchangeError (this.id + ' ' + body);
}
}
async request (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let response = await this.fetch2 (path, api, method, params, headers, body);
if ('message' in response) {
throw new ExchangeError (this.id + ' ' + this.json (response));
}
return response;
}
};