@proton/ccxt
Version:
A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 130+ exchanges
1,192 lines (1,189 loc) • 77.4 kB
JavaScript
'use strict';
var gemini$1 = require('./abstract/gemini.js');
var errors = require('./base/errors.js');
var Precise = require('./base/Precise.js');
var number = require('./base/functions/number.js');
var sha512 = require('./static_dependencies/noble-hashes/sha512.js');
// ---------------------------------------------------------------------------
// ---------------------------------------------------------------------------
class gemini extends gemini$1 {
describe() {
return this.deepExtend(super.describe(), {
'id': 'gemini',
'name': 'Gemini',
'countries': ['US'],
// 600 requests a minute = 10 requests per second => 1000ms / 10 = 100ms between requests (private endpoints)
// 120 requests a minute = 2 requests per second => ( 1000ms / rateLimit ) / 2 = 5 (public endpoints)
'rateLimit': 100,
'version': 'v1',
'pro': true,
'has': {
'CORS': undefined,
'spot': true,
'margin': false,
'swap': false,
'future': false,
'option': false,
'addMargin': false,
'cancelOrder': true,
'createDepositAddress': true,
'createMarketOrder': false,
'createOrder': true,
'createReduceOnlyOrder': false,
'fetchBalance': true,
'fetchBidsAsks': false,
'fetchBorrowRate': false,
'fetchBorrowRateHistories': false,
'fetchBorrowRateHistory': false,
'fetchBorrowRates': false,
'fetchBorrowRatesPerSymbol': false,
'fetchClosedOrders': false,
'fetchCurrencies': true,
'fetchDepositAddress': true,
'fetchDepositAddressesByNetwork': true,
'fetchDepositsWithdrawals': true,
'fetchFundingHistory': false,
'fetchFundingRate': false,
'fetchFundingRateHistory': false,
'fetchFundingRates': false,
'fetchIndexOHLCV': false,
'fetchLeverage': false,
'fetchLeverageTiers': false,
'fetchMarginMode': false,
'fetchMarkets': true,
'fetchMarkOHLCV': false,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenInterestHistory': false,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': false,
'fetchPosition': false,
'fetchPositionMode': false,
'fetchPositions': false,
'fetchPositionsRisk': false,
'fetchPremiumIndexOHLCV': false,
'fetchTicker': true,
'fetchTickers': true,
'fetchTrades': true,
'fetchTradingFee': false,
'fetchTradingFees': true,
'fetchTransactions': true,
'postOnly': true,
'reduceMargin': false,
'setLeverage': false,
'setMarginMode': false,
'setPositionMode': false,
'withdraw': true,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27816857-ce7be644-6096-11e7-82d6-3c257263229c.jpg',
'api': {
'public': 'https://api.gemini.com',
'private': 'https://api.gemini.com',
'web': 'https://docs.gemini.com',
'webExchange': 'https://exchange.gemini.com',
},
'www': 'https://gemini.com/',
'doc': [
'https://docs.gemini.com/rest-api',
'https://docs.sandbox.gemini.com',
],
'test': {
'public': 'https://api.sandbox.gemini.com',
'private': 'https://api.sandbox.gemini.com',
// use the true doc instead of the sandbox doc
// since they differ in parsing
// https://github.com/ccxt/ccxt/issues/7874
// https://github.com/ccxt/ccxt/issues/7894
'web': 'https://docs.gemini.com',
},
'fees': [
'https://gemini.com/api-fee-schedule',
'https://gemini.com/trading-fees',
'https://gemini.com/transfer-fees',
],
},
'api': {
'webExchange': {
'get': [
'',
],
},
'web': {
'get': [
'rest-api',
],
},
'public': {
'get': {
'v1/symbols': 5,
'v1/symbols/details/{symbol}': 5,
'v1/staking/rates': 5,
'v1/pubticker/{symbol}': 5,
'v2/ticker/{symbol}': 5,
'v2/candles/{symbol}/{timeframe}': 5,
'v1/trades/{symbol}': 5,
'v1/auction/{symbol}': 5,
'v1/auction/{symbol}/history': 5,
'v1/pricefeed': 5,
'v1/book/{symbol}': 5,
'v1/earn/rates': 5,
},
},
'private': {
'post': {
'v1/staking/unstake': 1,
'v1/staking/stake': 1,
'v1/staking/rewards': 1,
'v1/staking/history': 1,
'v1/order/new': 1,
'v1/order/cancel': 1,
'v1/wrap/{symbol}': 1,
'v1/order/cancel/session': 1,
'v1/order/cancel/all': 1,
'v1/order/status': 1,
'v1/orders': 1,
'v1/mytrades': 1,
'v1/notionalvolume': 1,
'v1/tradevolume': 1,
'v1/clearing/new': 1,
'v1/clearing/status': 1,
'v1/clearing/cancel': 1,
'v1/clearing/confirm': 1,
'v1/balances': 1,
'v1/balances/staking': 1,
'v1/notionalbalances/{currency}': 1,
'v1/transfers': 1,
'v1/addresses/{network}': 1,
'v1/deposit/{network}/newAddress': 1,
'v1/deposit/{currency}/newAddress': 1,
'v1/withdraw/{currency}': 1,
'v1/account/transfer/{currency}': 1,
'v1/payments/addbank': 1,
'v1/payments/methods': 1,
'v1/payments/sen/withdraw': 1,
'v1/balances/earn': 1,
'v1/earn/interest': 1,
'v1/earn/history': 1,
'v1/approvedAddresses/{network}/request': 1,
'v1/approvedAddresses/account/{network}': 1,
'v1/approvedAddresses/{network}/remove': 1,
'v1/account': 1,
'v1/account/create': 1,
'v1/account/list': 1,
'v1/heartbeat': 1,
},
},
},
'precisionMode': number.TICK_SIZE,
'fees': {
'trading': {
'taker': 0.004,
'maker': 0.002,
},
},
'httpExceptions': {
'400': errors.BadRequest,
'403': errors.PermissionDenied,
'404': errors.OrderNotFound,
'406': errors.InsufficientFunds,
'429': errors.RateLimitExceeded,
'500': errors.ExchangeError,
'502': errors.ExchangeNotAvailable,
'503': errors.OnMaintenance, // The exchange is down for maintenance
},
'timeframes': {
'1m': '1m',
'5m': '5m',
'15m': '15m',
'30m': '30m',
'1h': '1hr',
'6h': '6hr',
'1d': '1day',
},
'exceptions': {
'exact': {
'AuctionNotOpen': errors.BadRequest,
'ClientOrderIdTooLong': errors.BadRequest,
'ClientOrderIdMustBeString': errors.BadRequest,
'ConflictingOptions': errors.BadRequest,
'EndpointMismatch': errors.BadRequest,
'EndpointNotFound': errors.BadRequest,
'IneligibleTiming': errors.BadRequest,
'InsufficientFunds': errors.InsufficientFunds,
'InvalidJson': errors.BadRequest,
'InvalidNonce': errors.InvalidNonce,
'InvalidOrderType': errors.InvalidOrder,
'InvalidPrice': errors.InvalidOrder,
'InvalidQuantity': errors.InvalidOrder,
'InvalidSide': errors.InvalidOrder,
'InvalidSignature': errors.AuthenticationError,
'InvalidSymbol': errors.BadRequest,
'InvalidTimestampInPayload': errors.BadRequest,
'Maintenance': errors.OnMaintenance,
'MarketNotOpen': errors.InvalidOrder,
'MissingApikeyHeader': errors.AuthenticationError,
'MissingOrderField': errors.InvalidOrder,
'MissingRole': errors.AuthenticationError,
'MissingPayloadHeader': errors.AuthenticationError,
'MissingSignatureHeader': errors.AuthenticationError,
'NoSSL': errors.AuthenticationError,
'OptionsMustBeArray': errors.BadRequest,
'OrderNotFound': errors.OrderNotFound,
'RateLimit': errors.RateLimitExceeded,
'System': errors.ExchangeError,
'UnsupportedOption': errors.BadRequest, // This order execution option is not supported.
},
'broad': {
'The Gemini Exchange is currently undergoing maintenance.': errors.OnMaintenance,
'We are investigating technical issues with the Gemini Exchange.': errors.ExchangeNotAvailable, // We are investigating technical issues with the Gemini Exchange. Please check https://status.gemini.com/ for more information.
},
},
'options': {
'fetchMarketsMethod': 'fetch_markets_from_web',
'fetchMarketFromWebRetries': 10,
'fetchMarketsFromAPI': {
'fetchDetailsForAllSymbols': false,
'fetchDetailsForMarketIds': [],
},
'fetchMarkets': {
'webApiEnable': true,
'webApiRetries': 10,
},
'fetchCurrencies': {
'webApiEnable': true,
'webApiRetries': 10,
},
'fetchUsdtMarkets': ['btcusdt', 'ethusdt'],
'fetchTickerMethod': 'fetchTickerV1',
'networkIds': {
'bitcoin': 'BTC',
'ethereum': 'ERC20',
'bitcoincash': 'BCH',
'litecoin': 'LTC',
'zcash': 'ZEC',
'filecoin': 'FIL',
'dogecoin': 'DOGE',
'tezos': 'XTZ',
'avalanche': 'AVALANCHE_X',
'solana': 'SOLANA',
'cosmos': 'COSMOS',
'polkadot': 'POLKADOT',
},
'networks': {
'BTC': 'bitcoin',
'ETH': 'ethereum',
'ERC20': 'ethereum',
'BCH': 'bitcoincash',
'LTC': 'litecoin',
'ZCASH': 'zcash',
'ZEC': 'zcash',
'FILECOIN': 'filecoin',
'FIL': 'filecoin',
'DOGECOIN': 'dogecoin',
'DOGE': 'dogecoin',
'TEZOS': 'tezos',
'XTZ': 'tezos',
'AVALANCHE_X': 'avalanche',
'SOLANA': 'solana',
'COSMOS': 'cosmos',
'POLKADOT': 'polkadot',
},
'nonce': 'milliseconds', // if getting a Network 400 error change to seconds
},
});
}
async fetchCurrencies(params = {}) {
/**
* @method
* @name gemini#fetchCurrencies
* @description fetches all available currencies on an exchange
* @param {object} params extra parameters specific to the endpoint
* @returns {object} an associative dictionary of currencies
*/
return await this.fetchCurrenciesFromWeb(params);
}
async fetchCurrenciesFromWeb(params = {}) {
/**
* @method
* @name gemini#fetchCurrenciesFromWeb
* @description fetches all available currencies on an exchange
* @param {object} params extra parameters specific to the endpoint
* @returns {object} an associative dictionary of currencies
*/
const data = await this.fetchWebEndpoint('fetchCurrencies', 'webExchangeGet', true, '="currencyData">', '</script>');
if (data === undefined) {
return undefined;
}
//
// {
// "tradingPairs": [
// [ "BTCAUD", 2, 8, "0.00001", 10, true ],
// ...
// ],
// "currencies": [
// [ "ORCA", "Orca", 204, 6, 0, 6, 8, false, null, "solana" ], // as confirmed, precisions seem to be the 5th index
// [ "ATOM", "Cosmos", 44, 6, 0, 6, 8, false, null, "cosmos" ],
// [ "ETH", "Ether", 2, 6, 0, 18, 8, false, null, "ethereum" ],
// [ "GBP", "Pound Sterling", 22, 2, 2, 2, 2, true, '£', null ],
// ...
// ],
// "networks": [
// [ "solana", "SOL", "Solana" ],
// [ "zcash", "ZEC", "Zcash" ],
// [ "tezos", "XTZ", "Tezos" ],
// [ "cosmos", "ATOM", "Cosmos" ],
// [ "ethereum", "ETH", "Ethereum" ],
// ...
// ]
// }
//
const result = {};
const currenciesArray = this.safeValue(data, 'currencies', []);
for (let i = 0; i < currenciesArray.length; i++) {
const currency = currenciesArray[i];
const id = this.safeString(currency, 0);
const code = this.safeCurrencyCode(id);
const type = this.safeString(currency, 7) ? 'fiat' : 'crypto';
const precision = this.parseNumber(this.parsePrecision(this.safeString(currency, 5)));
const networks = {};
const networkId = this.safeString(currency, 9);
const networkCode = this.networkIdToCode(networkId);
networks[networkCode] = {
'info': currency,
'id': networkId,
'network': networkCode,
'active': undefined,
'deposit': undefined,
'withdraw': undefined,
'fee': undefined,
'precision': precision,
'limits': {
'deposit': {
'min': undefined,
'max': undefined,
},
'withdraw': {
'min': undefined,
'max': undefined,
},
},
};
result[code] = {
'info': currency,
'id': id,
'code': code,
'name': this.safeString(currency, 1),
'active': undefined,
'deposit': undefined,
'withdraw': undefined,
'fee': undefined,
'type': type,
'precision': precision,
'limits': {
'deposit': {
'min': undefined,
'max': undefined,
},
'withdraw': {
'min': undefined,
'max': undefined,
},
},
'networks': networks,
};
}
return result;
}
async fetchMarkets(params = {}) {
/**
* @method
* @name gemini#fetchMarkets
* @description retrieves data on all markets for gemini
* @param {object} params extra parameters specific to the exchange api endpoint
* @returns {[object]} an array of objects representing market data
*/
const method = this.safeValue(this.options, 'fetchMarketsMethod', 'fetch_markets_from_api');
if (method === 'fetch_markets_from_web') {
const usdMarkets = await this.fetchMarketsFromWeb(params); // get usd markets
const usdtMarkets = await this.fetchUSDTMarkets(params); // get usdt markets
return this.arrayConcat(usdMarkets, usdtMarkets);
}
return await this.fetchMarketsFromAPI(params);
}
async fetchMarketsFromWeb(params = {}) {
const data = await this.fetchWebEndpoint('fetchMarkets', 'webGetRestApi', false, '<h1 id="symbols-and-minimums">Symbols and minimums</h1>');
const error = this.id + ' fetchMarketsFromWeb() the API doc HTML markup has changed, breaking the parser of order limits and precision info for markets.';
const tables = data.split('tbody>');
const numTables = tables.length;
if (numTables < 2) {
throw new errors.NotSupported(error);
}
const rows = tables[1].split("\n<tr>\n"); // eslint-disable-line quotes
const numRows = rows.length;
if (numRows < 2) {
throw new errors.NotSupported(error);
}
const result = [];
// skip the first element (empty string)
for (let i = 1; i < numRows; i++) {
const row = rows[i];
const cells = row.split("</td>\n"); // eslint-disable-line quotes
const numCells = cells.length;
if (numCells < 5) {
throw new errors.NotSupported(error);
}
// [
// '<td>btcusd', // currency
// '<td>0.00001 BTC (1e-5)', // min order size
// '<td>0.00000001 BTC (1e-8)', // tick size
// '<td>0.01 USD', // quote currency price increment
// '</tr>'
// ]
const marketId = cells[0].replace('<td>', '');
// const base = this.safeCurrencyCode (baseId);
const minAmountString = cells[1].replace('<td>', '');
const minAmountParts = minAmountString.split(' ');
const minAmount = this.safeNumber(minAmountParts, 0);
const amountPrecisionString = cells[2].replace('<td>', '');
const amountPrecisionParts = amountPrecisionString.split(' ');
const idLength = marketId.length - 0;
const startingIndex = idLength - 3;
const pricePrecisionString = cells[3].replace('<td>', '');
const pricePrecisionParts = pricePrecisionString.split(' ');
const quoteId = this.safeStringLower(pricePrecisionParts, 1, marketId.slice(startingIndex, idLength));
const baseId = this.safeStringLower(amountPrecisionParts, 1, marketId.replace(quoteId, ''));
const base = this.safeCurrencyCode(baseId);
const quote = this.safeCurrencyCode(quoteId);
result.push({
'id': marketId,
'symbol': base + '/' + quote,
'base': base,
'quote': quote,
'settle': undefined,
'baseId': baseId,
'quoteId': quoteId,
'settleId': undefined,
'type': 'spot',
'spot': true,
'margin': false,
'swap': false,
'future': false,
'option': false,
'active': undefined,
'contract': false,
'linear': undefined,
'inverse': undefined,
'contractSize': undefined,
'expiry': undefined,
'expiryDatetime': undefined,
'strike': undefined,
'optionType': undefined,
'precision': {
'amount': this.safeNumber(amountPrecisionParts, 0),
'price': this.safeNumber(pricePrecisionParts, 0),
},
'limits': {
'leverage': {
'min': undefined,
'max': undefined,
},
'amount': {
'min': minAmount,
'max': undefined,
},
'price': {
'min': undefined,
'max': undefined,
},
'cost': {
'min': undefined,
'max': undefined,
},
},
'info': row,
});
}
return result;
}
parseMarketActive(status) {
const statuses = {
'open': true,
'closed': false,
'cancel_only': true,
'post_only': true,
'limit_only': true,
};
return this.safeValue(statuses, status, true);
}
async fetchUSDTMarkets(params = {}) {
// these markets can't be scrapped and fetchMarketsFrom api does an extra call
// to load market ids which we don't need here
if ('test' in this.urls) {
return []; // sandbox does not have usdt markets
}
const fetchUsdtMarkets = this.safeValue(this.options, 'fetchUsdtMarkets', []);
const result = [];
for (let i = 0; i < fetchUsdtMarkets.length; i++) {
const marketId = fetchUsdtMarkets[i];
const request = {
'symbol': marketId,
};
// don't use Promise.all here, for some reason the exchange can't handle it and crashes
const rawResponse = await this.publicGetV1SymbolsDetailsSymbol(this.extend(request, params));
result.push(this.parseMarket(rawResponse));
}
return result;
}
async fetchMarketsFromAPI(params = {}) {
const response = await this.publicGetV1Symbols(params);
//
// [
// "btcusd",
// "linkusd",
// ...
// ]
//
const result = {};
for (let i = 0; i < response.length; i++) {
const marketId = response[i];
const market = {
'symbol': marketId,
};
result[marketId] = this.parseMarket(market);
}
const options = this.safeValue(this.options, 'fetchMarketsFromAPI', {});
const fetchDetailsForAllSymbols = this.safeValue(options, 'fetchDetailsForAllSymbols', false);
const fetchDetailsForMarketIds = this.safeValue(options, 'fetchDetailsForMarketIds', []);
let promises = [];
let marketIds = [];
if (fetchDetailsForAllSymbols) {
marketIds = response;
}
else {
marketIds = fetchDetailsForMarketIds;
}
for (let i = 0; i < marketIds.length; i++) {
const marketId = marketIds[i];
const method = 'publicGetV1SymbolsDetailsSymbol';
const request = {
'symbol': marketId,
};
promises.push(this[method](this.extend(request, params)));
//
// {
// "symbol": "BTCUSD",
// "base_currency": "BTC",
// "quote_currency": "USD",
// "tick_size": 1E-8,
// "quote_increment": 0.01,
// "min_order_size": "0.00001",
// "status": "open",
// "wrap_enabled": false
// }
//
}
promises = await Promise.all(promises);
for (let i = 0; i < promises.length; i++) {
const responseInner = promises[i];
const marketId = this.safeStringLower(responseInner, 'symbol');
result[marketId] = this.parseMarket(responseInner);
}
return this.toArray(result);
}
parseMarket(response) {
const marketId = this.safeStringLower(response, 'symbol');
let baseId = this.safeString(response, 'base_currency');
let quoteId = this.safeString(response, 'quote_currency');
if (baseId === undefined) {
const idLength = marketId.length - 0;
const isUSDT = marketId.indexOf('usdt') !== -1;
const quoteSize = isUSDT ? 4 : 3;
baseId = marketId.slice(0, idLength - quoteSize); // Not true for all markets
quoteId = marketId.slice(idLength - quoteSize, idLength);
}
const base = this.safeCurrencyCode(baseId);
const quote = this.safeCurrencyCode(quoteId);
const status = this.safeString(response, 'status');
return {
'id': marketId,
'symbol': base + '/' + quote,
'base': base,
'quote': quote,
'settle': undefined,
'baseId': baseId,
'quoteId': quoteId,
'settleId': undefined,
'type': 'spot',
'spot': true,
'margin': false,
'swap': false,
'future': false,
'option': false,
'active': this.parseMarketActive(status),
'contract': false,
'linear': undefined,
'inverse': undefined,
'contractSize': undefined,
'expiry': undefined,
'expiryDatetime': undefined,
'strike': undefined,
'optionType': undefined,
'precision': {
'price': this.safeNumber(response, 'quote_increment'),
'amount': this.safeNumber(response, 'tick_size'),
},
'limits': {
'leverage': {
'min': undefined,
'max': undefined,
},
'amount': {
'min': this.safeNumber(response, 'min_order_size'),
'max': undefined,
},
'price': {
'min': undefined,
'max': undefined,
},
'cost': {
'min': undefined,
'max': undefined,
},
},
'info': response,
};
}
async fetchOrderBook(symbol, limit = undefined, params = {}) {
/**
* @method
* @name gemini#fetchOrderBook
* @description fetches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @param {string} symbol unified symbol of the market to fetch the order book for
* @param {int|undefined} limit the maximum amount of order book entries to return
* @param {object} params extra parameters specific to the gemini api endpoint
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
*/
await this.loadMarkets();
const market = this.market(symbol);
const request = {
'symbol': market['id'],
};
if (limit !== undefined) {
request['limit_bids'] = limit;
request['limit_asks'] = limit;
}
const response = await this.publicGetV1BookSymbol(this.extend(request, params));
return this.parseOrderBook(response, market['symbol'], undefined, 'bids', 'asks', 'price', 'amount');
}
async fetchTickerV1(symbol, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const request = {
'symbol': market['id'],
};
const response = await this.publicGetV1PubtickerSymbol(this.extend(request, params));
//
// {
// "bid":"9117.95",
// "ask":"9117.96",
// "volume":{
// "BTC":"1615.46861748",
// "USD":"14727307.57545006088",
// "timestamp":1594982700000
// },
// "last":"9115.23"
// }
//
return this.parseTicker(response, market);
}
async fetchTickerV2(symbol, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const request = {
'symbol': market['id'],
};
const response = await this.publicGetV2TickerSymbol(this.extend(request, params));
//
// {
// "symbol":"BTCUSD",
// "open":"9080.58",
// "high":"9184.53",
// "low":"9063.56",
// "close":"9116.08",
// // Hourly prices descending for past 24 hours
// "changes":["9117.33","9105.69","9106.23","9120.35","9098.57","9114.53","9113.55","9128.01","9113.63","9133.49","9133.49","9137.75","9126.73","9103.91","9119.33","9123.04","9124.44","9117.57","9114.22","9102.33","9076.67","9074.72","9074.97","9092.05"],
// "bid":"9115.86",
// "ask":"9115.87"
// }
//
return this.parseTicker(response, market);
}
async fetchTickerV1AndV2(symbol, params = {}) {
const tickerA = await this.fetchTickerV1(symbol, params);
const tickerB = await this.fetchTickerV2(symbol, params);
return this.deepExtend(tickerA, {
'open': tickerB['open'],
'high': tickerB['high'],
'low': tickerB['low'],
'change': tickerB['change'],
'percentage': tickerB['percentage'],
'average': tickerB['average'],
'info': tickerB['info'],
});
}
async fetchTicker(symbol, params = {}) {
/**
* @method
* @name gemini#fetchTicker
* @description fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @param {object} params extra parameters specific to the gemini api endpoint
* @param {object} params.fetchTickerMethod 'fetchTickerV2', 'fetchTickerV1' or 'fetchTickerV1AndV2' - 'fetchTickerV1' for original ccxt.gemini.fetchTicker - 'fetchTickerV1AndV2' for 2 api calls to get the result of both fetchTicker methods - default = 'fetchTickerV1'
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
const method = this.safeValue(this.options, 'fetchTickerMethod', 'fetchTickerV1');
return await this[method](symbol, params);
}
parseTicker(ticker, market = undefined) {
//
// fetchTickers
//
// {
// "pair": "BATUSD",
// "price": "0.20687",
// "percentChange24h": "0.0146"
// }
//
// fetchTickerV1
//
// {
// "bid":"9117.95",
// "ask":"9117.96",
// "volume":{
// "BTC":"1615.46861748",
// "USD":"14727307.57545006088",
// "timestamp":1594982700000
// },
// "last":"9115.23"
// }
//
// fetchTickerV2
//
// {
// "symbol":"BTCUSD",
// "open":"9080.58",
// "high":"9184.53",
// "low":"9063.56",
// "close":"9116.08",
// // Hourly prices descending for past 24 hours
// "changes":["9117.33","9105.69","9106.23","9120.35","9098.57","9114.53","9113.55","9128.01","9113.63","9133.49","9133.49","9137.75","9126.73","9103.91","9119.33","9123.04","9124.44","9117.57","9114.22","9102.33","9076.67","9074.72","9074.97","9092.05"],
// "bid":"9115.86",
// "ask":"9115.87"
// }
//
const volume = this.safeValue(ticker, 'volume', {});
const timestamp = this.safeInteger(volume, 'timestamp');
let symbol = undefined;
const marketId = this.safeStringLower(ticker, 'pair');
market = this.safeMarket(marketId, market);
let baseId = undefined;
let quoteId = undefined;
let base = undefined;
let quote = undefined;
if ((marketId !== undefined) && (market === undefined)) {
const idLength = marketId.length - 0;
if (idLength === 7) {
baseId = marketId.slice(0, 4);
quoteId = marketId.slice(4, 7);
}
else {
baseId = marketId.slice(0, 3);
quoteId = marketId.slice(3, 6);
}
base = this.safeCurrencyCode(baseId);
quote = this.safeCurrencyCode(quoteId);
symbol = base + '/' + quote;
}
if ((symbol === undefined) && (market !== undefined)) {
symbol = market['symbol'];
baseId = this.safeStringUpper(market, 'baseId');
quoteId = this.safeStringUpper(market, 'quoteId');
}
const price = this.safeString(ticker, 'price');
const last = this.safeString2(ticker, 'last', 'close', price);
const percentage = this.safeString(ticker, 'percentChange24h');
const open = this.safeString(ticker, 'open');
const baseVolume = this.safeString(volume, baseId);
const quoteVolume = this.safeString(volume, quoteId);
return this.safeTicker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'high': this.safeString(ticker, 'high'),
'low': this.safeString(ticker, 'low'),
'bid': this.safeString(ticker, 'bid'),
'bidVolume': undefined,
'ask': this.safeString(ticker, 'ask'),
'askVolume': undefined,
'vwap': undefined,
'open': open,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': percentage,
'average': undefined,
'baseVolume': baseVolume,
'quoteVolume': quoteVolume,
'info': ticker,
}, market);
}
async fetchTickers(symbols = undefined, params = {}) {
/**
* @method
* @name gemini#fetchTickers
* @description fetches price tickers for multiple markets, statistical calculations with the information calculated over the past 24 hours each market
* @param {[string]|undefined} symbols unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned
* @param {object} params extra parameters specific to the gemini api endpoint
* @returns {object} a dictionary of [ticker structures]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
await this.loadMarkets();
const response = await this.publicGetV1Pricefeed(params);
//
// [
// {
// "pair": "BATUSD",
// "price": "0.20687",
// "percentChange24h": "0.0146"
// },
// {
// "pair": "LINKETH",
// "price": "0.018",
// "percentChange24h": "0.0000"
// },
// ]
//
return this.parseTickers(response, symbols);
}
parseTrade(trade, market = undefined) {
//
// public fetchTrades
//
// {
// "timestamp":1601617445,
// "timestampms":1601617445144,
// "tid":14122489752,
// "price":"0.46476",
// "amount":"28.407209",
// "exchange":"gemini",
// "type":"buy"
// }
//
// private fetchTrades
//
// {
// "price":"3900.00",
// "amount":"0.00996",
// "timestamp":1638891173,
// "timestampms":1638891173518,
// "type":"Sell",
// "aggressor":false,
// "fee_currency":"EUR",
// "fee_amount":"0.00",
// "tid":73621746145,
// "order_id":"73621746059",
// "exchange":"gemini",
// "is_auction_fill":false,
// "is_clearing_fill":false,
// "symbol":"ETHEUR",
// "client_order_id":"1638891171610"
// }
//
const timestamp = this.safeInteger(trade, 'timestampms');
const id = this.safeString(trade, 'tid');
const orderId = this.safeString(trade, 'order_id');
const feeCurrencyId = this.safeString(trade, 'fee_currency');
const feeCurrencyCode = this.safeCurrencyCode(feeCurrencyId);
const fee = {
'cost': this.safeString(trade, 'fee_amount'),
'currency': feeCurrencyCode,
};
const priceString = this.safeString(trade, 'price');
const amountString = this.safeString(trade, 'amount');
const side = this.safeStringLower(trade, 'type');
const symbol = this.safeSymbol(undefined, market);
return this.safeTrade({
'id': id,
'order': orderId,
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': symbol,
'type': undefined,
'side': side,
'takerOrMaker': undefined,
'price': priceString,
'cost': undefined,
'amount': amountString,
'fee': fee,
}, market);
}
async fetchTrades(symbol, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name gemini#fetchTrades
* @description get the list of most recent trades for a particular symbol
* @see https://docs.gemini.com/rest-api/#trade-history
* @param {string} symbol unified symbol of the market to fetch trades for
* @param {int|undefined} since timestamp in ms of the earliest trade to fetch
* @param {int|undefined} limit the maximum amount of trades to fetch
* @param {object} params extra parameters specific to the gemini api endpoint
* @returns {[object]} a list of [trade structures]{@link https://docs.ccxt.com/en/latest/manual.html?#public-trades}
*/
await this.loadMarkets();
const market = this.market(symbol);
const request = {
'symbol': market['id'],
};
if (limit !== undefined) {
request['limit_trades'] = limit;
}
if (since !== undefined) {
request['timestamp'] = since;
}
const response = await this.publicGetV1TradesSymbol(this.extend(request, params));
//
// [
// {
// "timestamp":1601617445,
// "timestampms":1601617445144,
// "tid":14122489752,
// "price":"0.46476",
// "amount":"28.407209",
// "exchange":"gemini",
// "type":"buy"
// },
// ]
//
return this.parseTrades(response, market, since, limit);
}
parseBalance(response) {
const result = { 'info': response };
for (let i = 0; i < response.length; i++) {
const balance = response[i];
const currencyId = this.safeString(balance, 'currency');
const code = this.safeCurrencyCode(currencyId);
const account = this.account();
account['free'] = this.safeString(balance, 'available');
account['total'] = this.safeString(balance, 'amount');
result[code] = account;
}
return this.safeBalance(result);
}
async fetchTradingFees(params = {}) {
/**
* @method
* @name gemini#fetchTradingFees
* @description fetch the trading fees for multiple markets
* @param {object} params extra parameters specific to the gemini api endpoint
* @returns {object} a dictionary of [fee structures]{@link https://docs.ccxt.com/#/?id=fee-structure} indexed by market symbols
*/
await this.loadMarkets();
const response = await this.privatePostV1Notionalvolume(params);
//
// {
// "web_maker_fee_bps": 25,
// "web_taker_fee_bps": 35,
// "web_auction_fee_bps": 25,
// "api_maker_fee_bps": 10,
// "api_taker_fee_bps": 35,
// "api_auction_fee_bps": 20,
// "fix_maker_fee_bps": 10,
// "fix_taker_fee_bps": 35,
// "fix_auction_fee_bps": 20,
// "block_maker_fee_bps": 0,
// "block_taker_fee_bps": 50,
// "notional_30d_volume": 150.00,
// "last_updated_ms": 1551371446000,
// "date": "2019-02-28",
// "notional_1d_volume": [
// {
// "date": "2019-02-22",
// "notional_volume": 75.00
// },
// {
// "date": "2019-02-14",
// "notional_volume": 75.00
// }
// ]
// }
//
const makerBps = this.safeString(response, 'api_maker_fee_bps');
const takerBps = this.safeString(response, 'api_taker_fee_bps');
const makerString = Precise["default"].stringDiv(makerBps, '10000');
const takerString = Precise["default"].stringDiv(takerBps, '10000');
const maker = this.parseNumber(makerString);
const taker = this.parseNumber(takerString);
const result = {};
for (let i = 0; i < this.symbols.length; i++) {
const symbol = this.symbols[i];
result[symbol] = {
'info': response,
'symbol': symbol,
'maker': maker,
'taker': taker,
'percentage': true,
'tierBased': true,
};
}
return result;
}
async fetchBalance(params = {}) {
/**
* @method
* @name gemini#fetchBalance
* @description query for balance and get the amount of funds available for trading or funds locked in orders
* @param {object} params extra parameters specific to the gemini api endpoint
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/en/latest/manual.html?#balance-structure}
*/
await this.loadMarkets();
const response = await this.privatePostV1Balances(params);
return this.parseBalance(response);
}
parseOrder(order, market = undefined) {
//
// createOrder (private)
//
// {
// "order_id":"106027397702",
// "id":"106027397702",
// "symbol":"etheur",
// "exchange":"gemini",
// "avg_execution_price":"2877.48",
// "side":"sell",
// "type":"exchange limit",
// "timestamp":"1650398122",
// "timestampms":1650398122308,
// "is_live":false,
// "is_cancelled":false,
// "is_hidden":false,
// "was_forced":false,
// "executed_amount":"0.014434",
// "client_order_id":"1650398121695",
// "options":[],
// "price":"2800.00",
// "original_amount":"0.014434",
// "remaining_amount":"0"
// }
//
// fetchOrder (private)
//
// {
// "order_id":"106028543717",
// "id":"106028543717",
// "symbol":"etheur",
// "exchange":"gemini",
// "avg_execution_price":"0.00",
// "side":"buy",
// "type":"exchange limit",
// "timestamp":"1650398446",
// "timestampms":1650398446375,
// "is_live":true,
// "is_cancelled":false,
// "is_hidden":false,
// "was_forced":false,
// "executed_amount":"0",
// "client_order_id":"1650398445709",
// "options":[],
// "price":"2000.00",
// "original_amount":"0.01",
// "remaining_amount":"0.01"
// }
//
// fetchOpenOrders (private)
//
// {
// "order_id":"106028543717",
// "id":"106028543717",
// "symbol":"etheur",
// "exchange":"gemini",
// "avg_execution_price":"0.00",
// "side":"buy",
// "type":"exchange limit",
// "timestamp":"1650398446",
// "timestampms":1650398446375,
// "is_live":true,
// "is_cancelled":false,
// "is_hidden":false,
// "was_forced":false,
// "executed_amount":"0",
// "client_order_id":"1650398445709",
// "options":[],
// "price":"2000.00",
// "original_amount":"0.01",
// "remaining_amount":"0.01"
// }
//
// cancelOrder (private)
//
// {
// "order_id":"106028543717",
// "id":"106028543717",
// "symbol":"etheur",
// "exchange":"gemini",
// "avg_execution_price":"0.00",
// "side":"buy",
// "type":"exchange limit",
// "timestamp":"1650398446",
// "timestampms":1650398446375,
// "is_live":false,
// "is_cancelled":true,
// "is_hidden":false,
// "was_forced":false,
// "executed_amount":"0",
// "client_order_id":"1650398445709",
// "reason":"Requested",
// "options":[],
// "price":"2000.00",
// "original_amount":"0.01",
// "remaining_amount":"0.01"
// }
//
const timestamp = this.safeInteger(order, 'timestampms');
const amount = this.safeString(order, 'original_amount');
const remaining = this.safeString(order, 'remaining_amount');
const filled = this.safeString(order, 'executed_amount');
let status = 'closed';
if (order['is_live']) {
status = 'open';
}
if (order['is_cancelled']) {
status = 'canceled';
}
const price = this.safeString(order, 'price');
const average = this.safeString(order, 'avg_execution_price');
let type = this.safeString(order, 'type');
if (type === 'exchange limit') {
type = 'limit';
}
else if (type === 'market buy' || type === 'market sell') {
type = 'market';
}
else {
type = order['type'];
}
const fee = undefined;
const marketId = this.safeString(order, 'symbol');
const symbol = this.safeSymbol(marketId, market);
const id = this.safeString(order, 'order_id');
const side = this.safeStringLower(order, 'side');
const clientOrderId = this.safeString(order, 'client_order_id');
const optionsArray = this.safeValue(order, 'options', []);
const option = this.safeString(optionsArray, 0);
let timeInForce = 'GTC';
let postOnly = false;
if (option !== undefined) {
if (option === 'immediate-or-cancel') {