ccxt-compiled
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 90+ exchanges
382 lines (348 loc) • 16 kB
JavaScript
;
// ---------------------------------------------------------------------------
var _keys = require('babel-runtime/core-js/object/keys');
var _keys2 = _interopRequireDefault(_keys);
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 } = require('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class bitmex extends Exchange {
describe() {
return this.deepExtend(super.describe(), {
'id': 'bitmex',
'name': 'BitMEX',
'countries': 'SC', // Seychelles
'version': 'v1',
'userAgent': undefined,
'rateLimit': 1500,
'hasCORS': false,
'hasFetchOHLCV': true,
'hasWithdraw': true,
'timeframes': {
'1m': '1m',
'5m': '5m',
'1h': '1h',
'1d': '1d'
},
'urls': {
'test': 'https://testnet.bitmex.com',
'logo': 'https://user-images.githubusercontent.com/1294454/27766319-f653c6e6-5ed4-11e7-933d-f0bc3699ae8f.jpg',
'api': 'https://www.bitmex.com',
'www': 'https://www.bitmex.com',
'doc': ['https://www.bitmex.com/app/apiOverview', 'https://github.com/BitMEX/api-connectors/tree/master/official-http']
},
'api': {
'public': {
'get': ['announcement', 'announcement/urgent', 'funding', 'instrument', 'instrument/active', 'instrument/activeAndIndices', 'instrument/activeIntervals', 'instrument/compositeIndex', 'instrument/indices', 'insurance', 'leaderboard', 'liquidation', 'orderBook', 'orderBook/L2', 'quote', 'quote/bucketed', 'schema', 'schema/websocketHelp', 'settlement', 'stats', 'stats/history', 'trade', 'trade/bucketed']
},
'private': {
'get': ['apiKey', 'chat', 'chat/channels', 'chat/connected', 'execution', 'execution/tradeHistory', 'notification', 'order', 'position', 'user', 'user/affiliateStatus', 'user/checkReferralCode', 'user/commission', 'user/depositAddress', 'user/margin', 'user/minWithdrawalFee', 'user/wallet', 'user/walletHistory', 'user/walletSummary'],
'post': ['apiKey', 'apiKey/disable', 'apiKey/enable', 'chat', 'order', 'order/bulk', 'order/cancelAllAfter', 'order/closePosition', 'position/isolate', 'position/leverage', 'position/riskLimit', 'position/transferMargin', 'user/cancelWithdrawal', 'user/confirmEmail', 'user/confirmEnableTFA', 'user/confirmWithdrawal', 'user/disableTFA', 'user/logout', 'user/logoutAll', 'user/preferences', 'user/requestEnableTFA', 'user/requestWithdrawal'],
'put': ['order', 'order/bulk', 'user'],
'delete': ['apiKey', 'order', 'order/all']
}
}
});
}
fetchMarkets() {
var _this = this;
return (0, _asyncToGenerator3.default)(function* () {
let markets = yield _this.publicGetInstrumentActiveAndIndices();
let result = [];
for (let p = 0; p < markets.length; p++) {
let market = markets[p];
let active = market['state'] != 'Unlisted';
let id = market['symbol'];
let base = market['underlying'];
let quote = market['quoteCurrency'];
let type = undefined;
let future = false;
let prediction = false;
let basequote = base + quote;
base = _this.commonCurrencyCode(base);
quote = _this.commonCurrencyCode(quote);
let swap = id == basequote;
let symbol = id;
if (swap) {
type = 'swap';
symbol = base + '/' + quote;
} else if (id.indexOf('B_') >= 0) {
prediction = true;
type = 'prediction';
} else {
future = true;
type = 'future';
}
let maker = market['makerFee'];
let taker = market['takerFee'];
result.push({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'active': active,
'taker': taker,
'maker': maker,
'type': type,
'spot': false,
'swap': swap,
'future': future,
'prediction': prediction,
'info': market
});
}
return result;
})();
}
fetchBalance(params = {}) {
var _this2 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this2.loadMarkets();
let response = yield _this2.privateGetUserMargin({ 'currency': 'all' });
let result = { 'info': response };
for (let b = 0; b < response.length; b++) {
let balance = response[b];
let currency = balance['currency'].toUpperCase();
currency = _this2.commonCurrencyCode(currency);
let account = {
'free': balance['availableMargin'],
'used': 0.0,
'total': balance['amount']
};
if (currency == 'BTC') {
account['free'] = account['free'] * 0.00000001;
account['total'] = account['total'] * 0.00000001;
}
account['used'] = account['total'] - account['free'];
result[currency] = account;
}
return _this2.parseBalance(result);
})();
}
fetchOrderBook(symbol, params = {}) {
var _this3 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this3.loadMarkets();
let orderbook = yield _this3.publicGetOrderBookL2(_this3.extend({
'symbol': _this3.marketId(symbol)
}, params));
let timestamp = _this3.milliseconds();
let result = {
'bids': [],
'asks': [],
'timestamp': timestamp,
'datetime': _this3.iso8601(timestamp)
};
for (let o = 0; o < orderbook.length; o++) {
let order = orderbook[o];
let side = order['side'] == 'Sell' ? 'asks' : 'bids';
let amount = order['size'];
let price = order['price'];
result[side].push([price, amount]);
}
result['bids'] = _this3.sortBy(result['bids'], 0, true);
result['asks'] = _this3.sortBy(result['asks'], 0);
return result;
})();
}
fetchTicker(symbol, params = {}) {
var _this4 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this4.loadMarkets();
let market = _this4.market(symbol);
if (!market['active']) throw new ExchangeError(_this4.id + ': symbol ' + symbol + ' is delisted');
let request = _this4.extend({
'symbol': market['id'],
'binSize': '1d',
'partial': true,
'count': 1,
'reverse': true
}, params);
let quotes = yield _this4.publicGetQuoteBucketed(request);
let quotesLength = quotes.length;
let quote = quotes[quotesLength - 1];
let tickers = yield _this4.publicGetTradeBucketed(request);
let ticker = tickers[0];
let timestamp = _this4.milliseconds();
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': _this4.iso8601(timestamp),
'high': parseFloat(ticker['high']),
'low': parseFloat(ticker['low']),
'bid': parseFloat(quote['bidPrice']),
'ask': parseFloat(quote['askPrice']),
'vwap': parseFloat(ticker['vwap']),
'open': undefined,
'close': parseFloat(ticker['close']),
'first': undefined,
'last': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': parseFloat(ticker['homeNotional']),
'quoteVolume': parseFloat(ticker['foreignNotional']),
'info': ticker
};
})();
}
parseOHLCV(ohlcv, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
let timestamp = this.parse8601(ohlcv['timestamp']);
return [timestamp, ohlcv['open'], ohlcv['high'], ohlcv['low'], ohlcv['close'], ohlcv['volume']];
}
fetchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
var _this5 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this5.loadMarkets();
// send JSON key/value pairs, such as {"key": "value"}
// filter by individual fields and do advanced queries on timestamps
// let filter = { 'key': 'value' };
// send a bare series (e.g. XBU) to nearest expiring contract in that series
// you can also send a timeframe, e.g. XBU:monthly
// timeframes: daily, weekly, monthly, quarterly, and biquarterly
let market = _this5.market(symbol);
let request = {
'symbol': market['id'],
'binSize': _this5.timeframes[timeframe],
'partial': true // true == include yet-incomplete current bins
// 'filter': filter, // filter by individual fields and do advanced queries
// 'columns': [], // will return all columns if omitted
// 'start': 0, // starting point for results (wtf?)
// 'reverse': false, // true == newest first
// 'endTime': '', // ending date filter for results
};
if (since) {
let ymdhms = _this5.YmdHMS(since);
let ymdhm = ymdhms.slice(0, 16);
request['startTime'] = ymdhm; // starting date filter for results
}
if (limit) request['count'] = limit; // default 100
let response = yield _this5.publicGetTradeBucketed(_this5.extend(request, params));
return _this5.parseOHLCVs(response, market, timeframe, since, limit);
})();
}
parseTrade(trade, market = undefined) {
let timestamp = this.parse8601(trade['timestamp']);
let symbol = undefined;
if (!market) {
if ('symbol' in trade) market = this.markets_by_id[trade['symbol']];
}
if (market) symbol = market['symbol'];
return {
'id': trade['trdMatchID'],
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': symbol,
'order': undefined,
'type': undefined,
'side': trade['side'].toLowerCase(),
'price': trade['price'],
'amount': trade['size']
};
}
fetchTrades(symbol, since = undefined, limit = undefined, params = {}) {
var _this6 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this6.loadMarkets();
let market = _this6.market(symbol);
let response = yield _this6.publicGetTrade(_this6.extend({
'symbol': market['id']
}, params));
return _this6.parseTrades(response, market, since, limit);
})();
}
createOrder(symbol, type, side, amount, price = undefined, params = {}) {
var _this7 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this7.loadMarkets();
let order = {
'symbol': _this7.marketId(symbol),
'side': _this7.capitalize(side),
'orderQty': amount,
'ordType': _this7.capitalize(type)
};
if (type == 'limit') order['price'] = price;
let response = yield _this7.privatePostOrder(_this7.extend(order, params));
return {
'info': response,
'id': response['orderID']
};
})();
}
cancelOrder(id, symbol = undefined, params = {}) {
var _this8 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this8.loadMarkets();
return yield _this8.privateDeleteOrder({ 'orderID': id });
})();
}
isFiat(currency) {
if (currency == 'EUR') return true;
if (currency == 'PLN') return true;
return false;
}
withdraw(currency, amount, address, params = {}) {
var _this9 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this9.loadMarkets();
if (currency != 'BTC') throw new ExchangeError(_this9.id + ' supoprts BTC withdrawals only, other currencies coming soon...');
let request = {
'currency': 'XBt', // temporarily
'amount': amount,
'address': address
// 'otpToken': '123456', // requires if two-factor auth (OTP) is enabled
// 'fee': 0.001, // bitcoin network fee
};
let response = yield _this9.privatePostUserRequestWithdrawal(_this9.extend(request, params));
return {
'info': response,
'id': response['transactID']
};
})();
}
handleErrors(code, reason, url, method, headers, body) {
if (code >= 400) {
if (body) {
if (body[0] == "{") {
let response = JSON.parse(body);
if ('error' in response) {
if ('message' in response['error']) {
throw new ExchangeError(this.id + ' ' + this.json(response));
}
}
}
throw new ExchangeError(this.id + ' ' + body);
}
throw new ExchangeError(this.id + ' returned an empty response');
}
}
nonce() {
return this.milliseconds();
}
sign(path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let query = '/api' + '/' + this.version + '/' + path;
if ((0, _keys2.default)(params).length) query += '?' + this.urlencode(params);
let url = this.urls['api'] + query;
if (api == 'private') {
this.checkRequiredCredentials();
let nonce = this.nonce().toString();
let auth = method + query + nonce;
if (method == 'POST') {
if ((0, _keys2.default)(params).length) {
body = this.json(params);
auth += body;
}
}
headers = {
'Content-Type': 'application/json',
'api-nonce': nonce,
'api-key': this.apiKey,
'api-signature': this.hmac(this.encode(auth), this.encode(this.secret))
};
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
};