ccxt-bybit
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
563 lines (539 loc) • 22.4 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, InvalidNonce, AuthenticationError, OrderNotFound } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class bitso extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'bitso',
'name': 'Bitso',
'countries': [ 'MX' ], // Mexico
'rateLimit': 2000, // 30 requests per minute
'version': 'v3',
'has': {
'CORS': false,
'fetchMyTrades': true,
'fetchOpenOrders': true,
'fetchOrder': true,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27766335-715ce7aa-5ed5-11e7-88a8-173a27bb30fe.jpg',
'api': 'https://api.bitso.com',
'www': 'https://bitso.com',
'doc': 'https://bitso.com/api_info',
'fees': 'https://bitso.com/fees?l=es',
'referral': 'https://bitso.com/?ref=itej',
},
'options': {
'precision': {
'XRP': 6,
'MXN': 2,
'TUSD': 2,
},
'defaultPrecision': 8,
},
'api': {
'public': {
'get': [
'available_books',
'ticker',
'order_book',
'trades',
],
},
'private': {
'get': [
'account_status',
'balance',
'fees',
'fundings',
'fundings/{fid}',
'funding_destination',
'kyc_documents',
'ledger',
'ledger/trades',
'ledger/fees',
'ledger/fundings',
'ledger/withdrawals',
'mx_bank_codes',
'open_orders',
'order_trades/{oid}',
'orders/{oid}',
'user_trades',
'user_trades/{tid}',
'withdrawals/',
'withdrawals/{wid}',
],
'post': [
'bitcoin_withdrawal',
'debit_card_withdrawal',
'ether_withdrawal',
'ripple_withdrawal',
'bcash_withdrawal',
'litecoin_withdrawal',
'orders',
'phone_number',
'phone_verification',
'phone_withdrawal',
'spei_withdrawal',
'ripple_withdrawal',
'bcash_withdrawal',
'litecoin_withdrawal',
],
'delete': [
'orders/{oid}',
'orders/all',
],
},
},
'exceptions': {
'0201': AuthenticationError, // Invalid Nonce or Invalid Credentials
'104': InvalidNonce, // Cannot perform request - nonce must be higher than 1520307203724237
},
});
}
async fetchMarkets (params = {}) {
const response = await this.publicGetAvailableBooks (params);
const markets = this.safeValue (response, 'payload');
const result = [];
for (let i = 0; i < markets.length; i++) {
const market = markets[i];
const id = this.safeString (market, 'book');
const [ baseId, quoteId ] = id.split ('_');
let base = baseId.toUpperCase ();
let quote = quoteId.toUpperCase ();
base = this.safeCurrencyCode (base);
quote = this.safeCurrencyCode (quote);
const symbol = base + '/' + quote;
const limits = {
'amount': {
'min': this.safeFloat (market, 'minimum_amount'),
'max': this.safeFloat (market, 'maximum_amount'),
},
'price': {
'min': this.safeFloat (market, 'minimum_price'),
'max': this.safeFloat (market, 'maximum_price'),
},
'cost': {
'min': this.safeFloat (market, 'minimum_value'),
'max': this.safeFloat (market, 'maximum_value'),
},
};
const precision = {
'amount': this.safeInteger (this.options['precision'], base, this.options['defaultPrecision']),
'price': this.safeInteger (this.options['precision'], quote, this.options['defaultPrecision']),
};
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'info': market,
'limits': limits,
'precision': precision,
});
}
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
const response = await this.privateGetBalance (params);
const balances = this.safeValue (response['payload'], 'balances');
const result = { 'info': response };
for (let i = 0; i < balances.length; i++) {
const balance = balances[i];
const currencyId = this.safeString (balance, 'currency');
const code = this.safeCurrencyCode (currencyId);
const account = {
'free': this.safeFloat (balance, 'available'),
'used': this.safeFloat (balance, 'locked'),
'total': this.safeFloat (balance, 'total'),
};
result[code] = account;
}
return this.parseBalance (result);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'book': this.marketId (symbol),
};
const response = await this.publicGetOrderBook (this.extend (request, params));
const orderbook = this.safeValue (response, 'payload');
const timestamp = this.parse8601 (this.safeString (orderbook, 'updated_at'));
return this.parseOrderBook (orderbook, timestamp, 'bids', 'asks', 'price', 'amount');
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const request = {
'book': this.marketId (symbol),
};
const response = await this.publicGetTicker (this.extend (request, params));
const ticker = this.safeValue (response, 'payload');
const timestamp = this.parse8601 (this.safeString (ticker, 'created_at'));
const vwap = this.safeFloat (ticker, 'vwap');
const baseVolume = this.safeFloat (ticker, 'volume');
let quoteVolume = undefined;
if (baseVolume !== undefined && vwap !== undefined) {
quoteVolume = baseVolume * vwap;
}
const 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, 'bid'),
'bidVolume': undefined,
'ask': this.safeFloat (ticker, 'ask'),
'askVolume': undefined,
'vwap': vwap,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': baseVolume,
'quoteVolume': quoteVolume,
'info': ticker,
};
}
parseTrade (trade, market = undefined) {
const timestamp = this.parse8601 (this.safeString (trade, 'created_at'));
let symbol = undefined;
if (market === undefined) {
const marketId = this.safeString (trade, 'book');
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
}
}
if (market !== undefined) {
symbol = market['symbol'];
}
const side = this.safeString2 (trade, 'side', 'maker_side');
let amount = this.safeFloat2 (trade, 'amount', 'major');
if (amount !== undefined) {
amount = Math.abs (amount);
}
let fee = undefined;
const feeCost = this.safeFloat (trade, 'fees_amount');
if (feeCost !== undefined) {
const feeCurrencyId = this.safeString (trade, 'fees_currency');
const feeCurrency = this.safeCurrencyCode (feeCurrencyId);
fee = {
'cost': feeCost,
'currency': feeCurrency,
};
}
let cost = this.safeFloat (trade, 'minor');
if (cost !== undefined) {
cost = Math.abs (cost);
}
const price = this.safeFloat (trade, 'price');
const orderId = this.safeString (trade, 'oid');
const id = this.safeString (trade, 'tid');
return {
'id': id,
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'order': orderId,
'type': undefined,
'side': side,
'takerOrMaker': undefined,
'price': price,
'amount': amount,
'cost': cost,
'fee': fee,
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'book': market['id'],
};
const response = await this.publicGetTrades (this.extend (request, params));
return this.parseTrades (response['payload'], market, since, limit);
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = 25, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
// the don't support fetching trades starting from a date yet
// use the `marker` extra param for that
// this is not a typo, the variable name is 'marker' (don't confuse with 'market')
const markerInParams = ('marker' in params);
// warn the user with an exception if the user wants to filter
// starting from since timestamp, but does not set the trade id with an extra 'marker' param
if ((since !== undefined) && !markerInParams) {
throw new ExchangeError (this.id + ' fetchMyTrades does not support fetching trades starting from a timestamp with the `since` argument, use the `marker` extra param to filter starting from an integer trade id');
}
// convert it to an integer unconditionally
if (markerInParams) {
params = this.extend (params, {
'marker': parseInt (params['marker']),
});
}
const request = {
'book': market['id'],
'limit': limit, // default = 25, max = 100
// 'sort': 'desc', // default = desc
// 'marker': id, // integer id to start from
};
const response = await this.privateGetUserTrades (this.extend (request, params));
return this.parseTrades (response['payload'], market, since, limit);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'book': this.marketId (symbol),
'side': side,
'type': type,
'major': this.amountToPrecision (symbol, amount),
};
if (type === 'limit') {
request['price'] = this.priceToPrecision (symbol, price);
}
const response = await this.privatePostOrders (this.extend (request, params));
const id = this.safeString (response['payload'], 'oid');
return {
'info': response,
'id': id,
};
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'oid': id,
};
return await this.privateDeleteOrdersOid (this.extend (request, params));
}
parseOrderStatus (status) {
const statuses = {
'partial-fill': 'open', // this is a common substitution in ccxt
'completed': 'closed',
};
return this.safeString (statuses, status, status);
}
parseOrder (order, market = undefined) {
const id = this.safeString (order, 'oid');
const side = this.safeString (order, 'side');
const status = this.parseOrderStatus (this.safeString (order, 'status'));
let symbol = undefined;
const marketId = this.safeString (order, 'book');
if (marketId !== undefined) {
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
} else {
const [ baseId, quoteId ] = marketId.split ('_');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
symbol = base + '/' + quote;
}
}
if (symbol === undefined) {
if (market !== undefined) {
symbol = market['symbol'];
}
}
const orderType = this.safeString (order, 'type');
const timestamp = this.parse8601 (this.safeString (order, 'created_at'));
const price = this.safeFloat (order, 'price');
const amount = this.safeFloat (order, 'original_amount');
const remaining = this.safeFloat (order, 'unfilled_amount');
let filled = undefined;
if (amount !== undefined) {
if (remaining !== undefined) {
filled = amount - remaining;
}
}
return {
'info': order,
'id': id,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'symbol': symbol,
'type': orderType,
'side': side,
'price': price,
'amount': amount,
'cost': undefined,
'remaining': remaining,
'filled': filled,
'status': status,
'fee': undefined,
};
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = 25, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
// the don't support fetching trades starting from a date yet
// use the `marker` extra param for that
// this is not a typo, the variable name is 'marker' (don't confuse with 'market')
const markerInParams = ('marker' in params);
// warn the user with an exception if the user wants to filter
// starting from since timestamp, but does not set the trade id with an extra 'marker' param
if ((since !== undefined) && !markerInParams) {
throw new ExchangeError (this.id + ' fetchOpenOrders does not support fetching orders starting from a timestamp with the `since` argument, use the `marker` extra param to filter starting from an integer trade id');
}
// convert it to an integer unconditionally
if (markerInParams) {
params = this.extend (params, {
'marker': parseInt (params['marker']),
});
}
const request = {
'book': market['id'],
'limit': limit, // default = 25, max = 100
// 'sort': 'desc', // default = desc
// 'marker': id, // integer id to start from
};
const response = await this.privateGetOpenOrders (this.extend (request, params));
const orders = this.parseOrders (response['payload'], market, since, limit);
return orders;
}
async fetchOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const response = await this.privateGetOrdersOid ({
'oid': id,
});
const payload = this.safeValue (response, 'payload');
if (Array.isArray (payload)) {
const numOrders = response['payload'].length;
if (numOrders === 1) {
return this.parseOrder (payload[0]);
}
}
throw new OrderNotFound (this.id + ': The order ' + id + ' not found.');
}
async fetchOrderTrades (id, symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'oid': id,
};
const response = await this.privateGetOrderTradesOid (this.extend (request, params));
return this.parseTrades (response['payload'], market);
}
async fetchDepositAddress (code, params = {}) {
await this.loadMarkets ();
const currency = this.currency (code);
const request = {
'fund_currency': currency['id'],
};
const response = await this.privateGetFundingDestination (this.extend (request, params));
let address = this.safeString (response['payload'], 'account_identifier');
let tag = undefined;
if (code === 'XRP') {
const parts = address.split ('?dt=');
address = parts[0];
tag = parts[1];
}
this.checkAddress (address);
return {
'currency': code,
'address': address,
'tag': tag,
'info': response,
};
}
async withdraw (code, amount, address, tag = undefined, params = {}) {
this.checkAddress (address);
await this.loadMarkets ();
const methods = {
'BTC': 'Bitcoin',
'ETH': 'Ether',
'XRP': 'Ripple',
'BCH': 'Bcash',
'LTC': 'Litecoin',
};
const method = (code in methods) ? methods[code] : undefined;
if (method === undefined) {
throw new ExchangeError (this.id + ' not valid withdraw coin: ' + code);
}
const request = {
'amount': amount,
'address': address,
'destination_tag': tag,
};
const classMethod = 'privatePost' + method + 'Withdrawal';
const response = await this[classMethod] (this.extend (request, params));
return {
'info': response,
'id': this.safeString (response['payload'], 'wid'),
};
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let endpoint = '/' + this.version + '/' + this.implodeParams (path, params);
const query = this.omit (params, this.extractParams (path));
if (method === 'GET') {
if (Object.keys (query).length) {
endpoint += '?' + this.urlencode (query);
}
}
const url = this.urls['api'] + endpoint;
if (api === 'private') {
this.checkRequiredCredentials ();
const nonce = this.nonce ().toString ();
let request = [ nonce, method, endpoint ].join ('');
if (method !== 'GET') {
if (Object.keys (query).length) {
body = this.json (query);
request += body;
}
}
const signature = this.hmac (this.encode (request), this.encode (this.secret));
const auth = this.apiKey + ':' + nonce + ':' + signature;
headers = {
'Authorization': 'Bitso ' + auth,
'Content-Type': 'application/json',
};
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors (httpCode, reason, url, method, headers, body, response, requestHeaders, requestBody) {
if (response === undefined) {
return; // fallback to default error handler
}
if ('success' in response) {
//
// {"success":false,"error":{"code":104,"message":"Cannot perform request - nonce must be higher than 1520307203724237"}}
//
let success = this.safeValue (response, 'success', false);
if (typeof success === 'string') {
if ((success === 'true') || (success === '1')) {
success = true;
} else {
success = false;
}
}
if (!success) {
const feedback = this.id + ' ' + this.json (response);
const error = this.safeValue (response, 'error');
if (error === undefined) {
throw new ExchangeError (feedback);
}
const code = this.safeString (error, 'code');
this.throwExactlyMatchedException (this.exceptions, code, feedback);
throw new ExchangeError (feedback);
}
}
}
async request (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
const response = await this.fetch2 (path, api, method, params, headers, body);
if ('success' in response) {
if (response['success']) {
return response;
}
}
throw new ExchangeError (this.id + ' ' + this.json (response));
}
};