ccxt-bybit
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
1,258 lines (1,215 loc) • 57.7 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { BadSymbol, ExchangeNotAvailable, ArgumentsRequired, PermissionDenied, AuthenticationError, ExchangeError, OrderNotFound, DDoSProtection, InvalidNonce, InsufficientFunds, CancelPending, InvalidOrder, InvalidAddress, NotSupported } = require ('./base/errors');
const { TRUNCATE, DECIMAL_PLACES } = require ('./base/functions/number');
// ---------------------------------------------------------------------------
module.exports = class kraken extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'kraken',
'name': 'Kraken',
'countries': [ 'US' ],
'version': '0',
'rateLimit': 3000,
'certified': true,
'pro': true,
'has': {
'createDepositAddress': true,
'fetchDepositAddress': true,
'fetchTradingFee': true,
'fetchTradingFees': true,
'CORS': false,
'fetchCurrencies': true,
'fetchTickers': true,
'fetchOHLCV': true,
'fetchOrder': true,
'fetchOpenOrders': true,
'fetchClosedOrders': true,
'fetchMyTrades': true,
'fetchWithdrawals': true,
'fetchDeposits': true,
'withdraw': true,
'fetchLedgerEntry': true,
'fetchLedger': true,
},
'marketsByAltname': {},
'timeframes': {
'1m': 1,
'5m': 5,
'15m': 15,
'30m': 30,
'1h': 60,
'4h': 240,
'1d': 1440,
'1w': 10080,
'2w': 21600,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27766599-22709304-5ede-11e7-9de1-9f33732e1509.jpg',
'api': {
'public': 'https://api.kraken.com',
'private': 'https://api.kraken.com',
'zendesk': 'https://support.kraken.com/hc/en-us/articles',
},
'www': 'https://www.kraken.com',
'doc': 'https://www.kraken.com/features/api',
'fees': 'https://www.kraken.com/en-us/features/fee-schedule',
},
'fees': {
'trading': {
'tierBased': true,
'percentage': true,
'taker': 0.26 / 100,
'maker': 0.16 / 100,
'tiers': {
'taker': [
[0, 0.0026],
[50000, 0.0024],
[100000, 0.0022],
[250000, 0.0020],
[500000, 0.0018],
[1000000, 0.0016],
[2500000, 0.0014],
[5000000, 0.0012],
[10000000, 0.0001],
],
'maker': [
[0, 0.0016],
[50000, 0.0014],
[100000, 0.0012],
[250000, 0.0010],
[500000, 0.0008],
[1000000, 0.0006],
[2500000, 0.0004],
[5000000, 0.0002],
[10000000, 0.0],
],
},
},
// this is a bad way of hardcoding fees that change on daily basis
// hardcoding is now considered obsolete, we will remove all of it eventually
'funding': {
'tierBased': false,
'percentage': false,
'withdraw': {
'BTC': 0.001,
'ETH': 0.005,
'XRP': 0.02,
'XLM': 0.00002,
'LTC': 0.02,
'DOGE': 2,
'ZEC': 0.00010,
'ICN': 0.02,
'REP': 0.01,
'ETC': 0.005,
'MLN': 0.003,
'XMR': 0.05,
'DASH': 0.005,
'GNO': 0.01,
'EOS': 0.5,
'BCH': 0.001,
'XTZ': 0.05,
'USD': 5, // if domestic wire
'EUR': 5, // if domestic wire
'CAD': 10, // CAD EFT Withdrawal
'JPY': 300, // if domestic wire
},
'deposit': {
'BTC': 0,
'ETH': 0,
'XRP': 0,
'XLM': 0,
'LTC': 0,
'DOGE': 0,
'ZEC': 0,
'ICN': 0,
'REP': 0,
'ETC': 0,
'MLN': 0,
'XMR': 0,
'DASH': 0,
'GNO': 0,
'EOS': 0,
'BCH': 0,
'XTZ': 0.05,
'USD': 5, // if domestic wire
'EUR': 0, // free deposit if EUR SEPA Deposit
'CAD': 5, // if domestic wire
'JPY': 0, // Domestic Deposit (Free, ¥5,000 deposit minimum)
},
},
},
'api': {
'zendesk': {
'get': [
// we should really refrain from putting fixed fee numbers and stop hardcoding
// we will be using their web APIs to scrape all numbers from these articles
'205893708-What-is-the-minimum-order-size-',
'201396777-What-are-the-deposit-fees-',
'201893608-What-are-the-withdrawal-fees-',
],
},
'public': {
'get': [
'Assets',
'AssetPairs',
'Depth',
'OHLC',
'Spread',
'Ticker',
'Time',
'Trades',
],
},
'private': {
'post': [
'AddOrder',
'AddExport',
'Balance',
'CancelOrder',
'ClosedOrders',
'DepositAddresses',
'DepositMethods',
'DepositStatus',
'ExportStatus',
'GetWebSocketsToken',
'Ledgers',
'OpenOrders',
'OpenPositions',
'QueryLedgers',
'QueryOrders',
'QueryTrades',
'RetrieveExport',
'RemoveExport',
'TradeBalance',
'TradesHistory',
'TradeVolume',
'Withdraw',
'WithdrawCancel',
'WithdrawInfo',
'WithdrawStatus',
],
},
},
'commonCurrencies': {
'XBT': 'BTC',
'XDG': 'DOGE',
},
'options': {
'cacheDepositMethodsOnFetchDepositAddress': true, // will issue up to two calls in fetchDepositAddress
'depositMethods': {},
'delistedMarketsById': {},
// cannot withdraw/deposit these
'inactiveCurrencies': [ 'CAD', 'USD', 'JPY', 'GBP' ],
},
'exceptions': {
'EQuery:Invalid asset pair': BadSymbol, // {"error":["EQuery:Invalid asset pair"]}
'EAPI:Invalid key': AuthenticationError,
'EFunding:Unknown withdraw key': ExchangeError,
'EFunding:Invalid amount': InsufficientFunds,
'EService:Unavailable': ExchangeNotAvailable,
'EDatabase:Internal error': ExchangeNotAvailable,
'EService:Busy': ExchangeNotAvailable,
'EQuery:Unknown asset': ExchangeError,
'EAPI:Rate limit exceeded': DDoSProtection,
'EOrder:Rate limit exceeded': DDoSProtection,
'EGeneral:Internal error': ExchangeNotAvailable,
'EGeneral:Temporary lockout': DDoSProtection,
'EGeneral:Permission denied': PermissionDenied,
},
});
}
costToPrecision (symbol, cost) {
return this.decimalToPrecision (cost, TRUNCATE, this.markets[symbol]['precision']['price'], DECIMAL_PLACES);
}
feeToPrecision (symbol, fee) {
return this.decimalToPrecision (fee, TRUNCATE, this.markets[symbol]['precision']['amount'], DECIMAL_PLACES);
}
async fetchMinOrderAmounts () {
const html = await this.zendeskGet205893708WhatIsTheMinimumOrderSize ();
const parts = html.split ('<td class="wysiwyg-text-align-right">');
const numParts = parts.length;
if (numParts < 3) {
throw new NotSupported (this.id + ' fetchMinOrderAmounts HTML page markup has changed: https://support.kraken.com/hc/en-us/articles/205893708-What-is-the-minimum-order-size-');
}
const result = {};
// skip the part before the header and the header itself
for (let i = 2; i < parts.length; i++) {
const part = parts[i];
const chunks = part.split ('</td>');
const amountAndCode = chunks[0];
if (amountAndCode !== 'To Be Announced') {
const pieces = amountAndCode.split (' ');
const numPieces = pieces.length;
if (numPieces === 2) {
const amount = parseFloat (pieces[0]);
const code = this.safeCurrencyCode (pieces[1]);
result[code] = amount;
}
}
}
return result;
}
async fetchMarkets (params = {}) {
const response = await this.publicGetAssetPairs (params);
const limits = await this.fetchMinOrderAmounts ();
const keys = Object.keys (response['result']);
let result = [];
for (let i = 0; i < keys.length; i++) {
const id = keys[i];
const market = response['result'][id];
const baseId = market['base'];
const quoteId = market['quote'];
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const darkpool = id.indexOf ('.d') >= 0;
const symbol = darkpool ? market['altname'] : (base + '/' + quote);
let maker = undefined;
if ('fees_maker' in market) {
maker = parseFloat (market['fees_maker'][0][1]) / 100;
}
const precision = {
'amount': market['lot_decimals'],
'price': market['pair_decimals'],
};
let minAmount = Math.pow (10, -precision['amount']);
if (base in limits) {
minAmount = limits[base];
}
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'darkpool': darkpool,
'info': market,
'altname': market['altname'],
'maker': maker,
'taker': parseFloat (market['fees'][0][1]) / 100,
'active': true,
'precision': precision,
'limits': {
'amount': {
'min': minAmount,
'max': Math.pow (10, precision['amount']),
},
'price': {
'min': Math.pow (10, -precision['price']),
'max': undefined,
},
'cost': {
'min': 0,
'max': undefined,
},
},
});
}
result = this.appendInactiveMarkets (result);
this.marketsByAltname = this.indexBy (result, 'altname');
return result;
}
safeCurrencyCode (currencyId, currency = undefined) {
if (currencyId.length > 3) {
if ((currencyId.indexOf ('X') === 0) || (currencyId.indexOf ('Z') === 0)) {
currencyId = currencyId.slice (1);
}
}
return super.safeCurrencyCode (currencyId, currency);
}
appendInactiveMarkets (result) {
// result should be an array to append to
const precision = { 'amount': 8, 'price': 8 };
const costLimits = { 'min': 0, 'max': undefined };
const priceLimits = { 'min': Math.pow (10, -precision['price']), 'max': undefined };
const amountLimits = { 'min': Math.pow (10, -precision['amount']), 'max': Math.pow (10, precision['amount']) };
const limits = { 'amount': amountLimits, 'price': priceLimits, 'cost': costLimits };
const defaults = {
'darkpool': false,
'info': undefined,
'maker': undefined,
'taker': undefined,
'active': false,
'precision': precision,
'limits': limits,
};
const markets = [
// { 'id': 'XXLMZEUR', 'symbol': 'XLM/EUR', 'base': 'XLM', 'quote': 'EUR', 'altname': 'XLMEUR' },
];
for (let i = 0; i < markets.length; i++) {
result.push (this.extend (defaults, markets[i]));
}
return result;
}
async fetchCurrencies (params = {}) {
const response = await this.publicGetAssets (params);
//
// {
// "error": [],
// "result": {
// "ADA": { "aclass": "currency", "altname": "ADA", "decimals": 8, "display_decimals": 6 },
// "BCH": { "aclass": "currency", "altname": "BCH", "decimals": 10, "display_decimals": 5 },
// ...
// },
// }
//
const currencies = this.safeValue (response, 'result');
const ids = Object.keys (currencies);
const result = {};
for (let i = 0; i < ids.length; i++) {
const id = ids[i];
const currency = currencies[id];
// todo: will need to rethink the fees
// see: https://support.kraken.com/hc/en-us/articles/201893608-What-are-the-withdrawal-fees-
// to add support for multiple withdrawal/deposit methods and
// differentiated fees for each particular method
const code = this.safeCurrencyCode (this.safeString (currency, 'altname'));
const precision = this.safeInteger (currency, 'decimals');
// assumes all currencies are active except those listed above
const active = !this.inArray (code, this.options['inactiveCurrencies']);
result[code] = {
'id': id,
'code': code,
'info': currency,
'name': code,
'active': active,
'fee': undefined,
'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,
},
'withdraw': {
'min': undefined,
'max': Math.pow (10, precision),
},
},
};
}
return result;
}
async fetchTradingFees (params = {}) {
await this.loadMarkets ();
this.checkRequiredCredentials ();
const response = await this.privatePostTradeVolume (params);
const tradedVolume = this.safeFloat (response['result'], 'volume');
const tiers = this.fees['trading']['tiers'];
let taker = tiers['taker'][1];
let maker = tiers['maker'][1];
for (let i = 0; i < tiers['taker'].length; i++) {
if (tradedVolume >= tiers['taker'][i][0]) {
taker = tiers['taker'][i][1];
}
}
for (let i = 0; i < tiers['maker'].length; i++) {
if (tradedVolume >= tiers['maker'][i][0]) {
maker = tiers['maker'][i][1];
}
}
return {
'info': response,
'maker': maker,
'taker': taker,
};
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
if (market['darkpool']) {
throw new ExchangeError (this.id + ' does not provide an order book for darkpool symbol ' + symbol);
}
const request = {
'pair': market['id'],
};
if (limit !== undefined) {
request['count'] = limit; // 100
}
const response = await this.publicGetDepth (this.extend (request, params));
const orderbook = response['result'][market['id']];
return this.parseOrderBook (orderbook);
}
parseTicker (ticker, market = undefined) {
const timestamp = this.milliseconds ();
let symbol = undefined;
if (market) {
symbol = market['symbol'];
}
const baseVolume = parseFloat (ticker['v'][1]);
const vwap = parseFloat (ticker['p'][1]);
let quoteVolume = undefined;
if (baseVolume !== undefined && vwap !== undefined) {
quoteVolume = baseVolume * vwap;
}
const last = parseFloat (ticker['c'][0]);
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': parseFloat (ticker['h'][1]),
'low': parseFloat (ticker['l'][1]),
'bid': parseFloat (ticker['b'][0]),
'bidVolume': undefined,
'ask': parseFloat (ticker['a'][0]),
'askVolume': undefined,
'vwap': vwap,
'open': this.safeFloat (ticker, 'o'),
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': baseVolume,
'quoteVolume': quoteVolume,
'info': ticker,
};
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
symbols = (symbols === undefined) ? this.symbols : symbols;
const marketIds = [];
for (let i = 0; i < this.symbols.length; i++) {
const symbol = this.symbols[i];
const market = this.markets[symbol];
if (market['active'] && !market['darkpool']) {
marketIds.push (market['id']);
}
}
const request = {
'pair': marketIds.join (','),
};
const response = await this.publicGetTicker (this.extend (request, params));
const tickers = response['result'];
const ids = Object.keys (tickers);
const result = {};
for (let i = 0; i < ids.length; i++) {
const id = ids[i];
const market = this.markets_by_id[id];
const symbol = market['symbol'];
const ticker = tickers[id];
if (this.inArray (symbol, symbols)) {
result[symbol] = this.parseTicker (ticker, market);
}
}
return result;
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const darkpool = symbol.indexOf ('.d') >= 0;
if (darkpool) {
throw new ExchangeError (this.id + ' does not provide a ticker for darkpool symbol ' + symbol);
}
const market = this.market (symbol);
const request = {
'pair': market['id'],
};
const response = await this.publicGetTicker (this.extend (request, params));
const ticker = response['result'][market['id']];
return this.parseTicker (ticker, market);
}
parseOHLCV (ohlcv, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
return [
ohlcv[0] * 1000,
parseFloat (ohlcv[1]),
parseFloat (ohlcv[2]),
parseFloat (ohlcv[3]),
parseFloat (ohlcv[4]),
parseFloat (ohlcv[6]),
];
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'pair': market['id'],
'interval': this.timeframes[timeframe],
};
if (since !== undefined) {
request['since'] = parseInt ((since - 1) / 1000);
}
const response = await this.publicGetOHLC (this.extend (request, params));
const ohlcvs = response['result'][market['id']];
return this.parseOHLCVs (ohlcvs, market, timeframe, since, limit);
}
parseLedgerEntryType (type) {
const types = {
'trade': 'trade',
'withdrawal': 'transaction',
'deposit': 'transaction',
'transfer': 'transfer',
'margin': 'margin',
};
return this.safeString (types, type, type);
}
parseLedgerEntry (item, currency = undefined) {
//
// {
// 'LTFK7F-N2CUX-PNY4SX': {
// refid: "TSJTGT-DT7WN-GPPQMJ",
// time: 1520102320.555,
// type: "trade",
// aclass: "currency",
// asset: "XETH",
// amount: "0.1087194600",
// fee: "0.0000000000",
// balance: "0.2855851000"
// },
// ...
// }
//
const id = this.safeString (item, 'id');
let direction = undefined;
const account = undefined;
const referenceId = this.safeString (item, 'refid');
const referenceAccount = undefined;
const type = this.parseLedgerEntryType (this.safeString (item, 'type'));
const code = this.safeCurrencyCode (this.safeString (item, 'asset'), currency);
let amount = this.safeFloat (item, 'amount');
if (amount < 0) {
direction = 'out';
amount = Math.abs (amount);
} else {
direction = 'in';
}
const time = this.safeFloat (item, 'time');
let timestamp = undefined;
if (time !== undefined) {
timestamp = parseInt (time * 1000);
}
const fee = {
'cost': this.safeFloat (item, 'fee'),
'currency': code,
};
const before = undefined;
const after = this.safeFloat (item, 'balance');
const status = 'ok';
return {
'info': item,
'id': id,
'direction': direction,
'account': account,
'referenceId': referenceId,
'referenceAccount': referenceAccount,
'type': type,
'currency': code,
'amount': amount,
'before': before,
'after': after,
'status': status,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'fee': fee,
};
}
async fetchLedger (code = undefined, since = undefined, limit = undefined, params = {}) {
// https://www.kraken.com/features/api#get-ledgers-info
await this.loadMarkets ();
const request = {};
let currency = undefined;
if (code !== undefined) {
currency = this.currency (code);
request['asset'] = currency['id'];
}
if (since !== undefined) {
request['start'] = parseInt (since / 1000);
}
const response = await this.privatePostLedgers (this.extend (request, params));
// { error: [],
// result: { ledger: { 'LPUAIB-TS774-UKHP7X': { refid: "A2B4HBV-L4MDIE-JU4N3N",
// time: 1520103488.314,
// type: "withdrawal",
// aclass: "currency",
// asset: "XETH",
// amount: "-0.2805800000",
// fee: "0.0050000000",
// balance: "0.0000051000" },
const result = this.safeValue (response, 'result', {});
const ledger = this.safeValue (result, 'ledger', {});
const keys = Object.keys (ledger);
const items = [];
for (let i = 0; i < keys.length; i++) {
const key = keys[i];
const value = ledger[key];
value['id'] = key;
items.push (value);
}
return this.parseLedger (items, currency, since, limit);
}
async fetchLedgerEntriesByIds (ids, code = undefined, params = {}) {
// https://www.kraken.com/features/api#query-ledgers
await this.loadMarkets ();
ids = ids.join (',');
const request = this.extend ({
'id': ids,
}, params);
const response = await this.privatePostQueryLedgers (request);
// { error: [],
// result: { 'LPUAIB-TS774-UKHP7X': { refid: "A2B4HBV-L4MDIE-JU4N3N",
// time: 1520103488.314,
// type: "withdrawal",
// aclass: "currency",
// asset: "XETH",
// amount: "-0.2805800000",
// fee: "0.0050000000",
// balance: "0.0000051000" } } }
const result = response['result'];
const keys = Object.keys (result);
const items = [];
for (let i = 0; i < keys.length; i++) {
const key = keys[i];
const value = result[key];
value['id'] = key;
items.push (value);
}
return this.parseLedger (items);
}
async fetchLedgerEntry (id, code = undefined, params = {}) {
const items = await this.fetchLedgerEntriesByIds ([ id ], code, params);
return items[0];
}
parseTrade (trade, market = undefined) {
let timestamp = undefined;
let side = undefined;
let type = undefined;
let price = undefined;
let amount = undefined;
let id = undefined;
let order = undefined;
let fee = undefined;
const marketId = this.safeString (trade, 'pair');
const foundMarket = this.findMarketByAltnameOrId (marketId);
let symbol = undefined;
if (foundMarket !== undefined) {
market = foundMarket;
} else if (marketId !== undefined) {
// delisted market ids go here
market = this.getDelistedMarketById (marketId);
}
if (market !== undefined) {
symbol = market['symbol'];
}
if (Array.isArray (trade)) {
timestamp = parseInt (trade[2] * 1000);
side = (trade[3] === 's') ? 'sell' : 'buy';
type = (trade[4] === 'l') ? 'limit' : 'market';
price = parseFloat (trade[0]);
amount = parseFloat (trade[1]);
const tradeLength = trade.length;
if (tradeLength > 6) {
id = trade[6]; // artificially added as per #1794
}
} else if ('ordertxid' in trade) {
order = trade['ordertxid'];
id = this.safeString2 (trade, 'id', 'postxid');
timestamp = this.safeTimestamp (trade, 'time');
side = trade['type'];
type = trade['ordertype'];
price = this.safeFloat (trade, 'price');
amount = this.safeFloat (trade, 'vol');
if ('fee' in trade) {
let currency = undefined;
if (market) {
currency = market['quote'];
}
fee = {
'cost': this.safeFloat (trade, 'fee'),
'currency': currency,
};
}
}
return {
'id': id,
'order': order,
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'type': type,
'side': side,
'takerOrMaker': undefined,
'price': price,
'amount': amount,
'cost': price * amount,
'fee': fee,
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const id = market['id'];
const request = {
'pair': id,
};
// https://support.kraken.com/hc/en-us/articles/218198197-How-to-pull-all-trade-data-using-the-Kraken-REST-API
// https://github.com/ccxt/ccxt/issues/5677
if (since !== undefined) {
// php does not format it properly
// therefore we use string concatenation here
request['since'] = since * 1e6;
request['since'] = since.toString () + '000000'; // expected to be in nanoseconds
}
// https://github.com/ccxt/ccxt/issues/5698
if (limit !== undefined && limit !== 1000) {
const fetchTradesWarning = this.safeValue (this.options, 'fetchTradesWarning', true);
if (fetchTradesWarning) {
throw new ExchangeError (this.id + ' fetchTrades() cannot serve ' + limit.toString () + " trades without breaking the pagination, see https://github.com/ccxt/ccxt/issues/5698 for more details. Set exchange.options['fetchTradesWarning'] to acknowledge this warning and silence it.");
}
}
const response = await this.publicGetTrades (this.extend (request, params));
//
// {
// "error": [],
// "result": {
// "XETHXXBT": [
// ["0.032310","4.28169434",1541390792.763,"s","l",""]
// ],
// "last": "1541439421200678657"
// }
// }
//
const result = response['result'];
const trades = result[id];
// trades is a sorted array: last (most recent trade) goes last
const length = trades.length;
if (length <= 0) {
return [];
}
const lastTrade = trades[length - 1];
const lastTradeId = this.safeString (result, 'last');
lastTrade.push (lastTradeId);
return this.parseTrades (trades, market, since, limit);
}
async fetchBalance (params = {}) {
const response = await this.privatePostBalance (params);
const balances = this.safeValue (response, 'result', {});
const result = { 'info': balances };
const currencyIds = Object.keys (balances);
for (let i = 0; i < currencyIds.length; i++) {
const currencyId = currencyIds[i];
const code = this.safeCurrencyCode (currencyId);
const account = this.account ();
account['total'] = this.safeFloat (balances, currencyId);
result[code] = account;
}
return this.parseBalance (result);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'pair': market['id'],
'type': side,
'ordertype': type,
'volume': this.amountToPrecision (symbol, amount),
};
const priceIsDefined = (price !== undefined);
const marketOrder = (type === 'market');
const limitOrder = (type === 'limit');
const shouldIncludePrice = limitOrder || (!marketOrder && priceIsDefined);
if (shouldIncludePrice) {
request['price'] = this.priceToPrecision (symbol, price);
}
const response = await this.privatePostAddOrder (this.extend (request, params));
let id = this.safeValue (response['result'], 'txid');
if (id !== undefined) {
if (Array.isArray (id)) {
const length = id.length;
id = (length > 1) ? id : id[0];
}
}
return {
'id': id,
'info': response,
'timestamp': undefined,
'datetime': undefined,
'lastTradeTimestamp': undefined,
'symbol': symbol,
'type': type,
'side': side,
'price': price,
'amount': amount,
'cost': undefined,
'average': undefined,
'filled': undefined,
'remaining': undefined,
'status': undefined,
'fee': undefined,
'trades': undefined,
};
}
findMarketByAltnameOrId (id) {
if (id in this.marketsByAltname) {
return this.marketsByAltname[id];
} else if (id in this.markets_by_id) {
return this.markets_by_id[id];
}
return undefined;
}
getDelistedMarketById (id) {
if (id === undefined) {
return id;
}
let market = this.safeValue (this.options['delistedMarketsById'], id);
if (market !== undefined) {
return market;
}
const baseIdStart = 0;
let baseIdEnd = 3;
let quoteIdStart = 3;
let quoteIdEnd = 6;
if (id.length === 8) {
baseIdEnd = 4;
quoteIdStart = 4;
quoteIdEnd = 8;
} else if (id.length === 7) {
baseIdEnd = 4;
quoteIdStart = 4;
quoteIdEnd = 7;
}
const baseId = id.slice (baseIdStart, baseIdEnd);
const quoteId = id.slice (quoteIdStart, quoteIdEnd);
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const symbol = base + '/' + quote;
market = {
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
};
this.options['delistedMarketsById'][id] = market;
return market;
}
parseOrderStatus (status) {
const statuses = {
'pending': 'open', // order pending book entry
'open': 'open',
'closed': 'closed',
'canceled': 'canceled',
'expired': 'expired',
};
return this.safeString (statuses, status, status);
}
parseOrder (order, market = undefined) {
const description = this.safeValue (order, 'descr', {});
const side = this.safeString (description, 'type');
const type = this.safeString (description, 'ordertype');
const marketId = this.safeString (description, 'pair');
const foundMarket = this.findMarketByAltnameOrId (marketId);
let symbol = undefined;
if (foundMarket !== undefined) {
market = foundMarket;
} else if (marketId !== undefined) {
// delisted market ids go here
market = this.getDelistedMarketById (marketId);
}
const timestamp = this.safeTimestamp (order, 'opentm');
const amount = this.safeFloat (order, 'vol');
const filled = this.safeFloat (order, 'vol_exec');
const remaining = amount - filled;
let fee = undefined;
const cost = this.safeFloat (order, 'cost');
let price = this.safeFloat (description, 'price');
if ((price === undefined) || (price === 0)) {
price = this.safeFloat (description, 'price2');
}
if ((price === undefined) || (price === 0)) {
price = this.safeFloat (order, 'price', price);
}
const average = this.safeFloat (order, 'price');
if (market !== undefined) {
symbol = market['symbol'];
if ('fee' in order) {
const flags = order['oflags'];
const feeCost = this.safeFloat (order, 'fee');
fee = {
'cost': feeCost,
'rate': undefined,
};
if (flags.indexOf ('fciq') >= 0) {
fee['currency'] = market['quote'];
} else if (flags.indexOf ('fcib') >= 0) {
fee['currency'] = market['base'];
}
}
}
const status = this.parseOrderStatus (this.safeString (order, 'status'));
const id = this.safeString (order, 'id');
return {
'id': id,
'info': order,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'status': status,
'symbol': symbol,
'type': type,
'side': side,
'price': price,
'cost': cost,
'amount': amount,
'filled': filled,
'average': average,
'remaining': remaining,
'fee': fee,
// 'trades': this.parseTrades (order['trades'], market),
};
}
parseOrders (orders, market = undefined, since = undefined, limit = undefined, params = {}) {
const result = [];
const ids = Object.keys (orders);
let symbol = undefined;
if (market !== undefined) {
symbol = market['symbol'];
}
for (let i = 0; i < ids.length; i++) {
const id = ids[i];
const order = this.extend ({ 'id': id }, orders[id]);
result.push (this.extend (this.parseOrder (order, market), params));
}
return this.filterBySymbolSinceLimit (result, symbol, since, limit);
}
async fetchOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const response = await this.privatePostQueryOrders (this.extend ({
'trades': true, // whether or not to include trades in output (optional, default false)
'txid': id, // do not comma separate a list of ids - use fetchOrdersByIds instead
// 'userref': 'optional', // restrict results to given user reference id (optional)
}, params));
const orders = response['result'];
const order = this.parseOrder (this.extend ({ 'id': id }, orders[id]));
return this.extend ({ 'info': response }, order);
}
async fetchOrdersByIds (ids, symbol = undefined, params = {}) {
await this.loadMarkets ();
const response = await this.privatePostQueryOrders (this.extend ({
'trades': true, // whether or not to include trades in output (optional, default false)
'txid': ids.join (','), // comma delimited list of transaction ids to query info about (20 maximum)
}, params));
const result = this.safeValue (response, 'result', {});
const orders = [];
const orderIds = Object.keys (result);
for (let i = 0; i < orderIds.length; i++) {
const id = orderIds[i];
const item = result[id];
const order = this.parseOrder (this.extend ({ 'id': id }, item));
orders.push (order);
}
return orders;
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {
// 'type': 'all', // any position, closed position, closing position, no position
// 'trades': false, // whether or not to include trades related to position in output
// 'start': 1234567890, // starting unix timestamp or trade tx id of results (exclusive)
// 'end': 1234567890, // ending unix timestamp or trade tx id of results (inclusive)
// 'ofs' = result offset
};
if (since !== undefined) {
request['start'] = parseInt (since / 1000);
}
const response = await this.privatePostTradesHistory (this.extend (request, params));
//
// {
// "error": [],
// "result": {
// "trades": {
// "GJ3NYQ-XJRTF-THZABF": {
// "ordertxid": "TKH2SE-ZIF5E-CFI7LT",
// "postxid": "OEN3VX-M7IF5-JNBJAM",
// "pair": "XICNXETH",
// "time": 1527213229.4491,
// "type": "sell",
// "ordertype": "limit",
// "price": "0.001612",
// "cost": "0.025792",
// "fee": "0.000026",
// "vol": "16.00000000",
// "margin": "0.000000",
// "misc": ""
// },
// ...
// },
// "count": 9760,
// },
// }
//
const trades = response['result']['trades'];
const ids = Object.keys (trades);
for (let i = 0; i < ids.length; i++) {
trades[ids[i]]['id'] = ids[i];
}
const result = this.parseTrades (trades, undefined, since, limit);
if (symbol === undefined) {
return result;
}
return this.filterBySymbol (result, symbol);
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
let response = undefined;
try {
response = await this.privatePostCancelOrder (this.extend ({
'txid': id,
}, params));
} catch (e) {
if (this.last_http_response) {
if (this.last_http_response.indexOf ('EOrder:Unknown order') >= 0) {
throw new OrderNotFound (this.id + ' cancelOrder() error ' + this.last_http_response);
}
}
throw e;
}
return response;
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {};
if (since !== undefined) {
request['start'] = parseInt (since / 1000);
}
const response = await this.privatePostOpenOrders (this.extend (request, params));
const orders = this.parseOrders (response['result']['open'], undefined, since, limit);
if (symbol === undefined) {
return orders;
}
return this.filterBySymbol (orders, symbol);
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {};
if (since !== undefined) {
request['start'] = parseInt (since / 1000);
}
const response = await this.privatePostClosedOrders (this.extend (request, params));
const orders = this.parseOrders (response['result']['closed'], undefined, since, limit);
if (symbol === undefined) {
return orders;
}
return this.filterBySymbol (orders, symbol);
}
async fetchDepositMethods (code, params = {}) {
await this.loadMarkets ();
const currency = this.currency (code);
const request = {
'asset': currency['id'],
};
const response = await this.privatePostDepositMethods (this.extend (request, params));
return response['result'];
}
parseTransactionStatus (status) {
// IFEX transaction states
const statuses = {
'Initial': 'pending',
'Pending': 'pending',
'Success': 'ok',
'Settled': 'pending',
'Failure': 'failed',
'Partial': 'ok',
};
return this.safeString (statuses, status, status);
}
parseTransaction (transaction, currency = undefined) {
//
// fetchDeposits
//
// { method: "Ether (Hex)",
// aclass: "currency",
// asset: "XETH",
// refid: "Q2CANKL-LBFVEE-U4Y2WQ",
// txid: "0x57fd704dab1a73c20e24c8696099b695d596924b401b261513cfdab23…",
// info: "0x615f9ba7a9575b0ab4d571b2b36b1b324bd83290",
// amount: "7.9999257900",
// fee: "0.0000000000",
// time: 1529223212,
// status: "Success" }
//
// fetchWithdrawals
//
// { method: "Ether",
// aclass: "currency",
// asset: "XETH",
// refid: "A2BF34S-O7LBNQ-UE4Y4O",
// txid: "0x288b83c6b0904d8400ef44e1c9e2187b5c8f7ea3d838222d53f701a15b5c274d",
// info: "0x7cb275a5e07ba943fee972e165d80daa67cb2dd0",
// amount: "9.9950000000",
// fee: "0.0050000000",
// time: 1530481750,
// status: "Success" }
//
const id = this.safeString (transaction, 'refid');
const txid = this.safeString (transaction, 'txid');
const timestamp = this.safeTimestamp (transaction, 'time');
const currencyId = this.safeString (transaction, 'asset');
const code = this.safeCurrencyCode (currencyId, currency);
const address = this.safeString (transaction, 'info');
const amount = this.safeFloat (transaction, 'amount');
const status = this.parseTransactionStatus (this.safeString (transaction, 'status'));
const type = this.safeString (transaction, 'type'); // injected from the outside
let feeCost = this.safeFloat (transaction, 'fee');
if (feeCost === undefined) {
if (type === 'deposit') {
feeCost = 0;
}
}
return {
'info': transaction,
'id': id,
'currency': code,
'amount': amount,
'address': address,
'tag': undefined,
'status': status,
'type': type,
'updated': undefined,
'txid': txid,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'fee': {
'currency': code,
'cost': feeCost,
},
};
}
parseTransactionsByType (type, transactions, code = undefined, since = undefined, limit = undefined) {
const result = [];
for (let i = 0; i < transactions.length; i++) {
const transaction = this.parseTransaction (this.extend ({
'type': type,
}, transactions[i]));
result.push (transaction);
}
return this.filterByCurrencySinceLimit (result, code, since, limit);
}
async fetchDeposits (code = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
// https://www.kraken.com/en-us/help/api#deposit-status
if (code === undefined) {
throw new ArgumentsRequired (this.id + ' fetchDeposits requires a currency code argument');
}
const currency = this.currency (code);
const request = {
'asset': currency['id'],
};
const response = await this.privatePostDepositStatus (this.extend (request, params));
//
// { error: [],
// result: [ { method: "Ether (Hex)",
// aclass: "currency",
// asset: "XETH",
// refid: "Q2CANKL-LBFVEE-U4Y2WQ",
// txid: "0x57fd704dab1a73c20e24c8696099b695d596924b401b261513cfdab23…",
// info: "0x615f9ba7a9575b0ab4d571b2