@madnai/ccxt
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
1,272 lines (1,236 loc) • 47.9 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { PAD_WITH_ZERO } = require ('./base/functions/number');
const { InvalidOrder, InsufficientFunds, ExchangeError, ExchangeNotAvailable, DDoSProtection, BadRequest, NotSupported, InvalidAddress, AuthenticationError } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class idex extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'idex',
'name': 'IDEX',
'countries': [ 'US' ],
'rateLimit': 1500,
'version': 'v2',
'certified': true,
'pro': true,
'requiresWeb3': true,
'has': {
'cancelOrder': true,
'createOrder': true,
'fetchBalance': true,
'fetchMarkets': true,
'fetchCurrencies': true,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenOrders': true,
'fetchClosedOrders': true,
'fetchOrders': false,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchTicker': true,
'fetchTickers': true,
'fetchTrades': true,
'fetchTransactions': false,
'fetchDeposits': true,
'fetchWithdrawals': true,
'withdraw': true,
},
'timeframes': {
'1m': '1m',
'5m': '5m',
'15m': '15m',
'30m': '30m',
'1h': '1h',
'6h': '6h',
'1d': '1d',
},
'urls': {
'test': {
'public': 'https://api-sandbox.idex.io',
'private': 'https://api-sandbox.idex.io',
},
'logo': 'https://user-images.githubusercontent.com/51840849/94481303-2f222100-01e0-11eb-97dd-bc14c5943a86.jpg',
'api': {
'public': 'https://api.idex.io',
'private': 'https://api.idex.io',
},
'www': 'https://idex.io',
'doc': [
'https://docs.idex.io/',
],
},
'api': {
'public': {
'get': [
'ping',
'time',
'exchange',
'assets',
'markets',
'tickers',
'candles',
'trades',
'orderbook',
'wsToken',
],
},
'private': {
'get': [
'user',
'wallets',
'balances',
'orders',
'fills',
'deposits',
'withdrawals',
],
'post': [
'wallets',
'orders',
'orders/test',
'withdrawals',
],
'delete': [
'orders',
],
},
},
'options': {
'defaultTimeInForce': 'gtc',
'defaultSelfTradePrevention': 'cn',
},
'exceptions': {
'INVALID_ORDER_QUANTITY': InvalidOrder,
'INSUFFICIENT_FUNDS': InsufficientFunds,
'SERVICE_UNAVAILABLE': ExchangeNotAvailable,
'EXCEEDED_RATE_LIMIT': DDoSProtection,
'INVALID_PARAMETER': BadRequest,
'WALLET_NOT_ASSOCIATED': InvalidAddress,
'INVALID_WALLET_SIGNATURE': AuthenticationError,
},
'requiredCredentials': {
'walletAddress': true,
'privateKey': true,
'apiKey': true,
'secret': true,
},
'paddingMode': PAD_WITH_ZERO,
'commonCurrencies': {},
'requireCredentials': {
'privateKey': true,
'apiKey': true,
'secret': true,
},
});
}
async fetchMarkets (params = {}) {
// [
// {
// market: 'DIL-ETH',
// status: 'active',
// baseAsset: 'DIL',
// baseAssetPrecision: 8,
// quoteAsset: 'ETH',
// quoteAssetPrecision: 8
// }, ...
// ]
const response = await this.publicGetMarkets (params);
const result = [];
for (let i = 0; i < response.length; i++) {
const entry = response[i];
const marketId = this.safeString (entry, 'market');
const baseId = this.safeString (entry, 'baseAsset');
const quoteId = this.safeString (entry, 'quoteAsset');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const symbol = base + '/' + quote;
const basePrecision = this.safeInteger (entry, 'baseAssetPrecision');
const quotePrecision = this.safeInteger (entry, 'quoteAssetPrecision');
const status = this.safeString (entry, 'status');
const active = status === 'active';
const precision = {
'amount': basePrecision,
'price': quotePrecision,
};
result.push ({
'symbol': symbol,
'id': marketId,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'active': active,
'info': entry,
'precision': precision,
'limits': {
'amount': {
'min': Math.pow (10, -precision['amount']),
'max': undefined,
},
'price': {
'min': undefined,
'max': undefined,
},
'cost': {
'min': undefined,
'max': undefined,
},
},
});
}
return result;
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'market': market['id'],
};
// [
// {
// market: 'DIL-ETH',
// time: 1598367493008,
// open: '0.09695361',
// high: '0.10245881',
// low: '0.09572507',
// close: '0.09917079',
// closeQuantity: '0.71320950',
// baseVolume: '309.17380612',
// quoteVolume: '30.57633981',
// percentChange: '2.28',
// numTrades: 205,
// ask: '0.09910476',
// bid: '0.09688340',
// sequence: 3902
// }
// ]
const response = await this.publicGetTickers (this.extend (request, params));
const ticker = this.safeValue (response, 0);
return this.parseTicker (ticker, market);
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
// [
// {
// market: 'DIL-ETH',
// time: 1598367493008,
// open: '0.09695361',
// high: '0.10245881',
// low: '0.09572507',
// close: '0.09917079',
// closeQuantity: '0.71320950',
// baseVolume: '309.17380612',
// quoteVolume: '30.57633981',
// percentChange: '2.28',
// numTrades: 205,
// ask: '0.09910476',
// bid: '0.09688340',
// sequence: 3902
// }, ...
// ]
const response = await this.publicGetTickers (params);
return this.parseTickers (response, symbols);
}
parseTickers (rawTickers, symbols = undefined) {
const tickers = [];
for (let i = 0; i < rawTickers.length; i++) {
tickers.push (this.parseTicker (rawTickers[i]));
}
return this.filterByArray (tickers, 'symbol', symbols);
}
parseTicker (ticker, market = undefined) {
// {
// market: 'DIL-ETH',
// time: 1598367493008,
// open: '0.09695361',
// high: '0.10245881',
// low: '0.09572507',
// close: '0.09917079',
// closeQuantity: '0.71320950',
// baseVolume: '309.17380612',
// quoteVolume: '30.57633981',
// percentChange: '2.28',
// numTrades: 205,
// ask: '0.09910476',
// bid: '0.09688340',
// sequence: 3902
// }
const marketId = this.safeString (ticker, 'market');
const symbol = this.safeSymbol (marketId, market, '-');
const baseVolume = this.safeFloat (ticker, 'baseVolume');
const quoteVolume = this.safeFloat (ticker, 'quoteVolume');
const timestamp = this.safeInteger (ticker, 'time');
const open = this.safeFloat (ticker, 'open');
const high = this.safeFloat (ticker, 'high');
const low = this.safeFloat (ticker, 'low');
const close = this.safeFloat (ticker, 'close');
const ask = this.safeFloat (ticker, 'ask');
const bid = this.safeFloat (ticker, 'bid');
let percentage = this.safeFloat (ticker, 'percentChange');
if (percentage !== undefined) {
percentage = 1 + percentage / 100;
}
let change = undefined;
if ((close !== undefined) && (open !== undefined)) {
change = close - open;
}
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': high,
'low': low,
'bid': bid,
'bidVolume': undefined,
'ask': ask,
'askVolume': undefined,
'vwap': undefined,
'open': open,
'close': close,
'last': close,
'previousClose': undefined,
'change': change,
'percentage': percentage,
'average': undefined,
'baseVolume': baseVolume,
'quoteVolume': quoteVolume,
'info': ticker,
};
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'market': market['id'],
'interval': timeframe,
};
if (since !== undefined) {
request['start'] = since;
}
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this.publicGetCandles (this.extend (request, params));
if (Array.isArray (response)) {
// [
// {
// start: 1598345580000,
// open: '0.09771286',
// high: '0.09771286',
// low: '0.09771286',
// close: '0.09771286',
// volume: '1.45340410',
// sequence: 3853
// }, ...
// ]
return this.parseOHLCVs (response, market, timeframe, since, limit);
} else {
// {"nextTime":1595536440000}
return [];
}
}
parseOHLCV (ohlcv, market = undefined) {
// {
// start: 1598345580000,
// open: '0.09771286',
// high: '0.09771286',
// low: '0.09771286',
// close: '0.09771286',
// volume: '1.45340410',
// sequence: 3853
// }
const timestamp = this.safeInteger (ohlcv, 'start');
const open = this.safeFloat (ohlcv, 'open');
const high = this.safeFloat (ohlcv, 'high');
const low = this.safeFloat (ohlcv, 'low');
const close = this.safeFloat (ohlcv, 'close');
const volume = this.safeFloat (ohlcv, 'volume');
return [ timestamp, open, high, low, close, volume ];
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'market': market['id'],
};
if (since !== undefined) {
request['start'] = since;
}
if (limit !== undefined) {
request['limit'] = limit;
}
// [
// {
// fillId: 'b5467d00-b13e-3fa9-8216-dd66735550fc',
// price: '0.09771286',
// quantity: '1.45340410',
// quoteQuantity: '0.14201627',
// time: 1598345638994,
// makerSide: 'buy',
// sequence: 3853
// }, ...
// ]
const response = await this.publicGetTrades (this.extend (request, params));
return this.parseTrades (response, market, since, limit);
}
parseTrade (trade, market = undefined) {
// public trades
// {
// fillId: 'b5467d00-b13e-3fa9-8216-dd66735550fc',
// price: '0.09771286',
// quantity: '1.45340410',
// quoteQuantity: '0.14201627',
// time: 1598345638994,
// makerSide: 'buy',
// sequence: 3853
// }
// private trades
// {
// fillId: '48582d10-b9bb-3c4b-94d3-e67537cf2472',
// price: '0.09905990',
// quantity: '0.40000000',
// quoteQuantity: '0.03962396',
// time: 1598873478762,
// makerSide: 'sell',
// sequence: 5053,
// market: 'DIL-ETH',
// orderId: '7cdc8e90-eb7d-11ea-9e60-4118569f6e63',
// side: 'buy',
// fee: '0.00080000',
// feeAsset: 'DIL',
// gas: '0.00857497',
// liquidity: 'taker',
// txId: '0xeaa02b112c0b8b61bc02fa1776a2b39d6c614e287c1af90df0a2e591da573e65',
// txStatus: 'mined'
// }
const id = this.safeString (trade, 'fillId');
const price = this.safeFloat (trade, 'price');
const amount = this.safeFloat (trade, 'quantity');
const cost = this.safeFloat (trade, 'quoteQuantity');
const timestamp = this.safeInteger (trade, 'time');
const marketId = this.safeString (trade, 'market');
const symbol = this.safeSymbol (marketId, market, '-');
// this code handles the duality of public vs private trades
const makerSide = this.safeString (trade, 'makerSide');
const oppositeSide = (makerSide === 'buy') ? 'sell' : 'buy';
const side = this.safeString (trade, 'side', oppositeSide);
const takerOrMaker = this.safeString (trade, 'liquidity', 'taker');
const feeCost = this.safeFloat (trade, 'fee');
let fee = undefined;
if (feeCost !== undefined) {
const feeCurrencyId = this.safeString (trade, 'feeAsset');
fee = {
'cost': feeCost,
'currency': this.safeCurrencyCode (feeCurrencyId),
};
}
const orderId = this.safeString (trade, 'orderId');
return {
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'id': id,
'order': orderId,
'type': 'limit',
'side': side,
'takerOrMaker': takerOrMaker,
'price': price,
'amount': amount,
'cost': cost,
'fee': fee,
};
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'market': market['id'],
'level': 2,
};
if (limit !== undefined) {
request['limit'] = limit;
}
// {
// sequence: 36416753,
// bids: [
// [ '0.09672815', '8.22284267', 1 ],
// [ '0.09672814', '1.83685554', 1 ],
// [ '0.09672143', '4.10962617', 1 ],
// [ '0.09658884', '4.03863759', 1 ],
// [ '0.09653781', '3.35730684', 1 ],
// [ '0.09624660', '2.54163586', 1 ],
// [ '0.09617490', '1.93065030', 1 ]
// ],
// asks: [
// [ '0.09910476', '3.22840154', 1 ],
// [ '0.09940587', '3.39796593', 1 ],
// [ '0.09948189', '4.25088898', 1 ],
// [ '0.09958362', '2.42195784', 1 ],
// [ '0.09974393', '4.25234367', 1 ],
// [ '0.09995250', '3.40192141', 1 ]
// ]
// }
const response = await this.publicGetOrderbook (this.extend (request, params));
const nonce = this.safeInteger (response, 'sequence');
return {
'timestamp': undefined,
'datetime': undefined,
'nonce': nonce,
'bids': this.parseSide (response, 'bids'),
'asks': this.parseSide (response, 'asks'),
};
}
parseSide (book, side) {
const bookSide = this.safeValue (book, side, []);
const result = [];
for (let i = 0; i < bookSide.length; i++) {
const order = bookSide[i];
const price = this.safeFloat (order, 0);
const amount = this.safeFloat (order, 1);
const orderCount = this.safeInteger (order, 2);
result.push ([ price, amount, orderCount ]);
}
const descending = side === 'bids';
return this.sortBy (result, 0, descending);
}
async fetchCurrencies (params = {}) {
// [
// {
// name: 'Ether',
// symbol: 'ETH',
// contractAddress: '0x0000000000000000000000000000000000000000',
// assetDecimals: 18,
// exchangeDecimals: 8
// }, ..
// ]
const response = await this.publicGetAssets (params);
const result = {};
for (let i = 0; i < response.length; i++) {
const entry = response[i];
const name = this.safeString (entry, 'name');
const currencyId = this.safeString (entry, 'symbol');
const precision = this.safeInteger (entry, 'exchangeDecimals');
const code = this.safeCurrencyCode (currencyId);
const lot = Math.pow (-10, precision);
result[code] = {
'id': currencyId,
'code': code,
'info': entry,
'type': undefined,
'name': name,
'active': undefined,
'fee': undefined,
'precision': precision,
'limits': {
'amount': { 'min': lot, 'max': undefined },
'price': { 'min': lot, 'max': undefined },
'cost': { 'min': undefined, 'max': undefined },
'withdraw': { 'min': lot, 'max': undefined },
},
};
}
return result;
}
async fetchBalance (params = {}) {
this.checkRequiredCredentials ();
await this.loadMarkets ();
const nonce1 = this.uuidv1 ();
const request = {
'nonce': nonce1,
'wallet': this.walletAddress,
};
// [
// {
// asset: 'DIL',
// quantity: '0.00000000',
// availableForTrade: '0.00000000',
// locked: '0.00000000',
// usdValue: null
// }, ...
// ]
const extendedRequest = this.extend (request, params);
if (extendedRequest['wallet'] === undefined) {
throw new BadRequest (this.id + ' wallet is undefined, set this.walletAddress or "address" in params');
}
let response = undefined;
try {
response = await this.privateGetBalances (extendedRequest);
} catch (e) {
if (e instanceof InvalidAddress) {
const walletAddress = extendedRequest['wallet'];
await this.associateWallet (walletAddress);
response = await this.privateGetBalances (extendedRequest);
} else {
throw e;
}
}
const result = {
'info': response,
};
for (let i = 0; i < response.length; i++) {
const entry = response[i];
const currencyId = this.safeString (entry, 'asset');
const code = this.safeCurrencyCode (currencyId);
const total = this.safeFloat (entry, 'quantity');
const free = this.safeFloat (entry, 'availableForTrade');
const used = this.safeFloat (entry, 'locked');
result[code] = {
'free': free,
'used': used,
'total': total,
};
}
return this.parseBalance (result);
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
this.checkRequiredCredentials ();
await this.loadMarkets ();
let market = undefined;
const request = {
'nonce': this.uuidv1 (),
'wallet': this.walletAddress,
};
if (symbol !== undefined) {
market = this.market (symbol);
request['market'] = market['id'];
}
if (since !== undefined) {
request['start'] = since;
}
if (limit !== undefined) {
request['limit'] = limit;
}
// [
// {
// fillId: '48582d10-b9bb-3c4b-94d3-e67537cf2472',
// price: '0.09905990',
// quantity: '0.40000000',
// quoteQuantity: '0.03962396',
// time: 1598873478762,
// makerSide: 'sell',
// sequence: 5053,
// market: 'DIL-ETH',
// orderId: '7cdc8e90-eb7d-11ea-9e60-4118569f6e63',
// side: 'buy',
// fee: '0.00080000',
// feeAsset: 'DIL',
// gas: '0.00857497',
// liquidity: 'taker',
// txId: '0xeaa02b112c0b8b61bc02fa1776a2b39d6c614e287c1af90df0a2e591da573e65',
// txStatus: 'mined'
// }
// ]
const extendedRequest = this.extend (request, params);
if (extendedRequest['wallet'] === undefined) {
throw new BadRequest (this.id + ' walletAddress is undefined, set this.walletAddress or "address" in params');
}
let response = undefined;
try {
response = await this.privateGetFills (extendedRequest);
} catch (e) {
if (e instanceof InvalidAddress) {
const walletAddress = extendedRequest['wallet'];
await this.associateWallet (walletAddress);
response = await this.privateGetFills (extendedRequest);
} else {
throw e;
}
}
return this.parseTrades (response, market, since, limit);
}
async fetchOrder (id, symbol = undefined, params = {}) {
const request = {
'orderId': id,
};
return await this.fetchOrdersHelper (symbol, undefined, undefined, this.extend (request, params));
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
const request = {
'closed': false,
};
return await this.fetchOrdersHelper (symbol, since, limit, this.extend (request, params));
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
const request = {
'closed': true,
};
return await this.fetchOrdersHelper (symbol, since, limit, this.extend (request, params));
}
async fetchOrdersHelper (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'nonce': this.uuidv1 (),
'wallet': this.walletAddress,
};
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
request['market'] = market['id'];
}
if (since !== undefined) {
request['start'] = since;
}
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this.privateGetOrders (this.extend (request, params));
// fetchClosedOrders / fetchOpenOrders
// [
// {
// "market": "DIL-ETH",
// "orderId": "7cdc8e90-eb7d-11ea-9e60-4118569f6e63",
// "wallet": "0x0AB991497116f7F5532a4c2f4f7B1784488628e1",
// "time": 1598873478650,
// "status": "filled",
// "type": "limit",
// "side": "buy",
// "originalQuantity": "0.40000000",
// "executedQuantity": "0.40000000",
// "cumulativeQuoteQuantity": "0.03962396",
// "avgExecutionPrice": "0.09905990",
// "price": "1.00000000",
// "fills": [
// {
// "fillId": "48582d10-b9bb-3c4b-94d3-e67537cf2472",
// "price": "0.09905990",
// "quantity": "0.40000000",
// "quoteQuantity": "0.03962396",
// "time": 1598873478650,
// "makerSide": "sell",
// "sequence": 5053,
// "fee": "0.00080000",
// "feeAsset": "DIL",
// "gas": "0.00857497",
// "liquidity": "taker",
// "txId": "0xeaa02b112c0b8b61bc02fa1776a2b39d6c614e287c1af90df0a2e591da573e65",
// "txStatus": "mined"
// }
// ]
// }
// ]
// fetchOrder
// { market: 'DIL-ETH',
// orderId: '7cdc8e90-eb7d-11ea-9e60-4118569f6e63',
// wallet: '0x0AB991497116f7F5532a4c2f4f7B1784488628e1',
// time: 1598873478650,
// status: 'filled',
// type: 'limit',
// side: 'buy',
// originalQuantity: '0.40000000',
// executedQuantity: '0.40000000',
// cumulativeQuoteQuantity: '0.03962396',
// avgExecutionPrice: '0.09905990',
// price: '1.00000000',
// fills:
// [ { fillId: '48582d10-b9bb-3c4b-94d3-e67537cf2472',
// price: '0.09905990',
// quantity: '0.40000000',
// quoteQuantity: '0.03962396',
// time: 1598873478650,
// makerSide: 'sell',
// sequence: 5053,
// fee: '0.00080000',
// feeAsset: 'DIL',
// gas: '0.00857497',
// liquidity: 'taker',
// txId: '0xeaa02b112c0b8b61bc02fa1776a2b39d6c614e287c1af90df0a2e591da573e65',
// txStatus: 'mined' } ] }
if (Array.isArray (response)) {
return this.parseOrders (response, market, since, limit);
} else {
return this.parseOrder (response, market);
}
}
parseOrderStatus (status) {
// https://docs.idex.io/#order-states-amp-lifecycle
const statuses = {
'active': 'open',
'partiallyFilled': 'open',
'rejected': 'canceled',
'filled': 'closed',
};
return this.safeString (statuses, status, status);
}
parseOrder (order, market = undefined) {
// {
// "market": "DIL-ETH",
// "orderId": "7cdc8e90-eb7d-11ea-9e60-4118569f6e63",
// "wallet": "0x0AB991497116f7F5532a4c2f4f7B1784488628e1",
// "time": 1598873478650,
// "status": "filled",
// "type": "limit",
// "side": "buy",
// "originalQuantity": "0.40000000",
// "executedQuantity": "0.40000000",
// "cumulativeQuoteQuantity": "0.03962396",
// "avgExecutionPrice": "0.09905990",
// "price": "1.00000000",
// "fills": [
// {
// "fillId": "48582d10-b9bb-3c4b-94d3-e67537cf2472",
// "price": "0.09905990",
// "quantity": "0.40000000",
// "quoteQuantity": "0.03962396",
// "time": 1598873478650,
// "makerSide": "sell",
// "sequence": 5053,
// "fee": "0.00080000",
// "feeAsset": "DIL",
// "gas": "0.00857497",
// "liquidity": "taker",
// "txId": "0xeaa02b112c0b8b61bc02fa1776a2b39d6c614e287c1af90df0a2e591da573e65",
// "txStatus": "mined"
// }
// ]
// }
const timestamp = this.safeInteger (order, 'time');
const fills = this.safeValue (order, 'fills', []);
const id = this.safeString (order, 'orderId');
const clientOrderId = this.safeString (order, 'clientOrderId');
const marketId = this.safeString (order, 'market');
const side = this.safeString (order, 'side');
const symbol = this.safeSymbol (marketId, market, '-');
const trades = this.parseTrades (fills, market);
const type = this.safeString (order, 'type');
const amount = this.safeFloat (order, 'originalQuantity');
const filled = this.safeFloat (order, 'executedQuantity');
let remaining = undefined;
if ((amount !== undefined) && (filled !== undefined)) {
remaining = amount - filled;
}
const average = this.safeFloat (order, 'avgExecutionPrice');
const price = this.safeFloat (order, 'price', average); // for market orders
let cost = undefined;
if ((amount !== undefined) && (price !== undefined)) {
cost = amount * price;
}
const rawStatus = this.safeString (order, 'status');
const status = this.parseOrderStatus (rawStatus);
const fee = {
'currency': undefined,
'cost': undefined,
};
let lastTrade = undefined;
for (let i = 0; i < trades.length; i++) {
lastTrade = trades[i];
fee['currency'] = lastTrade['fee']['currency'];
fee['cost'] = this.sum (fee['cost'], lastTrade['fee']['cost']);
}
const lastTradeTimestamp = this.safeInteger (lastTrade, 'timestamp');
return {
'info': order,
'id': id,
'clientOrderId': clientOrderId,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': lastTradeTimestamp,
'symbol': symbol,
'type': type,
'timeInForce': undefined,
'side': side,
'price': price,
'amount': amount,
'cost': cost,
'average': average,
'filled': filled,
'remaining': remaining,
'status': status,
'fee': fee,
'trades': trades,
};
}
async associateWallet (walletAddress, params = {}) {
const nonce = this.uuidv1 ();
const noPrefix = this.remove0xPrefix (walletAddress);
const byteArray = [
this.base16ToBinary (nonce),
this.base16ToBinary (noPrefix),
];
const binary = this.binaryConcatArray (byteArray);
const hash = this.hash (binary, 'keccak', 'hex');
const signature = this.signMessageString (hash, this.privateKey);
// {
// address: '0x0AB991497116f7F5532a4c2f4f7B1784488628e1',
// totalPortfolioValueUsd: '0.00',
// time: 1598468353626
// }
const request = {
'parameters': {
'nonce': nonce,
'wallet': walletAddress,
},
'signature': signature,
};
const result = await this.privatePostWallets (request);
return result;
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
// https://docs.idex.io/#create-order
this.checkRequiredCredentials ();
await this.loadMarkets ();
const market = this.market (symbol);
const nonce = this.uuidv1 ();
let typeEnum = undefined;
let priceString = undefined;
if (type === 'limit') {
typeEnum = 1;
priceString = this.priceToPrecision (symbol, price);
} else if (type === 'market') {
typeEnum = 0;
}
let amountEnum = 0; // base quantity
if ('quoteOrderQuantity' in params) {
if (type !== 'market') {
throw new NotSupported (this.id + ' quoteOrderQuantity is not supported for ' + type + ' orders, only supported for market orders');
}
amountEnum = 1;
amount = this.safeFloat (params, 'quoteOrderQuantity');
}
const sideEnum = (side === 'buy') ? 0 : 1;
const walletBytes = this.remove0xPrefix (this.walletAddress);
const orderVersion = 1;
const amountString = this.amountToPrecision (symbol, amount);
// https://docs.idex.io/#time-in-force
const timeInForceEnums = {
'gtc': 0,
'ioc': 2,
'fok': 3,
};
const defaultTimeInForce = this.safeString (this.options, 'defaultTimeInForce', 'gtc');
const timeInForce = this.safeString (params, 'timeInForce', defaultTimeInForce);
let timeInForceEnum = undefined;
if (timeInForce in timeInForceEnums) {
timeInForceEnum = timeInForceEnums[timeInForce];
} else {
const allOptions = Object.keys (timeInForceEnums);
const asString = allOptions.join (', ');
throw new BadRequest (this.id + ' ' + timeInForce + ' is not a valid timeInForce, please choose one of ' + asString);
}
// https://docs.idex.io/#self-trade-prevention
const selfTradePreventionEnums = {
'dc': 0,
'co': 1,
'cn': 2,
'cb': 3,
};
const defaultSelfTradePrevention = this.safeString (this.options, 'defaultSelfTradePrevention', 'cn');
const selfTradePrevention = this.safeString (params, 'selfTradePrevention', defaultSelfTradePrevention);
let selfTradePreventionEnum = undefined;
if (selfTradePrevention in selfTradePreventionEnums) {
selfTradePreventionEnum = selfTradePreventionEnums[selfTradePrevention];
} else {
const allOptions = Object.keys (selfTradePreventionEnums);
const asString = allOptions.join (', ');
throw new BadRequest (this.id + ' ' + selfTradePrevention + ' is not a valid selfTradePrevention, please choose one of ' + asString);
}
const byteArray = [
this.numberToBE (orderVersion, 1),
this.base16ToBinary (nonce),
this.base16ToBinary (walletBytes),
this.stringToBinary (this.encode (market['id'])), // TODO: refactor to remove either encode or stringToBinary
this.numberToBE (typeEnum, 1),
this.numberToBE (sideEnum, 1),
this.stringToBinary (this.encode (amountString)),
this.numberToBE (amountEnum, 1),
];
if (type === 'limit') {
const encodedPrice = this.stringToBinary (this.encode (priceString));
byteArray.push (encodedPrice);
}
const clientOrderId = this.safeString (params, 'clientOrderId');
if (clientOrderId !== undefined) {
byteArray.push (this.stringToBinary (this.encode (clientOrderId)));
}
const after = [
this.numberToBE (timeInForceEnum, 1),
this.numberToBE (selfTradePreventionEnum, 1),
this.numberToBE (0, 8), // unused
];
const allBytes = this.arrayConcat (byteArray, after);
const binary = this.binaryConcatArray (allBytes);
const hash = this.hash (binary, 'keccak', 'hex');
const signature = this.signMessageString (hash, this.privateKey);
const request = {
'parameters': {
'nonce': nonce,
'market': market['id'],
'side': side,
'type': type,
'wallet': this.walletAddress,
'timeInForce': timeInForce,
'selfTradePrevention': selfTradePrevention,
},
'signature': signature,
};
if (type === 'limit') {
request['parameters']['price'] = priceString;
}
if (amountEnum === 0) {
request['parameters']['quantity'] = amountString;
} else {
request['parameters']['quoteOrderQuantity'] = amountString;
}
if (clientOrderId !== undefined) {
request['parameters']['clientOrderId'] = clientOrderId;
}
// {
// market: 'DIL-ETH',
// orderId: '7cdc8e90-eb7d-11ea-9e60-4118569f6e63',
// wallet: '0x0AB991497116f7F5532a4c2f4f7B1784488628e1',
// time: 1598873478650,
// status: 'filled',
// type: 'limit',
// side: 'buy',
// originalQuantity: '0.40000000',
// executedQuantity: '0.40000000',
// cumulativeQuoteQuantity: '0.03962396',
// price: '1.00000000',
// fills: [
// {
// fillId: '48582d10-b9bb-3c4b-94d3-e67537cf2472',
// price: '0.09905990',
// quantity: '0.40000000',
// quoteQuantity: '0.03962396',
// time: 1598873478650,
// makerSide: 'sell',
// sequence: 5053,
// fee: '0.00080000',
// feeAsset: 'DIL',
// gas: '0.00857497',
// liquidity: 'taker',
// txStatus: 'pending'
// }
// ],
// avgExecutionPrice: '0.09905990'
// }
// we don't use extend here because it is a signed endpoint
const response = await this.privatePostOrders (request);
return this.parseOrder (response, market);
}
async withdraw (code, amount, address, tag = undefined, params = {}) {
this.checkRequiredCredentials ();
await this.loadMarkets ();
const nonce = this.uuidv1 ();
const amountString = this.currencyToPrecision (code, amount);
const currency = this.currency (code);
const walletBytes = this.remove0xPrefix (this.walletAddress);
const byteArray = [
this.base16ToBinary (nonce),
this.base16ToBinary (walletBytes),
this.stringToBinary (this.encode (currency['id'])),
this.stringToBinary (this.encode (amountString)),
this.numberToBE (1, 1), // bool set to true
];
const binary = this.binaryConcatArray (byteArray);
const hash = this.hash (binary, 'keccak', 'hex');
const signature = this.signMessageString (hash, this.privateKey);
const request = {
'parameters': {
'nonce': nonce,
'wallet': address,
'asset': currency['id'],
'quantity': amountString,
},
'signature': signature,
};
// {
// withdrawalId: 'a61dcff0-ec4d-11ea-8b83-c78a6ecb3180',
// asset: 'ETH',
// assetContractAddress: '0x0000000000000000000000000000000000000000',
// quantity: '0.20000000',
// time: 1598962883190,
// fee: '0.00024000',
// txStatus: 'pending',
// txId: null
// }
const response = await this.privatePostWithdrawals (request);
const id = this.safeString (response, 'withdrawalId');
return {
'info': response,
'id': id,
};
}
async cancelOrder (id, symbol = undefined, params = {}) {
this.checkRequiredCredentials ();
await this.loadMarkets ();
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
}
const nonce = this.uuidv1 ();
const walletBytes = this.remove0xPrefix (this.walletAddress);
const byteArray = [
this.base16ToBinary (nonce),
this.base16ToBinary (walletBytes),
this.stringToBinary (this.encode (id)),
];
const binary = this.binaryConcatArray (byteArray);
const hash = this.hash (binary, 'keccak', 'hex');
const signature = this.signMessageString (hash, this.privateKey);
const request = {
'parameters': {
'nonce': nonce,
'wallet': this.walletAddress,
'orderId': id,
},
'signature': signature,
};
// [ { orderId: '688336f0-ec50-11ea-9842-b332f8a34d0e' } ]
const response = await this.privateDeleteOrders (this.extend (request, params));
const canceledOrder = this.safeValue (response, 0);
return this.parseOrder (canceledOrder, market);
}
handleErrors (code, reason, url, method, headers, body, response, requestHeaders, requestBody) {
const errorCode = this.safeString (response, 'code');
const message = this.safeString (response, 'message');
if (errorCode in this.exceptions) {
const Exception = this.exceptions[errorCode];
throw new Exception (this.id + ' ' + message);
}
if (errorCode !== undefined) {
throw new ExchangeError (this.id + ' ' + message);
}
}
async fetchDeposits (code = undefined, since = undefined, limit = undefined, params = {}) {
params = this.extend ({
'method': 'privateGetDeposits',
}, params);
return this.fetchTransactionsHelper (code, since, limit, params);
}
async fetchWithdrawals (code = undefined, since = undefined, limit = undefined, params = {}) {
params = this.extend ({
'method': 'privateGetWithdrawals',
}, params);
return this.fetchTransactionsHelper (code, since, limit, params);
}
async fetchTransactionsHelper (code = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const nonce = this.uuidv1 ();
const request = {
'nonce': nonce,
'wallet': this.walletAddress,
};
let currency = undefined;
if (code !== undefined) {
currency = this.currency (code);
request['asset'] = currency['id'];
}
if (since !== undefined) {
request['start'] = since;
}
if (limit !== undefined) {
request['limit'] = limit;
}
// [
// {
// depositId: 'e9970cc0-eb6b-11ea-9e89-09a5ebc1f98e',
// asset: 'ETH',
// quantity: '1.00000000',
// txId: '0xcd4aac3171d7131cc9e795568c67938675185ac17641553ef54c8a7c294c8142',
// txTime: 1598865853000,
// confirmationTime: 1598865930231
// }
// ]
const method = params['method'];
params = this.omit (params, 'method');
const response = await this[method] (this.extend (request, params));
return this.parseTransactions (response, currency, since, limit);
}
parseTransactionStatus (status) {
const statuses = {
'mined': 'ok',
};
return this.safeString (statuses, status, status);
}
parseTransaction (transaction, currency = undefined) {
// fetchDeposits
// {
// depositId: 'e9970cc0-eb6b-11ea-9e89-09a5ebc1f98f',
// asset: 'ETH',
// quantity: '1.00000000',
// txId: '0xcd4aac3171d7131cc9e795568c67938675185ac17641553ef54c8a7c294c8142',
// txTime: 1598865853000,
// confirmationTime: 1598865930231
// }
// fetchWithdrwalas
// {
// withdrawalId: 'a62d8760-ec4d-11ea-9fa6-47904c19499b',
// asset: 'ETH',
// assetContractAddress: '0x0000000000000000000000000000000000000000',
// quantity: '0.20000000',
// time: 1598962883288,
// fee: '0.00024000',
// txId: '0x305e9cdbaa85ad029f50578d13d31d777c085de573ed5334d95c19116d8c03ce',
// txStatus: 'mined'
// }
let type = undefined;
if ('depositId' in transaction) {
type = 'deposit';
} else if ('withdrawalId' in transaction) {
type = 'withdrawal';
}
const id = this.safeString2 (transaction, 'depositId', 'withdrawId');
const code = this.safeCurrencyCode (this.safeString (transaction, 'asset'), currency);
const amount = this.safeFloat (transaction, 'quantity');
const txid = this.safeString (transaction, 'txId');
const timestamp = this.safeInteger (transaction, 'txTime');
let fee = undefined;
if ('fee' in transaction) {
fee = {
'cost': this.safeFloat (transaction, 'fee'),
'currency': 'ETH',
};
}
const rawStatus = this.safeString (transaction, 'txStatus');
const status = this.parseTransactionStatus (rawStatus);
const updated = this.safeInteger (transaction, 'confirmationTime');
return {
'info': transaction,
'id': id,
'txid': txid,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'address': undefined,
'tag': undefined,
'type': type,
'amount': amount,
'currency': code,
'status': status,
'updated': updated,
'fee': fee,
};
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
const version = this.safeString (this.options, 'version', 'v1');
let url = this.urls['api'][api] + '/' + version + '/' + path;
const keys = Object.keys (params);
const length = keys.length;
let query = undefined;
if (length > 0) {
if (method === 'GET') {
query = this.urlencode (params);
url = url + '?' + query;
} else {
body = this.json (params);
}
}
headers = {
'Content-Type': 'application/json',
};
if (this.apiKey !== undefined) {
headers['IDEX-API-Key'] = this.apiKey;
}
if (api === 'private') {
let payload = undefined;
if (method === 'GET') {
payload = query;
} else {
payload = body;
}
headers['IDEX-HMAC-Signature'] = this.hmac (this.encode (payload), this.encode (this.secret), 'sha256', 'hex');
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
};