bot18
Version:
A high-frequency cryptocurrency trading bot by Zenbot creator @carlos8f
529 lines (501 loc) • 20.1 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, InvalidAddress, OrderNotFound, NotSupported, DDoSProtection, InsufficientFunds } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class gateio extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'gateio',
'name': 'Gate.io',
'countries': 'CN',
'version': '2',
'rateLimit': 1000,
'has': {
'CORS': false,
'createMarketOrder': false,
'fetchTickers': true,
'withdraw': true,
'createDepositAddress': true,
'fetchDepositAddress': true,
'fetchClosedOrders': true,
'fetchOpenOrders': true,
'fetchOrders': true,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/31784029-0313c702-b509-11e7-9ccc-bc0da6a0e435.jpg',
'api': {
'public': 'https://data.gate.io/api',
'private': 'https://data.gate.io/api',
},
'www': 'https://gate.io/',
'doc': 'https://gate.io/api2',
'fees': [
'https://gate.io/fee',
'https://support.gate.io/hc/en-us/articles/115003577673',
],
},
'api': {
'public': {
'get': [
'pairs',
'marketinfo',
'marketlist',
'tickers',
'ticker/{id}',
'orderBook/{id}',
'trade/{id}',
'tradeHistory/{id}',
'tradeHistory/{id}/{tid}',
],
},
'private': {
'post': [
'balances',
'depositAddress',
'newAddress',
'depositsWithdrawals',
'buy',
'sell',
'cancelOrder',
'cancelAllOrders',
'getOrder',
'openOrders',
'tradeHistory',
'withdraw',
],
},
},
'fees': {
'trading': {
'tierBased': true,
'percentage': true,
'maker': 0.002,
'taker': 0.002,
},
},
'exceptions': {
'4': DDoSProtection,
'7': NotSupported,
'8': NotSupported,
'9': NotSupported,
'15': DDoSProtection,
'16': OrderNotFound,
'17': OrderNotFound,
'21': InsufficientFunds,
},
// https://gate.io/api2#errCode
'errorCodeNames': {
'1': 'Invalid request',
'2': 'Invalid version',
'3': 'Invalid request',
'4': 'Too many attempts',
'5': 'Invalid sign',
'6': 'Invalid sign',
'7': 'Currency is not supported',
'8': 'Currency is not supported',
'9': 'Currency is not supported',
'10': 'Verified failed',
'11': 'Obtaining address failed',
'12': 'Empty params',
'13': 'Internal error, please report to administrator',
'14': 'Invalid user',
'15': 'Cancel order too fast, please wait 1 min and try again',
'16': 'Invalid order id or order is already closed',
'17': 'Invalid orderid',
'18': 'Invalid amount',
'19': 'Not permitted or trade is disabled',
'20': 'Your order size is too small',
'21': 'You don\'t have enough fund',
},
});
}
async fetchMarkets () {
let response = await this.publicGetMarketinfo ();
let markets = this.safeValue (response, 'pairs');
if (!markets)
throw new ExchangeError (this.id + ' fetchMarkets got an unrecognized response');
let result = [];
for (let i = 0; i < markets.length; i++) {
let market = markets[i];
let keys = Object.keys (market);
let id = keys[0];
let details = market[id];
let [ base, quote ] = id.split ('_');
base = base.toUpperCase ();
quote = quote.toUpperCase ();
base = this.commonCurrencyCode (base);
quote = this.commonCurrencyCode (quote);
let symbol = base + '/' + quote;
let precision = {
'amount': 8,
'price': details['decimal_places'],
};
let amountLimits = {
'min': details['min_amount'],
'max': undefined,
};
let priceLimits = {
'min': Math.pow (10, -details['decimal_places']),
'max': undefined,
};
let costLimits = {
'min': amountLimits['min'] * priceLimits['min'],
'max': undefined,
};
let limits = {
'amount': amountLimits,
'price': priceLimits,
'cost': costLimits,
};
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'info': market,
'maker': details['fee'] / 100,
'taker': details['fee'] / 100,
'precision': precision,
'limits': limits,
});
}
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
let balance = await this.privatePostBalances ();
let result = { 'info': balance };
let currencies = Object.keys (this.currencies);
for (let i = 0; i < currencies.length; i++) {
let currency = currencies[i];
let code = this.commonCurrencyCode (currency);
let account = this.account ();
if ('available' in balance) {
if (currency in balance['available']) {
account['free'] = parseFloat (balance['available'][currency]);
}
}
if ('locked' in balance) {
if (currency in balance['locked']) {
account['used'] = parseFloat (balance['locked'][currency]);
}
}
account['total'] = this.sum (account['free'], account['used']);
result[code] = account;
}
return this.parseBalance (result);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
let orderbook = await this.publicGetOrderBookId (this.extend ({
'id': this.marketId (symbol),
}, params));
return this.parseOrderBook (orderbook);
}
parseTicker (ticker, market = undefined) {
let timestamp = this.milliseconds ();
let symbol = undefined;
if (market)
symbol = market['symbol'];
let last = this.safeFloat (ticker, 'last');
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeFloat (ticker, 'high24hr'),
'low': this.safeFloat (ticker, 'low24hr'),
'bid': this.safeFloat (ticker, 'highestBid'),
'bidVolume': undefined,
'ask': this.safeFloat (ticker, 'lowestAsk'),
'askVolume': undefined,
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': this.safeFloat (ticker, 'percentChange'),
'percentage': undefined,
'average': undefined,
'baseVolume': this.safeFloat (ticker, 'quoteVolume'),
'quoteVolume': this.safeFloat (ticker, 'baseVolume'),
'info': ticker,
};
}
handleErrors (code, reason, url, method, headers, body) {
if (body.length <= 0) {
return;
}
if (body[0] !== '{') {
return;
}
let jsonbodyParsed = JSON.parse (body);
let resultString = this.safeString (jsonbodyParsed, 'result', '');
if (resultString !== 'false') {
return;
}
let errorCode = this.safeString (jsonbodyParsed, 'code');
if (typeof errorCode !== 'undefined') {
const exceptions = this.exceptions;
const errorCodeNames = this.errorCodeNames;
if (errorCode in exceptions) {
let message = '';
if (errorCode in errorCodeNames) {
message = errorCodeNames[errorCode];
} else {
message = this.safeString (jsonbodyParsed, 'message', '(unknown)');
}
throw new exceptions[errorCode] (message);
}
}
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
let tickers = await this.publicGetTickers (params);
let result = {};
let ids = Object.keys (tickers);
for (let i = 0; i < ids.length; i++) {
let id = ids[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;
let ticker = tickers[id];
let market = undefined;
if (symbol in this.markets)
market = this.markets[symbol];
if (id in this.markets_by_id)
market = this.markets_by_id[id];
result[symbol] = this.parseTicker (ticker, market);
}
return result;
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let ticker = await this.publicGetTickerId (this.extend ({
'id': market['id'],
}, params));
return this.parseTicker (ticker, market);
}
parseTrade (trade, market) {
// exchange reports local time (UTC+8)
let timestamp = this.parse8601 (trade['date']) - 8 * 60 * 60 * 1000;
return {
'id': trade['tradeID'],
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': market['symbol'],
'type': undefined,
'side': trade['type'],
'price': this.safeFloat (trade, 'rate'),
'amount': this.safeFloat (trade, 'amount'),
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let response = await this.publicGetTradeHistoryId (this.extend ({
'id': market['id'],
}, params));
return this.parseTrades (response['data'], market, since, limit);
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
let response = await this.privatePostOpenOrders (params);
return this.parseOrders (response['result']['orders'], undefined, since, limit);
}
async fetchOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
let response = await this.privatePostGetOrder (this.extend ({
'orderNumber': id,
'currencyPair': this.marketId (symbol),
}, params));
return this.parseOrder (response['order']);
}
parseOrderStatus (status) {
let statuses = {
'cancelled': 'canceled',
// 'closed': 'closed', // these two statuses aren't actually needed
// 'open': 'open', // as they are mapped one-to-one
};
if (status in statuses)
return statuses[status];
return status;
}
parseOrder (order, market = undefined) {
let id = this.safeString (order, 'orderNumber');
let symbol = undefined;
if (typeof market === 'undefined') {
let marketId = this.safeString (order, 'currencyPair');
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
}
}
if (typeof market !== 'undefined')
symbol = market['symbol'];
let timestamp = this.safeInteger (order, 'timestamp');
if (typeof timestamp !== 'undefined')
timestamp *= 1000;
let status = this.safeString (order, 'status');
if (typeof status !== 'undefined')
status = this.parseOrderStatus (status);
let side = this.safeString (order, 'type');
let price = this.safeFloat (order, 'filledRate');
let amount = this.safeFloat (order, 'initialAmount');
let filled = this.safeFloat (order, 'filledAmount');
let remaining = this.safeFloat (order, 'leftAmount');
let feeCost = this.safeFloat (order, 'feeValue');
let feeCurrency = this.safeString (order, 'feeCurrency');
if (typeof feeCurrency !== 'undefined') {
if (feeCurrency in this.currencies_by_id) {
feeCurrency = this.currencies_by_id[feeCurrency]['code'];
}
}
return {
'id': id,
'datetime': this.iso8601 (timestamp),
'timestamp': timestamp,
'status': status,
'symbol': symbol,
'type': 'limit',
'side': side,
'price': price,
'cost': undefined,
'amount': amount,
'filled': filled,
'remaining': remaining,
'trades': undefined,
'fee': {
'cost': feeCost,
'currency': feeCurrency,
},
'info': order,
};
}
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 method = 'privatePost' + this.capitalize (side);
let market = this.market (symbol);
let order = {
'currencyPair': market['id'],
'rate': price,
'amount': amount,
};
let response = await this[method] (this.extend (order, params));
return this.parseOrder (this.extend ({
'status': 'open',
'type': side,
'initialAmount': amount,
}), response, market);
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
return await this.privatePostCancelOrder ({
'orderNumber': id,
'currencyPair': this.marketId (symbol),
});
}
async queryDepositAddress (method, code, params = {}) {
await this.loadMarkets ();
let currency = this.currency (code);
method = 'privatePost' + method + 'Address';
let response = await this[method] (this.extend ({
'currency': currency['id'],
}, params));
let address = this.safeString (response, 'addr');
let tag = undefined;
if ((typeof address !== 'undefined') && (address.indexOf ('address') >= 0))
throw new InvalidAddress (this.id + ' queryDepositAddress ' + address);
if (code === 'XRP') {
let parts = address.split ('/', 2);
address = parts[0];
tag = parts[1];
}
return {
'currency': currency,
'address': address,
'tag': tag,
'status': (typeof address !== 'undefined') ? 'ok' : 'none',
'info': response,
};
}
async createDepositAddress (code, params = {}) {
return await this.queryDepositAddress ('New', code, params);
}
async fetchDepositAddress (code, params = {}) {
return await this.queryDepositAddress ('Deposit', code, params);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = undefined;
if (typeof symbol !== 'undefined') {
market = this.market (symbol);
}
let response = this.privatePostOpenOrders ();
return this.parseOrders (response['orders'], market, since, limit);
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (typeof symbol === 'undefined')
throw new ExchangeError (this.id + ' fetchMyTrades requires symbol param');
await this.loadMarkets ();
let market = this.market (symbol);
let id = market['id'];
let response = this.privatePostTradeHistory (this.extend ({ 'currencyPair': id }, params));
return this.parseTrades (response['trades'], market, since, limit);
}
async withdraw (currency, amount, address, tag = undefined, params = {}) {
this.checkAddress (address);
await this.loadMarkets ();
let response = await this.privatePostWithdraw (this.extend ({
'currency': currency.toLowerCase (),
'amount': amount,
'address': address, // Address must exist in you AddressBook in security settings
}, params));
return {
'info': response,
'id': undefined,
};
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let prefix = (api === 'private') ? (api + '/') : '';
let url = this.urls['api'][api] + this.version + '/1/' + prefix + this.implodeParams (path, params);
let query = this.omit (params, this.extractParams (path));
if (api === 'public') {
if (Object.keys (query).length)
url += '?' + this.urlencode (query);
} else {
this.checkRequiredCredentials ();
let nonce = this.nonce ();
let request = { 'nonce': nonce };
body = this.urlencode (this.extend (request, query));
let signature = this.hmac (this.encode (body), this.encode (this.secret), 'sha512');
headers = {
'Key': this.apiKey,
'Sign': signature,
'Content-Type': 'application/x-www-form-urlencoded',
};
}
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 ('result' in response) {
let result = response['result'];
let message = this.id + ' ' + this.json (response);
if (typeof result === 'undefined')
throw new ExchangeError (message);
if (typeof result === 'string') {
if (result !== 'true')
throw new ExchangeError (message);
} else if (!result) {
throw new ExchangeError (message);
}
}
return response;
}
};