@madnai/ccxt
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A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
644 lines (614 loc) • 24.8 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, ArgumentsRequired } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class luno extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'luno',
'name': 'luno',
'countries': [ 'GB', 'SG', 'ZA' ],
'rateLimit': 1000,
'version': '1',
'has': {
'cancelOrder': true,
'CORS': false,
'createOrder': true,
'fetchAccounts': true,
'fetchBalance': true,
'fetchClosedOrders': true,
'fetchLedger': true,
'fetchMarkets': true,
'fetchMyTrades': true,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': true,
'fetchTicker': true,
'fetchTickers': true,
'fetchTrades': true,
'fetchTradingFee': true,
'fetchTradingFees': true,
},
'urls': {
'referral': 'https://www.luno.com/invite/44893A',
'logo': 'https://user-images.githubusercontent.com/1294454/27766607-8c1a69d8-5ede-11e7-930c-540b5eb9be24.jpg',
'api': 'https://api.luno.com/api',
'www': 'https://www.luno.com',
'doc': [
'https://www.luno.com/en/api',
'https://npmjs.org/package/bitx',
'https://github.com/bausmeier/node-bitx',
],
},
'api': {
'public': {
'get': [
'orderbook',
'orderbook_top',
'ticker',
'tickers',
'trades',
],
},
'private': {
'get': [
'accounts/{id}/pending',
'accounts/{id}/transactions',
'balance',
'beneficiaries',
'fee_info',
'funding_address',
'listorders',
'listtrades',
'orders/{id}',
'quotes/{id}',
'withdrawals',
'withdrawals/{id}',
],
'post': [
'accounts',
'accounts/{id}/name',
'postorder',
'marketorder',
'stoporder',
'funding_address',
'withdrawals',
'send',
'quotes',
'oauth2/grant',
],
'put': [
'accounts/{id}/name',
'quotes/{id}',
],
'delete': [
'quotes/{id}',
'withdrawals/{id}',
],
},
},
});
}
async fetchMarkets (params = {}) {
const response = await this.publicGetTickers (params);
const result = [];
for (let i = 0; i < response['tickers'].length; i++) {
const market = response['tickers'][i];
const id = market['pair'];
const baseId = id.slice (0, 3);
const quoteId = id.slice (3, 6);
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const symbol = base + '/' + quote;
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'info': market,
'active': undefined,
'precision': this.precision,
'limits': this.limits,
});
}
return result;
}
async fetchAccounts (params = {}) {
const response = await this.privateGetBalance (params);
const wallets = this.safeValue (response, 'balance', []);
const result = [];
for (let i = 0; i < wallets.length; i++) {
const account = wallets[i];
const accountId = this.safeString (account, 'account_id');
const currencyId = this.safeString (account, 'asset');
const code = this.safeCurrencyCode (currencyId);
result.push ({
'id': accountId,
'type': undefined,
'currency': code,
'info': account,
});
}
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
const response = await this.privateGetBalance (params);
const wallets = this.safeValue (response, 'balance', []);
const result = { 'info': response };
for (let i = 0; i < wallets.length; i++) {
const wallet = wallets[i];
const currencyId = this.safeString (wallet, 'asset');
const code = this.safeCurrencyCode (currencyId);
const reserved = this.safeFloat (wallet, 'reserved');
const unconfirmed = this.safeFloat (wallet, 'unconfirmed');
const balance = this.safeFloat (wallet, 'balance');
const account = this.account ();
account['used'] = this.sum (reserved, unconfirmed);
account['total'] = this.sum (balance, unconfirmed);
result[code] = account;
}
return this.parseBalance (result);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
let method = 'publicGetOrderbook';
if (limit !== undefined) {
if (limit <= 100) {
method += 'Top'; // get just the top of the orderbook when limit is low
}
}
const request = {
'pair': this.marketId (symbol),
};
const response = await this[method] (this.extend (request, params));
const timestamp = this.safeInteger (response, 'timestamp');
return this.parseOrderBook (response, timestamp, 'bids', 'asks', 'price', 'volume');
}
parseOrder (order, market = undefined) {
//
// {
// "base": "string",
// "completed_timestamp": "string",
// "counter": "string",
// "creation_timestamp": "string",
// "expiration_timestamp": "string",
// "fee_base": "string",
// "fee_counter": "string",
// "limit_price": "string",
// "limit_volume": "string",
// "order_id": "string",
// "pair": "string",
// "state": "PENDING",
// "type": "BID"
// }
//
const timestamp = this.safeInteger (order, 'creation_timestamp');
const status = (order['state'] === 'PENDING') ? 'open' : 'closed';
const side = (order['type'] === 'ASK') ? 'sell' : 'buy';
const marketId = this.safeString (order, 'pair');
const symbol = this.safeSymbol (marketId, market);
const price = this.safeFloat (order, 'limit_price');
const amount = this.safeFloat (order, 'limit_volume');
const quoteFee = this.safeFloat (order, 'fee_counter');
const baseFee = this.safeFloat (order, 'fee_base');
const filled = this.safeFloat (order, 'base');
const cost = this.safeFloat (order, 'counter');
let remaining = undefined;
if (amount !== undefined) {
if (filled !== undefined) {
remaining = Math.max (0, amount - filled);
}
}
const fee = { 'currency': undefined };
if (quoteFee) {
fee['cost'] = quoteFee;
if (market !== undefined) {
fee['currency'] = market['quote'];
}
} else {
fee['cost'] = baseFee;
if (market !== undefined) {
fee['currency'] = market['base'];
}
}
const id = this.safeString (order, 'order_id');
return {
'id': id,
'clientOrderId': undefined,
'datetime': this.iso8601 (timestamp),
'timestamp': timestamp,
'lastTradeTimestamp': undefined,
'status': status,
'symbol': symbol,
'type': undefined,
'side': side,
'price': price,
'amount': amount,
'filled': filled,
'cost': cost,
'remaining': remaining,
'trades': undefined,
'fee': fee,
'info': order,
'average': undefined,
};
}
async fetchOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'id': id,
};
const response = await this.privateGetOrdersId (this.extend (request, params));
return this.parseOrder (response);
}
async fetchOrdersByState (state = undefined, symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {};
let market = undefined;
if (state !== undefined) {
request['state'] = state;
}
if (symbol !== undefined) {
market = this.market (symbol);
request['pair'] = market['id'];
}
const response = await this.privateGetListorders (this.extend (request, params));
const orders = this.safeValue (response, 'orders', []);
return this.parseOrders (orders, market, since, limit);
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
return await this.fetchOrdersByState (undefined, symbol, since, limit, params);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
return await this.fetchOrdersByState ('PENDING', symbol, since, limit, params);
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
return await this.fetchOrdersByState ('COMPLETE', symbol, since, limit, params);
}
parseTicker (ticker, market = undefined) {
const timestamp = this.safeInteger (ticker, 'timestamp');
let symbol = undefined;
if (market) {
symbol = market['symbol'];
}
const last = this.safeFloat (ticker, 'last_trade');
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': this.safeFloat (ticker, 'rolling_24_hour_volume'),
'quoteVolume': undefined,
'info': ticker,
};
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
const response = await this.publicGetTickers (params);
const tickers = this.indexBy (response['tickers'], 'pair');
const ids = Object.keys (tickers);
const result = {};
for (let i = 0; i < ids.length; i++) {
const id = ids[i];
const market = this.safeMarket (id);
const symbol = market['symbol'];
const ticker = tickers[id];
result[symbol] = this.parseTicker (ticker, market);
}
return this.filterByArray (result, 'symbol', symbols);
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'pair': market['id'],
};
const response = await this.publicGetTicker (this.extend (request, params));
return this.parseTicker (response, market);
}
parseTrade (trade, market) {
// For public trade data (is_buy === True) indicates 'buy' side but for private trade data
// is_buy indicates maker or taker. The value of "type" (ASK/BID) indicate sell/buy side.
// Private trade data includes ID field which public trade data does not.
const orderId = this.safeString (trade, 'order_id');
let takerOrMaker = undefined;
let side = undefined;
if (orderId !== undefined) {
side = (trade['type'] === 'ASK') ? 'sell' : 'buy';
if (side === 'sell' && trade['is_buy']) {
takerOrMaker = 'maker';
} else if (side === 'buy' && !trade['is_buy']) {
takerOrMaker = 'maker';
} else {
takerOrMaker = 'taker';
}
} else {
side = trade['is_buy'] ? 'buy' : 'sell';
}
const feeBase = this.safeFloat (trade, 'fee_base');
const feeCounter = this.safeFloat (trade, 'fee_counter');
let feeCurrency = undefined;
let feeCost = undefined;
if (feeBase !== undefined) {
if (feeBase !== 0.0) {
feeCurrency = market['base'];
feeCost = feeBase;
}
} else if (feeCounter !== undefined) {
if (feeCounter !== 0.0) {
feeCurrency = market['quote'];
feeCost = feeCounter;
}
}
const timestamp = this.safeInteger (trade, 'timestamp');
return {
'info': trade,
'id': undefined,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': market['symbol'],
'order': orderId,
'type': undefined,
'side': side,
'takerOrMaker': takerOrMaker,
'price': this.safeFloat (trade, 'price'),
'amount': this.safeFloat (trade, 'volume'),
// Does not include potential fee costs
'cost': this.safeFloat (trade, 'counter'),
'fee': {
'cost': feeCost,
'currency': feeCurrency,
},
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'pair': market['id'],
};
if (since !== undefined) {
request['since'] = since;
}
const response = await this.publicGetTrades (this.extend (request, params));
const trades = this.safeValue (response, 'trades', []);
return this.parseTrades (trades, market, since, limit);
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' fetchMyTrades requires a symbol argument');
}
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'pair': market['id'],
};
if (since !== undefined) {
request['since'] = since;
}
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this.privateGetListtrades (this.extend (request, params));
const trades = this.safeValue (response, 'trades', []);
return this.parseTrades (trades, market, since, limit);
}
async fetchTradingFees (params = {}) {
await this.loadMarkets ();
const response = await this.privateGetFeeInfo (params);
return {
'info': response,
'maker': this.safeFloat (response, 'maker_fee'),
'taker': this.safeFloat (response, 'taker_fee'),
};
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
let method = 'privatePost';
const request = {
'pair': this.marketId (symbol),
};
if (type === 'market') {
method += 'Marketorder';
request['type'] = side.toUpperCase ();
if (side === 'buy') {
request['counter_volume'] = amount;
} else {
request['base_volume'] = amount;
}
} else {
method += 'Postorder';
request['volume'] = amount;
request['price'] = price;
request['type'] = (side === 'buy') ? 'BID' : 'ASK';
}
const response = await this[method] (this.extend (request, params));
return {
'info': response,
'id': response['order_id'],
};
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'order_id': id,
};
return await this.privatePostStoporder (this.extend (request, params));
}
async fetchLedgerByEntries (code = undefined, entry = -1, limit = 1, params = {}) {
// by default without entry number or limit number, return most recent entry
const since = undefined;
const request = {
'min_row': entry,
'max_row': this.sum (entry, limit),
};
return await this.fetchLedger (code, since, limit, this.extend (request, params));
}
async fetchLedger (code = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
await this.loadAccounts ();
let currency = undefined;
let id = this.safeString (params, 'id'); // account id
let min_row = this.safeValue (params, 'min_row');
let max_row = this.safeValue (params, 'max_row');
if (id === undefined) {
if (code === undefined) {
throw new ArgumentsRequired (this.id + ' fetchLedger() requires a currency code argument if no account id specified in params');
}
currency = this.currency (code);
const accountsByCurrencyCode = this.indexBy (this.accounts, 'currency');
const account = this.safeValue (accountsByCurrencyCode, code);
if (account === undefined) {
throw new ExchangeError (this.id + ' fetchLedger() could not find account id for ' + code);
}
id = account['id'];
}
if (min_row === undefined && max_row === undefined) {
max_row = 0; // Default to most recent transactions
min_row = -1000; // Maximum number of records supported
} else if (min_row === undefined || max_row === undefined) {
throw new ExchangeError (this.id + " fetchLedger() require both params 'max_row' and 'min_row' or neither to be defined");
}
if (limit !== undefined && max_row - min_row > limit) {
if (max_row <= 0) {
min_row = max_row - limit;
} else if (min_row > 0) {
max_row = min_row + limit;
}
}
if (max_row - min_row > 1000) {
throw new ExchangeError (this.id + " fetchLedger() requires the params 'max_row' - 'min_row' <= 1000");
}
const request = {
'id': id,
'min_row': min_row,
'max_row': max_row,
};
const response = await this.privateGetAccountsIdTransactions (this.extend (params, request));
const entries = this.safeValue (response, 'transactions', []);
return this.parseLedger (entries, currency, since, limit);
}
parseLedgerComment (comment) {
const words = comment.split (' ');
const types = {
'Withdrawal': 'fee',
'Trading': 'fee',
'Payment': 'transaction',
'Sent': 'transaction',
'Deposit': 'transaction',
'Received': 'transaction',
'Released': 'released',
'Reserved': 'reserved',
'Sold': 'trade',
'Bought': 'trade',
'Failure': 'failed',
};
let referenceId = undefined;
const firstWord = this.safeString (words, 0);
const thirdWord = this.safeString (words, 2);
const fourthWord = this.safeString (words, 3);
let type = this.safeString (types, firstWord, undefined);
if ((type === undefined) && (thirdWord === 'fee')) {
type = 'fee';
}
if ((type === 'reserved') && (fourthWord === 'order')) {
referenceId = this.safeString (words, 4);
}
return {
'type': type,
'referenceId': referenceId,
};
}
parseLedgerEntry (entry, currency = undefined) {
// const details = this.safeValue (entry, 'details', {});
const id = this.safeString (entry, 'row_index');
const account_id = this.safeString (entry, 'account_id');
const timestamp = this.safeValue (entry, 'timestamp');
const currencyId = this.safeString (entry, 'currency');
const code = this.safeCurrencyCode (currencyId, currency);
const available_delta = this.safeFloat (entry, 'available_delta');
const balance_delta = this.safeFloat (entry, 'balance_delta');
const after = this.safeFloat (entry, 'balance');
const comment = this.safeString (entry, 'description');
let before = after;
let amount = 0.0;
const result = this.parseLedgerComment (comment);
const type = result['type'];
const referenceId = result['referenceId'];
let direction = undefined;
let status = undefined;
if (balance_delta !== 0.0) {
before = after - balance_delta; // TODO: float precision
status = 'ok';
amount = Math.abs (balance_delta);
} else if (available_delta < 0.0) {
status = 'pending';
amount = Math.abs (available_delta);
} else if (available_delta > 0.0) {
status = 'canceled';
amount = Math.abs (available_delta);
}
if (balance_delta > 0 || available_delta > 0) {
direction = 'in';
} else if (balance_delta < 0 || available_delta < 0) {
direction = 'out';
}
return {
'id': id,
'direction': direction,
'account': account_id,
'referenceId': referenceId,
'referenceAccount': undefined,
'type': type,
'currency': code,
'amount': amount,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'before': before,
'after': after,
'status': status,
'fee': undefined,
'info': entry,
};
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let url = this.urls['api'] + '/' + this.version + '/' + this.implodeParams (path, params);
const query = this.omit (params, this.extractParams (path));
if (Object.keys (query).length) {
url += '?' + this.urlencode (query);
}
if (api === 'private') {
this.checkRequiredCredentials ();
const auth = this.stringToBase64 (this.apiKey + ':' + this.secret);
headers = {
'Authorization': 'Basic ' + this.decode (auth),
};
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
async request (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
const response = await this.fetch2 (path, api, method, params, headers, body);
if ('error' in response) {
throw new ExchangeError (this.id + ' ' + this.json (response));
}
return response;
}
};