@jmparsons/ccxt
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 100+ exchanges
313 lines (295 loc) • 11.6 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class gemini extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'gemini',
'name': 'Gemini',
'countries': 'US',
'rateLimit': 1500, // 200 for private API
'version': 'v1',
'has': {
'fetchDepositAddress': false,
'createDepositAddress': true,
'CORS': false,
'fetchBidsAsks': false,
'fetchTickers': false,
'fetchMyTrades': true,
'fetchOrder': false,
'fetchOrders': false,
'fetchOpenOrders': false,
'fetchClosedOrders': false,
'withdraw': true,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27816857-ce7be644-6096-11e7-82d6-3c257263229c.jpg',
'api': 'https://api.gemini.com',
'www': 'https://gemini.com',
'doc': [
'https://docs.gemini.com/rest-api',
'https://docs.sandbox.gemini.com',
],
'test': 'https://api.sandbox.gemini.com',
'fees': [
'https://gemini.com/fee-schedule/',
'https://gemini.com/transfer-fees/',
],
},
'api': {
'public': {
'get': [
'symbols',
'pubticker/{symbol}',
'book/{symbol}',
'trades/{symbol}',
'auction/{symbol}',
'auction/{symbol}/history',
],
},
'private': {
'post': [
'order/new',
'order/cancel',
'order/cancel/session',
'order/cancel/all',
'order/status',
'orders',
'mytrades',
'tradevolume',
'balances',
'deposit/{currency}/newAddress',
'withdraw/{currency}',
'heartbeat',
],
},
},
'fees': {
'trading': {
'taker': 0.0025,
'maker': 0.0025,
},
},
});
}
async fetchMarkets () {
let markets = await this.publicGetSymbols ();
let result = [];
for (let p = 0; p < markets.length; p++) {
let id = markets[p];
let market = id;
let uppercase = market.toUpperCase ();
let base = uppercase.slice (0, 3);
let quote = uppercase.slice (3, 6);
let symbol = base + '/' + quote;
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'info': market,
});
}
return result;
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
let orderbook = await this.publicGetBookSymbol (this.extend ({
'symbol': this.marketId (symbol),
}, params));
return this.parseOrderBook (orderbook, undefined, 'bids', 'asks', 'price', 'amount');
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let ticker = await this.publicGetPubtickerSymbol (this.extend ({
'symbol': market['id'],
}, params));
let timestamp = ticker['volume']['timestamp'];
let baseVolume = market['base'];
let quoteVolume = market['quote'];
let last = this.safeFloat (ticker, 'last');
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': undefined,
'low': undefined,
'bid': this.safeFloat (ticker, 'bid'),
'bidVolume': undefined,
'ask': this.safeFloat (ticker, 'ask'),
'askVolume': undefined,
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': parseFloat (ticker['volume'][baseVolume]),
'quoteVolume': parseFloat (ticker['volume'][quoteVolume]),
'info': ticker,
};
}
parseTrade (trade, market) {
let timestamp = trade['timestampms'];
let order = undefined;
if ('order_id' in trade)
order = trade['order_id'].toString ();
let fee = this.safeFloat (trade, 'fee_amount');
if (typeof fee !== 'undefined') {
let currency = this.safeString (trade, 'fee_currency');
if (typeof currency !== 'undefined') {
if (currency in this.currencies_by_id)
currency = this.currencies_by_id[currency]['code'];
currency = this.commonCurrencyCode (currency);
}
fee = {
'cost': this.safeFloat (trade, 'fee_amount'),
'currency': currency,
};
}
let price = this.safeFloat (trade, 'price');
let amount = this.safeFloat (trade, 'amount');
return {
'id': trade['tid'].toString (),
'order': order,
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': market['symbol'],
'type': undefined,
'side': trade['type'],
'price': price,
'cost': price * amount,
'amount': amount,
'fee': fee,
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let response = await this.publicGetTradesSymbol (this.extend ({
'symbol': market['id'],
}, params));
return this.parseTrades (response, market, since, limit);
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
let balances = await this.privatePostBalances ();
let result = { 'info': balances };
for (let b = 0; b < balances.length; b++) {
let balance = balances[b];
let currency = balance['currency'];
let account = {
'free': parseFloat (balance['available']),
'used': 0.0,
'total': parseFloat (balance['amount']),
};
account['used'] = account['total'] - account['free'];
result[currency] = account;
}
return this.parseBalance (result);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
if (type === 'market')
throw new ExchangeError (this.id + ' allows limit orders only');
let nonce = this.nonce ();
let order = {
'client_order_id': nonce.toString (),
'symbol': this.marketId (symbol),
'amount': amount.toString (),
'price': price.toString (),
'side': side,
'type': 'exchange limit', // gemini allows limit orders only
};
let response = await this.privatePostOrderNew (this.extend (order, params));
return {
'info': response,
'id': response['order_id'],
};
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
return await this.privatePostOrderCancel ({ 'order_id': id });
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (typeof symbol === 'undefined')
throw new ExchangeError (this.id + ' fetchMyTrades requires a symbol argument');
await this.loadMarkets ();
let market = this.market (symbol);
let request = {
'symbol': market['id'],
};
if (typeof limit !== 'undefined')
request['limit'] = limit;
let response = await this.privatePostMytrades (this.extend (request, params));
return this.parseTrades (response, market, since, limit);
}
async withdraw (code, amount, address, tag = undefined, params = {}) {
this.checkAddress (address);
await this.loadMarkets ();
let currency = this.currency (code);
let response = await this.privatePostWithdrawCurrency (this.extend ({
'currency': currency['id'],
'amount': amount,
'address': address,
}, params));
return {
'info': response,
'id': this.safeString (response, 'txHash'),
};
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let url = '/' + this.version + '/' + 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 ();
let request = this.extend ({
'request': url,
'nonce': nonce,
}, query);
let payload = this.json (request);
payload = this.stringToBase64 (this.encode (payload));
let signature = this.hmac (payload, this.encode (this.secret), 'sha384');
headers = {
'Content-Type': 'text/plain',
'X-GEMINI-APIKEY': this.apiKey,
'X-GEMINI-PAYLOAD': this.decode (payload),
'X-GEMINI-SIGNATURE': signature,
};
}
url = this.urls['api'] + url;
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 ('result' in response)
if (response['result'] === 'error')
throw new ExchangeError (this.id + ' ' + this.json (response));
return response;
}
async createDepositAddress (code, params = {}) {
await this.loadMarkets ();
let currency = this.currency (code);
let response = await this.privatePostDepositCurrencyNewAddress (this.extend ({
'currency': currency['id'],
}, params));
let address = this.safeString (response, 'address');
this.checkAddress (address);
return {
'currency': code,
'address': address,
'status': 'ok',
'info': response,
};
}
};