@proton/ccxt
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A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 130+ exchanges
1,090 lines (1,088 loc) • 81.3 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 { Precise } from './base/Precise.js';
import Exchange from './abstract/poloniexfutures.js';
import { TICK_SIZE } from './base/functions/number.js';
import { BadRequest, ArgumentsRequired, InvalidOrder, AuthenticationError, NotSupported, RateLimitExceeded, ExchangeNotAvailable, InvalidNonce, AccountSuspended, OrderNotFound } from './base/errors.js';
import { sha256 } from './static_dependencies/noble-hashes/sha256.js';
// ---------------------------------------------------------------------------
export default class poloniexfutures extends Exchange {
describe() {
return this.deepExtend(super.describe(), {
'id': 'poloniexfutures',
'name': 'Poloniex Futures',
'countries': ['US'],
// 30 requests per second
'rateLimit': 33.3,
'certified': false,
'pro': true,
'version': 'v1',
'has': {
'CORS': undefined,
'spot': false,
'margin': true,
'swap': true,
'future': false,
'option': undefined,
'createOrder': true,
'fetchBalance': true,
'fetchClosedOrders': true,
'fetchCurrencies': false,
'fetchFundingRate': true,
'fetchL3OrderBook': true,
'fetchMarkets': true,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrdersByStatus': true,
'fetchPositions': true,
'fetchTicker': true,
'fetchTickers': true,
'fetchTime': true,
'fetchTrades': true,
'setMarginMode': true,
},
'timeframes': {
'1m': 1,
'5m': 5,
'15m': 15,
'30m': 30,
'1h': 60,
'2h': 120,
'4h': 480,
'12h': 720,
'1d': 1440,
'1w': 10080,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27766817-e9456312-5ee6-11e7-9b3c-b628ca5626a5.jpg',
'api': {
'public': 'https://futures-api.poloniex.com',
'private': 'https://futures-api.poloniex.com',
},
'www': 'https://www.poloniex.com',
'doc': 'https://futures-docs.poloniex.com',
'fees': 'https://poloniex.com/fee-schedule',
'referral': 'https://poloniex.com/signup?c=UBFZJRPJ',
},
'api': {
'public': {
'get': {
'contracts/active': 10,
'contracts/{symbol}': 10,
'ticker': 10,
'tickers': 10,
'level2/snapshot': 180.002,
'level2/depth': 180.002,
'level2/message/query': 180.002,
'level3/snapshot': 180.002,
'trade/history': 10,
'interest/query': 10,
'index/query': 10,
'mark-price/{symbol}/current': 10,
'premium/query': 10,
'funding-rate/{symbol}/current': 10,
'timestamp': 10,
'status': 10,
'kline/query': 10,
},
'post': {
'bullet-public': 10,
},
},
'private': {
'get': {
'account-overview': 1,
'transaction-history': 1,
'orders': 1,
'stopOrders': 1,
'recentDoneOrders': 1,
'orders/{order-id}': 1,
'fills': 1,
'openOrderStatistics': 1,
'position': 1.5,
'positions': 1.5,
'funding-history': 1,
'marginType/query': 1,
},
'post': {
'orders': 1.5,
'batchOrders': 1.5,
'position/margin/auto-deposit-status': 1.5,
'position/margin/deposit-margin': 1.5,
'bullet-private': 1,
'marginType/change': 1,
},
'delete': {
'orders/{order-id}': 1.5,
'orders': 150.016,
'stopOrders': 150.016,
},
},
},
'precisionMode': TICK_SIZE,
'fees': {
'trading': {
'tierBased': false,
'percentage': true,
'taker': this.parseNumber('0.00075'),
'maker': this.parseNumber('0.0001'),
},
'funding': {
'tierBased': false,
'percentage': false,
'withdraw': {},
'deposit': {},
},
},
'commonCurrencies': {},
'requiredCredentials': {
'apiKey': true,
'secret': true,
'password': true,
},
'options': {
'networks': {
'OMNI': 'omni',
'ERC20': 'eth',
'TRC20': 'trx',
},
'versions': {
'public': {
'GET': {
'ticker': 'v2',
'tickers': 'v2',
'level3/snapshot': 'v2',
},
},
},
},
'exceptions': {
'exact': {
'400': BadRequest,
'401': AuthenticationError,
'403': NotSupported,
'404': NotSupported,
'405': NotSupported,
'415': BadRequest,
'429': RateLimitExceeded,
'500': ExchangeNotAvailable,
'503': ExchangeNotAvailable,
'400001': AuthenticationError,
'400002': InvalidNonce,
'400003': AuthenticationError,
'400004': AuthenticationError,
'400005': AuthenticationError,
'400006': AuthenticationError,
'400007': AuthenticationError,
'404000': NotSupported,
'400100': BadRequest,
'411100': AccountSuspended,
'500000': ExchangeNotAvailable, // Internal Server Error -- We had a problem with our server. Try again later.
},
'broad': {
'Position does not exist': OrderNotFound, // { "code":"200000", "msg":"Position does not exist" }
},
},
});
}
async fetchMarkets(params = {}) {
/**
* @method
* @name poloniexfutures#fetchMarkets
* @description retrieves data on all markets for poloniexfutures
* @see https://futures-docs.poloniex.com/#symbol-2
* @param {object} params extra parameters specific to the exchange api endpoint
* @returns {[object]} an array of objects representing market data
*/
const response = await this.publicGetContractsActive(params);
//
// {
// "code": "200000",
// "data": [
// {
// symbol: 'APTUSDTPERP',
// takerFixFee: '0E-10',
// nextFundingRateTime: '20145603',
// makerFixFee: '0E-10',
// type: 'FFWCSX',
// predictedFundingFeeRate: '0.000000',
// turnoverOf24h: '386037.46704292',
// initialMargin: '0.05',
// isDeleverage: true,
// createdAt: '1666681959000',
// fundingBaseSymbol: '.APTINT8H',
// lowPriceOf24h: '4.34499979019165',
// lastTradePrice: '4.4090000000',
// indexPriceTickSize: '0.001',
// fairMethod: 'FundingRate',
// takerFeeRate: '0.00040',
// order: '102',
// updatedAt: '1671076377000',
// displaySettleCurrency: 'USDT',
// indexPrice: '4.418',
// multiplier: '1.0',
// maxLeverage: '20',
// fundingQuoteSymbol: '.USDTINT8H',
// quoteCurrency: 'USDT',
// maxOrderQty: '1000000',
// maxPrice: '1000000.0000000000',
// maintainMargin: '0.025',
// status: 'Open',
// displayNameMap: [Object],
// openInterest: '2367',
// highPriceOf24h: '4.763999938964844',
// fundingFeeRate: '0.000000',
// volumeOf24h: '83540.00000000',
// riskStep: '500000',
// isQuanto: true,
// maxRiskLimit: '20000',
// rootSymbol: 'USDT',
// baseCurrency: 'APT',
// firstOpenDate: '1666701000000',
// tickSize: '0.001',
// markMethod: 'FairPrice',
// indexSymbol: '.PAPTUSDT',
// markPrice: '4.418',
// minRiskLimit: '1000000',
// settlementFixFee: '0E-10',
// settlementSymbol: '',
// priceChgPctOf24h: '-0.0704',
// fundingRateSymbol: '.APTUSDTPERPFPI8H',
// makerFeeRate: '0.00010',
// isInverse: false,
// lotSize: '1',
// settleCurrency: 'USDT',
// settlementFeeRate: '0.0'
// },
// ]
// }
//
const result = [];
const data = this.safeValue(response, 'data', []);
const dataLength = data.length;
for (let i = 0; i < dataLength; i++) {
const market = data[i];
const id = this.safeString(market, 'symbol');
const baseId = this.safeString(market, 'baseCurrency');
const quoteId = this.safeString(market, 'quoteCurrency');
const settleId = this.safeString(market, 'rootSymbol');
const base = this.safeCurrencyCode(baseId);
const quote = this.safeCurrencyCode(quoteId);
const settle = this.safeCurrencyCode(settleId);
const symbol = base + '/' + quote + ':' + settle;
const inverse = this.safeValue(market, 'isInverse');
const status = this.safeString(market, 'status');
const multiplier = this.safeString(market, 'multiplier');
const tickSize = this.safeNumber(market, 'indexPriceTickSize');
const lotSize = this.safeNumber(market, 'lotSize');
const limitAmountMax = this.safeNumber(market, 'maxOrderQty');
const limitPriceMax = this.safeNumber(market, 'maxPrice');
result.push({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'settle': settle,
'baseId': baseId,
'quoteId': quoteId,
'settleId': settleId,
'type': 'swap',
'spot': false,
'margin': false,
'swap': true,
'future': false,
'option': false,
'active': (status === 'Open'),
'contract': true,
'linear': !inverse,
'inverse': inverse,
'taker': this.safeNumber(market, 'takerFeeRate'),
'maker': this.safeNumber(market, 'makerFeeRate'),
'contractSize': this.parseNumber(Precise.stringAbs(multiplier)),
'expiry': undefined,
'expiryDatetime': undefined,
'strike': undefined,
'optionType': undefined,
'precision': {
'amount': lotSize,
'price': tickSize,
},
'limits': {
'leverage': {
'min': this.parseNumber('1'),
'max': this.safeNumber(market, 'maxLeverage'),
},
'amount': {
'min': lotSize,
'max': limitAmountMax,
},
'price': {
'min': tickSize,
'max': limitPriceMax,
},
'cost': {
'min': undefined,
'max': undefined,
},
},
'info': market,
});
}
return result;
}
parseTicker(ticker, market = undefined) {
//
// {
// "symbol": "BTCUSDTPERP", // Market of the symbol
// "sequence": 45, // Sequence number which is used to judge the continuity of the pushed messages
// "side": "sell", // Transaction side of the last traded taker order
// "price": 3600.00, // Filled price
// "size": 16, // Filled quantity
// "tradeId": "5c9dcf4170744d6f5a3d32fb", // Order ID
// "bestBidSize": 795, // Best bid size
// "bestBidPrice": 3200.00, // Best bid
// "bestAskPrice": 3600.00, // Best ask size
// "bestAskSize": 284, // Best ask
// "ts": 1553846081210004941 // Filled time - nanosecond
// }
//
// {
// "volume": 30449670, //24h Volume
// "turnover": 845169919063, //24h Turnover
// "lastPrice": 3551, //Last price
// "priceChgPct": 0.0043, //24h Change
// "ts": 1547697294838004923 //Snapshot time (nanosecond)
// }
//
const marketId = this.safeString(ticker, 'symbol');
const symbol = this.safeSymbol(marketId, market);
const timestamp = this.safeIntegerProduct(ticker, 'ts', 0.000001);
const last = this.safeString2(ticker, 'price', 'lastPrice');
const percentage = Precise.stringMul(this.safeString(ticker, 'priceChgPct'), '100');
return this.safeTicker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'high': undefined,
'low': undefined,
'bid': this.safeString(ticker, 'bestBidPrice'),
'bidVolume': this.safeString(ticker, 'bestBidSize'),
'ask': this.safeString(ticker, 'bestAskPrice'),
'askVolume': this.safeString(ticker, 'bestAskSize'),
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': percentage,
'average': undefined,
'baseVolume': this.safeString2(ticker, 'size', 'volume'),
'quoteVolume': this.safeString(ticker, 'turnover'),
'info': ticker,
}, market);
}
async fetchTicker(symbol, params = {}) {
/**
* @method
* @name poloniexfutures#fetchTicker
* @description fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://futures-docs.poloniex.com/#get-real-time-ticker-2-0
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @param {object} params extra parameters specific to the poloniexfutures 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.publicGetTicker(this.extend(request, params));
//
// {
// code: '200000',
// data: {
// sequence: '11574719',
// symbol: 'BTCUSDTPERP',
// side: 'sell',
// size: '1',
// price: '16990.1',
// bestBidSize: '3',
// bestBidPrice: '16990.1',
// bestAskPrice: '16991.0',
// tradeId: '639c8a529fd7cf0001af4157',
// bestAskSize: '505',
// ts: '1671203410721232337'
// }
// }
//
return this.parseTicker(this.safeValue(response, 'data', {}), market);
}
async fetchTickers(symbols = undefined, params = {}) {
/**
* @method
* @name poloniexfutures#fetchTickers
* @description fetches price tickers for multiple markets, statistical calculations with the information calculated over the past 24 hours each market
* @see https://futures-docs.poloniex.com/#get-real-time-ticker-of-all-symbols
* @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 poloniexfutures api endpoint
* @returns {object} a dictionary of [ticker structures]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
await this.loadMarkets();
const response = await this.publicGetTickers(params);
return this.parseTickers(this.safeValue(response, 'data', []), symbols);
}
async fetchOrderBook(symbol, limit = undefined, params = {}) {
/**
* @method
* @name poloniexfuturesfutures#fetchOrderBook
* @description fetches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://futures-docs.poloniex.com/#get-full-order-book-level-2
* @see https://futures-docs.poloniex.com/#get-full-order-book-level-3
* @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 poloniexfuturesfutures 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 level = this.safeNumber(params, 'level');
params = this.omit(params, 'level');
if (level !== undefined && level !== 2 && level !== 3) {
throw new BadRequest(this.id + ' fetchOrderBook() can only return level 2 & 3');
}
const market = this.market(symbol);
const request = {
'symbol': market['id'],
};
let response = undefined;
if (level === 3) {
response = await this.publicGetLevel3Snapshot(this.extend(request, params));
}
else {
response = await this.publicGetLevel2Snapshot(this.extend(request, params));
}
// L2
//
// {
// "code": "200000",
// "data": {
// "symbol": "BTCUSDTPERP",
// "sequence": 1669149851334,
// "asks": [
// [
// 16952,
// 12
// ],
// ],
// "bids": [
// [
// 16951.9,
// 13
// ],
// ],
// }
//
// L3
//
// {
// "code": "200000",
// "data": {
// "symbol": "BTCUSDTPERP",
// "sequence": 1669149851334,
// "asks": [
// [
// "639c95388cba5100084eabce",
// "16952.0",
// "1",
// 1671206200542484700
// ],
// ],
// "bids": [
// [
// "626659d83385c200072e690b",
// "17.0",
// "1000",
// 1650874840161291000
// ],
// ],
// }
//
const data = this.safeValue(response, 'data', {});
const timestamp = this.safeIntegerProduct(data, 'ts', 0.000001);
let orderbook = undefined;
if (level === 3) {
orderbook = this.parseOrderBook(data, market['symbol'], timestamp, 'bids', 'asks', 1, 2);
}
else {
orderbook = this.parseOrderBook(data, market['symbol'], timestamp, 'bids', 'asks', 0, 1);
}
orderbook['nonce'] = this.safeInteger(data, 'sequence');
return orderbook;
}
async fetchL3OrderBook(symbol, limit = undefined, params = {}) {
/**
* @method
* @name poloniexfutures#fetchL3OrderBook
* @description fetches level 3 information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://futures-docs.poloniex.com/#get-full-order-book-level-3
* @param {string} symbol unified market symbol
* @param {int|undefined} limit max number of orders to return, default is undefined
* @param {object} params extra parameters specific to the blockchaincom api endpoint
* @returns {object} an [order book structure]{@link https://docs.ccxt.com/#/?id=order-book-structure}
*/
await this.loadMarkets();
const market = this.market(symbol);
return this.fetchOrderBook(market['id'], undefined, { 'level': 3 });
}
parseTrade(trade, market = undefined) {
//
// fetchTrades (public)
//
// {
// "sequence": 11827985,
// "side": "buy",
// "size": 101,
// "price": "16864.0000000000",
// "takerOrderId": "639c986f0ac2470007be75ee",
// "makerOrderId": "639c986fa69d280007b76111",
// "tradeId": "639c986f9fd7cf0001afd7ee",
// "ts": 1671207023485924400
// }
//
// fetchMyTrades
//
// {
// "symbol": "BTCUSDTPERP", //Ticker symbol of the contract
// "tradeId": "5ce24c1f0c19fc3c58edc47c", //Trade ID
// "orderId": "5ce24c16b210233c36ee321d", // Order ID
// "side": "sell", //Transaction side
// "liquidity": "taker", //Liquidity- taker or maker
// "price": "8302", //Filled price
// "size": 10, //Filled amount
// "value": "0.001204529", //Order value
// "feeRate": "0.0005", //Floating fees
// "fixFee": "0.00000006", //Fixed fees
// "feeCurrency": "XBT", //Charging currency
// "stop": "", //A mark to the stop order type
// "fee": "0.0000012022", //Transaction fee
// "orderType": "limit", //Order type
// "tradeType": "trade", //Trade type (trade, liquidation, ADL or settlement)
// "createdAt": 1558334496000, //Time the order created
// "settleCurrency": "XBT", //settlement currency
// "tradeTime": 1558334496000000000 //trade time in nanosecond
// }
//
const marketId = this.safeString(trade, 'symbol');
market = this.safeMarket(marketId, market, '-');
const id = this.safeString(trade, 'tradeId');
const orderId = this.safeString(trade, 'orderId');
const takerOrMaker = this.safeString(trade, 'liquidity');
let timestamp = this.safeInteger(trade, 'ts');
if (timestamp !== undefined) {
timestamp = this.parseToInt(timestamp / 1000000);
}
else {
timestamp = this.safeInteger(trade, 'createdAt');
// if it's a historical v1 trade, the exchange returns timestamp in seconds
if (('dealValue' in trade) && (timestamp !== undefined)) {
timestamp = timestamp * 1000;
}
}
const priceString = this.safeString(trade, 'price');
const amountString = this.safeString(trade, 'size');
const side = this.safeString(trade, 'side');
let fee = undefined;
const feeCostString = this.safeString(trade, 'fee');
if (feeCostString !== undefined) {
const feeCurrencyId = this.safeString(trade, 'feeCurrency');
let feeCurrency = this.safeCurrencyCode(feeCurrencyId);
if (feeCurrency === undefined) {
feeCurrency = (side === 'sell') ? market['quote'] : market['base'];
}
fee = {
'cost': feeCostString,
'currency': feeCurrency,
'rate': this.safeString(trade, 'feeRate'),
};
}
let type = this.safeString(trade, 'orderType');
if (type === 'match') {
type = undefined;
}
const costString = this.safeString(trade, 'value');
return this.safeTrade({
'info': trade,
'id': id,
'order': orderId,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': market['symbol'],
'type': type,
'takerOrMaker': takerOrMaker,
'side': side,
'price': priceString,
'amount': amountString,
'cost': costString,
'fee': fee,
}, market);
}
async fetchTrades(symbol, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name poloniexfutures#fetchTrades
* @description get the list of most recent trades for a particular symbol
* @see https://futures-docs.poloniex.com/#historical-data
* @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 poloniexfutures 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'],
};
const response = await this.publicGetTradeHistory(this.extend(request, params));
//
// {
// "code": "200000",
// "data": [
// {
// "sequence": 11827985,
// "side": "buy",
// "size": 101,
// "price": "16864.0000000000",
// "takerOrderId": "639c986f0ac2470007be75ee",
// "makerOrderId": "639c986fa69d280007b76111",
// "tradeId": "639c986f9fd7cf0001afd7ee",
// "ts": 1671207023485924400
// },
// }
//
const trades = this.safeValue(response, 'data', []);
return this.parseTrades(trades, market, since, limit);
}
async fetchTime(params = {}) {
/**
* @method
* @name poloniexfutures#fetchTime
* @description fetches the current integer timestamp in milliseconds from the poloniexfutures server
* @see https://futures-docs.poloniex.com/#time
* @param {object} params extra parameters specific to the poloniexfutures api endpoint
* @returns {int} the current integer timestamp in milliseconds from the poloniexfutures server
*/
const response = await this.publicGetTimestamp(params);
//
// {
// "code":"200000",
// "msg":"success",
// "data":1546837113087
// }
//
return this.safeInteger(response, 'data');
}
async fetchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name poloniexfutures#fetchOHLCV
* @description fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://futures-docs.poloniex.com/#k-chart
* @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 poloniexfutures 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 marketId = market['id'];
const parsedTimeframe = this.safeInteger(this.timeframes, timeframe);
const request = {
'symbol': marketId,
};
if (parsedTimeframe !== undefined) {
request['granularity'] = parsedTimeframe;
}
else {
request['granularity'] = timeframe;
}
const duration = this.parseTimeframe(timeframe) * 1000;
let endAt = this.milliseconds();
if (since !== undefined) {
request['from'] = since;
if (limit === undefined) {
limit = this.safeInteger(this.options, 'fetchOHLCVLimit', 200);
}
endAt = this.sum(since, limit * duration);
request['to'] = endAt;
}
else if (limit !== undefined) {
since = endAt - limit * duration;
request['from'] = since;
}
const response = await this.publicGetKlineQuery(this.extend(request, params));
//
// {
// "code": "200000",
// "data": [
// [1636459200000, 4779.3, 4792.1, 4768.7, 4770.3, 78051],
// [1636460100000, 4770.25, 4778.55, 4757.55, 4777.25, 80164],
// [1636461000000, 4777.25, 4791.45, 4774.5, 4791.3, 51555]
// ]
// }
//
const data = this.safeValue(response, 'data', []);
return this.parseOHLCVs(data, market, timeframe, since, limit);
}
parseBalance(response) {
const result = {
'info': response,
'timestamp': undefined,
'datetime': undefined,
};
const data = this.safeValue(response, 'data');
const currencyId = this.safeString(data, 'currency');
const code = this.safeCurrencyCode(currencyId);
const account = this.account();
account['free'] = this.safeString(data, 'availableBalance');
account['total'] = this.safeString(data, 'accountEquity');
result[code] = account;
return this.safeBalance(result);
}
async fetchBalance(params = {}) {
/**
* @method
* @name poloniexfutures#fetchBalance
* @description query for balance and get the amount of funds available for trading or funds locked in orders
* @see https://futures-docs.poloniex.com/#get-account-overview
* @param {object} params extra parameters specific to the poloniexfutures api endpoint
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/en/latest/manual.html?#balance-structure}
*/
await this.loadMarkets();
const currencyId = this.safeString(params, 'currency');
let request = {};
if (currencyId !== undefined) {
const currency = this.currency(currencyId);
request = {
'currency': currency['id'],
};
}
const response = await this.privateGetAccountOverview(this.extend(request, params));
//
// {
// code: '200000',
// data: {
// accountEquity: 0.00005,
// unrealisedPNL: 0,
// marginBalance: 0.00005,
// positionMargin: 0,
// orderMargin: 0,
// frozenFunds: 0,
// availableBalance: 0.00005,
// currency: 'XBT'
// }
// }
//
return this.parseBalance(response);
}
async createOrder(symbol, type, side, amount, price = undefined, params = {}) {
/**
* @method
* @name poloniexfutures#createOrder
* @description Create an order on the exchange
* @see https://futures-docs.poloniex.com/#place-an-order
* @param {string} symbol Unified CCXT market symbol
* @param {string} type 'limit' or 'market'
* @param {string} side 'buy' or 'sell'
* @param {float} amount the amount of currency to trade
* @param {float} price *ignored in "market" orders* the price at which the order is to be fullfilled at in units of the quote currency
* @param {object} params Extra parameters specific to the exchange API endpoint
* @param {float} params.leverage Leverage size of the order
* @param {float} params.stopPrice The price at which a trigger order is triggered at
* @param {bool} params.reduceOnly A mark to reduce the position size only. Set to false by default. Need to set the position size when reduceOnly is true.
* @param {string} params.timeInForce GTC, GTT, IOC, or FOK, default is GTC, limit orders only
* @param {string} params.postOnly Post only flag, invalid when timeInForce is IOC or FOK
* @param {string} params.clientOid client order id, defaults to uuid if not passed
* @param {string} params.remark remark for the order, length cannot exceed 100 utf8 characters
* @param {string} params.stop 'up' or 'down', defaults to 'up' if side is sell and 'down' if side is buy, requires stopPrice
* @param {string} params.stopPriceType TP, IP or MP, defaults to TP
* @param {bool} params.closeOrder set to true to close position
* @param {bool} params.forceHold A mark to forcely hold the funds for an order, even though it's an order to reduce the position size. This helps the order stay on the order book and not get canceled when the position size changes. Set to false by default.
* @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
await this.loadMarkets();
const market = this.market(symbol);
// required param, cannot be used twice
const clientOrderId = this.safeString2(params, 'clientOid', 'clientOrderId', this.uuid());
params = this.omit(params, ['clientOid', 'clientOrderId']);
if (amount < 1) {
throw new InvalidOrder(this.id + ' createOrder() minimum contract order amount is 1');
}
const preciseAmount = parseInt(this.amountToPrecision(symbol, amount));
const request = {
'clientOid': clientOrderId,
'side': side,
'symbol': market['id'],
'type': type,
'size': preciseAmount,
'leverage': 1,
};
const stopPrice = this.safeValue2(params, 'triggerPrice', 'stopPrice');
if (stopPrice) {
request['stop'] = (side === 'buy') ? 'up' : 'down';
const stopPriceType = this.safeString(params, 'stopPriceType', 'TP');
request['stopPriceType'] = stopPriceType;
request['stopPrice'] = this.priceToPrecision(symbol, stopPrice);
}
const timeInForce = this.safeStringUpper(params, 'timeInForce');
if (type === 'limit') {
if (price === undefined) {
throw new ArgumentsRequired(this.id + ' createOrder() requires a price argument for limit orders');
}
else {
request['price'] = this.priceToPrecision(symbol, price);
}
if (timeInForce !== undefined) {
request['timeInForce'] = timeInForce;
}
}
const postOnly = this.safeValue(params, 'postOnly', false);
const hidden = this.safeValue(params, 'hidden');
if (postOnly && (hidden !== undefined)) {
throw new BadRequest(this.id + ' createOrder() does not support the postOnly parameter together with a hidden parameter');
}
const iceberg = this.safeValue(params, 'iceberg');
if (iceberg) {
const visibleSize = this.safeValue(params, 'visibleSize');
if (visibleSize === undefined) {
throw new ArgumentsRequired(this.id + ' createOrder() requires a visibleSize parameter for iceberg orders');
}
}
params = this.omit(params, ['timeInForce', 'stopPrice', 'triggerPrice']); // Time in force only valid for limit orders, exchange error when gtc for market orders
const response = await this.privatePostOrders(this.extend(request, params));
//
// {
// code: "200000",
// data: {
// orderId: "619717484f1d010001510cde",
// },
// }
//
const data = this.safeValue(response, 'data', {});
return {
'id': this.safeString(data, 'orderId'),
'clientOrderId': undefined,
'timestamp': undefined,
'datetime': undefined,
'lastTradeTimestamp': undefined,
'symbol': undefined,
'type': undefined,
'side': undefined,
'price': undefined,
'amount': undefined,
'cost': undefined,
'average': undefined,
'filled': undefined,
'remaining': undefined,
'status': undefined,
'fee': undefined,
'trades': undefined,
'timeInForce': undefined,
'postOnly': undefined,
'stopPrice': undefined,
'info': response,
};
}
async cancelOrder(id, symbol = undefined, params = {}) {
/**
* @method
* @name poloniexfutures#cancelOrder
* @description cancels an open order
* @see https://futures-docs.poloniex.com/#cancel-an-order
* @param {string} id order id
* @param {string|undefined} symbol unified symbol of the market the order was made in
* @param {object} params extra parameters specific to the poloniexfutures api endpoint
* @returns {object} An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
await this.loadMarkets();
const request = {
'order-id': id,
};
const response = await this.privateDeleteOrdersOrderId(this.extend(request, params));
//
// {
// code: "200000",
// data: {
// cancelledOrderIds: [
// "619714b8b6353000014c505a",
// ],
// cancelFailedOrders: [
// {
// orderId: "63a9c5c2b9e7d70007eb0cd5",
// orderState: "2"
// }
// ],
// },
// }
//
const data = this.safeValue(response, 'data');
const cancelledOrderIds = this.safeValue(data, 'cancelledOrderIds');
const cancelledOrderIdsLength = cancelledOrderIds.length;
if (cancelledOrderIdsLength === 0) {
throw new InvalidOrder(this.id + ' cancelOrder() order already cancelled');
}
return this.parseOrder(data);
}
async fetchPositions(symbols = undefined, params = {}) {
/**
* @method
* @name poloniexfutures#fetchPositions
* @description fetch all open positions
* @see https://futures-docs.poloniex.com/#get-position-list
* @param {[string]|undefined} symbols list of unified market symbols
* @param {object} params extra parameters specific to the poloniexfutures api endpoint
* @returns {[object]} a list of [position structure]{@link https://docs.ccxt.com/#/?id=position-structure}
*/
await this.loadMarkets();
const response = await this.privateGetPositions(params);
//
// {
// "code": "200000",
// "data": [
// {
// "id": "615ba79f83a3410001cde321",
// "symbol": "ETHUSDTM",
// "autoDeposit": false,
// "maintMarginReq": 0.005,
// "riskLimit": 1000000,
// "realLeverage": 18.61,
// "crossMode": false,
// "delevPercentage": 0.86,
// "openingTimestamp": 1638563515618,
// "currentTimestamp": 1638576872774,
// "currentQty": 2,
// "currentCost": 83.64200000,
// "currentComm": 0.05018520,
// "unrealisedCost": 83.64200000,
// "realisedGrossCost": 0.00000000,
// "realisedCost": 0.05018520,
// "isOpen": true,
// "markPrice": 4225.01,
// "markValue": 84.50020000,
// "posCost": 83.64200000,
// "posCross": 0.0000000000,
// "posInit": 3.63660870,
// "posComm": 0.05236717,
// "posLoss": 0.00000000,
// "posMargin": 3.68897586,
// "posMaint": 0.50637594,
// "maintMargin": 4.54717586,
// "realisedGrossPnl": 0.00000000,
// "realisedPnl": -0.05018520,
// "unrealisedPnl": 0.85820000,
// "unrealisedPnlPcnt": 0.0103,
// "unrealisedRoePcnt": 0.2360,
// "avgEntryPrice": 4182.10,
// "liquidationPrice": 4023.00,
// "bankruptPrice": 4000.25,
// "settleCurrency": "USDT",
// "isInverse": false
// }
// ]
// }
//
const data = this.safeValue(response, 'data');
return this.parsePositions(data, symbols);
}
parsePosition(position, market = undefined) {
//
// {
// "code": "200000",
// "data": [
// {
// "id": "615ba79f83a3410001cde321", // Position ID
// "symbol": "ETHUSDTM", // Symbol
// "autoDeposit": false, // Auto deposit margin or not
// "maintMarginReq": 0.005, // Maintenance margin requirement
// "riskLimit": 1000000, // Risk limit
// "realLeverage": 25.92, // Leverage of the order
// "crossMode": false, // Cross mode or not
// "delevPercentage": 0.76, // ADL ranking percentile
// "openingTimestamp": 1638578546031, // Open time
// "currentTimestamp": 1638578563580, // Current timestamp
// "currentQty": 2, // Current postion quantity
// "currentCost": 83.787, // Current postion value
// "currentComm": 0.0167574, // Current commission
// "unrealisedCost": 83.787, // Unrealised value
// "realisedGrossCost": 0.0, // Accumulated realised gross profit value
// "realisedCost": 0.0167574, // Current realised position value
// "isOpen": true, // Opened position or not
// "markPrice": 4183.38, // Mark price
// "markValue": 83.6676, // Mark value
// "posCost": 83.787, // Position value
// "posCross": 0.0, // added margin
// "posInit": 3.35148, // Leverage margin
// "posComm": 0.05228309, // Bankruptcy cost
// "posLoss": 0.0, // Funding fees paid out
// "posMargin": 3.40376309, // Position margin
// "posMaint": 0.50707892, // Maintenance margin
// "maintMargin": 3.28436309, // Position margin
// "realisedGrossPnl": 0.0, // Accumulated realised gross profit value
// "realisedPnl": -0.0167574, // Realised profit and loss
// "unrealisedPnl": -0.1194, // Unrealised profit and loss
// "unrealisedPnlPcnt": -0.0014, // Profit-loss ratio of the position
// "unrealisedRoePcnt": -0.0356, // Rate of return on investment
// "avgEntryPrice": 4189.35, // Average entry price
// "liquidationPrice": 4044.55, // Liquidation price
// "bankruptPrice": 4021.75, // Bankruptcy price
// "settleCurrency": "USDT", // Currency used to clear and settle the trades
// "isInverse": false
// }
// ]
// }
//
const symbol = this.safeString(position, 'symbol');
market = this.safeMarket(symbol, market);
const timestamp = this.safeInteger(position, 'currentTimestamp');
const size = this.safeString(position, 'currentQty');
let side = undefined;
if (Precise.stringGt(size, '0')) {
side = 'long';
}
else if (Precise.stringLt(size, '0')) {
side = 'short';
}
const notional = Precise.stringAbs(this.safeString(position, 'posCost'));
const initialMargin = this.safeString(position, 'posInit');
const initialMarginPercentage = Precise.stringDiv(initialMargin, notional);
// const marginRatio = Precise.stringDiv (maintenanceRate, collateral);
const unrealisedPnl = this.safeString(position, 'unrealisedPnl');
const crossMode = this.safeValue(position, 'crossMode');
// currently crossMode is always set to false and only isolated positions are supported
const marginMode = crossMode ? 'cross' : 'isolated';
return {
'info': position,
'id': undefined,
'symbol': this.safeString(market, 'symbol'),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'initialMargin': this.parseNumber(initialMargin),
'initialMarginPercentage': this.parseNumber(initialMarginPercentage),
'maintenanceMargin': this.safeNumber(position, 'posMaint'),
'maintenanceMarginPercentage': this.safeNumber(position, 'maintMarginReq'),
'entryPrice': this.safeNumber(position, 'avgEntryPrice'),
'notional': this.parseNumber(notional),
'leverage': this.safeNumber(position, 'realLeverage'),
'unrealizedPnl': this.parseNumber(unrealisedPnl),
'contracts': this.parseNumber(Precise.stringAbs(size)),
'contractSize': this.safeValue(market, 'contractSize'),
'marginRatio': undefined,
'liquidationPrice': this.safeNumber(position, '