@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, RequestTimeout, AuthenticationError, DDoSProtection, InsufficientFunds, OrderNotFound, OrderNotCached, InvalidOrder, CancelPending, InvalidNonce } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class poloniex extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'poloniex',
'name': 'Poloniex',
'countries': 'US',
'rateLimit': 1000, // up to 6 calls per second
'has': {
'createDepositAddress': true,
'fetchDepositAddress': true,
'CORS': false,
'editOrder': true,
'createMarketOrder': false,
'fetchOHLCV': true,
'fetchMyTrades': true,
'fetchOrder': 'emulated',
'fetchOrders': 'emulated',
'fetchOpenOrders': true,
'fetchClosedOrders': 'emulated',
'fetchTickers': true,
'fetchTradingFees': true,
'fetchCurrencies': true,
'withdraw': true,
},
'timeframes': {
'5m': 300,
'15m': 900,
'30m': 1800,
'2h': 7200,
'4h': 14400,
'1d': 86400,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27766817-e9456312-5ee6-11e7-9b3c-b628ca5626a5.jpg',
'api': {
'public': 'https://poloniex.com/public',
'private': 'https://poloniex.com/tradingApi',
},
'www': 'https://poloniex.com',
'doc': [
'https://poloniex.com/support/api/',
'http://pastebin.com/dMX7mZE0',
],
'fees': 'https://poloniex.com/fees',
},
'api': {
'public': {
'get': [
'return24hVolume',
'returnChartData',
'returnCurrencies',
'returnLoanOrders',
'returnOrderBook',
'returnTicker',
'returnTradeHistory',
],
},
'private': {
'post': [
'buy',
'cancelLoanOffer',
'cancelOrder',
'closeMarginPosition',
'createLoanOffer',
'generateNewAddress',
'getMarginPosition',
'marginBuy',
'marginSell',
'moveOrder',
'returnActiveLoans',
'returnAvailableAccountBalances',
'returnBalances',
'returnCompleteBalances',
'returnDepositAddresses',
'returnDepositsWithdrawals',
'returnFeeInfo',
'returnLendingHistory',
'returnMarginAccountSummary',
'returnOpenLoanOffers',
'returnOpenOrders',
'returnOrderTrades',
'returnTradableBalances',
'returnTradeHistory',
'sell',
'toggleAutoRenew',
'transferBalance',
'withdraw',
],
},
},
'fees': {
'trading': {
'maker': 0.0015,
'taker': 0.0025,
},
'funding': {},
},
'limits': {
'amount': {
'min': 0.00000001,
'max': 1000000000,
},
'price': {
'min': 0.00000001,
'max': 1000000000,
},
'cost': {
'min': 0.00000000,
'max': 1000000000,
},
},
'precision': {
'amount': 8,
'price': 8,
},
'commonCurrencies': {
'BTM': 'Bitmark',
'STR': 'XLM',
'BCC': 'BTCtalkcoin',
},
});
}
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': parseFloat (this.feeToPrecision (symbol, cost)),
};
}
parseOHLCV (ohlcv, market = undefined, timeframe = '5m', since = undefined, limit = undefined) {
return [
ohlcv['date'] * 1000,
ohlcv['open'],
ohlcv['high'],
ohlcv['low'],
ohlcv['close'],
ohlcv['quoteVolume'],
];
}
async fetchOHLCV (symbol, timeframe = '5m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
if (!since)
since = 0;
let request = {
'currencyPair': market['id'],
'period': this.timeframes[timeframe],
'start': parseInt (since / 1000),
};
if (typeof limit !== 'undefined')
request['end'] = this.sum (request['start'], limit * this.timeframes[timeframe]);
let response = await this.publicGetReturnChartData (this.extend (request, params));
return this.parseOHLCVs (response, market, timeframe, since, limit);
}
async fetchMarkets () {
let markets = await this.publicGetReturnTicker ();
let keys = Object.keys (markets);
let result = [];
for (let p = 0; p < keys.length; p++) {
let id = keys[p];
let market = markets[id];
let [ quote, base ] = id.split ('_');
base = this.commonCurrencyCode (base);
quote = this.commonCurrencyCode (quote);
let symbol = base + '/' + quote;
result.push (this.extend (this.fees['trading'], {
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'active': true,
'precision': {
'amount': 8,
'price': 8,
},
'limits': {
'amount': {
'min': 0.00000001,
'max': 1000000000,
},
'price': {
'min': 0.00000001,
'max': 1000000000,
},
'cost': {
'min': 0.00000000,
'max': 1000000000,
},
},
'info': market,
}));
}
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
let balances = await this.privatePostReturnCompleteBalances (this.extend ({
'account': 'all',
}, params));
let result = { 'info': balances };
let currencies = Object.keys (balances);
for (let c = 0; c < currencies.length; c++) {
let id = currencies[c];
let balance = balances[id];
let currency = this.commonCurrencyCode (id);
let account = {
'free': parseFloat (balance['available']),
'used': parseFloat (balance['onOrders']),
'total': 0.0,
};
account['total'] = this.sum (account['free'], account['used']);
result[currency] = account;
}
return this.parseBalance (result);
}
async fetchTradingFees (params = {}) {
await this.loadMarkets ();
let fees = await this.privatePostReturnFeeInfo ();
return {
'info': fees,
'maker': this.safeFloat (fees, 'makerFee'),
'taker': this.safeFloat (fees, 'takerFee'),
'withdraw': {},
'deposit': {},
};
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
let request = {
'currencyPair': this.marketId (symbol),
};
if (typeof limit !== 'undefined')
request['depth'] = limit; // 100
let response = await this.publicGetReturnOrderBook (this.extend (request, params));
let orderbook = this.parseOrderBook (response);
orderbook['nonce'] = this.safeInteger (response, 'sec');
return orderbook;
}
parseTicker (ticker, market = undefined) {
let timestamp = this.milliseconds ();
let symbol = undefined;
if (market)
symbol = market['symbol'];
let open = undefined;
let change = undefined;
let average = undefined;
let last = this.safeFloat (ticker, 'last');
let relativeChange = this.safeFloat (ticker, 'percentChange');
if (relativeChange !== -1) {
open = last / this.sum (1, relativeChange);
change = last - open;
average = this.sum (last, open) / 2;
}
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeFloat (ticker, 'high24hr'),
'low': this.safeFloat (ticker, 'low24hr'),
'bid': this.safeFloat (ticker, 'highestBid'),
'bidVolume': undefined,
'ask': this.safeFloat (ticker, 'lowestAsk'),
'askVolume': undefined,
'vwap': undefined,
'open': open,
'close': last,
'last': last,
'previousClose': undefined,
'change': change,
'percentage': relativeChange * 100,
'average': average,
'baseVolume': this.safeFloat (ticker, 'quoteVolume'),
'quoteVolume': this.safeFloat (ticker, 'baseVolume'),
'info': ticker,
};
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
let tickers = await this.publicGetReturnTicker (params);
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 = tickers[id];
result[symbol] = this.parseTicker (ticker, market);
}
return result;
}
async fetchCurrencies (params = {}) {
let currencies = await this.publicGetReturnCurrencies (params);
let ids = Object.keys (currencies);
let result = {};
for (let i = 0; i < ids.length; i++) {
let id = ids[i];
let currency = currencies[id];
// todo: will need to rethink the fees
// to add support for multiple withdrawal/deposit methods and
// differentiated fees for each particular method
let precision = 8; // default precision, todo: fix "magic constants"
let code = this.commonCurrencyCode (id);
let active = (currency['delisted'] === 0);
let status = (currency['disabled']) ? 'disabled' : 'ok';
if (status !== 'ok')
active = false;
result[code] = {
'id': id,
'code': code,
'info': currency,
'name': currency['name'],
'active': active,
'status': status,
'fee': this.safeFloat (currency, 'txFee'), // todo: redesign
'precision': precision,
'limits': {
'amount': {
'min': Math.pow (10, -precision),
'max': Math.pow (10, precision),
},
'price': {
'min': Math.pow (10, -precision),
'max': Math.pow (10, precision),
},
'cost': {
'min': undefined,
'max': undefined,
},
'withdraw': {
'min': currency['txFee'],
'max': Math.pow (10, precision),
},
},
};
}
return result;
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let tickers = await this.publicGetReturnTicker (params);
let ticker = tickers[market['id']];
return this.parseTicker (ticker, market);
}
parseTrade (trade, market = undefined) {
let timestamp = this.parse8601 (trade['date']);
let symbol = undefined;
let base = undefined;
let quote = undefined;
if ((!market) && ('currencyPair' in trade)) {
let currencyPair = trade['currencyPair'];
if (currencyPair in this.markets_by_id) {
market = this.markets_by_id[currencyPair];
} else {
let parts = currencyPair.split ('_');
quote = parts[0];
base = parts[1];
symbol = base + '/' + quote;
}
}
if (market) {
symbol = market['symbol'];
base = market['base'];
quote = market['quote'];
}
let side = trade['type'];
let fee = undefined;
let cost = this.safeFloat (trade, 'total');
let amount = this.safeFloat (trade, 'amount');
if ('fee' in trade) {
let rate = this.safeFloat (trade, 'fee');
let feeCost = undefined;
let currency = undefined;
if (side === 'buy') {
currency = base;
feeCost = amount * rate;
} else {
currency = quote;
if (typeof cost !== 'undefined')
feeCost = cost * rate;
}
fee = {
'type': undefined,
'rate': rate,
'cost': feeCost,
'currency': currency,
};
}
return {
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'id': this.safeString (trade, 'tradeID'),
'order': this.safeString (trade, 'orderNumber'),
'type': 'limit',
'side': side,
'price': this.safeFloat (trade, 'rate'),
'amount': amount,
'cost': cost,
'fee': fee,
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let request = {
'currencyPair': market['id'],
};
if (typeof since !== 'undefined') {
request['start'] = parseInt (since / 1000);
request['end'] = this.seconds (); // last 50000 trades by default
}
let trades = await this.publicGetReturnTradeHistory (this.extend (request, params));
return this.parseTrades (trades, market, since, limit);
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = undefined;
if (symbol)
market = this.market (symbol);
let pair = market ? market['id'] : 'all';
let request = { 'currencyPair': pair };
if (typeof since !== 'undefined') {
request['start'] = parseInt (since / 1000);
request['end'] = this.seconds ();
}
// limit is disabled (does not really work as expected)
if (limit)
request['limit'] = parseInt (limit);
let response = await this.privatePostReturnTradeHistory (this.extend (request, params));
let result = [];
if (market) {
result = this.parseTrades (response, market);
} else {
if (response) {
let ids = Object.keys (response);
for (let i = 0; i < ids.length; i++) {
let id = ids[i];
let market = undefined;
if (id in this.markets_by_id)
market = this.markets_by_id[id];
let trades = this.parseTrades (response[id], market);
for (let j = 0; j < trades.length; j++) {
result.push (trades[j]);
}
}
}
}
return this.filterBySinceLimit (result, since, limit);
}
parseOrder (order, market = undefined) {
let timestamp = this.safeInteger (order, 'timestamp');
if (!timestamp)
timestamp = this.parse8601 (order['date']);
let trades = undefined;
if ('resultingTrades' in order)
trades = this.parseTrades (order['resultingTrades'], market);
let symbol = undefined;
if (market)
symbol = market['symbol'];
let price = this.safeFloat (order, 'price');
let remaining = this.safeFloat (order, 'amount');
let amount = this.safeFloat (order, 'startingAmount', remaining);
let filled = undefined;
let cost = 0;
if (typeof amount !== 'undefined') {
if (typeof remaining !== 'undefined') {
filled = amount - remaining;
if (typeof price !== 'undefined')
cost = filled * price;
}
}
if (typeof filled === 'undefined') {
if (typeof trades !== 'undefined') {
filled = 0;
cost = 0;
for (let i = 0; i < trades.length; i++) {
let trade = trades[i];
let tradeAmount = trade['amount'];
let tradePrice = trade['price'];
filled = this.sum (filled, tradeAmount);
cost += tradePrice * tradeAmount;
}
}
}
return {
'info': order,
'id': order['orderNumber'],
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'status': order['status'],
'symbol': symbol,
'type': order['type'],
'side': order['side'],
'price': price,
'cost': cost,
'amount': amount,
'filled': filled,
'remaining': remaining,
'trades': trades,
'fee': undefined,
};
}
parseOpenOrders (orders, market, result = []) {
for (let i = 0; i < orders.length; i++) {
let order = orders[i];
let extended = this.extend (order, {
'status': 'open',
'type': 'limit',
'side': order['type'],
'price': order['rate'],
});
result.push (this.parseOrder (extended, market));
}
return result;
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = undefined;
if (symbol)
market = this.market (symbol);
let pair = market ? market['id'] : 'all';
let response = await this.privatePostReturnOpenOrders (this.extend ({
'currencyPair': pair,
}));
let openOrders = [];
if (market) {
openOrders = this.parseOpenOrders (response, market, openOrders);
} else {
let marketIds = Object.keys (response);
for (let i = 0; i < marketIds.length; i++) {
let marketId = marketIds[i];
let orders = response[marketId];
let m = this.markets_by_id[marketId];
openOrders = this.parseOpenOrders (orders, m, openOrders);
}
}
for (let j = 0; j < openOrders.length; j++) {
this.orders[openOrders[j]['id']] = openOrders[j];
}
let openOrdersIndexedById = this.indexBy (openOrders, 'id');
let cachedOrderIds = Object.keys (this.orders);
let result = [];
for (let k = 0; k < cachedOrderIds.length; k++) {
let id = cachedOrderIds[k];
if (id in openOrdersIndexedById) {
this.orders[id] = this.extend (this.orders[id], openOrdersIndexedById[id]);
} else {
let order = this.orders[id];
if (order['status'] === 'open') {
order = this.extend (order, {
'status': 'closed',
'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;
}
}
let order = this.orders[id];
if (market) {
if (order['symbol'] === symbol)
result.push (order);
} else {
result.push (order);
}
}
return this.filterBySinceLimit (result, since, limit);
}
async fetchOrder (id, symbol = undefined, params = {}) {
let since = this.safeValue (params, 'since');
let limit = this.safeValue (params, 'limit');
let request = this.omit (params, [ 'since', 'limit' ]);
let orders = await this.fetchOrders (symbol, since, limit, request);
for (let i = 0; i < orders.length; i++) {
if (orders[i]['id'] === id)
return orders[i];
}
throw new OrderNotCached (this.id + ' order id ' + id.toString () + ' is not in "open" state and not found in cache');
}
filterOrdersByStatus (orders, status) {
let result = [];
for (let i = 0; i < orders.length; i++) {
if (orders[i]['status'] === status)
result.push (orders[i]);
}
return result;
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
let orders = await this.fetchOrders (symbol, since, limit, params);
return this.filterOrdersByStatus (orders, 'open');
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
let orders = await this.fetchOrders (symbol, since, limit, params);
return this.filterOrdersByStatus (orders, 'closed');
}
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 method = 'privatePost' + this.capitalize (side);
let market = this.market (symbol);
price = parseFloat (price);
amount = parseFloat (amount);
let response = await this[method] (this.extend ({
'currencyPair': market['id'],
'rate': this.priceToPrecision (symbol, price),
'amount': this.amountToPrecision (symbol, amount),
}, params));
let timestamp = this.milliseconds ();
let order = this.parseOrder (this.extend ({
'timestamp': timestamp,
'status': 'open',
'type': type,
'side': side,
'price': price,
'amount': amount,
}, response), market);
let id = order['id'];
this.orders[id] = order;
return this.extend ({ 'info': response }, order);
}
async editOrder (id, symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
price = parseFloat (price);
let request = {
'orderNumber': id,
'rate': this.priceToPrecision (symbol, price),
};
if (typeof amount !== 'undefined') {
amount = parseFloat (amount);
request['amount'] = this.amountToPrecision (symbol, amount);
}
let response = await this.privatePostMoveOrder (this.extend (request, params));
let result = undefined;
if (id in this.orders) {
this.orders[id]['status'] = 'canceled';
let newid = response['orderNumber'];
this.orders[newid] = this.extend (this.orders[id], {
'id': newid,
'price': price,
'status': 'open',
});
if (typeof amount !== 'undefined')
this.orders[newid]['amount'] = amount;
result = this.extend (this.orders[newid], { 'info': response });
} else {
let market = undefined;
if (symbol)
market = this.market (symbol);
result = this.parseOrder (response, market);
this.orders[result['id']] = result;
}
return result;
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
let response = undefined;
try {
response = await this.privatePostCancelOrder (this.extend ({
'orderNumber': id,
}, params));
} catch (e) {
if (e instanceof CancelPending) {
// A request to cancel the order has been sent already.
// If we then attempt to cancel the order the second time
// before the first request is processed the exchange will
// throw a CancelPending exception. Poloniex won't show the
// order in the list of active (open) orders and the cached
// order will be marked as 'closed' (see #1801 for details).
// To avoid that we proactively mark the order as 'canceled'
// here. If for some reason the order does not get canceled
// and still appears in the active list then the order cache
// will eventually get back in sync on a call to `fetchOrder`.
if (id in this.orders)
this.orders[id]['status'] = 'canceled';
}
throw e;
}
if (id in this.orders)
this.orders[id]['status'] = 'canceled';
return response;
}
async fetchOrderStatus (id, symbol = undefined) {
await this.loadMarkets ();
let orders = await this.fetchOpenOrders (symbol);
let indexed = this.indexBy (orders, 'id');
return (id in indexed) ? 'open' : 'closed';
}
async fetchOrderTrades (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
let trades = await this.privatePostReturnOrderTrades (this.extend ({
'orderNumber': id,
}, params));
return this.parseTrades (trades);
}
async createDepositAddress (code, params = {}) {
let currency = this.currency (code);
let response = await this.privatePostGenerateNewAddress ({
'currency': currency['id'],
});
let address = undefined;
if (response['success'] === 1)
address = this.safeString (response, 'response');
this.checkAddress (address);
return {
'currency': code,
'address': address,
'status': 'ok',
'info': response,
};
}
async fetchDepositAddress (code, params = {}) {
let currency = this.currency (code);
let response = await this.privatePostReturnDepositAddresses ();
let currencyId = currency['id'];
let address = this.safeString (response, currencyId);
this.checkAddress (address);
let status = address ? 'ok' : 'none';
return {
'currency': code,
'address': address,
'status': status,
'info': response,
};
}
async withdraw (code, amount, address, tag = undefined, params = {}) {
this.checkAddress (address);
await this.loadMarkets ();
let currency = this.currency (code);
let request = {
'currency': currency['id'],
'amount': amount,
'address': address,
};
if (tag)
request['paymentId'] = tag;
let result = await this.privatePostWithdraw (this.extend (request, params));
return {
'info': result,
'id': result['response'],
};
}
nonce () {
return this.milliseconds ();
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let url = this.urls['api'][api];
let query = this.extend ({ 'command': path }, params);
if (api === 'public') {
url += '?' + this.urlencode (query);
} else {
this.checkRequiredCredentials ();
query['nonce'] = this.nonce ();
body = this.urlencode (query);
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 };
}
handleErrors (code, reason, url, method, headers, body) {
let response = undefined;
try {
response = JSON.parse (body);
} catch (e) {
// syntax error, resort to default error handler
return;
}
if ('error' in response) {
const error = response['error'];
const feedback = this.id + ' ' + this.json (response);
if (error === 'Invalid order number, or you are not the person who placed the order.') {
throw new OrderNotFound (feedback);
} else if (error === 'Connection timed out. Please try again.') {
throw new RequestTimeout (feedback);
} else if (error === 'Internal error. Please try again.') {
throw new ExchangeNotAvailable (feedback);
} else if (error === 'Order not found, or you are not the person who placed it.') {
throw new OrderNotFound (feedback);
} else if (error === 'Invalid API key/secret pair.') {
throw new AuthenticationError (feedback);
} else if (error === 'Please do not make more than 8 API calls per second.') {
throw new DDoSProtection (feedback);
} else if (error.indexOf ('Total must be at least') >= 0) {
throw new InvalidOrder (feedback);
} else if (error.indexOf ('Not enough') >= 0) {
throw new InsufficientFunds (feedback);
} else if (error.indexOf ('Nonce must be greater') >= 0) {
throw new InvalidNonce (feedback);
} else if (error.indexOf ('You have already called cancelOrder or moveOrder on this order.') >= 0) {
throw new CancelPending (feedback);
} else {
throw new ExchangeError (this.id + ': unknown error: ' + this.json (response));
}
}
}
};