astro-perp-ccxt-dev
Version:
3,948 lines • 179 kB
JavaScript
'use strict';
var errors = require('./base/errors.js');
var Precise = require('./base/Precise.js');
var bitfinex$1 = require('./abstract/bitfinex.js');
var number = require('./base/functions/number.js');
var sha512 = require('./static_dependencies/noble-hashes/sha512.js');
// ----------------------------------------------------------------------------
// ---------------------------------------------------------------------------
/**
* @class bitfinex
* @augments Exchange
*/
class bitfinex extends bitfinex$1 {
describe() {
return this.deepExtend(super.describe(), {
'id': 'bitfinex',
'name': 'Bitfinex',
'countries': ['VG'],
'version': 'v2',
'certified': false,
'pro': true,
// new metainfo interface
'has': {
'CORS': undefined,
'spot': true,
'margin': true,
'swap': true,
'future': false,
'option': false,
'addMargin': false,
'borrowCrossMargin': false,
'borrowIsolatedMargin': false,
'cancelAllOrders': true,
'cancelOrder': true,
'cancelOrders': true,
'createDepositAddress': true,
'createLimitOrder': true,
'createMarketOrder': true,
'createOrder': true,
'createPostOnlyOrder': true,
'createReduceOnlyOrder': true,
'createStopLimitOrder': true,
'createStopMarketOrder': true,
'createStopOrder': true,
'createTrailingAmountOrder': true,
'createTrailingPercentOrder': false,
'createTriggerOrder': true,
'editOrder': true,
'fetchBalance': true,
'fetchBorrowInterest': false,
'fetchBorrowRate': false,
'fetchBorrowRateHistories': false,
'fetchBorrowRateHistory': false,
'fetchBorrowRates': false,
'fetchBorrowRatesPerSymbol': false,
'fetchClosedOrder': true,
'fetchClosedOrders': true,
'fetchCrossBorrowRate': false,
'fetchCrossBorrowRates': false,
'fetchCurrencies': true,
'fetchDepositAddress': true,
'fetchDepositAddresses': false,
'fetchDepositAddressesByNetwork': false,
'fetchDepositsWithdrawals': true,
'fetchFundingHistory': false,
'fetchFundingRate': 'emulated',
'fetchFundingRateHistory': true,
'fetchFundingRates': true,
'fetchIndexOHLCV': false,
'fetchIsolatedBorrowRate': false,
'fetchIsolatedBorrowRates': false,
'fetchLedger': true,
'fetchLeverage': false,
'fetchLeverageTiers': false,
'fetchLiquidations': true,
'fetchMarginMode': false,
'fetchMarketLeverageTiers': false,
'fetchMarkOHLCV': false,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenInterest': true,
'fetchOpenInterestHistory': true,
'fetchOpenInterests': true,
'fetchOpenOrder': true,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrderBooks': false,
'fetchOrderTrades': true,
'fetchPosition': false,
'fetchPositionMode': false,
'fetchPositions': true,
'fetchPremiumIndexOHLCV': false,
'fetchStatus': true,
'fetchTickers': true,
'fetchTime': false,
'fetchTradingFee': false,
'fetchTradingFees': true,
'fetchTransactionFees': undefined,
'fetchTransactions': 'emulated',
'reduceMargin': false,
'repayCrossMargin': false,
'repayIsolatedMargin': false,
'setLeverage': false,
'setMargin': true,
'setMarginMode': false,
'setPositionMode': false,
'signIn': false,
'transfer': true,
'withdraw': true,
},
'timeframes': {
'1m': '1m',
'5m': '5m',
'15m': '15m',
'30m': '30m',
'1h': '1h',
'3h': '3h',
'4h': '4h',
'6h': '6h',
'12h': '12h',
'1d': '1D',
'1w': '7D',
'2w': '14D',
'1M': '1M',
},
// cheapest endpoint is 240 requests per minute => ~ 4 requests per second => ( 1000ms / 4 ) = 250ms between requests on average
'rateLimit': 250,
'urls': {
'logo': 'https://github.com/user-attachments/assets/4a8e947f-ab46-481a-a8ae-8b20e9b03178',
'api': {
'v1': 'https://api.bitfinex.com',
'public': 'https://api-pub.bitfinex.com',
'private': 'https://api.bitfinex.com',
},
'www': 'https://www.bitfinex.com',
'doc': [
'https://docs.bitfinex.com/v2/docs/',
'https://github.com/bitfinexcom/bitfinex-api-node',
],
'fees': 'https://www.bitfinex.com/fees',
},
'api': {
'public': {
'get': {
'conf/{config}': 2.7,
'conf/pub:{action}:{object}': 2.7,
'conf/pub:{action}:{object}:{detail}': 2.7,
'conf/pub:map:{object}': 2.7,
'conf/pub:map:{object}:{detail}': 2.7,
'conf/pub:map:currency:{detail}': 2.7,
'conf/pub:map:currency:sym': 2.7,
'conf/pub:map:currency:label': 2.7,
'conf/pub:map:currency:unit': 2.7,
'conf/pub:map:currency:undl': 2.7,
'conf/pub:map:currency:pool': 2.7,
'conf/pub:map:currency:explorer': 2.7,
'conf/pub:map:currency:tx:fee': 2.7,
'conf/pub:map:tx:method': 2.7,
'conf/pub:list:{object}': 2.7,
'conf/pub:list:{object}:{detail}': 2.7,
'conf/pub:list:currency': 2.7,
'conf/pub:list:pair:exchange': 2.7,
'conf/pub:list:pair:margin': 2.7,
'conf/pub:list:pair:futures': 2.7,
'conf/pub:list:competitions': 2.7,
'conf/pub:info:{object}': 2.7,
'conf/pub:info:{object}:{detail}': 2.7,
'conf/pub:info:pair': 2.7,
'conf/pub:info:pair:futures': 2.7,
'conf/pub:info:tx:status': 2.7,
'conf/pub:fees': 2.7,
'platform/status': 8,
'tickers': 2.7,
'ticker/{symbol}': 2.7,
'tickers/hist': 2.7,
'trades/{symbol}/hist': 2.7,
'book/{symbol}/{precision}': 1,
'book/{symbol}/P0': 1,
'book/{symbol}/P1': 1,
'book/{symbol}/P2': 1,
'book/{symbol}/P3': 1,
'book/{symbol}/R0': 1,
'stats1/{key}:{size}:{symbol}:{side}/{section}': 2.7,
'stats1/{key}:{size}:{symbol}:{side}/last': 2.7,
'stats1/{key}:{size}:{symbol}:{side}/hist': 2.7,
'stats1/{key}:{size}:{symbol}/{section}': 2.7,
'stats1/{key}:{size}:{symbol}/last': 2.7,
'stats1/{key}:{size}:{symbol}/hist': 2.7,
'stats1/{key}:{size}:{symbol}:long/last': 2.7,
'stats1/{key}:{size}:{symbol}:long/hist': 2.7,
'stats1/{key}:{size}:{symbol}:short/last': 2.7,
'stats1/{key}:{size}:{symbol}:short/hist': 2.7,
'candles/trade:{timeframe}:{symbol}:{period}/{section}': 2.7,
'candles/trade:{timeframe}:{symbol}/{section}': 2.7,
'candles/trade:{timeframe}:{symbol}/last': 2.7,
'candles/trade:{timeframe}:{symbol}/hist': 2.7,
'status/{type}': 2.7,
'status/deriv': 2.7,
'status/deriv/{symbol}/hist': 2.7,
'liquidations/hist': 80,
'rankings/{key}:{timeframe}:{symbol}/{section}': 2.7,
'rankings/{key}:{timeframe}:{symbol}/hist': 2.7,
'pulse/hist': 2.7,
'pulse/profile/{nickname}': 2.7,
'funding/stats/{symbol}/hist': 10,
'ext/vasps': 1,
},
'post': {
'calc/trade/avg': 2.7,
'calc/fx': 2.7,
},
},
'private': {
'post': {
// 'auth/r/orders/{symbol}/new', // outdated
// 'auth/r/stats/perf:{timeframe}/hist', // outdated
'auth/r/wallets': 2.7,
'auth/r/wallets/hist': 2.7,
'auth/r/orders': 2.7,
'auth/r/orders/{symbol}': 2.7,
'auth/w/order/submit': 2.7,
'auth/w/order/update': 2.7,
'auth/w/order/cancel': 2.7,
'auth/w/order/multi': 2.7,
'auth/w/order/cancel/multi': 2.7,
'auth/r/orders/{symbol}/hist': 2.7,
'auth/r/orders/hist': 2.7,
'auth/r/order/{symbol}:{id}/trades': 2.7,
'auth/r/trades/{symbol}/hist': 2.7,
'auth/r/trades/hist': 2.7,
'auth/r/ledgers/{currency}/hist': 2.7,
'auth/r/ledgers/hist': 2.7,
'auth/r/info/margin/{key}': 2.7,
'auth/r/info/margin/base': 2.7,
'auth/r/info/margin/sym_all': 2.7,
'auth/r/positions': 2.7,
'auth/w/position/claim': 2.7,
'auth/w/position/increase:': 2.7,
'auth/r/position/increase/info': 2.7,
'auth/r/positions/hist': 2.7,
'auth/r/positions/audit': 2.7,
'auth/r/positions/snap': 2.7,
'auth/w/deriv/collateral/set': 2.7,
'auth/w/deriv/collateral/limits': 2.7,
'auth/r/funding/offers': 2.7,
'auth/r/funding/offers/{symbol}': 2.7,
'auth/w/funding/offer/submit': 2.7,
'auth/w/funding/offer/cancel': 2.7,
'auth/w/funding/offer/cancel/all': 2.7,
'auth/w/funding/close': 2.7,
'auth/w/funding/auto': 2.7,
'auth/w/funding/keep': 2.7,
'auth/r/funding/offers/{symbol}/hist': 2.7,
'auth/r/funding/offers/hist': 2.7,
'auth/r/funding/loans': 2.7,
'auth/r/funding/loans/hist': 2.7,
'auth/r/funding/loans/{symbol}': 2.7,
'auth/r/funding/loans/{symbol}/hist': 2.7,
'auth/r/funding/credits': 2.7,
'auth/r/funding/credits/hist': 2.7,
'auth/r/funding/credits/{symbol}': 2.7,
'auth/r/funding/credits/{symbol}/hist': 2.7,
'auth/r/funding/trades/{symbol}/hist': 2.7,
'auth/r/funding/trades/hist': 2.7,
'auth/r/info/funding/{key}': 2.7,
'auth/r/info/user': 2.7,
'auth/r/summary': 2.7,
'auth/r/logins/hist': 2.7,
'auth/r/permissions': 2.7,
'auth/w/token': 2.7,
'auth/r/audit/hist': 2.7,
'auth/w/transfer': 2.7,
'auth/w/deposit/address': 24,
'auth/w/deposit/invoice': 24,
'auth/w/withdraw': 24,
'auth/r/movements/{currency}/hist': 2.7,
'auth/r/movements/hist': 2.7,
'auth/r/alerts': 5.34,
'auth/w/alert/set': 2.7,
'auth/w/alert/price:{symbol}:{price}/del': 2.7,
'auth/w/alert/{type}:{symbol}:{price}/del': 2.7,
'auth/calc/order/avail': 2.7,
'auth/w/settings/set': 2.7,
'auth/r/settings': 2.7,
'auth/w/settings/del': 2.7,
'auth/r/pulse/hist': 2.7,
'auth/w/pulse/add': 16,
'auth/w/pulse/del': 2.7,
},
},
},
'fees': {
'trading': {
'feeSide': 'get',
'percentage': true,
'tierBased': true,
'maker': this.parseNumber('0.001'),
'taker': this.parseNumber('0.002'),
'tiers': {
'taker': [
[this.parseNumber('0'), this.parseNumber('0.002')],
[this.parseNumber('500000'), this.parseNumber('0.002')],
[this.parseNumber('1000000'), this.parseNumber('0.002')],
[this.parseNumber('2500000'), this.parseNumber('0.002')],
[this.parseNumber('5000000'), this.parseNumber('0.002')],
[this.parseNumber('7500000'), this.parseNumber('0.002')],
[this.parseNumber('10000000'), this.parseNumber('0.0018')],
[this.parseNumber('15000000'), this.parseNumber('0.0016')],
[this.parseNumber('20000000'), this.parseNumber('0.0014')],
[this.parseNumber('25000000'), this.parseNumber('0.0012')],
[this.parseNumber('30000000'), this.parseNumber('0.001')],
],
'maker': [
[this.parseNumber('0'), this.parseNumber('0.001')],
[this.parseNumber('500000'), this.parseNumber('0.0008')],
[this.parseNumber('1000000'), this.parseNumber('0.0006')],
[this.parseNumber('2500000'), this.parseNumber('0.0004')],
[this.parseNumber('5000000'), this.parseNumber('0.0002')],
[this.parseNumber('7500000'), this.parseNumber('0')],
[this.parseNumber('10000000'), this.parseNumber('0')],
[this.parseNumber('15000000'), this.parseNumber('0')],
[this.parseNumber('20000000'), this.parseNumber('0')],
[this.parseNumber('25000000'), this.parseNumber('0')],
[this.parseNumber('30000000'), this.parseNumber('0')],
],
},
},
'funding': {
'withdraw': {},
},
},
'precisionMode': number.SIGNIFICANT_DIGITS,
'options': {
'precision': 'R0',
// convert 'EXCHANGE MARKET' to lowercase 'market'
// convert 'EXCHANGE LIMIT' to lowercase 'limit'
// everything else remains uppercase
'exchangeTypes': {
'MARKET': 'market',
'EXCHANGE MARKET': 'market',
'LIMIT': 'limit',
'EXCHANGE LIMIT': 'limit',
// 'STOP': undefined,
'EXCHANGE STOP': 'market',
// 'TRAILING STOP': undefined,
// 'EXCHANGE TRAILING STOP': undefined,
// 'FOK': undefined,
'EXCHANGE FOK': 'limit',
// 'STOP LIMIT': undefined,
'EXCHANGE STOP LIMIT': 'limit',
// 'IOC': undefined,
'EXCHANGE IOC': 'limit',
},
// convert 'market' to 'EXCHANGE MARKET'
// convert 'limit' 'EXCHANGE LIMIT'
// everything else remains as is
'orderTypes': {
'market': 'EXCHANGE MARKET',
'limit': 'EXCHANGE LIMIT',
},
'fiat': {
'USD': 'USD',
'EUR': 'EUR',
'JPY': 'JPY',
'GBP': 'GBP',
'CHN': 'CHN',
},
// actually the correct names unlike the v1
// we don't want to extend this with accountsByType in v1
'v2AccountsByType': {
'spot': 'exchange',
'exchange': 'exchange',
'funding': 'funding',
'margin': 'margin',
'derivatives': 'margin',
'future': 'margin',
'swap': 'margin',
},
'withdraw': {
'includeFee': false,
},
'networks': {
'BTC': 'BITCOIN',
'LTC': 'LITECOIN',
'ERC20': 'ETHEREUM',
'OMNI': 'TETHERUSO',
'LIQUID': 'TETHERUSL',
'TRC20': 'TETHERUSX',
'EOS': 'TETHERUSS',
'AVAX': 'TETHERUSDTAVAX',
'SOL': 'TETHERUSDTSOL',
'ALGO': 'TETHERUSDTALG',
'BCH': 'TETHERUSDTBCH',
'KSM': 'TETHERUSDTKSM',
'DVF': 'TETHERUSDTDVF',
'OMG': 'TETHERUSDTOMG',
},
'networksById': {
'TETHERUSE': 'ERC20',
},
},
'features': {
'default': {
'sandbox': false,
'createOrder': {
'marginMode': true,
'triggerPrice': true,
'triggerPriceType': undefined,
'triggerDirection': false,
'stopLossPrice': true,
'takeProfitPrice': true,
'attachedStopLossTakeProfit': undefined,
'timeInForce': {
'IOC': true,
'FOK': true,
'PO': true,
'GTD': false,
},
'hedged': false,
'trailing': true,
'leverage': true,
'marketBuyRequiresPrice': false,
'marketBuyByCost': true,
'selfTradePrevention': false,
'iceberg': false,
},
'createOrders': {
'max': 75,
},
'fetchMyTrades': {
'marginMode': false,
'limit': 2500,
'daysBack': undefined,
'untilDays': 100000,
'symbolRequired': false,
},
'fetchOrder': {
'marginMode': false,
'trigger': false,
'trailing': false,
'symbolRequired': false,
},
'fetchOpenOrders': {
'marginMode': false,
'limit': undefined,
'trigger': false,
'trailing': false,
'symbolRequired': false,
},
'fetchOrders': undefined,
'fetchClosedOrders': {
'marginMode': false,
'limit': undefined,
'daysBack': undefined,
'daysBackCanceled': undefined,
'untilDays': 100000,
'trigger': false,
'trailing': false,
'symbolRequired': false,
},
'fetchOHLCV': {
'limit': 10000,
},
},
'spot': {
'extends': 'default',
},
'swap': {
'linear': {
'extends': 'default',
},
'inverse': undefined,
},
'future': {
'linear': undefined,
'inverse': undefined,
},
},
'exceptions': {
'exact': {
'11010': errors.RateLimitExceeded,
'10001': errors.PermissionDenied,
'10020': errors.BadRequest,
'10100': errors.AuthenticationError,
'10114': errors.InvalidNonce,
'20060': errors.OnMaintenance,
// {"code":503,"error":"temporarily_unavailable","error_description":"Sorry, the service is temporarily unavailable. See https://www.bitfinex.com/ for more info."}
'temporarily_unavailable': errors.ExchangeNotAvailable,
},
'broad': {
'available balance is only': errors.InsufficientFunds,
'not enough exchange balance': errors.InsufficientFunds,
'Order not found': errors.OrderNotFound,
'symbol: invalid': errors.BadSymbol,
},
},
'commonCurrencies': {
'UST': 'USDT',
'EUTF0': 'EURT',
'USTF0': 'USDT',
'ALG': 'ALGO',
'AMP': 'AMPL',
'ATO': 'ATOM',
'BCHABC': 'XEC',
'BCHN': 'BCH',
'DAT': 'DATA',
'DOG': 'MDOGE',
'DSH': 'DASH',
'EDO': 'PNT',
'EUS': 'EURS',
'EUT': 'EURT',
'HTX': 'HT',
'IDX': 'ID',
'IOT': 'IOTA',
'IQX': 'IQ',
'LUNA': 'LUNC',
'LUNA2': 'LUNA',
'MNA': 'MANA',
'ORS': 'ORS Group',
'PAS': 'PASS',
'QSH': 'QASH',
'QTM': 'QTUM',
'RBT': 'RBTC',
'SNG': 'SNGLS',
'STJ': 'STORJ',
'TERRAUST': 'USTC',
'TSD': 'TUSD',
'YGG': 'YEED',
'YYW': 'YOYOW',
'UDC': 'USDC',
'VSY': 'VSYS',
'WAX': 'WAXP',
'XCH': 'XCHF',
'ZBT': 'ZB',
},
});
}
isFiat(code) {
return (code in this.options['fiat']);
}
getCurrencyId(code) {
return 'f' + code;
}
getCurrencyName(code) {
// temporary fix for transpiler recognition, even though this is in parent class
if (code in this.options['currencyNames']) {
return this.options['currencyNames'][code];
}
throw new errors.NotSupported(this.id + ' ' + code + ' not supported for withdrawal');
}
amountToPrecision(symbol, amount) {
// https://docs.bitfinex.com/docs/introduction#amount-precision
// The amount field allows up to 8 decimals.
// Anything exceeding this will be rounded to the 8th decimal.
symbol = this.safeSymbol(symbol);
return this.decimalToPrecision(amount, number.TRUNCATE, this.markets[symbol]['precision']['amount'], number.DECIMAL_PLACES);
}
priceToPrecision(symbol, price) {
symbol = this.safeSymbol(symbol);
price = this.decimalToPrecision(price, number.ROUND, this.markets[symbol]['precision']['price'], this.precisionMode);
// https://docs.bitfinex.com/docs/introduction#price-precision
// The precision level of all trading prices is based on significant figures.
// All pairs on Bitfinex use up to 5 significant digits and up to 8 decimals (e.g. 1.2345, 123.45, 1234.5, 0.00012345).
// Prices submit with a precision larger than 5 will be cut by the API.
return this.decimalToPrecision(price, number.TRUNCATE, 8, number.DECIMAL_PLACES);
}
/**
* @method
* @name bitfinex#fetchStatus
* @description the latest known information on the availability of the exchange API
* @see https://docs.bitfinex.com/reference/rest-public-platform-status
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [status structure]{@link https://docs.ccxt.com/#/?id=exchange-status-structure}
*/
async fetchStatus(params = {}) {
//
// [1] // operative
// [0] // maintenance
//
const response = await this.publicGetPlatformStatus(params);
const statusRaw = this.safeString(response, 0);
return {
'status': this.safeString({ '0': 'maintenance', '1': 'ok' }, statusRaw, statusRaw),
'updated': undefined,
'eta': undefined,
'url': undefined,
'info': response,
};
}
/**
* @method
* @name bitfinex#fetchMarkets
* @description retrieves data on all markets for bitfinex
* @see https://docs.bitfinex.com/reference/rest-public-conf
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} an array of objects representing market data
*/
async fetchMarkets(params = {}) {
const spotMarketsInfoPromise = this.publicGetConfPubInfoPair(params);
const futuresMarketsInfoPromise = this.publicGetConfPubInfoPairFutures(params);
const marginIdsPromise = this.publicGetConfPubListPairMargin(params);
let [spotMarketsInfo, futuresMarketsInfo, marginIds] = await Promise.all([spotMarketsInfoPromise, futuresMarketsInfoPromise, marginIdsPromise]);
spotMarketsInfo = this.safeList(spotMarketsInfo, 0, []);
futuresMarketsInfo = this.safeList(futuresMarketsInfo, 0, []);
const markets = this.arrayConcat(spotMarketsInfo, futuresMarketsInfo);
marginIds = this.safeValue(marginIds, 0, []);
//
// [
// "1INCH:USD",
// [
// null,
// null,
// null,
// "2.0",
// "100000.0",
// null,
// null,
// null,
// null,
// null,
// null,
// null
// ]
// ]
//
const result = [];
for (let i = 0; i < markets.length; i++) {
const pair = markets[i];
const id = this.safeStringUpper(pair, 0);
const market = this.safeValue(pair, 1, {});
let spot = true;
if (id.indexOf('F0') >= 0) {
spot = false;
}
const swap = !spot;
let baseId = undefined;
let quoteId = undefined;
if (id.indexOf(':') >= 0) {
const parts = id.split(':');
baseId = parts[0];
quoteId = parts[1];
}
else {
baseId = id.slice(0, 3);
quoteId = id.slice(3, 6);
}
let base = this.safeCurrencyCode(baseId);
let quote = this.safeCurrencyCode(quoteId);
const splitBase = base.split('F0');
const splitQuote = quote.split('F0');
base = this.safeString(splitBase, 0);
quote = this.safeString(splitQuote, 0);
let symbol = base + '/' + quote;
baseId = this.getCurrencyId(baseId);
quoteId = this.getCurrencyId(quoteId);
let settle = undefined;
let settleId = undefined;
if (swap) {
settle = quote;
settleId = quote;
symbol = symbol + ':' + settle;
}
const minOrderSizeString = this.safeString(market, 3);
const maxOrderSizeString = this.safeString(market, 4);
let margin = false;
if (spot && this.inArray(id, marginIds)) {
margin = true;
}
result.push({
'id': 't' + id,
'symbol': symbol,
'base': base,
'quote': quote,
'settle': settle,
'baseId': baseId,
'quoteId': quoteId,
'settleId': settleId,
'type': spot ? 'spot' : 'swap',
'spot': spot,
'margin': margin,
'swap': swap,
'future': false,
'option': false,
'active': true,
'contract': swap,
'linear': swap ? true : undefined,
'inverse': swap ? false : undefined,
'contractSize': swap ? this.parseNumber('1') : undefined,
'expiry': undefined,
'expiryDatetime': undefined,
'strike': undefined,
'optionType': undefined,
'precision': {
'amount': parseInt('8'),
'price': parseInt('5'),
},
'limits': {
'leverage': {
'min': undefined,
'max': undefined,
},
'amount': {
'min': this.parseNumber(minOrderSizeString),
'max': this.parseNumber(maxOrderSizeString),
},
'price': {
'min': this.parseNumber('1e-8'),
'max': undefined,
},
'cost': {
'min': undefined,
'max': undefined,
},
},
'created': undefined,
'info': market,
});
}
return result;
}
/**
* @method
* @name bitfinex#fetchCurrencies
* @description fetches all available currencies on an exchange
* @see https://docs.bitfinex.com/reference/rest-public-conf
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} an associative dictionary of currencies
*/
async fetchCurrencies(params = {}) {
const labels = [
'pub:list:currency',
'pub:map:currency:sym',
'pub:map:currency:label',
'pub:map:currency:unit',
'pub:map:currency:undl',
'pub:map:currency:pool',
'pub:map:currency:explorer',
'pub:map:currency:tx:fee',
'pub:map:tx:method',
'pub:info:tx:status', // maps withdrawal/deposit statuses, coins: 1 = enabled, 0 = maintenance
];
const config = labels.join(',');
const request = {
'config': config,
};
const response = await this.publicGetConfConfig(this.extend(request, params));
//
// [
//
// a list of symbols
// ["AAA","ABS","ADA"],
//
// // sym
// // maps symbols to their API symbols, BAB > BCH
// [
// [ "BAB", "BCH" ],
// [ "CNHT", "CNHt" ],
// [ "DSH", "DASH" ],
// [ "IOT", "IOTA" ],
// [ "LES", "LEO-EOS" ],
// [ "LET", "LEO-ERC20" ],
// [ "STJ", "STORJ" ],
// [ "TSD", "TUSD" ],
// [ "UDC", "USDC" ],
// [ "USK", "USDK" ],
// [ "UST", "USDt" ],
// [ "USTF0", "USDt0" ],
// [ "XCH", "XCHF" ],
// [ "YYW", "YOYOW" ],
// // ...
// ],
// // label
// // verbose friendly names, BNT > Bancor
// [
// [ "BAB", "Bitcoin Cash" ],
// [ "BCH", "Bitcoin Cash" ],
// [ "LEO", "Unus Sed LEO" ],
// [ "LES", "Unus Sed LEO (EOS)" ],
// [ "LET", "Unus Sed LEO (ERC20)" ],
// // ...
// ],
// // unit
// // maps symbols to unit of measure where applicable
// [
// [ "IOT", "Mi|MegaIOTA" ],
// ],
// // undl
// // maps derivatives symbols to their underlying currency
// [
// [ "USTF0", "UST" ],
// [ "BTCF0", "BTC" ],
// [ "ETHF0", "ETH" ],
// ],
// // pool
// // maps symbols to underlying network/protocol they operate on
// [
// [ 'SAN', 'ETH' ], [ 'OMG', 'ETH' ], [ 'AVT', 'ETH' ], [ "EDO", "ETH" ],
// [ 'ESS', 'ETH' ], [ 'ATD', 'EOS' ], [ 'ADD', 'EOS' ], [ "MTO", "EOS" ],
// [ 'PNK', 'ETH' ], [ 'BAB', 'BCH' ], [ 'WLO', 'XLM' ], [ "VLD", "ETH" ],
// [ 'BTT', 'TRX' ], [ 'IMP', 'ETH' ], [ 'SCR', 'ETH' ], [ "GNO", "ETH" ],
// // ...
// ],
// // explorer
// // maps symbols to their recognised block explorer URLs
// [
// [
// "AIO",
// [
// "https://mainnet.aion.network",
// "https://mainnet.aion.network/#/account/VAL",
// "https://mainnet.aion.network/#/transaction/VAL"
// ]
// ],
// // ...
// ],
// // fee
// // maps currencies to their withdrawal fees
// [
// ["AAA",[0,0]],
// ["ABS",[0,131.3]],
// ["ADA",[0,0.3]],
// ],
// // deposit/withdrawal data
// [
// ["BITCOIN", 1, 1, null, null, null, null, 0, 0, null, null, 3],
// ...
// ]
// ]
//
const indexed = {
'sym': this.indexBy(this.safeList(response, 1, []), 0),
'label': this.indexBy(this.safeList(response, 2, []), 0),
'unit': this.indexBy(this.safeList(response, 3, []), 0),
'undl': this.indexBy(this.safeList(response, 4, []), 0),
'pool': this.indexBy(this.safeList(response, 5, []), 0),
'explorer': this.indexBy(this.safeList(response, 6, []), 0),
'fees': this.indexBy(this.safeList(response, 7, []), 0),
'networks': this.safeList(response, 8, []),
'statuses': this.indexBy(this.safeList(response, 9, []), 0),
};
const indexedNetworks = {};
for (let i = 0; i < indexed['networks'].length; i++) {
const networkObj = indexed['networks'][i];
const networkId = this.safeString(networkObj, 0);
const valuesList = this.safeList(networkObj, 1);
const networkName = this.safeString(valuesList, 0);
// for GOlang transpiler, do with "safe" method
const networksList = this.safeList(indexedNetworks, networkName, []);
networksList.push(networkId);
indexedNetworks[networkName] = networksList;
}
const ids = this.safeList(response, 0, []);
const result = {};
for (let i = 0; i < ids.length; i++) {
const id = ids[i];
if (id.endsWith('F0')) {
// we get a lot of F0 currencies, skip those
continue;
}
const code = this.safeCurrencyCode(id);
const label = this.safeList(indexed['label'], id, []);
const name = this.safeString(label, 1);
const pool = this.safeList(indexed['pool'], id, []);
const rawType = this.safeString(pool, 1);
const isCryptoCoin = (rawType !== undefined) || (id in indexed['explorer']); // "hacky" solution
let type = undefined;
if (isCryptoCoin) {
type = 'crypto';
}
const feeValues = this.safeList(indexed['fees'], id, []);
const fees = this.safeList(feeValues, 1, []);
const fee = this.safeNumber(fees, 1);
const undl = this.safeList(indexed['undl'], id, []);
const precision = '8'; // default precision, todo: fix "magic constants"
const fid = 'f' + id;
const dwStatuses = this.safeList(indexed['statuses'], id, []);
const depositEnabled = this.safeInteger(dwStatuses, 1) === 1;
const withdrawEnabled = this.safeInteger(dwStatuses, 2) === 1;
const networks = {};
const netwokIds = this.safeList(indexedNetworks, id, []);
for (let j = 0; j < netwokIds.length; j++) {
const networkId = netwokIds[j];
const network = this.networkIdToCode(networkId);
networks[network] = {
'info': networkId,
'id': networkId.toLowerCase(),
'network': networkId,
'active': undefined,
'deposit': undefined,
'withdraw': undefined,
'fee': undefined,
'precision': undefined,
'limits': {
'withdraw': {
'min': undefined,
'max': undefined,
},
},
};
}
result[code] = this.safeCurrencyStructure({
'id': fid,
'uppercaseId': id,
'code': code,
'info': [id, label, pool, feeValues, undl],
'type': type,
'name': name,
'active': true,
'deposit': depositEnabled,
'withdraw': withdrawEnabled,
'fee': fee,
'precision': parseInt(precision),
'limits': {
'amount': {
'min': this.parseNumber(this.parsePrecision(precision)),
'max': undefined,
},
'withdraw': {
'min': fee,
'max': undefined,
},
},
'networks': networks,
});
}
return result;
}
/**
* @method
* @name bitfinex#fetchBalance
* @description query for balance and get the amount of funds available for trading or funds locked in orders
* @see https://docs.bitfinex.com/reference/rest-auth-wallets
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
*/
async fetchBalance(params = {}) {
// this api call does not return the 'used' amount - use the v1 version instead (which also returns zero balances)
// there is a difference between this and the v1 api, namely trading wallet is called margin in v2
await this.loadMarkets();
const accountsByType = this.safeValue(this.options, 'v2AccountsByType', {});
const requestedType = this.safeString(params, 'type', 'exchange');
const accountType = this.safeString(accountsByType, requestedType, requestedType);
if (accountType === undefined) {
const keys = Object.keys(accountsByType);
throw new errors.ExchangeError(this.id + ' fetchBalance() type parameter must be one of ' + keys.join(', '));
}
const isDerivative = requestedType === 'derivatives';
const query = this.omit(params, 'type');
const response = await this.privatePostAuthRWallets(query);
const result = { 'info': response };
for (let i = 0; i < response.length; i++) {
const balance = response[i];
const account = this.account();
const interest = this.safeString(balance, 3);
if (interest !== '0') {
account['debt'] = interest;
}
const type = this.safeString(balance, 0);
const currencyId = this.safeStringLower(balance, 1, '');
const start = currencyId.length - 2;
const isDerivativeCode = currencyId.slice(start) === 'f0';
// this will only filter the derivative codes if the requestedType is 'derivatives'
const derivativeCondition = (!isDerivative || isDerivativeCode);
if ((accountType === type) && derivativeCondition) {
const code = this.safeCurrencyCode(currencyId);
account['total'] = this.safeString(balance, 2);
account['free'] = this.safeString(balance, 4);
result[code] = account;
}
}
return this.safeBalance(result);
}
/**
* @method
* @name bitfinex#transfer
* @description transfer currency internally between wallets on the same account
* @see https://docs.bitfinex.com/reference/rest-auth-transfer
* @param {string} code unified currency code
* @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 = {}) {
// transferring between derivatives wallet and regular wallet is not documented in their API
// however we support it in CCXT (from just looking at web inspector)
await this.loadMarkets();
const accountsByType = this.safeValue(this.options, 'v2AccountsByType', {});
const fromId = this.safeString(accountsByType, fromAccount);
if (fromId === undefined) {
const keys = Object.keys(accountsByType);
throw new errors.ArgumentsRequired(this.id + ' transfer() fromAccount must be one of ' + keys.join(', '));
}
const toId = this.safeString(accountsByType, toAccount);
if (toId === undefined) {
const keys = Object.keys(accountsByType);
throw new errors.ArgumentsRequired(this.id + ' transfer() toAccount must be one of ' + keys.join(', '));
}
const currency = this.currency(code);
const fromCurrencyId = this.convertDerivativesId(currency, fromAccount);
const toCurrencyId = this.convertDerivativesId(currency, toAccount);
const requestedAmount = this.currencyToPrecision(code, amount);
// this request is slightly different from v1 fromAccount -> from
const request = {
'amount': requestedAmount,
'currency': fromCurrencyId,
'currency_to': toCurrencyId,
'from': fromId,
'to': toId,
};
const response = await this.privatePostAuthWTransfer(this.extend(request, params));
//
// [
// 1616451183763,
// "acc_tf",
// null,
// null,
// [
// 1616451183763,
// "exchange",
// "margin",
// null,
// "UST",
// "UST",
// null,
// 1
// ],
// null,
// "SUCCESS",
// "1.0 Tether USDt transfered from Exchange to Margin"
// ]
//
const error = this.safeString(response, 0);
if (error === 'error') {
const message = this.safeString(response, 2, '');
// same message as in v1
this.throwExactlyMatchedException(this.exceptions['exact'], message, this.id + ' ' + message);
throw new errors.ExchangeError(this.id + ' ' + message);
}
return this.parseTransfer({ 'result': response }, currency);
}
parseTransfer(transfer, currency = undefined) {
//
// transfer
//
// [
// 1616451183763,
// "acc_tf",
// null,
// null,
// [
// 1616451183763,
// "exchange",
// "margin",
// null,
// "UST",
// "UST",
// null,
// 1
// ],
// null,
// "SUCCESS",
// "1.0 Tether USDt transfered from Exchange to Margin"
// ]
//
const result = this.safeList(transfer, 'result');
const timestamp = this.safeInteger(result, 0);
const info = this.safeValue(result, 4);
const fromAccount = this.safeString(info, 1);
const toAccount = this.safeString(info, 2);
const currencyId = this.safeString(info, 5);
const status = this.safeString(result, 6);
return {
'id': undefined,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'status': this.parseTransferStatus(status),
'amount': this.safeNumber(info, 7),
'currency': this.safeCurrencyCode(currencyId, currency),
'fromAccount': fromAccount,
'toAccount': toAccount,
'info': result,
};
}
parseTransferStatus(status) {
const statuses = {
'SUCCESS': 'ok',
'ERROR': 'failed',
'FAILURE': 'failed',
};
return this.safeString(statuses, status, status);
}
convertDerivativesId(currency, type) {
// there is a difference between this and the v1 api, namely trading wallet is called margin in v2
// {
// "id": "fUSTF0",
// "code": "USTF0",
// "info": [ 'USTF0', [], [], [], [ "USTF0", "UST" ] ],
const info = this.safeValue(currency, 'info');
const transferId = this.safeString(info, 0);
const underlying = this.safeValue(info, 4, []);
let currencyId = undefined;
if (type === 'derivatives') {
currencyId = this.safeString(underlying, 0, transferId);
const start = currencyId.length - 2;
const isDerivativeCode = currencyId.slice(start) === 'F0';
if (!isDerivativeCode) {
currencyId = currencyId + 'F0';
}
}
else if (type !== 'margin') {
currencyId = this.safeString(underlying, 1, transferId);
}
else {
currencyId = transferId;
}
return currencyId;
}
/**
* @method
* @name bitfinex#fetchOrderBook
* @description fetches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://docs.bitfinex.com/reference/rest-public-book
* @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, bitfinex only allows 1, 25, or 100
* @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 precision = this.safeValue(this.options, 'precision', 'R0');
const market = this.market(symbol);
const request = {
'symbol': market['id'],
'precision': precision,
};
if (limit !== undefined) {
request['len'] = limit;
}
const fullRequest = this.extend(request, params);
const orderbook = await this.publicGetBookSymbolPrecision(fullRequest);
const timestamp = this.milliseconds();
const result = {
'symbol': market['symbol'],
'bids': [],
'asks': [],
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'nonce': undefined,
};
const priceIndex = (fullRequest['precision'] === 'R0') ? 1 : 0;
for (let i = 0; i < orderbook.length; i++) {
const order = orderbook[i];
const price = this.safeNumber(order, priceIndex);
const signedAmount = this.safeString(order, 2);
const amount = Precise["default"].stringAbs(signedAmount);
const side = Precise["default"].stringGt(signedAmount, '0') ? 'bids' : 'asks';
const resultSide = result[side];
resultSide.push([price, this.parseNumber(amount)]);
}
result['bids'] = this.sortBy(result['bids'], 0, true);
result['asks'] = this.sortBy(result['asks'], 0);
return result;
}
parseTicker(ticker, market = undefined) {
//
// on trading pairs (ex. tBTCUSD)
//
// [
// SYMBOL, // this index is not present in singular-ticker
// BID,
// BID_SIZE,
// ASK,
// ASK_SIZE,
// DAILY_CHANGE,
// DAILY_CHANGE_RELATIVE,
// LAST_PRICE,
// VOLUME,
// HIGH,
// LOW
// ]
//
//
// on funding currencies (ex. fUSD)
//
// [
// SYMBOL, // this index is not present in singular-ticker
// FRR,
// BID,
// BID_PERIOD,
// BID_SIZE,
// ASK,
// ASK_PERIOD,
// ASK_SIZE,
// DAILY_CHANGE,
// DAILY_CHANGE_RELATIVE,
// LAST_PRICE,
// VOLUME,
// HIGH,
// LOW,
// _PLACEHOLDER,
// _PLACEHOLDER,
// FRR_AMOUNT_AVAILABLE
// ]
//
const length = ticker.length;
const isFetchTicker = (length === 10) || (length === 16);
let symbol = undefined;
let minusIndex = 0;
let isFundingCurrency = false;
if (isFetchTicker) {
minusIndex = 1;
isFundingCurrency = (length === 16);
}
else {
const marketId = this.safeString(ticker, 0);
market = this.safeMarket(marketId, market);
isFundingCurrency = (length === 17);
}
symbol = this.safeSymbol(undefined, market);
let last = undefined;
let bid = undefined;
let ask = undefined;
let change = undefined;
let percentage = undefined;
let volume = undefined;
let high = undefined;
let low = undefined;
if (isFundingCurrency) {
// per api docs, they are different array type
last = this.safeString(ticker, 10 - minusIndex);
bid = this.safeString(ticker, 2 - minusIndex);
ask = this.safeString(ticker, 5 - minusIndex);
change = this.safeString(ticker, 8 - minusIndex);
percentage = this.safeString(ticker, 9 - minusIndex);
volume = this.safeString(ticker, 11 - minusIndex);
high = this.safeString(ticker, 12 - minusIndex);
low = this.safeString(ticker, 13 - minusIndex);
}
else {
// on trading pairs (ex. tBTCUSD or tHMSTR:USD)
last = this.safeString(ticker, 7 - minusIndex);
bid = this.safeString(ticker, 1 - minusIndex);
ask = this.safeString(ticker, 3 - minusIndex);
change = this.safeString(ticker, 5 - minusIndex);
percentage = this.safeString(ticker, 6 - minusIndex);
percentage = Precise["default"].stringMul(percentage, '100');
volume = this.safeString(ticker, 8 - minusIndex);
high = this.safeString(ticker, 9 - minusIndex);
low = this.safeString(ticker, 10 - minusIndex);
}
return this.safeTicker({
'symbol': symbol,
'timestamp': undefined,
'datetime': undefined,
'high': high,
'low': low,
'bid': bid,
'bidVolume': undefined,
'ask': ask,
'askVolume': undefined,
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': change,
'percentage': percentage,
'average': undefined,
'baseVolume': volume,
'quoteVolume': undefined,
'info': ticker,
}, market);
}
/**
* @method
* @name bitfinex#fetchTickers
* @description fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market
* @see https://docs.bitfinex.com/reference/rest-public-tickers
* @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();
symbols = this.marketSymbols(symbols);
const request = {};
if (symbols !== undefined) {
const ids = this.marketIds(symbols);
request['symbols'] = ids.join(',');
}
else {
request['symbols'] = 'ALL';
}
const tickers = await this.publicGetTickers(this.extend(request, params));
//
// [
// // on trading pairs (ex. tBTCUSD)
// [
// SYMBOL,
// BID,
// BID_SIZE,
// ASK,
// ASK_SIZE,
// DAILY_CHANGE,
// DAILY_CHANGE_RELATIVE,
// LAST_PRICE,
// VOLUME,
// HIGH,
// LOW
// ],
// // on funding currencies (ex. fUSD)
// [
// SYMBOL,
// FRR,
// BID,
// BID_PERIOD,
// BID_SIZE,
// ASK,
// ASK_PERIOD,
// ASK_SIZE,
// DAILY_CHANGE,
// DAILY_CHANGE_RELATIVE,
// LAST_PRICE,
// VOLUME,
// HIGH,
// LOW,
// _PLACEHOLDER,
// _PLACEHOLDER,
// FRR_AMOUNT_AVAILABLE
// ],
// ...
// ]
//
return this.parseTickers(tickers, symbols);
}
/**
* @method
* @name bitfinex#fetchTicker
* @description fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://docs.bitfinex.com/reference/rest-public-ticker
* @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 ticker = await this.publicGetTickerSymbol(this.extend(request, params));
return this.parseTicker(ticker, market);
}
parseTrade(trade, market = undefined) {
//
// fetchTrades (public)
//
// [
// ID,
// MTS, // timestamp
// AMOUNT,
// PRICE
// ]
//
// fetchMyTrades (private)
//
// [
// ID,
// PAIR,
// MTS_CREATE,
// ORDER_ID,
// EXEC_AMOUNT,
// EXEC_PRICE,
// ORDER_TYPE,
// ORDER_PRICE,
// MAKER,
// FEE,
// FEE_CURRENCY,
// ...
// ]
//
const tradeList = this.safeList(trade, 'result', []);
const tradeLength = tradeList.length;
const isPrivate = (tradeLength > 5);
const id = this.safeString(tradeList, 0);
const amountIndex = isPrivate ? 4 : 2;
let side = undefined;
let amountString = this.safeString(tradeList, amountIndex);
const priceIndex = isPrivate ? 5 : 3;
const priceString = this.safeString(tradeList, priceIndex);
if (amountString[0] === '-') {
side = 'sell';
amountString = Precise["default"].stringAbs(amountString);
}
else {
side = 'buy';
}
let orderId = undefined;
let takerOrMaker = undefined;
let type = undefined;
let fee = undefined;
let symbol = this.safeSymbol(undefined, market);
const timestampIndex = isPrivate ? 2 : 1;
const timestamp = this.safeInteger(tradeList, timestampIndex);
if (isPrivate) {
const marketId = tradeList[1];
symbol = this.safeSymbol(marketId);
orderId = this.safeString(tradeList, 3);
const maker = this.safeInteger(tradeList, 8);
takerOrMaker = (maker === 1) ? 'maker' : 'taker';
let feeCostString = this.safeString(tradeList, 9);
feeCostString = Precise["default"].stringNeg(feeCostString);
const feeCurrencyId = this.safeString(tradeList, 10);
const feeCurrency = this.safeCurrencyCode(feeCurrencyId);
fee = {
'cost': feeCostString,
'currency': feeCurrency,
};
const orderType = tradeList[6];
type = this.safeString(this.options['exchangeTypes'], orderType);
}
return this.safeTrade({
'id': id,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': symbol,
'order': orderId,
'side': side,
'type': type,
'takerOrMaker': takerOrMaker,
'price': priceString,
'amount': amountString,
'cost': undefined,
'fee': fee,
'info': tradeList,
}, market);
}
/**
* @method
* @name bitfinex#fetchTrades
* @description get the list of most recent trades for a particular symbol
* @see https://docs.bitfinex.com/reference/rest-public-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, default 120, max 10000
* @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)
* @param {int} [params.until] the latest time in ms to fetch entries for
* @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();
let paginate = false;
[paginate, params] = this.handleOptionAndParams(params, 'fetchTrades', 'paginate');
if (paginate) {
return await this.fetchPaginatedCallDynamic('fetchTrades', symbol, since, limit, params, 10000);
}
const market = this.market(symbol);
let sort = '-1';
let request = {
'symbol': market['id'],
};
if (since !== undefined) {
request['start'] = since;
sort = '1';
}
if (limit !== undefined) {
request['limit'] = Math.min(limit, 10000); // default 120, max 10000
}
request['sort'] = sort;
[request, params] = this.handleUntilOption('end', request, params);
const response = await this.publicGetTradesSymbolHist(this.extend(request, params));
//
// [
// [
// ID,
// MTS, // timestamp
// AMOUNT,
// PRICE
// ]
// ]
//
const trades = this.sortBy(response, 1);
const tradesList = [];
for (let i = 0; i < trades.length; i++) {
tradesList.push({ 'result': trades[i] }); // convert to array of dicts to match parseOrder signature
}
return this.parseTrades(tradesList, market, undefined, limit);
}
/**
* @method
* @name bitfinex#fetchOHLCV
* @description fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://docs.bitfinex.com/reference/rest-public-candles
* @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, default 100 max 10000
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
* @param {int} [params.until] timestamp in ms of the latest candle to fetch
* @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)
*/
async fetchOHLCV(symbol, timeframe = '1m', since = undefined, limit = 100, params = {}) {
await this.loadMarkets();
let paginate = false;
[paginate, params] = this.handleOptionAndParams(params, 'fetchOHLCV', 'paginate');
if (paginate) {
return await this.fetchPaginatedCallDeterministic('fetchOHLCV', symbol, since, limit, timeframe, params, 10000);
}
const market = this.market(symbol);
if (limit === undefined) {
limit = 10000;
}
else {
limit = Math.min(limit, 10000);
}
let request = {
'symbol': market['id'],
'timeframe': this.safeString(this.timeframes, timeframe, timeframe),
'sort': 1,
'limit': limit,
};
if (since !== undefined) {
request['start'] = since;
}
[request, params] = this.handleUntilOption('end', request, params);
const response = await this.publicGetCandlesTradeTimeframeSymbolHist(this.extend(request, params));
//
// [
// [1591503840000,0.025069,0.025068,0.025069,0.025068,1.97828998],
// [1591504500000,0.025065,0.025065,0.025065,0.025065,1.0164],
// [1591504620000,0.025062,0.025062,0.025062,0.025062,0.5],
// ]
//
return this.parseOHLCVs(response, market, timeframe, since, limit);
}
parseOHLCV(ohlcv, market = undefined) {
//
// [
// 1457539800000,
// 0.02594,
// 0.02594,
// 0.02594,
// 0.02594,
// 0.1
// ]
//
return [
this.safeInteger(ohlcv, 0),
this.safeNumber(ohlcv, 1),
this.safeNumber(ohlcv, 3),
this.safeNumber(ohlcv, 4),
this.safeNumber(ohlcv, 2),
this.safeNumber(ohlcv, 5),
];
}
parseOrderStatus(status) {
if (status === undefined) {
return status;
}
const parts = status.split(' ');
const state = this.safeString(parts, 0);
const statuses = {
'ACTIVE': 'open',
'PARTIALLY': 'open',
'EXECUTED': 'closed',
'CANCELED': 'canceled',
'INSUFFICIENT': 'canceled',
'POSTONLY CANCELED': 'canceled',
'RSN_DUST': 'rejected',
'RSN_PAUSE': 'rejected',
'IOC CANCELED': 'canceled',
'FILLORKILL CANCELED': 'canceled',
};
return this.safeString(statuses, state, status);
}
parseOrderFlags(flags) {
// flags can be added to each other...
const flagValues = {
'1024': ['reduceOnly'],
'4096': ['postOnly'],
'5120': ['reduceOnly', 'postOnly'],
// '64': 'hidden', // The hidden order option ensures an order does not appear in the order book
// '512': 'close', // Close position if position present.
// '16384': 'OCO', // The one cancels other order option allows you to place a pair of orders stipulating that if one order is executed fully or partially, then the other is automatically canceled.
// '524288': 'No Var Rates' // Excludes variable rate funding offers from matching against this order, if on margin
};
return this.safeValue(flagValues, flags, undefined);
}
parseTimeInForce(orderType) {
const orderTypes = {
'EXCHANGE IOC': 'IOC',
'EXCHANGE FOK': 'FOK',
'IOC': 'IOC',
'FOK': 'FOK', // Margin
};
return this.safeString(orderTypes, orderType, 'GTC');
}
parseOrder(order, market = undefined) {
const orderList = this.safeList(order, 'result');
const id = this.safeString(orderList, 0);
const marketId = this.safeString(orderList, 3);
const symbol = this.safeSymbol(marketId);
// https://github.com/ccxt/ccxt/issues/6686
// const timestamp = this.safeTimestamp (orderObject, 5);
const timestamp = this.safeInteger(orderList, 5);
const remaining = Precise["default"].stringAbs(this.safeString(orderList, 6));
const signedAmount = this.safeString(orderList, 7);
const amount = Precise["default"].stringAbs(signedAmount);
const side = Precise["default"].stringLt(signedAmount, '0') ? 'sell' : 'buy';
const orderType = this.safeString(orderList, 8);
const type = this.safeString(this.safeValue(this.options, 'exchangeTypes'), orderType);
const timeInForce = this.parseTimeInForce(orderType);
const rawFlags = this.safeString(orderList, 12);
const flags = this.parseOrderFlags(rawFlags);
let postOnly = false;
if (flags !== undefined) {
for (let i = 0; i < flags.length; i++) {
if (flags[i] === 'postOnly') {
postOnly = true;
}
}
}
let price = this.safeString(orderList, 16);
let triggerPrice = undefined;
if ((orderType === 'EXCHANGE STOP') || (orderType === 'EXCHANGE STOP LIMIT')) {
price = undefined;
triggerPrice = this.safeString(orderList, 16);
if (orderType === 'EXCHANGE STOP LIMIT') {
price = this.safeString(orderList, 19);
}
}
let status = undefined;
const statusString = this.safeString(orderList, 13);
if (statusString !== undefined) {
const parts = statusString.split(' @ ');
status = this.parseOrderStatus(this.safeString(parts, 0));
}
const average = this.safeString(orderList, 17);
const clientOrderId = this.safeString(orderList, 2);
return this.safeOrder({
'info': orderList,
'id': id,
'clientOrderId': clientOrderId,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'lastTradeTimestamp': undefined,
'symbol': symbol,
'type': type,
'timeInForce': timeInForce,
'postOnly': postOnly,
'side': side,
'price': price,
'triggerPrice': triggerPrice,
'amount': amount,
'cost': undefined,
'average': average,
'filled': undefined,
'remaining': remaining,
'status': status,
'fee': undefined,
'trades': undefined,
}, market);
}
createOrderRequest(symbol, type, side, amount, price = undefined, params = {}) {
/**
* @method
* @ignore
* @name bitfinex#createOrderRequest
* @description helper function to build an order 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 of the order, in units of the quote currency, ignored in market orders
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {float} [params.triggerPrice] The price at which a trigger order is triggered at
* @param {string} [params.timeInForce] "GTC", "IOC", "FOK", or "PO"
* @param {bool} [params.postOnly]
* @param {bool} [params.reduceOnly] Ensures that the executed order does not flip the opened position.
* @param {int} [params.flags] additional order parameters: 4096 (Post Only), 1024 (Reduce Only), 16384 (OCO), 64 (Hidden), 512 (Close), 524288 (No Var Rates)
* @param {int} [params.lev] leverage for a derivative order, supported by derivative symbol orders only. The value should be between 1 and 100 inclusive.
* @param {string} [params.price_traling] The trailing price for a trailing stop order
* @param {string} [params.price_aux_limit] Order price for stop limit orders
* @param {string} [params.price_oco_stop] OCO stop price
* @returns {object} an [order structure]{@link https://github.com/ccxt/ccxt/wiki/Manual#order-structure}
*/
const market = this.market(symbol);
let amountString = this.amountToPrecision(symbol, amount);
amountString = (side === 'buy') ? amountString : Precise["default"].stringNeg(amountString);
const request = {
'symbol': market['id'],
'amount': amountString,
};
const triggerPrice = this.safeString2(params, 'stopPrice', 'triggerPrice');
const trailingAmount = this.safeString(params, 'trailingAmount');
const timeInForce = this.safeString(params, 'timeInForce');
const postOnlyParam = this.safeBool(params, 'postOnly', false);
const reduceOnly = this.safeBool(params, 'reduceOnly', false);
const clientOrderId = this.safeValue2(params, 'cid', 'clientOrderId');
let orderType = type.toUpperCase();
if (trailingAmount !== undefined) {
orderType = 'TRAILING STOP';
request['price_trailing'] = trailingAmount;
}
else if (triggerPrice !== undefined) {
// request['price'] is taken as triggerPrice for stop orders
request['price'] = this.priceToPrecision(symbol, triggerPrice);
if (type === 'limit') {
orderType = 'STOP LIMIT';
request['price_aux_limit'] = this.priceToPrecision(symbol, price);
}
else {
orderType = 'STOP';
}
}
const ioc = (timeInForce === 'IOC');
const fok = (timeInForce === 'FOK');
const postOnly = (postOnlyParam || (timeInForce === 'PO'));
if ((ioc || fok) && (price === undefined)) {
throw new errors.InvalidOrder(this.id + ' createOrder() requires a price argument with IOC and FOK orders');
}
if ((ioc || fok) && (type === 'market')) {
throw new errors.InvalidOrder(this.id + ' createOrder() does not allow market IOC and FOK orders');
}
if ((type !== 'market') && (triggerPrice === undefined)) {
request['price'] = this.priceToPrecision(symbol, price);
}
if (ioc) {
orderType = 'IOC';
}
else if (fok) {
orderType = 'FOK';
}
let marginMode = undefined;
[marginMode, params] = this.handleMarginModeAndParams('createOrder', params);
if (market['spot'] && (marginMode === undefined)) {
// The EXCHANGE prefix is only required for non margin spot markets
orderType = 'EXCHANGE ' + orderType;
}
request['type'] = orderType;
// flag values may be summed to combine flags
let flags = 0;
if (postOnly) {
flags = this.sum(flags, 4096);
}
if (reduceOnly) {
flags = this.sum(flags, 1024);
}
if (flags !== 0) {
request['flags'] = flags;
}
if (clientOrderId !== undefined) {
request['cid'] = clientOrderId;
}
params = this.omit(params, ['triggerPrice', 'stopPrice', 'timeInForce', 'postOnly', 'reduceOnly', 'trailingAmount', 'clientOrderId']);
return this.extend(request, params);
}
/**
* @method
* @name bitfinex#createOrder
* @description create an order on the exchange
* @see https://docs.bitfinex.com/reference/rest-auth-submit-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] price of the order
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {float} [params.triggerPrice] the price that triggers a trigger order
* @param {string} [params.timeInForce] "GTC", "IOC", "FOK", or "PO"
* @param {boolean} [params.postOnly] set to true if you want to make a post only order
* @param {boolean} [params.reduceOnly] indicates that the order is to reduce the size of a position
* @param {int} [params.flags] additional order parameters: 4096 (Post Only), 1024 (Reduce Only), 16384 (OCO), 64 (Hidden), 512 (Close), 524288 (No Var Rates)
* @param {int} [params.lev] leverage for a derivative order, supported by derivative symbol orders only. The value should be between 1 and 100 inclusive.
* @param {string} [params.price_aux_limit] order price for stop limit orders
* @param {string} [params.price_oco_stop] OCO stop price
* @param {string} [params.trailingAmount] *swap only* the quote amount to trail away from the current market price
* @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async createOrder(symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const request = this.createOrderRequest(symbol, type, side, amount, price, params);
const response = await this.privatePostAuthWOrderSubmit(request);
//
// [
// 1653325121, // Timestamp in milliseconds
// "on-req", // Purpose of notification ('on-req', 'oc-req', "uca", 'fon-req', "foc-req")
// null, // unique ID of the message
// null,
// [
// [
// 95412102131, // Order ID
// null, // Group ID
// 1653325121798, // Client Order ID
// "tDOGE:UST", // Market ID
// 1653325121798, // Millisecond timestamp of creation
// 1653325121798, // Millisecond timestamp of update
// -10, // Amount (Positive means buy, negative means sell)
// -10, // Original amount
// "EXCHANGE LIMIT", // Type of the order: LIMIT, EXCHANGE LIMIT, MARKET, EXCHANGE MARKET, STOP, EXCHANGE STOP, STOP LIMIT, EXCHANGE STOP LIMIT, TRAILING STOP, EXCHANGE TRAILING STOP, FOK, EXCHANGE FOK, IOC, EXCHANGE IOC.
// null, // Previous order type (stop-limit orders are converted to limit orders so for them previous type is always STOP)
// null, // Millisecond timestamp of Time-In-Force: automatic order cancellation
// null, // _PLACEHOLDER
// 4096, // Flags, see parseOrderFlags()
// "ACTIVE", // Order Status, see parseOrderStatus()
// null, // _PLACEHOLDER
// null, // _PLACEHOLDER
// 0.071, // Price (Stop Price for stop-limit orders, Limit Price for limit orders)
// 0, // Average Price
// 0, // Trailing Price
// 0, // Auxiliary Limit price (for STOP LIMIT)
// null, // _PLACEHOLDER
// null, // _PLACEHOLDER
// null, // _PLACEHOLDER
// 0, // Hidden (0 if false, 1 if true)
// 0, // Placed ID (If another order caused this order to be placed (OCO) this will be that other order's ID)
// null, // _PLACEHOLDER
// null, // _PLACEHOLDER
// null, // _PLACEHOLDER
// "API>BFX", // Routing, indicates origin of action: BFX, ETHFX, API>BFX, API>ETHFX
// null, // _PLACEHOLDER
// null, // _PLACEHOLDER
// {"$F7":1} // additional meta information about the order ( $F7 = IS_POST_ONLY (0 if false, 1 if true), $F33 = Leverage (int))
// ]
// ],
// null, // CODE (work in progress)
// "SUCCESS", // Status of the request
// "Submitting 1 orders." // Message
// ]
//
const status = this.safeString(response, 6);
if (status !== 'SUCCESS') {
const errorCode = response[5];
const errorText = response[7];
throw new errors.ExchangeError(this.id + ' ' + response[6] + ': ' + errorText + ' (#' + errorCode + ')');
}
const orders = this.safeList(response, 4, []);
const order = this.safeList(orders, 0);
const newOrder = { 'result': order };
return this.parseOrder(newOrder, market);
}
/**
* @method
* @name bitfinex#createOrders
* @description create a list of trade orders
* @see https://docs.bitfinex.com/reference/rest-auth-order-multi
* @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
* @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async createOrders(orders, params = {}) {
await this.loadMarkets();
const ordersRequests = [];
for (let i = 0; i < orders.length; i++) {
const rawOrder = orders[i];
const symbol = this.safeString(rawOrder, '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 orderRequest = this.createOrderRequest(symbol, type, side, amount, price, orderParams);
ordersRequests.push(['on', orderRequest]);
}
const request = {
'ops': ordersRequests,
};
const response = await this.privatePostAuthWOrderMulti(request);
//
// [
// 1706762515553,
// "ox_multi-req",
// null,
// null,
// [
// [
// 1706762515,
// "on-req",
// null,
// null,
// [
// [139567428547,null,1706762515551,"tBTCUST",1706762515551,1706762515551,0.0001,0.0001,"EXCHANGE LIMIT",null,null,null,0,"ACTIVE",null,null,35000,0,0,0,null,null,null,0,0,null,null,null,"API>BFX",null,null,{}]
// ],
// null,
// "SUCCESS",
// "Submitting 1 orders."
// ],
// ],
// null,
// "SUCCESS",
// "Submitting 2 order operations."
// ]
//
const results = [];
const data = this.safeList(response, 4, []);
for (let i = 0; i < data.length; i++) {
const entry = data[i];
const individualOrder = entry[4];
results.push({ 'result': individualOrder[0] });
}
return this.parseOrders(results);
}
/**
* @method
* @name bitfinex#cancelAllOrders
* @description cancel all open orders
* @see https://docs.bitfinex.com/reference/rest-auth-cancel-orders-multiple
* @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 of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async cancelAllOrders(symbol = undefined, params = {}) {
await this.loadMarkets();
const request = {
'all': 1,
};
const response = await this.privatePostAuthWOrderCancelMulti(this.extend(request, params));
const orders = this.safeList(response, 4, []);
const ordersList = [];
for (let i = 0; i < orders.length; i++) {
ordersList.push({ 'result': orders[i] });
}
return this.parseOrders(ordersList);
}
/**
* @method
* @name bitfinex#cancelOrder
* @description cancels an open order
* @see https://docs.bitfinex.com/reference/rest-auth-cancel-order
* @param {string} id order id
* @param {string} symbol Not used by bitfinex cancelOrder ()
* @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 = {}) {
await this.loadMarkets();
const cid = this.safeValue2(params, 'cid', 'clientOrderId'); // client order id
let request = undefined;
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
}
if (cid !== undefined) {
const cidDate = this.safeValue(params, 'cidDate'); // client order id date
if (cidDate === undefined) {
throw new errors.InvalidOrder(this.id + " canceling an order by clientOrderId ('cid') requires both 'cid' and 'cid_date' ('YYYY-MM-DD')");
}
request = {
'cid': cid,
'cid_date': cidDate,
};
params = this.omit(params, ['cid', 'clientOrderId']);
}
else {
request = {
'id': parseInt(id),
};
}
const response = await this.privatePostAuthWOrderCancel(this.extend(request, params));
const order = this.safeValue(response, 4);
const newOrder = { 'result': order };
return this.parseOrder(newOrder, market);
}
/**
* @method
* @name bitfinex#cancelOrders
* @description cancel multiple orders at the same time
* @see https://docs.bitfinex.com/reference/rest-auth-cancel-orders-multiple
* @param {string[]} ids order ids
* @param {string} symbol unified market symbol, default is undefined
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} an array of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async cancelOrders(ids, symbol = undefined, params = {}) {
await this.loadMarkets();
for (let i = 0; i < ids.length; i++) {
ids[i] = this.parseToNumeric(ids[i]);
}
const request = {
'id': ids,
};
let market = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
}
const response = await this.privatePostAuthWOrderCancelMulti(this.extend(request, params));
//
// [
// 1706740198811,
// "oc_multi-req",
// null,
// null,
// [
// [
// 139530205057,
// null,
// 1706740132275,
// "tBTCF0:USTF0",
// 1706740132276,
// 1706740132276,
// 0.0001,
// 0.0001,
// "LIMIT",
// null,
// null,
// null,
// 0,
// "ACTIVE",
// null,
// null,
// 39000,
// 0,
// 0,
// 0,
// null,
// null,
// null,
// 0,
// 0,
// null,
// null,
// null,
// "API>BFX",
// null,
// null,
// {
// "lev": 10,
// "$F33": 10
// }
// ],
// ],
// null,
// "SUCCESS",
// "Submitting 2 order cancellations."
// ]
//
const orders = this.safeList(response, 4, []);
const ordersList = [];
for (let i = 0; i < orders.length; i++) {
ordersList.push({ 'result': orders[i] });
}
return this.parseOrders(ordersList, market);
}
/**
* @method
* @name bitfinex#fetchOpenOrder
* @description fetch an open order by it's id
* @see https://docs.bitfinex.com/reference/rest-auth-retrieve-orders
* @see https://docs.bitfinex.com/reference/rest-auth-retrieve-orders-by-symbol
* @param {string} id order id
* @param {string} symbol unified market symbol, default is undefined
* @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 fetchOpenOrder(id, symbol = undefined, params = {}) {
const request = {
'id': [parseInt(id)],
};
const orders = await this.fetchOpenOrders(symbol, undefined, undefined, this.extend(request, params));
const order = this.safeValue(orders, 0);
if (order === undefined) {
throw new errors.OrderNotFound(this.id + ' order ' + id + ' not found');
}
return order;
}
/**
* @method
* @name bitfinex#fetchClosedOrder
* @description fetch an open order by it's id
* @see https://docs.bitfinex.com/reference/rest-auth-retrieve-orders
* @see https://docs.bitfinex.com/reference/rest-auth-retrieve-orders-by-symbol
* @param {string} id order id
* @param {string} symbol unified market symbol, default is undefined
* @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 fetchClosedOrder(id, symbol = undefined, params = {}) {
const request = {
'id': [parseInt(id)],
};
const orders = await this.fetchClosedOrders(symbol, undefined, undefined, this.extend(request, params));
const order = this.safeValue(orders, 0);
if (order === undefined) {
throw new errors.OrderNotFound(this.id + ' order ' + id + ' not found');
}
return order;
}
/**
* @method
* @name bitfinex#fetchOpenOrders
* @description fetch all unfilled currently open orders
* @see https://docs.bitfinex.com/reference/rest-auth-retrieve-orders
* @see https://docs.bitfinex.com/reference/rest-auth-retrieve-orders-by-symbol
* @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();
const request = {};
let market = undefined;
let response = undefined;
if (symbol === undefined) {
response = await this.privatePostAuthROrders(this.extend(request, params));
}
else {
market = this.market(symbol);
request['symbol'] = market['id'];
response = await this.privatePostAuthROrdersSymbol(this.extend(request, params));
}
//
// [
// [
// 95408916206, // Order ID
// null, // Group Order ID
// 1653322349926, // Client Order ID
// "tDOGE:UST", // Market ID
// 1653322349926, // Created Timestamp in milliseconds
// 1653322349927, // Updated Timestamp in milliseconds
// -10, // Amount remaining (Positive means buy, negative means sell)
// -10, // Original amount
// "EXCHANGE LIMIT", // Order type
// null, // Previous Order Type
// null, // _PLACEHOLDER
// null, // _PLACEHOLDER
// 0, // Flags, see parseOrderFlags()
// "ACTIVE", // Order Status, see parseOrderStatus()
// null, // _PLACEHOLDER
// null, // _PLACEHOLDER
// 0.11, // Price
// 0, // Average Price
// 0, // Trailing Price
// 0, // Auxiliary Limit price (for STOP LIMIT)
// null, // _PLACEHOLDER
// null, // _PLACEHOLDER
// null, // _PLACEHOLDER
// 0, // Hidden (0 if false, 1 if true)
// 0, // Placed ID (If another order caused this order to be placed (OCO) this will be that other order's ID)
// null, // _PLACEHOLDER
// null, // _PLACEHOLDER
// null, // _PLACEHOLDER
// "API>BFX", // Routing, indicates origin of action: BFX, ETHFX, API>BFX, API>ETHFX
// null, // _PLACEHOLDER
// null, // _PLACEHOLDER
// {"$F7":1} // additional meta information about the order ( $F7 = IS_POST_ONLY (0 if false, 1 if true), $F33 = Leverage (int))
// ],
// ]
//
const ordersList = [];
for (let i = 0; i < response.length; i++) {
ordersList.push({ 'result': response[i] });
}
return this.parseOrders(ordersList, market, since, limit);
}
/**
* @method
* @name bitfinex#fetchClosedOrders
* @description fetches information on multiple closed orders made by the user
* @see https://docs.bitfinex.com/reference/rest-auth-retrieve-orders
* @see https://docs.bitfinex.com/reference/rest-auth-retrieve-orders-by-symbol
* @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 entries for
* @param {boolean} [params.paginate] default false, when true will automatically paginate by calling this endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
* @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async fetchClosedOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
// returns the most recent closed or canceled orders up to circa two weeks ago
await this.loadMarkets();
let paginate = false;
[paginate, params] = this.handleOptionAndParams(params, 'fetchClosedOrders', 'paginate');
if (paginate) {
return await this.fetchPaginatedCallDynamic('fetchClosedOrders', symbol, since, limit, params);
}
let request = {};
if (since !== undefined) {
request['start'] = since;
}
if (limit !== undefined) {
request['limit'] = limit; // default 25, max 2500
}
[request, params] = this.handleUntilOption('end', request, params);
let market = undefined;
let response = undefined;
if (symbol === undefined) {
response = await this.privatePostAuthROrdersHist(this.extend(request, params));
}
else {
market = this.market(symbol);
request['symbol'] = market['id'];
response = await this.privatePostAuthROrdersSymbolHist(this.extend(request, params));
}
//
// [
// [
// 95412102131, // Order ID
// null, // Group Order ID
// 1653325121798, // Client Order ID
// "tDOGE:UST", // Market ID
// 1653325122000, // Created Timestamp in milliseconds
// 1653325122000, // Updated Timestamp in milliseconds
// -10, // Amount remaining (Positive means buy, negative means sell)
// -10, // Original amount
// "EXCHANGE LIMIT", // Order type
// null, // Previous Order Type
// null, // Millisecond timestamp of Time-In-Force: automatic order cancellation
// null, // _PLACEHOLDER
// "4096", // Flags, see parseOrderFlags()
// "POSTONLY CANCELED", // Order Status, see parseOrderStatus()
// null, // _PLACEHOLDER
// null, // _PLACEHOLDER
// 0.071, // Price
// 0, // Average Price
// 0, // Trailing Price
// 0, // Auxiliary Limit price (for STOP LIMIT)
// null, // _PLACEHOLDER
// null, // _PLACEHOLDER
// null, // _PLACEHOLDER
// 0, // Notify (0 if false, 1 if true)
// 0, // Hidden (0 if false, 1 if true)
// null, // Placed ID (If another order caused this order to be placed (OCO) this will be that other order's ID)
// null, // _PLACEHOLDER
// null, // _PLACEHOLDER
// "API>BFX", // Routing, indicates origin of action: BFX, ETHFX, API>BFX, API>ETHFX
// null, // _PLACEHOLDER
// null, // _PLACEHOLDER
// {"_$F7":1} // additional meta information about the order ( _$F7 = IS_POST_ONLY (0 if false, 1 if true), _$F33 = Leverage (int))
// ]
// ]
//
const ordersList = [];
for (let i = 0; i < response.length; i++) {
ordersList.push({ 'result': response[i] });
}
return this.parseOrders(ordersList, market, since, limit);
}
/**
* @method
* @name bitfinex#fetchOrderTrades
* @description fetch all the trades made from a single order
* @see https://docs.bitfinex.com/reference/rest-auth-order-trades
* @param {string} id order id
* @param {string} symbol unified market symbol
* @param {int} [since] the earliest time in ms to fetch trades for
* @param {int} [limit] the maximum number of trades to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure}
*/
async fetchOrderTrades(id, symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new errors.ArgumentsRequired(this.id + ' fetchOrderTrades() requires a symbol argument');
}
await this.loadMarkets();
const market = this.market(symbol);
const orderId = parseInt(id);
const request = {
'id': orderId,
'symbol': market['id'],
};
// valid for trades upto 10 days old
const response = await this.privatePostAuthROrderSymbolIdTrades(this.extend(request, params));
const tradesList = [];
for (let i = 0; i < response.length; i++) {
tradesList.push({ 'result': response[i] }); // convert to array of dicts to match parseOrder signature
}
return this.parseTrades(tradesList, market, since, limit);
}
/**
* @method
* @name bitfinex#fetchMyTrades
* @description fetch all trades made by the user
* @see https://docs.bitfinex.com/reference/rest-auth-trades
* @see https://docs.bitfinex.com/reference/rest-auth-trades-by-symbol
* @param {string} symbol unified market symbol
* @param {int} [since] the earliest time in ms to fetch trades for
* @param {int} [limit] the maximum number of trades structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {Trade[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure}
*/
async fetchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
let market = undefined;
const request = {
'end': this.milliseconds(),
};
if (since !== undefined) {
request['start'] = since;
}
if (limit !== undefined) {
request['limit'] = limit; // default 25, max 1000
}
let response = undefined;
if (symbol !== undefined) {
market = this.market(symbol);
request['symbol'] = market['id'];
response = await this.privatePostAuthRTradesSymbolHist(this.extend(request, params));
}
else {
response = await this.privatePostAuthRTradesHist(this.extend(request, params));
}
const tradesList = [];
for (let i = 0; i < response.length; i++) {
tradesList.push({ 'result': response[i] }); // convert to array of dicts to match parseOrder signature
}
return this.parseTrades(tradesList, market, since, limit);
}
/**
* @method
* @name bitfinex#createDepositAddress
* @description create a currency deposit address
* @see https://docs.bitfinex.com/reference/rest-auth-deposit-address
* @param {string} code unified currency code of the currency for the deposit address
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} an [address structure]{@link https://docs.ccxt.com/#/?id=address-structure}
*/
async createDepositAddress(code, params = {}) {
await this.loadMarkets();
const request = {
'op_renew': 1,
};
return await this.fetchDepositAddress(code, this.extend(request, params));
}
/**
* @method
* @name bitfinex#fetchDepositAddress
* @description fetch the deposit address for a currency associated with this account
* @see https://docs.bitfinex.com/reference/rest-auth-deposit-address
* @param {string} code unified currency code
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @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);
// if not provided explicitly we will try to match using the currency name
const network = this.safeString(params, 'network', code);
const currencyNetworks = this.safeValue(currency, 'networks', {});
const currencyNetwork = this.safeValue(currencyNetworks, network);
const networkId = this.safeString(currencyNetwork, 'id');
if (networkId === undefined) {
throw new errors.ArgumentsRequired(this.id + " fetchDepositAddress() could not find a network for '" + code + "'. You can specify it by providing the 'network' value inside params");
}
const wallet = this.safeString(params, 'wallet', 'exchange'); // 'exchange', 'margin', 'funding' and also old labels 'exchange', 'trading', 'deposit', respectively
params = this.omit(params, 'network', 'wallet');
const request = {
'method': networkId,
'wallet': wallet,
'op_renew': 0, // a value of 1 will generate a new address
};
const response = await this.privatePostAuthWDepositAddress(this.extend(request, params));
//
// [
// 1582269616687, // MTS Millisecond Time Stamp of the update
// "acc_dep", // TYPE Purpose of notification "acc_dep" for account deposit
// null, // MESSAGE_ID unique ID of the message
// null, // not documented
// [
// null, // PLACEHOLDER
// "BITCOIN", // METHOD Method of deposit
// "BTC", // CURRENCY_CODE Currency code of new address
// null, // PLACEHOLDER
// "1BC9PZqpUmjyEB54uggn8TFKj49zSDYzqG", // ADDRESS
// null, // POOL_ADDRESS
// ],
// null, // CODE null or integer work in progress
// "SUCCESS", // STATUS Status of the notification, SUCCESS, ERROR, FAILURE
// "success", // TEXT Text of the notification
// ]
//
const result = this.safeValue(response, 4, []);
const poolAddress = this.safeString(result, 5);
const address = (poolAddress === undefined) ? this.safeString(result, 4) : poolAddress;
const tag = (poolAddress === undefined) ? undefined : this.safeString(result, 4);
this.checkAddress(address);
return {
'currency': code,
'address': address,
'tag': tag,
'network': undefined,
'info': response,
};
}
parseTransactionStatus(status) {
const statuses = {
'SUCCESS': 'ok',
'COMPLETED': 'ok',
'ERROR': 'failed',
'FAILURE': 'failed',
'CANCELED': 'canceled',
'PENDING APPROVAL': 'pending',
'PENDING': 'pending',
'PENDING REVIEW': 'pending',
'PENDING CANCELLATION': 'pending',
'SENDING': 'pending',
'USER APPROVED': 'pending',
};
return this.safeString(statuses, status, status);
}
parseTransaction(transaction, currency = undefined) {
//
// withdraw
//
// [
// 1582271520931, // MTS Millisecond Time Stamp of the update
// "acc_wd-req", // TYPE Purpose of notification "acc_wd-req" account withdrawal request
// null, // MESSAGE_ID unique ID of the message
// null, // not documented
// [
// 0, // WITHDRAWAL_ID Unique Withdrawal ID
// null, // PLACEHOLDER
// "bitcoin", // METHOD Method of withdrawal
// null, // PAYMENT_ID Payment ID if relevant
// "exchange", // WALLET Sending wallet
// 1, // AMOUNT Amount of Withdrawal less fee
// null, // PLACEHOLDER
// null, // PLACEHOLDER
// 0.0004, // WITHDRAWAL_FEE Fee on withdrawal
// ],
// null, // CODE null or integer Work in progress
// "SUCCESS", // STATUS Status of the notification, it may vary over time SUCCESS, ERROR, FAILURE
// "Invalid bitcoin address (abcdef)", // TEXT Text of the notification
// ]
//
// fetchDepositsWithdrawals
//
// [
// 13293039, // ID
// "ETH", // CURRENCY
// "ETHEREUM", // CURRENCY_NAME
// null,
// null,
// 1574175052000, // MTS_STARTED
// 1574181326000, // MTS_UPDATED
// null,
// null,
// "CANCELED", // STATUS
// null,
// null,
// -0.24, // AMOUNT, negative for withdrawals
// -0.00135, // FEES
// null,
// null,
// "0x38110e0Fc932CB2BE...........", // DESTINATION_ADDRESS
// null,
// null,
// null,
// "0x523ec8945500.....................................", // TRANSACTION_ID
// "Purchase of 100 pizzas", // WITHDRAW_TRANSACTION_NOTE, might also be: null
// ]
//
const transactionLength = transaction.length;
let timestamp = undefined;
let updated = undefined;
let code = undefined;
let amount = undefined;
let id = undefined;
let status = undefined;
let tag = undefined;
let type = undefined;
let feeCost = undefined;
let txid = undefined;
let addressTo = undefined;
let network = undefined;
let comment = undefined;
if (transactionLength === 8) {
const data = this.safeValue(transaction, 4, []);
timestamp = this.safeInteger(transaction, 0);
if (currency !== undefined) {
code = currency['code'];
}
feeCost = this.safeString(data, 8);
if (feeCost !== undefined) {
feeCost = Precise["default"].stringAbs(feeCost);
}
amount = this.safeNumber(data, 5);
id = this.safeInteger(data, 0);
status = 'ok';
if (id === 0) {
id = undefined;
status = 'failed';
}
tag = this.safeString(data, 3);
type = 'withdrawal';
const networkId = this.safeString(data, 2);
network = this.networkIdToCode(networkId.toUpperCase()); // withdraw returns in lowercase
}
else if (transactionLength === 22) {
id = this.safeString(transaction, 0);
const currencyId = this.safeString(transaction, 1);
code = this.safeCurrencyCode(currencyId, currency);
const networkId = this.safeString(transaction, 2);
network = this.networkIdToCode(networkId);
timestamp = this.safeInteger(transaction, 5);
updated = this.safeInteger(transaction, 6);
status = this.parseTransactionStatus(this.safeString(transaction, 9));
const signedAmount = this.safeString(transaction, 12);
amount = Precise["default"].stringAbs(signedAmount);
if (signedAmount !== undefined) {
if (Precise["default"].stringLt(signedAmount, '0')) {
type = 'withdrawal';
}
else {
type = 'deposit';
}
}
feeCost = this.safeString(transaction, 13);
if (feeCost !== undefined) {
feeCost = Precise["default"].stringAbs(feeCost);
}
addressTo = this.safeString(transaction, 16);
txid = this.safeString(transaction, 20);
comment = this.safeString(transaction, 21);
}
return {
'info': transaction,
'id': id,
'txid': txid,
'type': type,
'currency': code,
'network': network,
'amount': this.parseNumber(amount),
'status': status,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'address': addressTo,
'addressFrom': undefined,
'addressTo': addressTo,
'tag': tag,
'tagFrom': undefined,
'tagTo': tag,
'updated': updated,
'comment': comment,
'internal': undefined,
'fee': {
'currency': code,
'cost': this.parseNumber(feeCost),
'rate': undefined,
},
};
}
/**
* @method
* @name bitfinex#fetchTradingFees
* @description fetch the trading fees for multiple markets
* @see https://docs.bitfinex.com/reference/rest-auth-summary
* @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();
const response = await this.privatePostAuthRSummary(params);
//
// Response Spec:
// [
// PLACEHOLDER,
// PLACEHOLDER,
// PLACEHOLDER,
// PLACEHOLDER,
// [
// [
// MAKER_FEE,
// MAKER_FEE,
// MAKER_FEE,
// PLACEHOLDER,
// PLACEHOLDER,
// DERIV_REBATE
// ],
// [
// TAKER_FEE_TO_CRYPTO,
// TAKER_FEE_TO_STABLE,
// TAKER_FEE_TO_FIAT,
// PLACEHOLDER,
// PLACEHOLDER,
// DERIV_TAKER_FEE
// ]
// ],
// PLACEHOLDER,
// PLACEHOLDER,
// PLACEHOLDER,
// PLACEHOLDER,
// {
// LEO_LEV,
// LEO_AMOUNT_AVG
// }
// ]
//
// Example response:
//
// [
// null,
// null,
// null,
// null,
// [
// [ 0.001, 0.001, 0.001, null, null, 0.0002 ],
// [ 0.002, 0.002, 0.002, null, null, 0.00065 ]
// ],
// [
// [
// {
// "curr": "Total (USD)",
// "vol": "0",
// "vol_safe": "0",
// "vol_maker": "0",
// "vol_BFX": "0",
// "vol_BFX_safe": "0",
// "vol_BFX_maker": "0"
// }
// ],
// {},
// 0
// ],
// [ null, {}, 0 ],
// null,
// null,
// { leo_lev: "0", leo_amount_avg: "0" }
// ]
//
const result = {};
const fiat = this.safeValue(this.options, 'fiat', {});
const feeData = this.safeValue(response, 4, []);
const makerData = this.safeValue(feeData, 0, []);
const takerData = this.safeValue(feeData, 1, []);
const makerFee = this.safeNumber(makerData, 0);
const makerFeeFiat = this.safeNumber(makerData, 2);
const makerFeeDeriv = this.safeNumber(makerData, 5);
const takerFee = this.safeNumber(takerData, 0);
const takerFeeFiat = this.safeNumber(takerData, 2);
const takerFeeDeriv = this.safeNumber(takerData, 5);
for (let i = 0; i < this.symbols.length; i++) {
const symbol = this.symbols[i];
const market = this.market(symbol);
const fee = {
'info': response,
'symbol': symbol,
'percentage': true,
'tierBased': true,
};
if (market['quote'] in fiat) {
fee['maker'] = makerFeeFiat;
fee['taker'] = takerFeeFiat;
}
else if (market['contract']) {
fee['maker'] = makerFeeDeriv;
fee['taker'] = takerFeeDeriv;
}
else { // TODO check if stable coin
fee['maker'] = makerFee;
fee['taker'] = takerFee;
}
result[symbol] = fee;
}
return result;
}
/**
* @method
* @name bitfinex#fetchDepositsWithdrawals
* @description fetch history of deposits and withdrawals
* @see https://docs.bitfinex.com/reference/movement-info
* @see https://docs.bitfinex.com/reference/rest-auth-movements
* @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();
let currency = undefined;
const request = {};
if (since !== undefined) {
request['start'] = since;
}
if (limit !== undefined) {
request['limit'] = limit; // max 1000
}
let response = undefined;
if (code !== undefined) {
currency = this.currency(code);
request['currency'] = currency['uppercaseId'];
response = await this.privatePostAuthRMovementsCurrencyHist(this.extend(request, params));
}
else {
response = await this.privatePostAuthRMovementsHist(this.extend(request, params));
}
//
// [
// [
// 13293039, // ID
// "ETH", // CURRENCY
// "ETHEREUM", // CURRENCY_NAME
// null,
// null,
// 1574175052000, // MTS_STARTED
// 1574181326000, // MTS_UPDATED
// null,
// null,
// "CANCELED", // STATUS
// null,
// null,
// -0.24, // AMOUNT, negative for withdrawals
// -0.00135, // FEES
// null,
// null,
// "0x38110e0Fc932CB2BE...........", // DESTINATION_ADDRESS
// null,
// null,
// null,
// "0x523ec8945500.....................................", // TRANSACTION_ID
// "Purchase of 100 pizzas", // WITHDRAW_TRANSACTION_NOTE, might also be: null
// ]
// ]
//
return this.parseTransactions(response, currency, since, limit);
}
/**
* @method
* @name bitfinex#withdraw
* @description make a withdrawal
* @see https://docs.bitfinex.com/reference/rest-auth-withdraw
* @param {string} code unified currency code
* @param {float} amount the amount to withdraw
* @param {string} address the address to withdraw to
* @param {string} tag
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [transaction structure]{@link https://docs.ccxt.com/#/?id=transaction-structure}
*/
async withdraw(code, amount, address, tag = undefined, params = {}) {
this.checkAddress(address);
await this.loadMarkets();
const currency = this.currency(code);
// if not provided explicitly we will try to match using the currency name
const network = this.safeString(params, 'network', code);
params = this.omit(params, 'network');
const currencyNetworks = this.safeValue(currency, 'networks', {});
const currencyNetwork = this.safeValue(currencyNetworks, network);
const networkId = this.safeString(currencyNetwork, 'id');
if (networkId === undefined) {
throw new errors.ArgumentsRequired(this.id + " withdraw() could not find a network for '" + code + "'. You can specify it by providing the 'network' value inside params");
}
const wallet = this.safeString(params, 'wallet', 'exchange'); // 'exchange', 'margin', 'funding' and also old labels 'exchange', 'trading', 'deposit', respectively
params = this.omit(params, 'network', 'wallet');
const request = {
'method': networkId,
'wallet': wallet,
'amount': this.numberToString(amount),
'address': address,
};
if (tag !== undefined) {
request['payment_id'] = tag;
}
const withdrawOptions = this.safeValue(this.options, 'withdraw', {});
const includeFee = this.safeBool(withdrawOptions, 'includeFee', false);
if (includeFee) {
request['fee_deduct'] = 1;
}
const response = await this.privatePostAuthWWithdraw(this.extend(request, params));
//
// [
// 1582271520931, // MTS Millisecond Time Stamp of the update
// "acc_wd-req", // TYPE Purpose of notification "acc_wd-req" account withdrawal request
// null, // MESSAGE_ID unique ID of the message
// null, // not documented
// [
// 0, // WITHDRAWAL_ID Unique Withdrawal ID
// null, // PLACEHOLDER
// "bitcoin", // METHOD Method of withdrawal
// null, // PAYMENT_ID Payment ID if relevant
// "exchange", // WALLET Sending wallet
// 1, // AMOUNT Amount of Withdrawal less fee
// null, // PLACEHOLDER
// null, // PLACEHOLDER
// 0.0004, // WITHDRAWAL_FEE Fee on withdrawal
// ],
// null, // CODE null or integer Work in progress
// "SUCCESS", // STATUS Status of the notification, it may vary over time SUCCESS, ERROR, FAILURE
// "Invalid bitcoin address (abcdef)", // TEXT Text of the notification
// ]
//
// in case of failure:
//
// [
// "error",
// 10001,
// "Momentary balance check. Please wait few seconds and try the transfer again."
// ]
//
const statusMessage = this.safeString(response, 0);
if (statusMessage === 'error') {
const feedback = this.id + ' ' + response;
const message = this.safeString(response, 2, '');
// same message as in v1
this.throwExactlyMatchedException(this.exceptions['exact'], message, feedback);
this.throwBroadlyMatchedException(this.exceptions['broad'], message, feedback);
throw new errors.ExchangeError(feedback); // unknown message
}
const text = this.safeString(response, 7);
if (text !== 'success') {
this.throwBroadlyMatchedException(this.exceptions['broad'], text, text);
}
return this.parseTransaction(response, currency);
}
/**
* @method
* @name bitfinex#fetchPositions
* @description fetch all open positions
* @see https://docs.bitfinex.com/reference/rest-auth-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();
symbols = this.marketSymbols(symbols);
const response = await this.privatePostAuthRPositions(params);
//
// [
// [
// "tBTCUSD", // SYMBOL
// "ACTIVE", // STATUS
// 0.0195, // AMOUNT
// 8565.0267019, // BASE_PRICE
// 0, // MARGIN_FUNDING
// 0, // MARGIN_FUNDING_TYPE
// -0.33455568705000516, // PL
// -0.0003117550117425625, // PL_PERC
// 7045.876419249083, // PRICE_LIQ
// 3.0673001895895604, // LEVERAGE
// null, // _PLACEHOLDER
// 142355652, // POSITION_ID
// 1574002216000, // MTS_CREATE
// 1574002216000, // MTS_UPDATE
// null, // _PLACEHOLDER
// 0, // TYPE
// null, // _PLACEHOLDER
// 0, // COLLATERAL
// 0, // COLLATERAL_MIN
// // META
// {
// "reason":"TRADE",
// "order_id":34271018124,
// "liq_stage":null,
// "trade_price":"8565.0267019",
// "trade_amount":"0.0195",
// "order_id_oppo":34277498022
// }
// ]
// ]
//
const positionsList = [];
for (let i = 0; i < response.length; i++) {
positionsList.push({ 'result': response[i] });
}
return this.parsePositions(positionsList, symbols);
}
parsePosition(position, market = undefined) {
//
// [
// "tBTCUSD", // SYMBOL
// "ACTIVE", // STATUS
// 0.0195, // AMOUNT
// 8565.0267019, // BASE_PRICE
// 0, // MARGIN_FUNDING
// 0, // MARGIN_FUNDING_TYPE
// -0.33455568705000516, // PL
// -0.0003117550117425625, // PL_PERC
// 7045.876419249083, // PRICE_LIQ
// 3.0673001895895604, // LEVERAGE
// null, // _PLACEHOLDER
// 142355652, // POSITION_ID
// 1574002216000, // MTS_CREATE
// 1574002216000, // MTS_UPDATE
// null, // _PLACEHOLDER
// 0, // TYPE
// null, // _PLACEHOLDER
// 0, // COLLATERAL
// 0, // COLLATERAL_MIN
// // META
// {
// "reason": "TRADE",
// "order_id": 34271018124,
// "liq_stage": null,
// "trade_price": "8565.0267019",
// "trade_amount": "0.0195",
// "order_id_oppo": 34277498022
// }
// ]
//
const positionList = this.safeList(position, 'result');
const marketId = this.safeString(positionList, 0);
const amount = this.safeString(positionList, 2);
const timestamp = this.safeInteger(positionList, 12);
const meta = this.safeString(positionList, 19);
const tradePrice = this.safeString(meta, 'trade_price');
const tradeAmount = this.safeString(meta, 'trade_amount');
return this.safePosition({
'info': positionList,
'id': this.safeString(positionList, 11),
'symbol': this.safeSymbol(marketId, market),
'notional': this.parseNumber(amount),
'marginMode': 'isolated',
'liquidationPrice': this.safeNumber(positionList, 8),
'entryPrice': this.safeNumber(positionList, 3),
'unrealizedPnl': this.safeNumber(positionList, 6),
'percentage': this.safeNumber(positionList, 7),
'contracts': undefined,
'contractSize': undefined,
'markPrice': undefined,
'lastPrice': undefined,
'side': Precise["default"].stringGt(amount, '0') ? 'long' : 'short',
'hedged': undefined,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'lastUpdateTimestamp': this.safeInteger(positionList, 13),
'maintenanceMargin': this.safeNumber(positionList, 18),
'maintenanceMarginPercentage': undefined,
'collateral': this.safeNumber(positionList, 17),
'initialMargin': this.parseNumber(Precise["default"].stringMul(tradeAmount, tradePrice)),
'initialMarginPercentage': undefined,
'leverage': this.safeNumber(positionList, 9),
'marginRatio': undefined,
'stopLossPrice': undefined,
'takeProfitPrice': undefined,
});
}
nonce() {
return this.milliseconds();
}
sign(path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let request = '/' + this.implodeParams(path, params);
const query = this.omit(params, this.extractParams(path));
if (api === 'v1') {
request = api + request;
}
else {
request = this.version + request;
}
let url = this.urls['api'][api] + '/' + request;
if (api === 'public') {
if (Object.keys(query).length) {
url += '?' + this.urlencode(query);
}
}
if (api === 'private') {
this.checkRequiredCredentials();
const nonce = this.nonce().toString();
body = this.json(query);
const auth = '/api/' + request + nonce + body;
const signature = this.hmac(this.encode(auth), this.encode(this.secret), sha512.sha384);
headers = {
'bfx-nonce': nonce,
'bfx-apikey': this.apiKey,
'bfx-signature': signature,
'Content-Type': 'application/json',
};
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors(statusCode, statusText, url, method, headers, body, response, requestHeaders, requestBody) {
// ["error", 11010, "ratelimit: error"]
if (response !== undefined) {
if (!Array.isArray(response)) {
const message = this.safeString2(response, 'message', 'error');
const feedback = this.id + ' ' + body;
this.throwExactlyMatchedException(this.exceptions['exact'], message, feedback);
this.throwBroadlyMatchedException(this.exceptions['broad'], message, feedback);
throw new errors.ExchangeError(this.id + ' ' + body);
}
}
else if (response === '') {
throw new errors.ExchangeError(this.id + ' returned empty response');
}
if (statusCode === 429) {
throw new errors.RateLimitExceeded(this.id + ' ' + body);
}
if (statusCode === 500) {
// See https://docs.bitfinex.com/docs/abbreviations-glossary#section-errorinfo-codes
const errorCode = this.safeString(response, 1, '');
const errorText = this.safeString(response, 2, '');
const feedback = this.id + ' ' + errorText;
this.throwBroadlyMatchedException(this.exceptions['broad'], errorText, feedback);
this.throwExactlyMatchedException(this.exceptions['exact'], errorCode, feedback);
this.throwExactlyMatchedException(this.exceptions['exact'], errorText, feedback);
throw new errors.ExchangeError(this.id + ' ' + errorText + ' (#' + errorCode + ')');
}
return response;
}
parseLedgerEntryType(type) {
if (type === undefined) {
return undefined;
}
else if (type.indexOf('fee') >= 0 || type.indexOf('charged') >= 0) {
return 'fee';
}
else if (type.indexOf('rebate') >= 0) {
return 'rebate';
}
else if (type.indexOf('deposit') >= 0 || type.indexOf('withdrawal') >= 0) {
return 'transaction';
}
else if (type.indexOf('transfer') >= 0) {
return 'transfer';
}
else if (type.indexOf('payment') >= 0) {
return 'payout';
}
else if (type.indexOf('exchange') >= 0 || type.indexOf('position') >= 0) {
return 'trade';
}
else {
return type;
}
}
parseLedgerEntry(item, currency = undefined) {
//
// [
// [
// 2531822314, // ID: Ledger identifier
// "USD", // CURRENCY: The symbol of the currency (ex. "BTC")
// null, // PLACEHOLDER
// 1573521810000, // MTS: Timestamp in milliseconds
// null, // PLACEHOLDER
// 0.01644445, // AMOUNT: Amount of funds moved
// 0, // BALANCE: New balance
// null, // PLACEHOLDER
// "Settlement @ 185.79 on wallet margin" // DESCRIPTION: Description of ledger transaction
// ]
// ]
//
const itemList = this.safeList(item, 'result', []);
let type = undefined;
const id = this.safeString(itemList, 0);
const currencyId = this.safeString(itemList, 1);
const code = this.safeCurrencyCode(currencyId, currency);
currency = this.safeCurrency(currencyId, currency);
const timestamp = this.safeInteger(itemList, 3);
const amount = this.safeNumber(itemList, 5);
const after = this.safeNumber(itemList, 6);
const description = this.safeString(itemList, 8);
if (description !== undefined) {
const parts = description.split(' @ ');
const first = this.safeStringLower(parts, 0);
type = this.parseLedgerEntryType(first);
}
return this.safeLedgerEntry({
'info': item,
'id': id,
'direction': undefined,
'account': undefined,
'referenceId': id,
'referenceAccount': undefined,
'type': type,
'currency': code,
'amount': amount,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'before': undefined,
'after': after,
'status': undefined,
'fee': undefined,
}, currency);
}
/**
* @method
* @name bitfinex#fetchLedger
* @description fetch the history of changes, actions done by the user or operations that altered the balance of the user
* @see https://docs.bitfinex.com/reference/rest-auth-ledgers
* @param {string} [code] unified currency code, default is undefined
* @param {int} [since] timestamp in ms of the earliest ledger entry, default is undefined
* @param {int} [limit] max number of ledger entries to return, default is undefined, max is 2500
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {int} [params.until] timestamp in ms of the latest ledger entry
* @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 [ledger structure]{@link https://docs.ccxt.com/#/?id=ledger}
*/
async fetchLedger(code = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
let paginate = false;
[paginate, params] = this.handleOptionAndParams(params, 'fetchLedger', 'paginate');
if (paginate) {
return await this.fetchPaginatedCallDynamic('fetchLedger', code, since, limit, params, 2500);
}
let currency = undefined;
let request = {};
if (since !== undefined) {
request['start'] = since;
}
if (limit !== undefined) {
request['limit'] = limit;
}
[request, params] = this.handleUntilOption('end', request, params);
let response = undefined;
if (code !== undefined) {
currency = this.currency(code);
request['currency'] = currency['uppercaseId'];
response = await this.privatePostAuthRLedgersCurrencyHist(this.extend(request, params));
}
else {
response = await this.privatePostAuthRLedgersHist(this.extend(request, params));
}
//
// [
// [
// 2531822314, // ID: Ledger identifier
// "USD", // CURRENCY: The symbol of the currency (ex. "BTC")
// null, // PLACEHOLDER
// 1573521810000, // MTS: Timestamp in milliseconds
// null, // PLACEHOLDER
// 0.01644445, // AMOUNT: Amount of funds moved
// 0, // BALANCE: New balance
// null, // PLACEHOLDER
// "Settlement @ 185.79 on wallet margin" // DESCRIPTION: Description of ledger transaction
// ]
// ]
//
const ledgerObjects = [];
for (let i = 0; i < response.length; i++) {
const item = response[i];
ledgerObjects.push({ 'result': item });
}
return this.parseLedger(ledgerObjects, currency, since, limit);
}
/**
* @method
* @name bitfinex#fetchFundingRates
* @description fetch the current funding rate for multiple symbols
* @see https://docs.bitfinex.com/reference/rest-public-derivatives-status
* @param {string[]} symbols list of unified market symbols
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [funding rate structures]{@link https://docs.ccxt.com/#/?id=funding-rate-structure}
*/
async fetchFundingRates(symbols = undefined, params = {}) {
if (symbols === undefined) {
throw new errors.ArgumentsRequired(this.id + ' fetchFundingRates() requires a symbols argument');
}
await this.loadMarkets();
const marketIds = this.marketIds(symbols);
const request = {
'keys': marketIds.join(','),
};
const response = await this.publicGetStatusDeriv(this.extend(request, params));
//
// [
// [
// "tBTCF0:USTF0",
// 1691165059000,
// null,
// 29297.851276225,
// 29277.5,
// null,
// 36950860.76010306,
// null,
// 1691193600000,
// 0.00000527,
// 82,
// null,
// 0.00014548,
// null,
// null,
// 29278.8925,
// null,
// null,
// 9636.07644994,
// null,
// null,
// null,
// 0.0005,
// 0.0025
// ]
// ]
//
return this.parseFundingRates(response, symbols);
}
/**
* @method
* @name bitfinex#fetchFundingRateHistory
* @description fetches historical funding rate prices
* @see https://docs.bitfinex.com/reference/rest-public-derivatives-status-history
* @param {string} symbol unified market symbol
* @param {int} [since] timestamp in ms of the earliest funding rate entry
* @param {int} [limit] max number of funding rate entrys to return
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {int} [params.until] timestamp in ms of the latest funding rate
* @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 rate structure]{@link https://docs.ccxt.com/#/?id=funding-rate-structure}
*/
async fetchFundingRateHistory(symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new errors.ArgumentsRequired(this.id + ' fetchFundingRateHistory() requires a symbol argument');
}
await this.loadMarkets();
let paginate = false;
[paginate, params] = this.handleOptionAndParams(params, 'fetchFundingRateHistory', 'paginate');
if (paginate) {
return await this.fetchPaginatedCallDeterministic('fetchFundingRateHistory', symbol, since, limit, '8h', params, 5000);
}
const market = this.market(symbol);
let request = {
'symbol': market['id'],
};
if (since !== undefined) {
request['start'] = since;
}
[request, params] = this.handleUntilOption('end', request, params);
const response = await this.publicGetStatusDerivSymbolHist(this.extend(request, params));
//
// [
// [
// "tBTCF0:USTF0",
// 1691165059000,
// null,
// 29297.851276225,
// 29277.5,
// null,
// 36950860.76010306,
// null,
// 1691193600000,
// 0.00000527,
// 82,
// null,
// 0.00014548,
// null,
// null,
// 29278.8925,
// null,
// null,
// 9636.07644994,
// null,
// null,
// null,
// 0.0005,
// 0.0025
// ]
// ]
//
const rates = [];
for (let i = 0; i < response.length; i++) {
const fr = response[i];
const rate = this.parseFundingRateHistory(fr, market);
rates.push(rate);
}
const reversedArray = [];
const rawRates = this.filterBySymbolSinceLimit(rates, symbol, since, limit);
const ratesLength = rawRates.length;
for (let i = 0; i < ratesLength; i++) {
const index = ratesLength - i - 1;
const valueAtIndex = rawRates[index];
reversedArray.push(valueAtIndex);
}
return reversedArray;
}
parseFundingRate(contract, market = undefined) {
//
// [
// "tBTCF0:USTF0",
// 1691165059000,
// null,
// 29297.851276225,
// 29277.5,
// null,
// 36950860.76010306,
// null,
// 1691193600000,
// 0.00000527,
// 82,
// null,
// 0.00014548,
// null,
// null,
// 29278.8925,
// null,
// null,
// 9636.07644994,
// null,
// null,
// null,
// 0.0005,
// 0.0025
// ]
//
const marketId = this.safeString(contract, 0);
const timestamp = this.safeInteger(contract, 1);
const nextFundingTimestamp = this.safeInteger(contract, 8);
return {
'info': contract,
'symbol': this.safeSymbol(marketId, market),
'markPrice': this.safeNumber(contract, 15),
'indexPrice': this.safeNumber(contract, 3),
'interestRate': undefined,
'estimatedSettlePrice': undefined,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'fundingRate': this.safeNumber(contract, 12),
'fundingTimestamp': undefined,
'fundingDatetime': undefined,
'nextFundingRate': this.safeNumber(contract, 9),
'nextFundingTimestamp': nextFundingTimestamp,
'nextFundingDatetime': this.iso8601(nextFundingTimestamp),
'previousFundingRate': undefined,
'previousFundingTimestamp': undefined,
'previousFundingDatetime': undefined,
'interval': undefined,
};
}
parseFundingRateHistory(contract, market = undefined) {
//
// [
// 1691165494000,
// null,
// 29278.95838065,
// 29260.5,
// null,
// 36950860.76010305,
// null,
// 1691193600000,
// 0.00001449,
// 222,
// null,
// 0.00014548,
// null,
// null,
// 29260.005,
// null,
// null,
// 9635.86484562,
// null,
// null,
// null,
// 0.0005,
// 0.0025
// ]
//
const timestamp = this.safeInteger(contract, 0);
const nextFundingTimestamp = this.safeInteger(contract, 7);
return {
'info': contract,
'symbol': this.safeSymbol(undefined, market),
'markPrice': this.safeNumber(contract, 14),
'indexPrice': this.safeNumber(contract, 2),
'interestRate': undefined,
'estimatedSettlePrice': undefined,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'fundingRate': this.safeNumber(contract, 11),
'fundingTimestamp': undefined,
'fundingDatetime': undefined,
'nextFundingRate': this.safeNumber(contract, 8),
'nextFundingTimestamp': nextFundingTimestamp,
'nextFundingDatetime': this.iso8601(nextFundingTimestamp),
'previousFundingRate': undefined,
'previousFundingTimestamp': undefined,
'previousFundingDatetime': undefined,
};
}
/**
* @method
* @name bitfinex#fetchOpenInterests
* @description Retrieves the open interest for a list of symbols
* @see https://docs.bitfinex.com/reference/rest-public-derivatives-status
* @param {string[]} [symbols] a list of unified CCXT market symbols
* @param {object} [params] exchange specific parameters
* @returns {object[]} a list of [open interest structures]{@link https://docs.ccxt.com/#/?id=open-interest-structure}
*/
async fetchOpenInterests(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
let marketIds = ['ALL'];
if (symbols !== undefined) {
marketIds = this.marketIds(symbols);
}
const request = {
'keys': marketIds.join(','),
};
const response = await this.publicGetStatusDeriv(this.extend(request, params));
//
// [
// [
// "tXRPF0:USTF0", // market id
// 1706256986000, // millisecond timestamp
// null,
// 0.512705, // derivative mid price
// 0.512395, // underlying spot mid price
// null,
// 37671483.04, // insurance fund balance
// null,
// 1706284800000, // timestamp of next funding
// 0.00002353, // accrued funding for next period
// 317, // next funding step
// null,
// 0, // current funding
// null,
// null,
// 0.5123016, // mark price
// null,
// null,
// 2233562.03115, // open interest in contracts
// null,
// null,
// null,
// 0.0005, // average spread without funding payment
// 0.0025 // funding payment cap
// ]
// ]
//
return this.parseOpenInterests(response, symbols);
}
/**
* @method
* @name bitfinex#fetchOpenInterest
* @description retrieves the open interest of a contract trading pair
* @see https://docs.bitfinex.com/reference/rest-public-derivatives-status
* @param {string} symbol unified CCXT market symbol
* @param {object} [params] exchange specific parameters
* @returns {object} an [open interest structure]{@link https://docs.ccxt.com/#/?id=open-interest-structure}
*/
async fetchOpenInterest(symbol, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const request = {
'keys': market['id'],
};
const response = await this.publicGetStatusDeriv(this.extend(request, params));
//
// [
// [
// "tXRPF0:USTF0", // market id
// 1706256986000, // millisecond timestamp
// null,
// 0.512705, // derivative mid price
// 0.512395, // underlying spot mid price
// null,
// 37671483.04, // insurance fund balance
// null,
// 1706284800000, // timestamp of next funding
// 0.00002353, // accrued funding for next period
// 317, // next funding step
// null,
// 0, // current funding
// null,
// null,
// 0.5123016, // mark price
// null,
// null,
// 2233562.03115, // open interest in contracts
// null,
// null,
// null,
// 0.0005, // average spread without funding payment
// 0.0025 // funding payment cap
// ]
// ]
//
const oi = this.safeList(response, 0);
return this.parseOpenInterest(oi, market);
}
/**
* @method
* @name bitfinex#fetchOpenInterestHistory
* @description retrieves the open interest history of a currency
* @see https://docs.bitfinex.com/reference/rest-public-derivatives-status-history
* @param {string} symbol unified CCXT market symbol
* @param {string} timeframe the time period of each row of data, not used by bitfinex
* @param {int} [since] the time in ms of the earliest record to retrieve as a unix timestamp
* @param {int} [limit] the number of records in the response
* @param {object} [params] exchange specific parameters
* @param {int} [params.until] the time in ms of the latest record to retrieve as a unix timestamp
* @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 An array of [open interest structures]{@link https://docs.ccxt.com/#/?id=open-interest-structure}
*/
async fetchOpenInterestHistory(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
let paginate = false;
[paginate, params] = this.handleOptionAndParams(params, 'fetchOpenInterestHistory', 'paginate');
if (paginate) {
return await this.fetchPaginatedCallDeterministic('fetchOpenInterestHistory', symbol, since, limit, '8h', params, 5000);
}
const market = this.market(symbol);
let request = {
'symbol': market['id'],
};
if (since !== undefined) {
request['start'] = since;
}
if (limit !== undefined) {
request['limit'] = limit;
}
[request, params] = this.handleUntilOption('end', request, params);
const response = await this.publicGetStatusDerivSymbolHist(this.extend(request, params));
//
// [
// [
// 1706295191000, // timestamp
// null,
// 42152.425382, // derivative mid price
// 42133, // spot mid price
// null,
// 37671589.7853521, // insurance fund balance
// null,
// 1706313600000, // timestamp of next funding
// 0.00018734, // accrued funding for next period
// 3343, // next funding step
// null,
// 0.00007587, // current funding
// null,
// null,
// 42134.1, // mark price
// null,
// null,
// 5775.20348804, // open interest number of contracts
// null,
// null,
// null,
// 0.0005, // average spread without funding payment
// 0.0025 // funding payment cap
// ],
// ]
//
return this.parseOpenInterestsHistory(response, market, since, limit);
}
parseOpenInterest(interest, market = undefined) {
//
// fetchOpenInterest:
//
// [
// "tXRPF0:USTF0", // market id
// 1706256986000, // millisecond timestamp
// null,
// 0.512705, // derivative mid price
// 0.512395, // underlying spot mid price
// null,
// 37671483.04, // insurance fund balance
// null,
// 1706284800000, // timestamp of next funding
// 0.00002353, // accrued funding for next period
// 317, // next funding step
// null,
// 0, // current funding
// null,
// null,
// 0.5123016, // mark price
// null,
// null,
// 2233562.03115, // open interest in contracts
// null,
// null,
// null,
// 0.0005, // average spread without funding payment
// 0.0025 // funding payment cap
// ]
//
// fetchOpenInterestHistory:
//
// [
// 1706295191000, // timestamp
// null,
// 42152.425382, // derivative mid price
// 42133, // spot mid price
// null,
// 37671589.7853521, // insurance fund balance
// null,
// 1706313600000, // timestamp of next funding
// 0.00018734, // accrued funding for next period
// 3343, // next funding step
// null,
// 0.00007587, // current funding
// null,
// null,
// 42134.1, // mark price
// null,
// null,
// 5775.20348804, // open interest number of contracts
// null,
// null,
// null,
// 0.0005, // average spread without funding payment
// 0.0025 // funding payment cap
// ]
//
const interestLength = interest.length;
const openInterestIndex = (interestLength === 23) ? 17 : 18;
const timestamp = this.safeInteger(interest, 1);
const marketId = this.safeString(interest, 0);
return this.safeOpenInterest({
'symbol': this.safeSymbol(marketId, market, undefined, 'swap'),
'openInterestAmount': this.safeNumber(interest, openInterestIndex),
'openInterestValue': undefined,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'info': interest,
}, market);
}
/**
* @method
* @name bitfinex#fetchLiquidations
* @description retrieves the public liquidations of a trading pair
* @see https://docs.bitfinex.com/reference/rest-public-liquidations
* @param {string} symbol unified CCXT market symbol
* @param {int} [since] the earliest time in ms to fetch liquidations for
* @param {int} [limit] the maximum number of liquidation structures to retrieve
* @param {object} [params] exchange specific parameters
* @param {int} [params.until] timestamp in ms of the latest liquidation
* @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} an array of [liquidation structures]{@link https://docs.ccxt.com/#/?id=liquidation-structure}
*/
async fetchLiquidations(symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
let paginate = false;
[paginate, params] = this.handleOptionAndParams(params, 'fetchLiquidations', 'paginate');
if (paginate) {
return await this.fetchPaginatedCallDeterministic('fetchLiquidations', symbol, since, limit, '8h', params, 500);
}
const market = this.market(symbol);
let request = {};
if (since !== undefined) {
request['start'] = since;
}
if (limit !== undefined) {
request['limit'] = limit;
}
[request, params] = this.handleUntilOption('end', request, params);
const response = await this.publicGetLiquidationsHist(this.extend(request, params));
//
// [
// [
// [
// "pos",
// 171085137,
// 1706395919788,
// null,
// "tAVAXF0:USTF0",
// -8,
// 32.868,
// null,
// 1,
// 1,
// null,
// 33.255
// ]
// ],
// ]
//
return this.parseLiquidations(response, market, since, limit);
}
parseLiquidation(liquidation, market = undefined) {
//
// [
// [
// "pos",
// 171085137, // position id
// 1706395919788, // timestamp
// null,
// "tAVAXF0:USTF0", // market id
// -8, // amount in contracts
// 32.868, // base price
// null,
// 1,
// 1,
// null,
// 33.255 // acquired price
// ]
// ]
//
const entry = liquidation[0];
const timestamp = this.safeInteger(entry, 2);
const marketId = this.safeString(entry, 4);
const contracts = Precise["default"].stringAbs(this.safeString(entry, 5));
const contractSize = this.safeString(market, 'contractSize');
const baseValue = Precise["default"].stringMul(contracts, contractSize);
const price = this.safeString(entry, 11);
return this.safeLiquidation({
'info': entry,
'symbol': this.safeSymbol(marketId, market, undefined, 'contract'),
'contracts': this.parseNumber(contracts),
'contractSize': this.parseNumber(contractSize),
'price': this.parseNumber(price),
'baseValue': this.parseNumber(baseValue),
'quoteValue': this.parseNumber(Precise["default"].stringMul(baseValue, price)),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
});
}
/**
* @method
* @name bitfinex#setMargin
* @description either adds or reduces margin in a swap position in order to set the margin to a specific value
* @see https://docs.bitfinex.com/reference/rest-auth-deriv-pos-collateral-set
* @param {string} symbol unified market symbol of the market to set margin in
* @param {float} amount the amount to set the margin to
* @param {object} [params] parameters specific to the exchange API endpoint
* @returns {object} A [margin structure]{@link https://github.com/ccxt/ccxt/wiki/Manual#add-margin-structure}
*/
async setMargin(symbol, amount, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
if (!market['swap']) {
throw new errors.NotSupported(this.id + ' setMargin() only support swap markets');
}
const request = {
'symbol': market['id'],
'collateral': this.parseToNumeric(amount),
};
const response = await this.privatePostAuthWDerivCollateralSet(this.extend(request, params));
//
// [
// [
// 1
// ]
// ]
//
const data = this.safeValue(response, 0);
return this.parseMarginModification(data, market);
}
parseMarginModification(data, market = undefined) {
//
// setMargin
//
// [
// [
// 1
// ]
// ]
//
const marginStatusRaw = data[0];
const marginStatus = (marginStatusRaw === 1) ? 'ok' : 'failed';
return {
'info': data,
'symbol': market['symbol'],
'type': undefined,
'marginMode': 'isolated',
'amount': undefined,
'total': undefined,
'code': undefined,
'status': marginStatus,
'timestamp': undefined,
'datetime': undefined,
};
}
/**
* @method
* @name bitfinex#fetchOrder
* @description fetches information on an order made by the user
* @see https://docs.bitfinex.com/reference/rest-auth-retrieve-orders
* @see https://docs.bitfinex.com/reference/rest-auth-retrieve-orders-by-symbol
* @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();
const request = {
'id': [this.parseToNumeric(id)],
};
let market = undefined;
let response = undefined;
if (symbol === undefined) {
response = await this.privatePostAuthROrders(this.extend(request, params));
}
else {
market = this.market(symbol);
request['symbol'] = market['id'];
response = await this.privatePostAuthROrdersSymbol(this.extend(request, params));
}
//
// [
// [
// 139658969116,
// null,
// 1706843908637,
// "tBTCUST",
// 1706843908637,
// 1706843908638,
// 0.0001,
// 0.0001,
// "EXCHANGE LIMIT",
// null,
// null,
// null,
// 0,
// "ACTIVE",
// null,
// null,
// 35000,
// 0,
// 0,
// 0,
// null,
// null,
// null,
// 0,
// 0,
// null,
// null,
// null,
// "API>BFX",
// null,
// null,
// {}
// ]
// ]
//
const order = this.safeList(response, 0);
const newOrder = { 'result': order };
return this.parseOrder(newOrder, market);
}
/**
* @method
* @name bitfinex#editOrder
* @description edit a trade order
* @see https://docs.bitfinex.com/reference/rest-auth-update-order
* @param {string} id edit order id
* @param {string} symbol unified symbol of the market to edit 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 {float} [params.triggerPrice] the price that triggers a trigger order
* @param {boolean} [params.postOnly] set to true if you want to make a post only order
* @param {boolean} [params.reduceOnly] indicates that the order is to reduce the size of a position
* @param {int} [params.flags] additional order parameters: 4096 (Post Only), 1024 (Reduce Only), 16384 (OCO), 64 (Hidden), 512 (Close), 524288 (No Var Rates)
* @param {int} [params.leverage] leverage for a derivative order, supported by derivative symbol orders only, the value should be between 1 and 100 inclusive
* @param {int} [params.clientOrderId] a unique client order id for the order
* @param {float} [params.trailingAmount] *swap only* the quote amount to trail away from the current market price
* @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async editOrder(id, symbol, type, side, amount = undefined, price = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const request = {
'id': this.parseToNumeric(id),
};
if (amount !== undefined) {
let amountString = this.amountToPrecision(symbol, amount);
amountString = (side === 'buy') ? amountString : Precise["default"].stringNeg(amountString);
request['amount'] = amountString;
}
const triggerPrice = this.safeString2(params, 'stopPrice', 'triggerPrice');
const trailingAmount = this.safeString(params, 'trailingAmount');
const timeInForce = this.safeString(params, 'timeInForce');
const postOnlyParam = this.safeBool(params, 'postOnly', false);
const reduceOnly = this.safeBool(params, 'reduceOnly', false);
const clientOrderId = this.safeInteger2(params, 'cid', 'clientOrderId');
if (trailingAmount !== undefined) {
request['price_trailing'] = trailingAmount;
}
else if (triggerPrice !== undefined) {
// request['price'] is taken as triggerPrice for stop orders
request['price'] = this.priceToPrecision(symbol, triggerPrice);
if (type === 'limit') {
request['price_aux_limit'] = this.priceToPrecision(symbol, price);
}
}
const postOnly = (postOnlyParam || (timeInForce === 'PO'));
if ((type !== 'market') && (triggerPrice === undefined)) {
request['price'] = this.priceToPrecision(symbol, price);
}
// flag values may be summed to combine flags
let flags = 0;
if (postOnly) {
flags = this.sum(flags, 4096);
}
if (reduceOnly) {
flags = this.sum(flags, 1024);
}
if (flags !== 0) {
request['flags'] = flags;
}
if (clientOrderId !== undefined) {
request['cid'] = clientOrderId;
}
const leverage = this.safeInteger2(params, 'leverage', 'lev');
if (leverage !== undefined) {
request['lev'] = leverage;
}
params = this.omit(params, ['triggerPrice', 'stopPrice', 'timeInForce', 'postOnly', 'reduceOnly', 'trailingAmount', 'clientOrderId', 'leverage']);
const response = await this.privatePostAuthWOrderUpdate(this.extend(request, params));
//
// [
// 1706845376402,
// "ou-req",
// null,
// null,
// [
// 139658969116,
// null,
// 1706843908637,
// "tBTCUST",
// 1706843908637,
// 1706843908638,
// 0.0002,
// 0.0002,
// "EXCHANGE LIMIT",
// null,
// null,
// null,
// 0,
// "ACTIVE",
// null,
// null,
// 35000,
// 0,
// 0,
// 0,
// null,
// null,
// null,
// 0,
// 0,
// null,
// null,
// null,
// "API>BFX",
// null,
// null,
// {}
// ],
// null,
// "SUCCESS",
// "Submitting update to exchange limit buy order for 0.0002 BTC."
// ]
//
const status = this.safeString(response, 6);
if (status !== 'SUCCESS') {
const errorCode = response[5];
const errorText = response[7];
throw new errors.ExchangeError(this.id + ' ' + response[6] + ': ' + errorText + ' (#' + errorCode + ')');
}
const order = this.safeList(response, 4, []);
const newOrder = { 'result': order };
return this.parseOrder(newOrder, market);
}
}
module.exports = bitfinex;