ccxt-bybit
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
1,264 lines (1,226 loc) • 58.2 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, ExchangeNotAvailable, RequestTimeout, AuthenticationError, PermissionDenied, DDoSProtection, InsufficientFunds, OrderNotFound, OrderNotCached, InvalidOrder, AccountSuspended, CancelPending, InvalidNonce } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class poloniex extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'poloniex',
'name': 'Poloniex',
'countries': [ 'US' ],
'rateLimit': 1000, // up to 6 calls per second
'certified': true, // 2019-06-07
'pro': true,
'has': {
'CORS': false,
'createDepositAddress': true,
'createMarketOrder': false,
'editOrder': true,
'fetchClosedOrders': 'emulated',
'fetchCurrencies': true,
'fetchDepositAddress': true,
'fetchDeposits': true,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenOrder': true, // true endpoint for a single open order
'fetchOpenOrders': true, // true endpoint for open orders
'fetchOrder': 'emulated', // no endpoint for a single open-or-closed order (just for an open order only)
'fetchOrderBooks': true,
'fetchOrders': 'emulated', // no endpoint for open-or-closed orders (just for open orders only)
'fetchOrderStatus': 'emulated', // no endpoint for status of a single open-or-closed order (just for open orders only)
'fetchOrderTrades': true, // true endpoint for trades of a single open or closed order
'fetchTickers': true,
'fetchTradingFee': true,
'fetchTradingFees': true,
'fetchTransactions': true,
'fetchWithdrawals': true,
'cancelAllOrders': true,
'withdraw': true,
},
'timeframes': {
'5m': 300,
'15m': 900,
'30m': 1800,
'2h': 7200,
'4h': 14400,
'1d': 86400,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27766817-e9456312-5ee6-11e7-9b3c-b628ca5626a5.jpg',
'api': {
'public': 'https://poloniex.com/public',
'private': 'https://poloniex.com/tradingApi',
},
'www': 'https://www.poloniex.com',
'doc': 'https://docs.poloniex.com',
'fees': 'https://poloniex.com/fees',
'referral': 'https://www.poloniex.com/?utm_source=ccxt&utm_medium=web',
},
'api': {
'public': {
'get': [
'return24hVolume',
'returnChartData',
'returnCurrencies',
'returnLoanOrders',
'returnOrderBook',
'returnTicker',
'returnTradeHistory',
],
},
'private': {
'post': [
'buy',
'cancelLoanOffer',
'cancelOrder',
'cancelAllOrders',
'closeMarginPosition',
'createLoanOffer',
'generateNewAddress',
'getMarginPosition',
'marginBuy',
'marginSell',
'moveOrder',
'returnActiveLoans',
'returnAvailableAccountBalances',
'returnBalances',
'returnCompleteBalances',
'returnDepositAddresses',
'returnDepositsWithdrawals',
'returnFeeInfo',
'returnLendingHistory',
'returnMarginAccountSummary',
'returnOpenLoanOffers',
'returnOpenOrders',
'returnOrderTrades',
'returnOrderStatus',
'returnTradableBalances',
'returnTradeHistory',
'sell',
'toggleAutoRenew',
'transferBalance',
'withdraw',
],
},
},
'fees': {
'trading': {
// starting from Jan 8 2020
'maker': 0.0009,
'taker': 0.0009,
},
'funding': {},
},
'limits': {
'amount': {
'min': 0.000001,
'max': 1000000000,
},
'price': {
'min': 0.00000001,
'max': 1000000000,
},
'cost': {
'min': 0.00000000,
'max': 1000000000,
},
},
'precision': {
'amount': 8,
'price': 8,
},
'commonCurrencies': {
'AIR': 'AirCoin',
'APH': 'AphroditeCoin',
'BCC': 'BTCtalkcoin',
'BDG': 'Badgercoin',
'BTM': 'Bitmark',
'CON': 'Coino',
'GOLD': 'GoldEagles',
'GPUC': 'GPU',
'HOT': 'Hotcoin',
'ITC': 'Information Coin',
'PLX': 'ParallaxCoin',
'KEY': 'KEYCoin',
'STR': 'XLM',
'SOC': 'SOCC',
'XAP': 'API Coin',
},
'options': {
'limits': {
'cost': {
'min': {
'BTC': 0.0001,
'ETH': 0.0001,
'XMR': 0.0001,
'USDT': 1.0,
},
},
},
},
'exceptions': {
'exact': {
'You may only place orders that reduce your position.': InvalidOrder,
'Invalid order number, or you are not the person who placed the order.': OrderNotFound,
'Permission denied': PermissionDenied,
'Connection timed out. Please try again.': RequestTimeout,
'Internal error. Please try again.': ExchangeNotAvailable,
'Order not found, or you are not the person who placed it.': OrderNotFound,
'Invalid API key/secret pair.': AuthenticationError,
'Please do not make more than 8 API calls per second.': DDoSProtection,
'Rate must be greater than zero.': InvalidOrder, // {"error":"Rate must be greater than zero."}
},
'broad': {
'Total must be at least': InvalidOrder, // {"error":"Total must be at least 0.0001."}
'This account is frozen.': AccountSuspended,
'Not enough': InsufficientFunds,
'Nonce must be greater': InvalidNonce,
'You have already called cancelOrder or moveOrder on this order.': CancelPending,
'Amount must be at least': InvalidOrder, // {"error":"Amount must be at least 0.000001."}
'is either completed or does not exist': InvalidOrder, // {"error":"Order 587957810791 is either completed or does not exist."}
},
},
});
}
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)),
};
}
parseOHLCV (ohlcv, market = undefined, timeframe = '5m', since = undefined, limit = undefined) {
return [
this.safeTimestamp (ohlcv, 'date'),
this.safeFloat (ohlcv, 'open'),
this.safeFloat (ohlcv, 'high'),
this.safeFloat (ohlcv, 'low'),
this.safeFloat (ohlcv, 'close'),
this.safeFloat (ohlcv, 'quoteVolume'),
];
}
async fetchOHLCV (symbol, timeframe = '5m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'currencyPair': market['id'],
'period': this.timeframes[timeframe],
};
if (since === undefined) {
request['end'] = this.seconds ();
if (limit === undefined) {
request['start'] = request['end'] - this.parseTimeframe ('1w'); // max range = 1 week
} else {
request['start'] = request['end'] - limit * this.parseTimeframe (timeframe);
}
} else {
request['start'] = parseInt (since / 1000);
if (limit !== undefined) {
const end = this.sum (request['start'], limit * this.parseTimeframe (timeframe));
request['end'] = end;
}
}
const response = await this.publicGetReturnChartData (this.extend (request, params));
return this.parseOHLCVs (response, market, timeframe, since, limit);
}
async fetchMarkets (params = {}) {
const markets = await this.publicGetReturnTicker (params);
const keys = Object.keys (markets);
const result = [];
for (let i = 0; i < keys.length; i++) {
const id = keys[i];
const market = markets[id];
const [ quoteId, baseId ] = id.split ('_');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const symbol = base + '/' + quote;
const limits = this.extend (this.limits, {
'cost': {
'min': this.safeValue (this.options['limits']['cost']['min'], quote),
},
});
const isFrozen = this.safeString (market, 'isFrozen');
const active = (isFrozen !== '1');
const numericId = this.safeInteger (market, 'id');
result.push ({
'id': id,
'numericId': numericId,
'symbol': symbol,
'baseId': baseId,
'quoteId': quoteId,
'base': base,
'quote': quote,
'active': active,
'limits': limits,
'info': market,
});
}
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
const request = {
'account': 'all',
};
const response = await this.privatePostReturnCompleteBalances (this.extend (request, params));
const result = { 'info': response };
const currencyIds = Object.keys (response);
for (let i = 0; i < currencyIds.length; i++) {
const currencyId = currencyIds[i];
const balance = this.safeValue (response, currencyId, {});
const code = this.safeCurrencyCode (currencyId);
const account = this.account ();
account['free'] = this.safeFloat (balance, 'available');
account['used'] = this.safeFloat (balance, 'onOrders');
result[code] = account;
}
return this.parseBalance (result);
}
async fetchTradingFees (params = {}) {
await this.loadMarkets ();
const fees = await this.privatePostReturnFeeInfo (params);
return {
'info': fees,
'maker': this.safeFloat (fees, 'makerFee'),
'taker': this.safeFloat (fees, 'takerFee'),
'withdraw': {},
'deposit': {},
};
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'currencyPair': this.marketId (symbol),
};
if (limit !== undefined) {
request['depth'] = limit; // 100
}
const response = await this.publicGetReturnOrderBook (this.extend (request, params));
const orderbook = this.parseOrderBook (response);
orderbook['nonce'] = this.safeInteger (response, 'seq');
return orderbook;
}
async fetchOrderBooks (symbols = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'currencyPair': 'all',
};
if (limit !== undefined) {
request['depth'] = limit; // 100
}
const response = await this.publicGetReturnOrderBook (this.extend (request, params));
const marketIds = Object.keys (response);
const result = {};
for (let i = 0; i < marketIds.length; i++) {
const marketId = marketIds[i];
let symbol = undefined;
if (marketId in this.markets_by_id) {
symbol = this.markets_by_id[marketId]['symbol'];
} else {
const [ quoteId, baseId ] = marketId.split ('_');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
symbol = base + '/' + quote;
}
const orderbook = this.parseOrderBook (response[marketId]);
orderbook['nonce'] = this.safeInteger (response[marketId], 'seq');
result[symbol] = orderbook;
}
return result;
}
parseTicker (ticker, market = undefined) {
const timestamp = this.milliseconds ();
let symbol = undefined;
if (market) {
symbol = market['symbol'];
}
let open = undefined;
let change = undefined;
let average = undefined;
const last = this.safeFloat (ticker, 'last');
const relativeChange = this.safeFloat (ticker, 'percentChange');
if (relativeChange !== -1) {
open = last / this.sum (1, relativeChange);
change = last - open;
average = this.sum (last, open) / 2;
}
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeFloat (ticker, 'high24hr'),
'low': this.safeFloat (ticker, 'low24hr'),
'bid': this.safeFloat (ticker, 'highestBid'),
'bidVolume': undefined,
'ask': this.safeFloat (ticker, 'lowestAsk'),
'askVolume': undefined,
'vwap': undefined,
'open': open,
'close': last,
'last': last,
'previousClose': undefined,
'change': change,
'percentage': relativeChange * 100,
'average': average,
'baseVolume': this.safeFloat (ticker, 'quoteVolume'),
'quoteVolume': this.safeFloat (ticker, 'baseVolume'),
'info': ticker,
};
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
const response = await this.publicGetReturnTicker (params);
const ids = Object.keys (response);
const result = {};
for (let i = 0; i < ids.length; i++) {
const id = ids[i];
let symbol = undefined;
let market = undefined;
if (id in this.markets_by_id) {
market = this.markets_by_id[id];
symbol = market['symbol'];
} else {
const [ quoteId, baseId ] = id.split ('_');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
symbol = base + '/' + quote;
market = { 'symbol': symbol };
}
const ticker = response[id];
result[symbol] = this.parseTicker (ticker, market);
}
return result;
}
async fetchCurrencies (params = {}) {
const response = await this.publicGetReturnCurrencies (params);
const ids = Object.keys (response);
const result = {};
for (let i = 0; i < ids.length; i++) {
const id = ids[i];
const currency = response[id];
const precision = 8; // default precision, todo: fix "magic constants"
const code = this.safeCurrencyCode (id);
const active = (currency['delisted'] === 0) && !currency['disabled'];
const numericId = this.safeInteger (currency, 'id');
result[code] = {
'id': id,
'numericId': numericId,
'code': code,
'info': currency,
'name': currency['name'],
'active': active,
'fee': this.safeFloat (currency, 'txFee'), // todo: redesign
'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': currency['txFee'],
'max': Math.pow (10, precision),
},
},
};
}
return result;
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const response = await this.publicGetReturnTicker (params);
const ticker = response[market['id']];
return this.parseTicker (ticker, market);
}
parseTrade (trade, market = undefined) {
//
// fetchMyTrades (symbol defined, specific market)
//
// {
// globalTradeID: 394698946,
// tradeID: 45210255,
// date: '2018-10-23 17:28:55',
// type: 'sell',
// rate: '0.03114126',
// amount: '0.00018753',
// total: '0.00000583'
// }
//
// fetchMyTrades (symbol undefined, all markets)
//
// {
// globalTradeID: 394131412,
// tradeID: '5455033',
// date: '2018-10-16 18:05:17',
// rate: '0.06935244',
// amount: '1.40308443',
// total: '0.09730732',
// fee: '0.00100000',
// orderNumber: '104768235081',
// type: 'sell',
// category: 'exchange'
// }
//
// createOrder (taker trades)
//
// {
// 'amount': '200.00000000',
// 'date': '2019-12-15 16:04:10',
// 'rate': '0.00000355',
// 'total': '0.00071000',
// 'tradeID': '119871',
// 'type': 'buy',
// 'takerAdjustment': '200.00000000'
// }
//
const id = this.safeString2 (trade, 'globalTradeID', 'tradeID');
const orderId = this.safeString (trade, 'orderNumber');
const timestamp = this.parse8601 (this.safeString (trade, 'date'));
let symbol = undefined;
let base = undefined;
let quote = undefined;
if ((!market) && ('currencyPair' in trade)) {
const currencyPair = trade['currencyPair'];
if (currencyPair in this.markets_by_id) {
market = this.markets_by_id[currencyPair];
} else {
const parts = currencyPair.split ('_');
quote = parts[0];
base = parts[1];
symbol = base + '/' + quote;
}
}
if (market !== undefined) {
symbol = market['symbol'];
base = market['base'];
quote = market['quote'];
}
const side = this.safeString (trade, 'type');
let fee = undefined;
const price = this.safeFloat (trade, 'rate');
const cost = this.safeFloat (trade, 'total');
const amount = this.safeFloat (trade, 'amount');
if ('fee' in trade) {
const rate = this.safeFloat (trade, 'fee');
let feeCost = undefined;
let currency = undefined;
if (side === 'buy') {
currency = base;
feeCost = amount * rate;
} else {
currency = quote;
if (cost !== undefined) {
feeCost = cost * rate;
}
}
fee = {
'type': undefined,
'rate': rate,
'cost': feeCost,
'currency': currency,
};
}
let takerOrMaker = undefined;
const takerAdjustment = this.safeFloat (trade, 'takerAdjustment');
if (takerAdjustment !== undefined) {
takerOrMaker = 'taker';
}
return {
'id': id,
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'order': orderId,
'type': 'limit',
'side': side,
'takerOrMaker': takerOrMaker,
'price': price,
'amount': amount,
'cost': cost,
'fee': fee,
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'currencyPair': market['id'],
};
if (since !== undefined) {
request['start'] = parseInt (since / 1000);
request['end'] = this.seconds (); // last 50000 trades by default
}
const trades = await this.publicGetReturnTradeHistory (this.extend (request, params));
return this.parseTrades (trades, market, since, limit);
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
}
const pair = market ? market['id'] : 'all';
const request = { 'currencyPair': pair };
if (since !== undefined) {
request['start'] = parseInt (since / 1000);
request['end'] = this.sum (this.seconds (), 1); // adding 1 is a fix for #3411
}
// limit is disabled (does not really work as expected)
if (limit !== undefined) {
request['limit'] = parseInt (limit);
}
const response = await this.privatePostReturnTradeHistory (this.extend (request, params));
//
// specific market (symbol defined)
//
// [
// {
// globalTradeID: 394700861,
// tradeID: 45210354,
// date: '2018-10-23 18:01:58',
// type: 'buy',
// rate: '0.03117266',
// amount: '0.00000652',
// total: '0.00000020'
// },
// {
// globalTradeID: 394698946,
// tradeID: 45210255,
// date: '2018-10-23 17:28:55',
// type: 'sell',
// rate: '0.03114126',
// amount: '0.00018753',
// total: '0.00000583'
// }
// ]
//
// all markets (symbol undefined)
//
// {
// BTC_BCH: [{
// globalTradeID: 394131412,
// tradeID: '5455033',
// date: '2018-10-16 18:05:17',
// rate: '0.06935244',
// amount: '1.40308443',
// total: '0.09730732',
// fee: '0.00100000',
// orderNumber: '104768235081',
// type: 'sell',
// category: 'exchange'
// }, {
// globalTradeID: 394126818,
// tradeID: '5455007',
// date: '2018-10-16 16:55:34',
// rate: '0.06935244',
// amount: '0.00155709',
// total: '0.00010798',
// fee: '0.00200000',
// orderNumber: '104768179137',
// type: 'sell',
// category: 'exchange'
// }],
// }
//
let result = [];
if (market !== undefined) {
result = this.parseTrades (response, market);
} else {
if (response) {
const ids = Object.keys (response);
for (let i = 0; i < ids.length; i++) {
const id = ids[i];
let market = undefined;
if (id in this.markets_by_id) {
market = this.markets_by_id[id];
const trades = this.parseTrades (response[id], market);
for (let j = 0; j < trades.length; j++) {
result.push (trades[j]);
}
} else {
const [ quoteId, baseId ] = id.split ('_');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const symbol = base + '/' + quote;
const trades = response[id];
for (let j = 0; j < trades.length; j++) {
const market = {
'symbol': symbol,
'base': base,
'quote': quote,
};
result.push (this.parseTrade (trades[j], market));
}
}
}
}
}
return this.filterBySinceLimit (result, since, limit);
}
parseOrderStatus (status) {
const statuses = {
'Open': 'open',
'Partially filled': 'open',
};
return this.safeString (statuses, status, status);
}
parseOrder (order, market = undefined) {
//
// fetchOpenOrder
//
// {
// status: 'Open',
// rate: '0.40000000',
// amount: '1.00000000',
// currencyPair: 'BTC_ETH',
// date: '2018-10-17 17:04:50',
// total: '0.40000000',
// type: 'buy',
// startingAmount: '1.00000',
// }
//
// fetchOpenOrders
//
// {
// orderNumber: '514514894224',
// type: 'buy',
// rate: '0.00001000',
// startingAmount: '100.00000000',
// amount: '100.00000000',
// total: '0.00100000',
// date: '2018-10-23 17:38:53',
// margin: 0,
// }
//
// createOrder
//
// {
// 'orderNumber': '9805453960',
// 'resultingTrades': [
// {
// 'amount': '200.00000000',
// 'date': '2019-12-15 16:04:10',
// 'rate': '0.00000355',
// 'total': '0.00071000',
// 'tradeID': '119871',
// 'type': 'buy',
// 'takerAdjustment': '200.00000000',
// },
// ],
// 'fee': '0.00000000',
// 'currencyPair': 'BTC_MANA',
// // ---------------------------------------------------------
// // the following fields are injected by createOrder
// 'timestamp': timestamp,
// 'status': 'open',
// 'type': type,
// 'side': side,
// 'price': price,
// 'amount': amount,
// }
//
let timestamp = this.safeInteger (order, 'timestamp');
if (!timestamp) {
timestamp = this.parse8601 (order['date']);
}
let trades = undefined;
if ('resultingTrades' in order) {
trades = this.parseTrades (order['resultingTrades'], market);
}
let symbol = undefined;
const marketId = this.safeString (order, 'currencyPair');
market = this.safeValue (this.markets_by_id, marketId, market);
if (market !== undefined) {
symbol = market['symbol'];
}
const price = this.safeFloat2 (order, 'price', 'rate');
let remaining = this.safeFloat (order, 'amount');
let amount = this.safeFloat (order, 'startingAmount');
let filled = undefined;
let cost = 0;
if (amount !== undefined) {
if (remaining !== undefined) {
filled = amount - remaining;
if (price !== undefined) {
cost = filled * price;
}
}
} else {
amount = remaining;
}
let status = this.parseOrderStatus (this.safeString (order, 'status'));
let average = undefined;
let lastTradeTimestamp = undefined;
if (filled === undefined) {
if (trades !== undefined) {
filled = 0;
cost = 0;
const tradesLength = trades.length;
if (tradesLength > 0) {
lastTradeTimestamp = trades[0]['timestamp'];
for (let i = 0; i < tradesLength; i++) {
const trade = trades[i];
const tradeAmount = trade['amount'];
const tradePrice = trade['price'];
filled = this.sum (filled, tradeAmount);
cost = this.sum (cost, tradePrice * tradeAmount);
lastTradeTimestamp = Math.max (lastTradeTimestamp, trade['timestamp']);
}
}
remaining = Math.max (amount - filled, 0);
if (filled >= amount) {
status = 'closed';
}
}
}
if ((filled !== undefined) && (cost !== undefined) && (filled > 0)) {
average = cost / filled;
}
let type = this.safeString (order, 'type');
const side = this.safeString (order, 'side', type);
if (type === side) {
type = undefined;
}
const id = this.safeString (order, 'orderNumber');
let fee = undefined;
const feeCost = this.safeFloat (order, 'fee');
if (feeCost !== undefined) {
let feeCurrencyCode = undefined;
if (market !== undefined) {
feeCurrencyCode = (side === 'buy') ? market['base'] : market['quote'];
}
fee = {
'cost': feeCost,
'currency': feeCurrencyCode,
};
}
return {
'info': order,
'id': id,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': lastTradeTimestamp,
'status': status,
'symbol': symbol,
'type': type,
'side': side,
'price': price,
'cost': cost,
'average': average,
'amount': amount,
'filled': filled,
'remaining': remaining,
'trades': trades,
'fee': fee,
};
}
parseOpenOrders (orders, market, result) {
for (let i = 0; i < orders.length; i++) {
const order = orders[i];
const extended = this.extend (order, {
'status': 'open',
'type': 'limit',
'side': order['type'],
'price': order['rate'],
});
result.push (this.parseOrder (extended, market));
}
return result;
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
}
const pair = market ? market['id'] : 'all';
const request = {
'currencyPair': pair,
};
const response = await this.privatePostReturnOpenOrders (this.extend (request, params));
let openOrders = [];
if (market !== undefined) {
openOrders = this.parseOpenOrders (response, market, openOrders);
} else {
const marketIds = Object.keys (response);
for (let i = 0; i < marketIds.length; i++) {
const marketId = marketIds[i];
const orders = response[marketId];
const m = this.markets_by_id[marketId];
openOrders = this.parseOpenOrders (orders, m, openOrders);
}
}
for (let j = 0; j < openOrders.length; j++) {
this.orders[openOrders[j]['id']] = openOrders[j];
}
const openOrdersIndexedById = this.indexBy (openOrders, 'id');
const cachedOrderIds = Object.keys (this.orders);
const result = [];
for (let k = 0; k < cachedOrderIds.length; k++) {
const id = cachedOrderIds[k];
if (id in openOrdersIndexedById) {
this.orders[id] = this.extend (this.orders[id], openOrdersIndexedById[id]);
} else {
let order = this.orders[id];
if (order['status'] === 'open') {
order = this.extend (order, {
'status': 'closed',
'cost': undefined,
'filled': order['amount'],
'remaining': 0.0,
});
if (order['cost'] === undefined) {
if (order['filled'] !== undefined) {
order['cost'] = order['filled'] * order['price'];
}
}
this.orders[id] = order;
}
}
const order = this.orders[id];
if (market !== undefined) {
if (order['symbol'] === symbol) {
result.push (order);
}
} else {
result.push (order);
}
}
return this.filterBySinceLimit (result, since, limit);
}
async fetchOrder (id, symbol = undefined, params = {}) {
const since = this.safeValue (params, 'since');
const limit = this.safeValue (params, 'limit');
const request = this.omit (params, [ 'since', 'limit' ]);
const orders = await this.fetchOrders (symbol, since, limit, request);
for (let i = 0; i < orders.length; i++) {
if (orders[i]['id'] === id) {
return orders[i];
}
}
throw new OrderNotCached (this.id + ' order id ' + id.toString () + ' is not in "open" state and not found in cache');
}
filterOrdersByStatus (orders, status) {
const result = [];
for (let i = 0; i < orders.length; i++) {
if (orders[i]['status'] === status) {
result.push (orders[i]);
}
}
return result;
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
const orders = await this.fetchOrders (symbol, since, limit, params);
return this.filterOrdersByStatus (orders, 'open');
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
const orders = await this.fetchOrders (symbol, since, limit, params);
return this.filterOrdersByStatus (orders, 'closed');
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
if (type !== 'limit') {
throw new ExchangeError (this.id + ' allows limit orders only');
}
await this.loadMarkets ();
const method = 'privatePost' + this.capitalize (side);
const market = this.market (symbol);
amount = this.amountToPrecision (symbol, amount);
const request = {
'currencyPair': market['id'],
'rate': this.priceToPrecision (symbol, price),
'amount': amount,
};
// remember the timestamp before issuing the request
const timestamp = this.milliseconds ();
const response = await this[method] (this.extend (request, params));
//
// {
// 'orderNumber': '9805453960',
// 'resultingTrades': [
// {
// 'amount': '200.00000000',
// 'date': '2019-12-15 16:04:10',
// 'rate': '0.00000355',
// 'total': '0.00071000',
// 'tradeID': '119871',
// 'type': 'buy',
// 'takerAdjustment': '200.00000000',
// },
// ],
// 'fee': '0.00000000',
// 'currencyPair': 'BTC_MANA',
// }
//
const order = this.parseOrder (this.extend ({
'timestamp': timestamp,
'status': 'open',
'type': type,
'side': side,
'price': price,
'amount': amount,
}, response), market);
const id = order['id'];
this.orders[id] = order;
return this.extend ({ 'info': response }, order);
}
async editOrder (id, symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
price = parseFloat (price);
const request = {
'orderNumber': id,
'rate': this.priceToPrecision (symbol, price),
};
if (amount !== undefined) {
request['amount'] = this.amountToPrecision (symbol, amount);
}
const response = await this.privatePostMoveOrder (this.extend (request, params));
let result = undefined;
if (id in this.orders) {
this.orders[id]['status'] = 'canceled';
const newid = response['orderNumber'];
this.orders[newid] = this.extend (this.orders[id], {
'id': newid,
'price': price,
'status': 'open',
});
if (amount !== undefined) {
this.orders[newid]['amount'] = amount;
}
result = this.extend (this.orders[newid], { 'info': response });
} else {
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
}
result = this.parseOrder (response, market);
this.orders[result['id']] = result;
}
return result;
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
let response = undefined;
try {
response = await this.privatePostCancelOrder (this.extend ({
'orderNumber': id,
}, params));
} catch (e) {
if (e instanceof CancelPending) {
// A request to cancel the order has been sent already.
// If we then attempt to cancel the order the second time
// before the first request is processed the exchange will
// throw a CancelPending exception. Poloniex won't show the
// order in the list of active (open) orders and the cached
// order will be marked as 'closed' (see #1801 for details).
// To avoid that we proactively mark the order as 'canceled'
// here. If for some reason the order does not get canceled
// and still appears in the active list then the order cache
// will eventually get back in sync on a call to `fetchOrder`.
if (id in this.orders) {
this.orders[id]['status'] = 'canceled';
}
}
throw e;
}
if (id in this.orders) {
this.orders[id]['status'] = 'canceled';
}
return response;
}
async cancelAllOrders (symbol = undefined, params = {}) {
const request = {};
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
request['currencyPair'] = market['id'];
}
const response = await this.privatePostCancelAllOrders (this.extend (request, params));
//
// {
// "success": 1,
// "message": "Orders canceled",
// "orderNumbers": [
// 503749,
// 888321,
// 7315825,
// 7316824
// ]
// }
//
const orderIds = this.safeValue (response, 'orderNumbers', []);
for (let i = 0; i < orderIds.length; i++) {
const id = orderIds[i].toString ();
if (id in this.orders) {
this.orders[id]['status'] = 'canceled';
}
}
return response;
}
async fetchOpenOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
id = id.toString ();
const response = await this.privatePostReturnOrderStatus (this.extend ({
'orderNumber': id,
}, params));
//
// {
// success: 1,
// result: {
// '6071071': {
// status: 'Open',
// rate: '0.40000000',
// amount: '1.00000000',
// currencyPair: 'BTC_ETH',
// date: '2018-10-17 17:04:50',
// total: '0.40000000',
// type: 'buy',
// startingAmount: '1.00000',
// },
// },
// }
//
const result = this.safeValue (response['result'], id);
if (result === undefined) {
throw new OrderNotFound (this.id + ' order id ' + id + ' not found');
}
const order = this.parseOrder (result);
order['id'] = id;
this.orders[id] = order;
return order;
}
async fetchOrderStatus (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const orders = await this.fetchOpenOrders (symbol, undefined, undefined, params);
const indexed = this.indexBy (orders, 'id');
return (id in indexed) ? 'open' : 'closed';
}
async fetchOrderTrades (id, symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'orderNumber': id,
};
const trades = await this.privatePostReturnOrderTrades (this.extend (request, params));
return this.parseTrades (trades);
}
async createDepositAddress (code, params = {}) {
await this.loadMarkets ();
const currency = this.currency (code);
const request = {
'currency': currency['id'],
};
const response = await this.privatePostGenerateNewAddress (this.extend (request, params));
let address = undefined;
let tag = undefined;
if (response['success'] === 1) {
address = this.safeString (response, 'response');
}
this.checkAddress (address);
const depositAddress = this.safeString (currency['info'], 'depositAddress');
if (depositAddress !== undefined) {
tag = address;
address = depositAddress;
}
return {
'currency': code,
'address': address,
'tag': tag,
'info': response,
};
}
async fetchDepositAddress (code, params = {}) {
await this.loadMarkets ();
const currency = this.currency (code);
const response = await this.privatePostReturnDepositAddresses (params);
const currencyId = currency['id'];
let address = this.safeString (response, currencyId);
let tag = undefined;
this.checkAddress (address);
const depositAddress = this.safeString (currency['info'], 'depositAddress');
if (depositAddress !== undefined) {
tag = address;
address = depositAddress;
}
return {
'currency': code,
'address': address,
'tag': tag,
'info': response,
};
}
async withdraw (code, amount, address, tag = undefined, params = {}) {
this.checkAddress (address);
await this.loadMarkets ();
const currency = this.currency (code);
const request = {
'currency': currency['id'],
'amount': amount,
'address': address,
};
if (tag) {
request['paymentId'] = tag;
}
const response = await this.privatePostWithdraw (this.extend (request, params));
return {
'info': response,
'id': this.safeString (response, 'withdrawalNumber'),
};
}
async fetchTransactionsHelper (code = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const year = 31104000; // 60 * 60 * 24 * 30 * 12 = one year of history, why not
const now = this.seconds ();
const start = (since !== undefined) ? parseInt (since / 1000) : now - 10 * year;
const request = {
'start': start, // UNIX timestamp, required
'end': now, // UNIX timestamp, required
};
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this.privatePostReturnDepositsWithdrawals (this.extend (request, params));
//
// { deposits: [ { currency: "BTC",
// address: "1MEtiqJWru53FhhHrfJPPvd2tC3TPDVcmW",
// amount: "0.01063000",
// confirmations: 1,
// txid: "952b0e1888d6d491591facc0d37b5ebec540ac1efb241fdbc22bcc20d1822fb6",
// timestamp: 1507916888,
// status: "COMPLETE" },
// { currency: "ETH",
// address: "0x20108ba20b65c04d82909e91df06618107460197",
// amount: "4.00000000",
// confirmations: 38,
// txid: "0x4be260073491fe63935e9e0da42bd71138fdeb803732f41501015a2d46eb479d",
// timestamp: 1525060430,
// status: "COMPLETE" } ],
// withdrawals: [ { withdrawalNumber: 8224394,
// currency: "EMC2",
// address: "EYEKyCrqTNmVCpdDV8w49XvSKRP9N3EUyF",
// amount: "63.10796020",
// fee: "0.01000000",
// timestamp: 1510819838,
// status: "COMPLETE: d37354f9d02cb24d98c8c4fc17aa42f475530b5727effdf668ee5a43ce667fd6",
// ipAddress: "5.220.220.200" },
// { withdrawalNumber: 9290444,
// currency: "ETH",
// addres