ccxt-bybit
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
827 lines (790 loc) • 32 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { AuthenticationError, ExchangeError, ArgumentsRequired, InvalidAddress, OrderNotFound, NotSupported, DDoSProtection, InsufficientFunds, InvalidOrder } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class gateio extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'gateio',
'name': 'Gate.io',
'countries': [ 'CN' ],
'version': '2',
'rateLimit': 1000,
'pro': true,
'has': {
'CORS': false,
'createMarketOrder': false,
'fetchTickers': true,
'withdraw': true,
'fetchDeposits': true,
'fetchWithdrawals': true,
'fetchTransactions': true,
'createDepositAddress': true,
'fetchDepositAddress': true,
'fetchClosedOrders': false,
'fetchOHLCV': true,
'fetchOpenOrders': true,
'fetchOrderTrades': true,
'fetchOrders': true,
'fetchOrder': true,
'fetchMyTrades': true,
},
'timeframes': {
'1m': 60,
'5m': 300,
'10m': 600,
'15m': 900,
'30m': 1800,
'1h': 3600,
'2h': 7200,
'4h': 14400,
'6h': 21600,
'12h': 43200,
'1d': 86400,
'1w': 604800,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/31784029-0313c702-b509-11e7-9ccc-bc0da6a0e435.jpg',
'api': {
'public': 'https://data.gate.io/api',
'private': 'https://data.gate.io/api',
},
'www': 'https://gate.io/',
'doc': 'https://gate.io/api2',
'fees': [
'https://gate.io/fee',
'https://support.gate.io/hc/en-us/articles/115003577673',
],
'referral': 'https://www.gate.io/signup/2436035',
},
'api': {
'public': {
'get': [
'candlestick2/{id}',
'pairs',
'marketinfo',
'marketlist',
'coininfo',
'tickers',
'ticker/{id}',
'orderBook/{id}',
'trade/{id}',
'tradeHistory/{id}',
'tradeHistory/{id}/{tid}',
],
},
'private': {
'post': [
'balances',
'depositAddress',
'newAddress',
'depositsWithdrawals',
'buy',
'sell',
'cancelOrder',
'cancelAllOrders',
'getOrder',
'openOrders',
'tradeHistory',
'feelist',
'withdraw',
],
},
},
'fees': {
'trading': {
'tierBased': true,
'percentage': true,
'maker': 0.002,
'taker': 0.002,
},
},
'exceptions': {
'exact': {
'4': DDoSProtection,
'5': AuthenticationError, // { result: "false", code: 5, message: "Error: invalid key or sign, please re-generate it from your account" }
'6': AuthenticationError, // { result: 'false', code: 6, message: 'Error: invalid data ' }
'7': NotSupported,
'8': NotSupported,
'9': NotSupported,
'15': DDoSProtection,
'16': OrderNotFound,
'17': OrderNotFound,
'20': InvalidOrder,
'21': InsufficientFunds,
},
// https://gate.io/api2#errCode
'errorCodeNames': {
'1': 'Invalid request',
'2': 'Invalid version',
'3': 'Invalid request',
'4': 'Too many attempts',
'5': 'Invalid sign',
'6': 'Invalid sign',
'7': 'Currency is not supported',
'8': 'Currency is not supported',
'9': 'Currency is not supported',
'10': 'Verified failed',
'11': 'Obtaining address failed',
'12': 'Empty params',
'13': 'Internal error, please report to administrator',
'14': 'Invalid user',
'15': 'Cancel order too fast, please wait 1 min and try again',
'16': 'Invalid order id or order is already closed',
'17': 'Invalid orderid',
'18': 'Invalid amount',
'19': 'Not permitted or trade is disabled',
'20': 'Your order size is too small',
'21': 'You don\'t have enough fund',
},
},
'options': {
'fetchTradesMethod': 'public_get_tradehistory_id', // 'public_get_tradehistory_id_tid'
'limits': {
'cost': {
'min': {
'BTC': 0.0001,
'ETH': 0.001,
'USDT': 1,
},
},
},
},
});
}
async fetchMarkets (params = {}) {
const response = await this.publicGetMarketinfo (params);
const markets = this.safeValue (response, 'pairs');
if (!markets) {
throw new ExchangeError (this.id + ' fetchMarkets got an unrecognized response');
}
const result = [];
for (let i = 0; i < markets.length; i++) {
const market = markets[i];
const keys = Object.keys (market);
const id = this.safeString (keys, 0);
const details = market[id];
// all of their symbols are separated with an underscore
// but not boe_eth_eth (BOE_ETH/ETH) which has two underscores
// https://github.com/ccxt/ccxt/issues/4894
const parts = id.split ('_');
const numParts = parts.length;
let baseId = parts[0];
let quoteId = parts[1];
if (numParts > 2) {
baseId = parts[0] + '_' + parts[1];
quoteId = parts[2];
}
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const symbol = base + '/' + quote;
const precision = {
'amount': 8,
'price': details['decimal_places'],
};
const amountLimits = {
'min': details['min_amount'],
'max': undefined,
};
const priceLimits = {
'min': Math.pow (10, -details['decimal_places']),
'max': undefined,
};
const defaultCost = amountLimits['min'] * priceLimits['min'];
const minCost = this.safeFloat (this.options['limits']['cost']['min'], quote, defaultCost);
const costLimits = {
'min': minCost,
'max': undefined,
};
const limits = {
'amount': amountLimits,
'price': priceLimits,
'cost': costLimits,
};
const active = true;
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'info': market,
'active': active,
'maker': details['fee'] / 100,
'taker': details['fee'] / 100,
'precision': precision,
'limits': limits,
});
}
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
const response = await this.privatePostBalances (params);
const result = { 'info': response };
let available = this.safeValue (response, 'available', {});
if (Array.isArray (available)) {
available = {};
}
const locked = this.safeValue (response, 'locked', {});
const currencyIds = Object.keys (available);
for (let i = 0; i < currencyIds.length; i++) {
const currencyId = currencyIds[i];
const code = this.safeCurrencyCode (currencyId);
const account = this.account ();
account['free'] = this.safeFloat (available, currencyId);
account['used'] = this.safeFloat (locked, currencyId);
result[code] = account;
}
return this.parseBalance (result);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'id': this.marketId (symbol),
};
const response = await this.publicGetOrderBookId (this.extend (request, params));
return this.parseOrderBook (response);
}
parseOHLCV (ohlcv, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
// they return [ Timestamp, Volume, Close, High, Low, Open ]
return [
parseInt (ohlcv[0]), // t
parseFloat (ohlcv[5]), // o
parseFloat (ohlcv[3]), // h
parseFloat (ohlcv[4]), // l
parseFloat (ohlcv[2]), // c
parseFloat (ohlcv[1]), // v
];
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'id': market['id'],
'group_sec': this.timeframes[timeframe],
};
// max limit = 1001
if (limit !== undefined) {
const periodDurationInSeconds = this.parseTimeframe (timeframe);
const hours = parseInt ((periodDurationInSeconds * limit) / 3600);
request['range_hour'] = Math.max (0, hours - 1);
}
const response = await this.publicGetCandlestick2Id (this.extend (request, params));
//
// {
// "elapsed": "15ms",
// "result": "true",
// "data": [
// [ "1553930820000", "1.005299", "4081.05", "4086.18", "4081.05", "4086.18" ],
// [ "1553930880000", "0.110923277", "4095.2", "4095.23", "4091.15", "4091.15" ],
// ...
// [ "1553934420000", "0", "4089.42", "4089.42", "4089.42", "4089.42" ],
// ]
// }
//
const data = this.safeValue (response, 'data', []);
return this.parseOHLCVs (data, market, timeframe, since, limit);
}
parseTicker (ticker, market = undefined) {
const timestamp = this.milliseconds ();
let symbol = undefined;
if (market) {
symbol = market['symbol'];
}
const last = this.safeFloat (ticker, 'last');
const percentage = this.safeFloat (ticker, 'percentChange');
let open = undefined;
let change = undefined;
let average = undefined;
if ((last !== undefined) && (percentage !== undefined)) {
const relativeChange = percentage / 100;
open = last / this.sum (1, relativeChange);
change = last - open;
average = this.sum (last, open) / 2;
}
open = this.safeFloat (ticker, 'open', open);
change = this.safeFloat (ticker, 'change', change);
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeFloat2 (ticker, 'high24hr', 'high'),
'low': this.safeFloat2 (ticker, 'low24hr', 'low'),
'bid': this.safeFloat (ticker, 'highestBid'),
'bidVolume': undefined,
'ask': this.safeFloat (ticker, 'lowestAsk'),
'askVolume': undefined,
'vwap': undefined,
'open': open,
'close': last,
'last': last,
'previousClose': undefined,
'change': change,
'percentage': percentage,
'average': average,
'baseVolume': this.safeFloat (ticker, 'quoteVolume'), // gateio has them reversed
'quoteVolume': this.safeFloat (ticker, 'baseVolume'),
'info': ticker,
};
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
const response = await this.publicGetTickers (params);
const result = {};
const ids = Object.keys (response);
for (let i = 0; i < ids.length; i++) {
const id = ids[i];
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;
let market = undefined;
if (symbol in this.markets) {
market = this.markets[symbol];
}
if (id in this.markets_by_id) {
market = this.markets_by_id[id];
}
result[symbol] = this.parseTicker (response[id], market);
}
return result;
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const ticker = await this.publicGetTickerId (this.extend ({
'id': market['id'],
}, params));
return this.parseTicker (ticker, market);
}
parseTrade (trade, market = undefined) {
// {
// "tradeID": 3175762,
// "date": "2017-08-25 07:24:28",
// "type": "sell",
// "rate": 29011,
// "amount": 0.0019,
// "total": 55.1209,
// "fee": "0",
// "fee_coin": "btc",
// "gt_fee":"0",
// "point_fee":"0.1213",
// },
let timestamp = this.safeTimestamp2 (trade, 'timestamp', 'time_unix');
timestamp = this.safeTimestamp (trade, 'time', timestamp);
const id = this.safeString2 (trade, 'tradeID', 'id');
// take either of orderid or orderId
const orderId = this.safeString2 (trade, 'orderid', 'orderNumber');
const price = this.safeFloat2 (trade, 'rate', 'price');
const amount = this.safeFloat (trade, 'amount');
const type = this.safeString (trade, 'type');
const takerOrMaker = this.safeString (trade, 'role');
let cost = undefined;
if (price !== undefined) {
if (amount !== undefined) {
cost = price * amount;
}
}
let symbol = undefined;
if (market !== undefined) {
symbol = market['symbol'];
}
let fee = undefined;
let feeCurrency = this.safeCurrencyCode (this.safeString (trade, 'fee_coin'));
let feeCost = this.safeFloat (trade, 'point_fee');
if ((feeCost === undefined) || (feeCost === 0)) {
feeCost = this.safeFloat (trade, 'gt_fee');
if ((feeCost === undefined) || (feeCost === 0)) {
feeCost = this.safeFloat (trade, 'fee');
} else {
feeCurrency = this.safeCurrencyCode ('GT');
}
} else {
feeCurrency = this.safeCurrencyCode ('POINT');
}
if (feeCost !== undefined) {
fee = {
'cost': feeCost,
'currency': feeCurrency,
};
}
return {
'id': id,
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'order': orderId,
'type': undefined,
'side': type,
'takerOrMaker': takerOrMaker,
'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 = {
'id': market['id'],
};
const method = this.safeString (this.options, 'fetchTradesMethod', 'public_get_tradehistory_id');
const response = await this[method] (this.extend (request, params));
return this.parseTrades (response['data'], market, since, limit);
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
const response = await this.privatePostOpenOrders (params);
return this.parseOrders (response['orders'], undefined, since, limit);
}
async fetchOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'orderNumber': id,
'currencyPair': this.marketId (symbol),
};
const response = await this.privatePostGetOrder (this.extend (request, params));
return this.parseOrder (response['order']);
}
parseOrderStatus (status) {
const statuses = {
'cancelled': 'canceled',
// 'closed': 'closed', // these two statuses aren't actually needed
// 'open': 'open', // as they are mapped one-to-one
};
return this.safeString (statuses, status, status);
}
parseOrder (order, market = undefined) {
//
// {'amount': '0.00000000',
// 'currencyPair': 'xlm_usdt',
// 'fee': '0.0113766632239302 USDT',
// 'feeCurrency': 'USDT',
// 'feePercentage': 0.18,
// 'feeValue': '0.0113766632239302',
// 'filledAmount': '30.14004987',
// 'filledRate': 0.2097,
// 'initialAmount': '30.14004987',
// 'initialRate': '0.2097',
// 'left': 0,
// 'orderNumber': '998307286',
// 'rate': '0.2097',
// 'status': 'closed',
// 'timestamp': 1531158583,
// 'type': 'sell'},
//
const id = this.safeString2 (order, 'orderNumber', 'id');
let symbol = undefined;
const marketId = this.safeString (order, 'currencyPair');
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
}
if (market !== undefined) {
symbol = market['symbol'];
}
const timestamp = this.safeTimestamp2 (order, 'timestamp', 'ctime');
const lastTradeTimestamp = this.safeTimestamp (order, 'mtime');
const status = this.parseOrderStatus (this.safeString (order, 'status'));
let side = this.safeString (order, 'type');
// handling for order.update messages
if (side === '1') {
side = 'sell';
} else if (side === '2') {
side = 'buy';
}
const price = this.safeFloat2 (order, 'initialRate', 'price');
const average = this.safeFloat (order, 'filledRate');
const amount = this.safeFloat2 (order, 'initialAmount', 'amount');
const filled = this.safeFloat (order, 'filledAmount');
// In the order status response, this field has a different name.
const remaining = this.safeFloat2 (order, 'leftAmount', 'left');
const feeCost = this.safeFloat (order, 'feeValue');
const feeCurrencyId = this.safeString (order, 'feeCurrency');
const feeCurrencyCode = this.safeCurrencyCode (feeCurrencyId);
let feeRate = this.safeFloat (order, 'feePercentage');
if (feeRate !== undefined) {
feeRate = feeRate / 100;
}
return {
'id': id,
'datetime': this.iso8601 (timestamp),
'timestamp': timestamp,
'lastTradeTimestamp': lastTradeTimestamp,
'status': status,
'symbol': symbol,
'type': 'limit',
'side': side,
'price': price,
'cost': undefined,
'amount': amount,
'filled': filled,
'remaining': remaining,
'average': average,
'trades': undefined,
'fee': {
'cost': feeCost,
'currency': feeCurrencyCode,
'rate': feeRate,
},
'info': order,
};
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
if (type === 'market') {
throw new ExchangeError (this.id + ' allows limit orders only');
}
await this.loadMarkets ();
const method = 'privatePost' + this.capitalize (side);
const market = this.market (symbol);
const request = {
'currencyPair': market['id'],
'rate': price,
'amount': amount,
};
const response = await this[method] (this.extend (request, params));
return this.parseOrder (this.extend ({
'status': 'open',
'type': side,
'initialAmount': amount,
}, response), market);
}
async cancelOrder (id, symbol = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' cancelOrder requires symbol argument');
}
await this.loadMarkets ();
const request = {
'orderNumber': id,
'currencyPair': this.marketId (symbol),
};
return await this.privatePostCancelOrder (this.extend (request, params));
}
async queryDepositAddress (method, code, params = {}) {
await this.loadMarkets ();
const currency = this.currency (code);
method = 'privatePost' + method + 'Address';
const request = {
'currency': currency['id'],
};
const response = await this[method] (this.extend (request, params));
let address = this.safeString (response, 'addr');
let tag = undefined;
if ((address !== undefined) && (address.indexOf ('address') >= 0)) {
throw new InvalidAddress (this.id + ' queryDepositAddress ' + address);
}
if (code === 'XRP') {
const parts = address.split (' ');
address = parts[0];
tag = parts[1];
}
return {
'currency': currency,
'address': address,
'tag': tag,
'info': response,
};
}
async createDepositAddress (code, params = {}) {
return await this.queryDepositAddress ('New', code, params);
}
async fetchDepositAddress (code, params = {}) {
return await this.queryDepositAddress ('Deposit', code, params);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
}
const response = await this.privatePostOpenOrders (params);
return this.parseOrders (response['orders'], market, since, limit);
}
async fetchOrderTrades (id, 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 = {
'currencyPair': market['id'],
'orderNumber': id,
};
const response = await this.privatePostTradeHistory (this.extend (request, params));
return this.parseTrades (response['trades'], market, since, limit);
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' fetchMyTrades requires symbol param');
}
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'currencyPair': market['id'],
};
const response = await this.privatePostTradeHistory (this.extend (request, params));
return this.parseTrades (response['trades'], market, since, limit);
}
async withdraw (code, amount, address, tag = undefined, params = {}) {
this.checkAddress (address);
await this.loadMarkets ();
const currency = this.currency (code);
const request = {
'currency': currency['id'],
'amount': amount,
'address': address, // Address must exist in you AddressBook in security settings
};
if (tag !== undefined) {
request['address'] += ' ' + tag;
}
const response = await this.privatePostWithdraw (this.extend (request, params));
return {
'info': response,
'id': undefined,
};
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
const prefix = (api === 'private') ? (api + '/') : '';
let url = this.urls['api'][api] + this.version + '/1/' + prefix + this.implodeParams (path, params);
const query = this.omit (params, this.extractParams (path));
if (api === 'public') {
if (Object.keys (query).length) {
url += '?' + this.urlencode (query);
}
} else {
this.checkRequiredCredentials ();
const nonce = this.nonce ();
const request = { 'nonce': nonce };
body = this.urlencode (this.extend (request, query));
const signature = this.hmac (this.encode (body), this.encode (this.secret), 'sha512');
headers = {
'Key': this.apiKey,
'Sign': signature,
'Content-Type': 'application/x-www-form-urlencoded',
};
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
async fetchTransactionsByType (type = undefined, code = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {};
if (since !== undefined) {
request['start'] = since;
}
const response = await this.privatePostDepositsWithdrawals (this.extend (request, params));
let transactions = undefined;
if (type === undefined) {
const deposits = this.safeValue (response, 'deposits', []);
const withdrawals = this.safeValue (response, 'withdraws', []);
transactions = this.arrayConcat (deposits, withdrawals);
} else {
transactions = this.safeValue (response, type, []);
}
let currency = undefined;
if (code !== undefined) {
currency = this.currency (code);
}
return this.parseTransactions (transactions, currency, since, limit);
}
async fetchTransactions (code = undefined, since = undefined, limit = undefined, params = {}) {
return await this.fetchTransactionsByType (undefined, code, since, limit, params);
}
async fetchDeposits (code = undefined, since = undefined, limit = undefined, params = {}) {
return await this.fetchTransactionsByType ('deposits', code, since, limit, params);
}
async fetchWithdrawals (code = undefined, since = undefined, limit = undefined, params = {}) {
return await this.fetchTransactionsByType ('withdraws', code, since, limit, params);
}
parseTransaction (transaction, currency = undefined) {
//
// deposit
//
// {
// 'id': 'd16520849',
// 'currency': 'NEO',
// 'address': False,
// 'amount': '1',
// 'txid': '01acf6b8ce4d24a....',
// 'timestamp': '1553125968',
// 'status': 'DONE',
// 'type': 'deposit'
// }
//
// withdrawal
//
// {
// 'id': 'w5864259',
// 'currency': 'ETH',
// 'address': '0x72632f462....',
// 'amount': '0.4947',
// 'txid': '0x111167d120f736....',
// 'timestamp': '1553123688',
// 'status': 'DONE',
// 'type': 'withdrawal'
// }
//
const currencyId = this.safeString (transaction, 'currency');
const code = this.safeCurrencyCode (currencyId, currency);
const id = this.safeString (transaction, 'id');
const txid = this.safeString (transaction, 'txid');
const amount = this.safeFloat (transaction, 'amount');
let address = this.safeString (transaction, 'address');
if (address === 'false') {
address = undefined;
}
const timestamp = this.safeTimestamp (transaction, 'timestamp');
const status = this.parseTransactionStatus (this.safeString (transaction, 'status'));
const type = this.parseTransactionType (id[0]);
return {
'info': transaction,
'id': id,
'txid': txid,
'currency': code,
'amount': amount,
'address': address,
'tag': undefined,
'status': status,
'type': type,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'fee': undefined,
};
}
parseTransactionStatus (status) {
const statuses = {
'PEND': 'pending',
'REQUEST': 'pending',
'DMOVE': 'pending',
'CANCEL': 'failed',
'DONE': 'ok',
};
return this.safeString (statuses, status, status);
}
parseTransactionType (type) {
const types = {
'd': 'deposit',
'w': 'withdrawal',
};
return this.safeString (types, type, type);
}
handleErrors (code, reason, url, method, headers, body, response, requestHeaders, requestBody) {
if (response === undefined) {
return;
}
const resultString = this.safeString (response, 'result', '');
if (resultString !== 'false') {
return;
}
const errorCode = this.safeString (response, 'code');
const message = this.safeString (response, 'message', body);
if (errorCode !== undefined) {
const feedback = this.safeString (this.exceptions['errorCodeNames'], errorCode, message);
this.throwExactlyMatchedException (this.exceptions['exact'], errorCode, feedback);
}
}
};