bot18
Version:
A high-frequency cryptocurrency trading bot by Zenbot creator @carlos8f
340 lines (322 loc) • 12.7 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class ccex extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'ccex',
'name': 'C-CEX',
'countries': [ 'DE', 'EU' ],
'rateLimit': 1500,
'has': {
'CORS': false,
'fetchTickers': true,
'fetchOrderBooks': true,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27766433-16881f90-5ed8-11e7-92f8-3d92cc747a6c.jpg',
'api': {
'web': 'https://c-cex.com/t',
'public': 'https://c-cex.com/t/api_pub.html',
'private': 'https://c-cex.com/t/api.html',
},
'www': 'https://c-cex.com',
'doc': 'https://c-cex.com/?id=api',
},
'api': {
'web': {
'get': [
'coinnames',
'{market}',
'pairs',
'prices',
'volume_{coin}',
],
},
'public': {
'get': [
'balancedistribution',
'markethistory',
'markets',
'marketsummaries',
'orderbook',
'fullorderbook',
],
},
'private': {
'get': [
'buylimit',
'cancel',
'getbalance',
'getbalances',
'getopenorders',
'getorder',
'getorderhistory',
'mytrades',
'selllimit',
],
},
},
'fees': {
'trading': {
'taker': 0.2 / 100,
'maker': 0.2 / 100,
},
},
'commonCurrencies': {
'BLC': 'Cryptobullcoin',
'CRC': 'CoreCoin',
'IOT': 'IoTcoin',
'LUX': 'Luxmi',
'VIT': 'VitalCoin',
'XID': 'InternationalDiamond',
},
});
}
async fetchMarkets () {
let result = {};
let response = await this.webGetPairs ();
let markets = response['pairs'];
for (let i = 0; i < markets.length; i++) {
let id = markets[i];
let [ baseId, quoteId ] = id.split ('-');
let base = baseId.toUpperCase ();
let quote = quoteId.toUpperCase ();
base = this.commonCurrencyCode (base);
quote = this.commonCurrencyCode (quote);
let symbol = base + '/' + quote;
result[symbol] = {
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'info': id,
};
}
// an alternative documented parser
// let markets = await this.publicGetMarkets ();
// for (let p = 0; p < markets['result'].length; p++) {
// let market = markets['result'][p];
// let id = market['MarketName'];
// let base = market['MarketCurrency'];
// let quote = market['BaseCurrency'];
// base = this.commonCurrencyCode (base);
// quote = this.commonCurrencyCode (quote);
// let symbol = base + '/' + quote;
// result.push ({
// 'id': id,
// 'symbol': symbol,
// 'base': base,
// 'quote': quote,
// 'info': market,
// });
// }
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
let response = await this.privateGetGetbalances ();
let balances = response['result'];
let result = { 'info': balances };
for (let b = 0; b < balances.length; b++) {
let balance = balances[b];
let code = balance['Currency'];
let currency = this.commonCurrencyCode (code);
let account = {
'free': balance['Available'],
'used': balance['Pending'],
'total': balance['Balance'],
};
result[currency] = account;
}
return this.parseBalance (result);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
let request = {
'market': this.marketId (symbol),
'type': 'both',
};
if (typeof limit !== 'undefined')
request['depth'] = limit; // 100
let response = await this.publicGetOrderbook (this.extend (request, params));
let orderbook = response['result'];
return this.parseOrderBook (orderbook, undefined, 'buy', 'sell', 'Rate', 'Quantity');
}
async fetchOrderBooks (symbols = undefined, params = {}) {
await this.loadMarkets ();
let orderbooks = {};
let response = await this.publicGetFullorderbook ();
let types = Object.keys (response['result']);
for (let i = 0; i < types.length; i++) {
let type = types[i];
let bidasks = response['result'][type];
let bidasksByMarketId = this.groupBy (bidasks, 'Market');
let marketIds = Object.keys (bidasksByMarketId);
for (let j = 0; j < marketIds.length; j++) {
let marketId = marketIds[j];
let symbol = marketId.toUpperCase ();
let side = type;
if (symbol in this.markets_by_id) {
let market = this.markets_by_id[symbol];
symbol = market['symbol'];
} else {
let [ base, quote ] = symbol.split ('-');
let invertedId = quote + '-' + base;
if (invertedId in this.markets_by_id) {
let market = this.markets_by_id[invertedId];
symbol = market['symbol'];
}
}
if (!(symbol in orderbooks))
orderbooks[symbol] = {};
orderbooks[symbol][side] = bidasksByMarketId[marketId];
}
}
let result = {};
let keys = Object.keys (orderbooks);
for (let k = 0; k < keys.length; k++) {
let key = keys[k];
result[key] = this.parseOrderBook (orderbooks[key], undefined, 'buy', 'sell', 'Rate', 'Quantity');
}
return result;
}
parseTicker (ticker, market = undefined) {
let timestamp = ticker['updated'] * 1000;
let symbol = undefined;
if (typeof market !== 'undefined')
symbol = market['symbol'];
let last = this.safeFloat (ticker, 'lastprice');
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeFloat (ticker, 'high'),
'low': this.safeFloat (ticker, 'low'),
'bid': this.safeFloat (ticker, 'buy'),
'bidVolume': undefined,
'ask': this.safeFloat (ticker, 'sell'),
'askVolume': undefined,
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': this.safeFloat (ticker, 'avg'),
'baseVolume': undefined,
'quoteVolume': this.safeFloat (ticker, 'buysupport'),
'info': ticker,
};
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
let tickers = await this.webGetPrices (params);
let result = {};
let ids = Object.keys (tickers);
for (let i = 0; i < ids.length; i++) {
let id = ids[i];
let ticker = tickers[id];
let market = undefined;
let symbol = undefined;
if (id in this.markets_by_id) {
market = this.markets_by_id[id];
symbol = market['symbol'];
} else {
let uppercase = id.toUpperCase ();
let [ base, quote ] = uppercase.split ('-');
base = this.commonCurrencyCode (base);
quote = this.commonCurrencyCode (quote);
symbol = base + '/' + quote;
}
result[symbol] = this.parseTicker (ticker, market);
}
return result;
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let response = await this.webGetMarket (this.extend ({
'market': market['id'].toLowerCase (),
}, params));
let ticker = response['ticker'];
return this.parseTicker (ticker, market);
}
parseTrade (trade, market) {
let timestamp = this.parse8601 (trade['TimeStamp']);
return {
'id': trade['Id'].toString (),
'info': trade,
'order': undefined,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': market['symbol'],
'type': undefined,
'side': trade['OrderType'].toLowerCase (),
'price': trade['Price'],
'amount': trade['Quantity'],
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let response = await this.publicGetMarkethistory (this.extend ({
'market': market['id'],
'type': 'both',
'depth': 100,
}, params));
return this.parseTrades (response['result'], market, since, limit);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
let method = 'privateGet' + this.capitalize (side) + type;
let response = await this[method] (this.extend ({
'market': this.marketId (symbol),
'quantity': amount,
'rate': price,
}, params));
return {
'info': response,
'id': response['result']['uuid'],
};
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
return await this.privateGetCancel ({ 'uuid': id });
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let url = this.urls['api'][api];
if (api === 'private') {
this.checkRequiredCredentials ();
let nonce = this.nonce ().toString ();
let query = this.keysort (this.extend ({
'a': path,
'apikey': this.apiKey,
'nonce': nonce,
}, params));
url += '?' + this.urlencode (query);
headers = { 'apisign': this.hmac (this.encode (url), this.encode (this.secret), 'sha512') };
} else if (api === 'public') {
url += '?' + this.urlencode (this.extend ({
'a': 'get' + path,
}, params));
} else {
url += '/' + this.implodeParams (path, params) + '.json';
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
async request (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let response = await this.fetch2 (path, api, method, params, headers, body);
if (api === 'web')
return response;
if ('success' in response)
if (response['success'])
return response;
throw new ExchangeError (this.id + ' ' + this.json (response));
}
};