bot18
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A high-frequency cryptocurrency trading bot by Zenbot creator @carlos8f
757 lines (729 loc) • 29.9 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, InsufficientFunds, InvalidOrder, OrderNotFound, AuthenticationError } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class okcoinusd extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'okcoinusd',
'name': 'OKCoin USD',
'countries': [ 'CN', 'US' ],
'version': 'v1',
'rateLimit': 1000, // up to 3000 requests per 5 minutes ≈ 600 requests per minute ≈ 10 requests per second ≈ 100 ms
'has': {
'CORS': false,
'fetchOHLCV': true,
'fetchOrder': true,
'fetchOrders': false,
'fetchOpenOrders': true,
'fetchClosedOrders': true,
'withdraw': true,
'futures': false,
},
'extension': '.do', // appended to endpoint URL
'timeframes': {
'1m': '1min',
'3m': '3min',
'5m': '5min',
'15m': '15min',
'30m': '30min',
'1h': '1hour',
'2h': '2hour',
'4h': '4hour',
'6h': '6hour',
'12h': '12hour',
'1d': '1day',
'3d': '3day',
'1w': '1week',
},
'api': {
'web': {
'get': [
'spot/markets/currencies',
'spot/markets/products',
],
},
'public': {
'get': [
'depth',
'exchange_rate',
'future_depth',
'future_estimated_price',
'future_hold_amount',
'future_index',
'future_kline',
'future_price_limit',
'future_ticker',
'future_trades',
'kline',
'otcs',
'ticker',
'tickers',
'trades',
],
},
'private': {
'post': [
'account_records',
'batch_trade',
'borrow_money',
'borrow_order_info',
'borrows_info',
'cancel_borrow',
'cancel_order',
'cancel_otc_order',
'cancel_withdraw',
'funds_transfer',
'future_batch_trade',
'future_cancel',
'future_devolve',
'future_explosive',
'future_order_info',
'future_orders_info',
'future_position',
'future_position_4fix',
'future_trade',
'future_trades_history',
'future_userinfo',
'future_userinfo_4fix',
'lend_depth',
'order_fee',
'order_history',
'order_info',
'orders_info',
'otc_order_history',
'otc_order_info',
'repayment',
'submit_otc_order',
'trade',
'trade_history',
'trade_otc_order',
'wallet_info',
'withdraw',
'withdraw_info',
'unrepayments_info',
'userinfo',
],
},
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27766791-89ffb502-5ee5-11e7-8a5b-c5950b68ac65.jpg',
'api': {
'web': 'https://www.okcoin.com/v2',
'public': 'https://www.okcoin.com/api',
'private': 'https://www.okcoin.com/api',
},
'www': 'https://www.okcoin.com',
'doc': [
'https://www.okcoin.com/rest_getStarted.html',
'https://www.npmjs.com/package/okcoin.com',
],
},
'fees': {
'trading': {
'taker': 0.002,
'maker': 0.002,
},
},
'exceptions': {
'1009': OrderNotFound, // for spot markets, cancelling closed order
'1051': OrderNotFound, // for spot markets, cancelling "just closed" order
'1019': OrderNotFound, // order closed?
'20015': OrderNotFound, // for future markets
'1013': InvalidOrder, // no contract type (PR-1101)
'1027': InvalidOrder, // createLimitBuyOrder(symbol, 0, 0): Incorrect parameter may exceeded limits
'1002': InsufficientFunds, // "The transaction amount exceed the balance"
'1050': InvalidOrder, // returned when trying to cancel an order that was filled or canceled previously
'10000': ExchangeError, // createLimitBuyOrder(symbol, undefined, undefined)
'10005': AuthenticationError, // bad apiKey
'10008': ExchangeError, // Illegal URL parameter
},
'options': {
'warnOnFetchOHLCVLimitArgument': true,
},
});
}
async fetchMarkets () {
let response = await this.webGetSpotMarketsProducts ();
let markets = response['data'];
let result = [];
const futureMarkets = {
'BCH/USD': true,
'BTC/USD': true,
'ETC/USD': true,
'ETH/USD': true,
'LTC/USD': true,
'XRP/USD': true,
'EOS/USD': true,
'BTG/USD': true,
};
for (let i = 0; i < markets.length; i++) {
let id = markets[i]['symbol'];
let [ baseId, quoteId ] = id.split ('_');
let baseIdUppercase = baseId.toUpperCase ();
let quoteIdUppercase = quoteId.toUpperCase ();
let base = this.commonCurrencyCode (baseIdUppercase);
let quote = this.commonCurrencyCode (quoteIdUppercase);
let symbol = base + '/' + quote;
let precision = {
'amount': markets[i]['maxSizeDigit'],
'price': markets[i]['maxPriceDigit'],
};
let lot = Math.pow (10, -precision['amount']);
let minAmount = markets[i]['minTradeSize'];
let minPrice = Math.pow (10, -precision['price']);
let active = (markets[i]['online'] !== 0);
let baseNumericId = markets[i]['baseCurrency'];
let quoteNumericId = markets[i]['quoteCurrency'];
let market = this.extend (this.fees['trading'], {
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'baseNumericId': baseNumericId,
'quoteNumericId': quoteNumericId,
'info': markets[i],
'type': 'spot',
'spot': true,
'future': false,
'lot': lot,
'active': active,
'precision': precision,
'limits': {
'amount': {
'min': minAmount,
'max': undefined,
},
'price': {
'min': minPrice,
'max': undefined,
},
'cost': {
'min': minAmount * minPrice,
'max': undefined,
},
},
});
result.push (market);
let futureQuote = (market['quote'] === 'USDT') ? 'USD' : market['quote'];
let futureSymbol = market['base'] + '/' + futureQuote;
if ((this.has['futures']) && (futureSymbol in futureMarkets)) {
result.push (this.extend (market, {
'quote': 'USD',
'symbol': market['base'] + '/USD',
'id': market['id'].replace ('usdt', 'usd'),
'quoteId': market['quoteId'].replace ('usdt', 'usd'),
'type': 'future',
'spot': false,
'future': true,
}));
}
}
return result;
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let method = 'publicGet';
let request = {
'symbol': market['id'],
};
if (typeof limit !== 'undefined')
request['size'] = limit;
if (market['future']) {
method += 'Future';
request['contract_type'] = 'this_week'; // next_week, quarter
}
method += 'Depth';
let orderbook = await this[method] (this.extend (request, params));
return this.parseOrderBook (orderbook);
}
parseTicker (ticker, market = undefined) {
let timestamp = ticker['timestamp'];
let symbol = undefined;
if (!market) {
if ('symbol' in ticker) {
let marketId = ticker['symbol'];
if (marketId in this.markets_by_id)
market = this.markets_by_id[marketId];
}
}
if (market)
symbol = market['symbol'];
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': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': this.safeFloat (ticker, 'vol'),
'quoteVolume': undefined,
'info': ticker,
};
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let method = 'publicGet';
let request = {
'symbol': market['id'],
};
if (market['future']) {
method += 'Future';
request['contract_type'] = 'this_week'; // next_week, quarter
}
method += 'Ticker';
let response = await this[method] (this.extend (request, params));
let ticker = this.safeValue (response, 'ticker');
if (typeof ticker === 'undefined')
throw new ExchangeError (this.id + ' fetchTicker returned an empty response: ' + this.json (response));
let timestamp = this.safeInteger (response, 'date');
if (typeof timestamp !== 'undefined') {
timestamp *= 1000;
ticker = this.extend (ticker, { 'timestamp': timestamp });
}
return this.parseTicker (ticker, market);
}
parseTrade (trade, market = undefined) {
let symbol = undefined;
if (market)
symbol = market['symbol'];
return {
'info': trade,
'timestamp': trade['date_ms'],
'datetime': this.iso8601 (trade['date_ms']),
'symbol': symbol,
'id': trade['tid'].toString (),
'order': undefined,
'type': undefined,
'side': trade['type'],
'price': this.safeFloat (trade, 'price'),
'amount': this.safeFloat (trade, 'amount'),
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let method = 'publicGet';
let request = {
'symbol': market['id'],
};
if (market['future']) {
method += 'Future';
request['contract_type'] = 'this_week'; // next_week, quarter
}
method += 'Trades';
let response = await this[method] (this.extend (request, params));
return this.parseTrades (response, market, since, limit);
}
parseOHLCV (ohlcv, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
let numElements = ohlcv.length;
let volumeIndex = (numElements > 6) ? 6 : 5;
return [
ohlcv[0], // timestamp
ohlcv[1], // Open
ohlcv[2], // High
ohlcv[3], // Low
ohlcv[4], // Close
// ohlcv[5], // quote volume
// ohlcv[6], // base volume
ohlcv[volumeIndex], // okex will return base volume in the 7th element for future markets
];
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let method = 'publicGet';
let request = {
'symbol': market['id'],
'type': this.timeframes[timeframe],
};
if (market['future']) {
method += 'Future';
request['contract_type'] = 'this_week'; // next_week, quarter
}
method += 'Kline';
if (typeof limit !== 'undefined') {
if (this.options['warnOnFetchOHLCVLimitArgument'])
throw new ExchangeError (this.id + ' fetchOHLCV counts "limit" candles from current time backwards, therefore the "limit" argument for ' + this.id + ' is disabled. Set ' + this.id + '.options["warnOnFetchOHLCVLimitArgument"] = false to suppress this warning message.');
request['size'] = parseInt (limit); // max is 1440 candles
}
if (typeof since !== 'undefined')
request['since'] = since;
else
request['since'] = this.milliseconds () - 86400000; // last 24 hours
let response = await this[method] (this.extend (request, params));
return this.parseOHLCVs (response, market, timeframe, since, limit);
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
let response = await this.privatePostUserinfo ();
let balances = response['info']['funds'];
let result = { 'info': response };
let ids = Object.keys (this.currencies_by_id);
for (let i = 0; i < ids.length; i++) {
let id = ids[i];
let code = this.currencies_by_id[id]['code'];
let account = this.account ();
account['free'] = this.safeFloat (balances['free'], id, 0.0);
account['used'] = this.safeFloat (balances['freezed'], id, 0.0);
account['total'] = this.sum (account['free'], account['used']);
result[code] = account;
}
return this.parseBalance (result);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let method = 'privatePost';
let order = {
'symbol': market['id'],
'type': side,
};
if (market['future']) {
method += 'Future';
order = this.extend (order, {
'contract_type': 'this_week', // next_week, quarter
'match_price': 0, // match best counter party price? 0 or 1, ignores price if 1
'lever_rate': 10, // leverage rate value: 10 or 20 (10 by default)
'price': price,
'amount': amount,
});
} else {
if (type === 'limit') {
order['price'] = price;
order['amount'] = amount;
} else {
order['type'] += '_market';
if (side === 'buy') {
order['price'] = this.safeFloat (params, 'cost');
if (!order['price'])
throw new ExchangeError (this.id + ' market buy orders require an additional cost parameter, cost = price * amount');
} else {
order['amount'] = amount;
}
}
}
params = this.omit (params, 'cost');
method += 'Trade';
let response = await this[method] (this.extend (order, params));
let timestamp = this.milliseconds ();
return {
'info': response,
'id': response['order_id'].toString (),
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'status': undefined,
'symbol': symbol,
'type': type,
'side': side,
'price': price,
'amount': amount,
'filled': undefined,
'remaining': undefined,
'cost': undefined,
'trades': undefined,
'fee': undefined,
};
}
async cancelOrder (id, symbol = undefined, params = {}) {
if (!symbol)
throw new ExchangeError (this.id + ' cancelOrder() requires a symbol argument');
await this.loadMarkets ();
let market = this.market (symbol);
let request = {
'symbol': market['id'],
'order_id': id,
};
let method = 'privatePost';
if (market['future']) {
method += 'FutureCancel';
request['contract_type'] = 'this_week'; // next_week, quarter
} else {
method += 'CancelOrder';
}
let response = await this[method] (this.extend (request, params));
return response;
}
parseOrderStatus (status) {
if (status === -1)
return 'canceled';
if (status === 0)
return 'open';
if (status === 1)
return 'open';
if (status === 2)
return 'closed';
if (status === 3)
return 'open';
if (status === 4)
return 'canceled';
return status;
}
parseOrderSide (side) {
if (side === 1)
return 'buy'; // open long position
if (side === 2)
return 'sell'; // open short position
if (side === 3)
return 'sell'; // liquidate long position
if (side === 4)
return 'buy'; // liquidate short position
return side;
}
parseOrder (order, market = undefined) {
let side = undefined;
let type = undefined;
if ('type' in order) {
if ((order['type'] === 'buy') || (order['type'] === 'sell')) {
side = order['type'];
type = 'limit';
} else if (order['type'] === 'buy_market') {
side = 'buy';
type = 'market';
} else if (order['type'] === 'sell_market') {
side = 'sell';
type = 'market';
} else {
side = this.parseOrderSide (order['type']);
if (('contract_name' in order) || ('lever_rate' in order))
type = 'margin';
}
}
let status = this.parseOrderStatus (order['status']);
let symbol = undefined;
if (!market) {
if ('symbol' in order)
if (order['symbol'] in this.markets_by_id)
market = this.markets_by_id[order['symbol']];
}
if (market)
symbol = market['symbol'];
let timestamp = undefined;
let createDateField = this.getCreateDateField ();
if (createDateField in order)
timestamp = order[createDateField];
let amount = this.safeFloat (order, 'amount');
let filled = this.safeFloat (order, 'deal_amount');
let remaining = amount - filled;
if (type === 'market') {
remaining = 0;
}
let average = this.safeFloat (order, 'avg_price');
// https://github.com/ccxt/ccxt/issues/2452
average = this.safeFloat (order, 'price_avg', average);
let cost = average * filled;
let result = {
'info': order,
'id': order['order_id'].toString (),
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'symbol': symbol,
'type': type,
'side': side,
'price': order['price'],
'average': average,
'cost': cost,
'amount': amount,
'filled': filled,
'remaining': remaining,
'status': status,
'fee': undefined,
};
return result;
}
getCreateDateField () {
// needed for derived exchanges
// allcoin typo create_data instead of create_date
return 'create_date';
}
getOrdersField () {
// needed for derived exchanges
// allcoin typo order instead of orders (expected based on their API docs)
return 'orders';
}
async fetchOrder (id, symbol = undefined, params = {}) {
if (!symbol)
throw new ExchangeError (this.id + ' fetchOrder requires a symbol parameter');
await this.loadMarkets ();
let market = this.market (symbol);
let method = 'privatePost';
let request = {
'order_id': id,
'symbol': market['id'],
// 'status': 0, // 0 for unfilled orders, 1 for filled orders
// 'current_page': 1, // current page number
// 'page_length': 200, // number of orders returned per page, maximum 200
};
if (market['future']) {
method += 'Future';
request['contract_type'] = 'this_week'; // next_week, quarter
}
method += 'OrderInfo';
let response = await this[method] (this.extend (request, params));
let ordersField = this.getOrdersField ();
let numOrders = response[ordersField].length;
if (numOrders > 0)
return this.parseOrder (response[ordersField][0]);
throw new OrderNotFound (this.id + ' order ' + id + ' not found');
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (!symbol)
throw new ExchangeError (this.id + ' fetchOrders requires a symbol parameter');
await this.loadMarkets ();
let market = this.market (symbol);
let method = 'privatePost';
let request = {
'symbol': market['id'],
};
let order_id_in_params = ('order_id' in params);
if (market['future']) {
method += 'FutureOrdersInfo';
request['contract_type'] = 'this_week'; // next_week, quarter
if (!order_id_in_params)
throw new ExchangeError (this.id + ' fetchOrders() requires order_id param for futures market ' + symbol + ' (a string of one or more order ids, comma-separated)');
} else {
let status = undefined;
if ('type' in params) {
status = params['type'];
} else if ('status' in params) {
status = params['status'];
} else {
let name = order_id_in_params ? 'type' : 'status';
throw new ExchangeError (this.id + ' fetchOrders() requires ' + name + ' param for spot market ' + symbol + ' (0 - for unfilled orders, 1 - for filled/canceled orders)');
}
if (order_id_in_params) {
method += 'OrdersInfo';
request = this.extend (request, {
'type': status,
'order_id': params['order_id'],
});
} else {
method += 'OrderHistory';
request = this.extend (request, {
'status': status,
'current_page': 1, // current page number
'page_length': 200, // number of orders returned per page, maximum 200
});
}
params = this.omit (params, [ 'type', 'status' ]);
}
let response = await this[method] (this.extend (request, params));
let ordersField = this.getOrdersField ();
return this.parseOrders (response[ordersField], market, since, limit);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
let open = 0; // 0 for unfilled orders, 1 for filled orders
return await this.fetchOrders (symbol, since, limit, this.extend ({
'status': open,
}, params));
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
let closed = 1; // 0 for unfilled orders, 1 for filled orders
let orders = await this.fetchOrders (symbol, since, limit, this.extend ({
'status': closed,
}, params));
return orders;
}
async withdraw (code, amount, address, tag = undefined, params = {}) {
this.checkAddress (address);
await this.loadMarkets ();
let currency = this.currency (code);
// if (amount < 0.01)
// throw new ExchangeError (this.id + ' withdraw() requires amount > 0.01');
// for some reason they require to supply a pair of currencies for withdrawing one currency
let currencyId = currency['id'] + '_usd';
let request = {
'symbol': currencyId,
'withdraw_address': address,
'withdraw_amount': amount,
'target': 'address', // or 'okcn', 'okcom', 'okex'
};
let query = params;
if ('chargefee' in query) {
request['chargefee'] = query['chargefee'];
query = this.omit (query, 'chargefee');
} else {
throw new ExchangeError (this.id + ' withdraw() requires a `chargefee` parameter');
}
if (this.password) {
request['trade_pwd'] = this.password;
} else if ('password' in query) {
request['trade_pwd'] = query['password'];
query = this.omit (query, 'password');
} else if ('trade_pwd' in query) {
request['trade_pwd'] = query['trade_pwd'];
query = this.omit (query, 'trade_pwd');
}
let passwordInRequest = ('trade_pwd' in request);
if (!passwordInRequest)
throw new ExchangeError (this.id + ' withdraw() requires this.password set on the exchange instance or a password / trade_pwd parameter');
let response = await this.privatePostWithdraw (this.extend (request, query));
return {
'info': response,
'id': this.safeString (response, 'withdraw_id'),
};
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let url = '/';
if (api !== 'web')
url += this.version + '/';
url += path;
if (api !== 'web')
url += this.extension;
if (api === 'private') {
this.checkRequiredCredentials ();
let query = this.keysort (this.extend ({
'api_key': this.apiKey,
}, params));
// secret key must be at the end of query
let queryString = this.rawencode (query) + '&secret_key=' + this.secret;
query['sign'] = this.hash (this.encode (queryString)).toUpperCase ();
body = this.urlencode (query);
headers = { 'Content-Type': 'application/x-www-form-urlencoded' };
} else {
if (Object.keys (params).length)
url += '?' + this.urlencode (params);
}
url = this.urls['api'][api] + url;
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors (code, reason, url, method, headers, body) {
if (body.length < 2)
return; // fallback to default error handler
if (body[0] === '{') {
let response = JSON.parse (body);
if ('error_code' in response) {
let error = this.safeString (response, 'error_code');
let message = this.id + ' ' + this.json (response);
if (error in this.exceptions) {
let ExceptionClass = this.exceptions[error];
throw new ExceptionClass (message);
} else {
throw new ExchangeError (message);
}
}
if ('result' in response)
if (!response['result'])
throw new ExchangeError (this.id + ' ' + this.json (response));
}
}
};