bot18
Version:
A high-frequency cryptocurrency trading bot by Zenbot creator @carlos8f
750 lines (721 loc) • 29.1 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, InsufficientFunds, OrderNotFound, OrderNotCached } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class cryptopia extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'cryptopia',
'name': 'Cryptopia',
'rateLimit': 1500,
'countries': 'NZ', // New Zealand
'has': {
'CORS': false,
'createMarketOrder': false,
'fetchClosedOrders': 'emulated',
'fetchCurrencies': true,
'fetchDepositAddress': true,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOrder': 'emulated',
'fetchOrderBooks': true,
'fetchOrders': 'emulated',
'fetchOpenOrders': true,
'fetchTickers': true,
'deposit': true,
'withdraw': true,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/29484394-7b4ea6e2-84c6-11e7-83e5-1fccf4b2dc81.jpg',
'api': {
'public': 'https://www.cryptopia.co.nz/api',
'private': 'https://www.cryptopia.co.nz/api',
'web': 'https://www.cryptopia.co.nz',
},
'www': 'https://www.cryptopia.co.nz',
'referral': 'https://www.cryptopia.co.nz/Register?referrer=kroitor',
'doc': [
'https://www.cryptopia.co.nz/Forum/Category/45',
'https://www.cryptopia.co.nz/Forum/Thread/255',
'https://www.cryptopia.co.nz/Forum/Thread/256',
],
},
'timeframes': {
'15m': 15,
'30m': 30,
'1h': 60,
'2h': 120,
'4h': 240,
'12h': 720,
'1d': 1440,
'1w': 10080,
},
'api': {
'web': {
'get': [
'Exchange/GetTradePairChart',
],
},
'public': {
'get': [
'GetCurrencies',
'GetTradePairs',
'GetMarkets',
'GetMarkets/{id}',
'GetMarkets/{hours}',
'GetMarkets/{id}/{hours}',
'GetMarket/{id}',
'GetMarket/{id}/{hours}',
'GetMarketHistory/{id}',
'GetMarketHistory/{id}/{hours}',
'GetMarketOrders/{id}',
'GetMarketOrders/{id}/{count}',
'GetMarketOrderGroups/{ids}',
'GetMarketOrderGroups/{ids}/{count}',
],
},
'private': {
'post': [
'CancelTrade',
'GetBalance',
'GetDepositAddress',
'GetOpenOrders',
'GetTradeHistory',
'GetTransactions',
'SubmitTip',
'SubmitTrade',
'SubmitTransfer',
'SubmitWithdraw',
],
},
},
'commonCurrencies': {
'ACC': 'AdCoin',
'BAT': 'BatCoin',
'BLZ': 'BlazeCoin',
'BTG': 'Bitgem',
'CC': 'CCX',
'CMT': 'Comet',
'EPC': 'ExperienceCoin',
'FCN': 'Facilecoin',
'FUEL': 'FC2', // FuelCoin != FUEL
'HAV': 'Havecoin',
'LBTC': 'LiteBitcoin',
'LDC': 'LADACoin',
'MARKS': 'Bitmark',
'NET': 'NetCoin',
'QBT': 'Cubits',
'WRC': 'WarCoin',
},
'options': {
'fetchTickersErrors': true,
},
});
}
async fetchMarkets () {
let response = await this.publicGetGetTradePairs ();
let result = [];
let markets = response['Data'];
for (let i = 0; i < markets.length; i++) {
let market = markets[i];
let id = market['Id'];
let symbol = market['Label'];
let baseId = market['Symbol'];
let quoteId = market['BaseSymbol'];
let base = this.commonCurrencyCode (baseId);
let quote = this.commonCurrencyCode (quoteId);
symbol = base + '/' + quote;
let precision = {
'amount': 8,
'price': 8,
};
let lot = market['MinimumTrade'];
let priceLimits = {
'min': market['MinimumPrice'],
'max': market['MaximumPrice'],
};
let amountLimits = {
'min': lot,
'max': market['MaximumTrade'],
};
let limits = {
'amount': amountLimits,
'price': priceLimits,
'cost': {
'min': market['MinimumBaseTrade'],
'max': undefined,
},
};
let active = market['Status'] === 'OK';
result.push ({
'id': id,
'symbol': symbol,
'label': market['Label'],
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'info': market,
'maker': market['TradeFee'] / 100,
'taker': market['TradeFee'] / 100,
'lot': limits['amount']['min'],
'active': active,
'precision': precision,
'limits': limits,
});
}
this.options['marketsByLabel'] = this.indexBy (result, 'label');
return result;
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
let response = await this.publicGetGetMarketOrdersId (this.extend ({
'id': this.marketId (symbol),
}, params));
let orderbook = response['Data'];
return this.parseOrderBook (orderbook, undefined, 'Buy', 'Sell', 'Price', 'Volume');
}
async fetchOHLCV (symbol, timeframe = '15m', since = undefined, limit = undefined, params = {}) {
let dataRange = 0;
if (typeof since !== 'undefined') {
const dataRanges = [
86400,
172800,
604800,
1209600,
2592000,
7776000,
15552000,
];
const numDataRanges = dataRanges.length;
let now = this.seconds ();
let sinceSeconds = parseInt (since / 1000);
for (let i = 1; i < numDataRanges; i++) {
if ((now - sinceSeconds) > dataRanges[i]) {
dataRange = i;
}
}
}
await this.loadMarkets ();
let market = this.market (symbol);
let request = {
'tradePairId': market['id'],
'dataRange': dataRange,
'dataGroup': this.timeframes[timeframe],
};
let response = await this.webGetExchangeGetTradePairChart (this.extend (request, params));
let candles = response['Candle'];
let volumes = response['Volume'];
for (let i = 0; i < candles.length; i++) {
candles[i].push (volumes[i]['basev']);
}
return this.parseOHLCVs (candles, market, timeframe, since, limit);
}
joinMarketIds (ids, glue = '-') {
let result = ids[0].toString ();
for (let i = 1; i < ids.length; i++) {
result += glue + ids[i].toString ();
}
return result;
}
async fetchOrderBooks (symbols = undefined, params = {}) {
await this.loadMarkets ();
if (typeof symbols === 'undefined') {
throw new ExchangeError (this.id + ' fetchOrderBooks requires the symbols argument as of May 2018 (up to 5 symbols at max)');
}
let numSymbols = symbols.length;
if (numSymbols > 5) {
throw new ExchangeError (this.id + ' fetchOrderBooks accepts 5 symbols at max');
}
let ids = this.joinMarketIds (this.marketIds (symbols));
let response = await this.publicGetGetMarketOrderGroupsIds (this.extend ({
'ids': ids,
}, params));
let orderbooks = response['Data'];
let result = {};
for (let i = 0; i < orderbooks.length; i++) {
let orderbook = orderbooks[i];
let id = this.safeInteger (orderbook, 'TradePairId');
let symbol = id;
if (id in this.markets_by_id) {
let market = this.markets_by_id[id];
symbol = market['symbol'];
}
result[symbol] = this.parseOrderBook (orderbook, undefined, 'Buy', 'Sell', 'Price', 'Volume');
}
return result;
}
parseTicker (ticker, market = undefined) {
let timestamp = this.milliseconds ();
let symbol = undefined;
if (market)
symbol = market['symbol'];
let open = this.safeFloat (ticker, 'Open');
let last = this.safeFloat (ticker, 'LastPrice');
let change = last - open;
let baseVolume = this.safeFloat (ticker, 'Volume');
let quoteVolume = this.safeFloat (ticker, 'BaseVolume');
let vwap = undefined;
if (typeof quoteVolume !== 'undefined')
if (typeof baseVolume !== 'undefined')
if (baseVolume > 0)
vwap = quoteVolume / baseVolume;
return {
'symbol': symbol,
'info': ticker,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeFloat (ticker, 'High'),
'low': this.safeFloat (ticker, 'Low'),
'bid': this.safeFloat (ticker, 'BidPrice'),
'bidVolume': undefined,
'ask': this.safeFloat (ticker, 'AskPrice'),
'askVolume': undefined,
'vwap': vwap,
'open': open,
'close': last,
'last': last,
'previousClose': undefined,
'change': change,
'percentage': this.safeFloat (ticker, 'Change'),
'average': this.sum (last, open) / 2,
'baseVolume': baseVolume,
'quoteVolume': quoteVolume,
};
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let response = await this.publicGetGetMarketId (this.extend ({
'id': market['id'],
}, params));
let ticker = response['Data'];
return this.parseTicker (ticker, market);
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
let response = await this.publicGetGetMarkets (params);
let result = {};
let tickers = response['Data'];
for (let i = 0; i < tickers.length; i++) {
let ticker = tickers[i];
let id = ticker['TradePairId'];
let recognized = (id in this.markets_by_id);
if (!recognized) {
if (this.options['fetchTickersErrors'])
throw new ExchangeError (this.id + ' fetchTickers() returned unrecognized pair id ' + id.toString ());
} else {
let market = this.markets_by_id[id];
let symbol = market['symbol'];
result[symbol] = this.parseTicker (ticker, market);
}
}
return this.filterByArray (result, 'symbol', symbols);
}
parseTrade (trade, market = undefined) {
let timestamp = undefined;
if ('Timestamp' in trade) {
timestamp = trade['Timestamp'] * 1000;
} else if ('TimeStamp' in trade) {
timestamp = this.parse8601 (trade['TimeStamp']);
}
let price = this.safeFloat (trade, 'Price');
if (!price)
price = this.safeFloat (trade, 'Rate');
let cost = this.safeFloat (trade, 'Total');
let id = this.safeString (trade, 'TradeId');
if (!market) {
if ('TradePairId' in trade)
if (trade['TradePairId'] in this.markets_by_id)
market = this.markets_by_id[trade['TradePairId']];
}
let symbol = undefined;
let fee = undefined;
if (market) {
symbol = market['symbol'];
if ('Fee' in trade) {
fee = {
'currency': market['quote'],
'cost': trade['Fee'],
};
}
}
return {
'id': id,
'info': trade,
'order': undefined,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'type': 'limit',
'side': trade['Type'].toLowerCase (),
'price': price,
'cost': cost,
'amount': trade['Amount'],
'fee': fee,
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let hours = 24; // the default
if (typeof since !== 'undefined') {
let elapsed = this.milliseconds () - since;
let hour = 1000 * 60 * 60;
hours = parseInt (Math.ceil (elapsed / hour));
}
let request = {
'id': market['id'],
'hours': hours,
};
let response = await this.publicGetGetMarketHistoryIdHours (this.extend (request, params));
let trades = response['Data'];
return this.parseTrades (trades, market, since, limit);
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let request = {};
let market = undefined;
if (symbol) {
market = this.market (symbol);
request['TradePairId'] = market['id'];
}
if (typeof limit !== 'undefined') {
request['Count'] = limit; // default 100
}
let response = await this.privatePostGetTradeHistory (this.extend (request, params));
return this.parseTrades (response['Data'], market, since, limit);
}
async fetchCurrencies (params = {}) {
let response = await this.publicGetGetCurrencies (params);
let currencies = response['Data'];
let result = {};
for (let i = 0; i < currencies.length; i++) {
let currency = currencies[i];
let id = currency['Symbol'];
// todo: will need to rethink the fees
// to add support for multiple withdrawal/deposit methods and
// differentiated fees for each particular method
let precision = 8; // default precision, todo: fix "magic constants"
let code = this.commonCurrencyCode (id);
let active = (currency['ListingStatus'] === 'Active');
let status = currency['Status'].toLowerCase ();
if (status !== 'ok')
active = false;
result[code] = {
'id': id,
'code': code,
'info': currency,
'name': currency['Name'],
'active': active,
'status': status,
'fee': currency['WithdrawFee'],
'precision': precision,
'limits': {
'amount': {
'min': Math.pow (10, -precision),
'max': Math.pow (10, precision),
},
'price': {
'min': Math.pow (10, -precision),
'max': Math.pow (10, precision),
},
'cost': {
'min': currency['MinBaseTrade'],
'max': undefined,
},
'withdraw': {
'min': currency['MinWithdraw'],
'max': currency['MaxWithdraw'],
},
},
};
}
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
let response = await this.privatePostGetBalance (params);
let balances = response['Data'];
let result = { 'info': response };
for (let i = 0; i < balances.length; i++) {
let balance = balances[i];
let code = balance['Symbol'];
let currency = this.commonCurrencyCode (code);
let account = {
'free': balance['Available'],
'used': 0.0,
'total': balance['Total'],
};
account['used'] = account['total'] - account['free'];
result[currency] = account;
}
return this.parseBalance (result);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
if (type === 'market')
throw new ExchangeError (this.id + ' allows limit orders only');
await this.loadMarkets ();
let market = this.market (symbol);
// price = parseFloat (price);
// amount = parseFloat (amount);
let request = {
'TradePairId': market['id'],
'Type': this.capitalize (side),
// 'Rate': this.priceToPrecision (symbol, price),
// 'Amount': this.amountToPrecision (symbol, amount),
'Rate': price,
'Amount': amount,
};
let response = await this.privatePostSubmitTrade (this.extend (request, params));
if (!response)
throw new ExchangeError (this.id + ' createOrder returned unknown error: ' + this.json (response));
let id = undefined;
let filled = 0.0;
let status = 'open';
if ('Data' in response) {
if ('OrderId' in response['Data']) {
if (response['Data']['OrderId']) {
id = response['Data']['OrderId'].toString ();
} else {
filled = amount;
status = 'closed';
}
}
}
let timestamp = this.milliseconds ();
let order = {
'id': id,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'status': status,
'symbol': symbol,
'type': type,
'side': side,
'price': price,
'cost': price * amount,
'amount': amount,
'remaining': amount - filled,
'filled': filled,
'fee': undefined,
// 'trades': this.parseTrades (order['trades'], market),
};
if (id)
this.orders[id] = order;
return this.extend ({ 'info': response }, order);
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
let response = undefined;
try {
response = await this.privatePostCancelTrade (this.extend ({
'Type': 'Trade',
'OrderId': id,
}, params));
if (id in this.orders)
this.orders[id]['status'] = 'canceled';
} catch (e) {
if (this.last_json_response) {
let message = this.safeString (this.last_json_response, 'Error');
if (message) {
if (message.indexOf ('does not exist') >= 0)
throw new OrderNotFound (this.id + ' cancelOrder() error: ' + this.last_http_response);
}
}
throw e;
}
return response;
}
parseOrder (order, market = undefined) {
let symbol = undefined;
if (market) {
symbol = market['symbol'];
} else if ('Market' in order) {
let id = order['Market'];
if (id in this.markets_by_id) {
market = this.markets_by_id[id];
symbol = market['symbol'];
} else {
if (id in this.options['marketsByLabel']) {
market = this.options['marketsByLabel'][id];
symbol = market['symbol'];
}
}
}
let timestamp = this.parse8601 (order['TimeStamp']);
let amount = this.safeFloat (order, 'Amount');
let remaining = this.safeFloat (order, 'Remaining');
let filled = amount - remaining;
return {
'id': order['OrderId'].toString (),
'info': this.omit (order, 'status'),
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'status': order['status'],
'symbol': symbol,
'type': 'limit',
'side': order['Type'].toLowerCase (),
'price': this.safeFloat (order, 'Rate'),
'cost': this.safeFloat (order, 'Total'),
'amount': amount,
'filled': filled,
'remaining': remaining,
'fee': undefined,
// 'trades': this.parseTrades (order['trades'], market),
};
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = undefined;
let request = {
// 'Market': market['id'],
// 'TradePairId': market['id'], // Cryptopia identifier (not required if 'Market' supplied)
// 'Count': 100, // default = 100
};
if (typeof symbol !== 'undefined') {
market = this.market (symbol);
request['TradePairId'] = market['id'];
}
let response = await this.privatePostGetOpenOrders (this.extend (request, params));
let orders = [];
for (let i = 0; i < response['Data'].length; i++) {
orders.push (this.extend (response['Data'][i], { 'status': 'open' }));
}
let openOrders = this.parseOrders (orders, market);
for (let j = 0; j < openOrders.length; j++) {
this.orders[openOrders[j]['id']] = openOrders[j];
}
let openOrdersIndexedById = this.indexBy (openOrders, 'id');
let cachedOrderIds = Object.keys (this.orders);
let result = [];
for (let k = 0; k < cachedOrderIds.length; k++) {
let id = cachedOrderIds[k];
if (id in openOrdersIndexedById) {
this.orders[id] = this.extend (this.orders[id], openOrdersIndexedById[id]);
} else {
let order = this.orders[id];
if (order['status'] === 'open') {
if ((typeof symbol === 'undefined') || (order['symbol'] === symbol)) {
this.orders[id] = this.extend (order, {
'status': 'closed',
'cost': order['amount'] * order['price'],
'filled': order['amount'],
'remaining': 0.0,
});
}
}
}
let order = this.orders[id];
if ((typeof symbol === 'undefined') || (order['symbol'] === symbol))
result.push (order);
}
return this.filterBySinceLimit (result, since, limit);
}
async fetchOrder (id, symbol = undefined, params = {}) {
id = id.toString ();
let orders = await this.fetchOrders (symbol, undefined, undefined, params);
for (let i = 0; i < orders.length; i++) {
if (orders[i]['id'] === id)
return orders[i];
}
throw new OrderNotCached (this.id + ' order ' + id + ' not found in cached .orders, fetchOrder requires .orders (de)serialization implemented for this method to work properly');
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
let orders = await this.fetchOrders (symbol, since, limit, params);
let result = [];
for (let i = 0; i < orders.length; i++) {
if (orders[i]['status'] === 'open')
result.push (orders[i]);
}
return result;
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
let orders = await this.fetchOrders (symbol, since, limit, params);
let result = [];
for (let i = 0; i < orders.length; i++) {
if (orders[i]['status'] === 'closed')
result.push (orders[i]);
}
return result;
}
async fetchDepositAddress (code, params = {}) {
await this.loadMarkets ();
let currency = this.currency (code);
let response = await this.privatePostGetDepositAddress (this.extend ({
'Currency': currency['id'],
}, params));
let address = this.safeString (response['Data'], 'BaseAddress');
if (!address)
address = this.safeString (response['Data'], 'Address');
this.checkAddress (address);
return {
'currency': code,
'address': address,
'status': 'ok',
'info': response,
};
}
async withdraw (code, amount, address, tag = undefined, params = {}) {
await this.loadMarkets ();
let currency = this.currency (code);
this.checkAddress (address);
let request = {
'Currency': currency['id'],
'Amount': amount,
'Address': address, // Address must exist in you AddressBook in security settings
};
if (tag)
request['PaymentId'] = tag;
let response = await this.privatePostSubmitWithdraw (this.extend (request, params));
return {
'info': response,
'id': response['Data'],
};
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let url = this.urls['api'][api] + '/' + this.implodeParams (path, params);
let query = this.omit (params, this.extractParams (path));
if (api === 'private') {
this.checkRequiredCredentials ();
let nonce = this.nonce ().toString ();
body = this.json (query, { 'convertArraysToObjects': true });
let hash = this.hash (this.encode (body), 'md5', 'base64');
let secret = this.base64ToBinary (this.secret);
let uri = this.encodeURIComponent (url);
let lowercase = uri.toLowerCase ();
hash = this.binaryToString (hash);
let payload = this.apiKey + method + lowercase + nonce + hash;
let signature = this.hmac (this.encode (payload), secret, 'sha256', 'base64');
let auth = 'amx ' + this.apiKey + ':' + this.binaryToString (signature) + ':' + nonce;
headers = {
'Content-Type': 'application/json',
'Authorization': auth,
};
} else {
if (Object.keys (query).length)
url += '?' + this.urlencode (query);
}
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 (response) {
if ('Success' in response)
if (response['Success']) {
return response;
} else if ('Error' in response) {
let error = this.safeString (response, 'error');
if (typeof error !== 'undefined') {
if (error.indexOf ('Insufficient Funds') >= 0)
throw new InsufficientFunds (this.id + ' ' + this.json (response));
}
}
}
throw new ExchangeError (this.id + ' ' + this.json (response));
}
};