astro-perp-ccxt-dev
Version:
3,699 lines • 168 kB
JavaScript
'use strict';
var ascendex$1 = require('./abstract/ascendex.js');
var errors = require('./base/errors.js');
var Precise = require('./base/Precise.js');
var number = require('./base/functions/number.js');
var sha256 = require('./static_dependencies/noble-hashes/sha256.js');
// ----------------------------------------------------------------------------
// ---------------------------------------------------------------------------
/**
* @class ascendex
* @augments Exchange
*/
class ascendex extends ascendex$1 {
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': false,
'option': false,
'addMargin': true,
'cancelAllOrders': true,
'cancelOrder': true,
'createOrder': true,
'createOrders': 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': true,
'fetchFundingRate': 'emulated',
'fetchFundingRateHistory': false,
'fetchFundingRates': true,
'fetchGreeks': false,
'fetchIndexOHLCV': false,
'fetchLeverage': 'emulated',
'fetchLeverages': true,
'fetchLeverageTiers': true,
'fetchMarginMode': 'emulated',
'fetchMarginModes': true,
'fetchMarketLeverageTiers': 'emulated',
'fetchMarkets': true,
'fetchMarkOHLCV': false,
'fetchMySettlementHistory': false,
'fetchOHLCV': true,
'fetchOpenInterest': false,
'fetchOpenInterestHistory': false,
'fetchOpenOrders': true,
'fetchOption': false,
'fetchOptionChain': false,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': false,
'fetchPosition': false,
'fetchPositionMode': false,
'fetchPositions': true,
'fetchPositionsRisk': false,
'fetchPremiumIndexOHLCV': false,
'fetchSettlementHistory': false,
'fetchTicker': true,
'fetchTickers': true,
'fetchTime': true,
'fetchTrades': true,
'fetchTradingFee': false,
'fetchTradingFees': true,
'fetchTransactionFee': false,
'fetchTransactionFees': false,
'fetchTransactions': 'emulated',
'fetchTransfer': false,
'fetchTransfers': false,
'fetchVolatilityHistory': false,
'fetchWithdrawal': false,
'fetchWithdrawals': true,
'reduceMargin': true,
'sandbox': 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://github.com/user-attachments/assets/55bab6b9-d4ca-42a8-a0e6-fac81ae557f1',
'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/funding-payments': 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': number.TICK_SIZE,
'options': {
'account-category': 'cash',
'account-group': undefined,
'fetchClosedOrders': {
'method': 'v2PrivateDataGetOrderHist', // 'v1PrivateAccountCategoryGetOrderHistCurrent'
},
'defaultType': 'spot',
'accountsByType': {
'spot': 'cash',
'swap': 'futures',
'margin': 'margin',
},
'transfer': {
'fillResponseFromRequest': true,
},
'networks': {
'BSC': 'BEP20 ' + '(BSC)',
'ARB': 'arbitrum',
'SOL': 'Solana',
'AVAX': 'avalanche C chain',
'OMNI': 'Omni',
// 'TRC': 'TRC20',
'TRC20': 'TRC20',
'ERC20': 'ERC20',
'GO20': 'GO20',
'BEP2': 'BEP2',
'BTC': 'Bitcoin',
'BCH': 'Bitcoin ABC',
'LTC': 'Litecoin',
'MATIC': 'Matic Network',
'AKT': 'Akash',
},
},
'features': {
'default': {
'sandbox': true,
'createOrder': {
'marginMode': true,
'triggerPrice': true,
'triggerPriceType': undefined,
'triggerDirection': false,
'stopLossPrice': false,
'takeProfitPrice': false,
'attachedStopLossTakeProfit': undefined,
'timeInForce': {
'IOC': true,
'FOK': true,
'PO': true,
'GTD': false,
},
'hedged': false,
'trailing': false,
'leverage': false,
'marketBuyRequiresPrice': false,
'marketBuyByCost': false,
'selfTradePrevention': false,
'iceberg': false,
},
'createOrders': {
'max': 10,
},
'fetchMyTrades': undefined,
'fetchOrder': {
'marginMode': false,
'trigger': false,
'trailing': false,
'marketType': true,
'symbolRequired': false,
},
'fetchOpenOrders': {
'marginMode': false,
'limit': undefined,
'trigger': false,
'trailing': false,
'marketType': true,
'symbolRequired': false,
},
'fetchOrders': undefined,
'fetchClosedOrders': undefined,
'fetchOHLCV': {
'limit': 500,
},
},
'spot': {
'extends': 'default',
'fetchClosedOrders': {
'marginMode': false,
'limit': 1000,
'daysBack': 100000,
'daysBackCanceled': 1,
'untilDays': 100000,
'trigger': false,
'trailing': false,
'symbolRequired': false,
},
},
'forDerivatives': {
'extends': 'default',
'createOrder': {
// todo: implementation
'attachedStopLossTakeProfit': {
'triggerPriceType': {
'last': true,
'mark': false,
'index': false,
},
'price': false,
},
},
'fetchClosedOrders': {
'marginMode': false,
'limit': 1000,
'daysBack': undefined,
'daysBackCanceled': undefined,
'untilDays': undefined,
'trigger': false,
'trailing': false,
'symbolRequired': false,
},
},
'swap': {
'linear': {
'extends': 'forDerivatives',
},
'inverse': undefined,
},
'future': {
'linear': undefined,
'inverse': undefined,
},
},
'exceptions': {
'exact': {
// not documented
'1900': errors.BadRequest,
'2100': errors.AuthenticationError,
'5002': errors.BadSymbol,
'6001': errors.BadSymbol,
'6010': errors.InsufficientFunds,
'60060': errors.InvalidOrder,
'600503': errors.InvalidOrder,
// documented
'100001': errors.BadRequest,
'100002': errors.BadRequest,
'100003': errors.BadRequest,
'100004': errors.BadRequest,
'100005': errors.BadRequest,
'100006': errors.BadRequest,
'100007': errors.BadRequest,
'100008': errors.BadSymbol,
'100009': errors.AuthenticationError,
'100010': errors.BadRequest,
'100011': errors.BadRequest,
'100012': errors.BadRequest,
'100013': errors.BadRequest,
'100101': errors.ExchangeError,
'150001': errors.BadRequest,
'200001': errors.AuthenticationError,
'200002': errors.ExchangeError,
'200003': errors.ExchangeError,
'200004': errors.ExchangeError,
'200005': errors.ExchangeError,
'200006': errors.ExchangeError,
'200007': errors.ExchangeError,
'200008': errors.ExchangeError,
'200009': errors.ExchangeError,
'200010': errors.AuthenticationError,
'200011': errors.ExchangeError,
'200012': errors.ExchangeError,
'200013': errors.ExchangeError,
'200014': errors.PermissionDenied,
'200015': errors.PermissionDenied,
'300001': errors.InvalidOrder,
'300002': errors.InvalidOrder,
'300003': errors.InvalidOrder,
'300004': errors.InvalidOrder,
'300005': errors.InvalidOrder,
'300006': errors.InvalidOrder,
'300007': errors.InvalidOrder,
'300008': errors.InvalidOrder,
'300009': errors.InvalidOrder,
'300011': errors.InsufficientFunds,
'300012': errors.BadSymbol,
'300013': errors.InvalidOrder,
'300014': errors.InvalidOrder,
'300020': errors.InvalidOrder,
'300021': errors.AccountSuspended,
'300031': errors.InvalidOrder,
'310001': errors.InsufficientFunds,
'310002': errors.InvalidOrder,
'310003': errors.InvalidOrder,
'310004': errors.BadSymbol,
'310005': errors.InvalidOrder,
'510001': errors.ExchangeError,
'900001': errors.ExchangeError, // HUMAN_CHALLENGE Human change do not pass
},
'broad': {},
},
'commonCurrencies': {
'XBT': 'XBT',
'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);
}
/**
* @method
* @name ascendex#fetchCurrencies
* @description fetches all available currencies on an exchange
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} an associative dictionary of currencies
*/
async fetchCurrencies(params = {}) {
const response = await this.v2PublicGetAssets(params);
//
// {
// "code": "0",
// "data": [
// {
// "assetCode": "USDT",
// "assetName": "Tether",
// "precisionScale": 9,
// "nativeScale": 4,
// "blockChain": [
// {
// "chainName": "Solana",
// "withdrawFee": "2.0",
// "allowDeposit": true,
// "allowWithdraw": true,
// "minDepositAmt": "0.01",
// "minWithdrawal": "4.0",
// "numConfirmations": 1
// },
// ...
// ]
// },
// ]
// }
//
const data = this.safeList(response, 'data', []);
const result = {};
for (let i = 0; i < data.length; i++) {
const currency = data[i];
const id = this.safeString(currency, 'assetCode');
const code = this.safeCurrencyCode(id);
const chains = this.safeList(currency, 'blockChain', []);
const precision = this.parseNumber(this.parsePrecision(this.safeString(currency, 'nativeScale')));
const networks = {};
for (let j = 0; j < chains.length; j++) {
const networkEtnry = chains[j];
const networkId = this.safeString(networkEtnry, 'chainName');
const networkCode = this.networkCodeToId(networkId);
networks[networkCode] = {
'fee': this.safeNumber(networkEtnry, 'withdrawFee'),
'active': undefined,
'withdraw': this.safeBool(networkEtnry, 'allowWithdraw'),
'deposit': this.safeBool(networkEtnry, 'allowDeposit'),
'precision': precision,
'limits': {
'amount': {
'min': undefined,
'max': undefined,
},
'withdraw': {
'min': this.safeNumber(networkEtnry, 'minWithdrawal'),
'max': undefined,
},
'deposit': {
'min': this.safeNumber(networkEtnry, 'minDepositAmt'),
'max': undefined,
},
},
};
}
// todo type: if (chainsLength === 0 && (assetName.endsWith (' Staking') || assetName.indexOf (' Reward ') >= 0 || assetName.indexOf ('Slot Auction') >= 0 || assetName.indexOf (' Freeze Asset') >= 0))
result[code] = this.safeCurrencyStructure({
'id': id,
'code': code,
'info': currency,
'type': undefined,
'margin': undefined,
'name': this.safeString(currency, 'assetName'),
'active': undefined,
'deposit': undefined,
'withdraw': undefined,
'fee': undefined,
'precision': precision,
'limits': {
'amount': {
'min': undefined,
'max': undefined,
},
'withdraw': {
'min': this.safeNumber(currency, 'minWithdrawalAmt'),
'max': undefined,
},
},
'networks': networks,
});
}
return result;
}
/**
* @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
*/
async fetchMarkets(params = {}) {
const spotPromise = this.fetchSpotMarkets(params);
const contractPromise = this.fetchContractMarkets(params);
const [spotMarkets, contractMarkets] = await Promise.all([spotPromise, contractPromise]);
return this.arrayConcat(spotMarkets, contractMarkets);
}
async fetchSpotMarkets(params = {}) {
const productsPromise = 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 cashPromise = 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 [products, cash] = await Promise.all([productsPromise, cashPromise]);
const productsData = this.safeList(products, 'data', []);
const productsById = this.indexBy(productsData, 'symbol');
const cashData = this.safeList(cash, 'data', []);
const cashAndPerpetualsById = this.indexBy(cashData, '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];
if (id.indexOf('-PERP') >= 0) {
continue; // skip perpetuals, as separate endpoint returns them
}
const market = dataById[id];
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 minQty = this.safeNumber(market, 'minQty');
const maxQty = this.safeNumber(market, 'maxQty');
const minPrice = this.safeNumber(market, 'tickSize');
const 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);
const fee = this.safeNumber(market, 'commissionReserveRate');
const marginTradable = this.safeBool(market, 'marginTradable', false);
result.push({
'id': id,
'symbol': base + '/' + quote,
'base': base,
'baseId': baseId,
'quote': quote,
'quoteId': quoteId,
'settle': undefined,
'settleId': undefined,
'type': 'spot',
'spot': true,
'margin': marginTradable,
'swap': false,
'future': false,
'option': false,
'active': active,
'contract': false,
'linear': undefined,
'inverse': undefined,
'taker': fee,
'maker': fee,
'contractSize': 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'),
},
},
'created': this.safeInteger(market, 'tradingStartTime'),
'info': market,
});
}
return result;
}
async fetchContractMarkets(params = {}) {
const contracts = await this.v2PublicGetFuturesContract(params);
//
// {
// "code": 0,
// "data": [
// {
// "symbol": "BTC-PERP",
// "status": "Normal",
// "displayName": "BTCUSDT",
// "settlementAsset": "USDT",
// "underlying": "BTC/USDT",
// "tradingStartTime": 1579701600000,
// "priceFilter": {
// "minPrice": "0.1",
// "maxPrice": "1000000",
// "tickSize": "0.1"
// },
// "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 data = this.safeList(contracts, 'data', []);
const result = [];
for (let i = 0; i < data.length; i++) {
const market = data[i];
const id = this.safeString(market, 'symbol');
const underlying = this.safeString(market, 'underlying');
const parts = underlying.split('/');
const baseId = this.safeString(parts, 0);
const base = this.safeCurrencyCode(baseId);
const quoteId = this.safeString(parts, 1);
const quote = this.safeCurrencyCode(quoteId);
const settleId = this.safeString(market, 'settlementAsset');
const settle = this.safeCurrencyCode(settleId);
const linear = settle === quote;
const inverse = settle === base;
const symbol = base + '/' + quote + ':' + settle;
const priceFilter = this.safeDict(market, 'priceFilter');
const lotSizeFilter = this.safeDict(market, 'lotSizeFilter');
const fee = this.safeNumber(market, 'commissionReserveRate');
result.push({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'settle': settle,
'baseId': baseId,
'quoteId': quoteId,
'settleId': settleId,
'type': 'swap',
'spot': false,
'margin': undefined,
'swap': true,
'future': false,
'option': false,
'active': this.safeString(market, 'status') === 'Normal',
'contract': true,
'linear': linear,
'inverse': inverse,
'taker': fee,
'maker': fee,
'contractSize': this.parseNumber('1'),
'expiry': undefined,
'expiryDatetime': undefined,
'strike': undefined,
'optionType': undefined,
'precision': {
'amount': this.safeNumber(lotSizeFilter, 'lotSize'),
'price': this.safeNumber(priceFilter, 'tickSize'),
},
'limits': {
'leverage': {
'min': undefined,
'max': undefined,
},
'amount': {
'min': this.safeNumber(lotSizeFilter, 'minQty'),
'max': this.safeNumber(lotSizeFilter, 'maxQty'),
},
'price': {
'min': this.safeNumber(priceFilter, 'minPrice'),
'max': this.safeNumber(priceFilter, 'maxPrice'),
},
'cost': {
'min': this.safeNumber(market, 'minNotional'),
'max': this.safeNumber(market, 'maxNotional'),
},
},
'created': this.safeInteger(market, 'tradingStartTime'),
'info': market,
});
}
return result;
}
/**
* @method
* @name ascendex#fetchTime
* @description fetches the current integer timestamp in milliseconds from the ascendex server
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {int} the current integer timestamp in milliseconds from the ascendex server
*/
async fetchTime(params = {}) {
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.safeDict(response, 'data', {});
return this.safeInteger(data, 'requestReceiveAt');
}
/**
* @method
* @name ascendex#fetchAccounts
* @description fetch all the accounts associated with a profile
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a dictionary of [account structures]{@link https://docs.ccxt.com/#/?id=account-structure} indexed by the account type
*/
async fetchAccounts(params = {}) {
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.safeDict(response, 'data', {});
accountGroup = this.safeString(data, 'accountGroup');
this.options['account-group'] = accountGroup;
}
return [
{
'id': accountGroup,
'type': undefined,
'code': undefined,
'info': response,
},
];
}
parseBalance(response) {
const result = {
'info': response,
'timestamp': undefined,
'datetime': undefined,
};
const balances = this.safeList(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 result = {
'info': response,
'timestamp': undefined,
'datetime': undefined,
};
const balances = this.safeList(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["default"].stringAdd(debt, interest);
result[code] = account;
}
return this.safeBalance(result);
}
parseSwapBalance(response) {
const result = {
'info': response,
'timestamp': undefined,
'datetime': undefined,
};
const data = this.safeDict(response, 'data', {});
const collaterals = this.safeList(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);
}
/**
* @method
* @name ascendex#fetchBalance
* @description query for balance and get the amount of funds available for trading or funds locked in orders
* @see https://ascendex.github.io/ascendex-pro-api/#cash-account-balance
* @see https://ascendex.github.io/ascendex-pro-api/#margin-account-balance
* @see https://ascendex.github.io/ascendex-futures-pro-api-v2/#position
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.type] wallet type, 'spot', 'margin', or 'swap'
* @param {string} [params.marginMode] 'cross' or undefined, for spot margin trading, value of 'isolated' is invalid
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
*/
async fetchBalance(params = {}) {
await this.loadMarkets();
await this.loadAccounts();
let marketType = undefined;
let marginMode = undefined;
[marketType, params] = this.handleMarketTypeAndParams('fetchBalance', undefined, params);
[marginMode, params] = this.handleMarginModeAndParams('fetchBalance', params);
const isMargin = this.safeBool(params, 'margin', false);
const isCross = marginMode === 'cross';
marketType = (isMargin || isCross) ? 'margin' : marketType;
params = this.omit(params, 'margin');
const accountsByType = this.safeDict(this.options, 'accountsByType', {});
const accountCategory = this.safeString(accountsByType, marketType, 'cash');
const account = this.safeDict(this.accounts, 0, {});
const accountGroup = this.safeString(account, 'id');
const request = {
'account-group': accountGroup,
};
if ((marginMode === 'isolated') && (marketType !== 'swap')) {
throw new errors.BadRequest(this.id + ' does not supported isolated margin trading');
}
if ((accountCategory === 'cash') || (accountCategory === 'margin')) {
request['account-category'] = accountCategory;
}
let response = undefined;
if ((marketType === 'spot') || (marketType === 'margin')) {
response = await this.v1PrivateAccountCategoryGetBalance(this.extend(request, params));
}
else if (marketType === 'swap') {
response = await this.v2PrivateAccountGroupGetFuturesPosition(this.extend(request, params));
}
else {
throw new errors.NotSupported(this.id + ' fetchBalance() is not currently supported for ' + marketType + ' markets');
}
//
// 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);
}
}
/**
* @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} [limit] the maximum amount of order book entries to return
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
*/
async fetchOrderBook(symbol, limit = undefined, params = {}) {
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.safeDict(response, 'data', {});
const orderbook = this.safeDict(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.safeList(ticker, 'bid', []);
const ask = this.safeList(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);
}
/**
* @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 exchange API endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async fetchTicker(symbol, params = {}) {
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.safeDict(response, 'data', {});
return this.parseTicker(data, market);
}
/**
* @method
* @name ascendex#fetchTickers
* @description fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for 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 exchange API endpoint
* @returns {object} a dictionary of [ticker structures]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async fetchTickers(symbols = undefined, params = {}) {
await this.loadMarkets();
const request = {};
let market = undefined;
if (symbols !== undefined) {
const symbol = this.safeString(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.safeList(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.safeDict(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'),
];
}
/**
* @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} [since] timestamp in ms of the earliest candle to fetch
* @param {int} [limit] the maximum amount of candles to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {int} [params.until] timestamp in ms of the latest candle to fetch
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async fetchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
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.safeDict(this.options, 'fetchOHLCV', {});
const defaultLimit = this.safeInteger(options, 'limit', 500);
const until = this.safeInteger(params, 'until');
if (since !== undefined) {
request['from'] = since;
if (limit === undefined) {
limit = defaultLimit;
}
else {
limit = Math.min(limit, defaultLimit);
}
const toWithLimit = this.sum(since, limit * duration * 1000, 1);
if (until !== undefined) {
request['to'] = Math.min(toWithLimit, until + 1);
}
else {
request['to'] = toWithLimit;
}
}
else if (until !== undefined) {
request['to'] = until + 1;
if (limit === undefined) {
limit = defaultLimit;
}
else {
limit = Math.min(limit, defaultLimit);
}
request['from'] = until - (limit * duration * 1000);
}
else if (limit !== undefined) {
request['n'] = limit; // max 500
}
params = this.omit(params, 'until');
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.safeList(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.safeBool(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);
}
/**
* @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} [since] timestamp in ms of the earliest trade to fetch
* @param {int} [limit] the maximum amount of trades to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {Trade[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
*/
async fetchTrades(symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const request = {
'symbol': market['id'],
};
if (limit !== undefined) {
request['n'] = limit; // max 100
}
const response = await this.v1PublicGetTrades(this.extend(request, params));
//
// {
// "code":0,
// "data":{
// "m":"trades",
// "symbol":"BTC-PERP",
// "data":[
// {"p":"9128.5","q":"0.0030","ts":1590229002385,"bm":false,"seqnum":180143985289898554},
// {"p":"9129","q":"0.0030","ts":1590229002642,"bm":false,"seqnum":180143985289898587},
// {"p":"9129.5","q":"0.0030","ts":1590229021306,"bm":false,"seqnum":180143985289899043}
// ]
// }
// }
//
const records = this.safeDict(response, 'data', {});
const trades = this.safeList(records, 'data', []);
return this.parseTrades(trades, market, since, limit);
}
parseOrderStatus(status) {
const statuses = {
'PendingNew': 'open',
'New': 'open',
'PartiallyFilled': 'open',
'Filled': 'closed',
'Canceled': 'canceled',
'Rejected': 'rejected',
};
return this.safeString(statuses, status, status);
}
parseOrder(order, market = undefined) {
//
// createOrder
//
// {
// "id": "16e607e2b83a8bXHbAwwoqDo55c166fa",
// "orderId": "16e85b4d9b9a8bXHbAwwoqDoc3d66830",
// "orderType": "Market",
// "symbol": "BTC/USDT",
// "timestamp": 1573576916201
// }
//
// & linear (fetchClosedOrders)
//
// {
// "ac": "FUTURES",
// "accountId": "fut2ODPhGiY71Pl4vtXnOZ00ssgD7QGn",
// "time": 1640819389454,
// "orderId": "a17e0874ecbdU0711043490bbtcpDU5X",
// "seqNum": -1,
// "orderType": "Limit",
// "execInst": "NULL_VAL", // NULL_VAL, ReduceOnly , ...
// "side": "Buy",
// "symbol": "BTC-PERP",
// "price": "30000",
// "orderQty": "0.002",
// "stopPrice": "0",
// "stopBy": "ref-px",
// "status": "Ack",
// "lastExecTime": 1640819389454,
// "lastQty": "0",
// "lastPx": "0",
// "avgFilledPx": "0",
// "cumFilledQty": "0",
// "fee": "0",
// "cumFee": "0",
// "feeAsset": "",
// "errorCode": "",
// "posStopLossPrice": "0",
// "posStopLossTrigger": "market",
// "posTakeProfitPrice": "0",
// "posTakeProfitTrigger": "market",
// "liquidityInd": "n"
// }
//
// fetchOrder, fetchOpenOrders, fetchClosedOrders
//
// {
// "symbol": "BTC/USDT",
// "price": "8131.22",
// "orderQty": "0.00082",
// "orderType": "Market",
// "avgPx": "7392.02",
// "cumFee": "0.005152238",
// "cumFilledQty": "0.00082",
// "errorCode": "",
// "feeAsset": "USDT",
// "lastExecTime": 1575953151764,
// "orderId": "a16eee20b6750866943712zWEDdAjt3",
// "seqNum": 2623469,
// "side": "Buy",
// "status": "Filled",
// "stopPrice": "",
// "execInst": "NULL_VAL" // "Post" (for postOnly orders), "reduceOnly" (for reduceOnly orders)
// }
//
// {
// "orderId": "a173ad938fc3U22666567717788c3b66", // orderId
// "seqNum": 18777366360, // sequence number
// "accountId": "cshwSjbpPjSwHmxPdz2CPQVU9mnbzPpt", // accountId
// "symbol": "BTC/USDT", // symbol
// "orderType": "Limit", // order type (Limit/Market/StopMarket/StopLimit)
// "side": "Sell", // order side (Buy/Sell)
// "price": "11346.77", // order price
// "stopPrice": "0", // stop price (0 by default)
// "orderQty": "0.01", // order quantity (in base asset)
// "status": "Canceled", // order status (Filled/Canceled/Rejected)
// "createTime": 1596344995793, // order creation time
// "lastExecTime": 1596344996053, // last execution time
// "avgFillPrice": "11346.77", // average filled price
// "fillQty": "0.01", // filled quantity (in base asset)
// "fee": "-0.004992579", // cummulative fee. if negative, this value is the commission charged; if possitive, this value is the rebate received.
// "feeAsset": "USDT" // fee asset
// }
//
// {
// "ac": "FUTURES",
// "accountId": "testabcdefg",
// "avgPx": "0",
// "cumFee": "0",
// "cumQty": "0",
// "errorCode": "NULL_VAL",
// "execInst": "NULL_VAL",
// "feeAsset": "USDT",
// "lastExecTime": 1584072844085,
// "orderId": "r170d21956dd5450276356bbtcpKa74",
// "orderQty": "1.1499",
// "orderType": "Limit",
// "price": "4000",
// "sendingTime": 1584072841033,
// "seqNum": 24105338,
// "side": "Buy",
// "status": "Canceled",
// "stopPrice": "",
// "symbol": "BTC-PERP"
// },
//
const status = this.parseOrderStatus(this.safeString(order, 'status'));
const marketId = this.safeString(order, 'symbol');
const symbol = this.safeSymbol(marketId, market, '/');
let timestamp = this.safeIntegerN(order, ['timestamp', 'sendingTime', 'time']);
const lastTradeTimestamp = this.safeInteger(order, 'lastExecTime');
if (timestamp === undefined) {
timestamp = lastTradeTimestamp;
}
const price = this.safeString(order, 'price');
const amount = this.safeString(order, 'orderQty');
const average = this.safeString2(order, 'avgPx', 'avgFilledPx');
const filled = this.safeStringN(order, ['cumFilledQty', 'cumQty', 'fillQty']);
const id = this.safeString(order, 'orderId');
let clientOrderId = this.safeString(order, 'id');
if (clientOrderId !== undefined) {
if (clientOrderId.length < 1) {
clientOrderId = undefined;
}
}
const rawTypeLower = this.safeStringLower(order, 'orderType');
let type = rawTypeLower;
if (rawTypeLower !== undefined) {
if (rawTypeLower === 'stoplimit') {
type = 'limit';
}
if (rawTypeLower === 'stopmarket') {
type = 'market';
}
}
const side = this.safeStringLower(order, 'side');
const feeCost = this.safeNumber2(order, 'cumFee', 'fee');
let fee = undefined;
if (feeCost !== undefined) {
const feeCurrencyId = this.safeString(order, 'feeAsset');
const feeCurrencyCode = this.safeCurrencyCode(feeCurrencyId);
fee = {
'cost': feeCost,
'currency': feeCurrencyCode,
};
}
const triggerPrice = this.omitZero(this.safeString(order, 'stopPrice'));
let reduceOnly = undefined;
const execInst = this.safeStringLower(order, 'execInst');
if (execInst === 'reduceonly') {
reduceOnly = true;
}
let postOnly = undefined;
if (execInst === 'post') {
postOnly = true;
}
return this.safeOrder({
'info': order,
'id': id,
'clientOrderId': clientOrderId,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'lastTradeTimestamp': lastTradeTimestamp,
'symbol': symbol,
'type': type,
'timeInForce': undefined,
'postOnly': postOnly,
'reduceOnly': reduceOnly,
'side': side,
'price': price,
'triggerPrice': triggerPrice,
'amount': amount,
'cost': undefined,
'average': average,
'filled': filled,
'remaining': undefined,
'status': status,
'fee': fee,
'trades': undefined,
}, market);
}
/**
* @method
* @name ascendex#fetchTradingFees
* @description fetch the trading fees for multiple markets
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a dictionary of [fee structures]{@link https://docs.ccxt.com/#/?id=fee-structure} indexed by market symbols
*/
async fetchTradingFees(params = {}) {
await this.loadMarkets();
await this.loadAccounts();
const account = this.safeDict(this.accounts, 0, {});
const accountGroup = this.safeString(account, 'id');
const request = {
'account-group': accountGroup,
};
const response = await this.v1PrivateAccountGroupGetSpotFee(this.extend(request, params));
//
// {
// "code": "0",
// "data": {
// "domain": "spot",
// "userUID": "U1479576458",
// "vipLevel": "0",
// "fees": [
// { symbol: 'HT/USDT', fee: { taker: '0.001', maker: "0.001" } },
// { symbol: 'LAMB/BTC', fee: { taker: '0.002', maker: "0.002" } },
// { symbol: 'STOS/USDT', fee: { taker: '0.002', maker: "0.002" } },
// ...
// ]
// }
// }
//
const data = this.safeDict(response, 'data', {});
const fees = this.safeList(data, 'fees', []);
const result = {};
for (let i = 0; i < fees.length; i++) {
const fee = fees[i];
const marketId = this.safeString(fee, 'symbol');
const symbol = this.safeSymbol(marketId, undefined, '/');
const takerMaker = this.safeDict(fee, 'fee', {});
result[symbol] = {
'info': fee,
'symbol': symbol,
'maker': this.safeNumber(takerMaker, 'maker'),
'taker': this.safeNumber(takerMaker, 'taker'),
'percentage': undefined,
'tierBased': undefined,
};
}
return result;
}
createOrderRequest(symbol, type, side, amount, price = undefined, params = {}) {
/**
* @method
* @ignore
* @name ascendex#createOrderRequest
* @description helper function to build request
* @param {string} symbol unified symbol of the market to create an order in
* @param {string} type 'market' or 'limit'
* @param {string} side 'buy' or 'sell'
* @param {float} amount how much you want to trade in units of the base currency
* @param {float} [price] the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.timeInForce] "GTC", "IOC", "FOK", or "PO"
* @param {bool} [params.postOnly] true or false
* @param {float} [params.triggerPrice] the price at which a trigger order is triggered at
* @returns {object} request to be sent to the exchange
*/
const market = this.market(symbol);
let marginMode = undefined;
let marketType = undefined;
[marginMode, params] = this.handleMarginModeAndParams('createOrderRequest', params);
[marketType, params] = this.handleMarketTypeAndParams('createOrderRequest', market, params);
const accountsByType = this.safeDict(this.options, 'accountsByType', {});
let accountCategory = this.safeString(accountsByType, marketType, 'cash');
if (marginMode !== undefined) {
accountCategory = 'margin';
}
const account = this.safeDict(this.accounts, 0, {});
const accountGroup = this.safeString(account, 'id');
const clientOrderId = this.safeString2(params, 'clientOrderId', 'id');
const request = {
'account-group': accountGroup,
'account-category': accountCategory,
'symbol': market['id'],
'time': this.milliseconds(),
'orderQty': this.amountToPrecision(symbol, amount),
'orderType': type,
'side': side, // buy or sell,
// 'execInst': // Post for postOnly, ReduceOnly for reduceOnly
// 'respInst': 'ACK', // ACK, 'ACCEPT, DONE
};
const isMarketOrder = ((type === 'market') || (type === 'stop_market'));
const isLimitOrder = ((type === 'limit') || (type === 'stop_limit'));
const timeInForce = this.safeString(params, 'timeInForce');
const postOnly = this.isPostOnly(isMarketOrder, false, params);
const reduceOnly = this.safeBool(params, 'reduceOnly', false);
const triggerPrice = this.safeString2(params, 'triggerPrice', 'stopPrice');
if (isLimitOrder) {
request['orderPrice'] = this.priceToPrecision(symbol, price);
}
if (timeInForce === 'IOC') {
request['timeInForce'] = 'IOC';
}
if (timeInForce === 'FOK') {
request['timeInForce'] = 'FOK';
}
if (postOnly) {
request['postOnly'] = true;
}
if (triggerPrice !== undefined) {
request['stopPrice'] = this.priceToPrecision(symbol, triggerPrice);
if (isLimitOrder) {
request['orderType'] = 'stop_limit';
}
else if (isMarketOrder) {
request['orderType'] = 'stop_market';
}
}
if (clientOrderId !== undefined) {
request['id'] = clientOrderId;
}
if (market['spot']) {
if (accountCategory !== undefined) {
request['category'] = accountCategory;
}
}
else {
request['account-category'] = accountCategory;
if (reduceOnly) {
request['execInst'] = 'ReduceOnly';
}
if (postOnly) {
request['execInst'] = 'Post';
}
}
params = this.omit(params, ['reduceOnly', 'triggerPrice']);
return this.extend(request, params);
}
/**
* @method
* @name ascendex#createOrder
* @description create a trade order on the exchange
* @see https://ascendex.github.io/ascendex-pro-api/#place-order
* @see https://ascendex.github.io/ascendex-futures-pro-api-v2/#new-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] the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.timeInForce] "GTC", "IOC", "FOK", or "PO"
* @param {bool} [params.postOnly] true or false
* @param {float} [params.triggerPrice] the price at which a trigger order is triggered at
* @param {object} [params.takeProfit] *takeProfit object in params* containing the triggerPrice that the attached take profit order will be triggered (perpetual swap markets only)
* @param {float} [params.takeProfit.triggerPrice] *swap only* take profit trigger price
* @param {object} [params.stopLoss] *stopLoss object in params* containing the triggerPrice that the attached stop loss order will be triggered (perpetual swap markets only)
* @param {float} [params.stopLoss.triggerPrice] *swap only* stop loss trigger price
* @returns [An order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async createOrder(symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets();
await this.loadAccounts();
const market = this.market(symbol);
const request = this.createOrderRequest(symbol, type, side, amount, price, params);
let response = undefined;
if (market['swap']) {
response = await this.v2PrivateAccountGroupPostFuturesOrder(request);
}
else {
response = await this.v1PrivateAccountCategoryPostOrder(request);
}
//
// spot
//
// {
// "code":0,
// "data": {
// "accountId":"cshwT8RKojkT1HoaA5UdeimR2SrmHG2I",
// "ac":"CASH",
// "action":"place-order",
// "status":"Ack",
// "info": {
// "symbol":"TRX/USDT",
// "orderType":"StopLimit",
// "timestamp":1654290662172,
// "id":"",
// "orderId":"a1812b6840ddU8191168955av0k6Eyhj"
// }
// }
// }
//
// swap
//
// {
// "code":0,
// "data": {
// "meta": {
// "id":"",
// "action":"place-order",
// "respInst":"ACK"
// },
// "order": {
// "ac":"FUTURES",
// "accountId":"futwT8RKojkT1HoaA5UdeimR2SrmHG2I",
// "time":1654290969965,
// "orderId":"a1812b6cf322U8191168955oJamfTh7b",
// "seqNum":-1,
// "orderType":"StopLimit",
// "execInst":"NULL_VAL",
// "side":"Buy",
// "symbol":"TRX-PERP",
// "price":"0.083",
// "orderQty":"1",
// "stopPrice":"0.082",
// "stopBy":"ref-px",
// "status":"Ack",
// "lastExecTime":1654290969965,
// "lastQty":"0",
// "lastPx":"0",
// "avgFilledPx":"0",
// "cumFilledQty":"0",
// "fee":"0",
// "cumFee":"0",
// "feeAsset":"",
// "errorCode":"",
// "posStopLossPrice":"0",
// "posStopLossTrigger":"market",
// "posTakeProfitPrice":"0",
// "posTakeProfitTrigger":"market",
// "liquidityInd":"n"
// }
// }
// }
//
const data = this.safeDict(response, 'data', {});
const order = this.safeDict2(data, 'order', 'info', {});
return this.parseOrder(order, market);
}
/**
* @method
* @name ascendex#createOrders
* @description create a list of trade orders
* @see https://ascendex.github.io/ascendex-pro-api/#place-batch-orders
* @see https://ascendex.github.io/ascendex-futures-pro-api-v2/#place-batch-orders
* @param {Array} orders list of orders to create, each object should contain the parameters required by createOrder, namely symbol, type, side, amount, price and params
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.timeInForce] "GTC", "IOC", "FOK", or "PO"
* @param {bool} [params.postOnly] true or false
* @param {float} [params.triggerPrice] the price at which a trigger order is triggered at
* @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async createOrders(orders, params = {}) {
await this.loadMarkets();
await this.loadAccounts();
const ordersRequests = [];
let symbol = undefined;
let marginMode = undefined;
for (let i = 0; i < orders.length; i++) {
const rawOrder = orders[i];
const marketId = this.safeString(rawOrder, 'symbol');
if (symbol === undefined) {
symbol = marketId;
}
else {
if (symbol !== marketId) {
throw new errors.BadRequest(this.id + ' createOrders() requires all orders to have the same symbol');
}
}
const type = this.safeString(rawOrder, 'type');
const side = this.safeString(rawOrder, 'side');
const amount = this.safeNumber(rawOrder, 'amount');
const price = this.safeNumber(rawOrder, 'price');
const orderParams = this.safeDict(rawOrder, 'params', {});
const marginResult = this.handleMarginModeAndParams('createOrders', orderParams);
const currentMarginMode = marginResult[0];
if (currentMarginMode !== undefined) {
if (marginMode === undefined) {
marginMode = currentMarginMode;
}
else {
if (marginMode !== currentMarginMode) {
throw new errors.BadRequest(this.id + ' createOrders() requires all orders to have the same margin mode (isolated or cross)');
}
}
}
const orderRequest = this.createOrderRequest(marketId, type, side, amount, price, orderParams);
ordersRequests.push(orderRequest);
}
const market = this.market(symbol);
const accountsByType = this.safeDict(this.options, 'accountsByType', {});
let accountCategory = this.safeString(accountsByType, market['type'], 'cash');
if (marginMode !== undefined) {
accountCategory = 'margin';
}
const account = this.safeDict(this.accounts, 0, {});
const accountGroup = this.safeString(account, 'id');
const request = {};
let response = undefined;
if (market['swap']) {
throw new errors.NotSupported(this.id + ' createOrders() is not currently supported for swap markets on ascendex');
// request['account-group'] = accountGroup;
// request['category'] = accountCategory;
// request['orders'] = ordersRequests;
// response = await this.v2PrivateAccountGroupPostFuturesOrderBatch (request);
}
else {
request['account-group'] = accountGroup;
request['account-category'] = accountCategory;
request['orders'] = ordersRequests;
response = await this.v1PrivateAccountCategoryPostOrderBatch(request);
}
//
// spot
//
// {
// "code": 0,
// "data": {
// "accountId": "cshdAKBO43TKIh2kJtq7FVVb42KIePyS",
// "ac": "CASH",
// "action": "batch-place-order",
// "status": "Ack",
// "info": [
// {
// "symbol": "BTC/USDT",
// "orderType": "Limit",
// "timestamp": 1699326589344,
// "id": "",
// "orderId": "a18ba7c1f6efU0711043490p3HvjjN5x"
// }
// ]
// }
// }
//
const data = this.safeDict(response, 'data', {});
const info = this.safeList(data, 'info', []);
return this.parseOrders(info, market);
}
/**
* @method
* @name ascendex#fetchOrder
* @description fetches information on an order made by the user
* @see https://ascendex.github.io/ascendex-pro-api/#query-order
* @see https://ascendex.github.io/ascendex-futures-pro-api-v2/#query-order-by-id
* @param {string} id the order id
* @param {string} symbol unified symbol of the market the order was made in
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async fetchOrder(id, symbol = undefined, params = {}) {
await this.loadMarkets();
await this.loadAccounts();
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
}
const [type, query] = this.handleMarketTypeAndParams('fetchOrder', market, params);
const accountsByType = this.safeDict(this.options, 'accountsByType', {});
const accountCategory = this.safeString(accountsByType, type, 'cash');
const account = this.safeDict(this.accounts, 0, {});
const accountGroup = this.safeString(account, 'id');
const request = {
'account-group': accountGroup,
'account-category': accountCategory,
'orderId': id,
};
let response = undefined;
if ((type === 'spot') || (type === 'margin')) {
response = await this.v1PrivateAccountCategoryGetOrderStatus(this.extend(request, query));
}
else if (type === 'swap') {
request['account-category'] = accountCategory;
response = await this.v2PrivateAccountGroupGetFuturesOrderStatus(this.extend(request, query));
}
else {
throw new errors.NotSupported(this.id + ' fetchOrder() is not currently supported for ' + type + ' markets');
}
//
// AccountCategoryGetOrderStatus
//
// {
// "code": 0,
// "accountCategory": "CASH",
// "accountId": "cshQtyfq8XLAA9kcf19h8bXHbAwwoqDo",
// "data": [
// {
// "symbol": "BTC/USDT",
// "price": "8131.22",
// "orderQty": "0.00082",
// "orderType": "Market",
// "avgPx": "7392.02",
// "cumFee": "0.005152238",
// "cumFilledQty": "0.00082",
// "errorCode": "",
// "feeAsset": "USDT",
// "lastExecTime": 1575953151764,
// "orderId": "a16eee20b6750866943712zWEDdAjt3",
// "seqNum": 2623469,
// "side": "Buy",
// "status": "Filled",
// "stopPrice": "",
// "execInst": "NULL_VAL"
// }
// ]
// }
//
// AccountGroupGetFuturesOrderStatus
//
// {
// "code": 0,
// "accountId": "fut2ODPhGiY71Pl4vtXnOZ00ssgD7QGn",
// "ac": "FUTURES",
// "data": {
// "ac": "FUTURES",
// "accountId": "fut2ODPhGiY71Pl4vtXnOZ00ssgD7QGn",
// "time": 1640247020217,
// "orderId": "r17de65747aeU0711043490bbtcp0cmt",
// "seqNum": 28796162908,
// "orderType": "Limit",
// "execInst": "NULL_VAL",
// "side": "Buy",
// "symbol": "BTC-PERP",
// "price": "30000",
// "orderQty": "0.0021",
// "stopPrice": "0",
// "stopBy": "market",
// "status": "New",
// "lastExecTime": 1640247020232,
// "lastQty": "0",
// "lastPx": "0",
// "avgFilledPx": "0",
// "cumFilledQty": "0",
// "fee": "0",
// "cumFee": "0",
// "feeAsset": "USDT",
// "errorCode": "",
// "posStopLossPrice": "0",
// "posStopLossTrigger": "market",
// "posTakeProfitPrice": "0",
// "posTakeProfitTrigger": "market",
// "liquidityInd": "n"
// }
// }
//
const data = this.safeDict(response, 'data', {});
return this.parseOrder(data, market);
}
/**
* @method
* @name ascendex#fetchOpenOrders
* @description fetch all unfilled currently open orders
* @see https://ascendex.github.io/ascendex-pro-api/#list-open-orders
* @see https://ascendex.github.io/ascendex-futures-pro-api-v2/#list-open-orders
* @param {string} symbol unified market symbol
* @param {int} [since] the earliest time in ms to fetch open orders for
* @param {int} [limit] the maximum number of open orders structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async fetchOpenOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
await this.loadAccounts();
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
symbol = market['symbol'];
}
const account = this.safeDict(this.accounts, 0, {});
const accountGroup = this.safeString(account, 'id');
const [type, query] = this.handleMarketTypeAndParams('fetchOpenOrders', market, params);
const accountsByType = this.safeDict(this.options, 'accountsByType', {});
const accountCategory = this.safeString(accountsByType, type, 'cash');
const request = {
'account-group': accountGroup,
'account-category': accountCategory,
};
let response = undefined;
if ((type === 'spot') || (type === 'margin')) {
response = await this.v1PrivateAccountCategoryGetOrderOpen(this.extend(request, query));
}
else if (type === 'swap') {
request['account-category'] = accountCategory;
response = await this.v2PrivateAccountGroupGetFuturesOrderOpen(this.extend(request, query));
}
else {
throw new errors.NotSupported(this.id + ' fetchOpenOrders() is not currently supported for ' + type + ' markets');
}
//
// AccountCategoryGetOrderOpen
//
// {
// "ac": "CASH",
// "accountId": "cshQtyfq8XLAA9kcf19h8bXHbAwwoqDo",
// "code": 0,
// "data": [
// {
// "avgPx": "0", // Average filled price of the order
// "cumFee": "0", // cumulative fee paid for this order
// "cumFilledQty": "0", // cumulative filled quantity
// "errorCode": "", // error code; could be empty
// "feeAsset": "USDT", // fee asset
// "lastExecTime": 1576019723550, // The last execution time of the order
// "orderId": "s16ef21882ea0866943712034f36d83", // server provided orderId
// "orderQty": "0.0083", // order quantity
// "orderType": "Limit", // order type
// "price": "7105", // order price
// "seqNum": 8193258, // sequence number
// "side": "Buy", // order side
// "status": "New", // order status on matching engine
// "stopPrice": "", // only available for stop market and stop limit orders; otherwise empty
// "symbol": "BTC/USDT",
// "execInst": "NULL_VAL" // execution instruction
// },
// ]
// }
//
// AccountGroupGetFuturesOrderOpen
//
// {
// "code": 0,
// "data": [
// {
// "ac": "FUTURES",
// "accountId": "fut2ODPhGiY71Pl4vtXnOZ00ssgD7QGn",
// "time": 1640247020217,
// "orderId": "r17de65747aeU0711043490bbtcp0cmt",
// "seqNum": 28796162908,
// "orderType": "Limit",
// "execInst": "NULL_VAL",
// "side": "Buy",
// "symbol": "BTC-PERP",
// "price": "30000",
// "orderQty": "0.0021",
// "stopPrice": "0",
// "stopBy": "market",
// "status": "New",
// "lastExecTime": 1640247020232,
// "lastQty": "0",
// "lastPx": "0",
// "avgFilledPx": "0",
// "cumFilledQty": "0",
// "fee": "0",
// "cumFee": "0",
// "feeAsset": "USDT",
// "errorCode": "",
// "posStopLossPrice": "0",
// "posStopLossTrigger": "market",
// "posTakeProfitPrice": "0",
// "posTakeProfitTrigger": "market",
// "liquidityInd": "n"
// }
// ]
// }
//
const data = this.safeList(response, 'data', []);
if (accountCategory === 'futures') {
return this.parseOrders(data, market, since, limit);
}
// a workaround for https://github.com/ccxt/ccxt/issues/7187
const orders = [];
for (let i = 0; i < data.length; i++) {
const order = this.parseOrder(data[i], market);
orders.push(order);
}
return this.filterBySymbolSinceLimit(orders, symbol, since, limit);
}
/**
* @method
* @name ascendex#fetchClosedOrders
* @description fetches information on multiple closed orders made by the user
* @see https://ascendex.github.io/ascendex-pro-api/#list-history-orders-v2
* @see https://ascendex.github.io/ascendex-futures-pro-api-v2/#list-current-history-orders
* @param {string} symbol unified market symbol of the market orders were made in
* @param {int} [since] the earliest time in ms to fetch orders for
* @param {int} [limit] the maximum number of order structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {int} [params.until] the latest time in ms to fetch orders for
* @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async fetchClosedOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
await this.loadAccounts();
const account = this.safeDict(this.accounts, 0, {});
const accountGroup = this.safeString(account, 'id');
const request = {
// 'category': accountCategory,
// 'symbol': market['id'],
// 'orderType': 'market', // optional, string
// 'side': 'buy', // or 'sell', optional, case insensitive.
// 'status': 'Filled', // "Filled", "Canceled", or "Rejected"
// 'startTime': exchange.milliseconds (),
// 'endTime': exchange.milliseconds (),
// 'page': 1,
// 'pageSize': 100,
};
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
request['symbol'] = market['id'];
}
const [type, query] = this.handleMarketTypeAndParams('fetchClosedOrders', market, params);
const options = this.safeDict(this.options, 'fetchClosedOrders', {});
const defaultMethod = this.safeString(options, 'method', 'v2PrivateDataGetOrderHist');
const method = this.getSupportedMapping(type, {
'spot': defaultMethod,
'margin': defaultMethod,
'swap': 'v2PrivateAccountGroupGetFuturesOrderHistCurrent',
});
if (since !== undefined) {
request['startTime'] = since;
}
const until = this.safeString(params, 'until');
if (until !== undefined) {
request['endTime'] = until;
}
const accountsByType = this.safeDict(this.options, 'accountsByType', {});
const accountCategory = this.safeString(accountsByType, type, 'cash'); // margin, futures
let response = undefined;
if (method === 'v1PrivateAccountCategoryGetOrderHistCurrent') {
request['account-group'] = accountGroup;
request['account-category'] = accountCategory;
if (limit !== undefined) {
request['limit'] = limit;
}
response = await this.v1PrivateAccountCategoryGetOrderHistCurrent(this.extend(request, query));
}
else if (method === 'v2PrivateDataGetOrderHist') {
request['account'] = accountCategory;
if (limit !== undefined) {
request['limit'] = limit;
}
response = await this.v2PrivateDataGetOrderHist(this.extend(request, query));
}
else if (method === 'v2PrivateAccountGroupGetFuturesOrderHistCurrent') {
request['account-group'] = accountGroup;
request['account-category'] = accountCategory;
if (limit !== undefined) {
request['pageSize'] = limit;
}
response = await this.v2PrivateAccountGroupGetFuturesOrderHistCurrent(this.extend(request, query));
}
else {
throw new errors.NotSupported(this.id + ' fetchClosedOrders() is not currently supported for ' + type + ' markets');
}
//
// accountCategoryGetOrderHistCurrent
//
// {
// "code":0,
// "accountId":"cshrHKLZCjlZ2ejqkmvIHHtPmLYqdnda",
// "ac":"CASH",
// "data":[
// {
// "seqNum":15561826728,
// "orderId":"a17294d305c0U6491137460bethu7kw9",
// "symbol":"ETH/USDT",
// "orderType":"Limit",
// "lastExecTime":1591635618200,
// "price":"200",
// "orderQty":"0.1",
// "side":"Buy",
// "status":"Canceled",
// "avgPx":"0",
// "cumFilledQty":"0",
// "stopPrice":"",
// "errorCode":"",
// "cumFee":"0",
// "feeAsset":"USDT",
// "execInst":"NULL_VAL"
// }
// ]
// }
//
// {
// "code": 0,
// "data": [
// {
// "orderId" : "a173ad938fc3U22666567717788c3b66", // orderId
// "seqNum" : 18777366360, // sequence number
// "accountId" : "cshwSjbpPjSwHmxPdz2CPQVU9mnbzPpt", // accountId
// "symbol" : "BTC/USDT", // symbol
// "orderType" : "Limit", // order type (Limit/Market/StopMarket/StopLimit)
// "side" : "Sell", // order side (Buy/Sell)
// "price" : "11346.77", // order price
// "stopPrice" : "0", // stop price (0 by default)
// "orderQty" : "0.01", // order quantity (in base asset)
// "status" : "Canceled", // order status (Filled/Canceled/Rejected)
// "createTime" : 1596344995793, // order creation time
// "lastExecTime": 1596344996053, // last execution time
// "avgFillPrice": "11346.77", // average filled price
// "fillQty" : "0.01", // filled quantity (in base asset)
// "fee" : "-0.004992579", // cummulative fee. if negative, this value is the commission charged; if possitive, this value is the rebate received.
// "feeAsset" : "USDT" // fee asset
// }
// ]
// }
//
// accountGroupGetFuturesOrderHistCurrent
//
// {
// "code": 0,
// "data": [
// {
// "ac": "FUTURES",
// "accountId": "fut2ODPhGiY71Pl4vtXnOZ00ssgD7QGn",
// "time": 1640245777002,
// "orderId": "r17de6444fa6U0711043490bbtcpJ2lI",
// "seqNum": 28796124902,
// "orderType": "Limit",
// "execInst": "NULL_VAL",
// "side": "Buy",
// "symbol": "BTC-PERP",
// "price": "30000",
// "orderQty": "0.0021",
// "stopPrice": "0",
// "stopBy": "market",
// "status": "Canceled",
// "lastExecTime": 1640246574886,
// "lastQty": "0",
// "lastPx": "0",
// "avgFilledPx": "0",
// "cumFilledQty": "0",
// "fee": "0",
// "cumFee": "0",
// "feeAsset": "USDT",
// "errorCode": "",
// "posStopLossPrice": "0",
// "posStopLossTrigger": "market",
// "posTakeProfitPrice": "0",
// "posTakeProfitTrigger": "market",
// "liquidityInd": "n"
// }
// ]
// }
//
let data = this.safeList(response, 'data', []);
if (!Array.isArray(data)) {
data = this.safeList(data, 'data', []);
}
return this.parseOrders(data, market, since, limit);
}
/**
* @method
* @name ascendex#cancelOrder
* @description cancels an open order
* @see https://ascendex.github.io/ascendex-pro-api/#cancel-order
* @see https://ascendex.github.io/ascendex-futures-pro-api-v2/#cancel-order
* @param {string} id order id
* @param {string} symbol unified symbol of the market the order was made in
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async cancelOrder(id, symbol = undefined, params = {}) {
if (symbol === undefined) {
throw new errors.ArgumentsRequired(this.id + ' cancelOrder() requires a symbol argument');
}
await this.loadMarkets();
await this.loadAccounts();
const market = this.market(symbol);
const [type, query] = this.handleMarketTypeAndParams('cancelOrder', market, params);
const accountsByType = this.safeDict(this.options, 'accountsByType', {});
const accountCategory = this.safeString(accountsByType, type, 'cash');
const account = this.safeDict(this.accounts, 0, {});
const accountGroup = this.safeString(account, 'id');
const request = {
'account-group': accountGroup,
'account-category': accountCategory,
'symbol': market['id'],
'time': this.milliseconds(),
'id': 'foobar',
};
const clientOrderId = this.safeString2(params, 'clientOrderId', 'id');
if (clientOrderId === undefined) {
request['orderId'] = id;
}
else {
request['id'] = clientOrderId;
params = this.omit(params, ['clientOrderId', 'id']);
}
let response = undefined;
if ((type === 'spot') || (type === 'margin')) {
response = await this.v1PrivateAccountCategoryDeleteOrder(this.extend(request, query));
}
else if (type === 'swap') {
request['account-category'] = accountCategory;
response = await this.v2PrivateAccountGroupDeleteFuturesOrder(this.extend(request, query));
}
else {
throw new errors.NotSupported(this.id + ' cancelOrder() is not currently supported for ' + type + ' markets');
}
//
// AccountCategoryDeleteOrder
//
// {
// "code": 0,
// "data": {
// "accountId": "cshQtyfq8XLAA9kcf19h8bXHbAwwoqDo",
// "ac": "CASH",
// "action": "cancel-order",
// "status": "Ack",
// "info": {
// "id": "wv8QGquoeamhssvQBeHOHGQCGlcBjj23",
// "orderId": "16e6198afb4s8bXHbAwwoqDo2ebc19dc",
// "orderType": "", // could be empty
// "symbol": "ETH/USDT",
// "timestamp": 1573594877822
// }
// }
// }
//
// AccountGroupDeleteFuturesOrder
//
// {
// "code": 0,
// "data": {
// "meta": {
// "id": "foobar",
// "action": "cancel-order",
// "respInst": "ACK"
// },
// "order": {
// "ac": "FUTURES",
// "accountId": "fut2ODPhGiY71Pl4vtXnOZ00ssgD7QGn",
// "time": 1640244480476,
// "orderId": "r17de63086f4U0711043490bbtcpPUF4",
// "seqNum": 28795959269,
// "orderType": "Limit",
// "execInst": "NULL_VAL",
// "side": "Buy",
// "symbol": "BTC-PERP",
// "price": "30000",
// "orderQty": "0.0021",
// "stopPrice": "0",
// "stopBy": "market",
// "status": "New",
// "lastExecTime": 1640244480491,
// "lastQty": "0",
// "lastPx": "0",
// "avgFilledPx": "0",
// "cumFilledQty": "0",
// "fee": "0",
// "cumFee": "0",
// "feeAsset": "BTCPC",
// "errorCode": "",
// "posStopLossPrice": "0",
// "posStopLossTrigger": "market",
// "posTakeProfitPrice": "0",
// "posTakeProfitTrigger": "market",
// "liquidityInd": "n"
// }
// }
// }
//
const data = this.safeDict(response, 'data', {});
const order = this.safeDict2(data, 'order', 'info', {});
return this.parseOrder(order, market);
}
/**
* @method
* @name ascendex#cancelAllOrders
* @description cancel all open orders
* @see https://ascendex.github.io/ascendex-pro-api/#cancel-all-orders
* @see https://ascendex.github.io/ascendex-futures-pro-api-v2/#cancel-all-open-orders
* @param {string} symbol unified market symbol, only orders in the market of this symbol are cancelled when symbol is not undefined
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list with a single [order structure]{@link https://docs.ccxt.com/#/?id=order-structure} with the response assigned to the info property
*/
async cancelAllOrders(symbol = undefined, params = {}) {
await this.loadMarkets();
await this.loadAccounts();
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
}
const [type, query] = this.handleMarketTypeAndParams('cancelAllOrders', market, params);
const accountsByType = this.safeDict(this.options, 'accountsByType', {});
const accountCategory = this.safeString(accountsByType, type, 'cash');
const account = this.safeDict(this.accounts, 0, {});
const accountGroup = this.safeString(account, 'id');
const request = {
'account-group': accountGroup,
'account-category': accountCategory,
'time': this.milliseconds(),
};
if (symbol !== undefined) {
request['symbol'] = market['id'];
}
let response = undefined;
if ((type === 'spot') || (type === 'margin')) {
response = await this.v1PrivateAccountCategoryDeleteOrderAll(this.extend(request, query));
}
else if (type === 'swap') {
request['account-category'] = accountCategory;
response = await this.v2PrivateAccountGroupDeleteFuturesOrderAll(this.extend(request, query));
}
else {
throw new errors.NotSupported(this.id + ' cancelAllOrders() is not currently supported for ' + type + ' markets');
}
//
// AccountCategoryDeleteOrderAll
//
// {
// "code": 0,
// "data": {
// "ac": "CASH",
// "accountId": "cshQtyfq8XLAA9kcf19h8bXHbAwwoqDo",
// "action": "cancel-all",
// "info": {
// "id": "2bmYvi7lyTrneMzpcJcf2D7Pe9V1P9wy",
// "orderId": "",
// "orderType": "NULL_VAL",
// "symbol": "",
// "timestamp": 1574118495462
// },
// "status": "Ack"
// }
// }
//
// AccountGroupDeleteFuturesOrderAll
//
// {
// "code": 0,
// "data": {
// "ac": "FUTURES",
// "accountId": "fut2ODPhGiY71Pl4vtXnOZ00ssgD7QGn",
// "action": "cancel-all",
// "info": {
// "symbol":"BTC-PERP"
// }
// }
// }
//
return this.safeOrder({
'info': response,
});
}
parseDepositAddress(depositAddress, currency = undefined) {
//
// {
// "address": "0xe7c70b4e73b6b450ee46c3b5c0f5fb127ca55722",
// "destTag": "",
// "tagType": "",
// "tagId": "",
// "chainName": "ERC20",
// "numConfirmations": 20,
// "withdrawalFee": 1,
// "nativeScale": 4,
// "tips": []
// }
//
const address = this.safeString(depositAddress, 'address');
const tagId = this.safeString(depositAddress, 'tagId');
const tag = this.safeString(depositAddress, tagId);
this.checkAddress(address);
const code = (currency === undefined) ? undefined : currency['code'];
const chainName = this.safeString(depositAddress, 'blockchain');
const network = this.networkIdToCode(chainName, code);
return {
'info': depositAddress,
'currency': code,
'network': network,
'address': address,
'tag': tag,
};
}
/**
* @method
* @name ascendex#fetchDepositAddress
* @description fetch the deposit address for a currency associated with this account
* @see https://ascendex.github.io/ascendex-pro-api/#query-deposit-addresses
* @param {string} code unified currency code
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.network] unified network code for deposit chain
* @returns {object} an [address structure]{@link https://docs.ccxt.com/#/?id=address-structure}
*/
async fetchDepositAddress(code, params = {}) {
await this.loadMarkets();
const currency = this.currency(code);
const networkCode = this.safeString2(params, 'network', 'chainName');
const networkId = this.networkCodeToId(networkCode);
params = this.omit(params, ['chainName']);
const request = {
'asset': currency['id'],
'blockchain': networkId,
};
const response = await this.v1PrivateGetWalletDepositAddress(this.extend(request, params));
//
// {
// "code":0,
// "data":{
// "asset":"USDT",
// "assetName":"Tether",
// "address":[
// {
// "address":"1N22odLHXnLPCjC8kwBJPTayarr9RtPod6",
// "destTag":"",
// "tagType":"",
// "tagId":"",
// "chainName":"Omni",
// "numConfirmations":3,
// "withdrawalFee":4.7,
// "nativeScale":4,
// "tips":[]
// },
// {
// "address":"0xe7c70b4e73b6b450ee46c3b5c0f5fb127ca55722",
// "destTag":"",
// "tagType":"",
// "tagId":"",
// "chainName":"ERC20",
// "numConfirmations":20,
// "withdrawalFee":1.0,
// "nativeScale":4,
// "tips":[]
// }
// ]
// }
// }
//
const data = this.safeDict(response, 'data', {});
const addresses = this.safeList(data, 'address', []);
const numAddresses = addresses.length;
let address = undefined;
if (numAddresses > 1) {
const addressesByChainName = this.indexBy(addresses, 'chainName');
if (networkId === undefined) {
const chainNames = Object.keys(addressesByChainName);
const chains = chainNames.join(', ');
throw new errors.ArgumentsRequired(this.id + ' fetchDepositAddress() returned more than one address, a chainName parameter is required, one of ' + chains);
}
address = this.safeDict(addressesByChainName, networkId, {});
}
else {
// first address
address = this.safeDict(addresses, 0, {});
}
const result = this.parseDepositAddress(address, currency);
return this.extend(result, {
'info': response,
});
}
/**
* @method
* @name ascendex#fetchDeposits
* @description fetch all deposits made to an account
* @param {string} code unified currency code
* @param {int} [since] the earliest time in ms to fetch deposits for
* @param {int} [limit] the maximum number of deposits structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [transaction structures]{@link https://docs.ccxt.com/#/?id=transaction-structure}
*/
async fetchDeposits(code = undefined, since = undefined, limit = undefined, params = {}) {
const request = {
'txType': 'deposit',
};
return await this.fetchTransactions(code, since, limit, this.extend(request, params));
}
/**
* @method
* @name ascendex#fetchWithdrawals
* @description fetch all withdrawals made from an account
* @param {string} code unified currency code
* @param {int} [since] the earliest time in ms to fetch withdrawals for
* @param {int} [limit] the maximum number of withdrawals structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [transaction structures]{@link https://docs.ccxt.com/#/?id=transaction-structure}
*/
async fetchWithdrawals(code = undefined, since = undefined, limit = undefined, params = {}) {
const request = {
'txType': 'withdrawal',
};
return await this.fetchTransactions(code, since, limit, this.extend(request, params));
}
/**
* @method
* @name ascendex#fetchDepositsWithdrawals
* @description fetch history of deposits and withdrawals
* @param {string} [code] unified currency code for the currency of the deposit/withdrawals, default is undefined
* @param {int} [since] timestamp in ms of the earliest deposit/withdrawal, default is undefined
* @param {int} [limit] max number of deposit/withdrawals to return, default is undefined
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a list of [transaction structure]{@link https://docs.ccxt.com/#/?id=transaction-structure}
*/
async fetchDepositsWithdrawals(code = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const request = {
// 'asset': currency['id'],
// 'page': 1,
// 'pageSize': 20,
// 'startTs': this.milliseconds (),
// 'endTs': this.milliseconds (),
// 'txType': undefned, // deposit, withdrawal
};
let currency = undefined;
if (code !== undefined) {
currency = this.currency(code);
request['asset'] = currency['id'];
}
if (since !== undefined) {
request['startTs'] = since;
}
if (limit !== undefined) {
request['pageSize'] = limit;
}
const response = await this.v1PrivateGetWalletTransactions(this.extend(request, params));
//
// {
// "code": 0,
// "data": {
// "data": [
// {
// "requestId": "wuzd1Ojsqtz4bCA3UXwtUnnJDmU8PiyB",
// "time": 1591606166000,
// "asset": "USDT",
// "transactionType": "deposit",
// "amount": "25",
// "commission": "0",
// "networkTransactionId": "0xbc4eabdce92f14dbcc01d799a5f8ca1f02f4a3a804b6350ea202be4d3c738fce",
// "status": "pending",
// "numConfirmed": 8,
// "numConfirmations": 20,
// "destAddress": { address: "0xe7c70b4e73b6b450ee46c3b5c0f5fb127ca55722" }
// }
// ],
// "page": 1,
// "pageSize": 20,
// "hasNext": false
// }
// }
//
const data = this.safeDict(response, 'data', {});
const transactions = this.safeList(data, 'data', []);
return this.parseTransactions(transactions, currency, since, limit);
}
parseTransactionStatus(status) {
const statuses = {
'reviewing': 'pending',
'pending': 'pending',
'confirmed': 'ok',
'rejected': 'rejected',
};
return this.safeString(statuses, status, status);
}
parseTransaction(transaction, currency = undefined) {
//
// {
// "requestId": "wuzd1Ojsqtz4bCA3UXwtUnnJDmU8PiyB",
// "time": 1591606166000,
// "asset": "USDT",
// "transactionType": "deposit",
// "amount": "25",
// "commission": "0",
// "networkTransactionId": "0xbc4eabdce92f14dbcc01d799a5f8ca1f02f4a3a804b6350ea202be4d3c738fce",
// "status": "pending",
// "numConfirmed": 8,
// "numConfirmations": 20,
// "destAddress": {
// "address": "0xe7c70b4e73b6b450ee46c3b5c0f5fb127ca55722",
// "destTag": "..." // for currencies that have it
// }
// }
//
const destAddress = this.safeDict(transaction, 'destAddress', {});
const address = this.safeString(destAddress, 'address');
const tag = this.safeString(destAddress, 'destTag');
const timestamp = this.safeInteger(transaction, 'time');
const currencyId = this.safeString(transaction, 'asset');
let amountString = this.safeString(transaction, 'amount');
const feeCostString = this.safeString(transaction, 'commission');
amountString = Precise["default"].stringSub(amountString, feeCostString);
const code = this.safeCurrencyCode(currencyId, currency);
return {
'info': transaction,
'id': this.safeString(transaction, 'requestId'),
'txid': this.safeString(transaction, 'networkTransactionId'),
'type': this.safeString(transaction, 'transactionType'),
'currency': code,
'network': undefined,
'amount': this.parseNumber(amountString),
'status': this.parseTransactionStatus(this.safeString(transaction, 'status')),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'address': address,
'addressFrom': undefined,
'addressTo': address,
'tag': tag,
'tagFrom': undefined,
'tagTo': tag,
'updated': undefined,
'comment': undefined,
'fee': {
'currency': code,
'cost': this.parseNumber(feeCostString),
'rate': undefined,
},
'internal': false,
};
}
/**
* @method
* @name ascendex#fetchPositions
* @description fetch all open positions
* @param {string[]|undefined} symbols list of unified market symbols
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [position structure]{@link https://docs.ccxt.com/#/?id=position-structure}
*/
async fetchPositions(symbols = undefined, params = {}) {
await this.loadMarkets();
await this.loadAccounts();
const account = this.safeDict(this.accounts, 0, {});
const accountGroup = this.safeString(account, 'id');
const request = {
'account-group': accountGroup,
};
const response = await this.v2PrivateAccountGroupGetFuturesPosition(this.extend(request, params));
//
// {
// "code": 0,
// "data": {
// "accountId": "fut2ODPhGiY71Pl4vtXnOZ00ssgD7QGn",
// "ac": "FUTURES",
// "collaterals": [
// {
// "asset": "USDT",
// "balance": "44.570287262",
// "referencePrice": "1",
// "discountFactor": "1"
// }
// ],
// "contracts": [
// {
// "symbol": "BTC-PERP",
// "side": "LONG",
// "position": "0.0001",
// "referenceCost": "-3.12277254",
// "unrealizedPnl": "-0.001700233",
// "realizedPnl": "0",
// "avgOpenPrice": "31209",
// "marginType": "isolated",
// "isolatedMargin": "1.654972977",
// "leverage": "2",
// "takeProfitPrice": "0",
// "takeProfitTrigger": "market",
// "stopLossPrice": "0",
// "stopLossTrigger": "market",
// "buyOpenOrderNotional": "0",
// "sellOpenOrderNotional": "0",
// "markPrice": "31210.723063672",
// "indexPrice": "31223.148857925"
// },
// ]
// }
// }
//
const data = this.safeDict(response, 'data', {});
const position = this.safeList(data, 'contracts', []);
const result = [];
for (let i = 0; i < position.length; i++) {
result.push(this.parsePosition(position[i]));
}
symbols = this.marketSymbols(symbols);
return this.filterByArrayPositions(result, 'symbol', symbols, false);
}
parsePosition(position, market = undefined) {
//
// {
// "symbol": "BTC-PERP",
// "side": "LONG",
// "position": "0.0001",
// "referenceCost": "-3.12277254",
// "unrealizedPnl": "-0.001700233",
// "realizedPnl": "0",
// "avgOpenPrice": "31209",
// "marginType": "isolated",
// "isolatedMargin": "1.654972977",
// "leverage": "2",
// "takeProfitPrice": "0",
// "takeProfitTrigger": "market",
// "stopLossPrice": "0",
// "stopLossTrigger": "market",
// "buyOpenOrderNotional": "0",
// "sellOpenOrderNotional": "0",
// "markPrice": "31210.723063672",
// "indexPrice": "31223.148857925"
// },
//
const marketId = this.safeString(position, 'symbol');
market = this.safeMarket(marketId, market);
let notional = this.safeString(position, 'buyOpenOrderNotional');
if (Precise["default"].stringEq(notional, '0')) {
notional = this.safeString(position, 'sellOpenOrderNotional');
}
const marginType = this.safeString(position, 'marginType');
const marginMode = (marginType === 'crossed') ? 'cross' : 'isolated';
let collateral = undefined;
if (marginMode === 'isolated') {
collateral = this.safeString(position, 'isolatedMargin');
}
return this.safePosition({
'info': position,
'id': undefined,
'symbol': market['symbol'],
'notional': this.parseNumber(notional),
'marginMode': marginMode,
'liquidationPrice': undefined,
'entryPrice': this.safeNumber(position, 'avgOpenPrice'),
'unrealizedPnl': this.safeNumber(position, 'unrealizedPnl'),
'percentage': undefined,
'contracts': this.safeNumber(position, 'position'),
'contractSize': this.safeNumber(market, 'contractSize'),
'markPrice': this.safeNumber(position, 'markPrice'),
'lastPrice': undefined,
'side': this.safeStringLower(position, 'side'),
'hedged': undefined,
'timestamp': undefined,
'datetime': undefined,
'lastUpdateTimestamp': undefined,
'maintenanceMargin': undefined,
'maintenanceMarginPercentage': undefined,
'collateral': collateral,
'initialMargin': undefined,
'initialMarginPercentage': undefined,
'leverage': this.safeInteger(position, 'leverage'),
'marginRatio': undefined,
'stopLossPrice': this.safeNumber(position, 'stopLossPrice'),
'takeProfitPrice': this.safeNumber(position, 'takeProfitPrice'),
});
}
parseFundingRate(contract, market = undefined) {
//
// {
// "time": 1640061364830,
// "symbol": "EOS-PERP",
// "markPrice": "3.353854865",
// "indexPrice": "3.3542",
// "openInterest": "14242",
// "fundingRate": "-0.000073026",
// "nextFundingTime": 1640073600000
// }
//
const marketId = this.safeString(contract, 'symbol');
const symbol = this.safeSymbol(marketId, market);
const currentTime = this.safeInteger(contract, 'time');
const nextFundingRate = this.safeNumber(contract, 'fundingRate');
const nextFundingRateTimestamp = this.safeInteger(contract, 'nextFundingTime');
return {
'info': contract,
'symbol': symbol,
'markPrice': this.safeNumber(contract, 'markPrice'),
'indexPrice': this.safeNumber(contract, 'indexPrice'),
'interestRate': this.parseNumber('0'),
'estimatedSettlePrice': undefined,
'timestamp': currentTime,
'datetime': this.iso8601(currentTime),
'previousFundingRate': undefined,
'nextFundingRate': undefined,
'previousFundingTimestamp': undefined,
'nextFundingTimestamp': undefined,
'previousFundingDatetime': undefined,
'nextFundingDatetime': undefined,
'fundingRate': nextFundingRate,
'fundingTimestamp': nextFundingRateTimestamp,
'fundingDatetime': this.iso8601(nextFundingRateTimestamp),
'interval': undefined,
};
}
/**
* @method
* @name ascendex#fetchFundingRates
* @description fetch the funding rate for multiple markets
* @param {string[]|undefined} symbols list of unified market symbols
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [funding rates structures]{@link https://docs.ccxt.com/#/?id=funding-rates-structure}, indexe by market symbols
*/
async fetchFundingRates(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const response = await this.v2PublicGetFuturesPricingData(params);
//
// {
// "code": 0,
// "data": {
// "contracts": [
// {
// "time": 1640061364830,
// "symbol": "EOS-PERP",
// "markPrice": "3.353854865",
// "indexPrice": "3.3542",
// "openInterest": "14242",
// "fundingRate": "-0.000073026",
// "nextFundingTime": 1640073600000
// },
// ],
// "collaterals": [
// {
// "asset": "USDTR",
// "referencePrice": "1"
// },
// ]
// }
// }
//
const data = this.safeDict(response, 'data', {});
const contracts = this.safeList(data, 'contracts', []);
return this.parseFundingRates(contracts, symbols);
}
async modifyMarginHelper(symbol, amount, type, params = {}) {
await this.loadMarkets();
await this.loadAccounts();
const market = this.market(symbol);
const account = this.safeDict(this.accounts, 0, {});
const accountGroup = this.safeString(account, 'id');
amount = this.amountToPrecision(symbol, amount);
const request = {
'account-group': accountGroup,
'symbol': market['id'],
'amount': amount, // positive value for adding margin, negative for reducing
};
const response = await this.v2PrivateAccountGroupPostFuturesIsolatedPositionMargin(this.extend(request, params));
//
// Can only change margin for perpetual futures isolated margin positions
//
// {
// "code": 0
// }
//
if (type === 'reduce') {
amount = Precise["default"].stringAbs(amount);
}
return this.extend(this.parseMarginModification(response, market), {
'amount': this.parseNumber(amount),
'type': type,
});
}
parseMarginModification(data, market = undefined) {
//
// addMargin/reduceMargin
//
// {
// "code": 0
// }
//
const errorCode = this.safeString(data, 'code');
const status = (errorCode === '0') ? 'ok' : 'failed';
return {
'info': data,
'symbol': market['symbol'],
'type': undefined,
'marginMode': 'isolated',
'amount': undefined,
'total': undefined,
'code': market['quote'],
'status': status,
'timestamp': undefined,
'datetime': undefined,
};
}
/**
* @method
* @name ascendex#reduceMargin
* @description remove margin from a position
* @param {string} symbol unified market symbol
* @param {float} amount the amount of margin to remove
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [margin structure]{@link https://docs.ccxt.com/#/?id=reduce-margin-structure}
*/
async reduceMargin(symbol, amount, params = {}) {
return await this.modifyMarginHelper(symbol, -amount, 'reduce', params);
}
/**
* @method
* @name ascendex#addMargin
* @description add margin
* @param {string} symbol unified market symbol
* @param {float} amount amount of margin to add
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [margin structure]{@link https://docs.ccxt.com/#/?id=add-margin-structure}
*/
async addMargin(symbol, amount, params = {}) {
return await this.modifyMarginHelper(symbol, amount, 'add', params);
}
/**
* @method
* @name ascendex#setLeverage
* @description set the level of leverage for a market
* @see https://ascendex.github.io/ascendex-futures-pro-api-v2/#change-contract-leverage
* @param {float} leverage the rate of leverage
* @param {string} symbol unified market symbol
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} response from the exchange
*/
async setLeverage(leverage, symbol = undefined, params = {}) {
if (symbol === undefined) {
throw new errors.ArgumentsRequired(this.id + ' setLeverage() requires a symbol argument');
}
if ((leverage < 1) || (leverage > 100)) {
throw new errors.BadRequest(this.id + ' leverage should be between 1 and 100');
}
await this.loadMarkets();
await this.loadAccounts();
const market = this.market(symbol);
if (!market['swap']) {
throw new errors.BadSymbol(this.id + ' setLeverage() supports swap contracts only');
}
const account = this.safeDict(this.accounts, 0, {});
const accountGroup = this.safeString(account, 'id');
const request = {
'account-group': accountGroup,
'symbol': market['id'],
'leverage': leverage,
};
return await this.v2PrivateAccountGroupPostFuturesLeverage(this.extend(request, params));
}
/**
* @method
* @name ascendex#setMarginMode
* @description set margin mode to 'cross' or 'isolated'
* @see https://ascendex.github.io/ascendex-futures-pro-api-v2/#change-margin-type
* @param {string} marginMode 'cross' or 'isolated'
* @param {string} symbol unified market symbol
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} response from the exchange
*/
async setMarginMode(marginMode, symbol = undefined, params = {}) {
if (symbol === undefined) {
throw new errors.ArgumentsRequired(this.id + ' setMarginMode() requires a symbol argument');
}
marginMode = marginMode.toLowerCase();
if (marginMode === 'cross') {
marginMode = 'crossed';
}
if (marginMode !== 'isolated' && marginMode !== 'crossed') {
throw new errors.BadRequest(this.id + ' setMarginMode() marginMode argument should be isolated or cross');
}
await this.loadMarkets();
await this.loadAccounts();
const market = this.market(symbol);
const account = this.safeDict(this.accounts, 0, {});
const accountGroup = this.safeString(account, 'id');
const request = {
'account-group': accountGroup,
'symbol': market['id'],
'marginType': marginMode,
};
if (!market['swap']) {
throw new errors.BadSymbol(this.id + ' setMarginMode() supports swap contracts only');
}
return await this.v2PrivateAccountGroupPostFuturesMarginType(this.extend(request, params));
}
/**
* @method
* @name ascendex#fetchLeverageTiers
* @description retrieve information on the maximum leverage, and maintenance margin for trades of varying trade sizes
* @param {string[]|undefined} symbols list of unified market symbols
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a dictionary of [leverage tiers structures]{@link https://docs.ccxt.com/#/?id=leverage-tiers-structure}, indexed by market symbols
*/
async fetchLeverageTiers(symbols = undefined, params = {}) {
await this.loadMarkets();
const response = 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"},
// {"positionNotionalLowerBound":"50000","positionNotionalUpperBound":"200000","initialMarginRate":"0.02","maintenanceMarginRate":"0.012"},
// {"positionNotionalLowerBound":"200000","positionNotionalUpperBound":"2000000","initialMarginRate":"0.04","maintenanceMarginRate":"0.024"},
// {"positionNotionalLowerBound":"2000000","positionNotionalUpperBound":"20000000","initialMarginRate":"0.1","maintenanceMarginRate":"0.06"},
// {"positionNotionalLowerBound":"20000000","positionNotionalUpperBound":"40000000","initialMarginRate":"0.2","maintenanceMarginRate":"0.12"},
// {"positionNotionalLowerBound":"40000000","positionNotionalUpperBound":"1000000000","initialMarginRate":"0.333333","maintenanceMarginRate":"0.2"}
// ]
// }
// ]
// }
//
const data = this.safeList(response, 'data', []);
symbols = this.marketSymbols(symbols);
return this.parseLeverageTiers(data, symbols, 'symbol');
}
parseMarketLeverageTiers(info, market = undefined) {
/**
* @param {object} info Exchange market response for 1 market
* @param {object} market CCXT market
*/
//
// {
// "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"},
// {"positionNotionalLowerBound":"50000","positionNotionalUpperBound":"200000","initialMarginRate":"0.02","maintenanceMarginRate":"0.012"},
// {"positionNotionalLowerBound":"200000","positionNotionalUpperBound":"2000000","initialMarginRate":"0.04","maintenanceMarginRate":"0.024"},
// {"positionNotionalLowerBound":"2000000","positionNotionalUpperBound":"20000000","initialMarginRate":"0.1","maintenanceMarginRate":"0.06"},
// {"positionNotionalLowerBound":"20000000","positionNotionalUpperBound":"40000000","initialMarginRate":"0.2","maintenanceMarginRate":"0.12"},
// {"positionNotionalLowerBound":"40000000","positionNotionalUpperBound":"1000000000","initialMarginRate":"0.333333","maintenanceMarginRate":"0.2"}
// ]
// }
//
const marginRequirements = this.safeList(info, 'marginRequirements', []);
const marketId = this.safeString(info, 'symbol');
market = this.safeMarket(marketId, market);
const tiers = [];
for (let i = 0; i < marginRequirements.length; i++) {
const tier = marginRequirements[i];
const initialMarginRate = this.safeString(tier, 'initialMarginRate');
tiers.push({
'tier': this.sum(i, 1),
'symbol': this.safeSymbol(marketId, market, undefined, 'contract'),
'currency': market['quote'],
'minNotional': this.safeNumber(tier, 'positionNotionalLowerBound'),
'maxNotional': this.safeNumber(tier, 'positionNotionalUpperBound'),
'maintenanceMarginRate': this.safeNumber(tier, 'maintenanceMarginRate'),
'maxLeverage': this.parseNumber(Precise["default"].stringDiv('1', initialMarginRate)),
'info': tier,
});
}
return tiers;
}
parseDepositWithdrawFee(fee, currency = undefined) {
//
// {
// "assetCode": "USDT",
// "assetName": "Tether",
// "precisionScale": 9,
// "nativeScale": 4,
// "blockChain": [
// {
// "chainName": "Omni",
// "withdrawFee": "30.0",
// "allowDeposit": true,
// "allowWithdraw": true,
// "minDepositAmt": "0.0",
// "minWithdrawal": "50.0",
// "numConfirmations": 3
// },
// ]
// }
//
const blockChains = this.safeList(fee, 'blockChain', []);
const blockChainsLength = blockChains.length;
const result = {
'info': fee,
'withdraw': {
'fee': undefined,
'percentage': undefined,
},
'deposit': {
'fee': undefined,
'percentage': undefined,
},
'networks': {},
};
for (let i = 0; i < blockChainsLength; i++) {
const blockChain = blockChains[i];
const networkId = this.safeString(blockChain, 'chainName');
const currencyCode = this.safeString(currency, 'code');
const networkCode = this.networkIdToCode(networkId, currencyCode);
result['networks'][networkCode] = {
'deposit': { 'fee': undefined, 'percentage': undefined },
'withdraw': { 'fee': this.safeNumber(blockChain, 'withdrawFee'), 'percentage': false },
};
if (blockChainsLength === 1) {
result['withdraw']['fee'] = this.safeNumber(blockChain, 'withdrawFee');
result['withdraw']['percentage'] = false;
}
}
return result;
}
/**
* @method
* @name ascendex#fetchDepositWithdrawFees
* @description fetch deposit and withdraw fees
* @see https://ascendex.github.io/ascendex-pro-api/#list-all-assets
* @param {string[]|undefined} codes list of unified currency codes
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a list of [fee structures]{@link https://docs.ccxt.com/#/?id=fee-structure}
*/
async fetchDepositWithdrawFees(codes = undefined, params = {}) {
await this.loadMarkets();
const response = await this.v2PublicGetAssets(params);
const data = this.safeList(response, 'data');
return this.parseDepositWithdrawFees(data, codes, 'assetCode');
}
/**
* @method
* @name ascendex#transfer
* @description transfer currency internally between wallets on the same account
* @param {string} code unified currency codeåå
* @param {float} amount amount to transfer
* @param {string} fromAccount account to transfer from
* @param {string} toAccount account to transfer to
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [transfer structure]{@link https://docs.ccxt.com/#/?id=transfer-structure}
*/
async transfer(code, amount, fromAccount, toAccount, params = {}) {
await this.loadMarkets();
await this.loadAccounts();
const account = this.safeDict(this.accounts, 0, {});
const accountGroup = this.safeString(account, 'id');
const currency = this.currency(code);
const accountsByType = this.safeDict(this.options, 'accountsByType', {});
const fromId = this.safeString(accountsByType, fromAccount, fromAccount);
const toId = this.safeString(accountsByType, toAccount, toAccount);
if (fromId !== 'cash' && toId !== 'cash') {
throw new errors.ExchangeError(this.id + ' transfer() only supports direct balance transfer between spot and swap, spot and margin');
}
const request = {
'account-group': accountGroup,
'amount': this.currencyToPrecision(code, amount),
'asset': currency['id'],
'fromAccount': fromId,
'toAccount': toId,
};
const response = await this.v1PrivateAccountGroupPostTransfer(this.extend(request, params));
//
// { "code": "0" }
//
const transferOptions = this.safeDict(this.options, 'transfer', {});
const fillResponseFromRequest = this.safeBool(transferOptions, 'fillResponseFromRequest', true);
const transfer = this.parseTransfer(response, currency);
if (fillResponseFromRequest) {
transfer['fromAccount'] = fromAccount;
transfer['toAccount'] = toAccount;
transfer['amount'] = amount;
transfer['currency'] = code;
}
return transfer;
}
parseTransfer(transfer, currency = undefined) {
//
// { "code": "0" }
//
const status = this.safeString(transfer, 'code');
const currencyCode = this.safeCurrencyCode(undefined, currency);
return {
'info': transfer,
'id': undefined,
'timestamp': undefined,
'datetime': undefined,
'currency': currencyCode,
'amount': undefined,
'fromAccount': undefined,
'toAccount': undefined,
'status': this.parseTransferStatus(status),
};
}
parseTransferStatus(status) {
if (status === '0') {
return 'ok';
}
return 'failed';
}
/**
* @method
* @name ascendex#fetchFundingHistory
* @description fetch the history of funding payments paid and received on this account
* @see https://ascendex.github.io/ascendex-futures-pro-api-v2/#funding-payment-history
* @param {string} [symbol] unified market symbol
* @param {int} [since] the earliest time in ms to fetch funding history for
* @param {int} [limit] the maximum number of funding history structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {boolean} [params.paginate] default false, when true will automatically paginate by calling this endpoint multiple times. See in the docs all the [available parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
* @returns {object} a [funding history structure]{@link https://docs.ccxt.com/#/?id=funding-history-structure}
*/
async fetchFundingHistory(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
await this.loadAccounts();
let paginate = false;
[paginate, params] = this.handleOptionAndParams(params, 'fetchFundingHistory', 'paginate');
if (paginate) {
return await this.fetchPaginatedCallIncremental('fetchFundingHistory', symbol, since, limit, params, 'page', 25);
}
const account = this.safeDict(this.accounts, 0, {});
const accountGroup = this.safeString(account, 'id');
const request = {
'account-group': accountGroup,
};
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
request['symbol'] = market['id'];
}
if (limit !== undefined) {
request['pageSize'] = limit;
}
const response = await this.v2PrivateAccountGroupGetFuturesFundingPayments(this.extend(request, params));
//
// {
// "code": 0,
// "data": {
// "data": [
// {
// "timestamp": 1640476800000,
// "symbol": "BTC-PERP",
// "paymentInUSDT": "-0.013991178",
// "fundingRate": "0.000173497"
// },
// ],
// "page": 1,
// "pageSize": 3,
// "hasNext": true
// }
// }
//
const data = this.safeDict(response, 'data', {});
const rows = this.safeList(data, 'data', []);
return this.parseIncomes(rows, market, since, limit);
}
parseIncome(income, market = undefined) {
//
// {
// "timestamp": 1640476800000,
// "symbol": "BTC-PERP",
// "paymentInUSDT": "-0.013991178",
// "fundingRate": "0.000173497"
// }
//
const marketId = this.safeString(income, 'symbol');
const timestamp = this.safeInteger(income, 'timestamp');
return {
'info': income,
'symbol': this.safeSymbol(marketId, market, '-', 'swap'),
'code': 'USDT',
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'id': undefined,
'amount': this.safeNumber(income, 'paymentInUSDT'),
};
}
/**
* @method
* @name ascendex#fetchMarginModes
* @description fetches the set margin mode of the user
* @see https://ascendex.github.io/ascendex-futures-pro-api-v2/#position
* @param {string[]} [symbols] a list of unified market symbols
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a list of [margin mode structures]{@link https://docs.ccxt.com/#/?id=margin-mode-structure}
*/
async fetchMarginModes(symbols = undefined, params = {}) {
await this.loadMarkets();
await this.loadAccounts();
const account = this.safeDict(this.accounts, 0, {});
const accountGroup = this.safeString(account, 'id');
const request = {
'account-group': accountGroup,
};
const response = await this.v2PrivateAccountGroupGetFuturesPosition(this.extend(request, params));
//
// {
// "code": 0,
// "data": {
// "accountId": "fut2ODPhGiY71Pl4vtXnOZ00ssgD7QGn",
// "ac": "FUTURES",
// "collaterals": [
// {
// "asset": "USDT",
// "balance": "44.570287262",
// "referencePrice": "1",
// "discountFactor": "1"
// }
// ],
// "contracts": [
// {
// "symbol": "BTC-PERP",
// "side": "LONG",
// "position": "0.0001",
// "referenceCost": "-3.12277254",
// "unrealizedPnl": "-0.001700233",
// "realizedPnl": "0",
// "avgOpenPrice": "31209",
// "marginType": "isolated",
// "isolatedMargin": "1.654972977",
// "leverage": "2",
// "takeProfitPrice": "0",
// "takeProfitTrigger": "market",
// "stopLossPrice": "0",
// "stopLossTrigger": "market",
// "buyOpenOrderNotional": "0",
// "sellOpenOrderNotional": "0",
// "markPrice": "31210.723063672",
// "indexPrice": "31223.148857925"
// },
// ]
// }
// }
//
const data = this.safeDict(response, 'data', {});
const marginModes = this.safeList(data, 'contracts', []);
return this.parseMarginModes(marginModes, symbols, 'symbol');
}
parseMarginMode(marginMode, market = undefined) {
const marketId = this.safeString(marginMode, 'symbol');
const marginType = this.safeString(marginMode, 'marginType');
const margin = (marginType === 'crossed') ? 'cross' : 'isolated';
return {
'info': marginMode,
'symbol': this.safeSymbol(marketId, market),
'marginMode': margin,
};
}
/**
* @method
* @name ascendex#fetchLeverages
* @description fetch the set leverage for all contract markets
* @see https://ascendex.github.io/ascendex-futures-pro-api-v2/#position
* @param {string[]} [symbols] a list of unified market symbols
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a list of [leverage structures]{@link https://docs.ccxt.com/#/?id=leverage-structure}
*/
async fetchLeverages(symbols = undefined, params = {}) {
await this.loadMarkets();
await this.loadAccounts();
const account = this.safeDict(this.accounts, 0, {});
const accountGroup = this.safeString(account, 'id');
const request = {
'account-group': accountGroup,
};
const response = await this.v2PrivateAccountGroupGetFuturesPosition(this.extend(request, params));
//
// {
// "code": 0,
// "data": {
// "accountId": "fut2ODPhGiY71Pl4vtXnOZ00ssgD7QGn",
// "ac": "FUTURES",
// "collaterals": [
// {
// "asset": "USDT",
// "balance": "44.570287262",
// "referencePrice": "1",
// "discountFactor": "1"
// }
// ],
// "contracts": [
// {
// "symbol": "BTC-PERP",
// "side": "LONG",
// "position": "0.0001",
// "referenceCost": "-3.12277254",
// "unrealizedPnl": "-0.001700233",
// "realizedPnl": "0",
// "avgOpenPrice": "31209",
// "marginType": "isolated",
// "isolatedMargin": "1.654972977",
// "leverage": "2",
// "takeProfitPrice": "0",
// "takeProfitTrigger": "market",
// "stopLossPrice": "0",
// "stopLossTrigger": "market",
// "buyOpenOrderNotional": "0",
// "sellOpenOrderNotional": "0",
// "markPrice": "31210.723063672",
// "indexPrice": "31223.148857925"
// },
// ]
// }
// }
//
const data = this.safeDict(response, 'data', {});
const leverages = this.safeList(data, 'contracts', []);
return this.parseLeverages(leverages, symbols, 'symbol');
}
parseLeverage(leverage, market = undefined) {
const marketId = this.safeString(leverage, 'symbol');
const leverageValue = this.safeInteger(leverage, 'leverage');
const marginType = this.safeString(leverage, 'marginType');
const marginMode = (marginType === 'crossed') ? 'cross' : 'isolated';
return {
'info': leverage,
'symbol': this.safeSymbol(marketId, market),
'marginMode': marginMode,
'longLeverage': leverageValue,
'shortLeverage': leverageValue,
};
}
sign(path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
const version = api[0];
const access = api[1];
const type = this.safeString(api, 2);
let url = '';
const accountCategory = (type === 'accountCategory');
if (accountCategory || (type === 'accountGroup')) {
url += this.implodeParams('/{account-group}', params);
params = this.omit(params, 'account-group');
}
let request = this.implodeParams(path, params);
url += '/api/pro/';
if (version === 'v2') {
if (type === 'data') {
request = 'data/' + version + '/' + request;
}
else {
request = version + '/' + request;
}
}
else {
url += version + '/';
}
if (accountCategory) {
url += this.implodeParams('{account-category}/', params);
}
params = this.omit(params, 'account-category');
url += request;
if ((version === 'v1') && (request === 'cash/balance') || (request === 'margin/balance')) {
request = 'balance';
}
if ((version === 'v1') && (request === 'spot/fee')) {
request = 'fee';
}
if (request.indexOf('subuser') >= 0) {
const parts = request.split('/');
request = parts[2];
}
params = this.omit(params, this.extractParams(path));
if (access === 'public') {
if (Object.keys(params).length) {
url += '?' + this.urlencode(params);
}
}
else {
this.checkRequiredCredentials();
const timestamp = this.milliseconds().toString();
const payload = timestamp + '+' + request;
const hmac = this.hmac(this.encode(payload), this.encode(this.secret), sha256.sha256, 'base64');
headers = {
'x-auth-key': this.apiKey,
'x-auth-timestamp': timestamp,
'x-auth-signature': hmac,
};
if (method === 'GET') {
if (Object.keys(params).length) {
url += '?' + this.urlencode(params);
}
}
else {
headers['Content-Type'] = 'application/json';
body = this.json(params);
}
}
url = this.urls['api']['rest'] + url;
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors(httpCode, reason, url, method, headers, body, response, requestHeaders, requestBody) {
if (response === undefined) {
return undefined; // fallback to default error handler
}
//
// {"code": 6010, "message": "Not enough balance."}
// {"code": 60060, "message": "The order is already filled or canceled."}
// {"code":2100,"message":"ApiKeyFailure"}
// {"code":300001,"message":"Price is too low from market price.","reason":"INVALID_PRICE","accountId":"cshrHKLZCjlZ2ejqkmvIHHtPmLYqdnda","ac":"CASH","action":"place-order","status":"Err","info":{"symbol":"BTC/USDT"}}
//
const code = this.safeString(response, 'code');
const message = this.safeString(response, 'message');
const error = (code !== undefined) && (code !== '0');
if (error || (message !== undefined)) {
const feedback = this.id + ' ' + body;
this.throwExactlyMatchedException(this.exceptions['exact'], code, feedback);
this.throwExactlyMatchedException(this.exceptions['exact'], message, feedback);
this.throwBroadlyMatchedException(this.exceptions['broad'], message, feedback);
throw new errors.ExchangeError(feedback); // unknown message
}
return undefined;
}
}
module.exports = ascendex;