ccxt-compiled
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A JavaScript / Python / PHP cryptocurrency trading library with support for 90+ exchanges
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JavaScript
"use strict";
// ---------------------------------------------------------------------------
var _keys = require('babel-runtime/core-js/object/keys');
var _keys2 = _interopRequireDefault(_keys);
var _log = require('babel-runtime/core-js/math/log10');
var _log2 = _interopRequireDefault(_log);
var _asyncToGenerator2 = require('babel-runtime/helpers/asyncToGenerator');
var _asyncToGenerator3 = _interopRequireDefault(_asyncToGenerator2);
function _interopRequireDefault(obj) { return obj && obj.__esModule ? obj : { default: obj }; }
const Exchange = require('./base/Exchange');
const { ExchangeError, InsufficientFunds, OrderNotFound, InvalidOrder, DDoSProtection } = require('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class binance extends Exchange {
describe() {
return this.deepExtend(super.describe(), {
'id': 'binance',
'name': 'Binance',
'countries': 'CN', // China
'rateLimit': 500,
'hasCORS': false,
// obsolete metainfo interface
'hasFetchTickers': true,
'hasFetchOHLCV': true,
'hasFetchMyTrades': true,
'hasFetchOrder': true,
'hasFetchOrders': true,
'hasFetchOpenOrders': true,
'hasWithdraw': true,
// new metainfo interface
'has': {
'fetchTickers': true,
'fetchOHLCV': true,
'fetchMyTrades': true,
'fetchOrder': true,
'fetchOrders': true,
'fetchOpenOrders': true,
'withdraw': true
},
'timeframes': {
'1m': '1m',
'3m': '3m',
'5m': '5m',
'15m': '15m',
'30m': '30m',
'1h': '1h',
'2h': '2h',
'4h': '4h',
'6h': '6h',
'8h': '8h',
'12h': '12h',
'1d': '1d',
'3d': '3d',
'1w': '1w',
'1M': '1M'
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/29604020-d5483cdc-87ee-11e7-94c7-d1a8d9169293.jpg',
'api': {
'web': 'https://www.binance.com',
'wapi': 'https://api.binance.com/wapi/v3',
'public': 'https://api.binance.com/api/v1',
'private': 'https://api.binance.com/api/v3'
},
'www': 'https://www.binance.com',
'doc': 'https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md',
'fees': ['https://binance.zendesk.com/hc/en-us/articles/115000429332', 'https://support.binance.com/hc/en-us/articles/115000583311']
},
'api': {
'web': {
'get': ['exchange/public/product']
},
'wapi': {
'post': ['withdraw'],
'get': ['depositHistory', 'withdrawHistory', 'depositAddress']
},
'public': {
'get': ['exchangeInfo', 'ping', 'time', 'depth', 'aggTrades', 'klines', 'ticker/24hr', 'ticker/allPrices', 'ticker/allBookTickers']
},
'private': {
'get': ['order', 'openOrders', 'allOrders', 'account', 'myTrades'],
'post': ['order', 'order/test', 'userDataStream'],
'put': ['userDataStream'],
'delete': ['order', 'userDataStream']
}
},
'fees': {
'trading': {
'tierBased': false,
'percentage': true,
'taker': 0.001,
'maker': 0.001
},
'funding': {
'tierBased': false,
'percentage': false,
'withdraw': {
'BNB': 1.0,
'BTC': 0.0005,
'ETH': 0.005,
'LTC': 0.001,
'NEO': 0.0,
'QTUM': 0.01,
'SNT': 50.0,
'BNT': 0.6,
'EOS': 2.0,
'BCH': 0.0005,
'GAS': 0.0,
'USDT': 5.0,
'OAX': 2.0,
'DNT': 30.0,
'MCO': 0.15,
'ICN': 0.5,
'WTC': 0.2,
'OMG': 0.1,
'ZRX': 5.0,
'STRAT': 0.1,
'SNGLS': 8.0,
'BQX': 2.0,
'KNC': 1.0,
'FUN': 50.0,
'SNM': 10.0,
'LINK': 5.0,
'XVG': 0.1,
'CTR': 1.0,
'SALT': 0.3,
'IOTA': 0.0,
'MDA': 0.5,
'MTL': 0.15,
'SUB': 10.0,
'ETC': 0.01,
'MTH': 10.0,
'ENG': 2.0,
'AST': 4.0,
'BTG': undefined,
'DASH': 0.002,
'EVX': 1.0,
'REQ': 30.0,
'LRC': 7.0,
'VIB': 7.0,
'HSR': 0.0001,
'TRX': 500.0,
'POWR': 15.0,
'ARK': 0.1,
'YOYO': 30.0,
'XRP': 0.15,
'MOD': 1.0,
'ENJ': 1.0,
'STORJ': 2.0
},
'deposit': {
'BNB': 0,
'BTC': 0,
'ETH': 0,
'LTC': 0,
'NEO': 0,
'QTUM': 0,
'SNT': 0,
'BNT': 0,
'EOS': 0,
'BCH': 0,
'GAS': 0,
'USDT': 0,
'OAX': 0,
'DNT': 0,
'MCO': 0,
'ICN': 0,
'WTC': 0,
'OMG': 0,
'ZRX': 0,
'STRAT': 0,
'SNGLS': 0,
'BQX': 0,
'KNC': 0,
'FUN': 0,
'SNM': 0,
'LINK': 0,
'XVG': 0,
'CTR': 0,
'SALT': 0,
'IOTA': 0,
'MDA': 0,
'MTL': 0,
'SUB': 0,
'ETC': 0,
'MTH': 0,
'ENG': 0,
'AST': 0,
'BTG': 0,
'DASH': 0,
'EVX': 0,
'REQ': 0,
'LRC': 0,
'VIB': 0,
'HSR': 0,
'TRX': 0,
'POWR': 0,
'ARK': 0,
'YOYO': 0,
'XRP': 0,
'MOD': 0,
'ENJ': 0,
'STORJ': 0
}
}
}
});
}
fetchMarkets() {
var _this = this;
return (0, _asyncToGenerator3.default)(function* () {
let response = yield _this.publicGetExchangeInfo();
let markets = response['symbols'];
let result = [];
for (let i = 0; i < markets.length; i++) {
let market = markets[i];
let id = market['symbol'];
let base = _this.commonCurrencyCode(market['baseAsset']);
let quote = _this.commonCurrencyCode(market['quoteAsset']);
let symbol = base + '/' + quote;
let filters = _this.indexBy(market['filters'], 'filterType');
let precision = {
'base': market['baseAssetPrecision'],
'quote': market['quotePrecision'],
'amount': market['baseAssetPrecision'],
'price': market['quotePrecision']
};
let active = market['status'] == 'TRADING';
let lot = -1 * (0, _log2.default)(precision['amount']);
let entry = _this.extend(_this.fees['trading'], {
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'info': market,
'lot': lot,
'active': active,
'precision': precision,
'limits': {
'amount': {
'min': lot,
'max': undefined
},
'price': {
'min': -1 * (0, _log2.default)(precision['price']),
'max': undefined
},
'cost': {
'min': lot,
'max': undefined
}
}
});
if ('PRICE_FILTER' in filters) {
let filter = filters['PRICE_FILTER'];
entry['precision']['price'] = _this.precisionFromString(filter['tickSize']);
entry['limits']['price'] = {
'min': parseFloat(filter['minPrice']),
'max': parseFloat(filter['maxPrice'])
};
}
if ('LOT_SIZE' in filters) {
let filter = filters['LOT_SIZE'];
entry['precision']['amount'] = _this.precisionFromString(filter['stepSize']);
entry['lot'] = parseFloat(filter['stepSize']);
entry['limits']['amount'] = {
'min': parseFloat(filter['minQty']),
'max': parseFloat(filter['maxQty'])
};
}
if ('MIN_NOTIONAL' in filters) {
entry['limits']['cost']['min'] = parseFloat(filters['MIN_NOTIONAL']['minNotional']);
}
result.push(entry);
}
return result;
})();
}
calculateFee(symbol, type, side, amount, price, takerOrMaker = 'taker', params = {}) {
let market = this.markets[symbol];
let key = 'quote';
let 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))
};
}
fetchBalance(params = {}) {
var _this2 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this2.loadMarkets();
let response = yield _this2.privateGetAccount(params);
let result = { 'info': response };
let balances = response['balances'];
for (let i = 0; i < balances.length; i++) {
let balance = balances[i];
let asset = balance['asset'];
let currency = _this2.commonCurrencyCode(asset);
let account = {
'free': parseFloat(balance['free']),
'used': parseFloat(balance['locked']),
'total': 0.0
};
account['total'] = _this2.sum(account['free'], account['used']);
result[currency] = account;
}
return _this2.parseBalance(result);
})();
}
fetchOrderBook(symbol, params = {}) {
var _this3 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this3.loadMarkets();
let market = _this3.market(symbol);
let orderbook = yield _this3.publicGetDepth(_this3.extend({
'symbol': market['id'],
'limit': 100 // default = maximum = 100
}, params));
return _this3.parseOrderBook(orderbook);
})();
}
parseTicker(ticker, market = undefined) {
let timestamp = this.safeInteger(ticker, 'closeTime');
if (typeof timestamp == 'undefined') timestamp = this.milliseconds();
let symbol = ticker['symbol'];
if (!market) {
if (symbol in this.markets_by_id) {
market = this.markets_by_id[symbol];
}
}
if (market) symbol = market['symbol'];
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'high': this.safeFloat(ticker, 'highPrice'),
'low': this.safeFloat(ticker, 'lowPrice'),
'bid': this.safeFloat(ticker, 'bidPrice'),
'ask': this.safeFloat(ticker, 'askPrice'),
'vwap': this.safeFloat(ticker, 'weightedAvgPrice'),
'open': this.safeFloat(ticker, 'openPrice'),
'close': this.safeFloat(ticker, 'prevClosePrice'),
'first': undefined,
'last': this.safeFloat(ticker, 'lastPrice'),
'change': this.safeFloat(ticker, 'priceChangePercent'),
'percentage': undefined,
'average': undefined,
'baseVolume': this.safeFloat(ticker, 'volume'),
'quoteVolume': this.safeFloat(ticker, 'quoteVolume'),
'info': ticker
};
}
fetchTicker(symbol, params = {}) {
var _this4 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this4.loadMarkets();
let market = _this4.market(symbol);
let response = yield _this4.publicGetTicker24hr(_this4.extend({
'symbol': market['id']
}, params));
return _this4.parseTicker(response, market);
})();
}
fetchTickers(symbols = undefined, params = {}) {
var _this5 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this5.loadMarkets();
let rawTickers = yield _this5.publicGetTicker24hr(params);
let tickers = [];
for (let i = 0; i < rawTickers.length; i++) {
tickers.push(_this5.parseTicker(rawTickers[i]));
}
let tickersBySymbol = _this5.indexBy(tickers, 'symbol');
// return all of them if no symbols were passed in the first argument
if (!symbols) return tickersBySymbol;
// otherwise filter by symbol
let result = {};
for (let i = 0; i < symbols.length; i++) {
let symbol = symbols[i];
if (symbol in tickersBySymbol) result[symbol] = tickersBySymbol[symbol];
}
return result;
})();
}
parseOHLCV(ohlcv, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
return [ohlcv[0], parseFloat(ohlcv[1]), parseFloat(ohlcv[2]), parseFloat(ohlcv[3]), parseFloat(ohlcv[4]), parseFloat(ohlcv[5])];
}
fetchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
var _this6 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this6.loadMarkets();
let market = _this6.market(symbol);
let request = {
'symbol': market['id'],
'interval': _this6.timeframes[timeframe]
};
request['limit'] = limit ? limit : 500; // default == max == 500
if (since) request['startTime'] = since;
let response = yield _this6.publicGetKlines(_this6.extend(request, params));
return _this6.parseOHLCVs(response, market, timeframe, since, limit);
})();
}
parseTrade(trade, market = undefined) {
let timestampField = 'T' in trade ? 'T' : 'time';
let timestamp = trade[timestampField];
let priceField = 'p' in trade ? 'p' : 'price';
let price = parseFloat(trade[priceField]);
let amountField = 'q' in trade ? 'q' : 'qty';
let amount = parseFloat(trade[amountField]);
let idField = 'a' in trade ? 'a' : 'id';
let id = trade[idField].toString();
let side = undefined;
let order = undefined;
if ('orderId' in trade) order = trade['orderId'].toString();
if ('m' in trade) {
side = trade['m'] ? 'sell' : 'buy'; // this is reversed intentionally
} else {
side = trade['isBuyer'] ? 'buy' : 'sell'; // this is a true side
}
let fee = undefined;
if ('commission' in trade) {
fee = {
'cost': parseFloat(trade['commission']),
'currency': this.commonCurrencyCode(trade['commissionAsset'])
};
}
return {
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': market['symbol'],
'id': id,
'order': order,
'type': undefined,
'side': side,
'price': price,
'cost': price * amount,
'amount': amount,
'fee': fee
};
}
fetchTrades(symbol, since = undefined, limit = undefined, params = {}) {
var _this7 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this7.loadMarkets();
let market = _this7.market(symbol);
let request = {
'symbol': market['id']
};
if (since) {
request['startTime'] = since;
request['endTime'] = since + 86400000;
}
if (limit) request['limit'] = limit;
// 'fromId': 123, // ID to get aggregate trades from INCLUSIVE.
// 'startTime': 456, // Timestamp in ms to get aggregate trades from INCLUSIVE.
// 'endTime': 789, // Timestamp in ms to get aggregate trades until INCLUSIVE.
// 'limit': 500, // default = maximum = 500
let response = yield _this7.publicGetAggTrades(_this7.extend(request, params));
return _this7.parseTrades(response, market, since, limit);
})();
}
parseOrderStatus(status) {
if (status == 'NEW') return 'open';
if (status == 'PARTIALLY_FILLED') return 'open';
if (status == 'FILLED') return 'closed';
if (status == 'CANCELED') return 'canceled';
return status.toLowerCase();
}
parseOrder(order, market = undefined) {
let status = this.parseOrderStatus(order['status']);
let symbol = undefined;
if (market) {
symbol = market['symbol'];
} else {
let id = order['symbol'];
if (id in this.markets_by_id) {
market = this.markets_by_id[id];
symbol = market['symbol'];
}
}
let timestamp = order['time'];
let price = parseFloat(order['price']);
let amount = parseFloat(order['origQty']);
let filled = this.safeFloat(order, 'executedQty', 0.0);
let remaining = Math.max(amount - filled, 0.0);
let result = {
'info': order,
'id': order['orderId'].toString(),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': symbol,
'type': order['type'].toLowerCase(),
'side': order['side'].toLowerCase(),
'price': price,
'amount': amount,
'cost': price * amount,
'filled': filled,
'remaining': remaining,
'status': status,
'fee': undefined
};
return result;
}
createOrder(symbol, type, side, amount, price = undefined, params = {}) {
var _this8 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this8.loadMarkets();
let market = _this8.market(symbol);
let order = {
'symbol': market['id'],
'quantity': _this8.amountToPrecision(symbol, amount),
'type': type.toUpperCase(),
'side': side.toUpperCase()
};
if (type == 'limit') {
order = _this8.extend(order, {
'price': _this8.priceToPrecision(symbol, price),
'timeInForce': 'GTC' // 'GTC' = Good To Cancel (default), 'IOC' = Immediate Or Cancel
});
}
let response = yield _this8.privatePostOrder(_this8.extend(order, params));
return {
'info': response,
'id': response['orderId'].toString()
};
})();
}
fetchOrder(id, symbol = undefined, params = {}) {
var _this9 = this;
return (0, _asyncToGenerator3.default)(function* () {
if (!symbol) throw new ExchangeError(_this9.id + ' fetchOrder requires a symbol param');
yield _this9.loadMarkets();
let market = _this9.market(symbol);
let response = yield _this9.privateGetOrder(_this9.extend({
'symbol': market['id'],
'orderId': parseInt(id)
}, params));
return _this9.parseOrder(response, market);
})();
}
fetchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
var _this10 = this;
return (0, _asyncToGenerator3.default)(function* () {
if (!symbol) throw new ExchangeError(_this10.id + ' fetchOrders requires a symbol param');
yield _this10.loadMarkets();
let market = _this10.market(symbol);
let request = {
'symbol': market['id']
};
if (limit) request['limit'] = limit;
let response = yield _this10.privateGetAllOrders(_this10.extend(request, params));
return _this10.parseOrders(response, market, since, limit);
})();
}
fetchOpenOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
var _this11 = this;
return (0, _asyncToGenerator3.default)(function* () {
if (!symbol) throw new ExchangeError(_this11.id + ' fetchOpenOrders requires a symbol param');
yield _this11.loadMarkets();
let market = _this11.market(symbol);
let response = yield _this11.privateGetOpenOrders(_this11.extend({
'symbol': market['id']
}, params));
return _this11.parseOrders(response, market, since, limit);
})();
}
cancelOrder(id, symbol = undefined, params = {}) {
var _this12 = this;
return (0, _asyncToGenerator3.default)(function* () {
if (!symbol) throw new ExchangeError(_this12.id + ' cancelOrder requires a symbol param');
yield _this12.loadMarkets();
let market = _this12.market(symbol);
let response = undefined;
try {
response = yield _this12.privateDeleteOrder(_this12.extend({
'symbol': market['id'],
'orderId': parseInt(id)
// 'origClientOrderId': id,
}, params));
} catch (e) {
if (_this12.last_http_response.indexOf('UNKNOWN_ORDER') >= 0) throw new OrderNotFound(_this12.id + ' cancelOrder() error: ' + _this12.last_http_response);
throw e;
}
return response;
})();
}
nonce() {
return this.milliseconds();
}
fetchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
var _this13 = this;
return (0, _asyncToGenerator3.default)(function* () {
if (!symbol) throw new ExchangeError(_this13.id + ' fetchMyTrades requires a symbol');
yield _this13.loadMarkets();
let market = _this13.market(symbol);
let request = {
'symbol': market['id']
};
if (limit) request['limit'] = limit;
let response = yield _this13.privateGetMyTrades(_this13.extend(request, params));
return _this13.parseTrades(response, market, since, limit);
})();
}
commonCurrencyCode(currency) {
if (currency == 'BCC') return 'BCH';
return currency;
}
currencyId(currency) {
if (currency == 'BCH') return 'BCC';
return currency;
}
fetchDepositAddress(currency, params = {}) {
var _this14 = this;
return (0, _asyncToGenerator3.default)(function* () {
let response = yield _this14.wapiGetDepositAddress(_this14.extend({
'asset': _this14.currencyId(currency),
'recvWindow': 10000000
}, params));
if ('success' in response) {
if (response['success']) {
let address = _this14.safeString(response, 'address');
return {
'currency': currency,
'address': address,
'status': 'ok',
'info': response
};
}
}
throw new ExchangeError(_this14.id + ' fetchDepositAddress failed: ' + _this14.last_http_response);
})();
}
withdraw(currency, amount, address, params = {}) {
var _this15 = this;
return (0, _asyncToGenerator3.default)(function* () {
let response = yield _this15.wapiPostWithdraw(_this15.extend({
'asset': _this15.currencyId(currency),
'address': address,
'amount': parseFloat(amount),
'recvWindow': 10000000
}, params));
return {
'info': response,
'id': undefined
};
})();
}
sign(path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let url = this.urls['api'][api];
url += '/' + path;
if (api == 'wapi') url += '.html';
if (api == 'private' || api == 'wapi') {
this.checkRequiredCredentials();
let nonce = this.milliseconds();
let query = this.urlencode(this.extend({ 'timestamp': nonce }, params));
let signature = this.hmac(this.encode(query), this.encode(this.secret));
query += '&' + 'signature=' + signature;
headers = {
'X-MBX-APIKEY': this.apiKey
};
if (method == 'GET' || api == 'wapi') {
url += '?' + query;
} else {
body = query;
headers['Content-Type'] = 'application/x-www-form-urlencoded';
}
} else {
if ((0, _keys2.default)(params).length) url += '?' + this.urlencode(params);
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors(code, reason, url, method, headers, body) {
if (code >= 400) {
if (code == 418) throw new DDoSProtection(this.id + ' ' + code.toString() + ' ' + reason + ' ' + body);
if (body.indexOf('MIN_NOTIONAL') >= 0) throw new InvalidOrder(this.id + ' order cost = amount * price should be > 0.001 BTC ' + body);
if (body.indexOf('LOT_SIZE') >= 0) throw new InvalidOrder(this.id + ' order amount should be evenly divisible by lot size, use this.amountToLots (symbol, amount) ' + body);
if (body.indexOf('PRICE_FILTER') >= 0) throw new InvalidOrder(this.id + ' order price exceeds allowed price precision or invalid, use this.priceToPrecision (symbol, amount) ' + body);
if (body.indexOf('Order does not exist') >= 0) throw new OrderNotFound(this.id + ' ' + body);
}
}
request(path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
var _this16 = this;
return (0, _asyncToGenerator3.default)(function* () {
let response = yield _this16.fetch2(path, api, method, params, headers, body);
if ('code' in response) {
if (response['code'] < 0) {
if (response['code'] == -2010) throw new InsufficientFunds(_this16.id + ' ' + _this16.json(response));
if (response['code'] == -2011) throw new OrderNotFound(_this16.id + ' ' + _this16.json(response));
throw new ExchangeError(_this16.id + ' ' + _this16.json(response));
}
}
return response;
})();
}
};