ccxt-bybit
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
1,001 lines (966 loc) • 41.8 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, InsufficientFunds, RateLimitExceeded, ArgumentsRequired, ExchangeNotAvailable, OrderNotFound, InvalidOrder, InvalidNonce, AuthenticationError } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class bybit extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'bybit',
'name': 'Bybit',
'countries': [ 'SG' ], // Singapore
'userAgent': 'sdk_ccxt/bybit_1.0',
'rateLimit': 100,
'has': {
'fetchDepositAddress': false,
'CORS': false,
'fetchTickers': true,
'fetchTicker': true,
'fetchOHLCV': true,
'fetchMyTrades': true,
'fetchTrades': true,
'fetchOrder': true,
'fetchOrders': false, // at 13.12.2019 can't be defined since bybit has 2 different endpoints with the same params for getting active and conditional orders.
'createOrder': true,
'withdraw': false,
'fetchDeposits': true,
'fetchWithdrawals': true,
'fetchTransactions': false,
'fetchLedger': true,
},
'timeframes': {
'1m': '1',
'3m': '3',
'5m': '5',
'15m': '15',
'30m': '30',
'1h': '60',
'2h': '120',
'4h': '240',
'6h': '360',
'9h': '720',
'1d': 'D',
'1M': 'M',
'1w': 'W',
'1Y': 'Y',
},
'debug': false, // set true to use testnet
'urls': {
'test': {
'v2': 'http://api-testnet.bybit.com/v2',
'wapi': 'https://api-testnet.bybit.com',
'public': 'https://api-testnet.bybit.com/open-api',
'private': 'https://api-testnet.bybit.com/open-api',
},
'api': {
'v2': 'https://api.bybit.com/v2',
'wapi': 'https://api.bybit.com',
'public': 'https://api.bybit.com/open-api',
'private': 'https://api.bybit.com/open-api',
},
'logo': 'https://user-images.githubusercontent.com/3198806/66993457-30a52700-f0fe-11e9-810c-a4a51e36fd20.png',
'www': 'https://www.bybit.com',
'doc': [
'https://github.com/bybit-exchange/bybit-official-api-docs',
],
'fees': 'https://help.bybit.com/hc/en-us/articles/360007291173-Trading-Fee',
},
'api': {
'v2': {
'get': [
'public/time',
'public/symbols',
'public/tickers',
'public/ticker',
'public/kline/list',
'public/orderBook/L2',
'private/execution/list',
'public/trading-records',
],
'post': [
'private/order/create',
'private/order/cancel',
'private/order/cancelAll',
'private/stop-order/cancelAll',
],
},
'wapi': {
'get': [
'position/list',
],
},
'private': {
'get': [
'order/list',
'stop-order/list',
'wallet/fund/records',
'wallet/withdraw/list',
],
'post': [
'order/create',
'order/cancel',
'stop-order/create',
'stop-order/cancel',
],
},
},
'fees': {
'trading': {
'tierBased': false,
'percentage': true,
'taker': 0.00075,
'maker': -0.00025,
},
},
// exchange-specific options
'options': {
'recvWindow': 5 * 1000, // 5 seconds by default
'timeDifference': 0,
'adjustTime': false, // set true to sync server time before api call
},
'exceptions': {
'-1': ExchangeNotAvailable,
'20010': InvalidOrder, // createOrder -> 'invalid qty' or others
'10002': InvalidNonce, // 'your time is ahead of server'
'10003': AuthenticationError, // api_key invalid,
'10004': AuthenticationError, // invalid sign,
'10005': AuthenticationError, // permission denied
'10006': RateLimitExceeded,
'10010': AuthenticationError, // ip mismatch
'20001': OrderNotFound,
'20003': ArgumentsRequired,
'20005': ArgumentsRequired,
'20007': ArgumentsRequired,
'20009': ArgumentsRequired,
'20013': ArgumentsRequired,
'20015': ArgumentsRequired,
'20017': ArgumentsRequired,
'20019': ArgumentsRequired,
'20020': ArgumentsRequired,
'20021': ArgumentsRequired,
'20084': ArgumentsRequired,
'30010': InsufficientFunds,
'30067': InsufficientFunds,
},
});
}
nonce () {
return this.milliseconds () - this.options['timeDifference'];
}
async loadServerTimeDifference () {
const response = await this.v2GetPublicTime ();
const after = this.milliseconds ();
const serverTime = this.safeInteger (response, 'time_now') * 1000;
this.options['timeDifference'] = after - serverTime;
return this.options['timeDifference'];
}
async fetchMarkets (params = {}) {
if (this.options['adjustTime']) {
await this.loadServerTimeDifference ();
}
const response = await this.v2GetPublicSymbols (params);
const data = this.safeValue (response, 'result', []);
const result = [];
for (let i = 0; i < data.length; i++) {
const market = data[i];
const id = this.safeString (market, 'name');
const baseId = this.safeString (market, 'base_currency');
const quoteId = this.safeString (market, 'quote_currency');
const active = this.safeValue (market, 'active', true);
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const symbol = base + '/' + quote;
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'active': active,
'info': market,
});
}
return result;
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
const response = await this.v2GetPublicTickers (this.extend (request, params));
const result = this.safeValue (response, 'result', []);
return this.parseTicker (result[0]);
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
const response = await this.v2GetPublicTickers ();
const result = this.parseTickers (this.safeValue (response, 'result', []));
const tickers = this.filterTickers (result, symbols);
return tickers;
}
filterTickers (tickers, symbols) {
if (symbols === undefined) {
return tickers;
}
if (!Array.isArray (symbols)) {
return tickers;
}
if (!symbols.length) {
return tickers;
}
const filteredTickers = {};
for (let i = 0; i < symbols.length; i++) {
filteredTickers[symbols[i]] = tickers[symbols[i]];
}
return filteredTickers;
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
if (!('order_id' in params) && (symbol === undefined)) {
throw new ArgumentsRequired (this.id + ' fetchMyTrades requires `symbol` or `order_id` param');
}
const request = {};
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
request['symbol'] = market['id'];
}
if (since !== undefined) {
request['start_time'] = parseInt (since / 1000);
}
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this.v2GetPrivateExecutionList (this.extend (request, params));
const result = this.safeValue (response, 'result', {});
const tradesList = this.safeValue (result, 'trade_list', []);
return this.parseTrades (tradesList, market, since, limit);
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
if (limit !== undefined) {
request['limit'] = limit;
}
// at the moment (11.12.2019) works incorrectly with this additional argument
// if (since !== undefined) {
// request['from'] = since;
// }
const response = await this.v2GetPublicTradingRecords (this.extend (request, params));
// {
// "ret_code": 0, // error code 0 means success
// "ret_msg": "OK", // error message
// "ext_code": "",
// "ext_info": "",
// "result": [
// {
// "id":7724919, // ID
// "symbol": "BTCUSD", // contract type
// "price": 9499.5, // execution price
// "qty": 9500, // execution quantity
// "side": "Buy", // side
// "time": "2019-11-19T08:03:04.077Z", // UTC time
// }
// ],
// "time_now": "1567109419.049271"
// }
const result = this.safeValue (response, 'result', []);
const trades = this.parseTrades (result, market, since, limit);
return this.filterBySymbolSinceLimit (trades, symbol, since, limit);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
const response = await this.v2GetPublicOrderBookL2 (this.extend (request, params));
// {
// ...
// "result": [
// {
// "symbol": "BTCUSD", // symbol
// "price": "9487", // price
// "size": 336241, // size (in USD contracts)
// "side": "Buy" // side
// },
// {
// "symbol": "BTCUSD", // symbol
// "price": "9487.5", // price
// "size": 522147, // size (in USD contracts)
// "side": "Sell" // side
// }
// ],
// "time_now": "1567108756.834357" // UTC timestamp
// }
const timestamp = this.safeFloat (response, 'time_now') * 1000;
const datetime = this.iso8601 (timestamp);
const result = {
'bids': [],
'asks': [],
'timestamp': timestamp,
'datetime': datetime,
'nonce': undefined,
};
// parseOrderBook can't be applied here because of specific structure of response
const data = this.safeValue (response, 'result', []);
if (data.length > 0) {
for (let i = 0; i < data.length; i++) {
const order = data[i];
const side = this.safeString (order, 'side');
let bidsOrAsks = undefined;
if (side === 'Sell') {
bidsOrAsks = 'asks';
} else if (side === 'Buy') {
bidsOrAsks = 'bids';
}
const amount = this.safeFloat (order, 'size');
const price = this.safeFloat (order, 'price');
if (bidsOrAsks !== undefined) {
result[bidsOrAsks].push ([ price, amount ]);
}
}
result['bids'] = this.sortBy (result['bids'], 0, true);
result['asks'] = this.sortBy (result['asks'], 0);
}
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
const request = {};
const response = await this.wapiGetPositionList (this.extend (request, params));
const retData = this.safeValue (response, 'result');
const result = { 'info': retData };
for (let i = 0; i < retData.length; i++) {
const position = retData[i];
const symbol = this.safeString (position, 'symbol');
const market = this.markets_by_id[symbol];
const currencyId = market['base'];
const code = this.safeCurrencyCode (currencyId);
const account = this.account ();
account['total'] = position['wallet_balance'];
account['used'] = this.sum (position['position_margin'], position['occ_closing_fee'], position['occ_funding_fee'], position['order_margin']);
result[code] = account;
}
return this.parseBalance (result);
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
'interval': this.timeframes[timeframe],
};
if (since === undefined) {
throw new ArgumentsRequired (this.id + " fetchOHLCV requires 'since' argument");
} else {
since = this.truncate (since / 1000, 0);
request['from'] = since;
}
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this.v2GetPublicKlineList (this.extend (request, params));
return this.parseOHLCVs (this.safeValue (response, 'result', {}), market, timeframe, since, limit);
}
async fetchOrder (id, symbol = undefined, params = {}) {
if (!('stop_order_id' in params) && !('order_id' in params)) {
throw new ArgumentsRequired (this.id + " fetchOrder() requires additional argument either 'order_id' to fetch active order or 'stop_order_id' to fetch conditional order. Values of these arguments should be equal to value of 'id' argument.");
}
const request = {};
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
request['symbol'] = market['id'];
}
let response = undefined;
// if params include 'stop_order_id' then return to user conditional orders
if ('stop_order_id' in params) {
response = await this.privateGetStopOrderList (this.extend (request, params));
} else {
// by default get active orders (not conditional)
response = await this.privateGetOrderList (this.extend (request, params));
}
const result = this.safeValue (response, 'result', {});
const data = this.safeValue (result, 'data', []);
if (data.length < 1) {
throw new OrderNotFound (this.id + ': The order ' + id + ' not found.');
}
return this.parseOrder (data[0]);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'symbol': this.marketId (symbol),
'side': this.capitalize (side),
'qty': amount,
'order_type': this.capitalize (type),
};
if (price !== undefined) {
request['price'] = price;
}
if (this.safeString (params, 'time_in_force') === undefined) {
if (type === 'market') {
request['time_in_force'] = '';
} else {
request['time_in_force'] = 'GoodTillCancel';
}
}
let response = undefined;
if (('stop_px' in params) && ('base_price' in params)) {
response = await this.privatePostStopOrderCreate (this.extend (request, params));
} else {
response = await this.v2PostPrivateOrderCreate (this.extend (request, params));
}
const order = this.parseOrder (this.safeValue (response, 'result', {}));
const id = this.safeString (order, 'id');
if (id !== undefined) {
this.orders[id] = order;
}
return this.extend ({ 'info': response }, order);
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
// There are two type of orders, so user must define which order to cancel
// so why not ask user to point out in which order to cancel ?
let response = undefined;
if ('stop_order_id' in params) {
response = await this.privatePostStopOrderCancel (params);
} else if ('order_id' in params) {
response = await this.privatePostOrderCancel (params);
} else {
throw new ArgumentsRequired (this.id + " cancelOrder() requires additional argement either 'order_id' to cancel active order or 'stop_order_id' to cancel conditional order. Values of these arguments should be equal to value of 'id' argument.");
}
return this.parseOrder (this.safeValue (response, 'result', {}));
}
async fetchDeposits (code = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'wallet_fund_type': 'Deposit',
};
if (since !== undefined) {
request['start_date'] = this.ymd (since);
}
if (limit !== undefined) {
request['limit'] = limit;
}
let currency = undefined;
if (code !== undefined) {
currency = this.currency (code);
request['coin'] = currency['code'];
}
const response = await this.privateGetWalletFundRecords (this.extend (request, params));
const result = this.safeValue (response, 'result', {});
return this.parseTransactions (this.safeValue (result, 'data', []), currency, since, limit);
}
async fetchWithdrawals (code = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {};
let currency = undefined;
if (code !== undefined) {
currency = this.currency (code);
request['coin'] = currency['code'];
}
if (since !== undefined) {
request['start_date'] = this.ymd (since);
}
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this.privateGetWalletWithdrawList (this.extend (request, params));
const result = this.safeValue (response, 'result', {});
return this.parseTransactions (this.safeValue (result, 'data', []), currency, since, limit);
}
parseLedgerEntryType (type) {
const types = {
'Deposit': 'transaction',
'Withdraw': 'transaction',
'Prize': 'transfer',
'Refund': 'transfer',
'Commission': 'fee',
'RealisedPNL': 'trade',
};
return this.safeString (types, type, type);
}
parseLedgerEntry (item, currency = undefined) {
// {
// "id": 128495, //id
// "user_id": 103669, //user id
// "coin": "XRP", //coin type
// "wallet_id": 14760, //wallet id
// "type": "Realized P&L", //funding type
// "amount": "1.18826225",
// "tx_id": "",
// "address": "XRPUSD", //address
// "wallet_balance": "999.12908894", //balance
// "exec_time": "2019-09-25T00:00:15.000Z",
// "cross_seq": 0
// }
const id = this.safeString (item, 'id');
const account = this.safeString (item, 'user_id');
const referenceId = this.safeString (item, 'tx_id');
const type = this.parseLedgerEntryType (this.safeString (item, 'type'));
const code = this.safeCurrencyCode (this.safeString (item, 'coin'), currency);
const amount = this.safeFloat (item, 'amount');
const datetime = this.safeString (item, 'exec_time');
const after = this.safeFloat (item, 'wallet_balance');
const status = 'ok';
return {
'info': item,
'id': id,
'direction': undefined,
'account': account,
'referenceId': referenceId,
'referenceAccount': undefined,
'type': type,
'currency': code,
'amount': amount,
'before': undefined,
'after': after,
'status': status,
'timestamp': this.parse8601 (datetime),
'datetime': datetime,
'fee': undefined,
};
}
async fetchLedger (code = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {};
if (since !== undefined) {
request['start_date'] = this.ymd (since);
}
if (limit !== undefined) {
request['limit'] = limit;
}
let currency = undefined;
if (code !== undefined) {
currency = this.currency (code);
request['coin'] = currency['code'];
}
const response = await this.privateGetWalletFundRecords (this.extend (request, params));
const result = this.safeValue (response, 'result', {});
const data = this.safeValue (result, 'data', []);
return this.parseLedger (data, currency, since, limit);
}
parseTrade (trade, market = undefined) {
// My trades
// {
// 'result': {
// 'order_id': '', // always empty
// 'trade_list': [{
// 'closed_size': 0, // Closed size
// 'cross_seq': 3154097, // CrossSeq
// 'exec_fee': '-0.00000005', // Execution fee
// 'exec_id': 'b3551383-19b1-4aa6-8ac2-f996bea6e07c', // Unique exec ID
// 'exec_price': '4202', // Exec Price
// 'exec_qty': 1, // Exec Qty
// 'exec_time': '1545203567', // Exec time
// 'exec_type': 'Trade', // Exec type -- Trade: normal Funding: funding AdlTrade：ADL BustTrade: liquidation trade
// 'exec_value': '0.00023798', // Exec value
// 'fee_rate': '-0.00025', // Fee rate
// 'last_liquidity_ind': 'AddedLiquidity', // AddedLiquidity/RemovedLiquidity
// 'leaves_qty': 0, // Leave Qty
// 'nth_fill': 7, // Nth Fill
// 'order_id': 'd854bb13-3fb9-4608-ade4-828f50210778', // Unique order ID
// 'order_price': '4202', // Order's price
// 'order_qty': 1, // Order's qty
// 'order_type': 'Limit', // Order's type
// 'side': 'Sell', // Side
// 'symbol': 'BTCUSD', // Symbol
// 'user_id': 155446 // UserID
// }]
// },
// 'time_now': '1551340186.761136'
// }
// Public trades
// {
// "result": [
// {
// "id":7724919, // ID
// "symbol": "BTCUSD", // contract type
// "price": 9499.5, // execution price
// "qty": 9500, // execution quantity
// "side": "Buy", // side
// "time": "2019-11-19T08:03:04.077Z", // UTC time
// }
// ],
// "time_now": "1567109419.049271"
// }
let timestamp = this.safeTimestamp (trade, 'exec_time'); // defined for public trades
let datetime = this.safeString (trade, 'time'); // defined for my trades
if (timestamp === undefined) {
timestamp = this.parse8601 (datetime);
} else {
datetime = this.iso8601 (timestamp);
}
const price = this.safeFloat2 (trade, 'exec_price', 'price');
let amount = this.safeFloat (trade, 'exec_value'); // BTC/ETH/XRP/EOS
const id = this.safeString2 (trade, 'cross_seq', 'id');
const order = this.safeString (trade, 'order_id');
const side = this.safeStringLower (trade, 'side');
const cost = this.safeFloat2 (trade, 'exec_qty', 'qty');
const execFee = this.safeFloat (trade, 'exec_fee');
const feeRate = this.safeFloat (trade, 'fee_rate');
let takerOrMaker = undefined;
if (execFee !== undefined) {
takerOrMaker = (execFee < 0) ? 'maker' : 'taker';
}
let type = this.safeStringLower (trade, 'order_type');
if (type !== 'limit' && type !== 'market') {
type = undefined;
}
if (amount === undefined) {
amount = cost / price;
}
let symbol = undefined;
let base = undefined;
let quote = undefined;
if (market !== undefined) {
symbol = market['symbol'];
base = market['base'];
quote = market['quote'];
} else {
const marketId = this.safeValue (trade, 'Market');
const [ baseId, quoteId] = marketId.split ('_');
base = this.safeCurrencyCode (baseId);
quote = this.safeCurrencyCode (quoteId);
symbol = base + '/' + quote;
}
let fee = undefined;
if (feeRate !== undefined) {
const rate = (feeRate > 0) ? feeRate : -feeRate;
const currency = (side === 'buy') ? base : quote;
let feeCost = undefined;
if (execFee !== undefined) {
feeCost = (execFee > 0) ? execFee : -execFee;
} else {
if (side === 'buy') {
feeCost = amount * rate;
} else {
if (cost !== undefined) {
feeCost = cost * rate;
}
}
}
fee = {
'rate': rate,
'cost': feeCost,
'currency': currency,
};
}
return {
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'id': id,
'order': order,
'type': type,
'takerOrMaker': takerOrMaker,
'side': side,
'price': price,
'cost': cost,
'amount': amount,
'fee': fee,
};
}
parseTransaction (transaction, currency = undefined) {
// Get wallet fund records
// {
// "ret_code": 0, //Error code 0 means success
// "ret_msg": "ok", //Error message
// "ext_code": "",
// "result": {
// "data": [{
// "id": 128495, //id
// "user_id": 103669, //user id
// "coin": "XRP", //coin type
// "wallet_id": 14760, //wallet id
// "type": "Realized P&L", //funding type
// "amount": "1.18826225",
// "tx_id": "",
// "address": "XRPUSD", //address
// "wallet_balance": "999.12908894", //balance
// "exec_time": "2019-09-25T00:00:15.000Z",
// "cross_seq": 0
// }]
// },
// "time_now": "1569395810.140869"
// }
// Get withdraw records
// {
// "ret_code": 0, //Error code 0 means success
// "ret_msg": "ok", //error message
// "ext_code": "",
// "result": {
// "data": [{
// "id": 137, //id
// "user_id": 160249, //user id
// "coin": "XRP", //coin type
// "status": "Pending", //status
// "amount": "20.00000000", //amount
// "fee": "0.25000000",
// "address": "rH7H595XYEVTEHU2FySYsWnmfACBnZS9zM",
// "tx_id": "",
// "submited_at": "2019-06-11T02:20:24.000Z",
// "updated_at": "2019-06-11T02:20:24.000Z"
// }]
// },
// "ext_info": null,
// "time_now": "1570863984.536136"
// }
const id = this.safeString (transaction, 'id');
// For deposits, transactTime == timestamp
// For withdrawals, transactTime is submission, timestamp is processed
const updated = this.parse8601 (this.safeString (transaction, 'updated_at'));
const timestamp = this.parse8601 (this.safeString2 (transaction, 'submited_at', 'exec_time'));
let type = this.safeStringLower (transaction, 'type');
if (type === undefined) {
type = 'withdrawal'; // privateGetWithdrawList has no `type`
}
type = this.parseTransactionType (type);
// Deposits have no from address or to address, withdrawals have both
let address = undefined;
let addressFrom = undefined;
let addressTo = undefined;
if (type === 'withdrawal') {
addressFrom = this.safeString (transaction, 'address');
address = addressFrom;
} else if (type === 'deposit') {
addressTo = this.safeString (transaction, 'address');
address = addressTo;
}
const amount = this.safeFloat (transaction, 'amount');
const feeCost = this.safeFloat (transaction, 'fee');
currency = this.safeString (transaction, 'coin');
const fee = {
'cost': feeCost,
'currency': currency,
};
let status = this.safeString (transaction, 'status');
if (status !== undefined) {
status = this.parseTransactionStatus (status);
}
const txid = this.safeString2 (transaction, 'txid', 'tx_id');
const tagTo = this.safeString (transaction, 'destination_tag');
return {
'info': transaction,
'id': id,
'txid': txid,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'addressFrom': addressFrom,
'address': address,
'addressTo': addressTo,
'tagFrom': undefined,
'tag': tagTo,
'tagTo': tagTo,
'type': type,
'amount': amount,
'currency': currency,
'status': status,
'updated': updated,
'comment': undefined,
'fee': fee,
};
}
parseTransactionStatus (status) {
const statuses = {
'Cancelled': 'canceled',
'Confirmation Email Expired': 'canceled',
'Transferred successfully': 'ok',
'Pending Email Confirmation': 'pending',
'Pending Review': 'pending',
'Pending Transfer': 'pending',
'Processing': 'pending',
'Rejected': 'rejected',
'Fail': 'failed',
'Pending': 'pending',
};
return this.safeString (statuses, status, status);
}
parseTransactionType (transType) {
const transTypes = {
'Deposit': 'deposit',
'Withdraw': 'withdrawal',
'withdraw': 'withdrawal',
};
return this.safeString (transTypes, transType, transType);
}
parseOrder (order) {
const status = this.parseOrderStatus (this.safeString2 (order, 'order_status', 'stop_order_status'));
const marketId = this.safeValue (order, 'symbol');
let symbol = undefined;
if (marketId in this.markets_by_id) {
symbol = this.markets_by_id[marketId]['symbol'];
}
const timestamp = this.parse8601 (this.safeString (order, 'created_at'));
let lastTradeTimestamp = this.safeFloat (order, 'last_exec_time');
if (lastTradeTimestamp !== undefined) {
lastTradeTimestamp = this.truncate (lastTradeTimestamp * 1000, 0); // absent for conditional orders
}
const remaining = this.safeFloat (order, 'leaves_qty'); // leave amount in quote currency
const price = this.safeFloat (order, 'price'); // float price in quote currency
const amount = this.safeFloat (order, 'qty'); // ordered amount of base currency
let filled = undefined;
let cost = undefined; // filled * price
if (remaining !== undefined) {
filled = amount - remaining;
cost = filled * price;
}
const id = this.safeString2 (order, 'order_id', 'stop_order_id');
const type = this.safeStringLower (order, 'order_type');
const side = this.safeStringLower (order, 'side');
const feeCost = this.safeFloat (order, 'cum_exec_fee');
let fee = undefined;
if (feeCost !== undefined) {
const market = this.market (symbol);
fee = {
'currency': market['quote'],
'cost': feeCost,
};
}
return {
'info': order,
'id': id,
'datetime': this.iso8601 (timestamp),
'timestamp': timestamp,
'lastTradeTimestamp': lastTradeTimestamp,
'status': status,
'symbol': symbol,
'type': type,
'side': side,
'price': price,
'amount': amount,
'filled': filled,
'remaining': remaining,
'cost': cost,
'trades': undefined,
'fee': fee,
};
}
parseOrderStatus (status) {
const statuses = {
'Created': 'open',
'New': 'open',
'PartiallyFilled': 'open',
'Filled': 'closed',
'Cancelled': 'canceled',
'Rejected': 'canceled',
'Untriggered': 'open',
'Triggered': 'open',
'Active': 'open',
};
return this.safeString (statuses, status, status);
}
parseTickers (rawTickers, symbols = undefined) {
const tickers = [];
for (let i = 0; i < rawTickers.length; i++) {
tickers.push (this.parseTicker (rawTickers[i]));
}
return this.filterByArray (tickers, 'symbol', symbols);
}
parseTicker (ticker, market = undefined) {
const timestamp = this.milliseconds ();
let symbol = undefined;
const marketId = this.safeString (ticker, 'symbol');
if (marketId in this.markets_by_id) {
symbol = this.markets_by_id[marketId]['symbol'];
}
const last = this.safeFloat (ticker, 'last_price');
const percentage = this.safeFloat (ticker, 'price_24h_pcnt');
let open = undefined;
let change = undefined;
let average = undefined;
if (percentage !== -1) {
open = last / this.sum (1, percentage);
change = last - open;
average = this.sum (last, open) / 2;
}
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeFloat (ticker, 'high_price_24h'),
'low': this.safeFloat (ticker, 'low_price_24h'),
'bid': this.safeFloat (ticker, 'bid_price'),
'bidVolume': undefined,
'ask': this.safeFloat (ticker, 'ask_price'),
'askVolume': undefined,
'vwap': undefined,
'open': open,
'close': last,
'last': last,
'previousClose': this.safeFloat (ticker, 'prev_price_24h'), // previous day close
'change': change,
'percentage': percentage * 100,
'average': average,
'baseVolume': this.safeFloat (ticker, 'turnover_24h'),
'quoteVolume': this.safeFloat (ticker, 'volume_24h'),
'info': ticker,
};
}
parseOHLCV (ohlcv, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
return [
this.safeFloat (ohlcv, 'open_time') * 1000,
this.safeFloat (ohlcv, 'open') * 1000,
this.safeFloat (ohlcv, 'high') * 1000,
this.safeFloat (ohlcv, 'low') * 1000,
this.safeFloat (ohlcv, 'close') * 1000,
this.safeFloat (ohlcv, 'volume') * 1000,
];
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let url = '';
let env = 'api';
if (this.debug) {
env = 'test';
}
url = this.urls[env][api] + '/' + path;
headers = {
'Content-Type': 'application/x-www-form-urlencoded',
};
if ((api === 'private') || (api === 'wapi') || (path.indexOf ('private') >= 0)) {
const query = this.extend ({
'api_key': this.apiKey,
'timestamp': this.nonce (),
'recv_window': this.options['recvWindow'],
}, params);
const sortedQuery = {};
const queryKeys = Object.keys (query);
queryKeys.sort ();
for (let i = 0; i < queryKeys.length; i++) {
sortedQuery[queryKeys[i]] = query[queryKeys[i]];
}
let queryStr = this.rawencode (sortedQuery);
const signature = this.hmac (queryStr, this.encode (this.secret));
queryStr += '&' + 'sign=' + signature;
url += '?' + queryStr;
} else {
if (Object.keys (params).length) {
let queryStr = '';
queryStr += '&' + this.urlencode (params);
url += '?' + queryStr;
}
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors (statusCode, statusText, url, method, responseHeaders, responseBody, response, requestHeaders, requestBody) {
if (statusCode >= 500) {
throw new ExchangeNotAvailable (this.id + ' ' + statusText);
}
const ret_code = this.safeValue (response, 'ret_code', -1);
if (ret_code === 0) {
return;
}
const message = this.safeValue (response, 'ret_msg', 'Unknown Error');
const feedback = this.id + ' ' + message;
this.throwExactlyMatchedException (this.exceptions, ret_code, feedback);
throw new ExchangeError (this.id + ' ' + message);
}
};