ccxt-bybit
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
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JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, OrderNotFound, ArgumentsRequired, InvalidOrder, DDoSProtection } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class btcmarkets extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'btcmarkets',
'name': 'BTC Markets',
'countries': [ 'AU' ], // Australia
'rateLimit': 1000, // market data cached for 1 second (trades cached for 2 seconds)
'has': {
'CORS': false,
'fetchOHLCV': true,
'fetchOrder': true,
'fetchOrders': true,
'fetchClosedOrders': 'emulated',
'fetchOpenOrders': true,
'fetchMyTrades': true,
'cancelOrders': true,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/29142911-0e1acfc2-7d5c-11e7-98c4-07d9532b29d7.jpg',
'api': {
'public': 'https://api.btcmarkets.net',
'private': 'https://api.btcmarkets.net',
'web': 'https://btcmarkets.net/data',
},
'www': 'https://btcmarkets.net',
'doc': 'https://github.com/BTCMarkets/API',
},
'api': {
'public': {
'get': [
'market/{id}/tick',
'market/{id}/orderbook',
'market/{id}/trades',
'v2/market/{id}/tickByTime/{timeframe}',
'v2/market/{id}/trades',
'v2/market/active',
],
},
'private': {
'get': [
'account/balance',
'account/{id}/tradingfee',
'fundtransfer/history',
'v2/order/open',
'v2/order/open/{id}',
'v2/order/history/{instrument}/{currency}/',
'v2/order/trade/history/{id}',
'v2/transaction/history/{currency}',
],
'post': [
'fundtransfer/withdrawCrypto',
'fundtransfer/withdrawEFT',
'order/create',
'order/cancel',
'order/history',
'order/open',
'order/trade/history',
'order/createBatch', // they promise it's coming soon...
'order/detail',
],
},
'web': {
'get': [
'market/BTCMarkets/{id}/tickByTime',
],
},
},
'timeframes': {
'1m': 'minute',
'1h': 'hour',
'1d': 'day',
},
'exceptions': {
'3': InvalidOrder,
'6': DDoSProtection,
},
'fees': {
'percentage': true,
'tierBased': true,
'maker': -0.05 / 100,
'taker': 0.20 / 100,
},
'options': {
'fees': {
'AUD': {
'maker': 0.85 / 100,
'taker': 0.85 / 100,
},
},
},
});
}
async fetchTransactions (code = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {};
if (limit !== undefined) {
request['limit'] = limit;
}
if (since !== undefined) {
request['since'] = since;
}
const response = await this.privateGetFundtransferHistory (this.extend (request, params));
const transactions = response['fundTransfers'];
return this.parseTransactions (transactions, undefined, since, limit);
}
parseTransactionStatus (status) {
// todo: find more statuses
const statuses = {
'Complete': 'ok',
};
return this.safeString (statuses, status, status);
}
parseTransaction (item, currency = undefined) {
//
// {
// status: 'Complete',
// fundTransferId: 1904311906,
// description: 'ETH withdraw from [me@email.com] to Address: 0xF123aa44FadEa913a7da99cc2eE202Db684Ce0e3 amount: 8.28965701 fee: 0.00000000',
// creationTime: 1529418358525,
// currency: 'ETH',
// amount: 828965701,
// fee: 0,
// transferType: 'WITHDRAW',
// errorMessage: null,
// lastUpdate: 1529418376754,
// cryptoPaymentDetail: {
// address: '0xF123aa44FadEa913a7da99cc2eE202Db684Ce0e3',
// txId: '0x8fe483b6f9523559b9ebffb29624f98e86227d2660d4a1fd4785d45e51c662c2'
// }
// }
//
// {
// status: 'Complete',
// fundTransferId: 494077500,
// description: 'BITCOIN Deposit, B 0.1000',
// creationTime: 1501077601015,
// currency: 'BTC',
// amount: 10000000,
// fee: 0,
// transferType: 'DEPOSIT',
// errorMessage: null,
// lastUpdate: 1501077601133,
// cryptoPaymentDetail: null
// }
//
// {
// "fee": 0,
// "amount": 56,
// "status": "Complete",
// "currency": "BCHABC",
// "lastUpdate": 1542339164044,
// "description": "BitcoinCashABC Deposit, P 0.00000056",
// "creationTime": 1542339164003,
// "errorMessage": null,
// "transferType": "DEPOSIT",
// "fundTransferId": 2527326972,
// "cryptoPaymentDetail": null
// }
//
const timestamp = this.safeInteger (item, 'creationTime');
const lastUpdate = this.safeInteger (item, 'lastUpdate');
const transferType = this.safeString (item, 'transferType');
const cryptoPaymentDetail = this.safeValue (item, 'cryptoPaymentDetail', {});
const address = this.safeString (cryptoPaymentDetail, 'address');
const txid = this.safeString (cryptoPaymentDetail, 'txId');
let type = undefined;
if (transferType === 'DEPOSIT') {
type = 'deposit';
} else if (transferType === 'WITHDRAW') {
type = 'withdrawal';
} else {
type = transferType;
}
const fee = this.safeFloat (item, 'fee');
const status = this.parseTransactionStatus (this.safeString (item, 'status'));
const ccy = this.safeString (item, 'currency');
const code = this.safeCurrencyCode (ccy);
// todo: this logic is duplicated below
let amount = this.safeFloat (item, 'amount');
if (amount !== undefined) {
amount = amount * 1e-8;
}
return {
'id': this.safeString (item, 'fundTransferId'),
'txid': txid,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'address': address,
'tag': undefined,
'type': type,
'amount': amount,
'currency': code,
'status': status,
'updated': lastUpdate,
'fee': {
'currency': code,
'cost': fee,
},
'info': item,
};
}
async fetchMarkets (params = {}) {
const response = await this.publicGetV2MarketActive (params);
const result = [];
const markets = this.safeValue (response, 'markets');
for (let i = 0; i < markets.length; i++) {
const market = markets[i];
const baseId = this.safeString (market, 'instrument');
const quoteId = this.safeString (market, 'currency');
const id = baseId + '/' + quoteId;
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const symbol = base + '/' + quote;
const fees = this.safeValue (this.safeValue (this.options, 'fees', {}), quote, this.fees);
let pricePrecision = 2;
let amountPrecision = 4;
const minAmount = 0.001; // where does it come from?
let minPrice = undefined;
if (quote === 'AUD') {
if ((base === 'XRP') || (base === 'OMG')) {
pricePrecision = 4;
}
amountPrecision = -Math.log10 (minAmount);
minPrice = Math.pow (10, -pricePrecision);
}
const precision = {
'amount': amountPrecision,
'price': pricePrecision,
};
const limits = {
'amount': {
'min': minAmount,
'max': undefined,
},
'price': {
'min': minPrice,
'max': undefined,
},
'cost': {
'min': undefined,
'max': undefined,
},
};
result.push ({
'info': market,
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'active': undefined,
'maker': fees['maker'],
'taker': fees['taker'],
'limits': limits,
'precision': precision,
});
}
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
const balances = await this.privateGetAccountBalance (params);
const result = { 'info': balances };
for (let i = 0; i < balances.length; i++) {
const balance = balances[i];
const currencyId = this.safeString (balance, 'currency');
const code = this.safeCurrencyCode (currencyId);
const multiplier = 100000000;
let total = this.safeFloat (balance, 'balance');
if (total !== undefined) {
total /= multiplier;
}
let used = this.safeFloat (balance, 'pendingFunds');
if (used !== undefined) {
used /= multiplier;
}
const account = this.account ();
account['used'] = used;
account['total'] = total;
result[code] = account;
}
return this.parseBalance (result);
}
parseOHLCV (ohlcv, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
//
// {
// "timestamp":1572307200000,
// "open":1962218,
// "high":1974850,
// "low":1962208,
// "close":1974850,
// "volume":305211315,
// }
//
const multiplier = 100000000; // for price and volume
const keys = [ 'open', 'high', 'low', 'close', 'volume' ];
const result = [
this.safeInteger (ohlcv, 'timestamp'),
];
for (let i = 0; i < keys.length; i++) {
const key = keys[i];
let value = this.safeFloat (ohlcv, key);
if (value !== undefined) {
value = value / multiplier;
}
result.push (value);
}
return result;
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.load_markets ();
const market = this.market (symbol);
const request = {
'id': market['id'],
'timeframe': this.timeframes[timeframe],
// set to true to see candles more recent than the timestamp in the
// since parameter, if a since parameter is used, default is false
'indexForward': true,
// set to true to see the earliest candles first in the list of
// returned candles in chronological order, default is false
'sortForward': true,
};
if (since !== undefined) {
request['since'] = since;
}
if (limit !== undefined) {
request['limit'] = limit; // default is 3000
}
const response = await this.publicGetV2MarketIdTickByTimeTimeframe (this.extend (request, params));
//
// {
// "success":true,
// "paging":{
// "newer":"/v2/market/ETH/BTC/tickByTime/day?indexForward=true&since=1572307200000",
// "older":"/v2/market/ETH/BTC/tickByTime/day?since=1457827200000"
// },
// "ticks":[
// {"timestamp":1572307200000,"open":1962218,"high":1974850,"low":1962208,"close":1974850,"volume":305211315},
// {"timestamp":1572220800000,"open":1924700,"high":1951276,"low":1909328,"close":1951276,"volume":1086067595},
// {"timestamp":1572134400000,"open":1962155,"high":1962734,"low":1900905,"close":1930243,"volume":790141098},
// ],
// }
//
const ticks = this.safeValue (response, 'ticks', []);
return this.parseOHLCVs (ticks, market, timeframe, since, limit);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'id': market['id'],
};
const response = await this.publicGetMarketIdOrderbook (this.extend (request, params));
const timestamp = this.safeTimestamp (response, 'timestamp');
return this.parseOrderBook (response, timestamp);
}
parseTicker (ticker, market = undefined) {
const timestamp = this.safeTimestamp (ticker, 'timestamp');
let symbol = undefined;
if (market !== undefined) {
symbol = market['symbol'];
}
const last = this.safeFloat (ticker, 'lastPrice');
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': undefined,
'low': undefined,
'bid': this.safeFloat (ticker, 'bestBid'),
'bidVolume': undefined,
'ask': this.safeFloat (ticker, 'bestAsk'),
'askVolume': undefined,
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': this.safeFloat (ticker, 'volume24h'),
'quoteVolume': undefined,
'info': ticker,
};
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'id': market['id'],
};
const response = await this.publicGetMarketIdTick (this.extend (request, params));
return this.parseTicker (response, market);
}
parseTrade (trade, market = undefined) {
const timestamp = this.safeTimestamp (trade, 'date');
let symbol = undefined;
if (market !== undefined) {
symbol = market['symbol'];
}
const id = this.safeString (trade, 'tid');
const price = this.safeFloat (trade, 'price');
const amount = this.safeFloat (trade, 'amount');
let cost = undefined;
if (amount !== undefined) {
if (price !== undefined) {
cost = amount * price;
}
}
return {
'info': trade,
'id': id,
'order': undefined,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'type': undefined,
'side': undefined,
'takerOrMaker': undefined,
'price': price,
'amount': amount,
'cost': cost,
'fee': undefined,
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
// 'since': 59868345231,
'id': market['id'],
};
const response = await this.publicGetMarketIdTrades (this.extend (request, params));
return this.parseTrades (response, market, since, limit);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const multiplier = 100000000; // for price and volume
const orderSide = (side === 'buy') ? 'Bid' : 'Ask';
const request = this.ordered ({
'currency': market['quote'],
});
request['currency'] = market['quote'];
request['instrument'] = market['base'];
request['price'] = parseInt (price * multiplier);
request['volume'] = parseInt (amount * multiplier);
request['orderSide'] = orderSide;
request['ordertype'] = this.capitalize (type);
request['clientRequestId'] = this.nonce ().toString ();
const response = await this.privatePostOrderCreate (this.extend (request, params));
const id = this.safeString (response, 'id');
return {
'info': response,
'id': id,
};
}
async cancelOrders (ids, symbol = undefined, params = {}) {
await this.loadMarkets ();
for (let i = 0; i < ids.length; i++) {
ids[i] = parseInt (ids[i]);
}
const request = {
'orderIds': ids,
};
return await this.privatePostOrderCancel (this.extend (request, params));
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
return await this.cancelOrders ([ id ]);
}
calculateFee (symbol, type, side, amount, price, takerOrMaker = 'taker', params = {}) {
const market = this.markets[symbol];
const rate = market[takerOrMaker];
let currency = undefined;
let cost = undefined;
if (market['quote'] === 'AUD') {
currency = market['quote'];
cost = parseFloat (this.costToPrecision (symbol, amount * price));
} else {
currency = market['base'];
cost = parseFloat (this.amountToPrecision (symbol, amount));
}
return {
'type': takerOrMaker,
'currency': currency,
'rate': rate,
'cost': parseFloat (this.feeToPrecision (symbol, rate * cost)),
};
}
parseMyTrade (trade, market) {
const multiplier = 100000000;
const timestamp = this.safeInteger (trade, 'creationTime');
let side = this.safeFloat (trade, 'side');
side = (side === 'Bid') ? 'buy' : 'sell';
// BTCMarkets always charge in AUD for AUD-related transactions.
let feeCurrencyCode = undefined;
let symbol = undefined;
if (market !== undefined) {
feeCurrencyCode = (market['quote'] === 'AUD') ? market['quote'] : market['base'];
symbol = market['symbol'];
}
const id = this.safeString (trade, 'id');
let price = this.safeFloat (trade, 'price');
if (price !== undefined) {
price /= multiplier;
}
let amount = this.safeFloat (trade, 'volume');
if (amount !== undefined) {
amount /= multiplier;
}
let feeCost = this.safeFloat (trade, 'fee');
if (feeCost !== undefined) {
feeCost /= multiplier;
}
let cost = undefined;
if (price !== undefined) {
if (amount !== undefined) {
cost = price * amount;
}
}
const orderId = this.safeString (trade, 'orderId');
return {
'info': trade,
'id': id,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'order': orderId,
'symbol': symbol,
'type': undefined,
'side': side,
'price': price,
'amount': amount,
'cost': cost,
'fee': {
'currency': feeCurrencyCode,
'cost': feeCost,
},
};
}
parseMyTrades (trades, market = undefined, since = undefined, limit = undefined) {
const result = [];
for (let i = 0; i < trades.length; i++) {
const trade = this.parseMyTrade (trades[i], market);
result.push (trade);
}
return result;
}
parseOrder (order, market = undefined) {
const multiplier = 100000000;
const side = (order['orderSide'] === 'Bid') ? 'buy' : 'sell';
const type = (order['ordertype'] === 'Limit') ? 'limit' : 'market';
const timestamp = this.safeInteger (order, 'creationTime');
if (market === undefined) {
market = this.market (order['instrument'] + '/' + order['currency']);
}
let status = 'open';
if (order['status'] === 'Failed' || order['status'] === 'Cancelled' || order['status'] === 'Partially Cancelled' || order['status'] === 'Error') {
status = 'canceled';
} else if (order['status'] === 'Fully Matched' || order['status'] === 'Partially Matched') {
status = 'closed';
}
const price = this.safeFloat (order, 'price') / multiplier;
const amount = this.safeFloat (order, 'volume') / multiplier;
const remaining = this.safeFloat (order, 'openVolume', 0.0) / multiplier;
const filled = amount - remaining;
const trades = this.parseMyTrades (order['trades'], market);
const numTrades = trades.length;
let cost = filled * price;
let average = undefined;
let lastTradeTimestamp = undefined;
if (numTrades > 0) {
cost = 0;
for (let i = 0; i < numTrades; i++) {
const trade = trades[i];
cost = this.sum (cost, trade['cost']);
}
if (filled > 0) {
average = cost / filled;
}
lastTradeTimestamp = trades[numTrades - 1]['timestamp'];
}
const id = this.safeString (order, 'id');
return {
'info': order,
'id': id,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': lastTradeTimestamp,
'symbol': market['symbol'],
'type': type,
'side': side,
'price': price,
'cost': cost,
'amount': amount,
'filled': filled,
'remaining': remaining,
'average': average,
'status': status,
'trades': trades,
'fee': undefined,
};
}
async fetchOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const ids = [ parseInt (id) ];
const request = {
'orderIds': ids,
};
const response = await this.privatePostOrderDetail (this.extend (request, params));
const numOrders = response['orders'].length;
if (numOrders < 1) {
throw new OrderNotFound (this.id + ' No matching order found: ' + id);
}
const order = response['orders'][0];
return this.parseOrder (order);
}
createPaginatedRequest (market, since = undefined, limit = undefined) {
limit = (limit === undefined) ? 100 : limit;
since = (since === undefined) ? 0 : since;
const request = this.ordered ({
'currency': market['quoteId'],
'instrument': market['baseId'],
'limit': limit,
'since': since,
});
return request;
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ': fetchOrders requires a `symbol` argument.');
}
await this.loadMarkets ();
const market = this.market (symbol);
const request = this.createPaginatedRequest (market, since, limit);
const response = await this.privatePostOrderHistory (this.extend (request, params));
return this.parseOrders (response['orders'], market);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ': fetchOpenOrders requires a `symbol` argument.');
}
await this.loadMarkets ();
const market = this.market (symbol);
const request = this.createPaginatedRequest (market, since, limit);
const response = await this.privatePostOrderOpen (this.extend (request, params));
return this.parseOrders (response['orders'], market);
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
const orders = await this.fetchOrders (symbol, since, limit, params);
return this.filterBy (orders, 'status', 'closed');
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ': fetchMyTrades requires a `symbol` argument.');
}
await this.loadMarkets ();
const market = this.market (symbol);
const request = this.createPaginatedRequest (market, since, limit);
const response = await this.privatePostOrderTradeHistory (this.extend (request, params));
return this.parseMyTrades (response['trades'], market);
}
nonce () {
return this.milliseconds ();
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
const uri = '/' + this.implodeParams (path, params);
let url = this.urls['api'][api] + uri;
if (api === 'private') {
this.checkRequiredCredentials ();
const nonce = this.nonce ().toString ();
let auth = undefined;
headers = {
'apikey': this.apiKey,
'timestamp': nonce,
};
if (method === 'POST') {
headers['Content-Type'] = 'application/json';
auth = uri + "\n" + nonce + "\n"; // eslint-disable-line quotes
body = this.json (params);
auth += body;
} else {
const query = this.keysort (this.omit (params, this.extractParams (path)));
let queryString = '';
if (Object.keys (query).length) {
queryString = this.urlencode (query);
url += '?' + queryString;
queryString += "\n"; // eslint-disable-line quotes
}
auth = uri + "\n" + queryString + nonce + "\n"; // eslint-disable-line quotes
}
const secret = this.base64ToBinary (this.secret);
const signature = this.hmac (this.encode (auth), secret, 'sha512', 'base64');
headers['signature'] = this.decode (signature);
} else {
if (Object.keys (params).length) {
url += '?' + this.urlencode (params);
}
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors (code, reason, url, method, headers, body, response, requestHeaders, requestBody) {
if (response === undefined) {
return; // fallback to default error handler
}
if ('success' in response) {
if (!response['success']) {
const error = this.safeString (response, 'errorCode');
const feedback = this.id + ' ' + body;
this.throwExactlyMatchedException (this.exceptions, error, feedback);
throw new ExchangeError (feedback);
}
}
}
};