@proton/ccxt
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A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 130+ exchanges
1,188 lines (1,186 loc) • 138 kB
JavaScript
// ----------------------------------------------------------------------------
// PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
// https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
// EDIT THE CORRESPONDENT .ts FILE INSTEAD
// ---------------------------------------------------------------------------
import Exchange from './abstract/ascendex.js';
import { ArgumentsRequired, AuthenticationError, ExchangeError, InsufficientFunds, InvalidOrder, BadSymbol, PermissionDenied, BadRequest } from './base/errors.js';
import { Precise } from './base/Precise.js';
import { TICK_SIZE } from './base/functions/number.js';
import { sha256 } from './static_dependencies/noble-hashes/sha256.js';
// ---------------------------------------------------------------------------
export default class ascendex extends Exchange {
describe() {
return this.deepExtend(super.describe(), {
'id': 'ascendex',
'name': 'AscendEX',
'countries': ['SG'],
// 8 requests per minute = 0.13333 per second => rateLimit = 750
// testing 400 works
'rateLimit': 400,
'certified': false,
'pro': true,
// new metainfo interface
'has': {
'CORS': undefined,
'spot': true,
'margin': true,
'swap': true,
'future': true,
'option': false,
'addMargin': true,
'cancelAllOrders': true,
'cancelOrder': true,
'createOrder': true,
'createPostOnlyOrder': true,
'createReduceOnlyOrder': true,
'createStopLimitOrder': true,
'createStopMarketOrder': true,
'createStopOrder': true,
'fetchAccounts': true,
'fetchBalance': true,
'fetchClosedOrders': true,
'fetchCurrencies': true,
'fetchDepositAddress': true,
'fetchDepositAddresses': false,
'fetchDepositAddressesByNetwork': false,
'fetchDeposits': true,
'fetchDepositsWithdrawals': true,
'fetchDepositWithdrawFee': 'emulated',
'fetchDepositWithdrawFees': true,
'fetchFundingHistory': false,
'fetchFundingRate': 'emulated',
'fetchFundingRateHistory': false,
'fetchFundingRates': true,
'fetchIndexOHLCV': false,
'fetchLeverage': false,
'fetchLeverageTiers': true,
'fetchMarginMode': false,
'fetchMarketLeverageTiers': 'emulated',
'fetchMarkets': true,
'fetchMarkOHLCV': false,
'fetchOHLCV': true,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': false,
'fetchPosition': false,
'fetchPositionMode': false,
'fetchPositions': true,
'fetchPositionsRisk': false,
'fetchPremiumIndexOHLCV': false,
'fetchTicker': true,
'fetchTickers': true,
'fetchTime': true,
'fetchTrades': true,
'fetchTradingFee': false,
'fetchTradingFees': true,
'fetchTransactionFee': false,
'fetchTransactionFees': false,
'fetchTransactions': true,
'fetchTransfer': false,
'fetchTransfers': false,
'fetchWithdrawal': false,
'fetchWithdrawals': true,
'reduceMargin': true,
'setLeverage': true,
'setMarginMode': true,
'setPositionMode': false,
'transfer': true,
},
'timeframes': {
'1m': '1',
'5m': '5',
'15m': '15',
'30m': '30',
'1h': '60',
'2h': '120',
'4h': '240',
'6h': '360',
'12h': '720',
'1d': '1d',
'1w': '1w',
'1M': '1m',
},
'version': 'v2',
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/112027508-47984600-8b48-11eb-9e17-d26459cc36c6.jpg',
'api': {
'rest': 'https://ascendex.com',
},
'test': {
'rest': 'https://api-test.ascendex-sandbox.com',
},
'www': 'https://ascendex.com',
'doc': [
'https://ascendex.github.io/ascendex-pro-api/#ascendex-pro-api-documentation',
],
'fees': 'https://ascendex.com/en/feerate/transactionfee-traderate',
'referral': {
'url': 'https://ascendex.com/en-us/register?inviteCode=EL6BXBQM',
'discount': 0.25,
},
},
'api': {
'v1': {
'public': {
'get': {
'assets': 1,
'products': 1,
'ticker': 1,
'barhist/info': 1,
'barhist': 1,
'depth': 1,
'trades': 1,
'cash/assets': 1,
'cash/products': 1,
'margin/assets': 1,
'margin/products': 1,
'futures/collateral': 1,
'futures/contracts': 1,
'futures/ref-px': 1,
'futures/market-data': 1,
'futures/funding-rates': 1,
'risk-limit-info': 1,
'exchange-info': 1,
},
},
'private': {
'get': {
'info': 1,
'wallet/transactions': 1,
'wallet/deposit/address': 1,
'data/balance/snapshot': 1,
'data/balance/history': 1,
},
'accountCategory': {
'get': {
'balance': 1,
'order/open': 1,
'order/status': 1,
'order/hist/current': 1,
'risk': 1,
},
'post': {
'order': 1,
'order/batch': 1,
},
'delete': {
'order': 1,
'order/all': 1,
'order/batch': 1,
},
},
'accountGroup': {
'get': {
'cash/balance': 1,
'margin/balance': 1,
'margin/risk': 1,
'futures/collateral-balance': 1,
'futures/position': 1,
'futures/risk': 1,
'futures/funding-payments': 1,
'order/hist': 1,
'spot/fee': 1,
},
'post': {
'transfer': 1,
'futures/transfer/deposit': 1,
'futures/transfer/withdraw': 1,
},
},
},
},
'v2': {
'public': {
'get': {
'assets': 1,
'futures/contract': 1,
'futures/collateral': 1,
'futures/pricing-data': 1,
'futures/ticker': 1,
'risk-limit-info': 1,
},
},
'private': {
'data': {
'get': {
'order/hist': 1,
},
},
'get': {
'account/info': 1,
},
'accountGroup': {
'get': {
'order/hist': 1,
'futures/position': 1,
'futures/free-margin': 1,
'futures/order/hist/current': 1,
'futures/order/open': 1,
'futures/order/status': 1,
},
'post': {
'futures/isolated-position-margin': 1,
'futures/margin-type': 1,
'futures/leverage': 1,
'futures/transfer/deposit': 1,
'futures/transfer/withdraw': 1,
'futures/order': 1,
'futures/order/batch': 1,
'futures/order/open': 1,
'subuser/subuser-transfer': 1,
'subuser/subuser-transfer-hist': 1,
},
'delete': {
'futures/order': 1,
'futures/order/batch': 1,
'futures/order/all': 1,
},
},
},
},
},
'fees': {
'trading': {
'feeSide': 'get',
'tierBased': true,
'percentage': true,
'taker': this.parseNumber('0.002'),
'maker': this.parseNumber('0.002'),
},
},
'precisionMode': TICK_SIZE,
'options': {
'account-category': 'cash',
'account-group': undefined,
'fetchClosedOrders': {
'method': 'v2PrivateDataGetOrderHist', // 'v1PrivateAccountGroupGetAccountCategoryOrderHistCurrent'
},
'defaultType': 'spot',
'accountsByType': {
'spot': 'cash',
'swap': 'futures',
'future': 'futures',
'margin': 'margin',
},
'transfer': {
'fillResponseFromRequest': true,
},
'networks': {
'BSC': 'BEP20 (BSC)',
'ARB': 'arbitrum',
'SOL': 'Solana',
'AVAX': 'avalanche C chain',
'OMNI': 'Omni',
},
'networksById': {
'BEP20 (BSC)': 'BSC',
'arbitrum': 'ARB',
'Solana': 'SOL',
'avalanche C chain': 'AVAX',
'Omni': 'OMNI',
},
},
'exceptions': {
'exact': {
// not documented
'1900': BadRequest,
'2100': AuthenticationError,
'5002': BadSymbol,
'6001': BadSymbol,
'6010': InsufficientFunds,
'60060': InvalidOrder,
'600503': InvalidOrder,
// documented
'100001': BadRequest,
'100002': BadRequest,
'100003': BadRequest,
'100004': BadRequest,
'100005': BadRequest,
'100006': BadRequest,
'100007': BadRequest,
'100008': BadSymbol,
'100009': AuthenticationError,
'100010': BadRequest,
'100011': BadRequest,
'100012': BadRequest,
'100013': BadRequest,
'100101': ExchangeError,
'150001': BadRequest,
'200001': AuthenticationError,
'200002': ExchangeError,
'200003': ExchangeError,
'200004': ExchangeError,
'200005': ExchangeError,
'200006': ExchangeError,
'200007': ExchangeError,
'200008': ExchangeError,
'200009': ExchangeError,
'200010': AuthenticationError,
'200011': ExchangeError,
'200012': ExchangeError,
'200013': ExchangeError,
'200014': PermissionDenied,
'200015': PermissionDenied,
'300001': InvalidOrder,
'300002': InvalidOrder,
'300003': InvalidOrder,
'300004': InvalidOrder,
'300005': InvalidOrder,
'300006': InvalidOrder,
'300007': InvalidOrder,
'300008': InvalidOrder,
'300009': InvalidOrder,
'300011': InsufficientFunds,
'300012': BadSymbol,
'300013': InvalidOrder,
'300014': InvalidOrder,
'300020': InvalidOrder,
'300021': InvalidOrder,
'300031': InvalidOrder,
'310001': InsufficientFunds,
'310002': InvalidOrder,
'310003': InvalidOrder,
'310004': BadSymbol,
'310005': InvalidOrder,
'510001': ExchangeError,
'900001': ExchangeError, // HUMAN_CHALLENGE Human change do not pass
},
'broad': {},
},
'commonCurrencies': {
'BOND': 'BONDED',
'BTCBEAR': 'BEAR',
'BTCBULL': 'BULL',
'BYN': 'BeyondFi',
'PLN': 'Pollen',
},
});
}
getAccount(params = {}) {
// get current or provided bitmax sub-account
const account = this.safeValue(params, 'account', this.options['account']);
const lowercaseAccount = account.toLowerCase();
return this.capitalize(lowercaseAccount);
}
async fetchCurrencies(params = {}) {
/**
* @method
* @name ascendex#fetchCurrencies
* @description fetches all available currencies on an exchange
* @param {object} params extra parameters specific to the ascendex api endpoint
* @returns {object} an associative dictionary of currencies
*/
const assets = await this.v1PublicGetAssets(params);
//
// {
// "code":0,
// "data":[
// {
// "assetCode" : "LTCBULL",
// "assetName" : "3X Long LTC Token",
// "precisionScale" : 9,
// "nativeScale" : 4,
// "withdrawalFee" : "0.2",
// "minWithdrawalAmt" : "1.0",
// "status" : "Normal"
// },
// ]
// }
//
const margin = await this.v1PublicGetMarginAssets(params);
//
// {
// "code":0,
// "data":[
// {
// "assetCode":"BTT",
// "borrowAssetCode":"BTT-B",
// "interestAssetCode":"BTT-I",
// "nativeScale":0,
// "numConfirmations":1,
// "withdrawFee":"100.0",
// "minWithdrawalAmt":"1000.0",
// "statusCode":"Normal",
// "statusMessage":"",
// "interestRate":"0.001"
// }
// ]
// }
//
const cash = await this.v1PublicGetCashAssets(params);
//
// {
// "code":0,
// "data":[
// {
// "assetCode":"LTCBULL",
// "nativeScale":4,
// "numConfirmations":20,
// "withdrawFee":"0.2",
// "minWithdrawalAmt":"1.0",
// "statusCode":"Normal",
// "statusMessage":""
// }
// ]
// }
//
const assetsData = this.safeValue(assets, 'data', []);
const marginData = this.safeValue(margin, 'data', []);
const cashData = this.safeValue(cash, 'data', []);
const assetsById = this.indexBy(assetsData, 'assetCode');
const marginById = this.indexBy(marginData, 'assetCode');
const cashById = this.indexBy(cashData, 'assetCode');
const dataById = this.deepExtend(assetsById, marginById, cashById);
const ids = Object.keys(dataById);
const result = {};
for (let i = 0; i < ids.length; i++) {
const id = ids[i];
const currency = dataById[id];
const code = this.safeCurrencyCode(id);
const scale = this.safeString2(currency, 'precisionScale', 'nativeScale');
const precision = this.parseNumber(this.parsePrecision(scale));
const fee = this.safeNumber2(currency, 'withdrawFee', 'withdrawalFee');
const status = this.safeString2(currency, 'status', 'statusCode');
const active = (status === 'Normal');
const marginInside = ('borrowAssetCode' in currency);
result[code] = {
'id': id,
'code': code,
'info': currency,
'type': undefined,
'margin': marginInside,
'name': this.safeString(currency, 'assetName'),
'active': active,
'deposit': undefined,
'withdraw': undefined,
'fee': fee,
'precision': precision,
'limits': {
'amount': {
'min': precision,
'max': undefined,
},
'withdraw': {
'min': this.safeNumber(currency, 'minWithdrawalAmt'),
'max': undefined,
},
},
'networks': {},
};
}
return result;
}
async fetchMarkets(params = {}) {
/**
* @method
* @name ascendex#fetchMarkets
* @description retrieves data on all markets for ascendex
* @param {object} params extra parameters specific to the exchange api endpoint
* @returns {[object]} an array of objects representing market data
*/
const products = await this.v1PublicGetProducts(params);
//
// {
// "code": 0,
// "data": [
// {
// "symbol": "LBA/BTC",
// "baseAsset": "LBA",
// "quoteAsset": "BTC",
// "status": "Normal",
// "minNotional": "0.000625",
// "maxNotional": "6.25",
// "marginTradable": false,
// "commissionType": "Quote",
// "commissionReserveRate": "0.001",
// "tickSize": "0.000000001",
// "lotSize": "1"
// },
// ]
// }
//
const cash = await this.v1PublicGetCashProducts(params);
//
// {
// "code": 0,
// "data": [
// {
// "symbol": "QTUM/BTC",
// "displayName": "QTUM/BTC",
// "domain": "BTC",
// "tradingStartTime": 1569506400000,
// "collapseDecimals": "0.0001,0.000001,0.00000001",
// "minQty": "0.000000001",
// "maxQty": "1000000000",
// "minNotional": "0.000625",
// "maxNotional": "12.5",
// "statusCode": "Normal",
// "statusMessage": "",
// "tickSize": "0.00000001",
// "useTick": false,
// "lotSize": "0.1",
// "useLot": false,
// "commissionType": "Quote",
// "commissionReserveRate": "0.001",
// "qtyScale": 1,
// "priceScale": 8,
// "notionalScale": 4
// }
// ]
// }
//
const perpetuals = await this.v2PublicGetFuturesContract(params);
//
// {
// "code": 0,
// "data": [
// {
// "symbol": "BTC-PERP",
// "status": "Normal",
// "displayName": "BTCUSDT",
// "settlementAsset": "USDT",
// "underlying": "BTC/USDT",
// "tradingStartTime": 1579701600000,
// "priceFilter": {
// "minPrice": "1",
// "maxPrice": "1000000",
// "tickSize": "1"
// },
// "lotSizeFilter": {
// "minQty": "0.0001",
// "maxQty": "1000000000",
// "lotSize": "0.0001"
// },
// "commissionType": "Quote",
// "commissionReserveRate": "0.001",
// "marketOrderPriceMarkup": "0.03",
// "marginRequirements": [
// {
// "positionNotionalLowerBound": "0",
// "positionNotionalUpperBound": "50000",
// "initialMarginRate": "0.01",
// "maintenanceMarginRate": "0.006"
// },
// ...
// ]
// }
// ]
// }
//
const productsData = this.safeValue(products, 'data', []);
const productsById = this.indexBy(productsData, 'symbol');
const cashData = this.safeValue(cash, 'data', []);
const perpetualsData = this.safeValue(perpetuals, 'data', []);
const cashAndPerpetualsData = this.arrayConcat(cashData, perpetualsData);
const cashAndPerpetualsById = this.indexBy(cashAndPerpetualsData, 'symbol');
const dataById = this.deepExtend(productsById, cashAndPerpetualsById);
const ids = Object.keys(dataById);
const result = [];
for (let i = 0; i < ids.length; i++) {
const id = ids[i];
const market = dataById[id];
const settleId = this.safeValue(market, 'settlementAsset');
const settle = this.safeCurrencyCode(settleId);
const status = this.safeString(market, 'status');
const domain = this.safeString(market, 'domain');
let active = false;
if (((status === 'Normal') || (status === 'InternalTrading')) && (domain !== 'LeveragedETF')) {
active = true;
}
const spot = settle === undefined;
const swap = !spot;
const linear = swap ? true : undefined;
let minQty = this.safeNumber(market, 'minQty');
let maxQty = this.safeNumber(market, 'maxQty');
let minPrice = this.safeNumber(market, 'tickSize');
let maxPrice = undefined;
const underlying = this.safeString2(market, 'underlying', 'symbol');
const parts = underlying.split('/');
const baseId = this.safeString(parts, 0);
const quoteId = this.safeString(parts, 1);
const base = this.safeCurrencyCode(baseId);
const quote = this.safeCurrencyCode(quoteId);
let symbol = base + '/' + quote;
if (swap) {
const lotSizeFilter = this.safeValue(market, 'lotSizeFilter');
minQty = this.safeNumber(lotSizeFilter, 'minQty');
maxQty = this.safeNumber(lotSizeFilter, 'maxQty');
const priceFilter = this.safeValue(market, 'priceFilter');
minPrice = this.safeNumber(priceFilter, 'minPrice');
maxPrice = this.safeNumber(priceFilter, 'maxPrice');
symbol = base + '/' + quote + ':' + settle;
}
const fee = this.safeNumber(market, 'commissionReserveRate');
const marginTradable = this.safeValue(market, 'marginTradable', false);
result.push({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'settle': settle,
'baseId': baseId,
'quoteId': quoteId,
'settleId': settleId,
'type': swap ? 'swap' : 'spot',
'spot': spot,
'margin': spot ? marginTradable : undefined,
'swap': swap,
'future': false,
'option': false,
'active': active,
'contract': swap,
'linear': linear,
'inverse': swap ? !linear : undefined,
'taker': fee,
'maker': fee,
'contractSize': swap ? this.parseNumber('1') : undefined,
'expiry': undefined,
'expiryDatetime': undefined,
'strike': undefined,
'optionType': undefined,
'precision': {
'amount': this.safeNumber(market, 'lotSize'),
'price': this.safeNumber(market, 'tickSize'),
},
'limits': {
'leverage': {
'min': undefined,
'max': undefined,
},
'amount': {
'min': minQty,
'max': maxQty,
},
'price': {
'min': minPrice,
'max': maxPrice,
},
'cost': {
'min': this.safeNumber(market, 'minNotional'),
'max': this.safeNumber(market, 'maxNotional'),
},
},
'info': market,
});
}
return result;
}
async fetchTime(params = {}) {
/**
* @method
* @name ascendex#fetchTime
* @description fetches the current integer timestamp in milliseconds from the ascendex server
* @param {object} params extra parameters specific to the ascendex api endpoint
* @returns {int} the current integer timestamp in milliseconds from the ascendex server
*/
const request = {
'requestTime': this.milliseconds(),
};
const response = await this.v1PublicGetExchangeInfo(this.extend(request, params));
//
// {
// "code": 0,
// "data": {
// "requestTimeEcho": 1656560463601,
// "requestReceiveAt": 1656560464331,
// "latency": 730
// }
// }
//
const data = this.safeValue(response, 'data');
return this.safeInteger(data, 'requestReceiveAt');
}
async fetchAccounts(params = {}) {
/**
* @method
* @name ascendex#fetchAccounts
* @description fetch all the accounts associated with a profile
* @param {object} params extra parameters specific to the ascendex api endpoint
* @returns {object} a dictionary of [account structures]{@link https://docs.ccxt.com/#/?id=account-structure} indexed by the account type
*/
let accountGroup = this.safeString(this.options, 'account-group');
let response = undefined;
if (accountGroup === undefined) {
response = await this.v1PrivateGetInfo(params);
//
// {
// "code":0,
// "data":{
// "email":"igor.kroitor@gmail.com",
// "accountGroup":8,
// "viewPermission":true,
// "tradePermission":true,
// "transferPermission":true,
// "cashAccount":["cshrHKLZCjlZ2ejqkmvIHHtPmLYqdnda"],
// "marginAccount":["martXoh1v1N3EMQC5FDtSj5VHso8aI2Z"],
// "futuresAccount":["futc9r7UmFJAyBY2rE3beA2JFxav2XFF"],
// "userUID":"U6491137460"
// }
// }
//
const data = this.safeValue(response, 'data', {});
accountGroup = this.safeString(data, 'accountGroup');
this.options['account-group'] = accountGroup;
}
return [
{
'id': accountGroup,
'type': undefined,
'currency': undefined,
'info': response,
},
];
}
parseBalance(response) {
const timestamp = this.milliseconds();
const result = {
'info': response,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
};
const balances = this.safeValue(response, 'data', []);
for (let i = 0; i < balances.length; i++) {
const balance = balances[i];
const code = this.safeCurrencyCode(this.safeString(balance, 'asset'));
const account = this.account();
account['free'] = this.safeString(balance, 'availableBalance');
account['total'] = this.safeString(balance, 'totalBalance');
result[code] = account;
}
return this.safeBalance(result);
}
parseMarginBalance(response) {
const timestamp = this.milliseconds();
const result = {
'info': response,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
};
const balances = this.safeValue(response, 'data', []);
for (let i = 0; i < balances.length; i++) {
const balance = balances[i];
const code = this.safeCurrencyCode(this.safeString(balance, 'asset'));
const account = this.account();
account['free'] = this.safeString(balance, 'availableBalance');
account['total'] = this.safeString(balance, 'totalBalance');
const debt = this.safeString(balance, 'borrowed');
const interest = this.safeString(balance, 'interest');
account['debt'] = Precise.stringAdd(debt, interest);
result[code] = account;
}
return this.safeBalance(result);
}
parseSwapBalance(response) {
const timestamp = this.milliseconds();
const result = {
'info': response,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
};
const data = this.safeValue(response, 'data', {});
const collaterals = this.safeValue(data, 'collaterals', []);
for (let i = 0; i < collaterals.length; i++) {
const balance = collaterals[i];
const code = this.safeCurrencyCode(this.safeString(balance, 'asset'));
const account = this.account();
account['total'] = this.safeString(balance, 'balance');
result[code] = account;
}
return this.safeBalance(result);
}
async fetchBalance(params = {}) {
/**
* @method
* @name ascendex#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 ascendex api endpoint
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/en/latest/manual.html?#balance-structure}
*/
await this.loadMarkets();
await this.loadAccounts();
let query = undefined;
let marketType = undefined;
[marketType, query] = this.handleMarketTypeAndParams('fetchBalance', undefined, params);
const isMargin = this.safeValue(params, 'margin', false);
marketType = isMargin ? 'margin' : marketType;
params = this.omit(params, 'margin');
const options = this.safeValue(this.options, 'fetchBalance', {});
const accountsByType = this.safeValue(this.options, 'accountsByType', {});
const accountCategory = this.safeString(accountsByType, marketType, 'cash');
const account = this.safeValue(this.accounts, 0, {});
const accountGroup = this.safeString(account, 'id');
const request = {
'account-group': accountGroup,
};
const defaultMethod = this.safeString(options, 'method', 'v1PrivateAccountCategoryGetBalance');
const method = this.getSupportedMapping(marketType, {
'spot': defaultMethod,
'margin': defaultMethod,
'swap': 'v2PrivateAccountGroupGetFuturesPosition',
});
if ((accountCategory === 'cash') || (accountCategory === 'margin')) {
request['account-category'] = accountCategory;
}
const response = await this[method](this.extend(request, query));
//
// cash
//
// {
// 'code': 0,
// 'data': [
// {
// 'asset': 'BCHSV',
// 'totalBalance': '64.298000048',
// 'availableBalance': '64.298000048',
// },
// ]
// }
//
// margin
//
// {
// 'code': 0,
// 'data': [
// {
// 'asset': 'BCHSV',
// 'totalBalance': '64.298000048',
// 'availableBalance': '64.298000048',
// 'borrowed': '0',
// 'interest': '0',
// },
// ]
// }
//
// swap
//
// {
// "code": 0,
// "data": {
// "accountId": "fut2ODPhGiY71Pl4vtXnOZ00ssgD7QGn",
// "ac": "FUTURES",
// "collaterals": [
// {"asset":"ADA","balance":"0.355803","referencePrice":"1.05095","discountFactor":"0.9"},
// {"asset":"USDT","balance":"0.000014519","referencePrice":"1","discountFactor":"1"}
// ],
// }j
// }
//
if (marketType === 'swap') {
return this.parseSwapBalance(response);
}
else if (marketType === 'margin') {
return this.parseMarginBalance(response);
}
else {
return this.parseBalance(response);
}
}
async fetchOrderBook(symbol, limit = undefined, params = {}) {
/**
* @method
* @name ascendex#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 ascendex 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'],
};
const response = await this.v1PublicGetDepth(this.extend(request, params));
//
// {
// "code":0,
// "data":{
// "m":"depth-snapshot",
// "symbol":"BTC-PERP",
// "data":{
// "ts":1590223998202,
// "seqnum":115444921,
// "asks":[
// ["9207.5","18.2383"],
// ["9207.75","18.8235"],
// ["9208","10.7873"],
// ],
// "bids":[
// ["9207.25","0.4009"],
// ["9207","0.003"],
// ["9206.5","0.003"],
// ]
// }
// }
// }
//
const data = this.safeValue(response, 'data', {});
const orderbook = this.safeValue(data, 'data', {});
const timestamp = this.safeInteger(orderbook, 'ts');
const result = this.parseOrderBook(orderbook, symbol, timestamp);
result['nonce'] = this.safeInteger(orderbook, 'seqnum');
return result;
}
parseTicker(ticker, market = undefined) {
//
// {
// "symbol":"QTUM/BTC",
// "open":"0.00016537",
// "close":"0.00019077",
// "high":"0.000192",
// "low":"0.00016537",
// "volume":"846.6",
// "ask":["0.00018698","26.2"],
// "bid":["0.00018408","503.7"],
// "type":"spot"
// }
//
const timestamp = undefined;
const marketId = this.safeString(ticker, 'symbol');
const type = this.safeString(ticker, 'type');
const delimiter = (type === 'spot') ? '/' : undefined;
const symbol = this.safeSymbol(marketId, market, delimiter);
const close = this.safeString(ticker, 'close');
const bid = this.safeValue(ticker, 'bid', []);
const ask = this.safeValue(ticker, 'ask', []);
const open = this.safeString(ticker, 'open');
return this.safeTicker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': undefined,
'high': this.safeString(ticker, 'high'),
'low': this.safeString(ticker, 'low'),
'bid': this.safeString(bid, 0),
'bidVolume': this.safeString(bid, 1),
'ask': this.safeString(ask, 0),
'askVolume': this.safeString(ask, 1),
'vwap': undefined,
'open': open,
'close': close,
'last': close,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': this.safeString(ticker, 'volume'),
'quoteVolume': undefined,
'info': ticker,
}, market);
}
async fetchTicker(symbol, params = {}) {
/**
* @method
* @name ascendex#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 ascendex api endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
await this.loadMarkets();
const market = this.market(symbol);
const request = {
'symbol': market['id'],
};
const response = await this.v1PublicGetTicker(this.extend(request, params));
//
// {
// "code":0,
// "data":{
// "symbol":"BTC-PERP", // or "BTC/USDT"
// "open":"9073",
// "close":"9185.75",
// "high":"9185.75",
// "low":"9185.75",
// "volume":"576.8334",
// "ask":["9185.75","15.5863"],
// "bid":["9185.5","0.003"],
// "type":"derivatives", // or "spot"
// }
// }
//
const data = this.safeValue(response, 'data', {});
return this.parseTicker(data, market);
}
async fetchTickers(symbols = undefined, params = {}) {
/**
* @method
* @name ascendex#fetchTickers
* @description fetches price tickers for multiple markets, statistical calculations with the information calculated over the past 24 hours each market
* @see https://ascendex.github.io/ascendex-pro-api/#ticker
* @see https://ascendex.github.io/ascendex-futures-pro-api-v2/#ticker
* @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 ascendex api endpoint
* @returns {object} a dictionary of [ticker structures]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
await this.loadMarkets();
const request = {};
let market = undefined;
if (symbols !== undefined) {
const symbol = this.safeValue(symbols, 0);
market = this.market(symbol);
const marketIds = this.marketIds(symbols);
request['symbol'] = marketIds.join(',');
}
let type = undefined;
[type, params] = this.handleMarketTypeAndParams('fetchTickers', market, params);
let response = undefined;
if (type === 'spot') {
response = await this.v1PublicGetTicker(this.extend(request, params));
}
else {
response = await this.v2PublicGetFuturesTicker(this.extend(request, params));
}
//
// {
// "code":0,
// "data":[
// {
// "symbol":"QTUM/BTC",
// "open":"0.00016537",
// "close":"0.00019077",
// "high":"0.000192",
// "low":"0.00016537",
// "volume":"846.6",
// "ask":["0.00018698","26.2"],
// "bid":["0.00018408","503.7"],
// "type":"spot"
// }
// ]
// }
//
const data = this.safeValue(response, 'data', []);
if (!Array.isArray(data)) {
return this.parseTickers([data], symbols);
}
return this.parseTickers(data, symbols);
}
parseOHLCV(ohlcv, market = undefined) {
//
// {
// "m":"bar",
// "s":"BTC/USDT",
// "data":{
// "i":"1",
// "ts":1590228000000,
// "o":"9139.59",
// "c":"9131.94",
// "h":"9139.99",
// "l":"9121.71",
// "v":"25.20648"
// }
// }
//
const data = this.safeValue(ohlcv, 'data', {});
return [
this.safeInteger(data, 'ts'),
this.safeNumber(data, 'o'),
this.safeNumber(data, 'h'),
this.safeNumber(data, 'l'),
this.safeNumber(data, 'c'),
this.safeNumber(data, 'v'),
];
}
async fetchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name ascendex#fetchOHLCV
* @description fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @param {string} symbol unified symbol of the market to fetch OHLCV data for
* @param {string} timeframe the length of time each candle represents
* @param {int|undefined} since timestamp in ms of the earliest candle to fetch
* @param {int|undefined} limit the maximum amount of candles to fetch
* @param {object} params extra parameters specific to the ascendex api endpoint
* @returns {[[int]]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
await this.loadMarkets();
const market = this.market(symbol);
const request = {
'symbol': market['id'],
'interval': this.safeString(this.timeframes, timeframe, timeframe),
};
// if since and limit are not specified
// the exchange will return just 1 last candle by default
const duration = this.parseTimeframe(timeframe);
const options = this.safeValue(this.options, 'fetchOHLCV', {});
const defaultLimit = this.safeInteger(options, 'limit', 500);
if (since !== undefined) {
request['from'] = since;
if (limit === undefined) {
limit = defaultLimit;
}
else {
limit = Math.min(limit, defaultLimit);
}
request['to'] = this.sum(since, limit * duration * 1000, 1);
}
else if (limit !== undefined) {
request['n'] = limit; // max 500
}
const response = await this.v1PublicGetBarhist(this.extend(request, params));
//
// {
// "code":0,
// "data":[
// {
// "m":"bar",
// "s":"BTC/USDT",
// "data":{
// "i":"1",
// "ts":1590228000000,
// "o":"9139.59",
// "c":"9131.94",
// "h":"9139.99",
// "l":"9121.71",
// "v":"25.20648"
// }
// }
// ]
// }
//
const data = this.safeValue(response, 'data', []);
return this.parseOHLCVs(data, market, timeframe, since, limit);
}
parseTrade(trade, market = undefined) {
//
// public fetchTrades
//
// {
// "p":"9128.5", // price
// "q":"0.0030", // quantity
// "ts":1590229002385, // timestamp
// "bm":false, // if true, the buyer is the market maker, we only use this field to "define the side" of a public trade
// "seqnum":180143985289898554
// }
//
const timestamp = this.safeInteger(trade, 'ts');
const priceString = this.safeString2(trade, 'price', 'p');
const amountString = this.safeString(trade, 'q');
const buyerIsMaker = this.safeValue(trade, 'bm', false);
const side = buyerIsMaker ? 'sell' : 'buy';
market = this.safeMarket(undefined, market);
return this.safeTrade({
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': market['symbol'],
'id': undefined,
'order': undefined,
'type': undefined,
'takerOrMaker': undefined,
'side': side,
'price': priceString,
'amount': amountString,
'cost': undefined,
'fee': undefined,
}, market);
}
async fetchTrades(symbol, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name ascendex#fetchTrades
* @description get the list of most recent trades for a particular symbol
* @see https://ascendex.github.io/ascendex-pro-api/#market-trades
* @param {string} symbol unified symbol of the market to fetch trades for
* @param {int|undefined} since timestamp in ms of the earliest trade to