ccxt-bybit
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
1,139 lines (1,101 loc) • 54.2 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { AuthenticationError, ExchangeError, ExchangeNotAvailable, InvalidOrder, OrderNotFound, InsufficientFunds, ArgumentsRequired, BadSymbol, BadRequest, RequestTimeout } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class huobipro extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'huobipro',
'name': 'Huobi Pro',
'countries': [ 'CN' ],
'rateLimit': 2000,
'userAgent': this.userAgents['chrome39'],
'version': 'v1',
'accounts': undefined,
'accountsById': undefined,
'hostname': 'api.huobi.pro',
'has': {
'CORS': false,
'fetchTickers': true,
'fetchDepositAddress': false,
'fetchOHLCV': true,
'fetchOrder': true,
'fetchOrders': true,
'fetchOpenOrders': true,
'fetchClosedOrders': true,
'fetchTradingLimits': true,
'fetchMyTrades': true,
'withdraw': true,
'fetchCurrencies': true,
'fetchDeposits': true,
'fetchWithdrawals': true,
},
'timeframes': {
'1m': '1min',
'5m': '5min',
'15m': '15min',
'30m': '30min',
'1h': '60min',
'4h': '4hour',
'1d': '1day',
'1w': '1week',
'1M': '1mon',
'1y': '1year',
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27766569-15aa7b9a-5edd-11e7-9e7f-44791f4ee49c.jpg',
'api': {
'market': 'https://{hostname}',
'public': 'https://{hostname}',
'private': 'https://{hostname}',
'zendesk': 'https://huobiglobal.zendesk.com/hc/en-us/articles',
},
'www': 'https://www.huobi.pro',
'referral': 'https://www.huobi.co/en-us/topic/invited/?invite_code=rwrd3',
'doc': 'https://huobiapi.github.io/docs/spot/v1/cn/',
'fees': 'https://www.huobi.pro/about/fee/',
},
'api': {
'zendesk': {
'get': [
'360000400491-Trade-Limits',
],
},
'market': {
'get': [
'history/kline', // 获取K线数据
'detail/merged', // 获取聚合行情(Ticker)
'depth', // 获取 Market Depth 数据
'trade', // 获取 Trade Detail 数据
'history/trade', // 批量获取最近的交易记录
'detail', // 获取 Market Detail 24小时成交量数据
'tickers',
],
},
'public': {
'get': [
'common/symbols', // 查询系统支持的所有交易对
'common/currencys', // 查询系统支持的所有币种
'common/timestamp', // 查询系统当前时间
'common/exchange', // order limits
'settings/currencys', // ?language=en-US
],
},
'private': {
// todo add v2 endpoints
// 'GET /v2/account/withdraw/quota
// 'GET /v2/reference/currencies
// 'GET /v2/account/deposit/address
'get': [
'account/accounts', // 查询当前用户的所有账户(即account-id)
'account/accounts/{id}/balance', // 查询指定账户的余额
'account/accounts/{sub-uid}',
'account/history',
'cross-margin/loan-info',
'fee/fee-rate/get',
'order/openOrders',
'order/orders',
'order/orders/{id}', // 查询某个订单详情
'order/orders/{id}/matchresults', // 查询某个订单的成交明细
'order/orders/getClientOrder',
'order/history', // 查询当前委托、历史委托
'order/matchresults', // 查询当前成交、历史成交
'dw/withdraw-virtual/addresses', // 查询虚拟币提现地址
'query/deposit-withdraw',
'margin/loan-orders', // 借贷订单
'margin/accounts/balance', // 借贷账户详情
'points/actions',
'points/orders',
'subuser/aggregate-balance',
'stable-coin/exchange_rate',
'stable-coin/quote',
],
// todo add v2 endpoints
// POST /v2/sub-user/management
'post': [
'futures/transfer',
'order/batch-orders',
'order/orders/place', // 创建并执行一个新订单 (一步下单， 推荐使用)
'order/orders/submitCancelClientOrder',
'order/orders/batchCancelOpenOrders',
'order/orders', // 创建一个新的订单请求 （仅创建订单，不执行下单）
'order/orders/{id}/place', // 执行一个订单 （仅执行已创建的订单）
'order/orders/{id}/submitcancel', // 申请撤销一个订单请求
'order/orders/batchcancel', // 批量撤销订单
'dw/balance/transfer', // 资产划转
'dw/withdraw/api/create', // 申请提现虚拟币
'dw/withdraw-virtual/create', // 申请提现虚拟币
'dw/withdraw-virtual/{id}/place', // 确认申请虚拟币提现
'dw/withdraw-virtual/{id}/cancel', // 申请取消提现虚拟币
'dw/transfer-in/margin', // 现货账户划入至借贷账户
'dw/transfer-out/margin', // 借贷账户划出至现货账户
'margin/orders', // 申请借贷
'margin/orders/{id}/repay', // 归还借贷
'stable-coin/exchange',
'subuser/transfer',
],
},
},
'fees': {
'trading': {
'tierBased': false,
'percentage': true,
'maker': 0.002,
'taker': 0.002,
},
},
'exceptions': {
'exact': {
// err-code
'timeout': RequestTimeout, // {"ts":1571653730865,"status":"error","err-code":"timeout","err-msg":"Request Timeout"}
'gateway-internal-error': ExchangeNotAvailable, // {"status":"error","err-code":"gateway-internal-error","err-msg":"Failed to load data. Try again later.","data":null}
'account-frozen-balance-insufficient-error': InsufficientFunds, // {"status":"error","err-code":"account-frozen-balance-insufficient-error","err-msg":"trade account balance is not enough, left: `0.0027`","data":null}
'invalid-amount': InvalidOrder, // eg "Paramemter `amount` is invalid."
'order-limitorder-amount-min-error': InvalidOrder, // limit order amount error, min: `0.001`
'order-marketorder-amount-min-error': InvalidOrder, // market order amount error, min: `0.01`
'order-limitorder-price-min-error': InvalidOrder, // limit order price error
'order-limitorder-price-max-error': InvalidOrder, // limit order price error
'order-orderstate-error': OrderNotFound, // canceling an already canceled order
'order-queryorder-invalid': OrderNotFound, // querying a non-existent order
'order-update-error': ExchangeNotAvailable, // undocumented error
'api-signature-check-failed': AuthenticationError,
'api-signature-not-valid': AuthenticationError, // {"status":"error","err-code":"api-signature-not-valid","err-msg":"Signature not valid: Incorrect Access key [Access key错误]","data":null}
'base-record-invalid': OrderNotFound, // https://github.com/ccxt/ccxt/issues/5750
// err-msg
'invalid symbol': BadSymbol, // {"ts":1568813334794,"status":"error","err-code":"invalid-parameter","err-msg":"invalid symbol"}
'invalid-parameter': BadRequest, // {"ts":1576210479343,"status":"error","err-code":"invalid-parameter","err-msg":"symbol trade not open now"}
'base-symbol-trade-disabled': BadSymbol, // {"status":"error","err-code":"base-symbol-trade-disabled","err-msg":"Trading is disabled for this symbol","data":null}
},
},
'options': {
// https://github.com/ccxt/ccxt/issues/5376
'fetchOrdersByStatesMethod': 'private_get_order_orders', // 'private_get_order_history' // https://github.com/ccxt/ccxt/pull/5392
'fetchOpenOrdersMethod': 'fetch_open_orders_v1', // 'fetch_open_orders_v2' // https://github.com/ccxt/ccxt/issues/5388
'createMarketBuyOrderRequiresPrice': true,
'fetchMarketsMethod': 'publicGetCommonSymbols',
'fetchBalanceMethod': 'privateGetAccountAccountsIdBalance',
'createOrderMethod': 'privatePostOrderOrdersPlace',
'language': 'en-US',
},
'commonCurrencies': {
// https://github.com/ccxt/ccxt/issues/6081
// https://github.com/ccxt/ccxt/issues/3365
// https://github.com/ccxt/ccxt/issues/2873
'GET': 'Themis', // conflict with GET (Guaranteed Entrance Token, GET Protocol)
'HOT': 'Hydro Protocol', // conflict with HOT (Holo) https://github.com/ccxt/ccxt/issues/4929
},
});
}
async fetchTradingLimits (symbols = undefined, params = {}) {
// this method should not be called directly, use loadTradingLimits () instead
// by default it will try load withdrawal fees of all currencies (with separate requests)
// however if you define symbols = [ 'ETH/BTC', 'LTC/BTC' ] in args it will only load those
await this.loadMarkets ();
if (symbols === undefined) {
symbols = this.symbols;
}
const result = {};
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
result[symbol] = await this.fetchTradingLimitsById (this.marketId (symbol), params);
}
return result;
}
async fetchTradingLimitsById (id, params = {}) {
const request = {
'symbol': id,
};
const response = await this.publicGetCommonExchange (this.extend (request, params));
//
// { status: "ok",
// data: { symbol: "aidocbtc",
// 'buy-limit-must-less-than': 1.1,
// 'sell-limit-must-greater-than': 0.9,
// 'limit-order-must-greater-than': 1,
// 'limit-order-must-less-than': 5000000,
// 'market-buy-order-must-greater-than': 0.0001,
// 'market-buy-order-must-less-than': 100,
// 'market-sell-order-must-greater-than': 1,
// 'market-sell-order-must-less-than': 500000,
// 'circuit-break-when-greater-than': 10000,
// 'circuit-break-when-less-than': 10,
// 'market-sell-order-rate-must-less-than': 0.1,
// 'market-buy-order-rate-must-less-than': 0.1 } }
//
return this.parseTradingLimits (this.safeValue (response, 'data', {}));
}
parseTradingLimits (limits, symbol = undefined, params = {}) {
//
// { symbol: "aidocbtc",
// 'buy-limit-must-less-than': 1.1,
// 'sell-limit-must-greater-than': 0.9,
// 'limit-order-must-greater-than': 1,
// 'limit-order-must-less-than': 5000000,
// 'market-buy-order-must-greater-than': 0.0001,
// 'market-buy-order-must-less-than': 100,
// 'market-sell-order-must-greater-than': 1,
// 'market-sell-order-must-less-than': 500000,
// 'circuit-break-when-greater-than': 10000,
// 'circuit-break-when-less-than': 10,
// 'market-sell-order-rate-must-less-than': 0.1,
// 'market-buy-order-rate-must-less-than': 0.1 }
//
return {
'info': limits,
'limits': {
'amount': {
'min': this.safeFloat (limits, 'limit-order-must-greater-than'),
'max': this.safeFloat (limits, 'limit-order-must-less-than'),
},
},
};
}
async fetchMarkets (params = {}) {
const method = this.options['fetchMarketsMethod'];
const response = await this[method] (params);
const markets = this.safeValue (response, 'data');
const numMarkets = markets.length;
if (numMarkets < 1) {
throw new ExchangeError (this.id + ' publicGetCommonSymbols returned empty response: ' + this.json (markets));
}
const result = [];
for (let i = 0; i < markets.length; i++) {
const market = markets[i];
const baseId = this.safeString (market, 'base-currency');
const quoteId = this.safeString (market, 'quote-currency');
const id = baseId + quoteId;
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const symbol = base + '/' + quote;
const precision = {
'amount': market['amount-precision'],
'price': market['price-precision'],
};
const maker = (base === 'OMG') ? 0 : 0.2 / 100;
const taker = (base === 'OMG') ? 0 : 0.2 / 100;
const minAmount = this.safeFloat (market, 'min-order-amt', Math.pow (10, -precision['amount']));
const maxAmount = this.safeFloat (market, 'max-order-amt');
const minCost = this.safeFloat (market, 'min-order-value', 0);
const state = this.safeString (market, 'state');
const active = (state === 'online');
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'active': active,
'precision': precision,
'taker': taker,
'maker': maker,
'limits': {
'amount': {
'min': minAmount,
'max': maxAmount,
},
'price': {
'min': Math.pow (10, -precision['price']),
'max': undefined,
},
'cost': {
'min': minCost,
'max': undefined,
},
},
'info': market,
});
}
return result;
}
parseTicker (ticker, market = undefined) {
let symbol = undefined;
if (market !== undefined) {
symbol = market['symbol'];
}
const timestamp = this.safeInteger (ticker, 'ts');
let bid = undefined;
let ask = undefined;
let bidVolume = undefined;
let askVolume = undefined;
if ('bid' in ticker) {
if (Array.isArray (ticker['bid'])) {
bid = this.safeFloat (ticker['bid'], 0);
bidVolume = this.safeFloat (ticker['bid'], 1);
}
}
if ('ask' in ticker) {
if (Array.isArray (ticker['ask'])) {
ask = this.safeFloat (ticker['ask'], 0);
askVolume = this.safeFloat (ticker['ask'], 1);
}
}
const open = this.safeFloat (ticker, 'open');
const close = this.safeFloat (ticker, 'close');
let change = undefined;
let percentage = undefined;
let average = undefined;
if ((open !== undefined) && (close !== undefined)) {
change = close - open;
average = this.sum (open, close) / 2;
if ((close !== undefined) && (close > 0)) {
percentage = (change / open) * 100;
}
}
const baseVolume = this.safeFloat (ticker, 'amount');
const quoteVolume = this.safeFloat (ticker, 'vol');
let vwap = undefined;
if (baseVolume !== undefined && quoteVolume !== undefined && baseVolume > 0) {
vwap = quoteVolume / baseVolume;
}
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeFloat (ticker, 'high'),
'low': this.safeFloat (ticker, 'low'),
'bid': bid,
'bidVolume': bidVolume,
'ask': ask,
'askVolume': askVolume,
'vwap': vwap,
'open': open,
'close': close,
'last': close,
'previousClose': undefined,
'change': change,
'percentage': percentage,
'average': average,
'baseVolume': baseVolume,
'quoteVolume': quoteVolume,
'info': ticker,
};
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
'type': 'step0',
};
const response = await this.marketGetDepth (this.extend (request, params));
if ('tick' in response) {
if (!response['tick']) {
throw new ExchangeError (this.id + ' fetchOrderBook() returned empty response: ' + this.json (response));
}
const orderbook = this.safeValue (response, 'tick');
const result = this.parseOrderBook (orderbook, orderbook['ts']);
result['nonce'] = orderbook['version'];
return result;
}
throw new ExchangeError (this.id + ' fetchOrderBook() returned unrecognized response: ' + this.json (response));
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
const response = await this.marketGetDetailMerged (this.extend (request, params));
const ticker = this.parseTicker (response['tick'], market);
const timestamp = this.safeValue (response, 'ts');
ticker['timestamp'] = timestamp;
ticker['datetime'] = this.iso8601 (timestamp);
return ticker;
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
const response = await this.marketGetTickers (params);
const tickers = this.safeValue (response, 'data');
const timestamp = this.safeInteger (response, 'ts');
const result = {};
for (let i = 0; i < tickers.length; i++) {
const marketId = this.safeString (tickers[i], 'symbol');
const market = this.safeValue (this.markets_by_id, marketId);
let symbol = marketId;
if (market !== undefined) {
symbol = market['symbol'];
const ticker = this.parseTicker (tickers[i], market);
ticker['timestamp'] = timestamp;
ticker['datetime'] = this.iso8601 (timestamp);
result[symbol] = ticker;
}
}
return result;
}
parseTrade (trade, market = undefined) {
let symbol = undefined;
if (market === undefined) {
const marketId = this.safeString (trade, 'symbol');
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
}
}
if (market !== undefined) {
symbol = market['symbol'];
}
const timestamp = this.safeInteger2 (trade, 'ts', 'created-at');
const order = this.safeString (trade, 'order-id');
let side = this.safeString (trade, 'direction');
let type = this.safeString (trade, 'type');
if (type !== undefined) {
const typeParts = type.split ('-');
side = typeParts[0];
type = typeParts[1];
}
const takerOrMaker = this.safeString (trade, 'role');
const price = this.safeFloat (trade, 'price');
const amount = this.safeFloat2 (trade, 'filled-amount', 'amount');
let cost = undefined;
if (price !== undefined) {
if (amount !== undefined) {
cost = amount * price;
}
}
let fee = undefined;
let feeCost = this.safeFloat (trade, 'filled-fees');
let feeCurrency = undefined;
if (market !== undefined) {
feeCurrency = (side === 'buy') ? market['base'] : market['quote'];
}
const filledPoints = this.safeFloat (trade, 'filled-points');
if (filledPoints !== undefined) {
if ((feeCost === undefined) || (feeCost === 0.0)) {
feeCost = filledPoints;
feeCurrency = this.safeCurrencyCode (this.safeString (trade, 'fee-deduct-currency'));
}
}
if (feeCost !== undefined) {
fee = {
'cost': feeCost,
'currency': feeCurrency,
};
}
const id = this.safeString (trade, 'id');
return {
'id': id,
'info': trade,
'order': order,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'type': type,
'side': side,
'takerOrMaker': takerOrMaker,
'price': price,
'amount': amount,
'cost': cost,
'fee': fee,
};
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = undefined;
const request = {};
if (symbol !== undefined) {
market = this.market (symbol);
request['symbol'] = market['id'];
}
if (limit !== undefined) {
request['size'] = limit; // 1-100 orders, default is 100
}
if (since !== undefined) {
request['start-date'] = this.ymd (since); // maximum query window size is 2 days, query window shift should be within past 120 days
}
const response = await this.privateGetOrderMatchresults (this.extend (request, params));
const trades = this.parseTrades (response['data'], market, since, limit);
return trades;
}
async fetchTrades (symbol, since = undefined, limit = 1000, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
if (limit !== undefined) {
request['size'] = limit;
}
const response = await this.marketGetHistoryTrade (this.extend (request, params));
const data = this.safeValue (response, 'data');
let result = [];
for (let i = 0; i < data.length; i++) {
const trades = this.safeValue (data[i], 'data', []);
for (let j = 0; j < trades.length; j++) {
const trade = this.parseTrade (trades[j], market);
result.push (trade);
}
}
result = this.sortBy (result, 'timestamp');
return this.filterBySymbolSinceLimit (result, symbol, since, limit);
}
parseOHLCV (ohlcv, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
return [
this.safeTimestamp (ohlcv, 'id'),
this.safeFloat (ohlcv, 'open'),
this.safeFloat (ohlcv, 'high'),
this.safeFloat (ohlcv, 'low'),
this.safeFloat (ohlcv, 'close'),
this.safeFloat (ohlcv, 'amount'),
];
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = 1000, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
'period': this.timeframes[timeframe],
};
if (limit !== undefined) {
request['size'] = limit;
}
const response = await this.marketGetHistoryKline (this.extend (request, params));
return this.parseOHLCVs (response['data'], market, timeframe, since, limit);
}
async fetchAccounts (params = {}) {
await this.loadMarkets ();
const response = await this.privateGetAccountAccounts (params);
return response['data'];
}
async fetchCurrencies (params = {}) {
const request = {
'language': this.options['language'],
};
const response = await this.publicGetSettingsCurrencys (this.extend (request, params));
const currencies = this.safeValue (response, 'data');
const result = {};
for (let i = 0; i < currencies.length; i++) {
const currency = currencies[i];
//
// { name: "ctxc",
// 'display-name': "CTXC",
// 'withdraw-precision': 8,
// 'currency-type': "eth",
// 'currency-partition': "pro",
// 'support-sites': null,
// 'otc-enable': 0,
// 'deposit-min-amount': "2",
// 'withdraw-min-amount': "4",
// 'show-precision': "8",
// weight: "2988",
// visible: true,
// 'deposit-desc': "Please don’t deposit any other digital assets except CTXC t…",
// 'withdraw-desc': "Minimum withdrawal amount: 4 CTXC. !>_<!For security reason…",
// 'deposit-enabled': true,
// 'withdraw-enabled': true,
// 'currency-addr-with-tag': false,
// 'fast-confirms': 15,
// 'safe-confirms': 30 }
//
const id = this.safeValue (currency, 'name');
const precision = this.safeInteger (currency, 'withdraw-precision');
const code = this.safeCurrencyCode (id);
const active = currency['visible'] && currency['deposit-enabled'] && currency['withdraw-enabled'];
const name = this.safeString (currency, 'display-name');
result[code] = {
'id': id,
'code': code,
'type': 'crypto',
// 'payin': currency['deposit-enabled'],
// 'payout': currency['withdraw-enabled'],
// 'transfer': undefined,
'name': name,
'active': active,
'fee': undefined, // todo need to fetch from fee endpoint
'precision': precision,
'limits': {
'amount': {
'min': Math.pow (10, -precision),
'max': Math.pow (10, precision),
},
'price': {
'min': Math.pow (10, -precision),
'max': Math.pow (10, precision),
},
'cost': {
'min': undefined,
'max': undefined,
},
'deposit': {
'min': this.safeFloat (currency, 'deposit-min-amount'),
'max': Math.pow (10, precision),
},
'withdraw': {
'min': this.safeFloat (currency, 'withdraw-min-amount'),
'max': Math.pow (10, precision),
},
},
'info': currency,
};
}
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
await this.loadAccounts ();
const method = this.options['fetchBalanceMethod'];
const request = {
'id': this.accounts[0]['id'],
};
const response = await this[method] (this.extend (request, params));
const balances = this.safeValue (response['data'], 'list', []);
const result = { 'info': response };
for (let i = 0; i < balances.length; i++) {
const balance = balances[i];
const currencyId = this.safeString (balance, 'currency');
const code = this.safeCurrencyCode (currencyId);
let account = undefined;
if (code in result) {
account = result[code];
} else {
account = this.account ();
}
if (balance['type'] === 'trade') {
account['free'] = this.safeFloat (balance, 'balance');
}
if (balance['type'] === 'frozen') {
account['used'] = this.safeFloat (balance, 'balance');
}
result[code] = account;
}
return this.parseBalance (result);
}
async fetchOrdersByStates (states, symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'states': states,
};
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
request['symbol'] = market['id'];
}
const method = this.safeString (this.options, 'fetchOrdersByStatesMethod', 'private_get_order_orders');
const response = await this[method] (this.extend (request, params));
//
// { status: "ok",
// data: [ { id: 13997833014,
// symbol: "ethbtc",
// 'account-id': 3398321,
// amount: "0.045000000000000000",
// price: "0.034014000000000000",
// 'created-at': 1545836976871,
// type: "sell-limit",
// 'field-amount': "0.045000000000000000",
// 'field-cash-amount': "0.001530630000000000",
// 'field-fees': "0.000003061260000000",
// 'finished-at': 1545837948214,
// source: "spot-api",
// state: "filled",
// 'canceled-at': 0 } ] }
//
return this.parseOrders (response['data'], market, since, limit);
}
async fetchOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'id': id,
};
const response = await this.privateGetOrderOrdersId (this.extend (request, params));
const order = this.safeValue (response, 'data');
return this.parseOrder (order);
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
return await this.fetchOrdersByStates ('pre-submitted,submitted,partial-filled,filled,partial-canceled,canceled', symbol, since, limit, params);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
const method = this.safeString (this.options, 'fetchOpenOrdersMethod', 'fetch_open_orders_v1');
return await this[method] (symbol, since, limit, params);
}
async fetchOpenOrdersV1 (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' fetchOpenOrdersV1 requires a symbol argument');
}
return await this.fetchOrdersByStates ('pre-submitted,submitted,partial-filled', symbol, since, limit, params);
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
return await this.fetchOrdersByStates ('filled,partial-canceled,canceled', symbol, since, limit, params);
}
async fetchOpenOrdersV2 (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' fetchOpenOrders requires a symbol argument');
}
const market = this.market (symbol);
let accountId = this.safeString (params, 'account-id');
if (accountId === undefined) {
// pick the first account
await this.loadAccounts ();
for (let i = 0; i < this.accounts.length; i++) {
const account = this.accounts[i];
if (account['type'] === 'spot') {
accountId = this.safeString (account, 'id');
if (accountId !== undefined) {
break;
}
}
}
}
const request = {
'symbol': market['id'],
'account-id': accountId,
};
if (limit !== undefined) {
request['size'] = limit;
}
const omitted = this.omit (params, 'account-id');
const response = await this.privateGetOrderOpenOrders (this.extend (request, omitted));
//
// {
// "status":"ok",
// "data":[
// {
// "symbol":"ethusdt",
// "source":"api",
// "amount":"0.010000000000000000",
// "account-id":1528640,
// "created-at":1561597491963,
// "price":"400.000000000000000000",
// "filled-amount":"0.0",
// "filled-cash-amount":"0.0",
// "filled-fees":"0.0",
// "id":38477101630,
// "state":"submitted",
// "type":"sell-limit"
// }
// ]
// }
//
const data = this.safeValue (response, 'data', []);
return this.parseOrders (data, market, since, limit);
}
parseOrderStatus (status) {
const statuses = {
'partial-filled': 'open',
'partial-canceled': 'canceled',
'filled': 'closed',
'canceled': 'canceled',
'submitted': 'open',
};
return this.safeString (statuses, status, status);
}
parseOrder (order, market = undefined) {
//
// { id: 13997833014,
// symbol: "ethbtc",
// 'account-id': 3398321,
// amount: "0.045000000000000000",
// price: "0.034014000000000000",
// 'created-at': 1545836976871,
// type: "sell-limit",
// 'field-amount': "0.045000000000000000", // they have fixed it for filled-amount
// 'field-cash-amount': "0.001530630000000000", // they have fixed it for filled-cash-amount
// 'field-fees': "0.000003061260000000", // they have fixed it for filled-fees
// 'finished-at': 1545837948214,
// source: "spot-api",
// state: "filled",
// 'canceled-at': 0 }
//
// { id: 20395337822,
// symbol: "ethbtc",
// 'account-id': 5685075,
// amount: "0.001000000000000000",
// price: "0.0",
// 'created-at': 1545831584023,
// type: "buy-market",
// 'field-amount': "0.029100000000000000", // they have fixed it for filled-amount
// 'field-cash-amount': "0.000999788700000000", // they have fixed it for filled-cash-amount
// 'field-fees': "0.000058200000000000", // they have fixed it for filled-fees
// 'finished-at': 1545831584181,
// source: "spot-api",
// state: "filled",
// 'canceled-at': 0 }
//
const id = this.safeString (order, 'id');
let side = undefined;
let type = undefined;
let status = undefined;
if ('type' in order) {
const orderType = order['type'].split ('-');
side = orderType[0];
type = orderType[1];
status = this.parseOrderStatus (this.safeString (order, 'state'));
}
let symbol = undefined;
if (market === undefined) {
if ('symbol' in order) {
if (order['symbol'] in this.markets_by_id) {
const marketId = order['symbol'];
market = this.markets_by_id[marketId];
}
}
}
if (market !== undefined) {
symbol = market['symbol'];
}
const timestamp = this.safeInteger (order, 'created-at');
let amount = this.safeFloat (order, 'amount');
const filled = this.safeFloat2 (order, 'filled-amount', 'field-amount'); // typo in their API, filled amount
if ((type === 'market') && (side === 'buy')) {
amount = (status === 'closed') ? filled : undefined;
}
let price = this.safeFloat (order, 'price');
if (price === 0.0) {
price = undefined;
}
const cost = this.safeFloat2 (order, 'filled-cash-amount', 'field-cash-amount'); // same typo
let remaining = undefined;
let average = undefined;
if (filled !== undefined) {
if (amount !== undefined) {
remaining = amount - filled;
}
// if cost is defined and filled is not zero
if ((cost !== undefined) && (filled > 0)) {
average = cost / filled;
}
}
const feeCost = this.safeFloat2 (order, 'filled-fees', 'field-fees'); // typo in their API, filled fees
let fee = undefined;
if (feeCost !== undefined) {
let feeCurrency = undefined;
if (market !== undefined) {
feeCurrency = (side === 'sell') ? market['quote'] : market['base'];
}
fee = {
'cost': feeCost,
'currency': feeCurrency,
};
}
return {
'info': order,
'id': id,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'symbol': symbol,
'type': type,
'side': side,
'price': price,
'average': average,
'cost': cost,
'amount': amount,
'filled': filled,
'remaining': remaining,
'status': status,
'fee': fee,
};
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
await this.loadAccounts ();
const market = this.market (symbol);
const request = {
'account-id': this.accounts[0]['id'],
'symbol': market['id'],
'type': side + '-' + type,
};
if ((type === 'market') && (side === 'buy')) {
if (this.options['createMarketBuyOrderRequiresPrice']) {
if (price === undefined) {
throw new InvalidOrder (this.id + " market buy order requires price argument to calculate cost (total amount of quote currency to spend for buying, amount * price). To switch off this warning exception and specify cost in the amount argument, set .options['createMarketBuyOrderRequiresPrice'] = false. Make sure you know what you're doing.");
} else {
// despite that cost = amount * price is in quote currency and should have quote precision
// the exchange API requires the cost supplied in 'amount' to be of base precision
// more about it here: https://github.com/ccxt/ccxt/pull/4395
// we use priceToPrecision instead of amountToPrecision here
// because in this case the amount is in the quote currency
request['amount'] = this.costToPrecision (symbol, parseFloat (amount) * parseFloat (price));
}
} else {
request['amount'] = this.costToPrecision (symbol, amount);
}
} else {
request['amount'] = this.amountToPrecision (symbol, amount);
}
if (type === 'limit' || type === 'ioc' || type === 'limit-maker') {
request['price'] = this.priceToPrecision (symbol, price);
}
const method = this.options['createOrderMethod'];
const response = await this[method] (this.extend (request, params));
const timestamp = this.milliseconds ();
const id = this.safeString (response, 'data');
return {
'info': response,
'id': id,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'status': undefined,
'symbol': symbol,
'type': type,
'side': side,
'price': price,
'amount': amount,
'filled': undefined,
'remaining': undefined,
'cost': undefined,
'trades': undefined,
'fee': undefined,
};
}
async cancelOrder (id, symbol = undefined, params = {}) {
const response = await this.privatePostOrderOrdersIdSubmitcancel ({ 'id': id });
//
// let response = {
// 'status': 'ok',
// 'data': '10138899000',
// };
//
return this.extend (this.parseOrder (response), {
'id': id,
'status': 'canceled',
});
}
currencyToPrecision (currency, fee) {
return this.decimalToPrecision (fee, 0, this.currencies[currency]['precision']);
}
calculateFee (symbol, type, side, amount, price, takerOrMaker = 'taker', params = {}) {
const market = this.markets[symbol];
const rate = market[takerOrMaker];
let cost = amount * rate;
let key = 'quote';
if (side === 'sell') {
cost *= price;
} else {
key = 'base';
}
return {
'type': takerOrMaker,
'currency': market[key],
'rate': rate,
'cost': parseFloat (this.currencyToPrecision (market[key], cost)),
};
}
async withdraw (code, amount, address, tag = undefined, params = {}) {
await this.loadMarkets ();
this.checkAddress (address);
const currency = this.currency (code);
const request = {
'address': address, // only supports existing addresses in your withdraw address list
'amount': amount,
'currency': currency['id'].toLowerCase (),
};
if (tag !== undefined) {
request['addr-tag'] = tag; // only for XRP?
}
const response = await this.privatePostDwWithdrawApiCreate (this.extend (request, params));
const id = this.safeString (response, 'data');
return {
'info': response,
'id': id,
};
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let url = '/';
if (api === 'market') {
url += api;
} else if ((api === 'public') || (api === 'private')) {
url += this.version;
}
url += '/' + this.implodeParams (path, params);
const query = this.omit (params, this.extractParams (path));
if (api === 'private') {
this.checkRequiredCredentials ();
const timestamp = this.ymdhms (this.milliseconds (), 'T');
let request = {
'SignatureMethod': 'HmacSHA256',
'SignatureVersion': '2',
'AccessKeyId': this.apiKey,
'Timestamp': timestamp,
};
if (method !== 'POST') {
request = this.extend (request, query);
}
request = this.keysort (request);
let auth = this.urlencode (request);
// unfortunately, PHP demands double quotes for the escaped newline symbol
// eslint-disable-next-line quotes
const payload = [ method, this.hostname, url, auth ].join ("\n");
const signature = this.hmac (this.encode (payload), this.encode (this.secret), 'sha256', 'base64');
auth += '&' + this.urlencode ({ 'Signature': signature });
url += '?' + auth;
if (method === 'POST') {
body = this.json (query);
headers = {
'Content-Type': 'application/json',
};
} else {
headers = {
'Content-Type': 'application/x-www-form-urlencoded',
};
}
} else {
if (Object.keys (params).length) {
url += '?' + this.urlencode (params);
}
}
url = this.implodeParams (this.urls['api'][api], {
'hostname': this.hostname,
}) + url;
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors (httpCode, reason, url, method, headers, body, response, requestHeaders, requestBody) {
if (response === undefined) {
return; // fallback to default error handler
}
if ('status' in response) {
//
// {"status":"error","err-code":"order-limitorder-amount-min-error","err-msg":"limit order amount error, min: `0.001`","data":null}
//
const status = this.safeString (response, 'status');
if (status === 'error') {
const code = this.safeString (response, 'err-code');
const feedback = this.id + ' ' + body;
this.throwExactlyMatchedException (this.exceptions['exact'], code, feedback);
const message = this.safeString (response, 'err-msg');
this.throwExactlyMatchedException (this.exceptions['exact'], message, feedback);
throw new ExchangeError (feedback);
}
}
}
async fetchDeposits (code = undefined, since = undefined, limit = undefined, params = {}) {
if (limit === undefined || limit > 100) {
limit = 100;
}
await this.loadMarkets ();
let currency = undefined;
if (code !== undefined) {
currency = this.currency (code);
}
const request = {
'type': 'deposit',
'from': 0, // From 'id' ... if you want to get results after a particular transaction id, pass the id in params.from
};
if (currency !== undefined) {
request['currency'] = currency['id'];
}
if (limit !== undefined) {
request['size'] = limit; // max 100
}
const response = await this.privateGetQueryDepositWithdraw (this.extend (request, params));
// return response
return this.parseTransactions (response['data'], currency, since, limit);
}
async fetchWithdrawals (code = undefined, since = undefined, limit = undefined, params = {}) {
if (limit === undefined || limit > 100) {
limit = 100;
}
await this.loadMarkets ();
let currency = undefined;
if (code !== undefined) {
currency = this.currency (code);
}
const request = {
'type': 'withdraw',
'from': 0, // From 'id' ... if you want to get results after a particular transaction id, pass the id in params.from
};
if (currency !== undefined) {
request['currency'] = currency['id'];
}
if (li