ccxt-bybit
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
1,110 lines (1,077 loc) • 50.2 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { BadSymbol, ExchangeError, ArgumentsRequired, DDoSProtection, InsufficientFunds, InvalidOrder, OrderNotFound, AuthenticationError, BadRequest } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class okcoinusd extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'okcoinusd',
'name': 'OKCoin USD',
'countries': [ 'CN', 'US' ],
'version': 'v1',
'rateLimit': 1000, // up to 3000 requests per 5 minutes ≈ 600 requests per minute ≈ 10 requests per second ≈ 100 ms
'has': {
'CORS': false,
'fetchOHLCV': true,
'fetchOrder': true,
'fetchOrders': false,
'fetchOpenOrders': true,
'fetchClosedOrders': true,
'fetchTickers': true,
'withdraw': true,
'futures': false,
},
'extension': '.do', // appended to endpoint URL
'timeframes': {
'1m': '1min',
'3m': '3min',
'5m': '5min',
'15m': '15min',
'30m': '30min',
'1h': '1hour',
'2h': '2hour',
'4h': '4hour',
'6h': '6hour',
'12h': '12hour',
'1d': '1day',
'3d': '3day',
'1w': '1week',
},
'api': {
'v3': {
'get': [
'futures/pc/market/futuresCoin',
],
},
'web': {
'get': [
'futures/pc/market/marketOverview',
'spot/markets/index-tickers',
'spot/markets/currencies',
'spot/markets/products',
'spot/markets/tickers',
'spot/user-level',
],
'post': [
'futures/pc/market/futuresCoin',
],
},
'public': {
'get': [
'depth',
'exchange_rate',
'future_depth',
'future_estimated_price',
'future_hold_amount',
'future_index',
'future_kline',
'future_price_limit',
'future_ticker',
'future_trades',
'kline',
'otcs',
'ticker',
'tickers',
'trades',
],
},
'private': {
'post': [
'account_records',
'batch_trade',
'borrow_money',
'borrow_order_info',
'borrows_info',
'cancel_borrow',
'cancel_order',
'cancel_otc_order',
'cancel_withdraw',
'funds_transfer',
'future_batch_trade',
'future_cancel',
'future_devolve',
'future_explosive',
'future_order_info',
'future_orders_info',
'future_position',
'future_position_4fix',
'future_trade',
'future_trades_history',
'future_userinfo',
'future_userinfo_4fix',
'lend_depth',
'order_fee',
'order_history',
'order_info',
'orders_info',
'otc_order_history',
'otc_order_info',
'repayment',
'submit_otc_order',
'trade',
'trade_history',
'trade_otc_order',
'wallet_info',
'withdraw',
'withdraw_info',
'unrepayments_info',
'userinfo',
],
},
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27766791-89ffb502-5ee5-11e7-8a5b-c5950b68ac65.jpg',
'api': {
'v3': 'https://www.okcoin.com/v3',
'web': 'https://www.okcoin.com/v2',
'public': 'https://www.okcoin.com/api',
'private': 'https://www.okcoin.com',
},
'www': 'https://www.okcoin.com',
'doc': [
'https://www.okcoin.com/docs/en/',
'https://www.npmjs.com/package/okcoin.com',
],
'referral': 'https://www.okcoin.com/account/register?flag=activity&channelId=600001513',
'fees': 'https://support.okcoin.com/hc/en-us/articles/360015261532-OKCoin-Fee-Rates',
},
// these are okcoin.com fees, okex fees are in okex.js
'fees': {
'trading': {
'taker': 0.002,
'maker': 0.001,
},
},
'exceptions': {
// see https://github.com/okcoin-okex/API-docs-OKEx.com/blob/master/API-For-Spot-EN/Error%20Code%20For%20Spot.md
'10000': ExchangeError, // "Required field, can not be null"
'10001': DDoSProtection, // "Request frequency too high to exceed the limit allowed"
'10005': AuthenticationError, // "'SecretKey' does not exist"
'10006': AuthenticationError, // "'Api_key' does not exist"
'10007': AuthenticationError, // "Signature does not match"
'1002': InsufficientFunds, // "The transaction amount exceed the balance"
'1003': InvalidOrder, // "The transaction amount is less than the minimum requirement"
'1004': InvalidOrder, // "The transaction amount is less than 0"
'1013': InvalidOrder, // no contract type (PR-1101)
'1027': InvalidOrder, // createLimitBuyOrder(symbol, 0, 0): Incorrect parameter may exceeded limits
'1050': InvalidOrder, // returned when trying to cancel an order that was filled or canceled previously
'1217': InvalidOrder, // "Order was sent at ±5% of the current market price. Please resend"
'10014': InvalidOrder, // "Order price must be between 0 and 1,000,000"
'1009': OrderNotFound, // for spot markets, cancelling closed order
'1019': OrderNotFound, // order closed? ("Undo order failed")
'1051': OrderNotFound, // for spot markets, cancelling "just closed" order
'10009': OrderNotFound, // for spot markets, "Order does not exist"
'20015': OrderNotFound, // for future markets
'10008': BadRequest, // Illegal URL parameter
'1007': BadSymbol, // No trading market information
// todo: sort out below
// 10000 Required parameter is empty
// 10001 Request frequency too high to exceed the limit allowed
// 10002 Authentication failure
// 10002 System error
// 10003 This connection has requested other user data
// 10004 Request failed
// 10005 api_key or sign is invalid, 'SecretKey' does not exist
// 10006 'Api_key' does not exist
// 10007 Signature does not match
// 10008 Illegal parameter, Parameter erorr
// 10009 Order does not exist
// 10010 Insufficient funds
// 10011 Amount too low
// 10012 Only btc_usd ltc_usd supported
// 10013 Only support https request
// 10014 Order price must be between 0 and 1,000,000
// 10015 Order price differs from current market price too much / Channel subscription temporally not available
// 10016 Insufficient coins balance
// 10017 API authorization error / WebSocket authorization error
// 10018 borrow amount less than lower limit [usd:100,btc:0.1,ltc:1]
// 10019 loan agreement not checked
// 1002 The transaction amount exceed the balance
// 10020 rate cannot exceed 1%
// 10021 rate cannot less than 0.01%
// 10023 fail to get latest ticker
// 10024 balance not sufficient
// 10025 quota is full, cannot borrow temporarily
// 10026 Loan (including reserved loan) and margin cannot be withdrawn
// 10027 Cannot withdraw within 24 hrs of authentication information modification
// 10028 Withdrawal amount exceeds daily limit
// 10029 Account has unpaid loan, please cancel/pay off the loan before withdraw
// 1003 The transaction amount is less than the minimum requirement
// 10031 Deposits can only be withdrawn after 6 confirmations
// 10032 Please enabled phone/google authenticator
// 10033 Fee higher than maximum network transaction fee
// 10034 Fee lower than minimum network transaction fee
// 10035 Insufficient BTC/LTC
// 10036 Withdrawal amount too low
// 10037 Trade password not set
// 1004 The transaction amount is less than 0
// 10040 Withdrawal cancellation fails
// 10041 Withdrawal address not exsit or approved
// 10042 Admin password error
// 10043 Account equity error, withdrawal failure
// 10044 fail to cancel borrowing order
// 10047 this function is disabled for sub-account
// 10048 withdrawal information does not exist
// 10049 User can not have more than 50 unfilled small orders (amount<0.15BTC)
// 10050 can't cancel more than once
// 10051 order completed transaction
// 10052 not allowed to withdraw
// 10064 after a USD deposit, that portion of assets will not be withdrawable for the next 48 hours
// 1008 No latest market information
// 1009 No order
// 1010 Different user of the cancelled order and the original order
// 10100 User account frozen
// 10101 order type is wrong
// 10102 incorrect ID
// 10103 the private otc order's key incorrect
// 10106 API key domain not matched
// 1011 No documented user
// 1013 No order type
// 1014 No login
// 1015 No market depth information
// 1017 Date error
// 1018 Order failed
// 1019 Undo order failed
// 10216 Non-available API / non-public API
// 1024 Currency does not exist
// 1025 No chart type
// 1026 No base currency quantity
// 1027 Incorrect parameter may exceeded limits
// 1028 Reserved decimal failed
// 1029 Preparing
// 1030 Account has margin and futures, transactions can not be processed
// 1031 Insufficient Transferring Balance
// 1032 Transferring Not Allowed
// 1035 Password incorrect
// 1036 Google Verification code Invalid
// 1037 Google Verification code incorrect
// 1038 Google Verification replicated
// 1039 Message Verification Input exceed the limit
// 1040 Message Verification invalid
// 1041 Message Verification incorrect
// 1042 Wrong Google Verification Input exceed the limit
// 1043 Login password cannot be same as the trading password
// 1044 Old password incorrect
// 1045 2nd Verification Needed
// 1046 Please input old password
// 1048 Account Blocked
// 1050 Orders have been withdrawn or withdrawn
// 1051 Order completed
// 1201 Account Deleted at 00: 00
// 1202 Account Not Exist
// 1203 Insufficient Balance
// 1204 Invalid currency
// 1205 Invalid Account
// 1206 Cash Withdrawal Blocked
// 1207 Transfer Not Support
// 1208 No designated account
// 1209 Invalid api
// 1216 Market order temporarily suspended. Please send limit order
// 1217 Order was sent at ±5% of the current market price. Please resend
// 1218 Place order failed. Please try again later
// 20001 User does not exist
// 20002 Account frozen
// 20003 Account frozen due to forced liquidation
// 20004 Contract account frozen
// 20005 User contract account does not exist
// 20006 Required field missing
// 20007 Illegal parameter
// 20008 Contract account balance is too low
// 20009 Contract status error
// 20010 Risk rate ratio does not exist
// 20011 Risk rate lower than 90%/80% before opening BTC position with 10x/20x leverage. or risk rate lower than 80%/60% before opening LTC position with 10x/20x leverage
// 20012 Risk rate lower than 90%/80% after opening BTC position with 10x/20x leverage. or risk rate lower than 80%/60% after opening LTC position with 10x/20x leverage
// 20013 Temporally no counter party price
// 20014 System error
// 20015 Order does not exist
// 20016 Close amount bigger than your open positions, liquidation quantity bigger than holding
// 20017 Not authorized/illegal operation/illegal order ID
// 20018 Order price cannot be more than 103-105% or less than 95-97% of the previous minute price
// 20019 IP restricted from accessing the resource
// 20020 Secret key does not exist
// 20021 Index information does not exist
// 20022 Wrong API interface (Cross margin mode shall call cross margin API, fixed margin mode shall call fixed margin API)
// 20023 Account in fixed-margin mode
// 20024 Signature does not match
// 20025 Leverage rate error
// 20026 API Permission Error
// 20027 no transaction record
// 20028 no such contract
// 20029 Amount is large than available funds
// 20030 Account still has debts
// 20038 Due to regulation, this function is not availavle in the country/region your currently reside in.
// 20049 Request frequency too high
// 20100 request time out
// 20101 the format of data is error
// 20102 invalid login
// 20103 event type error
// 20104 subscription type error
// 20107 JSON format error
// 20115 The quote is not match
// 20116 Param not match
// 21020 Contracts are being delivered, orders cannot be placed
// 21021 Contracts are being settled, contracts cannot be placed
},
'options': {
'marketBuyPrice': false,
'fetchOHLCVWarning': true,
'contractTypes': {
'1': 'this_week',
'2': 'next_week',
'4': 'quarter',
},
'fetchTickersMethod': 'fetch_tickers_from_api',
},
});
}
async fetchMarkets (params = {}) {
// TODO: they have a new fee schedule as of Feb 7
// the new fees are progressive and depend on 30-day traded volume
// the following is the worst case
const result = [];
const spotResponse = await this.webGetSpotMarketsProducts ();
//
// {
// "code": 0,
// "data": [
// {
// "baseCurrency":0,
// "brokerId":0,
// "callAuctionOrCallNoCancelAuction":false,
// "callNoCancelSwitchTime":{},
// "collect":"0",
// "continuousSwitchTime":{},
// "groupId":1,
// "isMarginOpen":true,
// "listDisplay":0,
// "marginRiskPreRatio":1.2,
// "marginRiskRatio":1.1,
// "marketFrom":118,
// "maxMarginLeverage":5,
// "maxPriceDigit":1,
// "maxSizeDigit":8,
// "mergeTypes":"0.1,1,10",
// "minTradeSize":0.00100000,
// "online":1,
// "productId":20,
// "quoteCurrency":7,
// "quoteIncrement":"0.1",
// "quotePrecision":2,
// "sort":30038,
// "symbol":"btc_usdt",
// "tradingMode":3
// },
// ]
// }
//
const spotMarkets = this.safeValue (spotResponse, 'data', []);
let markets = spotMarkets;
if (this.has['futures']) {
const futuresResponse = await this.v3GetFuturesPcMarketFuturesCoin ({
'currencyCode': 0,
});
//
// {
// "msg":"success",
// "code":0,
// "detailMsg":"",
// "data": [
// {
// "symbolId":0,
// "symbol":"f_usd_btc",
// "iceSingleAvgMinAmount":2,
// "minTradeSize":1,
// "iceSingleAvgMaxAmount":500,
// "contractDepthLevel":["0.01","0.2"],
// "dealAllMaxAmount":999,
// "maxSizeDigit":4,
// "contracts":[
// { "marketFrom":34, "id":201905240000034, "type":1, "desc":"BTC0524" },
// { "marketFrom":13, "id":201905310000013, "type":2, "desc":"BTC0531" },
// { "marketFrom":12, "id":201906280000012, "type":4, "desc":"BTC0628" },
// ],
// "maxPriceDigit":2,
// "nativeRate":1,
// "quote":"usd",
// "nativeCurrency":"usd",
// "nativeCurrencyMark":"$",
// "contractSymbol":0,
// "unitAmount":100.00,
// "symbolMark":"฿",
// "symbolDesc":"BTC"
// },
// ]
// }
//
const data = this.safeValue (futuresResponse, 'data', {});
const futuresMarkets = this.safeValue (data, 'usd', []);
markets = this.arrayConcat (spotMarkets, futuresMarkets);
}
for (let i = 0; i < markets.length; i++) {
const market = markets[i];
const id = this.safeString (market, 'symbol');
let symbol = undefined;
let base = undefined;
let quote = undefined;
let baseId = undefined;
let quoteId = undefined;
let baseNumericId = undefined;
let quoteNumericId = undefined;
let lowercaseId = undefined;
let uppercaseBaseId = undefined;
const precision = {
'amount': this.safeInteger (market, 'maxSizeDigit'),
'price': this.safeInteger (market, 'maxPriceDigit'),
};
const minAmount = this.safeFloat (market, 'minTradeSize');
const minPrice = Math.pow (10, -precision['price']);
let contracts = this.safeValue (market, 'contracts');
if (contracts === undefined) {
// spot markets
lowercaseId = id;
const parts = id.split ('_');
baseId = parts[0];
quoteId = parts[1];
baseNumericId = this.safeInteger (market, 'baseCurrency');
quoteNumericId = this.safeInteger (market, 'quoteCurrency');
base = this.safeCurrencyCode (baseId);
quote = this.safeCurrencyCode (quoteId);
contracts = [{}];
} else {
// futures markets
quoteId = this.safeStringLower2 (market, 'quote', 'denomination');
uppercaseBaseId = this.safeStringLower (market, 'symbolDesc');
baseId = uppercaseBaseId.toLowerCase ();
lowercaseId = baseId + '_' + quoteId;
base = this.safeCurrencyCode (uppercaseBaseId);
quote = this.safeCurrencyCode (quoteId);
}
for (let k = 0; k < contracts.length; k++) {
const contract = contracts[k];
let type = this.safeString (contract, 'type', 'spot');
let contractType = undefined;
let spot = true;
let future = false;
let active = true;
if (type === 'spot') {
symbol = base + '/' + quote;
active = market['online'] !== 0;
} else {
const contractId = this.safeString (contract, 'id');
symbol = base + '-' + quote + '-' + contractId.slice (2, 8);
contractType = this.safeString (this.options['contractTypes'], type);
type = 'future';
spot = false;
future = true;
}
const fees = this.safeValue2 (this.fees, type, 'trading', {});
result.push (this.extend (fees, {
'id': id,
'lowercaseId': lowercaseId,
'contractType': contractType,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'baseNumericId': baseNumericId,
'quoteNumericId': quoteNumericId,
'info': market,
'type': type,
'spot': spot,
'future': future,
'active': active,
'precision': precision,
'limits': {
'amount': {
'min': minAmount,
'max': undefined,
},
'price': {
'min': minPrice,
'max': undefined,
},
'cost': {
'min': minAmount * minPrice,
'max': undefined,
},
},
}));
}
}
return result;
}
calculateFee (symbol, type, side, amount, price, takerOrMaker = 'taker', params = {}) {
const market = this.markets[symbol];
let key = 'quote';
const rate = market[takerOrMaker];
let cost = parseFloat (this.costToPrecision (symbol, amount * rate));
if (side === 'sell') {
cost *= price;
} else {
key = 'base';
}
return {
'type': takerOrMaker,
'currency': market[key],
'rate': rate,
'cost': parseFloat (this.feeToPrecision (symbol, cost)),
};
}
async fetchTickersFromApi (symbols = undefined, params = {}) {
await this.loadMarkets ();
const request = {};
const response = await this.publicGetTickers (this.extend (request, params));
const tickers = response['tickers'];
const timestamp = this.safeTimestamp (response, 'date');
const result = {};
for (let i = 0; i < tickers.length; i++) {
let ticker = tickers[i];
ticker = this.parseTicker (this.extend (tickers[i], { 'timestamp': timestamp }));
const symbol = ticker['symbol'];
result[symbol] = ticker;
}
return result;
}
async fetchTickersFromWeb (symbols = undefined, params = {}) {
await this.loadMarkets ();
const request = {};
const response = await this.webGetSpotMarketsTickers (this.extend (request, params));
const tickers = this.safeValue (response, 'data');
const result = {};
for (let i = 0; i < tickers.length; i++) {
const ticker = this.parseTicker (tickers[i]);
const symbol = ticker['symbol'];
result[symbol] = ticker;
}
return result;
}
async fetchTickers (symbols = undefined, params = {}) {
const method = this.options['fetchTickersMethod'];
return await this[method] (symbols, params);
}
async fetchOrderBook (symbol = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const method = market['future'] ? 'publicGetFutureDepth' : 'publicGetDepth';
const request = this.createRequest (market, params);
if (limit !== undefined) {
request['size'] = limit;
}
const response = await this[method] (request);
return this.parseOrderBook (response);
}
parseTicker (ticker, market = undefined) {
//
// { buy: "48.777300",
// change: "-1.244500",
// changePercentage: "-2.47%",
// close: "49.064000",
// createdDate: 1531704852254,
// currencyId: 527,
// dayHigh: "51.012500",
// dayLow: "48.124200",
// high: "51.012500",
// inflows: "0",
// last: "49.064000",
// low: "48.124200",
// marketFrom: 627,
// name: { },
// open: "50.308500",
// outflows: "0",
// productId: 527,
// sell: "49.064000",
// symbol: "zec_okb",
// volume: "1049.092535" }
//
const timestamp = this.safeInteger2 (ticker, 'timestamp', 'createdDate');
let symbol = undefined;
if (market === undefined) {
if ('symbol' in ticker) {
const marketId = ticker['symbol'];
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
} else {
const [ baseId, quoteId ] = ticker['symbol'].split ('_');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
symbol = base + '/' + quote;
}
}
}
if (market !== undefined) {
symbol = market['symbol'];
}
const last = this.safeFloat (ticker, 'last');
const open = this.safeFloat (ticker, 'open');
const change = this.safeFloat (ticker, 'change');
const percentage = this.safeFloat (ticker, 'changePercentage');
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeFloat (ticker, 'high'),
'low': this.safeFloat (ticker, 'low'),
'bid': this.safeFloat (ticker, 'buy'),
'bidVolume': undefined,
'ask': this.safeFloat (ticker, 'sell'),
'askVolume': undefined,
'vwap': undefined,
'open': open,
'close': last,
'last': last,
'previousClose': undefined,
'change': change,
'percentage': percentage,
'average': undefined,
'baseVolume': this.safeFloat2 (ticker, 'vol', 'volume'),
'quoteVolume': undefined,
'info': ticker,
};
}
async fetchTicker (symbol = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const method = market['future'] ? 'publicGetFutureTicker' : 'publicGetTicker';
const request = this.createRequest (market, params);
const response = await this[method] (request);
let ticker = this.safeValue (response, 'ticker');
if (ticker === undefined) {
throw new ExchangeError (this.id + ' fetchTicker returned an empty response: ' + this.json (response));
}
const timestamp = this.safeTimestamp (response, 'date');
if (timestamp !== undefined) {
ticker = this.extend (ticker, { 'timestamp': timestamp });
}
return this.parseTicker (ticker, market);
}
parseTrade (trade, market = undefined) {
let symbol = undefined;
if (market) {
symbol = market['symbol'];
}
const timestamp = this.safeInteger (trade, 'date_ms');
const id = this.safeString (trade, 'tid');
const type = undefined;
const side = this.safeString (trade, 'type');
const price = this.safeFloat (trade, 'price');
const amount = this.safeFloat (trade, 'amount');
let cost = undefined;
if (price !== undefined) {
if (amount !== undefined) {
cost = price * amount;
}
}
return {
'id': id,
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'order': undefined,
'type': type,
'side': side,
'takerOrMaker': undefined,
'price': price,
'amount': amount,
'cost': cost,
'fee': undefined,
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const method = market['future'] ? 'publicGetFutureTrades' : 'publicGetTrades';
const request = this.createRequest (market, params);
const response = await this[method] (request);
return this.parseTrades (response, market, since, limit);
}
parseOHLCV (ohlcv, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
const numElements = ohlcv.length;
const volumeIndex = (numElements > 6) ? 6 : 5;
return [
ohlcv[0], // timestamp
parseFloat (ohlcv[1]), // Open
parseFloat (ohlcv[2]), // High
parseFloat (ohlcv[3]), // Low
parseFloat (ohlcv[4]), // Close
// parseFloat (ohlcv[5]), // quote volume
// parseFloat (ohlcv[6]), // base volume
parseFloat (ohlcv[volumeIndex]), // okex will return base volume in the 7th element for future markets
];
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const method = market['future'] ? 'publicGetFutureKline' : 'publicGetKline';
const request = this.createRequest (market, {
'type': this.timeframes[timeframe],
});
if (since !== undefined) {
request['since'] = parseInt ((this.milliseconds () - 86400000) / 1000); // default last 24h
}
if (limit !== undefined) {
if (this.options['fetchOHLCVWarning']) {
throw new ExchangeError (this.id + ' fetchOHLCV counts "limit" candles backwards in chronological ascending order, therefore the "limit" argument for ' + this.id + ' is disabled. Set ' + this.id + '.options["fetchOHLCVWarning"] = false to suppress this warning message.');
}
request['size'] = parseInt (limit); // max is 1440 candles
}
const response = await this[method] (this.extend (request, params));
return this.parseOHLCVs (response, market, timeframe, since, limit);
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
const response = await this.privatePostUserinfo (params);
const info = this.safeValue (response, 'info', {});
const balances = this.safeValue (info, 'funds', {});
const result = { 'info': response };
let ids = Object.keys (balances['free']);
let usedField = 'freezed';
// wtf, okex?
// https://github.com/okcoin-okex/API-docs-OKEx.com/commit/01cf9dd57b1f984a8737ef76a037d4d3795d2ac7
if (!(usedField in balances)) {
usedField = 'holds';
}
const usedKeys = Object.keys (balances[usedField]);
ids = this.arrayConcat (ids, usedKeys);
for (let i = 0; i < ids.length; i++) {
const id = ids[i];
const code = this.safeCurrencyCode (id);
const account = this.account ();
account['free'] = this.safeFloat (balances['free'], id);
account['used'] = this.safeFloat (balances[usedField], id);
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 method = market['future'] ? 'privatePostFutureTrade' : 'privatePostTrade';
const orderSide = (type === 'market') ? (side + '_market') : side;
const isMarketBuy = ((market['spot']) && (type === 'market') && (side === 'buy') && (!this.options['marketBuyPrice']));
const orderPrice = isMarketBuy ? this.safeFloat (params, 'cost') : price;
const request = this.createRequest (market, {
'type': orderSide,
});
if (market['future']) {
request['match_price'] = (type === 'market') ? 1 : 0; // match best counter party price? 0 or 1, ignores price if 1
request['lever_rate'] = 10; // leverage rate value: 10 or 20 (10 by default)
request['type'] = (side === 'buy') ? '1' : '2';
} else if (type === 'market') {
if (side === 'buy') {
if (!orderPrice) {
if (this.options['marketBuyPrice']) {
// eslint-disable-next-line quotes
throw new ExchangeError (this.id + " market buy orders require a price argument (the amount you want to spend or the cost of the order) when this.options['marketBuyPrice'] is true.");
} else {
// eslint-disable-next-line quotes
throw new ExchangeError (this.id + " market buy orders require an additional cost parameter, cost = price * amount. If you want to pass the cost of the market order (the amount you want to spend) in the price argument (the default " + this.id + " behaviour), set this.options['marketBuyPrice'] = true. It will effectively suppress this warning exception as well.");
}
} else {
request['price'] = orderPrice;
}
} else {
request['amount'] = amount;
}
}
if (type !== 'market') {
request['price'] = orderPrice;
request['amount'] = amount;
}
params = this.omit (params, 'cost');
const response = await this[method] (this.extend (request, params));
const timestamp = this.milliseconds ();
return {
'info': response,
'id': this.safeString (response, 'order_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 = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' cancelOrder() requires a symbol argument');
}
await this.loadMarkets ();
const market = this.market (symbol);
const method = market['future'] ? 'privatePostFutureCancel' : 'privatePostCancelOrder';
const request = this.createRequest (market, {
'order_id': id,
});
const response = await this[method] (this.extend (request, params));
return response;
}
parseOrderStatus (status) {
const statuses = {
'-1': 'canceled',
'0': 'open',
'1': 'open',
'2': 'closed',
'3': 'open',
'4': 'canceled',
};
return this.safeValue (statuses, status, status);
}
parseOrderSide (side) {
if (side === 1) {
return 'buy'; // open long position
} else if (side === 2) {
return 'sell'; // open short position
} else if (side === 3) {
return 'sell'; // liquidate long position
} else if (side === 4) {
return 'buy'; // liquidate short position
}
return side;
}
parseOrder (order, market = undefined) {
let side = undefined;
let type = undefined;
if ('type' in order) {
if ((order['type'] === 'buy') || (order['type'] === 'sell')) {
side = order['type'];
type = 'limit';
} else if (order['type'] === 'buy_market') {
side = 'buy';
type = 'market';
} else if (order['type'] === 'sell_market') {
side = 'sell';
type = 'market';
} else {
side = this.parseOrderSide (order['type']);
if (('contract_name' in order) || ('lever_rate' in order)) {
type = 'margin';
}
}
}
const status = this.parseOrderStatus (this.safeString (order, 'status'));
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) {
symbol = market['symbol'];
}
const createDateField = this.getCreateDateField ();
const timestamp = this.safeInteger (order, createDateField);
let amount = this.safeFloat (order, 'amount');
const filled = this.safeFloat (order, 'deal_amount');
amount = Math.max (amount, filled);
let remaining = Math.max (0, amount - filled);
if (type === 'market') {
remaining = 0;
}
let average = this.safeFloat (order, 'avg_price');
// https://github.com/ccxt/ccxt/issues/2452
average = this.safeFloat (order, 'price_avg', average);
const cost = average * filled;
return {
'info': order,
'id': this.safeString (order, 'order_id'),
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'symbol': symbol,
'type': type,
'side': side,
'price': this.safeFloat (order, 'price'),
'average': average,
'cost': cost,
'amount': amount,
'filled': filled,
'remaining': remaining,
'status': status,
'fee': undefined,
};
}
getCreateDateField () {
// needed for derived exchanges
// allcoin typo create_data instead of create_date
return 'create_date';
}
getOrdersField () {
// needed for derived exchanges
// allcoin typo order instead of orders (expected based on their API docs)
return 'orders';
}
async fetchOrder (id, symbol = undefined, params = {}) {
if (symbol === undefined) {
throw new ExchangeError (this.id + ' fetchOrder requires a symbol argument');
}
await this.loadMarkets ();
const market = this.market (symbol);
const method = market['future'] ? 'privatePostFutureOrderInfo' : 'privatePostOrderInfo';
const request = this.createRequest (market, {
'order_id': id,
// 'status': 0, // 0 for unfilled orders, 1 for filled orders
// 'current_page': 1, // current page number
// 'page_length': 200, // number of orders returned per page, maximum 200
});
const response = await this[method] (this.extend (request, params));
const ordersField = this.getOrdersField ();
const numOrders = response[ordersField].length;
if (numOrders > 0) {
return this.parseOrder (response[ordersField][0]);
}
throw new OrderNotFound (this.id + ' order ' + id + ' not found');
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new ExchangeError (this.id + ' fetchOrders requires a symbol argument');
}
await this.loadMarkets ();
const market = this.market (symbol);
let method = market['future'] ? 'privatePostFutureOrdersInfo' : 'privatePost';
let request = this.createRequest (market);
const order_id_in_params = ('order_id' in params);
if (market['future']) {
if (!order_id_in_params) {
throw new ExchangeError (this.id + ' fetchOrders() requires order_id param for futures market ' + symbol + ' (a string of one or more order ids, comma-separated)');
}
} else {
const status = ('type' in params) ? params['type'] : params['status'];
if (typeof status === 'undefined') {
const name = order_id_in_params ? 'type' : 'status';
throw new ExchangeError (this.id + ' fetchOrders() requires ' + name + ' param for spot market ' + symbol + ' (0 - for unfilled orders, 1 - for filled/canceled orders)');
}
if (order_id_in_params) {
method += 'OrdersInfo';
request = this.extend (request, {
'type': status,
'order_id': params['order_id'],
});
} else {
method += 'OrderHistory';
request = this.extend (request, {
'status': status,
'current_page': 1, // current page number
'page_length': 200, // number of orders returned per page, maximum 200
});
}
params = this.omit (params, [ 'type', 'status' ]);
}
const response = await this[method] (this.extend (request, params));
const ordersField = this.getOrdersField ();
return this.parseOrders (response[ordersField], market, since, limit);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
const request = {
'status': 0, // 0 for unfilled orders, 1 for filled orders
};
return await this.fetchOrders (symbol, since, limit, this.extend (request, params));
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
const request = {
'status': 1, // 0 for unfilled orders, 1 for filled orders
};
return await this.fetchOrders (symbol, since, limit, this.extend (request, params));
}
async withdraw (code, amount, address, tag = undefined, params = {}) {
this.checkAddress (address);
await this.loadMarkets ();
const currency = this.currency (code);
// if (amount < 0.01)
// throw new ExchangeError (this.id + ' withdraw() requires amount > 0.01');
// for some reason they require to supply a pair of currencies for withdrawing one currency
const currencyId = currency['id'] + '_usd';
if (tag) {
address = address + ':' + tag;
}
const request = {
'symbol': currencyId,
'withdraw_address': address,
'withdraw_amount': amount,
'target': 'address', // or 'okcn', 'okcom', 'okex'
};
let query = params;
if ('chargefee' in query) {
request['chargefee'] = query['chargefee'];
query = this.omit (query, 'chargefee');
} else {
throw new ExchangeError (this.id + ' withdraw() requires a `chargefee` parameter');
}
if (this.password) {
request['trade_pwd'] = this.password;
} else if ('password' in query) {
request['trade_pwd'] = query['password'];
query = this.omit (query, 'password');
} else if ('trade_pwd' in query) {
request['trade_pwd'] = query['trade_pwd'];
query = this.omit (query, 'trade_pwd');
}
const passwordInRequest = ('trade_pwd' in request);
if (!passwordInRequest) {
throw new ExchangeError (this.id + ' withdraw() requires this.password set on the exchange instance or a password / trade_pwd parameter');
}
const response = await this.privatePostWithdraw (this.extend (request, query));
return {
'info': response,
'id': this.safeString (response, 'withdraw_id'),
};
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let url = '/';
const isWebApi = (api === 'web') || (api === 'v3');
if (!isWebApi) {
url += this.version + '/';
}
url += path;
if (!isWebApi) {
url += this.extension;
}
if (api === 'private') {
this.checkRequiredCredentials ();
const query = this.keysort (this.extend ({
'api_key': this.apiKey,
}, params));
// secret key must be at the end of query
const queryString = this.rawencode (query) + '&secret_key=' + this.secret;
query['sign'] = this.hash (this.encode (queryString)).toUpperCase ();
body = this.urlencode (query);
headers = { 'Content-Type': 'application/x-www-form-urlencoded' };
} else {
if (Object.keys (params).length) {
url += '?' + this.urlencode (params);
}
}
url = this.urls['api'][api] + url;
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
createRequest (market, params = {}) {
if (market['future']) {
return this.deepExtend ({
'symbol': market['lowercaseId'],
'contract_type': market['contractType'],
}, params);
}
return this.deepExtend ({
'symbol': market['id'],
}, params);
}
handleErrors (code, reason, url, method, headers, body, response, requestHeaders, requestBody) {
if (response === undefined) {
return; // fallback to default error handler
}
const error = this.safeString2 (response, 'error_code', 'code');
if ((error !== undefined) && (error !== '0')) {
const message = this.id + ' ' + body;
this.throwExactlyMatchedException (this.exceptions, error, message);
throw new ExchangeError (message);
}