ccxt-bybit
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
698 lines (671 loc) • 29.8 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, ArgumentsRequired, BadRequest, OrderNotFound, InvalidOrder, InvalidNonce, InsufficientFunds, AuthenticationError, PermissionDenied, NotSupported, OnMaintenance, RateLimitExceeded } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class gemini extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'gemini',
'name': 'Gemini',
'countries': [ 'US' ],
'rateLimit': 1500, // 200 for private API
'version': 'v1',
'has': {
'fetchDepositAddress': false,
'createDepositAddress': true,
'CORS': false,
'fetchBidsAsks': false,
'fetchTickers': false,
'fetchMyTrades': true,
'fetchOrder': true,
'fetchOrders': false,
'fetchOpenOrders': true,
'fetchClosedOrders': false,
'createMarketOrder': false,
'withdraw': true,
'fetchTransactions': true,
'fetchWithdrawals': false,
'fetchDeposits': false,
'fetchOHLCV': true,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27816857-ce7be644-6096-11e7-82d6-3c257263229c.jpg',
'api': {
'public': 'https://api.gemini.com',
'private': 'https://api.gemini.com',
'web': 'https://docs.gemini.com',
},
'www': 'https://gemini.com/',
'doc': [
'https://docs.gemini.com/rest-api',
'https://docs.sandbox.gemini.com',
],
'test': {
'public': 'https://api.sandbox.gemini.com',
'private': 'https://api.sandbox.gemini.com',
'web': 'https://docs.sandbox.gemini.com',
},
'fees': [
'https://gemini.com/api-fee-schedule',
'https://gemini.com/trading-fees',
'https://gemini.com/transfer-fees',
],
},
'api': {
'web': {
'get': [
'rest-api',
],
},
'public': {
'get': [
'v1/symbols',
'v1/pubticker/{symbol}',
'v1/book/{symbol}',
'v1/trades/{symbol}',
'v1/auction/{symbol}',
'v1/auction/{symbol}/history',
'v2/candles/{symbol}/{timeframe}',
'v2/ticker/{symbol}',
],
},
'private': {
'post': [
'v1/order/new',
'v1/order/cancel',
'v1/order/cancel/session',
'v1/order/cancel/all',
'v1/order/status',
'v1/orders',
'v1/mytrades',
'v1/notionalvolume',
'v1/tradevolume',
'v1/transfers',
'v1/balances',
'v1/deposit/{currency}/newAddress',
'v1/withdraw/{currency}',
'v1/heartbeat',
'v1/transfers',
],
},
},
'fees': {
'trading': {
'taker': 0.0035,
'maker': 0.001,
},
},
'httpExceptions': {
'400': BadRequest, // Auction not open or paused, ineligible timing, market not open, or the request was malformed, in the case of a private API request, missing or malformed Gemini private API authentication headers
'403': PermissionDenied, // The API key is missing the role necessary to access this private API endpoint
'404': OrderNotFound, // Unknown API entry point or Order not found
'406': InsufficientFunds, // Insufficient Funds
'429': RateLimitExceeded, // Rate Limiting was applied
'500': ExchangeError, // The server encountered an error
'502': ExchangeError, // Technical issues are preventing the request from being satisfied
'503': OnMaintenance, // The exchange is down for maintenance
},
'timeframes': {
'1m': '1m',
'5m': '5m',
'15m': '15m',
'30m': '30m',
'1h': '1hr',
'6h': '6hr',
'1d': '1day',
},
'exceptions': {
'exact': {
'AuctionNotOpen': BadRequest, // Failed to place an auction-only order because there is no current auction open for this symbol
'ClientOrderIdTooLong': BadRequest, // The Client Order ID must be under 100 characters
'ClientOrderIdMustBeString': BadRequest, // The Client Order ID must be a string
'ConflictingOptions': BadRequest, // New orders using a combination of order execution options are not supported
'EndpointMismatch': BadRequest, // The request was submitted to an endpoint different than the one in the payload
'EndpointNotFound': BadRequest, // No endpoint was specified
'IneligibleTiming': BadRequest, // Failed to place an auction order for the current auction on this symbol because the timing is not eligible, new orders may only be placed before the auction begins.
'InsufficientFunds': InsufficientFunds, // The order was rejected because of insufficient funds
'InvalidJson': BadRequest, // The JSON provided is invalid
'InvalidNonce': InvalidNonce, // The nonce was not greater than the previously used nonce, or was not present
'InvalidOrderType': InvalidOrder, // An unknown order type was provided
'InvalidPrice': InvalidOrder, // For new orders, the price was invalid
'InvalidQuantity': InvalidOrder, // A negative or otherwise invalid quantity was specified
'InvalidSide': InvalidOrder, // For new orders, and invalid side was specified
'InvalidSignature': AuthenticationError, // The signature did not match the expected signature
'InvalidSymbol': BadRequest, // An invalid symbol was specified
'InvalidTimestampInPayload': BadRequest, // The JSON payload contained a timestamp parameter with an unsupported value.
'Maintenance': OnMaintenance, // The system is down for maintenance
'MarketNotOpen': InvalidOrder, // The order was rejected because the market is not accepting new orders
'MissingApikeyHeader': AuthenticationError, // The X-GEMINI-APIKEY header was missing
'MissingOrderField': InvalidOrder, // A required order_id field was not specified
'MissingRole': AuthenticationError, // The API key used to access this endpoint does not have the required role assigned to it
'MissingPayloadHeader': AuthenticationError, // The X-GEMINI-PAYLOAD header was missing
'MissingSignatureHeader': AuthenticationError, // The X-GEMINI-SIGNATURE header was missing
'NoSSL': AuthenticationError, // You must use HTTPS to access the API
'OptionsMustBeArray': BadRequest, // The options parameter must be an array.
'OrderNotFound': OrderNotFound, // The order specified was not found
'RateLimit': RateLimitExceeded, // Requests were made too frequently. See Rate Limits below.
'System': ExchangeError, // We are experiencing technical issues
'UnsupportedOption': BadRequest, // This order execution option is not supported.
},
'broad': {
'The Gemini Exchange is currently undergoing maintenance.': OnMaintenance, // The Gemini Exchange is currently undergoing maintenance. Please check https://status.gemini.com/ for more information.
},
},
'options': {
'fetchMarketsMethod': 'fetch_markets_from_web',
},
});
}
async fetchMarkets (params = {}) {
const method = this.safeValue (this.options, 'fetchMarketsMethod', 'fetch_markets_from_api');
return await this[method] (params);
}
async fetchMarketsFromWeb (symbols = undefined, params = {}) {
const response = await this.webGetRestApi (params);
const sections = response.split ('<h1 id="symbols-and-minimums">Symbols and minimums</h1>');
const numSections = sections.length;
const error = this.id + ' the ' + this.name + ' API doc HTML markup has changed, breaking the parser of order limits and precision info for ' + this.name + ' markets.';
if (numSections !== 2) {
throw new NotSupported (error);
}
const tables = sections[1].split ('tbody>');
const numTables = tables.length;
if (numTables < 2) {
throw new NotSupported (error);
}
// tables[1] = tables[1].replace ("\n", ''); // eslint-disable-line quotes
const rows = tables[1].split ("<tr>\n"); // eslint-disable-line quotes
const numRows = rows.length;
if (numRows < 2) {
throw new NotSupported (error);
}
const result = [];
// skip the first element (empty string)
for (let i = 1; i < numRows; i++) {
const row = rows[i];
const cells = row.split ("</td>\n"); // eslint-disable-line quotes
const numCells = cells.length;
if (numCells < 7) {
throw new NotSupported (error);
}
//
// [
// '<td><code class="prettyprint">btcusd</code>',
// '<td>USD', // quote
// '<td>BTC', // base
// '<td>0.00001 BTC (1e-5)', // min amount
// '<td>0.00000001 BTC (1e-8)', // amount min tick size
// '<td>0.01 USD', // price min tick size
// '</tr>\n'
// ]
//
let id = cells[0].replace ('<td>', '');
id = id.replace ('<code class="prettyprint">', '');
id = id.replace ('</code>', '');
let baseId = cells[2].replace ('<td>', '');
let quoteId = cells[1].replace ('<td>', '');
const minAmountAsString = cells[3].replace ('<td>', '');
const amountTickSizeAsString = cells[4].replace ('<td>', '');
const priceTickSizeAsString = cells[5].replace ('<td>', '');
const minAmount = minAmountAsString.split (' ');
const amountPrecision = amountTickSizeAsString.split (' ');
const pricePrecision = priceTickSizeAsString.split (' ');
baseId = baseId.toLowerCase ();
quoteId = quoteId.toLowerCase ();
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const symbol = base + '/' + quote;
const precision = {
'amount': this.precisionFromString (amountPrecision[0]),
'price': this.precisionFromString (pricePrecision[0]),
};
const active = undefined;
result.push ({
'id': id,
'info': row,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'active': active,
'precision': precision,
'limits': {
'amount': {
'min': parseFloat (minAmount[0]),
'max': undefined,
},
'price': {
'min': undefined,
'max': undefined,
},
'cost': {
'min': undefined,
'max': undefined,
},
},
});
}
return result;
}
async fetchMarketsFromAPI (params = {}) {
const response = await this.publicGetV1Symbols (params);
const result = [];
for (let i = 0; i < response.length; i++) {
const id = response[i];
const market = id;
const baseId = id.slice (0, 3);
const quoteId = id.slice (3, 6);
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const symbol = base + '/' + quote;
const precision = {
'amount': undefined,
'price': undefined,
};
result.push ({
'id': id,
'info': market,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'precision': precision,
'limits': {
'amount': {
'min': undefined,
'max': undefined,
},
'price': {
'min': undefined,
'max': undefined,
},
'cost': {
'min': undefined,
'max': undefined,
},
},
});
}
return result;
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'symbol': this.marketId (symbol),
};
if (limit !== undefined) {
request['limit_bids'] = limit;
request['limit_asks'] = limit;
}
const response = await this.publicGetV1BookSymbol (this.extend (request, params));
return this.parseOrderBook (response, undefined, 'bids', 'asks', 'price', 'amount');
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
const ticker = await this.publicGetV1PubtickerSymbol (this.extend (request, params));
const timestamp = this.safeInteger (ticker['volume'], 'timestamp');
const baseCurrency = market['base']; // unified structures are guaranteed to have unified fields
const quoteCurrency = market['quote']; // so we don't need safe-methods for unified structures
const last = this.safeFloat (ticker, 'last');
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': undefined,
'low': undefined,
'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': undefined,
'average': undefined,
'baseVolume': this.safeFloat (ticker['volume'], baseCurrency),
'quoteVolume': this.safeFloat (ticker['volume'], quoteCurrency),
'info': ticker,
};
}
parseTrade (trade, market = undefined) {
const timestamp = this.safeInteger (trade, 'timestampms');
const id = this.safeString (trade, 'tid');
const orderId = this.safeString (trade, 'order_id');
const feeCurrencyId = this.safeString (trade, 'fee_currency');
const feeCurrencyCode = this.safeCurrencyCode (feeCurrencyId);
const fee = {
'cost': this.safeFloat (trade, 'fee_amount'),
'currency': feeCurrencyCode,
};
const price = this.safeFloat (trade, 'price');
const amount = this.safeFloat (trade, 'amount');
let cost = undefined;
if (price !== undefined) {
if (amount !== undefined) {
cost = price * amount;
}
}
const type = undefined;
const side = this.safeStringLower (trade, 'type');
let symbol = undefined;
if (market !== undefined) {
symbol = market['symbol'];
}
return {
'id': id,
'order': orderId,
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'type': type,
'side': side,
'takerOrMaker': undefined,
'price': price,
'cost': cost,
'amount': amount,
'fee': fee,
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
const response = await this.publicGetV1TradesSymbol (this.extend (request, params));
return this.parseTrades (response, market, since, limit);
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
const response = await this.privatePostV1Balances (params);
const result = { 'info': response };
for (let i = 0; i < response.length; i++) {
const balance = response[i];
const currencyId = this.safeString (balance, 'currency');
const code = this.safeCurrencyCode (currencyId);
const account = this.account ();
account['free'] = this.safeFloat (balance, 'available');
account['total'] = this.safeFloat (balance, 'amount');
result[code] = account;
}
return this.parseBalance (result);
}
parseOrder (order, market = undefined) {
const timestamp = this.safeInteger (order, 'timestampms');
const amount = this.safeFloat (order, 'original_amount');
const remaining = this.safeFloat (order, 'remaining_amount');
const filled = this.safeFloat (order, 'executed_amount');
let status = 'closed';
if (order['is_live']) {
status = 'open';
}
if (order['is_cancelled']) {
status = 'canceled';
}
const price = this.safeFloat (order, 'price');
const average = this.safeFloat (order, 'avg_execution_price');
let cost = undefined;
if (filled !== undefined) {
if (average !== undefined) {
cost = filled * average;
}
}
let type = this.safeString (order, 'type');
if (type === 'exchange limit') {
type = 'limit';
} else if (type === 'market buy' || type === 'market sell') {
type = 'market';
} else {
type = order['type'];
}
const fee = undefined;
let symbol = undefined;
if (market === undefined) {
const marketId = this.safeString (order, 'symbol');
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
}
}
if (market !== undefined) {
symbol = market['symbol'];
}
const id = this.safeString (order, 'order_id');
const side = this.safeStringLower (order, 'side');
return {
'id': id,
'info': order,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'status': status,
'symbol': symbol,
'type': type,
'side': side,
'price': price,
'average': average,
'cost': cost,
'amount': amount,
'filled': filled,
'remaining': remaining,
'fee': fee,
};
}
async fetchOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'order_id': id,
};
const response = await this.privatePostV1OrderStatus (this.extend (request, params));
return this.parseOrder (response);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const response = await this.privatePostV1Orders (params);
let orders = this.parseOrders (response, undefined, since, limit);
if (symbol !== undefined) {
const market = this.market (symbol); // throws on non-existent symbol
orders = this.filterBySymbol (orders, market['symbol']);
}
return orders;
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
if (type === 'market') {
throw new ExchangeError (this.id + ' allows limit orders only');
}
const nonce = this.nonce ();
const request = {
'client_order_id': nonce.toString (),
'symbol': this.marketId (symbol),
'amount': amount.toString (),
'price': price.toString (),
'side': side,
'type': 'exchange limit', // gemini allows limit orders only
};
const response = await this.privatePostV1OrderNew (this.extend (request, params));
return {
'info': response,
'id': response['order_id'],
};
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'order_id': id,
};
return await this.privatePostV1OrderCancel (this.extend (request, params));
}
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 = {
'symbol': market['id'],
};
if (limit !== undefined) {
request['limit_trades'] = limit;
}
if (since !== undefined) {
request['timestamp'] = parseInt (since / 1000);
}
const response = await this.privatePostV1Mytrades (this.extend (request, params));
return this.parseTrades (response, 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,
};
const response = await this.privatePostV1WithdrawCurrency (this.extend (request, params));
return {
'info': response,
'id': this.safeString (response, 'txHash'),
};
}
nonce () {
return this.milliseconds ();
}
async fetchTransactions (code = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {};
if (limit !== undefined) {
request['limit_transfers'] = limit;
}
if (since !== undefined) {
request['timestamp'] = since;
}
const response = await this.privatePostV1Transfers (this.extend (request, params));
return this.parseTransactions (response);
}
parseTransaction (transaction, currency = undefined) {
const timestamp = this.safeInteger (transaction, 'timestampms');
const currencyId = this.safeString (transaction, 'currency');
const code = this.safeCurrencyCode (currencyId, currency);
const address = this.safeString (transaction, 'destination');
const type = this.safeStringLower (transaction, 'type');
let status = 'pending';
// When deposits show as Advanced or Complete they are available for trading.
if (transaction['status']) {
status = 'ok';
}
let fee = undefined;
const feeAmount = this.safeFloat (transaction, 'feeAmount');
if (feeAmount !== undefined) {
fee = {
'cost': feeAmount,
'currency': code,
};
}
return {
'info': transaction,
'id': this.safeString (transaction, 'eid'),
'txid': this.safeString (transaction, 'txHash'),
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'address': address,
'tag': undefined, // or is it defined?
'type': type, // direction of the transaction, ('deposit' | 'withdraw')
'amount': this.safeFloat (transaction, 'amount'),
'currency': code,
'status': status,
'updated': undefined,
'fee': fee,
};
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let url = '/' + this.implodeParams (path, params);
const query = this.omit (params, this.extractParams (path));
if (api === 'private') {
this.checkRequiredCredentials ();
const nonce = this.nonce ();
const request = this.extend ({
'request': url,
'nonce': nonce,
}, query);
let payload = this.json (request);
payload = this.stringToBase64 (this.encode (payload));
const signature = this.hmac (payload, this.encode (this.secret), 'sha384');
headers = {
'Content-Type': 'text/plain',
'X-GEMINI-APIKEY': this.apiKey,
'X-GEMINI-PAYLOAD': this.decode (payload),
'X-GEMINI-SIGNATURE': signature,
};
} else {
if (Object.keys (query).length) {
url += '?' + this.urlencode (query);
}
}
url = this.urls['api'][api] + url;
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors (httpCode, reason, url, method, headers, body, response, requestHeaders, requestBody) {
if (response === undefined) {
if (typeof body === 'string') {
const feedback = this.id + ' ' + body;
this.throwBroadlyMatchedException (this.exceptions['broad'], body, feedback);
}
return; // fallback to default error handler
}
//
// {
// "result": "error",
// "reason": "BadNonce",
// "message": "Out-of-sequence nonce <1234> precedes previously used nonce <2345>"
// }
//
const result = this.safeString (response, 'result');
if (result === 'error') {
const reason = this.safeString (response, 'reason');
const message = this.safeString (response, 'message');
const feedback = this.id + ' ' + message;
this.throwExactlyMatchedException (this.exceptions['exact'], reason, feedback);
this.throwExactlyMatchedException (this.exceptions['exact'], message, feedback);
this.throwBroadlyMatchedException (this.exceptions['broad'], message, feedback);
throw new ExchangeError (feedback); // unknown message
}
}
async createDepositAddress (code, params = {}) {
await this.loadMarkets ();
const currency = this.currency (code);
const request = {
'currency': currency['id'],
};
const response = await this.privatePostV1DepositCurrencyNewAddress (this.extend (request, params));
const address = this.safeString (response, 'address');
this.checkAddress (address);
return {
'currency': code,
'address': address,
'tag': undefined,
'info': response,
};
}
async fetchOHLCV (symbol, timeframe = '5m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'timeframe': this.timeframes[timeframe],
'symbol': market['id'],
};
const response = await this.publicGetV2CandlesSymbolTimeframe (this.extend (request, params));
return this.parseOHLCVs (response, market, timeframe, since, limit);
}
};