bot18
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A high-frequency cryptocurrency trading bot by Zenbot creator @carlos8f
524 lines (502 loc) • 20.2 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, ExchangeNotAvailable, AuthenticationError, InvalidNonce, InsufficientFunds, InvalidOrder, OrderNotFound, DDoSProtection } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class coinegg extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'coinegg',
'name': 'CoinEgg',
'countries': [ 'CN', 'UK' ],
'has': {
'fetchOrder': true,
'fetchOrders': true,
'fetchOpenOrders': 'emulated',
'fetchMyTrades': true,
'fetchTickers': true,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/36770310-adfa764e-1c5a-11e8-8e09-449daac3d2fb.jpg',
'api': {
'web': 'https://www.coinegg.com/coin',
'rest': 'https://api.coinegg.com/api/v1',
},
'www': 'https://www.coinegg.com',
'doc': 'https://www.coinegg.com/explain.api.html',
'fees': 'https://www.coinegg.com/fee.html',
},
'api': {
'web': {
'get': [
'{quote}/allcoin',
'{quote}/trends',
'{quote}/{base}/order',
'{quote}/{base}/trades',
'{quote}/{base}/depth.js',
],
},
'public': {
'get': [
'ticker/{quote}',
'depth/{quote}',
'orders/{quote}',
],
},
'private': {
'post': [
'balance',
'trade_add/{quote}',
'trade_cancel/{quote}',
'trade_view/{quote}',
'trade_list/{quote}',
],
},
},
'fees': {
'trading': {
'maker': 0.1 / 100,
'taker': 0.1 / 100,
},
'funding': {
'withdraw': {
'BTC': 0.008,
'BCH': 0.002,
'LTC': 0.001,
'ETH': 0.01,
'ETC': 0.01,
'NEO': 0,
'QTUM': '1%',
'XRP': '1%',
'DOGE': '1%',
'LSK': '1%',
'XAS': '1%',
'BTS': '1%',
'GAME': '1%',
'GOOC': '1%',
'NXT': '1%',
'IFC': '1%',
'DNC': '1%',
'BLK': '1%',
'VRC': '1%',
'XPM': '1%',
'VTC': '1%',
'TFC': '1%',
'PLC': '1%',
'EAC': '1%',
'PPC': '1%',
'FZ': '1%',
'ZET': '1%',
'RSS': '1%',
'PGC': '1%',
'SKT': '1%',
'JBC': '1%',
'RIO': '1%',
'LKC': '1%',
'ZCC': '1%',
'MCC': '1%',
'QEC': '1%',
'MET': '1%',
'YTC': '1%',
'HLB': '1%',
'MRYC': '1%',
'MTC': '1%',
'KTC': 0,
},
},
},
'exceptions': {
'103': AuthenticationError,
'104': AuthenticationError,
'105': AuthenticationError,
'106': InvalidNonce,
'200': InsufficientFunds,
'201': InvalidOrder,
'202': InvalidOrder,
'203': OrderNotFound,
'402': DDoSProtection,
},
'errorMessages': {
'100': 'Required parameters can not be empty',
'101': 'Illegal parameter',
'102': 'coin does not exist',
'103': 'Key does not exist',
'104': 'Signature does not match',
'105': 'Insufficient permissions',
'106': 'Request expired(nonce error)',
'200': 'Lack of balance',
'201': 'Too small for the number of trading',
'202': 'Price must be in 0 - 1000000',
'203': 'Order does not exist',
'204': 'Pending order amount must be above 0.001 BTC',
'205': 'Restrict pending order prices',
'206': 'Decimal place error',
'401': 'System error',
'402': 'Requests are too frequent',
'403': 'Non-open API',
'404': 'IP restriction does not request the resource',
'405': 'Currency transactions are temporarily closed',
},
'options': {
'quoteIds': [ 'btc', 'eth', 'usc' ],
},
});
}
async fetchMarkets () {
let quoteIds = this.options['quoteIds'];
let result = [];
for (let b = 0; b < quoteIds.length; b++) {
let quoteId = quoteIds[b];
let bases = await this.webGetQuoteAllcoin ({
'quote': quoteId,
});
if (typeof bases === 'undefined')
throw new ExchangeNotAvailable (this.id + ' fetchMarkets() for "' + quoteId + '" returned: "' + this.json (bases) + '"');
let baseIds = Object.keys (bases);
let numBaseIds = baseIds.length;
if (numBaseIds < 1)
throw new ExchangeNotAvailable (this.id + ' fetchMarkets() for "' + quoteId + '" returned: "' + this.json (bases) + '"');
for (let i = 0; i < baseIds.length; i++) {
let baseId = baseIds[i];
let market = bases[baseId];
let base = baseId.toUpperCase ();
let quote = quoteId.toUpperCase ();
base = this.commonCurrencyCode (base);
quote = this.commonCurrencyCode (quote);
let id = baseId + quoteId;
let symbol = base + '/' + quote;
let precision = {
'amount': 8,
'price': 8,
};
let lot = Math.pow (10, -precision['amount']);
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'active': true,
'lot': lot,
'precision': precision,
'limits': {
'amount': {
'min': lot,
'max': Math.pow (10, precision['amount']),
},
'price': {
'min': Math.pow (10, -precision['price']),
'max': Math.pow (10, precision['price']),
},
'cost': {
'min': undefined,
'max': undefined,
},
},
'info': market,
});
}
}
return result;
}
parseTicker (ticker, market = undefined) {
let symbol = market['symbol'];
let timestamp = this.milliseconds ();
let last = this.safeFloat (ticker, 'last');
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': this.safeFloat (ticker, 'change'),
'percentage': undefined,
'average': undefined,
'baseVolume': this.safeFloat (ticker, 'vol'),
'quoteVolume': this.safeFloat (ticker, 'quoteVol'),
'info': ticker,
};
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let ticker = await this.publicGetTickerQuote (this.extend ({
'coin': market['baseId'],
'quote': market['quoteId'],
}, params));
return this.parseTicker (ticker, market);
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
let quoteIds = this.options['quoteIds'];
let result = {};
for (let b = 0; b < quoteIds.length; b++) {
let quoteId = quoteIds[b];
let tickers = await this.webGetQuoteAllcoin ({
'quote': quoteId,
});
let baseIds = Object.keys (tickers);
if (!baseIds.length) {
throw new ExchangeError ('fetchTickers failed');
}
for (let i = 0; i < baseIds.length; i++) {
let baseId = baseIds[i];
let ticker = tickers[baseId];
let id = baseId + quoteId;
if (id in this.markets_by_id) {
let market = this.marketsById[id];
let symbol = market['symbol'];
result[symbol] = this.parseTicker ({
'high': ticker[4],
'low': ticker[5],
'buy': ticker[2],
'sell': ticker[3],
'last': ticker[1],
'change': ticker[8],
'vol': ticker[6],
'quoteVol': ticker[7],
}, market);
}
}
}
return result;
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let orderbook = await this.publicGetDepthQuote (this.extend ({
'coin': market['baseId'],
'quote': market['quoteId'],
}, params));
return this.parseOrderBook (orderbook);
}
parseTrade (trade, market = undefined) {
let timestamp = parseInt (trade['date']) * 1000;
let price = this.safeFloat (trade, 'price');
let amount = this.safeFloat (trade, 'amount');
let symbol = market['symbol'];
let cost = this.costToPrecision (symbol, price * amount);
return {
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'id': this.safeString (trade, 'tid'),
'order': undefined,
'type': 'limit',
'side': trade['type'],
'price': price,
'amount': amount,
'cost': cost,
'fee': undefined,
'info': trade,
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let trades = await this.publicGetOrdersQuote (this.extend ({
'coin': market['baseId'],
'quote': market['quoteId'],
}, params));
return this.parseTrades (trades, market, since, limit);
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
let response = await this.privatePostBalance (params);
let result = {};
let balances = this.omit (response['data'], 'uid');
let keys = Object.keys (balances);
for (let i = 0; i < keys.length; i++) {
let key = keys[i];
let [ currencyId, accountType ] = key.split ('_');
let code = currencyId;
if (currencyId in this.currencies_by_id) {
code = this.currencies_by_id[currencyId]['code'];
}
if (!(code in result)) {
result[code] = {
'free': undefined,
'used': undefined,
'total': undefined,
};
}
accountType = (accountType === 'lock') ? 'used' : 'free';
result[code][accountType] = parseFloat (balances[key]);
}
let currencies = Object.keys (result);
for (let i = 0; i < currencies.length; i++) {
let currency = currencies[i];
result[currency]['total'] = this.sum (result[currency]['free'], result[currency]['used']);
}
return this.parseBalance (this.extend ({ 'info': response }, result));
}
parseOrder (order, market = undefined) {
let symbol = market['symbol'];
let timestamp = this.parse8601 (order['datetime']);
let price = this.safeFloat (order, 'price');
let amount = this.safeFloat (order, 'amount_original');
let remaining = this.safeFloat (order, 'amount_outstanding');
let filled = amount - remaining;
let status = this.safeString (order, 'status');
if (status === 'cancelled') {
status = 'canceled';
} else {
status = remaining ? 'open' : 'closed';
}
let info = this.safeValue (order, 'info', order);
return {
'id': this.safeString (order, 'id'),
'datetime': this.iso8601 (timestamp),
'timestamp': timestamp,
'lastTradeTimestamp': undefined,
'status': status,
'symbol': symbol,
'type': 'limit',
'side': order['type'],
'price': price,
'cost': undefined,
'amount': amount,
'filled': filled,
'remaining': remaining,
'trades': undefined,
'fee': undefined,
'info': info,
};
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let response = await this.privatePostTradeAddQuote (this.extend ({
'coin': market['baseId'],
'quote': market['quoteId'],
'type': side,
'amount': amount,
'price': price,
}, params));
let id = response['id'].toString ();
let order = this.parseOrder ({
'id': id,
'datetime': this.ymdhms (this.milliseconds ()),
'amount_original': amount,
'amount_outstanding': amount,
'price': price,
'type': side,
'info': response,
}, market);
this.orders[id] = order;
return order;
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let response = await this.privatePostTradeCancelQuote (this.extend ({
'id': id,
'coin': market['baseId'],
'quote': market['quoteId'],
}, params));
return response;
}
async fetchOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let response = await this.privatePostTradeViewQuote (this.extend ({
'id': id,
'coin': market['baseId'],
'quote': market['quoteId'],
}, params));
return this.parseOrder (response['data'], market);
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let request = {
'coin': market['baseId'],
'quote': market['quoteId'],
};
if (typeof since !== 'undefined')
request['since'] = since / 1000;
let orders = await this.privatePostTradeListQuote (this.extend (request, params));
return this.parseOrders (orders['data'], market, since, limit);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
let result = await this.fetchOrders (symbol, since, limit, this.extend ({
'type': 'open',
}, params));
return result;
}
nonce () {
return this.milliseconds ();
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let apiType = 'rest';
if (api === 'web') {
apiType = api;
}
let url = this.urls['api'][apiType] + '/' + this.implodeParams (path, params);
let query = this.omit (params, this.extractParams (path));
if (api === 'public' || api === 'web') {
if (api === 'web')
query['t'] = this.nonce ();
if (Object.keys (query).length)
url += '?' + this.urlencode (query);
} else {
this.checkRequiredCredentials ();
query = this.urlencode (this.extend ({
'key': this.apiKey,
'nonce': this.nonce (),
}, query));
let secret = this.hash (this.encode (this.secret));
let signature = this.hmac (this.encode (query), this.encode (secret));
query += '&' + 'signature=' + signature;
if (method === 'GET') {
url += '?' + query;
} else {
headers = {
'Content-type': 'application/x-www-form-urlencoded',
};
body = query;
}
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors (code, reason, url, method, headers, body) {
// checks against error codes
if (typeof body !== 'string')
return;
if (body.length === 0)
return;
if (body[0] !== '{')
return;
let response = JSON.parse (body);
// private endpoints return the following structure:
// {"result":true,"data":{...}} - success
// {"result":false,"code":"103"} - failure
// {"code":0,"msg":"Suceess","data":{"uid":"2716039","btc_balance":"0.00000000","btc_lock":"0.00000000","xrp_balance":"0.00000000","xrp_lock":"0.00000000"}}
let result = this.safeValue (response, 'result');
if (typeof result === 'undefined')
// public endpoint ← this comment left here by the contributor, in fact a missing result does not necessarily mean a public endpoint...
// we should just check the code and don't rely on the result at all here...
return;
if (result === true)
// success
return;
const errorCode = this.safeString (response, 'code');
const errorMessages = this.errorMessages;
const message = this.safeString (errorMessages, errorCode, 'Unknown Error');
if (errorCode in this.exceptions) {
throw new this.exceptions[errorCode] (this.id + ' ' + message);
} else {
throw new ExchangeError (this.id + ' ' + message);
}
}
};