ccxt-bybit
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
1,312 lines (1,115 loc) • 54.5 kB
JavaScript
"use strict";
// ----------------------------------------------------------------------------
const functions = require ('./functions')
const {
isNode
, keys
, values
, deepExtend
, extend
, clone
, flatten
, unique
, indexBy
, sortBy
, groupBy
, aggregate
, uuid
, unCamelCase
, precisionFromString
, throttle
, capitalize
, now
, timeout
, TimedOut
, buildOHLCVC
, decimalToPrecision
, defaultFetch
} = functions
const {
ExchangeError
, BadSymbol
, InvalidAddress
, NotSupported
, AuthenticationError
, DDoSProtection
, RequestTimeout
, ExchangeNotAvailable
, RateLimitExceeded } = require ('./errors')
const { TRUNCATE, ROUND, DECIMAL_PLACES } = functions.precisionConstants
const BN = require ('../static_dependencies/BN/bn')
// ----------------------------------------------------------------------------
// web3 / 0x imports
let ethAbi = undefined
, ethUtil = undefined
try {
const requireFunction = require;
ethAbi = requireFunction ('ethereumjs-abi') // eslint-disable-line global-require
ethUtil = requireFunction ('ethereumjs-util') // eslint-disable-line global-require
// we prefer bignumber.js over BN.js
// BN = requireFunction ('bn.js') // eslint-disable-line global-require
} catch (e) {
// nothing
}
// ----------------------------------------------------------------------------
module.exports = class Exchange {
describe () {
return {
'id': undefined,
'name': undefined,
'countries': undefined,
'enableRateLimit': false,
'rateLimit': 2000, // milliseconds = seconds * 1000
'certified': false,
'pro': false,
'has': {
'cancelAllOrders': false,
'cancelOrder': true,
'cancelOrders': false,
'CORS': false,
'createDepositAddress': false,
'createLimitOrder': true,
'createMarketOrder': true,
'createOrder': true,
'deposit': false,
'editOrder': 'emulated',
'fetchBalance': true,
'fetchBidsAsks': false,
'fetchClosedOrders': false,
'fetchCurrencies': false,
'fetchDepositAddress': false,
'fetchDeposits': false,
'fetchFundingFees': false,
'fetchL2OrderBook': true,
'fetchLedger': false,
'fetchMarkets': true,
'fetchMyTrades': false,
'fetchOHLCV': 'emulated',
'fetchOpenOrders': false,
'fetchOrder': false,
'fetchOrderBook': true,
'fetchOrderBooks': false,
'fetchOrders': false,
'fetchOrderTrades': false,
'fetchStatus': 'emulated',
'fetchTicker': true,
'fetchTickers': false,
'fetchTime': false,
'fetchTrades': true,
'fetchTradingFee': false,
'fetchTradingFees': false,
'fetchTradingLimits': false,
'fetchTransactions': false,
'fetchWithdrawals': false,
'privateAPI': true,
'publicAPI': true,
'withdraw': false,
},
'urls': {
'logo': undefined,
'api': undefined,
'www': undefined,
'doc': undefined,
'fees': undefined,
},
'api': undefined,
'requiredCredentials': {
'apiKey': true,
'secret': true,
'uid': false,
'login': false,
'password': false,
'twofa': false, // 2-factor authentication (one-time password key)
'privateKey': false, // a "0x"-prefixed hexstring private key for a wallet
'walletAddress': false, // the wallet address "0x"-prefixed hexstring
'token': false, // reserved for HTTP auth in some cases
},
'markets': undefined, // to be filled manually or by fetchMarkets
'currencies': {}, // to be filled manually or by fetchMarkets
'timeframes': undefined, // redefine if the exchange has.fetchOHLCV
'fees': {
'trading': {
'tierBased': undefined,
'percentage': undefined,
'taker': undefined,
'maker': undefined,
},
'funding': {
'tierBased': undefined,
'percentage': undefined,
'withdraw': {},
'deposit': {},
},
},
'status': {
'status': 'ok',
'updated': undefined,
'eta': undefined,
'url': undefined,
},
'exceptions': undefined,
'httpExceptions': {
'422': ExchangeError,
'418': DDoSProtection,
'429': RateLimitExceeded,
'404': ExchangeNotAvailable,
'409': ExchangeNotAvailable,
'500': ExchangeNotAvailable,
'501': ExchangeNotAvailable,
'502': ExchangeNotAvailable,
'520': ExchangeNotAvailable,
'521': ExchangeNotAvailable,
'522': ExchangeNotAvailable,
'525': ExchangeNotAvailable,
'526': ExchangeNotAvailable,
'400': ExchangeNotAvailable,
'403': ExchangeNotAvailable,
'405': ExchangeNotAvailable,
'503': ExchangeNotAvailable,
'530': ExchangeNotAvailable,
'408': RequestTimeout,
'504': RequestTimeout,
'401': AuthenticationError,
'511': AuthenticationError,
},
// some exchanges report only 'free' on `fetchBlance` call (i.e. report no 'used' funds)
// in this case ccxt will try to infer 'used' funds from open order cache, which might be stale
// still, some exchanges report number of open orders together with balance
// if you set the following flag to 'true' ccxt will leave 'used' funds undefined in case of discrepancy
'dontGetUsedBalanceFromStaleCache': false,
'commonCurrencies': { // gets extended/overwritten in subclasses
'XBT': 'BTC',
'BCC': 'BCH',
'DRK': 'DASH',
'BCHABC': 'BCH',
'BCHSV': 'BSV',
},
'precisionMode': DECIMAL_PLACES,
'limits': {
'amount': { 'min': undefined, 'max': undefined },
'price': { 'min': undefined, 'max': undefined },
'cost': { 'min': undefined, 'max': undefined },
},
} // return
} // describe ()
constructor (userConfig = {}) {
Object.assign (this, functions)
// if (isNode) {
// this.nodeVersion = process.version.match (/\d+\.\d+\.\d+/)[0]
// this.userAgent = {
// 'User-Agent': 'ccxt/' + Exchange.ccxtVersion +
// ' (+https://github.com/ccxt/ccxt)' +
// ' Node.js/' + this.nodeVersion + ' (JavaScript)'
// }
// }
this.options = {} // exchange-specific options, if any
// fetch implementation options (JS only)
this.fetchOptions = {
// keepalive: true, // does not work in Chrome, https://github.com/ccxt/ccxt/issues/6368
}
this.userAgents = {
'chrome': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/62.0.3202.94 Safari/537.36',
'chrome39': 'Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/39.0.2171.71 Safari/537.36',
}
this.headers = {}
// prepended to URL, like https://proxy.com/https://exchange.com/api...
this.proxy = ''
this.origin = '*' // CORS origin
this.minFundingAddressLength = 1 // used in checkAddress
this.substituteCommonCurrencyCodes = true // reserved
// do not delete this line, it is needed for users to be able to define their own fetchImplementation
this.fetchImplementation = defaultFetch
this.timeout = 10000 // milliseconds
this.verbose = false
this.debug = false
this.userAgent = undefined
this.twofa = undefined // two-factor authentication (2FA)
this.apiKey = undefined
this.secret = undefined
this.uid = undefined
this.login = undefined
this.password = undefined
this.privateKey = undefined // a "0x"-prefixed hexstring private key for a wallet
this.walletAddress = undefined // a wallet address "0x"-prefixed hexstring
this.token = undefined // reserved for HTTP auth in some cases
this.balance = {}
this.orderbooks = {}
this.tickers = {}
this.orders = {}
this.trades = {}
this.transactions = {}
this.ohlcvs = {}
this.requiresWeb3 = false
this.precision = {}
this.enableLastJsonResponse = true
this.enableLastHttpResponse = true
this.enableLastResponseHeaders = true
this.last_http_response = undefined
this.last_json_response = undefined
this.last_response_headers = undefined
const unCamelCaseProperties = (obj = this) => {
if (obj !== null) {
for (const k of Object.getOwnPropertyNames (obj)) {
this[unCamelCase (k)] = this[k]
}
unCamelCaseProperties (Object.getPrototypeOf (obj))
}
}
unCamelCaseProperties ()
// merge configs
const config = deepExtend (this.describe (), userConfig)
// merge to this
for (const [property, value] of Object.entries (config))
this[property] = deepExtend (this[property], value)
if (!this.httpAgent) {
this.httpAgent = defaultFetch.http ? new defaultFetch.http.Agent ({ 'keepAlive': true }) : undefined
}
if (!this.httpsAgent) {
this.httpsAgent = defaultFetch.https ? new defaultFetch.https.Agent ({ 'keepAlive': true }) : undefined
}
// generate old metainfo interface
for (const k in this.has) {
this['has' + capitalize (k)] = !!this.has[k] // converts 'emulated' to true
}
if (this.api)
this.defineRestApi (this.api, 'request')
this.initRestRateLimiter ()
if (this.markets)
this.setMarkets (this.markets)
}
defaults () {
return { /* override me */ }
}
nonce () {
return this.seconds ()
}
encodeURIComponent (...args) {
return encodeURIComponent (...args)
}
checkRequiredCredentials (error = true) {
const keys = Object.keys (this.requiredCredentials)
for (let i = 0; i < keys.length; i++) {
const key = keys[i]
if (this.requiredCredentials[key] && !this[key]) {
if (error) {
throw new AuthenticationError (this.id + ' requires `' + key + '` credential')
} else {
return error
}
}
}
return true
}
checkAddress (address) {
if (address === undefined)
throw new InvalidAddress (this.id + ' address is undefined')
// check the address is not the same letter like 'aaaaa' nor too short nor has a space
if ((unique (address).length === 1) || address.length < this.minFundingAddressLength || address.includes (' '))
throw new InvalidAddress (this.id + ' address is invalid or has less than ' + this.minFundingAddressLength.toString () + ' characters: "' + this.json (address) + '"')
return address
}
initRestRateLimiter () {
if (this.rateLimit === undefined)
throw new Error (this.id + '.rateLimit property is not configured')
this.tokenBucket = this.extend ({
delay: 1,
capacity: 1,
defaultCost: 1,
maxCapacity: 1000,
}, this.tokenBucket)
this.throttle = throttle (this.tokenBucket)
this.executeRestRequest = (url, method = 'GET', headers = undefined, body = undefined) => {
// fetchImplementation cannot be called on this. in browsers:
// TypeError Failed to execute 'fetch' on 'Window': Illegal invocation
const fetchImplementation = this.fetchImplementation
const params = { method, headers, body, timeout: this.timeout }
if (this.agent) {
this.agent.keepAlive = true
params['agent'] = this.agent
} else if (this.httpAgent && url.indexOf ('http://') === 0) {
params['agent'] = this.httpAgent
} else if (this.httpsAgent && url.indexOf ('https://') === 0) {
params['agent'] = this.httpsAgent
}
const promise =
fetchImplementation (url, this.extend (params, this.fetchOptions))
.catch ((e) => {
if (isNode)
throw new ExchangeNotAvailable ([ this.id, method, url, e.type, e.message ].join (' '))
throw e // rethrow all unknown errors
})
.then (response => this.handleRestResponse (response, url, method, headers, body))
return timeout (this.timeout, promise).catch ((e) => {
if (e instanceof TimedOut)
throw new RequestTimeout (this.id + ' ' + method + ' ' + url + ' request timed out (' + this.timeout + ' ms)')
throw e
})
}
}
setSandboxMode (enabled) {
if (!!enabled) { // eslint-disable-line no-extra-boolean-cast
if ('test' in this.urls) {
if (typeof this.urls['api'] === 'string') {
this.urls['api_backup'] = this.urls['api']
this.urls['api'] = this.urls['test']
} else {
this.urls['api_backup'] = clone (this.urls['api'])
this.urls['api'] = clone (this.urls['test'])
}
} else {
throw new NotSupported (this.id + ' does not have a sandbox URL')
}
} else if ('api_backup' in this.urls) {
if (typeof this.urls['api'] === 'string') {
this.urls['api'] = this.urls['api_backup']
} else {
this.urls['api'] = clone (this.urls['api_backup'])
}
}
}
defineRestApi (api, methodName, options = {}) {
for (const type of Object.keys (api)) {
for (const httpMethod of Object.keys (api[type])) {
let paths = api[type][httpMethod]
for (let i = 0; i < paths.length; i++) {
let path = paths[i].trim ()
let splitPath = path.split (/[^a-zA-Z0-9]/)
let uppercaseMethod = httpMethod.toUpperCase ()
let lowercaseMethod = httpMethod.toLowerCase ()
let camelcaseMethod = this.capitalize (lowercaseMethod)
let camelcaseSuffix = splitPath.map (this.capitalize).join ('')
let underscoreSuffix = splitPath.map (x => x.trim ().toLowerCase ()).filter (x => x.length > 0).join ('_')
let camelcase = type + camelcaseMethod + this.capitalize (camelcaseSuffix)
let underscore = type + '_' + lowercaseMethod + '_' + underscoreSuffix
if ('suffixes' in options) {
if ('camelcase' in options['suffixes'])
camelcase += options['suffixes']['camelcase']
if ('underscore' in options.suffixes)
underscore += options['suffixes']['underscore']
}
if ('underscore_suffix' in options)
underscore += options.underscoreSuffix;
if ('camelcase_suffix' in options)
camelcase += options.camelcaseSuffix;
let partial = async params => this[methodName] (path, type, uppercaseMethod, params || {})
this[camelcase] = partial
this[underscore] = partial
}
}
}
}
fetch (url, method = 'GET', headers = undefined, body = undefined) {
if (isNode && this.userAgent) {
if (typeof this.userAgent === 'string')
headers = extend ({ 'User-Agent': this.userAgent }, headers)
else if ((typeof this.userAgent === 'object') && ('User-Agent' in this.userAgent))
headers = extend (this.userAgent, headers)
}
if (typeof this.proxy === 'function') {
url = this.proxy (url)
if (isNode)
headers = extend ({ 'Origin': this.origin }, headers)
} else if (typeof this.proxy === 'string') {
if (this.proxy.length)
if (isNode)
headers = extend ({ 'Origin': this.origin }, headers)
url = this.proxy + url
}
headers = extend (this.headers, headers)
if (this.verbose)
console.log ("fetch:\n", this.id, method, url, "\nRequest:\n", headers, "\n", body, "\n")
return this.executeRestRequest (url, method, headers, body)
}
async fetch2 (path, type = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
if (this.enableRateLimit)
await this.throttle (this.rateLimit)
const request = this.sign (path, type, method, params, headers, body)
return this.fetch (request.url, request.method, request.headers, request.body)
}
request (path, type = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
return this.fetch2 (path, type, method, params, headers, body)
}
parseJson (jsonString) {
try {
if (this.isJsonEncodedObject (jsonString)) {
return JSON.parse (jsonString)
}
} catch (e) {
// SyntaxError
return undefined
}
}
throwExactlyMatchedException (exact, string, message) {
if (string in exact) {
throw new exact[string] (message)
}
}
throwBroadlyMatchedException (broad, string, message) {
const broadKey = this.findBroadlyMatchedKey (broad, string)
if (broadKey !== undefined) {
throw new broad[broadKey] (message)
}
}
// a helper for matching error strings exactly vs broadly
findBroadlyMatchedKey (broad, string) {
const keys = Object.keys (broad)
for (let i = 0; i < keys.length; i++) {
const key = keys[i]
if (string.indexOf (key) >= 0) {
return key
}
}
return undefined
}
handleErrors (statusCode, statusText, url, method, responseHeaders, responseBody, response, requestHeaders, requestBody) {
// override me
}
defaultErrorHandler (code, reason, url, method, headers, body, response) {
if ((code >= 200) && (code <= 299)) {
return
}
let details = body
const codeAsString = code.toString ()
let ErrorClass = undefined
if (codeAsString in this.httpExceptions) {
ErrorClass = this.httpExceptions[codeAsString]
}
if (response === undefined) {
const maintenance = body.match (/offline|busy|retry|wait|unavailable|maintain|maintenance|maintenancing/i)
const ddosProtection = body.match (/cloudflare|incapsula|overload|ddos/i)
if (maintenance) {
ErrorClass = ExchangeNotAvailable
details += ' offline, on maintenance, or unreachable from this location at the moment'
}
if (ddosProtection) {
ErrorClass = DDoSProtection
}
}
if (ErrorClass === ExchangeNotAvailable) {
details += ' (possible reasons: ' + [
'invalid API keys',
'bad or old nonce',
'exchange is down or offline',
'on maintenance',
'DDoS protection',
'rate-limiting',
].join (', ') + ')'
}
if (ErrorClass !== undefined) {
throw new ErrorClass ([ this.id, method, url, code, reason, details ].join (' '))
}
}
getResponseHeaders (response) {
const result = {}
response.headers.forEach ((value, key) => {
key = key.split ('-').map (word => capitalize (word)).join ('-')
result[key] = value
})
return result
}
handleRestResponse (response, url, method = 'GET', requestHeaders = undefined, requestBody = undefined) {
return response.text ().then ((responseBody) => {
const json = this.parseJson (responseBody)
const responseHeaders = this.getResponseHeaders (response)
if (this.enableLastResponseHeaders) {
this.last_response_headers = responseHeaders
}
if (this.enableLastHttpResponse) {
this.last_http_response = responseBody // FIXME: for those classes that haven't switched to handleErrors yet
}
if (this.enableLastJsonResponse) {
this.last_json_response = json // FIXME: for those classes that haven't switched to handleErrors yet
}
if (this.verbose)
console.log ("handleRestResponse:\n", this.id, method, url, response.status, response.statusText, "\nResponse:\n", responseHeaders, "\n", responseBody, "\n")
this.handleErrors (response.status, response.statusText, url, method, responseHeaders, responseBody, json, requestHeaders, requestBody)
this.defaultErrorHandler (response.status, response.statusText, url, method, responseHeaders, responseBody, json)
return json || responseBody
})
}
setMarkets (markets, currencies = undefined) {
const values = Object.values (markets).map (market => deepExtend ({
'limits': this.limits,
'precision': this.precision,
}, this.fees['trading'], market))
this.markets = indexBy (values, 'symbol')
this.marketsById = indexBy (markets, 'id')
this.markets_by_id = this.marketsById
this.symbols = Object.keys (this.markets).sort ()
this.ids = Object.keys (this.markets_by_id).sort ()
if (currencies) {
this.currencies = deepExtend (currencies, this.currencies)
} else {
const baseCurrencies =
values.filter (market => 'base' in market)
.map (market => ({
id: market.baseId || market.base,
numericId: (market.baseNumericId !== undefined) ? market.baseNumericId : undefined,
code: market.base,
precision: market.precision ? (market.precision.base || market.precision.amount) : 8,
}))
const quoteCurrencies =
values.filter (market => 'quote' in market)
.map (market => ({
id: market.quoteId || market.quote,
numericId: (market.quoteNumericId !== undefined) ? market.quoteNumericId : undefined,
code: market.quote,
precision: market.precision ? (market.precision.quote || market.precision.price) : 8,
}))
const allCurrencies = baseCurrencies.concat (quoteCurrencies)
const groupedCurrencies = groupBy (allCurrencies, 'code')
const currencies = Object.keys (groupedCurrencies).map (code =>
groupedCurrencies[code].reduce ((previous, current) =>
((previous.precision > current.precision) ? previous : current), groupedCurrencies[code][0]))
const sortedCurrencies = sortBy (flatten (currencies), 'code')
this.currencies = deepExtend (indexBy (sortedCurrencies, 'code'), this.currencies)
}
this.currencies_by_id = indexBy (this.currencies, 'id')
return this.markets
}
async loadMarketsHelper (reload = false, params = {}) {
if (!reload && this.markets) {
if (!this.markets_by_id) {
return this.setMarkets (this.markets)
}
return this.markets
}
let currencies = undefined
if (this.has.fetchCurrencies) {
currencies = await this.fetchCurrencies ()
}
const markets = await this.fetchMarkets (params)
return this.setMarkets (markets, currencies)
}
async loadMarkets (reload = false, params = {}) {
if (this.marketsLoaded) {
if (reload) {
return this.loadMarketsHelper (reload, params)
}
return this.markets
} else {
if (!this.marketsLoading) {
this.marketsLoading = new Promise (async (resolve, reject) => {
try {
const result = await this.loadMarketsHelper (reload, params)
this.marketsLoaded = true
this.marketsLoading = false
resolve (result)
} catch (e) {
reject (e)
}
})
}
return this.marketsLoading
}
}
async loadAccounts (reload = false, params = {}) {
if (reload) {
this.accounts = await this.fetchAccounts (params)
} else {
if (this.accounts) {
return this.accounts
} else {
this.accounts = await this.fetchAccounts (params)
}
}
this.accountsById = this.indexBy (this.accounts, 'id')
return this.accounts
}
fetchBidsAsks (symbols = undefined, params = {}) {
throw new NotSupported (this.id + ' fetchBidsAsks not supported yet')
}
async fetchOHLCVC (symbol, timeframe = '1m', since = undefined, limits = undefined, params = {}) {
if (!this.has['fetchTrades'])
throw new NotSupported (this.id + ' fetchOHLCV() not supported yet')
await this.loadMarkets ()
const trades = await this.fetchTrades (symbol, since, limits, params)
const ohlcvc = buildOHLCVC (trades, timeframe, since, limits)
return ohlcvc
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limits = undefined, params = {}) {
if (!this.has['fetchTrades'])
throw new NotSupported (this.id + ' fetchOHLCV() not supported yet')
await this.loadMarkets ()
const trades = await this.fetchTrades (symbol, since, limits, params)
const ohlcvc = buildOHLCVC (trades, timeframe, since, limits)
return ohlcvc.map (c => c.slice (0, -1))
}
parseTradingViewOHLCV (ohlcvs, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
const result = this.convertTradingViewToOHLCV (ohlcvs);
return this.parseOHLCVs (result, market, timeframe, since, limit);
}
convertTradingViewToOHLCV (ohlcvs) {
const result = [];
for (let i = 0; i < ohlcvs['t'].length; i++) {
result.push ([
ohlcvs['t'][i] * 1000,
ohlcvs['o'][i],
ohlcvs['h'][i],
ohlcvs['l'][i],
ohlcvs['c'][i],
ohlcvs['v'][i],
]);
}
return result;
}
convertOHLCVToTradingView (ohlcvs) {
const result = {
't': [],
'o': [],
'h': [],
'l': [],
'c': [],
'v': [],
};
for (let i = 0; i < ohlcvs.length; i++) {
result['t'].push (parseInt (ohlcvs[i][0] / 1000));
result['o'].push (ohlcvs[i][1]);
result['h'].push (ohlcvs[i][2]);
result['l'].push (ohlcvs[i][3]);
result['c'].push (ohlcvs[i][4]);
result['v'].push (ohlcvs[i][5]);
}
return result;
}
fetchTicker (symbol, params = {}) {
throw new NotSupported (this.id + ' fetchTicker not supported yet')
}
fetchTickers (symbols = undefined, params = {}) {
throw new NotSupported (this.id + ' fetchTickers not supported yet')
}
purgeCachedOrders (before) {
const orders = Object
.values (this.orders)
.filter (order =>
(order.status === 'open') ||
(order.timestamp >= before))
this.orders = indexBy (orders, 'id')
return this.orders
}
fetchOrder (id, symbol = undefined, params = {}) {
throw new NotSupported (this.id + ' fetchOrder not supported yet');
}
fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
throw new NotSupported (this.id + ' fetchOrders not supported yet');
}
fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
throw new NotSupported (this.id + ' fetchOpenOrders not supported yet');
}
fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
throw new NotSupported (this.id + ' fetchClosedOrders not supported yet');
}
fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
throw new NotSupported (this.id + ' fetchMyTrades not supported yet');
}
fetchTransactions (symbol = undefined, since = undefined, limit = undefined, params = {}) {
throw new NotSupported (this.id + ' fetchTransactions not supported yet');
}
fetchDeposits (symbol = undefined, since = undefined, limit = undefined, params = {}) {
throw new NotSupported (this.id + ' fetchDeposits not supported yet');
}
fetchWithdrawals (symbol = undefined, since = undefined, limit = undefined, params = {}) {
throw new NotSupported (this.id + ' fetchWithdrawals not supported yet');
}
fetchCurrencies (params = {}) {
// markets are returned as a list
// currencies are returned as a dict
// this is for historical reasons
// and may be changed for consistency later
return new Promise ((resolve, reject) => resolve (this.currencies));
}
fetchMarkets (params = {}) {
// markets are returned as a list
// currencies are returned as a dict
// this is for historical reasons
// and may be changed for consistency later
return new Promise ((resolve, reject) => resolve (Object.values (this.markets)))
}
async fetchOrderStatus (id, symbol = undefined, params = {}) {
const order = await this.fetchOrder (id, symbol, params);
return order['status'];
}
account () {
return {
'free': undefined,
'used': undefined,
'total': undefined,
}
}
commonCurrencyCode (currency) {
if (!this.substituteCommonCurrencyCodes)
return currency
return this.safeString (this.commonCurrencies, currency, currency)
}
currencyId (commonCode) {
if (this.currencies === undefined) {
throw new ExchangeError (this.id + ' currencies not loaded')
}
if (commonCode in this.currencies) {
return this.currencies[commonCode]['id'];
}
const currencyIds = {}
const distinct = Object.keys (this.commonCurrencies)
for (let i = 0; i < distinct.length; i++) {
const k = distinct[i]
currencyIds[this.commonCurrencies[k]] = k
}
return this.safeString (currencyIds, commonCode, commonCode)
}
currency (code) {
if (this.currencies === undefined)
throw new ExchangeError (this.id + ' currencies not loaded')
if ((typeof code === 'string') && (code in this.currencies))
return this.currencies[code]
throw new ExchangeError (this.id + ' does not have currency code ' + code)
}
market (symbol) {
if (this.markets === undefined)
throw new ExchangeError (this.id + ' markets not loaded')
if ((typeof symbol === 'string') && (symbol in this.markets))
return this.markets[symbol]
throw new BadSymbol (this.id + ' does not have market symbol ' + symbol)
}
marketId (symbol) {
const market = this.market (symbol)
return (market !== undefined ? market['id'] : symbol)
}
marketIds (symbols) {
return symbols.map (symbol => this.marketId (symbol));
}
symbol (symbol) {
return this.market (symbol).symbol || symbol
}
url (path, params = {}) {
let result = this.implodeParams (path, params);
const query = this.omit (params, this.extractParams (path))
if (Object.keys (query).length)
result += '?' + this.urlencode (query)
return result
}
parseBidAsk (bidask, priceKey = 0, amountKey = 1) {
const price = parseFloat (bidask[priceKey])
const amount = parseFloat (bidask[amountKey])
return [ price, amount ]
}
parseBidsAsks (bidasks, priceKey = 0, amountKey = 1) {
return Object.values (bidasks || []).map (bidask => this.parseBidAsk (bidask, priceKey, amountKey))
}
async fetchL2OrderBook (symbol, limit = undefined, params = {}) {
const orderbook = await this.fetchOrderBook (symbol, limit, params)
return extend (orderbook, {
'bids': sortBy (aggregate (orderbook.bids), 0, true),
'asks': sortBy (aggregate (orderbook.asks), 0),
})
}
parseOrderBook (orderbook, timestamp = undefined, bidsKey = 'bids', asksKey = 'asks', priceKey = 0, amountKey = 1) {
return {
'bids': sortBy ((bidsKey in orderbook) ? this.parseBidsAsks (orderbook[bidsKey], priceKey, amountKey) : [], 0, true),
'asks': sortBy ((asksKey in orderbook) ? this.parseBidsAsks (orderbook[asksKey], priceKey, amountKey) : [], 0),
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'nonce': undefined,
}
}
parseBalance (balance) {
const currencies = Object.keys (this.omit (balance, [ 'info', 'free', 'used', 'total' ]));
balance['free'] = {}
balance['used'] = {}
balance['total'] = {}
for (const currency of currencies) {
if (balance[currency].total === undefined) {
if (balance[currency].free !== undefined && balance[currency].used !== undefined) {
balance[currency].total = this.sum (balance[currency].free, balance[currency].used)
}
}
if (balance[currency].free === undefined) {
if (balance[currency].total !== undefined && balance[currency].used !== undefined) {
balance[currency].free = this.sum (balance[currency].total, -balance[currency].used)
}
}
if (balance[currency].used === undefined) {
if (balance[currency].total !== undefined && balance[currency].free !== undefined) {
balance[currency].used = this.sum (balance[currency].total, -balance[currency].free)
}
}
balance.free[currency] = balance[currency].free
balance.used[currency] = balance[currency].used
balance.total[currency] = balance[currency].total
}
return balance
}
async fetchPartialBalance (part, params = {}) {
const balance = await this.fetchBalance (params)
return balance[part]
}
fetchFreeBalance (params = {}) {
return this.fetchPartialBalance ('free', params)
}
fetchUsedBalance (params = {}) {
return this.fetchPartialBalance ('used', params)
}
fetchTotalBalance (params = {}) {
return this.fetchPartialBalance ('total', params)
}
async fetchStatus (params = {}) {
if (this.has['fetchTime']) {
const time = await this.fetchTime (params)
this.status = this.extend (this.status, {
'updated': time,
})
}
return this.status
}
async fetchTradingFees (params = {}) {
throw new NotSupported (this.id + ' fetchTradingFees not supported yet')
}
async fetchTradingFee (symbol, params = {}) {
if (!this.has['fetchTradingFees']) {
throw new NotSupported (this.id + ' fetchTradingFee not supported yet')
}
return await this.fetchTradingFees (params)
}
async loadTradingLimits (symbols = undefined, reload = false, params = {}) {
if (this.has['fetchTradingLimits']) {
if (reload || !('limitsLoaded' in this.options)) {
const response = await this.fetchTradingLimits (symbols);
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
this.markets[symbol] = this.deepExtend (this.markets[symbol], response[symbol]);
}
this.options['limitsLoaded'] = this.milliseconds ();
}
}
return this.markets;
}
filterBySinceLimit (array, since = undefined, limit = undefined, key = 'timestamp') {
if (since !== undefined && since !== null)
array = array.filter (entry => entry[key] >= since)
if (limit !== undefined && limit !== null)
array = array.slice (0, limit)
return array
}
filterByValueSinceLimit (array, field, value = undefined, since = undefined, limit = undefined) {
const valueIsDefined = value !== undefined && value !== null
const sinceIsDefined = since !== undefined && since !== null
// single-pass filter for both symbol and since
if (valueIsDefined || sinceIsDefined)
array = Object.values (array).filter (entry =>
((valueIsDefined ? (entry[field] === value) : true) &&
(sinceIsDefined ? (entry.timestamp >= since) : true)))
if (limit !== undefined && limit !== null)
array = Object.values (array).slice (0, limit)
return array
}
filterBySymbolSinceLimit (array, symbol = undefined, since = undefined, limit = undefined) {
return this.filterByValueSinceLimit (array, 'symbol', symbol, since, limit)
}
filterByCurrencySinceLimit (array, code = undefined, since = undefined, limit = undefined) {
return this.filterByValueSinceLimit (array, 'currency', code, since, limit)
}
filterByArray (objects, key, values = undefined, indexed = true) {
objects = Object.values (objects)
// return all of them if no values were passed
if (values === undefined || values === null)
return indexed ? indexBy (objects, key) : objects
const result = []
for (let i = 0; i < objects.length; i++) {
if (values.includes (objects[i][key]))
result.push (objects[i])
}
return indexed ? indexBy (result, key) : result
}
parseTrades (trades, market = undefined, since = undefined, limit = undefined, params = {}) {
// this code is commented out temporarily to catch for exchange-specific errors
// if (!this.isArray (trades)) {
// throw new ExchangeError (this.id + ' parseTrades expected an array in the trades argument, but got ' + typeof trades);
// }
let result = Object.values (trades || []).map (trade => this.extend (this.parseTrade (trade, market), params))
result = sortBy (result, 'timestamp')
const symbol = (market !== undefined) ? market['symbol'] : undefined
return this.filterBySymbolSinceLimit (result, symbol, since, limit)
}
parseTransactions (transactions, currency = undefined, since = undefined, limit = undefined, params = {}) {
// this code is commented out temporarily to catch for exchange-specific errors
// if (!this.isArray (transactions)) {
// throw new ExchangeError (this.id + ' parseTransactions expected an array in the transactions argument, but got ' + typeof transactions);
// }
let result = Object.values (transactions || []).map (transaction => this.extend (this.parseTransaction (transaction, currency), params))
result = this.sortBy (result, 'timestamp');
const code = (currency !== undefined) ? currency['code'] : undefined;
return this.filterByCurrencySinceLimit (result, code, since, limit);
}
parseLedger (data, currency = undefined, since = undefined, limit = undefined, params = {}) {
let result = [];
const array = Object.values (data || []);
for (let i = 0; i < array.length; i++) {
const itemOrItems = this.parseLedgerEntry (array[i], currency);
if (Array.isArray (itemOrItems)) {
for (let j = 0; j < itemOrItems.length; j++) {
result.push (this.extend (itemOrItems[j], params));
}
} else {
result.push (this.extend (itemOrItems, params));
}
}
result = this.sortBy (result, 'timestamp');
const code = (currency !== undefined) ? currency['code'] : undefined;
return this.filterByCurrencySinceLimit (result, code, since, limit);
}
parseOrders (orders, market = undefined, since = undefined, limit = undefined, params = {}) {
// this code is commented out temporarily to catch for exchange-specific errors
// if (!this.isArray (orders)) {
// throw new ExchangeError (this.id + ' parseOrders expected an array in the orders argument, but got ' + typeof orders);
// }
let result = Object.values (orders).map (order => this.extend (this.parseOrder (order, market), params))
result = sortBy (result, 'timestamp')
const symbol = (market !== undefined) ? market['symbol'] : undefined
return this.filterBySymbolSinceLimit (result, symbol, since, limit)
}
safeCurrencyCode (currencyId, currency = undefined) {
let code = undefined
if (currencyId !== undefined) {
if (this.currencies_by_id !== undefined && currencyId in this.currencies_by_id) {
code = this.currencies_by_id[currencyId]['code']
} else {
code = this.commonCurrencyCode (currencyId.toUpperCase ())
}
}
if (code === undefined && currency !== undefined) {
code = currency['code']
}
return code
}
filterBySymbol (array, symbol = undefined) {
return ((symbol !== undefined) ? array.filter (entry => entry.symbol === symbol) : array)
}
parseOHLCV (ohlcv, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
return Array.isArray (ohlcv) ? ohlcv.slice (0, 6) : ohlcv
}
parseOHLCVs (ohlcvs, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
// this code is commented out temporarily to catch for exchange-specific errors
// if (!this.isArray (ohlcvs)) {
// throw new ExchangeError (this.id + ' parseOHLCVs expected an array in the ohlcvs argument, but got ' + typeof ohlcvs);
// }
ohlcvs = Object.values (ohlcvs || [])
const result = []
for (let i = 0; i < ohlcvs.length; i++) {
if (limit && (result.length >= limit)) {
break;
}
const ohlcv = this.parseOHLCV (ohlcvs[i], market, timeframe, since, limit)
if (since && (ohlcv[0] < since)) {
continue
}
result.push (ohlcv)
}
return this.sortBy (result, 0)
}
editLimitBuyOrder (id, symbol, ...args) {
return this.editLimitOrder (id, symbol, 'buy', ...args)
}
editLimitSellOrder (id, symbol, ...args) {
return this.editLimitOrder (id, symbol, 'sell', ...args)
}
editLimitOrder (id, symbol, ...args) {
return this.editOrder (id, symbol, 'limit', ...args)
}
async editOrder (id, symbol, ...args) {
if (!this.enableRateLimit)
throw new ExchangeError (this.id + ' editOrder() requires enableRateLimit = true')
await this.cancelOrder (id, symbol);
return this.createOrder (symbol, ...args)
}
createLimitOrder (symbol, ...args) {
return this.createOrder (symbol, 'limit', ...args)
}
createMarketOrder (symbol, ...args) {
return this.createOrder (symbol, 'market', ...args)
}
createLimitBuyOrder (symbol, ...args) {
return this.createOrder (symbol, 'limit', 'buy', ...args)
}
createLimitSellOrder (symbol, ...args) {
return this.createOrder (symbol, 'limit', 'sell', ...args)
}
createMarketBuyOrder (symbol, amount, params = {}) {
return this.createOrder (symbol, 'market', 'buy', amount, undefined, params)
}
createMarketSellOrder (symbol, amount, params = {}) {
return this.createOrder (symbol, 'market', 'sell', amount, undefined, params)
}
costToPrecision (symbol, cost) {
return decimalToPrecision (cost, ROUND, this.markets[symbol].precision.price, this.precisionMode)
}
priceToPrecision (symbol, price) {
return decimalToPrecision (price, ROUND, this.markets[symbol].precision.price, this.precisionMode)
}
amountToPrecision (symbol, amount) {
return decimalToPrecision (amount, TRUNCATE, this.markets[symbol].precision.amount, this.precisionMode)
}
feeToPrecision (symbol, fee) {
return decimalToPrecision (fee, ROUND, this.markets[symbol].precision.price, this.precisionMode)
}
currencyToPrecision (currency, fee) {
return decimalToPrecision (fee, ROUND, this.currencies[currency]['precision'], this.precisionMode);
}
calculateFee (symbol, type, side, amount, price, takerOrMaker = 'taker', params = {}) {
const market = this.markets[symbol]
const rate = market[takerOrMaker]
const cost = parseFloat (this.costToPrecision (symbol, amount * price))
return {
'type': takerOrMaker,
'currency': market['quote'],
'rate': rate,
'cost': parseFloat (this.feeToPrecision (symbol, rate * cost)),
}
}
// ------------------------------------------------------------------------
// web3 / 0x methods
static hasWeb3 () {
return ethUtil && ethAbi
}
checkRequiredDependencies () {
if (!Exchange.hasWeb3 ()) {
throw new ExchangeError ('Required dependencies missing: \nnpm i ethereumjs-util ethereumjs-abi --no-save');
}
}
soliditySha3 (array) {
// we only support address, uint256, and string solidity types
const encoded = []
for (const value of array) {
if (Number.isInteger (value) || value.match (/^[0-9]+$/)) {
encoded.push (this.numberToBE (this.numberToString (value), 32))
} else {
const noPrefix = Exchange.remove0xPrefix (value)
if (noPrefix.length === 40 && noPrefix.toLowerCase ().match (/^[0-9a-f]+$/)) { // check if it is an address
encoded.push (this.base16ToBinary (noPrefix))
} else {
encoded.push (this.stringToBinary (noPrefix))
}
}
}
const concated = this.binaryConcatArray (encoded)
return '0x' + this.hash (concated, 'keccak', 'hex')
}
getZeroExOrderHash (order) {
return this.soliditySha3 ([
order['exchangeContractAddress'], // address
order['maker'], // address
order['taker'], // address
order['makerTokenAddress'], // address
order['takerTokenAddress'], // address
order['feeRecipient'], // address
order['makerTokenAmount'], // uint256
order['takerTokenAmount'], // uint256
order['makerFee'], // uint256
order['takerFee'], // uint256
order['expirationUnixTimestampSec'], // uint256
order['salt'], // uint256
]);
}
getZeroExOrderHashV2 (order) {
// https://github.com/0xProject/0x-monorepo/blob/development/python-packages/order_utils/src/zero_ex/order_utils/__init__.py
const addressPadding = '000000000000000000000000';
const header = '1901';
const domainStructHeader = '91ab3d17e3a5