@jmparsons/ccxt
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A JavaScript / Python / PHP cryptocurrency trading library with support for 100+ exchanges
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JavaScript
'use strict';
const Exchange = require ('./base/Exchange');
const { ExchangeError, ExchangeNotAvailable, InsufficientFunds, OrderNotFound, DDoSProtection, InvalidOrder, AuthenticationError } = require ('./base/errors');
module.exports = class liqui extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'liqui',
'name': 'Liqui',
'countries': 'UA',
'rateLimit': 3000,
'version': '3',
'userAgent': this.userAgents['chrome'],
'has': {
'CORS': false,
'createMarketOrder': false,
'fetchOrderBooks': true,
'fetchOrder': true,
'fetchOrders': 'emulated',
'fetchOpenOrders': true,
'fetchClosedOrders': 'emulated',
'fetchTickers': true,
'fetchMyTrades': true,
'withdraw': true,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27982022-75aea828-63a0-11e7-9511-ca584a8edd74.jpg',
'api': {
'public': 'https://api.liqui.io/api',
'private': 'https://api.liqui.io/tapi',
},
'www': 'https://liqui.io',
'doc': 'https://liqui.io/api',
'fees': 'https://liqui.io/fee',
},
'api': {
'public': {
'get': [
'info',
'ticker/{pair}',
'depth/{pair}',
'trades/{pair}',
],
},
'private': {
'post': [
'getInfo',
'Trade',
'ActiveOrders',
'OrderInfo',
'CancelOrder',
'TradeHistory',
'CoinDepositAddress',
'WithdrawCoin',
'CreateCoupon',
'RedeemCoupon',
],
},
},
'fees': {
'trading': {
'maker': 0.001,
'taker': 0.0025,
},
'funding': {
'tierBased': false,
'percentage': false,
'withdraw': {},
'deposit': {},
},
},
'commonCurrencies': {
'DSH': 'DASH',
},
'exceptions': {
'803': InvalidOrder, // "Count could not be less than 0.001." (selling below minAmount)
'804': InvalidOrder, // "Count could not be more than 10000." (buying above maxAmount)
'805': InvalidOrder, // "price could not be less than X." (minPrice violation on buy & sell)
'806': InvalidOrder, // "price could not be more than X." (maxPrice violation on buy & sell)
'807': InvalidOrder, // "cost could not be less than X." (minCost violation on buy & sell)
'831': InsufficientFunds, // "Not enougth X to create buy order." (buying with balance.quote < order.cost)
'832': InsufficientFunds, // "Not enougth X to create sell order." (selling with balance.base < order.amount)
'833': OrderNotFound, // "Order with id X was not found." (cancelling non-existent, closed and cancelled order)
},
});
}
calculateFee (symbol, type, side, amount, price, takerOrMaker = 'taker', params = {}) {
let market = this.markets[symbol];
let key = 'quote';
let rate = market[takerOrMaker];
let cost = parseFloat (this.costToPrecision (symbol, amount * rate));
if (side === 'sell') {
cost *= price;
} else {
key = 'base';
}
return {
'type': takerOrMaker,
'currency': market[key],
'rate': rate,
'cost': cost,
};
}
getBaseQuoteFromMarketId (id) {
let uppercase = id.toUpperCase ();
let [ base, quote ] = uppercase.split ('_');
base = this.commonCurrencyCode (base);
quote = this.commonCurrencyCode (quote);
return [ base, quote ];
}
async fetchMarkets () {
let response = await this.publicGetInfo ();
let markets = response['pairs'];
let keys = Object.keys (markets);
let result = [];
for (let p = 0; p < keys.length; p++) {
let id = keys[p];
let market = markets[id];
let [ base, quote ] = this.getBaseQuoteFromMarketId (id);
let symbol = base + '/' + quote;
let precision = {
'amount': this.safeInteger (market, 'decimal_places'),
'price': this.safeInteger (market, 'decimal_places'),
};
let amountLimits = {
'min': this.safeFloat (market, 'min_amount'),
'max': this.safeFloat (market, 'max_amount'),
};
let priceLimits = {
'min': this.safeFloat (market, 'min_price'),
'max': this.safeFloat (market, 'max_price'),
};
let costLimits = {
'min': this.safeFloat (market, 'min_total'),
};
let limits = {
'amount': amountLimits,
'price': priceLimits,
'cost': costLimits,
};
let hidden = this.safeInteger (market, 'hidden');
let active = (hidden === 0);
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'active': active,
'taker': market['fee'] / 100,
'precision': precision,
'limits': limits,
'info': market,
});
}
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
let response = await this.privatePostGetInfo ();
let balances = response['return'];
let result = { 'info': balances };
let funds = balances['funds'];
let currencies = Object.keys (funds);
for (let c = 0; c < currencies.length; c++) {
let currency = currencies[c];
let uppercase = currency.toUpperCase ();
uppercase = this.commonCurrencyCode (uppercase);
let total = undefined;
let used = undefined;
if (balances['open_orders'] === 0) {
total = funds[currency];
used = 0.0;
}
let account = {
'free': funds[currency],
'used': used,
'total': total,
};
result[uppercase] = account;
}
return this.parseBalance (result);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let request = {
'pair': market['id'],
};
if (typeof limit !== 'undefined')
request['limit'] = limit; // default = 150, max = 2000
let response = await this.publicGetDepthPair (this.extend (request, params));
let market_id_in_reponse = (market['id'] in response);
if (!market_id_in_reponse)
throw new ExchangeError (this.id + ' ' + market['symbol'] + ' order book is empty or not available');
let orderbook = response[market['id']];
return this.parseOrderBook (orderbook);
}
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.publicGetDepthPair (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 = id;
if (id in this.markets_by_id) {
let market = this.markets_by_id[id];
symbol = market['symbol'];
}
result[symbol] = this.parseOrderBook (response[id]);
}
return result;
}
parseTicker (ticker, market = undefined) {
let timestamp = ticker['updated'] * 1000;
let symbol = undefined;
if (market)
symbol = market['symbol'];
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': this.safeFloat (ticker, 'avg'),
'baseVolume': this.safeFloat (ticker, 'vol_cur'),
'quoteVolume': this.safeFloat (ticker, 'vol'),
'info': ticker,
};
}
async fetchTickers (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 fetchTickers');
}
} else {
ids = this.marketIds (symbols);
ids = ids.join ('-');
}
let tickers = await this.publicGetTickerPair (this.extend ({
'pair': ids,
}, params));
let result = {};
let keys = Object.keys (tickers);
for (let k = 0; k < keys.length; k++) {
let id = keys[k];
let ticker = tickers[id];
let symbol = id;
let market = undefined;
if (id in this.markets_by_id) {
market = this.markets_by_id[id];
symbol = market['symbol'];
}
result[symbol] = this.parseTicker (ticker, market);
}
return result;
}
async fetchTicker (symbol, params = {}) {
let tickers = await this.fetchTickers ([ symbol ], params);
return tickers[symbol];
}
parseTrade (trade, market = undefined) {
let timestamp = parseInt (trade['timestamp']) * 1000;
let side = trade['type'];
if (side === 'ask')
side = 'sell';
if (side === 'bid')
side = 'buy';
let price = this.safeFloat (trade, 'price');
if ('rate' in trade)
price = this.safeFloat (trade, 'rate');
let id = this.safeString (trade, 'tid');
if ('trade_id' in trade)
id = this.safeString (trade, 'trade_id');
let order = this.safeString (trade, this.getOrderIdKey ());
if ('pair' in trade) {
let marketId = trade['pair'];
market = this.markets_by_id[marketId];
}
let symbol = undefined;
if (market)
symbol = market['symbol'];
let amount = trade['amount'];
let type = 'limit'; // all trades are still limit trades
let isYourOrder = this.safeValue (trade, 'is_your_order');
let takerOrMaker = 'taker';
if (typeof isYourOrder !== 'undefined')
if (isYourOrder)
takerOrMaker = 'maker';
let fee = this.calculateFee (symbol, type, side, amount, price, takerOrMaker);
return {
'id': id,
'order': order,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'type': type,
'side': side,
'price': price,
'amount': amount,
'fee': fee,
'info': trade,
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let request = {
'pair': market['id'],
};
if (typeof limit !== 'undefined')
request['limit'] = limit;
let response = await this.publicGetTradesPair (this.extend (request, params));
return this.parseTrades (response[market['id']], market, since, limit);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
if (type === 'market')
throw new ExchangeError (this.id + ' allows limit orders only');
await this.loadMarkets ();
let market = this.market (symbol);
let request = {
'pair': market['id'],
'type': side,
'amount': this.amountToPrecision (symbol, amount),
'rate': this.priceToPrecision (symbol, price),
};
price = parseFloat (price);
amount = parseFloat (amount);
let response = await this.privatePostTrade (this.extend (request, params));
let id = undefined;
let status = 'open';
let filled = 0.0;
let remaining = amount;
if ('return' in response) {
id = this.safeString (response['return'], this.getOrderIdKey ());
if (id === '0') {
id = this.safeString (response['return'], 'init_order_id');
status = 'closed';
}
filled = this.safeFloat (response['return'], 'received', 0.0);
remaining = this.safeFloat (response['return'], 'remains', amount);
}
let timestamp = this.milliseconds ();
let order = {
'id': id,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'status': status,
'symbol': symbol,
'type': type,
'side': side,
'price': price,
'cost': price * filled,
'amount': amount,
'remaining': remaining,
'filled': filled,
'fee': undefined,
// 'trades': this.parseTrades (order['trades'], market),
};
this.orders[id] = order;
return this.extend ({ 'info': response }, order);
}
getOrderIdKey () {
return 'order_id';
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
let response = undefined;
let request = {};
let idKey = this.getOrderIdKey ();
request[idKey] = id;
response = await this.privatePostCancelOrder (this.extend (request, params));
if (id in this.orders)
this.orders[id]['status'] = 'canceled';
return response;
}
parseOrderStatus (status) {
let statuses = {
'0': 'open',
'1': 'closed',
'2': 'canceled',
'3': 'canceled', // or partially-filled and still open? https://github.com/ccxt/ccxt/issues/1594
};
if (status in statuses)
return statuses[status];
return status;
}
parseOrder (order, market = undefined) {
let id = order['id'].toString ();
let status = this.safeString (order, 'status');
if (status !== 'undefined')
status = this.parseOrderStatus (status);
let timestamp = parseInt (order['timestamp_created']) * 1000;
let symbol = undefined;
if (!market)
market = this.markets_by_id[order['pair']];
if (market)
symbol = market['symbol'];
let remaining = undefined;
let amount = undefined;
let price = this.safeFloat (order, 'rate');
let filled = undefined;
let cost = undefined;
if ('start_amount' in order) {
amount = this.safeFloat (order, 'start_amount');
remaining = this.safeFloat (order, 'amount');
} else {
remaining = this.safeFloat (order, 'amount');
if (id in this.orders)
amount = this.orders[id]['amount'];
}
if (typeof amount !== 'undefined') {
if (typeof remaining !== 'undefined') {
filled = amount - remaining;
cost = price * filled;
}
}
let fee = undefined;
let result = {
'info': order,
'id': id,
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'type': 'limit',
'side': order['type'],
'price': price,
'cost': cost,
'amount': amount,
'remaining': remaining,
'filled': filled,
'status': status,
'fee': fee,
};
return result;
}
parseOrders (orders, market = undefined, since = undefined, limit = undefined) {
let ids = Object.keys (orders);
let result = [];
for (let i = 0; i < ids.length; i++) {
let id = ids[i];
let order = orders[id];
let extended = this.extend (order, { 'id': id });
result.push (this.parseOrder (extended, market));
}
return this.filterBySinceLimit (result, since, limit);
}
async fetchOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
let response = await this.privatePostOrderInfo (this.extend ({
'order_id': parseInt (id),
}, params));
id = id.toString ();
let newOrder = this.parseOrder (this.extend ({ 'id': id }, response['return'][id]));
let oldOrder = (id in this.orders) ? this.orders[id] : {};
this.orders[id] = this.extend (oldOrder, newOrder);
return this.orders[id];
}
updateCachedOrders (openOrders, symbol) {
// update local cache with open orders
// this will add unseen orders and overwrite existing ones
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 cachedOrderId = cachedOrderIds[k];
let cachedOrder = this.orders[cachedOrderId];
if (!(cachedOrderId 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 !== cachedOrder['symbol'])
continue;
// cached order is absent from the list of open orders -> mark the cached order as closed
if (cachedOrder['status'] === 'open') {
cachedOrder = this.extend (cachedOrder, {
'status': 'closed', // likewise it might have been canceled externally (unnoticed by "us")
'cost': undefined,
'filled': cachedOrder['amount'],
'remaining': 0.0,
});
if (typeof cachedOrder['cost'] === 'undefined') {
if (typeof cachedOrder['filled'] !== 'undefined')
cachedOrder['cost'] = cachedOrder['filled'] * cachedOrder['price'];
}
this.orders[cachedOrderId] = cachedOrder;
}
}
}
return this.toArray (this.orders);
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if ('fetchOrdersRequiresSymbol' in this.options)
if (this.options['fetchOrdersRequiresSymbol'])
if (typeof symbol === 'undefined')
throw new ExchangeError (this.id + ' fetchOrders requires a symbol argument');
await this.loadMarkets ();
let request = {};
let market = undefined;
if (typeof symbol !== 'undefined') {
let market = this.market (symbol);
request['pair'] = market['id'];
}
let response = await this.privatePostActiveOrders (this.extend (request, params));
// liqui etc can only return 'open' orders (i.e. no way to fetch 'closed' orders)
let openOrders = [];
if ('return' in response)
openOrders = this.parseOrders (response['return'], market);
let allOrders = this.updateCachedOrders (openOrders, symbol);
let result = this.filterBySymbol (allOrders, symbol);
return this.filterBySinceLimit (result, since, limit);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
let orders = await this.fetchOrders (symbol, since, limit, params);
return this.filterBy (orders, 'status', 'open');
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
let orders = await this.fetchOrders (symbol, since, limit, params);
return this.filterBy (orders, 'status', 'closed');
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = undefined;
let request = {
// 'from': 123456789, // trade ID, from which the display starts numerical 0 (test result: liqui ignores this field)
// 'count': 1000, // the number of trades for display numerical, default = 1000
// 'from_id': trade ID, from which the display starts numerical 0
// 'end_id': trade ID on which the display ends numerical ∞
// 'order': 'ASC', // sorting, default = DESC (test result: liqui ignores this field, most recent trade always goes last)
// 'since': 1234567890, // UTC start time, default = 0 (test result: liqui ignores this field)
// 'end': 1234567890, // UTC end time, default = ∞ (test result: liqui ignores this field)
// 'pair': 'eth_btc', // default = all markets
};
if (typeof symbol !== 'undefined') {
market = this.market (symbol);
request['pair'] = market['id'];
}
if (typeof limit !== 'undefined')
request['count'] = parseInt (limit);
if (typeof since !== 'undefined')
request['since'] = parseInt (since / 1000);
let response = await this.privatePostTradeHistory (this.extend (request, params));
let trades = [];
if ('return' in response)
trades = response['return'];
return this.parseTrades (trades, market, since, limit);
}
async withdraw (currency, amount, address, tag = undefined, params = {}) {
this.checkAddress (address);
await this.loadMarkets ();
let response = await this.privatePostWithdrawCoin (this.extend ({
'coinName': currency,
'amount': parseFloat (amount),
'address': address,
}, params));
return {
'info': response,
'id': response['return']['tId'],
};
}
signBodyWithSecret (body) {
return this.hmac (this.encode (body), this.encode (this.secret), 'sha512');
}
getVersionString () {
return '/' + this.version;
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let url = this.urls['api'][api];
let query = this.omit (params, this.extractParams (path));
if (api === 'private') {
this.checkRequiredCredentials ();
let nonce = this.nonce ();
body = this.urlencode (this.extend ({
'nonce': nonce,
'method': path,
}, query));
let signature = this.signBodyWithSecret (body);
headers = {
'Content-Type': 'application/x-www-form-urlencoded',
'Key': this.apiKey,
'Sign': signature,
};
} else if (api === 'public') {
url += this.getVersionString () + '/' + this.implodeParams (path, params);
if (Object.keys (query).length) {
url += '?' + this.urlencode (query);
}
} else {
url += '/' + this.implodeParams (path, params);
if (method === 'GET') {
if (Object.keys (query).length) {
url += '?' + this.urlencode (query);
}
} else {
if (Object.keys (query).length) {
body = this.json (query);
headers = {
'Content-Type': 'application/json',
};
}
}
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
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 ('success' in response) {
//
// 1 - Liqui only returns the integer 'success' key from their private API
//
// { "success": 1, ... } httpCode === 200
// { "success": 0, ... } httpCode === 200
//
// 2 - However, exchanges derived from Liqui, can return non-integers
//
// It can be a numeric string
// { "sucesss": "1", ... }
// { "sucesss": "0", ... }, httpCode >= 200 (can be 403, 502, etc)
//
// Or just a string
// { "success": "true", ... }
// { "success": "false", ... }, httpCode >= 200
//
// Or a boolean
// { "success": true, ... }
// { "success": false, ... }, httpCode >= 200
//
// 3 - Oversimplified, Python PEP8 forbids comparison operator (===) of different types
//
// 4 - We do not want to copy-paste and duplicate the code of this handler to other exchanges derived from Liqui
//
// To cover points 1, 2, 3 and 4 combined this handler should work like this:
//
let success = this.safeValue (response, 'success', false);
if (typeof success === 'string') {
if ((success === 'true') || (success === '1'))
success = true;
else
success = false;
}
if (!success) {
const code = this.safeString (response, 'code');
const message = this.safeString (response, 'error');
const feedback = this.id + ' ' + this.json (response);
const exceptions = this.exceptions;
if (code in exceptions) {
throw new exceptions[code] (feedback);
}
// need a second error map for these messages, apparently...
// in fact, we can use the same .exceptions with string-keys to save some loc here
if (message === 'invalid api key') {
throw new AuthenticationError (feedback);
} else if (message === 'invalid sign') {
throw new AuthenticationError (feedback);
} else if (message === 'api key dont have trade permission') {
throw new AuthenticationError (feedback);
} else if (message.indexOf ('invalid parameter') >= 0) { // errorCode 0, returned on buy(symbol, 0, 0)
throw new InvalidOrder (feedback);
} else if (message === 'invalid order') {
throw new InvalidOrder (feedback);
} else if (message === 'Requests too often') {
throw new DDoSProtection (feedback);
} else if (message === 'not available') {
throw new ExchangeNotAvailable (feedback);
} else if (message === 'data unavailable') {
throw new ExchangeNotAvailable (feedback);
} else if (message === 'external service unavailable') {
throw new ExchangeNotAvailable (feedback);
} else {
throw new ExchangeError (this.id + ' unknown "error" value: ' + this.json (response));
}
}
}
}
}
};