ccxt-compiled
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 90+ exchanges
454 lines (412 loc) • 17.5 kB
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, AuthenticationError } = require('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class cex extends Exchange {
describe() {
return this.deepExtend(super.describe(), {
'id': 'cex',
'name': 'CEX.IO',
'countries': ['GB', 'EU', 'CY', 'RU'],
'rateLimit': 1500,
'hasCORS': true,
'hasFetchTickers': true,
'hasFetchOHLCV': true,
'hasFetchOpenOrders': true,
'timeframes': {
'1m': '1m'
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27766442-8ddc33b0-5ed8-11e7-8b98-f786aef0f3c9.jpg',
'api': 'https://cex.io/api',
'www': 'https://cex.io',
'doc': 'https://cex.io/cex-api'
},
'requiredCredentials': {
'apiKey': true,
'secret': true,
'uid': true
},
'api': {
'public': {
'get': ['currency_limits/', 'last_price/{pair}/', 'last_prices/{currencies}/', 'ohlcv/hd/{yyyymmdd}/{pair}', 'order_book/{pair}/', 'ticker/{pair}/', 'tickers/{currencies}/', 'trade_history/{pair}/'],
'post': ['convert/{pair}', 'price_stats/{pair}']
},
'private': {
'post': ['active_orders_status/', 'archived_orders/{pair}/', 'balance/', 'cancel_order/', 'cancel_orders/{pair}/', 'cancel_replace_order/{pair}/', 'close_position/{pair}/', 'get_address/', 'get_myfee/', 'get_order/', 'get_order_tx/', 'open_orders/{pair}/', 'open_orders/', 'open_position/{pair}/', 'open_positions/{pair}/', 'place_order/{pair}/']
}
},
'fees': {
'trading': {
'maker': 0,
'taker': 0.2 / 100
}
}
});
}
fetchMarkets() {
var _this = this;
return (0, _asyncToGenerator3.default)(function* () {
let markets = yield _this.publicGetCurrencyLimits();
let result = [];
for (let p = 0; p < markets['data']['pairs'].length; p++) {
let market = markets['data']['pairs'][p];
let id = market['symbol1'] + '/' + market['symbol2'];
let symbol = id;
let [base, quote] = symbol.split('/');
result.push({
'id': id,
'info': market,
'symbol': symbol,
'base': base,
'quote': quote,
'precision': {
'price': _this.precisionFromString(market['minPrice']),
'amount': -1 * (0, _log2.default)(market['minLotSize'])
},
'limits': {
'amount': {
'min': market['minLotSize'],
'max': market['maxLotSize']
},
'price': {
'min': parseFloat(market['minPrice']),
'max': parseFloat(market['maxPrice'])
},
'cost': {
'min': market['minLotSizeS2'],
'max': undefined
}
}
});
}
return result;
})();
}
fetchBalance(params = {}) {
var _this2 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this2.loadMarkets();
let response = yield _this2.privatePostBalance();
let result = { 'info': response };
let ommited = ['username', 'timestamp'];
let balances = _this2.omit(response, ommited);
let currencies = (0, _keys2.default)(balances);
for (let i = 0; i < currencies.length; i++) {
let currency = currencies[i];
if (currency in balances) {
let account = {
'free': _this2.safeFloat(balances[currency], 'available', 0.0),
'used': _this2.safeFloat(balances[currency], 'orders', 0.0),
'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 orderbook = yield _this3.publicGetOrderBookPair(_this3.extend({
'pair': _this3.marketId(symbol)
}, params));
let timestamp = orderbook['timestamp'] * 1000;
return _this3.parseOrderBook(orderbook, timestamp);
})();
}
parseOHLCV(ohlcv, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
return [ohlcv[0] * 1000, ohlcv[1], ohlcv[2], ohlcv[3], ohlcv[4], ohlcv[5]];
}
fetchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
var _this4 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this4.loadMarkets();
let market = _this4.market(symbol);
if (!since) since = _this4.milliseconds() - 86400000; // yesterday
let ymd = _this4.Ymd(since);
ymd = ymd.split('-');
ymd = ymd.join('');
let request = {
'pair': market['id'],
'yyyymmdd': ymd
};
let response = yield _this4.publicGetOhlcvHdYyyymmddPair(_this4.extend(request, params));
let key = 'data' + _this4.timeframes[timeframe];
let ohlcvs = JSON.parse(response[key]);
return _this4.parseOHLCVs(ohlcvs, market, timeframe, since, limit);
})();
}
parseTicker(ticker, market = undefined) {
let timestamp = undefined;
let iso8601 = undefined;
if ('timestamp' in ticker) {
timestamp = parseInt(ticker['timestamp']) * 1000;
iso8601 = this.iso8601(timestamp);
}
let volume = this.safeFloat(ticker, 'volume');
let high = this.safeFloat(ticker, 'high');
let low = this.safeFloat(ticker, 'low');
let bid = this.safeFloat(ticker, 'bid');
let ask = this.safeFloat(ticker, 'ask');
let last = this.safeFloat(ticker, 'last');
let symbol = undefined;
if (market) symbol = market['symbol'];
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': iso8601,
'high': high,
'low': low,
'bid': bid,
'ask': ask,
'vwap': undefined,
'open': undefined,
'close': undefined,
'first': undefined,
'last': last,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': volume,
'quoteVolume': undefined,
'info': ticker
};
}
fetchTickers(symbols = undefined, params = {}) {
var _this5 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this5.loadMarkets();
let currencies = (0, _keys2.default)(_this5.currencies);
let response = yield _this5.publicGetTickersCurrencies(_this5.extend({
'currencies': currencies.join('/')
}, params));
let tickers = response['data'];
let result = {};
for (let t = 0; t < tickers.length; t++) {
let ticker = tickers[t];
let symbol = ticker['pair'].replace(':', '/');
let market = _this5.markets[symbol];
result[symbol] = _this5.parseTicker(ticker, market);
}
return result;
})();
}
fetchTicker(symbol, params = {}) {
var _this6 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this6.loadMarkets();
let market = _this6.market(symbol);
let ticker = yield _this6.publicGetTickerPair(_this6.extend({
'pair': market['id']
}, params));
return _this6.parseTicker(ticker, market);
})();
}
parseTrade(trade, market = undefined) {
let timestamp = parseInt(trade['date']) * 1000;
return {
'info': trade,
'id': trade['tid'],
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': market['symbol'],
'type': undefined,
'side': trade['type'],
'price': parseFloat(trade['price']),
'amount': parseFloat(trade['amount'])
};
}
fetchTrades(symbol, since = undefined, limit = undefined, params = {}) {
var _this7 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this7.loadMarkets();
let market = _this7.market(symbol);
let response = yield _this7.publicGetTradeHistoryPair(_this7.extend({
'pair': market['id']
}, params));
return _this7.parseTrades(response, market, since, limit);
})();
}
createOrder(symbol, type, side, amount, price = undefined, params = {}) {
var _this8 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this8.loadMarkets();
let order = {
'pair': _this8.marketId(symbol),
'type': side,
'amount': amount
};
if (type == 'limit') {
order['price'] = price;
} else {
// for market buy CEX.io requires the amount of quote currency to spend
if (side == 'buy') {
if (!price) {
throw new InvalidOrder('For market buy orders ' + _this8.id + " requires the amount of quote currency to spend, to calculate proper costs call createOrder (symbol, 'market', 'buy', amount, price)");
}
order['amount'] = amount * price;
}
order['order_type'] = type;
}
let response = yield _this8.privatePostPlaceOrderPair(_this8.extend(order, params));
return {
'info': response,
'id': response['id']
};
})();
}
cancelOrder(id, symbol = undefined, params = {}) {
var _this9 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this9.loadMarkets();
return yield _this9.privatePostCancelOrder({ 'id': id });
})();
}
parseOrder(order, market = undefined) {
let timestamp = parseInt(order['time']);
let symbol = undefined;
if (!market) {
let symbol = order['symbol1'] + '/' + order['symbol2'];
if (symbol in this.markets) market = this.market(symbol);
}
let status = order['status'];
if (status == 'a') {
status = 'open'; // the unified status
} else if (status == 'cd') {
status = 'canceled';
} else if (status == 'c') {
status = 'canceled';
} else if (status == 'd') {
status = 'closed';
}
let price = this.safeFloat(order, 'price');
let amount = this.safeFloat(order, 'amount');
let remaining = this.safeFloat(order, 'pending');
if (!remaining) remaining = this.safeFloat(order, 'remains');
let filled = amount - remaining;
let fee = undefined;
let cost = undefined;
if (market) {
symbol = market['symbol'];
cost = this.safeFloat(order, 'ta:' + market['quote']);
let baseFee = 'fa:' + market['base'];
let quoteFee = 'fa:' + market['quote'];
let feeRate = this.safeFloat(order, 'tradingFeeMaker');
if (!feeRate) feeRate = this.safeFloat(order, 'tradingFeeTaker', feeRate);
if (feeRate) feeRate /= 100.0; // convert to mathematically-correct percentage coefficients: 1.0 = 100%
if (baseFee in order) {
fee = {
'currency': market['base'],
'rate': feeRate,
'cost': this.safeFloat(order, baseFee)
};
} else if (quoteFee in order) {
fee = {
'currency': market['quote'],
'rate': feeRate,
'cost': this.safeFloat(order, quoteFee)
};
}
}
if (!cost) cost = price * filled;
return {
'id': order['id'],
'datetime': this.iso8601(timestamp),
'timestamp': timestamp,
'status': status,
'symbol': symbol,
'type': undefined,
'side': order['type'],
'price': price,
'cost': cost,
'amount': amount,
'filled': filled,
'remaining': remaining,
'trades': undefined,
'fee': fee,
'info': order
};
}
fetchOpenOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
var _this10 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this10.loadMarkets();
let request = {};
let method = 'privatePostOpenOrders';
let market = undefined;
if (symbol) {
market = _this10.market(symbol);
request['pair'] = market['id'];
method += 'Pair';
}
let orders = yield _this10[method](_this10.extend(request, params));
for (let i = 0; i < orders.length; i++) {
orders[i] = _this10.extend(orders[i], { 'status': 'open' });
}
return _this10.parseOrders(orders, market, since, limit);
})();
}
fetchOrder(id, symbol = undefined, params = {}) {
var _this11 = this;
return (0, _asyncToGenerator3.default)(function* () {
yield _this11.loadMarkets();
let response = yield _this11.privatePostGetOrder(_this11.extend({
'id': id.toString()
}, params));
return _this11.parseOrder(response);
})();
}
nonce() {
return this.milliseconds();
}
sign(path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let url = this.urls['api'] + '/' + this.implodeParams(path, params);
let query = this.omit(params, this.extractParams(path));
if (api == 'public') {
if ((0, _keys2.default)(query).length) url += '?' + this.urlencode(query);
} else {
this.checkRequiredCredentials();
let nonce = this.nonce().toString();
let auth = nonce + this.uid + this.apiKey;
let signature = this.hmac(this.encode(auth), this.encode(this.secret));
body = this.urlencode(this.extend({
'key': this.apiKey,
'signature': signature.toUpperCase(),
'nonce': nonce
}, query));
headers = {
'Content-Type': 'application/x-www-form-urlencoded'
};
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
request(path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
var _this12 = this;
return (0, _asyncToGenerator3.default)(function* () {
let response = yield _this12.fetch2(path, api, method, params, headers, body);
if (!response) {
throw new ExchangeError(_this12.id + ' returned ' + _this12.json(response));
} else if (response == true) {
return response;
} else if ('e' in response) {
if ('ok' in response) if (response['ok'] == 'ok') return response;
throw new ExchangeError(_this12.id + ' ' + _this12.json(response));
} else if ('error' in response) {
if (response['error']) throw new ExchangeError(_this12.id + ' ' + _this12.json(response));
}
return response;
})();
}
};