astro-perp-ccxt-dev
Version:
1,443 lines • 61.9 kB
JavaScript
'use strict';
var luno$1 = require('./abstract/luno.js');
var errors = require('./base/errors.js');
var Precise = require('./base/Precise.js');
var number = require('./base/functions/number.js');
// ----------------------------------------------------------------------------
// ---------------------------------------------------------------------------
/**
* @class luno
* @augments Exchange
*/
class luno extends luno$1 {
describe() {
return this.deepExtend(super.describe(), {
'id': 'luno',
'name': 'luno',
'countries': ['GB', 'SG', 'ZA'],
// 300 calls per minute = 5 calls per second = 1000ms / 5 = 200ms between requests
'rateLimit': 200,
'version': '1',
'pro': true,
'has': {
'CORS': undefined,
'spot': true,
'margin': false,
'swap': false,
'future': false,
'option': false,
'addMargin': false,
'cancelOrder': true,
'closeAllPositions': false,
'closePosition': false,
'createDepositAddress': true,
'createOrder': true,
'createReduceOnlyOrder': false,
'fetchAccounts': true,
'fetchBalance': true,
'fetchBorrowRateHistory': false,
'fetchClosedOrders': true,
'fetchCrossBorrowRate': false,
'fetchCrossBorrowRates': false,
'fetchCurrencies': true,
'fetchDepositAddress': true,
'fetchFundingHistory': false,
'fetchFundingRate': false,
'fetchFundingRateHistory': false,
'fetchFundingRates': false,
'fetchIndexOHLCV': false,
'fetchIsolatedBorrowRate': false,
'fetchIsolatedBorrowRates': false,
'fetchLedger': true,
'fetchLeverage': false,
'fetchLeverageTiers': false,
'fetchMarginMode': false,
'fetchMarkets': true,
'fetchMarkOHLCV': false,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenInterestHistory': false,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': true,
'fetchPosition': false,
'fetchPositionHistory': false,
'fetchPositionMode': false,
'fetchPositions': false,
'fetchPositionsForSymbol': false,
'fetchPositionsHistory': false,
'fetchPositionsRisk': false,
'fetchPremiumIndexOHLCV': false,
'fetchTicker': true,
'fetchTickers': true,
'fetchTrades': true,
'fetchTradingFee': true,
'fetchTradingFees': false,
'reduceMargin': false,
'setLeverage': false,
'setMarginMode': false,
'setPositionMode': false,
},
'urls': {
'referral': 'https://www.luno.com/invite/44893A',
'logo': 'https://user-images.githubusercontent.com/1294454/27766607-8c1a69d8-5ede-11e7-930c-540b5eb9be24.jpg',
'api': {
'public': 'https://api.luno.com/api',
'private': 'https://api.luno.com/api',
'exchange': 'https://api.luno.com/api/exchange',
'exchangePrivate': 'https://api.luno.com/api/exchange',
},
'www': 'https://www.luno.com',
'doc': [
'https://www.luno.com/en/api',
'https://npmjs.org/package/bitx',
'https://github.com/bausmeier/node-bitx',
],
},
'api': {
'exchange': {
'get': {
'markets': 1,
},
},
'exchangePrivate': {
'get': {
'candles': 1,
},
},
'public': {
'get': {
'orderbook': 1,
'orderbook_top': 1,
'ticker': 1,
'tickers': 1,
'trades': 1,
},
},
'private': {
'get': {
'accounts/{id}/pending': 1,
'accounts/{id}/transactions': 1,
'balance': 1,
'beneficiaries': 1,
'send/networks': 1,
'fee_info': 1,
'funding_address': 1,
'listorders': 1,
'listtrades': 1,
'send_fee': 1,
'orders/{id}': 1,
'withdrawals': 1,
'withdrawals/{id}': 1,
'transfers': 1,
// GET /api/exchange/1/move
// GET /api/exchange/1/move/list_moves
// GET /api/exchange/1/candles
// GET /api/exchange/1/transfers
// GET /api/exchange/2/listorders
// GET /api/exchange/2/orders/{id}
// GET /api/exchange/3/order
},
'post': {
'accounts': 1,
'address/validate': 1,
'postorder': 1,
'marketorder': 1,
'stoporder': 1,
'funding_address': 1,
'withdrawals': 1,
'send': 1,
'oauth2/grant': 1,
'beneficiaries': 1,
// POST /api/exchange/1/move
},
'put': {
'accounts/{id}/name': 1,
},
'delete': {
'withdrawals/{id}': 1,
'beneficiaries/{id}': 1,
},
},
},
'timeframes': {
'1m': 60,
'5m': 300,
'15m': 900,
'30m': 1800,
'1h': 3600,
'3h': 10800,
'4h': 14400,
'1d': 86400,
'3d': 259200,
'1w': 604800,
},
'fees': {
'trading': {
'tierBased': true,
'percentage': true,
'taker': this.parseNumber('0.001'),
'maker': this.parseNumber('0'),
},
},
'precisionMode': number.TICK_SIZE,
'features': {
'spot': {
'sandbox': false,
'createOrder': {
'marginMode': false,
'triggerPrice': true,
'triggerPriceType': undefined,
'triggerDirection': true,
'stopLossPrice': false,
'takeProfitPrice': false,
'attachedStopLossTakeProfit': undefined,
'timeInForce': {
'IOC': true,
'FOK': true,
'PO': true,
'GTD': false,
},
'hedged': false,
'trailing': false,
'leverage': false,
'marketBuyByCost': true,
'marketBuyRequiresPrice': false,
'selfTradePrevention': false,
'iceberg': false,
},
'createOrders': undefined,
'fetchMyTrades': {
'marginMode': false,
'limit': 1000,
'daysBack': 100000,
'untilDays': 100000,
'symbolRequired': true,
},
'fetchOrder': {
'marginMode': false,
'trigger': false,
'trailing': false,
'symbolRequired': false,
},
'fetchOpenOrders': {
'marginMode': false,
'limit': 1000,
'trigger': false,
'trailing': false,
'symbolRequired': false,
},
'fetchOrders': {
'marginMode': false,
'limit': 1000,
'daysBack': 100000,
'untilDays': undefined,
'trigger': false,
'trailing': false,
'symbolRequired': false,
},
'fetchClosedOrders': {
'marginMode': false,
'limit': 1000,
'daysBack': 100000,
'daysBackCanceled': 1,
'untilDays': undefined,
'trigger': false,
'trailing': false,
'symbolRequired': false,
},
'fetchOHLCV': {
'limit': undefined,
},
},
'swap': {
'linear': undefined,
'inverse': undefined,
},
'future': {
'linear': undefined,
'inverse': undefined,
},
},
});
}
/**
* @method
* @name luno#fetchCurrencies
* @description fetches all available currencies on an exchange
* @param {dict} [params] extra parameters specific to the exchange API endpoint
* @returns {dict} an associative dictionary of currencies
*/
async fetchCurrencies(params = {}) {
if (!this.checkRequiredCredentials(false)) {
return undefined;
}
const response = await this.privateGetSendNetworks(params);
//
// {
// "networks": [
// {
// "id": 0,
// "name": "Ethereum",
// "native_currency": "ETH"
// },
// ...
// ]
// }
//
const currenciesData = this.safeList(response, 'data', []);
const result = {};
for (let i = 0; i < currenciesData.length; i++) {
const networkEntry = currenciesData[i];
const id = this.safeString(networkEntry, 'native_currency');
const code = this.safeCurrencyCode(id);
if (!(code in result)) {
result[code] = {
'id': id,
'code': code,
'precision': undefined,
'type': undefined,
'name': undefined,
'active': undefined,
'deposit': undefined,
'withdraw': undefined,
'fee': undefined,
'limits': {
'withdraw': {
'min': undefined,
'max': undefined,
},
'deposit': {
'min': undefined,
'max': undefined,
},
},
'networks': {},
'info': {},
};
}
const networkId = this.safeString(networkEntry, 'name');
const networkCode = this.networkIdToCode(networkId);
result[code]['networks'][networkCode] = {
'id': networkId,
'network': networkCode,
'limits': {
'withdraw': {
'min': undefined,
'max': undefined,
},
'deposit': {
'min': undefined,
'max': undefined,
},
},
'active': undefined,
'deposit': undefined,
'withdraw': undefined,
'fee': undefined,
'precision': undefined,
'info': networkEntry,
};
// add entry in info
const info = this.safeList(result[code], 'info', []);
info.push(networkEntry);
result[code]['info'] = info;
}
// only after all entries are formed in currencies, restructure each entry
const allKeys = Object.keys(result);
for (let i = 0; i < allKeys.length; i++) {
const code = allKeys[i];
result[code] = this.safeCurrencyStructure(result[code]); // this is needed after adding network entry
}
return result;
}
/**
* @method
* @name luno#fetchMarkets
* @description retrieves data on all markets for luno
* @see https://www.luno.com/en/developers/api#tag/Market/operation/Markets
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} an array of objects representing market data
*/
async fetchMarkets(params = {}) {
const response = await this.exchangeGetMarkets(params);
//
// {
// "markets":[
// {
// "market_id":"BCHXBT",
// "trading_status":"ACTIVE",
// "base_currency":"BCH",
// "counter_currency":"XBT",
// "min_volume":"0.01",
// "max_volume":"100.00",
// "volume_scale":2,
// "min_price":"0.0001",
// "max_price":"1.00",
// "price_scale":6,
// "fee_scale":8,
// },
// ]
// }
//
const result = [];
const markets = this.safeValue(response, 'markets', []);
for (let i = 0; i < markets.length; i++) {
const market = markets[i];
const id = this.safeString(market, 'market_id');
const baseId = this.safeString(market, 'base_currency');
const quoteId = this.safeString(market, 'counter_currency');
const base = this.safeCurrencyCode(baseId);
const quote = this.safeCurrencyCode(quoteId);
const status = this.safeString(market, 'trading_status');
result.push({
'id': id,
'symbol': base + '/' + quote,
'base': base,
'quote': quote,
'settle': undefined,
'baseId': baseId,
'quoteId': quoteId,
'settleId': undefined,
'type': 'spot',
'spot': true,
'margin': false,
'swap': false,
'future': false,
'option': false,
'active': (status === 'ACTIVE'),
'contract': false,
'linear': undefined,
'inverse': undefined,
'contractSize': undefined,
'expiry': undefined,
'expiryDatetime': undefined,
'strike': undefined,
'optionType': undefined,
'precision': {
'amount': this.parseNumber(this.parsePrecision(this.safeString(market, 'volume_scale'))),
'price': this.parseNumber(this.parsePrecision(this.safeString(market, 'price_scale'))),
},
'limits': {
'leverage': {
'min': undefined,
'max': undefined,
},
'amount': {
'min': this.safeNumber(market, 'min_volume'),
'max': this.safeNumber(market, 'max_volume'),
},
'price': {
'min': this.safeNumber(market, 'min_price'),
'max': this.safeNumber(market, 'max_price'),
},
'cost': {
'min': undefined,
'max': undefined,
},
},
'created': undefined,
'info': market,
});
}
return result;
}
/**
* @method
* @name luno#fetchAccounts
* @description fetch all the accounts associated with a profile
* @see https://www.luno.com/en/developers/api#tag/Accounts/operation/getBalances
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a dictionary of [account structures]{@link https://docs.ccxt.com/#/?id=account-structure} indexed by the account type
*/
async fetchAccounts(params = {}) {
const response = await this.privateGetBalance(params);
const wallets = this.safeValue(response, 'balance', []);
const result = [];
for (let i = 0; i < wallets.length; i++) {
const account = wallets[i];
const accountId = this.safeString(account, 'account_id');
const currencyId = this.safeString(account, 'asset');
const code = this.safeCurrencyCode(currencyId);
result.push({
'id': accountId,
'type': undefined,
'currency': code,
'info': account,
});
}
return result;
}
parseBalance(response) {
const wallets = this.safeValue(response, 'balance', []);
const result = {
'info': response,
'timestamp': undefined,
'datetime': undefined,
};
for (let i = 0; i < wallets.length; i++) {
const wallet = wallets[i];
const currencyId = this.safeString(wallet, 'asset');
const code = this.safeCurrencyCode(currencyId);
const reserved = this.safeString(wallet, 'reserved');
const unconfirmed = this.safeString(wallet, 'unconfirmed');
const balance = this.safeString(wallet, 'balance');
const reservedUnconfirmed = Precise["default"].stringAdd(reserved, unconfirmed);
const balanceUnconfirmed = Precise["default"].stringAdd(balance, unconfirmed);
if (code in result) {
result[code]['used'] = Precise["default"].stringAdd(result[code]['used'], reservedUnconfirmed);
result[code]['total'] = Precise["default"].stringAdd(result[code]['total'], balanceUnconfirmed);
}
else {
const account = this.account();
account['used'] = reservedUnconfirmed;
account['total'] = balanceUnconfirmed;
result[code] = account;
}
}
return this.safeBalance(result);
}
/**
* @method
* @name luno#fetchBalance
* @description query for balance and get the amount of funds available for trading or funds locked in orders
* @see https://www.luno.com/en/developers/api#tag/Accounts/operation/getBalances
* @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 = {}) {
await this.loadMarkets();
const response = await this.privateGetBalance(params);
//
// {
// "balance": [
// {'account_id': '119...1336','asset': 'XBT','balance': '0.00','reserved': '0.00',"unconfirmed": "0.00"},
// {'account_id': '66...289','asset': 'XBT','balance': '0.00','reserved': '0.00',"unconfirmed": "0.00"},
// {'account_id': '718...5300','asset': 'ETH','balance': '0.00','reserved': '0.00',"unconfirmed": "0.00"},
// {'account_id': '818...7072','asset': 'ZAR','balance': '0.001417','reserved': '0.00',"unconfirmed": "0.00"}]}
// ]
// }
//
return this.parseBalance(response);
}
/**
* @method
* @name luno#fetchOrderBook
* @description fetches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://www.luno.com/en/developers/api#tag/Market/operation/GetOrderBookFull
* @see https://www.luno.com/en/developers/api#tag/Market/operation/GetOrderBook
* @param {string} symbol unified symbol of the market to fetch the order book for
* @param {int} [limit] the maximum amount of order book entries to return
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
*/
async fetchOrderBook(symbol, limit = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const request = {
'pair': market['id'],
};
let response = undefined;
if (limit !== undefined && limit <= 100) {
response = await this.publicGetOrderbookTop(this.extend(request, params));
}
else {
response = await this.publicGetOrderbook(this.extend(request, params));
}
const timestamp = this.safeInteger(response, 'timestamp');
return this.parseOrderBook(response, market['symbol'], timestamp, 'bids', 'asks', 'price', 'volume');
}
parseOrderStatus(status) {
const statuses = {
// todo add other statuses
'PENDING': 'open',
};
return this.safeString(statuses, status, status);
}
parseOrder(order, market = undefined) {
//
// {
// "base": "string",
// "completed_timestamp": "string",
// "counter": "string",
// "creation_timestamp": "string",
// "expiration_timestamp": "string",
// "fee_base": "string",
// "fee_counter": "string",
// "limit_price": "string",
// "limit_volume": "string",
// "order_id": "string",
// "pair": "string",
// "state": "PENDING",
// "type": "BID"
// }
//
const timestamp = this.safeInteger(order, 'creation_timestamp');
let status = this.parseOrderStatus(this.safeString(order, 'state'));
status = (status === 'open') ? status : status;
let side = undefined;
const orderType = this.safeString(order, 'type');
if ((orderType === 'ASK') || (orderType === 'SELL')) {
side = 'sell';
}
else if ((orderType === 'BID') || (orderType === 'BUY')) {
side = 'buy';
}
const marketId = this.safeString(order, 'pair');
market = this.safeMarket(marketId, market);
const price = this.safeString(order, 'limit_price');
const amount = this.safeString(order, 'limit_volume');
const quoteFee = this.safeNumber(order, 'fee_counter');
const baseFee = this.safeNumber(order, 'fee_base');
const filled = this.safeString(order, 'base');
const cost = this.safeString(order, 'counter');
let fee = undefined;
if (quoteFee !== undefined) {
fee = {
'cost': quoteFee,
'currency': market['quote'],
};
}
else if (baseFee !== undefined) {
fee = {
'cost': baseFee,
'currency': market['base'],
};
}
const id = this.safeString(order, 'order_id');
return this.safeOrder({
'id': id,
'clientOrderId': undefined,
'datetime': this.iso8601(timestamp),
'timestamp': timestamp,
'lastTradeTimestamp': undefined,
'status': status,
'symbol': market['symbol'],
'type': undefined,
'timeInForce': undefined,
'postOnly': undefined,
'side': side,
'price': price,
'triggerPrice': undefined,
'amount': amount,
'filled': filled,
'cost': cost,
'remaining': undefined,
'trades': undefined,
'fee': fee,
'info': order,
'average': undefined,
}, market);
}
/**
* @method
* @name luno#fetchOrder
* @description fetches information on an order made by the user
* @see https://www.luno.com/en/developers/api#tag/Orders/operation/GetOrder
* @param {string} id order id
* @param {string} symbol not used by luno fetchOrder
* @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': id,
};
const response = await this.privateGetOrdersId(this.extend(request, params));
return this.parseOrder(response);
}
async fetchOrdersByState(state, symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const request = {};
let market = undefined;
if (state !== undefined) {
request['state'] = state;
}
if (symbol !== undefined) {
market = this.market(symbol);
request['pair'] = market['id'];
}
const response = await this.privateGetListorders(this.extend(request, params));
const orders = this.safeList(response, 'orders', []);
return this.parseOrders(orders, market, since, limit);
}
/**
* @method
* @name luno#fetchOrders
* @description fetches information on multiple orders made by the user
* @see https://www.luno.com/en/developers/api#tag/Orders/operation/ListOrders
* @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
* @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async fetchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
return await this.fetchOrdersByState(undefined, symbol, since, limit, params);
}
/**
* @method
* @name luno#fetchOpenOrders
* @description fetch all unfilled currently open orders
* @see https://www.luno.com/en/developers/api#tag/Orders/operation/ListOrders
* @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 = {}) {
return await this.fetchOrdersByState('PENDING', symbol, since, limit, params);
}
/**
* @method
* @name luno#fetchClosedOrders
* @description fetches information on multiple closed orders made by the user
* @see https://www.luno.com/en/developers/api#tag/Orders/operation/ListOrders
* @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
* @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async fetchClosedOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
return await this.fetchOrdersByState('COMPLETE', symbol, since, limit, params);
}
parseTicker(ticker, market = undefined) {
// {
// "pair":"XBTAUD",
// "timestamp":1642201439301,
// "bid":"59972.30000000",
// "ask":"59997.99000000",
// "last_trade":"59997.99000000",
// "rolling_24_hour_volume":"1.89510000",
// "status":"ACTIVE"
// }
const timestamp = this.safeInteger(ticker, 'timestamp');
const marketId = this.safeString(ticker, 'pair');
const symbol = this.safeSymbol(marketId, market);
const last = this.safeString(ticker, 'last_trade');
return this.safeTicker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'high': undefined,
'low': undefined,
'bid': this.safeString(ticker, 'bid'),
'bidVolume': undefined,
'ask': this.safeString(ticker, 'ask'),
'askVolume': undefined,
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': this.safeString(ticker, 'rolling_24_hour_volume'),
'quoteVolume': undefined,
'info': ticker,
}, market);
}
/**
* @method
* @name luno#fetchTickers
* @description fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market
* @see https://www.luno.com/en/developers/api#tag/Market/operation/GetTickers
* @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 response = await this.publicGetTickers(params);
const tickers = this.indexBy(response['tickers'], 'pair');
const ids = Object.keys(tickers);
const result = {};
for (let i = 0; i < ids.length; i++) {
const id = ids[i];
const market = this.safeMarket(id);
const symbol = market['symbol'];
const ticker = tickers[id];
result[symbol] = this.parseTicker(ticker, market);
}
return this.filterByArrayTickers(result, 'symbol', symbols);
}
/**
* @method
* @name luno#fetchTicker
* @description fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://www.luno.com/en/developers/api#tag/Market/operation/GetTicker
* @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 = {
'pair': market['id'],
};
const response = await this.publicGetTicker(this.extend(request, params));
// {
// "pair":"XBTAUD",
// "timestamp":1642201439301,
// "bid":"59972.30000000",
// "ask":"59997.99000000",
// "last_trade":"59997.99000000",
// "rolling_24_hour_volume":"1.89510000",
// "status":"ACTIVE"
// }
return this.parseTicker(response, market);
}
parseTrade(trade, market = undefined) {
//
// fetchTrades (public)
//
// {
// "sequence":276989,
// "timestamp":1648651276949,
// "price":"35773.20000000",
// "volume":"0.00300000",
// "is_buy":false
// }
//
// fetchMyTrades (private)
//
// {
// "pair":"LTCXBT",
// "sequence":3256813,
// "order_id":"BXEX6XHHDT5EGW2",
// "type":"ASK",
// "timestamp":1648652135235,
// "price":"0.002786",
// "volume":"0.10",
// "base":"0.10",
// "counter":"0.0002786",
// "fee_base":"0.0001",
// "fee_counter":"0.00",
// "is_buy":false,
// "client_order_id":""
// }
//
// For public trade data (is_buy === True) indicates 'buy' side but for private trade data
// is_buy indicates maker or taker. The value of "type" (ASK/BID) indicate sell/buy side.
// Private trade data includes ID field which public trade data does not.
const orderId = this.safeString(trade, 'order_id');
const id = this.safeString(trade, 'sequence');
let takerOrMaker = undefined;
let side = undefined;
if (orderId !== undefined) {
const type = this.safeString(trade, 'type');
if ((type === 'ASK') || (type === 'SELL')) {
side = 'sell';
}
else if ((type === 'BID') || (type === 'BUY')) {
side = 'buy';
}
if (side === 'sell' && trade['is_buy']) {
takerOrMaker = 'maker';
}
else if (side === 'buy' && !trade['is_buy']) {
takerOrMaker = 'maker';
}
else {
takerOrMaker = 'taker';
}
}
else {
side = trade['is_buy'] ? 'buy' : 'sell';
}
const feeBaseString = this.safeString(trade, 'fee_base');
const feeCounterString = this.safeString(trade, 'fee_counter');
let feeCurrency = undefined;
let feeCost = undefined;
if (feeBaseString !== undefined) {
if (!Precise["default"].stringEquals(feeBaseString, '0.0')) {
feeCurrency = market['base'];
feeCost = feeBaseString;
}
}
else if (feeCounterString !== undefined) {
if (!Precise["default"].stringEquals(feeCounterString, '0.0')) {
feeCurrency = market['quote'];
feeCost = feeCounterString;
}
}
const timestamp = this.safeInteger(trade, 'timestamp');
return this.safeTrade({
'info': trade,
'id': id,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': market['symbol'],
'order': orderId,
'type': undefined,
'side': side,
'takerOrMaker': takerOrMaker,
'price': this.safeString(trade, 'price'),
'amount': this.safeString2(trade, 'volume', 'base'),
// Does not include potential fee costs
'cost': this.safeString(trade, 'counter'),
'fee': {
'cost': feeCost,
'currency': feeCurrency,
},
}, market);
}
/**
* @method
* @name luno#fetchTrades
* @description get the list of most recent trades for a particular symbol
* @see https://www.luno.com/en/developers/api#tag/Market/operation/ListTrades
* @param {string} symbol unified symbol of the market to fetch trades for
* @param {int} [since] timestamp in ms of the earliest trade to fetch
* @param {int} [limit] the maximum amount of trades to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {Trade[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
*/
async fetchTrades(symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const request = {
'pair': market['id'],
};
if (since !== undefined) {
request['since'] = since;
}
const response = await this.publicGetTrades(this.extend(request, params));
//
// {
// "trades":[
// {
// "sequence":276989,
// "timestamp":1648651276949,
// "price":"35773.20000000",
// "volume":"0.00300000",
// "is_buy":false
// },...
// ]
// }
//
const trades = this.safeList(response, 'trades', []);
return this.parseTrades(trades, market, since, limit);
}
/**
* @method
* @name luno#fetchOHLCV
* @see https://www.luno.com/en/developers/api#tag/Market/operation/GetCandles
* @description fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @param {string} symbol unified symbol of the market to fetch OHLCV data for
* @param {string} timeframe the length of time each candle represents
* @param {int} [since] timestamp in ms of the earliest candle to fetch
* @param {int} [limit] the maximum amount of candles to fetch
* @param {object} params extra parameters specific to the luno api endpoint
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async fetchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const request = {
'duration': this.safeValue(this.timeframes, timeframe, timeframe),
'pair': market['id'],
};
if (since !== undefined) {
request['since'] = this.parseToInt(since);
}
else {
const duration = 1000 * 1000 * this.parseTimeframe(timeframe);
request['since'] = this.milliseconds() - duration;
}
const response = await this.exchangePrivateGetCandles(this.extend(request, params));
//
// {
// "candles": [
// {
// "timestamp": 1664055240000,
// "open": "19612.65",
// "close": "19612.65",
// "high": "19612.65",
// "low": "19612.65",
// "volume": "0.00"
// },...
// ],
// "duration": 60,
// "pair": "XBTEUR"
// }
//
const ohlcvs = this.safeList(response, 'candles', []);
return this.parseOHLCVs(ohlcvs, market, timeframe, since, limit);
}
parseOHLCV(ohlcv, market = undefined) {
// {
// "timestamp": 1664055240000,
// "open": "19612.65",
// "close": "19612.65",
// "high": "19612.65",
// "low": "19612.65",
// "volume": "0.00"
// }
return [
this.safeInteger(ohlcv, 'timestamp'),
this.safeNumber(ohlcv, 'open'),
this.safeNumber(ohlcv, 'high'),
this.safeNumber(ohlcv, 'low'),
this.safeNumber(ohlcv, 'close'),
this.safeNumber(ohlcv, 'volume'),
];
}
/**
* @method
* @name luno#fetchMyTrades
* @description fetch all trades made by the user
* @see https://www.luno.com/en/developers/api#tag/Orders/operation/ListUserTrades
* @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 = {}) {
if (symbol === undefined) {
throw new errors.ArgumentsRequired(this.id + ' fetchMyTrades() requires a symbol argument');
}
await this.loadMarkets();
const market = this.market(symbol);
const request = {
'pair': market['id'],
};
if (since !== undefined) {
request['since'] = since;
}
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this.privateGetListtrades(this.extend(request, params));
//
// {
// "trades":[
// {
// "pair":"LTCXBT",
// "sequence":3256813,
// "order_id":"BXEX6XHHDT5EGW2",
// "type":"ASK",
// "timestamp":1648652135235,
// "price":"0.002786",
// "volume":"0.10",
// "base":"0.10",
// "counter":"0.0002786",
// "fee_base":"0.0001",
// "fee_counter":"0.00",
// "is_buy":false,
// "client_order_id":""
// },...
// ]
// }
//
const trades = this.safeList(response, 'trades', []);
return this.parseTrades(trades, market, since, limit);
}
/**
* @method
* @name luno#fetchTradingFee
* @description fetch the trading fees for a market
* @see https://www.luno.com/en/developers/api#tag/Orders/operation/getFeeInfo
* @param {string} symbol unified market symbol
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [fee structure]{@link https://docs.ccxt.com/#/?id=fee-structure}
*/
async fetchTradingFee(symbol, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const request = {
'pair': market['id'],
};
const response = await this.privateGetFeeInfo(this.extend(request, params));
//
// {
// "maker_fee": "0.00250000",
// "taker_fee": "0.00500000",
// "thirty_day_volume": "0"
// }
//
return {
'info': response,
'symbol': symbol,
'maker': this.safeNumber(response, 'maker_fee'),
'taker': this.safeNumber(response, 'taker_fee'),
'percentage': undefined,
'tierBased': undefined,
};
}
/**
* @method
* @name luno#createOrder
* @description create a trade order
* @see https://www.luno.com/en/developers/api#tag/Orders/operation/PostMarketOrder
* @see https://www.luno.com/en/developers/api#tag/Orders/operation/PostLimitOrder
* @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 of currency you want to trade in units of 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
* @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 = {
'pair': market['id'],
};
let response = undefined;
if (type === 'market') {
request['type'] = side.toUpperCase();
// todo add createMarketBuyOrderRequires price logic as it is implemented in the other exchanges
if (side === 'buy') {
request['counter_volume'] = this.amountToPrecision(market['symbol'], amount);
}
else {
request['base_volume'] = this.amountToPrecision(market['symbol'], amount);
}
response = await this.privatePostMarketorder(this.extend(request, params));
}
else {
request['volume'] = this.amountToPrecision(market['symbol'], amount);
request['price'] = this.priceToPrecision(market['symbol'], price);
request['type'] = (side === 'buy') ? 'BID' : 'ASK';
response = await this.privatePostPostorder(this.extend(request, params));
}
return this.safeOrder({
'info': response,
'id': response['order_id'],
}, market);
}
/**
* @method
* @name luno#cancelOrder
* @description cancels an open order
* @see https://www.luno.com/en/developers/api#tag/Orders/operation/StopOrder
* @param {string} id order id
* @param {string} symbol unified symbol of the market the order was made in
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async cancelOrder(id, symbol = undefined, params = {}) {
await this.loadMarkets();
const request = {
'order_id': id,
};
const response = await this.privatePostStoporder(this.extend(request, params));
//
// {
// "success": true
// }
//
return this.safeOrder({
'info': response,
});
}
async fetchLedgerByEntries(code = undefined, entry = undefined, limit = undefined, params = {}) {
// by default without entry number or limit number, return most recent entry
if (entry === undefined) {
entry = -1;
}
if (limit === undefined) {
limit = 1;
}
const since = undefined;
const request = {
'min_row': entry,
'max_row': this.sum(entry, limit),
};
return await this.fetchLedger(code, since, limit, this.extend(request, params));
}
/**
* @method
* @name luno#fetchLedger
* @description fetch the history of changes, actions done by the user or operations that altered the balance of the user
* @see https://www.luno.com/en/developers/api#tag/Accounts/operation/ListTransactions
* @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
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [ledger structure]{@link https://docs.ccxt.com/#/?id=ledger}
*/
async fetchLedger(code = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
await this.loadAccounts();
let currency = undefined;
let id = this.safeString(params, 'id'); // account id
let min_row = this.safeValue(params, 'min_row');
let max_row = this.safeValue(params, 'max_row');
if (id === undefined) {
if (code === undefined) {
throw new errors.ArgumentsRequired(this.id + ' fetchLedger() requires a currency code argument if no account id specified in params');
}
currency = this.currency(code);
const accountsByCurrencyCode = this.indexBy(this.accounts, 'currency');
const account = this.safeValue(accountsByCurrencyCode, code);
if (account === undefined) {
throw new errors.ExchangeError(this.id + ' fetchLedger() could not find account id for ' + code);
}
id = account['id'];
}
if (min_row === undefined && max_row === undefined) {
max_row = 0; // Default to most recent transactions
min_row = -1000; // Maximum number of records supported
}
else if (min_row === undefined || max_row === undefined) {
throw new errors.ExchangeError(this.id + " fetchLedger() require both params 'max_row' and 'min_row' or neither to be defined");
}
if (limit !== undefined && max_row - min_row > limit) {
if (max_row <= 0) {
min_row = max_row - limit;
}
else if (min_row > 0) {
max_row = min_row + limit;
}
}
if (max_row - min_row > 1000) {
throw new errors.ExchangeError(this.id + " fetchLedger() requires the params 'max_row' - 'min_row' <= 1000");
}
const request = {
'id': id,
'min_row': min_row,
'max_row': max_row,
};
const response = await this.privateGetAccountsIdTransactions(this.extend(params, request));
const entries = this.safeValue(response, 'transactions', []);
return this.parseLedger(entries, currency, since, limit);
}
parseLedgerComment(comment) {
const words = comment.split(' ');
const types = {
'Withdrawal': 'fee',
'Trading': 'fee',
'Payment': 'transaction',
'Sent': 'transaction',
'Deposit': 'transaction',
'Received': 'transaction',
'Released': 'released',
'Reserved': 'reserved',
'Sold': 'trade',
'Bought': 'trade',
'Failure': 'failed',
};
let referenceId = undefined;
const firstWord = this.safeString(words, 0);
const thirdWord = this.safeString(words, 2);
const fourthWord = this.safeString(words, 3);
let type = this.safeString(types, firstWord, undefined);
if ((type === undefined) && (thirdWord === 'fee')) {
type = 'fee';
}
if ((type === 'reserved') && (fourthWord === 'order')) {
referenceId = this.safeString(words, 4);
}
return {
'type': type,
'referenceId': referenceId,
};
}
parseLedgerEntry(entry, currency = undefined) {
// const details = this.safeValue (entry, 'details', {});
const id = this.safeString(entry, 'row_index');
const account_id = this.safeString(entry, 'account_id');
const timestamp = this.safeInteger(entry, 'timestamp');
const currencyId = this.safeString(entry, 'currency');
const code = this.safeCurrencyCode(currencyId, currency);
currency = this.safeCurrency(currencyId, currency);
const available_delta = this.safeString(entry, 'available_delta');
const balance_delta = this.safeString(entry, 'balance_delta');
const after = this.safeString(entry, 'balance');
const comment = this.safeString(entry, 'description');
let before = after;
let amount = '0.0';
const result = this.parseLedgerComment(comment);
const type = result['type'];
const referenceId = result['referenceId'];
let direction = undefined;
let status = undefined;
if (!Precise["default"].stringEquals(balance_delta, '0.0')) {
before = Precise["default"].stringSub(after, balance_delta);
status = 'ok';
amount = Precise["default"].stringAbs(balance_delta);
}
else if (Precise["default"].stringLt(available_delta, '0.0')) {
status = 'pending';
amount = Precise["default"].stringAbs(available_delta);
}
else if (Precise["default"].stringGt(available_delta, '0.0')) {
status = 'canceled';
amount = Precise["default"].stringAbs(available_delta);
}
if (Precise["default"].stringGt(balance_delta, '0') || Precise["default"].stringGt(available_delta, '0')) {
direction = 'in';
}
else if (Precise["default"].stringLt(balance_delta, '0') || Precise["default"].stringLt(available_delta, '0')) {
direction = 'out';
}
return this.safeLedgerEntry({
'info': entry,
'id': id,
'direction': direction,
'account': account_id,
'referenceId': referenceId,
'referenceAccount': undefined,
'type': type,
'currency': code,
'amount': this.parseToNumeric(amount),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'before': this.parseToNumeric(before),
'after': this.parseToNumeric(after),
'status': status,
'fee': undefined,
}, currency);
}
/**
* @method
* @name luno#createDepositAddress
* @description create a currency deposit address
* @see https://www.luno.com/en/developers/api#tag/Receive/operation/createFundingAddress
* @param {string} code unified currency code of the currency for the deposit address
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.name] an optional name for the new address
* @param {int} [params.account_id] an optional account id for the new address
* @returns {object} an [address structure]{@link https://docs.ccxt.com/#/?id=address-structure}
*/
async createDepositAddress(code, params = {}) {
await this.loadMarkets();
const currency = this.currency(code);
const request = {
'asset': currency['id'],
};
const response = await this.privatePostFundingAddress(this.extend(request, params));
//
// {
// "account_id": "string",
// "address": "string",
// "address_meta": [
// {
// "label": "string",
// "value": "string"
// }
// ],
// "asset": "string",
// "assigned_at": 0,
// "name": "string",
// "network": 0,
// "qr_code_uri": "string",
// "receive_fee": "string",
// "total_received": "string",
// "total_unconfirmed": "string"
// }
//
return this.parseDepositAddress(response, currency);
}
/**
* @method
* @name luno#fetchDepositAddress
* @description fetch the deposit address for a currency associated with this account
* @see https://www.luno.com/en/developers/api#tag/Receive/operation/getFundingAddress
* @param {string} code unified currency code
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.address] a specific cryptocurrency address to retrieve
* @returns {object} an [address structure]{@link https://docs.ccxt.com/#/?id=address-structure}
*/
async fetchDepositAddress(code, params = {}) {
await this.loadMarkets();
const currency = this.currency(code);
const request = {
'asset': currency['id'],
};
const response = await this.privateGetFundingAddress(this.extend(request, params));
//
// {
// "account_id": "string",
// "address": "string",
// "address_meta": [
// {
// "label": "string",
// "value": "string"
// }
// ],
// "asset": "string",
// "assigned_at": 0,
// "name": "string",
// "network": 0,
// "qr_code_uri": "string",
// "receive_fee": "string",
// "total_received": "string",
// "total_unconfirmed": "string"
// }
//
return this.parseDepositAddress(response, currency);
}
parseDepositAddress(depositAddress, currency = undefined) {
//
// {
// "account_id": "string",
// "address": "string",
// "address_meta": [
// {
// "label": "string",
// "value": "string"
// }
// ],
// "asset": "string",
// "assigned_at": 0,
// "name": "string",
// "network": 0,
// "qr_code_uri": "string",
// "receive_fee": "string",
// "total_received": "string",
// "total_unconfirmed": "string"
// }
//
const currencyId = this.safeStringUpper(depositAddress, 'currency');
const code = this.safeCurrencyCode(currencyId, currency);
return {
'info': depositAddress,
'currency': code,
'network': undefined,
'address': this.safeString(depositAddress, 'address'),
'tag': this.safeString(depositAddress, 'name'),
};
}
sign(path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let url = this.urls['api'][api] + '/' + this.version + '/' + this.implodeParams(path, params);
const query = this.omit(params, this.extractParams(path));
if (Object.keys(query).length) {
url += '?' + this.urlencode(query);
}
if ((api === 'private') || (api === 'exchangePrivate')) {
this.checkRequiredCredentials();
const auth = this.stringToBase64(this.apiKey + ':' + this.secret);
headers = {
'Authorization': 'Basic ' + auth,
};
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors(httpCode, reason, url, method, headers, body, response, requestHeaders, requestBody) {
if (response === undefined) {
return undefined;
}
const error = this.safeValue(response, 'error');
if (error !== undefined) {
throw new errors.ExchangeError(this.id + ' ' + this.json(response));
}
return undefined;
}
}
module.exports = luno;