ccxt-bybit
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
1,262 lines (1,232 loc) • 54.8 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { TICK_SIZE } = require ('./base/functions/number');
const { ExchangeError, InvalidOrder, BadRequest, InsufficientFunds, OrderNotFound } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class ftx extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'ftx',
'name': 'FTX',
'countries': [ 'HK' ],
'rateLimit': 100,
'certified': true,
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/67149189-df896480-f2b0-11e9-8816-41593e17f9ec.jpg',
'www': 'https://ftx.com',
'api': 'https://ftx.com',
'doc': 'https://github.com/ftexchange/ftx',
'fees': 'https://ftexchange.zendesk.com/hc/en-us/articles/360024479432-Fees',
'referral': 'https://ftx.com/#a=1623029',
},
'has': {
'cancelAllOrders': true,
'fetchClosedOrders': false,
'fetchCurrencies': true,
'fetchDepositAddress': true,
'fetchDeposits': true,
'fetchFundingFees': false,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': true,
'fetchTicker': true,
'fetchTickers': true,
'fetchTrades': true,
'fetchTradingFees': true,
'fetchWithdrawals': true,
'withdraw': true,
},
'timeframes': {
'15s': '15',
'1m': '60',
'5m': '300',
'15m': '900',
'1h': '3600',
'4h': '14400',
'1d': '86400',
},
'api': {
'public': {
'get': [
'coins',
'markets',
'markets/{market_name}',
'markets/{market_name}/orderbook', // ?depth={depth}
'markets/{market_name}/trades', // ?limit={limit}&start_time={start_time}&end_time={end_time}
'markets/{market_name}/candles', // ?resolution={resolution}&limit={limit}&start_time={start_time}&end_time={end_time}
'futures',
'futures/{future_name}',
'futures/{future_name}/stats',
'funding_rates',
'lt/tokens',
'lt/{token_name}',
],
},
'private': {
'get': [
'account',
'positions',
'wallet/coins',
'wallet/balances',
'wallet/deposit_address/{coin}',
'wallet/deposits',
'wallet/withdrawals',
'orders', // ?market={market}
'orders/history', // ?market={market}
'orders/{order_id}',
'orders/by_client_id/{client_order_id}',
'conditional_orders', // ?market={market}
'conditional_orders/history', // ?market={market}
'fills', // ?market={market}
'funding_payments',
'lt/balances',
'lt/creations',
'lt/redemptions',
'subaccounts',
'subaccounts/{nickname}/balances',
],
'post': [
'account/leverage',
'wallet/withdrawals',
'orders',
'conditional_orders',
'lt/{token_name}/create',
'lt/{token_name}/redeem',
'subaccounts',
'subaccounts/update_name',
'subaccounts/transfer',
],
'delete': [
'orders/{order_id}',
'orders/by_client_id/{client_order_id}',
'orders',
'conditional_orders/{order_id}',
'subaccounts',
],
},
},
'fees': {
'trading': {
'tierBased': true,
'percentage': true,
'maker': 0.02 / 100,
'taker': 0.07 / 100,
'tiers': {
'taker': [
[0, 0.07 / 100],
[1000000, 0.06 / 100],
[5000000, 0.055 / 100],
[10000000, 0.05 / 100],
[15000000, 0.045 / 100],
[35000000, 0.04 / 100],
],
'maker': [
[0, 0.02 / 100],
[1000000, 0.02 / 100],
[5000000, 0.015 / 100],
[10000000, 0.015 / 100],
[15000000, 0.01 / 100],
[35000000, 0.01 / 100],
],
},
},
'funding': {
'withdraw': {},
},
},
'exceptions': {
'exact': {
'Not enough balances': InsufficientFunds, // {"error":"Not enough balances","success":false}
'InvalidPrice': InvalidOrder, // {"error":"Invalid price","success":false}
'Size too small': InvalidOrder, // {"error":"Size too small","success":false}
'Missing parameter price': InvalidOrder, // {"error":"Missing parameter price","success":false}
'Order not found': OrderNotFound, // {"error":"Order not found","success":false}
},
'broad': {
'Invalid parameter': BadRequest, // {"error":"Invalid parameter start_time","success":false}
'The requested URL was not found on the server': BadRequest,
'No such coin': BadRequest,
'No such market': BadRequest,
'An unexpected error occurred': ExchangeError, // {"error":"An unexpected error occurred, please try again later (58BC21C795).","success":false}
},
},
'precisionMode': TICK_SIZE,
});
}
async fetchCurrencies (params = {}) {
const response = await this.publicGetCoins (params);
const currencies = this.safeValue (response, 'result', []);
//
// {
// "success":true,
// "result": [
// {"id":"BTC","name":"Bitcoin"},
// {"id":"ETH","name":"Ethereum"},
// {"id":"ETHMOON","name":"10X Long Ethereum Token","underlying":"ETH"},
// {"id":"EOSBULL","name":"3X Long EOS Token","underlying":"EOS"},
// ],
// }
//
const result = {};
for (let i = 0; i < currencies.length; i++) {
const currency = currencies[i];
const id = this.safeString (currency, 'id');
const code = this.safeCurrencyCode (id);
const name = this.safeString (currency, 'name');
result[code] = {
'id': id,
'code': code,
'info': currency,
'type': undefined,
'name': name,
'active': undefined,
'fee': undefined,
'precision': undefined,
'limits': {
'withdraw': { 'min': undefined, 'max': undefined },
'amount': { 'min': undefined, 'max': undefined },
'price': { 'min': undefined, 'max': undefined },
'cost': { 'min': undefined, 'max': undefined },
},
};
}
return result;
}
async fetchMarkets (params = {}) {
const response = await this.publicGetMarkets (params);
//
// {
// 'success': true,
// "result": [
// {
// "ask":170.37,
// "baseCurrency":null,
// "bid":170.31,
// "change1h":-0.019001554672655036,
// "change24h":-0.024841165359738997,
// "changeBod":-0.03816406029469881,
// "enabled":true,
// "last":170.37,
// "name":"ETH-PERP",
// "price":170.37,
// "priceIncrement":0.01,
// "quoteCurrency":null,
// "quoteVolume24h":7742164.59889,
// "sizeIncrement":0.001,
// "type":"future",
// "underlying":"ETH",
// "volumeUsd24h":7742164.59889
// },
// {
// "ask":170.44,
// "baseCurrency":"ETH",
// "bid":170.41,
// "change1h":-0.018485459257126403,
// "change24h":-0.023825887743413515,
// "changeBod":-0.037605872388481086,
// "enabled":true,
// "last":172.72,
// "name":"ETH/USD",
// "price":170.44,
// "priceIncrement":0.01,
// "quoteCurrency":"USD",
// "quoteVolume24h":382802.0252,
// "sizeIncrement":0.001,
// "type":"spot",
// "underlying":null,
// "volumeUsd24h":382802.0252
// },
// ],
// }
//
const result = [];
const markets = this.safeValue (response, 'result', []);
for (let i = 0; i < markets.length; i++) {
const market = markets[i];
const id = this.safeString (market, 'name');
const baseId = this.safeString2 (market, 'baseCurrency', 'underlying');
const quoteId = this.safeString (market, 'quoteCurrency', 'USD');
const type = this.safeString (market, 'type');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
// check if a market is a spot or future market
const symbol = (type === 'future') ? this.safeString (market, 'name') : (base + '/' + quote);
const active = this.safeValue (market, 'enabled');
const sizeIncrement = this.safeFloat (market, 'sizeIncrement');
const priceIncrement = this.safeFloat (market, 'priceIncrement');
const precision = {
'amount': sizeIncrement,
'price': priceIncrement,
};
const entry = {
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'type': type,
'future': (type === 'future'),
'spot': (type === 'spot'),
'active': active,
'precision': precision,
'limits': {
'amount': {
'min': sizeIncrement,
'max': undefined,
},
'price': {
'min': priceIncrement,
'max': undefined,
},
'cost': {
'min': undefined,
'max': undefined,
},
},
'info': market,
};
result.push (entry);
}
return result;
}
parseTicker (ticker, market = undefined) {
//
// {
// "ask":171.29,
// "baseCurrency":null, // base currency for spot markets
// "bid":171.24,
// "change1h":-0.0012244897959183673,
// "change24h":-0.031603346901854366,
// "changeBod":-0.03297013492914808,
// "enabled":true,
// "last":171.44,
// "name":"ETH-PERP",
// "price":171.29,
// "priceIncrement":0.01,
// "quoteCurrency":null, // quote currency for spot markets
// "quoteVolume24h":8570651.12113,
// "sizeIncrement":0.001,
// "type":"future",
// "underlying":"ETH", // null for spot markets
// "volumeUsd24h":8570651.12113,
// }
//
let symbol = undefined;
const marketId = this.safeString (ticker, 'name');
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
} else {
const type = this.safeString (ticker, 'type');
if (type === 'future') {
symbol = marketId;
} else {
const base = this.safeCurrencyCode (this.safeString (ticker, 'baseCurrency'));
const quote = this.safeCurrencyCode (this.safeString (ticker, 'quoteCurrency'));
symbol = base + '/' + quote;
}
}
if ((symbol === undefined) && (market !== undefined)) {
symbol = market['symbol'];
}
const last = this.safeFloat (ticker, 'last');
const timestamp = this.milliseconds ();
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': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': this.safeFloat (ticker, 'change24h'),
'average': undefined,
'baseVolume': undefined,
'quoteVolume': this.safeFloat (ticker, 'quoteVolume24h'),
'info': ticker,
};
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'market_name': market['id'],
};
const response = await this.publicGetMarketsMarketName (this.extend (request, params));
//
// {
// "success":true,
// "result":{
// "ask":171.29,
// "baseCurrency":null, // base currency for spot markets
// "bid":171.24,
// "change1h":-0.0012244897959183673,
// "change24h":-0.031603346901854366,
// "changeBod":-0.03297013492914808,
// "enabled":true,
// "last":171.44,
// "name":"ETH-PERP",
// "price":171.29,
// "priceIncrement":0.01,
// "quoteCurrency":null, // quote currency for spot markets
// "quoteVolume24h":8570651.12113,
// "sizeIncrement":0.001,
// "type":"future",
// "underlying":"ETH", // null for spot markets
// "volumeUsd24h":8570651.12113,
// }
// }
//
const result = this.safeValue (response, 'result', {});
return this.parseTicker (result, market);
}
parseTickers (tickers, symbols = undefined) {
const result = [];
for (let i = 0; i < tickers.length; i++) {
result.push (this.parseTicker (tickers[i]));
}
return this.filterByArray (result, 'symbol', symbols);
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
const response = await this.publicGetMarkets (params);
//
// {
// 'success': true,
// "result": [
// {
// "ask":170.44,
// "baseCurrency":"ETH",
// "bid":170.41,
// "change1h":-0.018485459257126403,
// "change24h":-0.023825887743413515,
// "changeBod":-0.037605872388481086,
// "enabled":true,
// "last":172.72,
// "name":"ETH/USD",
// "price":170.44,
// "priceIncrement":0.01,
// "quoteCurrency":"USD",
// "quoteVolume24h":382802.0252,
// "sizeIncrement":0.001,
// "type":"spot",
// "underlying":null,
// "volumeUsd24h":382802.0252
// },
// ],
// }
//
const tickers = this.safeValue (response, 'result', []);
return this.parseTickers (tickers, symbols);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'market_name': market['id'],
};
if (limit !== undefined) {
request['depth'] = limit; // max 100, default 20
}
const response = await this.publicGetMarketsMarketNameOrderbook (this.extend (request, params));
//
// {
// "success":true,
// "result":{
// "asks":[
// [171.95,279.865],
// [171.98,102.42],
// [171.99,124.11],
// ],
// "bids":[
// [171.93,69.749],
// [171.9,288.325],
// [171.88,87.47],
// ],
// }
// }
//
const result = this.safeValue (response, 'result', {});
return this.parseOrderBook (result);
}
parseOHLCV (ohlcv, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
//
// {
// "close":177.23,
// "high":177.45,
// "low":177.2,
// "open":177.43,
// "startTime":"2019-10-17T13:27:00+00:00",
// "time":1571318820000.0,
// "volume":0.0
// }
//
return [
this.safeInteger (ohlcv, 'time'),
this.safeFloat (ohlcv, 'open'),
this.safeFloat (ohlcv, 'high'),
this.safeFloat (ohlcv, 'low'),
this.safeFloat (ohlcv, 'close'),
this.safeFloat (ohlcv, 'volume'),
];
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'market_name': market['id'],
'resolution': this.timeframes[timeframe],
};
// max 1501 candles, including the current candle when since is not specified
limit = (limit === undefined) ? 1501 : limit;
if (since === undefined) {
request['end_time'] = this.seconds ();
request['limit'] = limit;
request['start_time'] = request['end_time'] - limit * this.parseTimeframe (timeframe);
} else {
request['start_time'] = parseInt (since / 1000);
request['limit'] = limit;
request['end_time'] = this.sum (request['start_time'], limit * this.parseTimeframe (timeframe));
}
const response = await this.publicGetMarketsMarketNameCandles (this.extend (request, params));
//
// {
// "success": true,
// "result":[
// {
// "close":177.23,
// "high":177.45,
// "low":177.2,
// "open":177.43,
// "startTime":"2019-10-17T13:27:00+00:00",
// "time":1571318820000.0,
// "volume":0.0
// },
// {
// "close":177.26,
// "high":177.33,
// "low":177.23,
// "open":177.23,
// "startTime":"2019-10-17T13:28:00+00:00",
// "time":1571318880000.0,
// "volume":0.0
// },
// ],
// }
//
const result = this.safeValue (response, 'result', []);
return this.parseOHLCVs (result, market, timeframe, since, limit);
}
parseTrade (trade, market = undefined) {
//
// fetchTrades (public)
//
// {
// "id":1715826,
// "liquidation":false,
// "price":171.62,
// "side":"buy",
// "size":2.095,
// "time":"2019-10-18T12:59:54.288166+00:00"
// }
//
// fetchMyTrades (private)
//
// {
// "fee": 20.1374935,
// "feeRate": 0.0005,
// "future": "EOS-0329",
// "id": 11215,
// "liquidity": "taker",
// "market": "EOS-0329",
// "baseCurrency": null,
// "quoteCurrency": null,
// "orderId": 8436981,
// "price": 4.201,
// "side": "buy",
// "size": 9587,
// "time": "2019-03-27T19:15:10.204619+00:00",
// "type": "order"
// }
//
const id = this.safeString (trade, 'id');
const takerOrMaker = this.safeString (trade, 'liquidity');
const marketId = this.safeString (trade, 'market');
let symbol = undefined;
if (marketId !== undefined) {
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
symbol = market['symbol'];
} else {
const base = this.safeCurrencyCode (this.safeString (trade, 'baseCurrency'));
const quote = this.safeCurrencyCode (this.safeString (trade, 'quoteCurrency'));
if ((base !== undefined) && (quote !== undefined)) {
symbol = base + '/' + quote;
} else {
symbol = marketId;
}
}
}
const timestamp = this.parse8601 (this.safeString (trade, 'time'));
const price = this.safeFloat (trade, 'price');
const amount = this.safeFloat (trade, 'size');
if ((symbol === undefined) && (market !== undefined)) {
symbol = market['symbol'];
}
const side = this.safeString (trade, 'side');
let cost = undefined;
if (price !== undefined && amount !== undefined) {
cost = price * amount;
}
let fee = undefined;
const feeCost = this.safeFloat (trade, 'fee');
if (feeCost !== undefined) {
fee = {
'cost': feeCost,
'rate': this.safeFloat (trade, 'feeRate'),
};
}
const orderId = this.safeString (trade, 'orderId');
return {
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'id': id,
'order': orderId,
'type': undefined,
'takerOrMaker': takerOrMaker,
'side': side,
'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 = {
'market_name': market['id'],
};
if (since !== undefined) {
request['start_time'] = parseInt (since / 1000);
// start_time doesn't work without end_time
request['end_time'] = this.seconds ();
}
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this.publicGetMarketsMarketNameTrades (this.extend (request, params));
//
// {
// "success":true,
// "result":[
// {
// "id":1715826,
// "liquidation":false,
// "price":171.62,
// "side":"buy",
// "size":2.095,
// "time":"2019-10-18T12:59:54.288166+00:00"
// },
// {
// "id":1715763,
// "liquidation":false,
// "price":171.89,
// "side":"sell",
// "size":1.477,
// "time":"2019-10-18T12:58:38.443734+00:00"
// },
// ],
// }
//
const result = this.safeValue (response, 'result', []);
return this.parseTrades (result, market, since, limit);
}
async fetchTradingFees (params = {}) {
await this.loadMarkets ();
const response = await this.privateGetAccount (params);
//
// {
// "success": true,
// "result": {
// "backstopProvider": true,
// "collateral": 3568181.02691129,
// "freeCollateral": 1786071.456884368,
// "initialMarginRequirement": 0.12222384240257728,
// "liquidating": false,
// "maintenanceMarginRequirement": 0.07177992558058484,
// "makerFee": 0.0002,
// "marginFraction": 0.5588433331419503,
// "openMarginFraction": 0.2447194090423075,
// "takerFee": 0.0005,
// "totalAccountValue": 3568180.98341129,
// "totalPositionSize": 6384939.6992,
// "username": "user@domain.com",
// "positions": [
// {
// "cost": -31.7906,
// "entryPrice": 138.22,
// "future": "ETH-PERP",
// "initialMarginRequirement": 0.1,
// "longOrderSize": 1744.55,
// "maintenanceMarginRequirement": 0.04,
// "netSize": -0.23,
// "openSize": 1744.32,
// "realizedPnl": 3.39441714,
// "shortOrderSize": 1732.09,
// "side": "sell",
// "size": 0.23,
// "unrealizedPnl": 0,
// },
// ],
// },
// }
//
const result = this.safeValue (response, 'result', {});
return {
'info': response,
'maker': this.safeFloat (result, 'makerFee'),
'taker': this.safeFloat (result, 'takerFee'),
};
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
const response = await this.privateGetWalletBalances (params);
//
// {
// "success": true,
// "result": [
// {
// "coin": "USDTBEAR",
// "free": 2320.2,
// "total": 2340.2
// },
// ],
// }
//
const result = {
'info': response,
};
const balances = this.safeValue (response, 'result', []);
for (let i = 0; i < balances.length; i++) {
const balance = balances[i];
const code = this.safeCurrencyCode (this.safeString (balance, 'coin'));
const account = this.account ();
account['free'] = this.safeFloat (balance, 'free');
account['total'] = this.safeFloat (balance, 'total');
result[code] = account;
}
return this.parseBalance (result);
}
parseOrderStatus (status) {
const statuses = {
'new': 'open',
'open': 'open',
'closed': 'closed', // filled or canceled
};
return this.safeString (statuses, status, status);
}
parseOrder (order, market = undefined) {
//
// limit orders - fetchOrder, fetchOrders, fetchOpenOrders, createOrder
//
// {
// "createdAt": "2019-03-05T09:56:55.728933+00:00",
// "filledSize": 0,
// "future": "XRP-PERP",
// "id": 9596912,
// "market": "XRP-PERP",
// "price": 0.306525,
// "remainingSize": 31431,
// "side": "sell",
// "size": 31431,
// "status": "open",
// "type": "limit",
// "reduceOnly": false,
// "ioc": false,
// "postOnly": false,
// "clientId": null,
// }
//
// market orders - fetchOrder, fetchOrders, fetchOpenOrders, createOrder
//
// {
// "avgFillPrice": 2666.0,
// "clientId": None,
// "createdAt": "2020-02-12T00: 53: 49.009726+00: 00",
// "filledSize": 0.0007,
// "future": None,
// "id": 3109208514,
// "ioc": True,
// "market": "BNBBULL/USD",
// "postOnly": False,
// "price": None,
// "reduceOnly": False,
// "remainingSize": 0.0,
// "side": "buy",
// "size": 0.0007,
// "status": "closed",
// "type": "market"
// }
//
// createOrder (conditional, "stop", "trailingStop", or "takeProfit")
//
// {
// "createdAt": "2019-03-05T09:56:55.728933+00:00",
// "future": "XRP-PERP",
// "id": 9596912,
// "market": "XRP-PERP",
// "triggerPrice": 0.306525,
// "orderId": null,
// "side": "sell",
// "size": 31431,
// "status": "open",
// "type": "stop",
// "orderPrice": null,
// "error": null,
// "triggeredAt": null,
// "reduceOnly": false
// }
//
const id = this.safeString (order, 'id');
const timestamp = this.parse8601 (this.safeString (order, 'createdAt'));
const filled = this.safeFloat (order, 'filledSize');
const remaining = this.safeFloat (order, 'remainingSize');
let symbol = undefined;
const marketId = this.safeString (order, 'market');
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
symbol = market['symbol'];
}
if ((symbol === undefined) && (market !== undefined)) {
symbol = market['symbol'];
}
const status = this.parseOrderStatus (this.safeString (order, 'status'));
const side = this.safeString (order, 'side');
const type = this.safeString (order, 'type');
const amount = this.safeFloat (order, 'size');
const average = this.safeFloat (order, 'avgFillPrice');
const price = this.safeFloat2 (order, 'price', 'triggerPrice', average);
let cost = undefined;
if (filled !== undefined && price !== undefined) {
cost = filled * price;
}
const lastTradeTimestamp = this.parse8601 (this.safeString (order, 'triggeredAt'));
return {
'info': order,
'id': id,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': lastTradeTimestamp,
'symbol': symbol,
'type': type,
'side': side,
'price': price,
'amount': amount,
'cost': cost,
'average': average,
'filled': filled,
'remaining': remaining,
'status': status,
'fee': undefined,
'trades': undefined,
};
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'market': market['id'],
'side': side, // "buy" or "sell"
// 'price': 0.306525, // send null for market orders
'type': type, // "limit", "market", "stop", "trailingStop", or "takeProfit"
'size': parseFloat (this.amountToPrecision (symbol, amount)),
// 'reduceOnly': false, // optional, default is false
// 'ioc': false, // optional, default is false, limit or market orders only
// 'postOnly': false, // optional, default is false, limit or market orders only
// 'clientId': 'abcdef0123456789', // string, optional, client order id, limit or market orders only
};
let priceToPrecision = undefined;
if (price !== undefined) {
priceToPrecision = parseFloat (this.priceToPrecision (symbol, price));
}
let method = 'privatePostConditionalOrders';
if (type === 'limit') {
method = 'privatePostOrders';
request['price'] = priceToPrecision;
} else if (type === 'market') {
method = 'privatePostOrders';
request['price'] = null;
} else if ((type === 'stop') || (type === 'takeProfit')) {
request['triggerPrice'] = priceToPrecision;
// request['orderPrice'] = number; // optional, order type is limit if this is specified, otherwise market
} else if (type === 'trailingStop') {
request['trailValue'] = priceToPrecision; // negative for "sell", positive for "buy"
} else {
throw new InvalidOrder (this.id + ' createOrder () does not support order type ' + type + ', only limit, market, stop, trailingStop, or takeProfit orders are supported');
}
const response = await this[method] (this.extend (request, params));
//
// orders
//
// {
// "success": true,
// "result": [
// {
// "createdAt": "2019-03-05T09:56:55.728933+00:00",
// "filledSize": 0,
// "future": "XRP-PERP",
// "id": 9596912,
// "market": "XRP-PERP",
// "price": 0.306525,
// "remainingSize": 31431,
// "side": "sell",
// "size": 31431,
// "status": "open",
// "type": "limit",
// "reduceOnly": false,
// "ioc": false,
// "postOnly": false,
// "clientId": null,
// }
// ]
// }
//
// conditional orders
//
// {
// "success": true,
// "result": [
// {
// "createdAt": "2019-03-05T09:56:55.728933+00:00",
// "future": "XRP-PERP",
// "id": 9596912,
// "market": "XRP-PERP",
// "triggerPrice": 0.306525,
// "orderId": null,
// "side": "sell",
// "size": 31431,
// "status": "open",
// "type": "stop",
// "orderPrice": null,
// "error": null,
// "triggeredAt": null,
// "reduceOnly": false
// }
// ]
// }
//
//
const result = this.safeValue (response, 'result', []);
return this.parseOrder (result, market);
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'order_id': parseInt (id),
};
const response = await this.privateDeleteOrdersOrderId (this.extend (request, params));
//
// {
// "success": true,
// "result": "Order queued for cancelation"
// }
//
const result = this.safeValue (response, 'result', {});
return result;
}
async cancelAllOrders (symbol = undefined, params = {}) {
await this.loadMarkets ();
const request = {
// 'market': market['id'], // optional
'conditionalOrdersOnly': false, // cancel conditional orders only
'limitOrdersOnly': false, // cancel existing limit orders (non-conditional orders) only
};
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
request['market'] = market['id'];
}
const response = await this.privateDeleteOrders (this.extend (request, params));
const result = this.safeValue (response, 'result', {});
//
// {
// "success": true,
// "result": "Orders queued for cancelation"
// }
//
return result;
}
async fetchOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'order_id': id,
};
const response = await this.privateGetOrdersOrderId (this.extend (request, params));
//
// {
// "success": true,
// "result": {
// "createdAt": "2019-03-05T09:56:55.728933+00:00",
// "filledSize": 10,
// "future": "XRP-PERP",
// "id": 9596912,
// "market": "XRP-PERP",
// "price": 0.306525,
// "avgFillPrice": 0.306526,
// "remainingSize": 31421,
// "side": "sell",
// "size": 31431,
// "status": "open",
// "type": "limit",
// "reduceOnly": false,
// "ioc": false,
// "postOnly": false,
// "clientId": null
// }
// }
//
const result = this.safeValue (response, 'result', {});
return this.parseOrder (result);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {};
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
request['market'] = market['id'];
}
const response = await this.privateGetOrders (this.extend (request, params));
//
// {
// "success": true,
// "result": [
// {
// "createdAt": "2019-03-05T09:56:55.728933+00:00",
// "filledSize": 10,
// "future": "XRP-PERP",
// "id": 9596912,
// "market": "XRP-PERP",
// "price": 0.306525,
// "avgFillPrice": 0.306526,
// "remainingSize": 31421,
// "side": "sell",
// "size": 31431,
// "status": "open",
// "type": "limit",
// "reduceOnly": false,
// "ioc": false,
// "postOnly": false,
// "clientId": null
// }
// ]
// }
//
const result = this.safeValue (response, 'result', []);
return this.parseOrders (result, market, since, limit);
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {};
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
request['market'] = market['id'];
}
if (limit !== undefined) {
request['limit'] = limit; // default 100, max 100
}
if (since !== undefined) {
request['start_time'] = parseInt (since / 1000);
}
const response = await this.privateGetOrdersHistory (this.extend (request, params));
//
// {
// "success": true,
// "result": [
// {
// "createdAt": "2019-03-05T09:56:55.728933+00:00",
// "filledSize": 10,
// "future": "XRP-PERP",
// "id": 9596912,
// "market": "XRP-PERP",
// "price": 0.306525,
// "avgFillPrice": 0.306526,
// "remainingSize": 31421,
// "side": "sell",
// "size": 31431,
// "status": "open",
// "type": "limit",
// "reduceOnly": false,
// "ioc": false,
// "postOnly": false,
// "clientId": null
// }
// ]
// }
//
const result = this.safeValue (response, 'result', []);
return this.parseOrders (result, market, since, limit);
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'market': market['id'],
};
if (limit !== undefined) {
request['limit'] = limit;
}
if (since !== undefined) {
request['start_time'] = parseInt (since / 1000);
}
const response = await this.privateGetFills (this.extend (request, params));
//
// {
// "success": true,
// "result": [
// {
// "fee": 20.1374935,
// "feeRate": 0.0005,
// "future": "EOS-0329",
// "id": 11215,
// "liquidity": "taker",
// "market": "EOS-0329",
// "baseCurrency": null,
// "quoteCurrency": null,
// "orderId": 8436981,
// "price": 4.201,
// "side": "buy",
// "size": 9587,
// "time": "2019-03-27T19:15:10.204619+00:00",
// "type": "order"
// }
// ]
// }
//
const trades = this.safeValue (response, 'result', []);
return this.parseTrades (trades, market, since, limit);
}
async withdraw (code, amount, address, tag = undefined, params = {}) {
await this.loadMarkets ();
this.checkAddress (address);
const currency = this.currency (code);
const request = {
'coin': currency['id'],
'size': amount,
'address': address,
// 'password': 'string', // optional withdrawal password if it is required for your account
// 'code': '192837', // optional 2fa code if it is required for your account
};
if (tag !== undefined) {
request['tag'] = tag;
}
const response = await this.privatePostWalletWithdrawals (this.extend (request, params));
//
// {
// "success": true,
// "result": {
// "coin": "USDTBEAR",
// "address": "0x83a127952d266A6eA306c40Ac62A4a70668FE3BE",
// "tag": "null",
// "fee": 0,
// "id": 1,
// "size": "20.2",
// "status": "requested",
// "time": "2019-03-05T09:56:55.728933+00:00",
// "txid": "null"
// }
// }
//
const result = this.safeValue (response, 'result', {});
return this.parseTransaction (result, currency);
}
async fetchDepositAddress (code, params = {}) {
await this.loadMarkets ();
const currency = this.currency (code);
const request = {
'coin': currency['id'],
};
const response = await this.privateGetWalletDepositAddressCoin (this.extend (request, params));
//
// {
// "success": true,
// "result": {
// "address": "0x83a127952d266A6eA306c40Ac62A4a70668FE3BE",
// "tag": "null"
// }
// }
//
const result = this.safeValue (response, 'result', {});
const address = this.safeString (result, 'address');
const tag = this.safeString (result, 'tag');
this.checkAddress (address);
return {
'currency': code,
'address': address,
'tag': tag,
'info': response,
};
}
parseTransactionStatus (status) {
const statuses = {
// what are other statuses here?
'confirmed': 'ok', // deposits
'complete': 'ok', // withdrawals
};
return this.safeString (statuses, status, status);
}
parseTransaction (transaction) {
//
// fetchDeposits
//
// {
// "coin": "TUSD",
// "confirmations": 64,
// "confirmedTime": "2019-03-05T09:56:55.728933+00:00",
// "fee": 0,
// "id": 1,
// "sentTime": "2019-03-05T09:56:55.735929+00:00",
// "size": "99.0",
// "status": "confirmed",
// "time": "2019-03-05T09:56:55.728933+00:00",
// "txid": "0x8078356ae4b06a036d64747546c274af19581f1c78c510b60505798a7ffcaf1"
// }
//
// fetchWithdrawals
//
// {
// "coin": "TUSD",
// "address": "0x83a127952d266A6eA306c40Ac62A4a70668FE3BE",
// "tag": "null",
// "fee": 0,
// "id": 1,
// "size": "99.0",
// "status": "complete",
// "time": "2019-03-05T09:56:55.728933+00:00",
// "txid": "0x8078356ae4b06a036d64747546c274af19581f1c78c510b60505798a7ffcaf1"
// }
//
const code = this.safeCurrencyCode (this.safeString (transaction, 'coin'));
const id = this.safeInteger (transaction, 'id');
const amount = this.safeFloat (transaction, 'size');
const status = this.parseTransactionStatus (this.safeString (transaction, 'status'));
const timestamp = this.parse8601 (this.safeString (transaction, 'time'));
const txid = this.safeString (transaction, 'txid');
const address = this.safeString (transaction, 'address');
const tag = this.sa