ccxt-js
Version:
The node.js portion of original ccxt cryptocurrency trading library with support for 100+ exchanges. It reduces the size of the library from 40MB to 8MB
539 lines (513 loc) • 20.2 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, ExchangeNotAvailable, InsufficientFunds, InvalidOrder, DDoSProtection, InvalidNonce, AuthenticationError, NotSupported } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class fcoin extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'fcoin',
'name': 'FCoin',
'countries': 'CN',
'rateLimit': 2000,
'userAgent': this.userAgents['chrome39'],
'version': 'v2',
'accounts': undefined,
'accountsById': undefined,
'hostname': 'api.fcoin.com',
'has': {
'CORS': false,
'fetchDepositAddress': false,
'fetchOHCLV': false,
'fetchOpenOrders': true,
'fetchClosedOrders': true,
'fetchOrder': true,
'fetchOrders': true,
'fetchOrderBook': true,
'fetchOrderBooks': false,
'fetchTradingLimits': false,
'withdraw': false,
'fetchCurrencies': false,
},
'timeframes': {
'1m': 'M1',
'3m': 'M3',
'5m': 'M5',
'15m': 'M15',
'30m': 'M30',
'1h': 'H1',
'1d': 'D1',
'1w': 'W1',
'1M': 'MN',
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/42244210-c8c42e1e-7f1c-11e8-8710-a5fb63b165c4.jpg',
'api': 'https://api.fcoin.com',
'www': 'https://www.fcoin.com',
'referral': 'https://www.fcoin.com/i/Z5P7V',
'doc': 'https://developer.fcoin.com',
'fees': 'https://support.fcoin.com/hc/en-us/articles/360003715514-Trading-Rules',
},
'api': {
'market': {
'get': [
'ticker/{symbol}',
'depth/{level}/{symbol}',
'trades/{symbol}',
'candles/{timeframe}/{symbol}',
],
},
'public': {
'get': [
'symbols',
'currencies',
'server-time',
],
},
'private': {
'get': [
'accounts/balance',
'orders',
'orders/{order_id}',
'orders/{order_id}/match-results', // check order result
],
'post': [
'orders',
'orders/{order_id}/submit-cancel', // cancel order
],
},
},
'fees': {
'trading': {
'tierBased': false,
'percentage': true,
'maker': 0.001,
'taker': 0.001,
},
},
'limits': {
'amount': { 'min': 0.01, 'max': 100000 },
},
'options': {
'limits': {
'BTM/USDT': { 'amount': { 'min': 0.1, 'max': 10000000 }},
'ETC/USDT': { 'amount': { 'min': 0.001, 'max': 400000 }},
'ETH/USDT': { 'amount': { 'min': 0.001, 'max': 10000 }},
'LTC/USDT': { 'amount': { 'min': 0.001, 'max': 40000 }},
'BCH/USDT': { 'amount': { 'min': 0.001, 'max': 5000 }},
'BTC/USDT': { 'amount': { 'min': 0.001, 'max': 1000 }},
'ICX/ETH': { 'amount': { 'min': 0.01, 'max': 3000000 }},
'OMG/ETH': { 'amount': { 'min': 0.01, 'max': 500000 }},
'FT/USDT': { 'amount': { 'min': 1, 'max': 10000000 }},
'ZIL/ETH': { 'amount': { 'min': 1, 'max': 10000000 }},
'ZIP/ETH': { 'amount': { 'min': 1, 'max': 10000000 }},
'FT/BTC': { 'amount': { 'min': 1, 'max': 10000000 }},
'FT/ETH': { 'amount': { 'min': 1, 'max': 10000000 }},
},
},
'exceptions': {
'400': NotSupported, // Bad Request
'401': AuthenticationError,
'405': NotSupported,
'429': DDoSProtection, // Too Many Requests, exceed api request limit
'1002': ExchangeNotAvailable, // System busy
'1016': InsufficientFunds,
'3008': InvalidOrder,
'6004': InvalidNonce,
'6005': AuthenticationError, // Illegal API Signature
},
});
}
async fetchMarkets () {
let response = await this.publicGetSymbols ();
let result = [];
let markets = response['data'];
for (let i = 0; i < markets.length; i++) {
let market = markets[i];
let id = market['name'];
let baseId = market['base_currency'];
let quoteId = market['quote_currency'];
let base = baseId.toUpperCase ();
base = this.commonCurrencyCode (base);
let quote = quoteId.toUpperCase ();
quote = this.commonCurrencyCode (quote);
let symbol = base + '/' + quote;
let precision = {
'price': market['price_decimal'],
'amount': market['amount_decimal'],
};
let limits = {
'price': {
'min': Math.pow (10, -precision['price']),
'max': Math.pow (10, precision['price']),
},
};
if (symbol in this.options['limits']) {
limits = this.extend (this.options['limits'][symbol], limits);
}
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'active': true,
'precision': precision,
'limits': limits,
'info': market,
});
}
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
let response = await this.privateGetAccountsBalance (params);
let result = { 'info': response };
let balances = response['data'];
for (let i = 0; i < balances.length; i++) {
let balance = balances[i];
let currencyId = balance['currency'];
let code = currencyId.toUpperCase ();
if (currencyId in this.currencies_by_id) {
code = this.currencies_by_id[currencyId]['code'];
} else {
code = this.commonCurrencyCode (code);
}
let account = this.account ();
account['free'] = parseFloat (balance['available']);
account['total'] = parseFloat (balance['balance']);
account['used'] = parseFloat (balance['frozen']);
result[code] = account;
}
return this.parseBalance (result);
}
parseBidsAsks (orders, priceKey = 0, amountKey = 1) {
let result = [];
let length = orders.length;
let halfLength = parseInt (length / 2);
// += 2 in the for loop below won't transpile
for (let i = 0; i < halfLength; i++) {
let index = i * 2;
let priceField = this.sum (index, priceKey);
let amountField = this.sum (index, amountKey);
result.push ([
orders[priceField],
orders[amountField],
]);
}
return result;
}
async fetchOrderBook (symbol = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
if (typeof limit !== 'undefined') {
if ((limit === 20) || (limit === 100)) {
limit = 'L' + limit.toString ();
} else {
throw new ExchangeError (this.id + ' fetchOrderBook supports limit of 20, 100 or no limit. Other values are not accepted');
}
} else {
limit = 'full';
}
let request = this.extend ({
'symbol': this.marketId (symbol),
'level': limit, // L20, L100, full
}, params);
let response = await this.marketGetDepthLevelSymbol (request);
let orderbook = response['data'];
return this.parseOrderBook (orderbook, orderbook['ts'], 'bids', 'asks', 0, 1);
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let ticker = await this.marketGetTickerSymbol (this.extend ({
'symbol': market['id'],
}, params));
return this.parseTicker (ticker['data'], market);
}
parseTicker (ticker, market = undefined) {
let timestamp = undefined;
let symbol = undefined;
if (typeof market === 'undefined') {
let tickerType = this.safeString (ticker, 'type');
if (typeof tickerType !== 'undefined') {
let parts = tickerType.split ('.');
let id = parts[1];
if (id in this.markets_by_id) {
market = this.markets_by_id[id];
}
}
}
let values = ticker['ticker'];
let last = values[0];
if (typeof market !== 'undefined') {
symbol = market['symbol'];
}
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': values[7],
'low': values[8],
'bid': values[2],
'bidVolume': values[3],
'ask': values[4],
'askVolume': values[5],
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': values[9],
'quoteVolume': values[10],
'info': ticker,
};
}
parseTrade (trade, market = undefined) {
let symbol = undefined;
if (typeof market !== 'undefined') {
symbol = market['symbol'];
}
let timestamp = parseInt (trade['ts']);
let side = trade['side'].toLowerCase ();
let orderId = this.safeString (trade, 'id');
let price = this.safeFloat (trade, 'price');
let amount = this.safeFloat (trade, 'amount');
let cost = price * amount;
let fee = undefined;
return {
'id': orderId,
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'type': undefined,
'order': orderId,
'side': side,
'price': price,
'amount': amount,
'cost': cost,
'fee': fee,
};
}
async fetchTrades (symbol, since = undefined, limit = 50, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let request = {
'symbol': market['id'],
'limit': limit,
};
if (typeof since !== 'undefined') {
request['timestamp'] = parseInt (since / 1000);
}
let response = await this.marketGetTradesSymbol (this.extend (request, params));
return this.parseTrades (response['data'], market, since, limit);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
let orderType = type;
amount = this.amountToPrecision (symbol, amount);
let order = {
'symbol': this.marketId (symbol),
'amount': amount,
'side': side,
'type': orderType,
};
if (type === 'limit') {
order['price'] = this.priceToPrecision (symbol, price);
}
let result = await this.privatePostOrders (this.extend (order, params));
return result['data'];
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
return await this.privatePostOrdersOrderIdSubmitCancel (this.extend ({
'order_id': id,
}, params));
}
parseOrderStatus (status) {
const statuses = {
'submitted': 'open',
'canceled': 'canceled',
'partial_filled': 'open',
'partial_canceled': 'canceled',
'filled': 'closed',
'pending_cancel': 'canceled',
};
if (status in statuses) {
return statuses[status];
}
return status;
}
parseOrder (order, market = undefined) {
let id = order['id'];
let side = order['side'];
let status = this.parseOrderStatus (order['state']);
let symbol = undefined;
if (typeof market === 'undefined') {
let marketId = order['symbol'];
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
}
}
let orderType = order['type'];
let timestamp = parseInt (order['created_at']);
let amount = this.safeFloat (order, 'amount');
let filled = this.safeFloat (order, 'filled_amount');
let remaining = undefined;
let price = this.safeFloat (order, 'price');
let cost = undefined;
if (typeof filled !== 'undefined') {
if (typeof amount !== 'undefined') {
remaining = amount - filled;
}
if (typeof price !== 'undefined') {
cost = price * filled;
}
}
let feeCurrency = undefined;
if (typeof market !== 'undefined') {
symbol = market['symbol'];
feeCurrency = (side === 'buy') ? market['base'] : market['quote'];
}
let feeCost = this.safeFloat (order, 'fill_fees');
let result = {
'info': order,
'id': id,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'symbol': symbol,
'type': orderType,
'side': side,
'price': price,
'cost': cost,
'amount': amount,
'remaining': remaining,
'filled': filled,
'average': undefined,
'status': status,
'fee': {
'cost': feeCost,
'currency': feeCurrency,
},
'trades': undefined,
};
return result;
}
async fetchOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
let request = this.extend ({
'order_id': id,
}, params);
let response = await this.privateGetOrdersOrderId (request);
return this.parseOrder (response['data']);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
let result = await this.fetchOrders (symbol, since, limit, { 'states': 'submitted' });
return result;
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
let result = await this.fetchOrders (symbol, since, limit, { 'states': 'filled' });
return result;
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let request = {
'symbol': market['id'],
'states': 'submitted',
};
if (typeof limit !== 'undefined')
request['limit'] = limit;
let response = await this.privateGetOrders (this.extend (request, params));
return this.parseOrders (response['data'], market, since, limit);
}
parseOHLCV (ohlcv, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
return [
ohlcv['seq'],
ohlcv['open'],
ohlcv['high'],
ohlcv['low'],
ohlcv['close'],
ohlcv['base_vol'],
];
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = 100, params = {}) {
await this.loadMarkets ();
if (typeof limit === 'undefined') {
throw new ExchangeError (this.id + ' fetchOHLCV requires a limit argument');
}
let market = this.market (symbol);
let request = this.extend ({
'symbol': market['id'],
'timeframe': this.timeframes[timeframe],
'limit': limit,
}, params);
let response = await this.marketGetCandlesTimeframeSymbol (request);
return this.parseOHLCVs (response['data'], market, timeframe, since, limit);
}
nonce () {
return this.milliseconds ();
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let request = '/' + this.version + '/';
request += (api === 'private') ? '' : (api + '/');
request += this.implodeParams (path, params);
let query = this.omit (params, this.extractParams (path));
let url = this.urls['api'] + request;
if ((api === 'public') || (api === 'market')) {
if (Object.keys (query).length) {
url += '?' + this.urlencode (query);
}
} else if (api === 'private') {
this.checkRequiredCredentials ();
let timestamp = this.nonce ().toString ();
query = this.keysort (query);
if (method === 'GET') {
if (Object.keys (query).length) {
url += '?' + this.urlencode (query);
}
}
// HTTP_METHOD + HTTP_REQUEST_URI + TIMESTAMP + POST_BODY
let auth = method + url + timestamp;
if (method === 'POST') {
if (Object.keys (query).length) {
body = this.json (query);
auth += this.urlencode (query);
}
}
let payload = this.stringToBase64 (this.encode (auth));
let signature = this.hmac (payload, this.encode (this.secret), 'sha1', 'binary');
signature = this.decode (this.stringToBase64 (signature));
headers = {
'FC-ACCESS-KEY': this.apiKey,
'FC-ACCESS-SIGNATURE': signature,
'FC-ACCESS-TIMESTAMP': timestamp,
'Content-Type': 'application/json',
};
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors (code, reason, url, method, headers, body) {
if (typeof body !== 'string')
return; // fallback to default error handler
if (body.length < 2)
return; // fallback to default error handler
if ((body[0] === '{') || (body[0] === '[')) {
const response = JSON.parse (body);
let status = this.safeString (response, 'status');
if (status !== '0') {
const feedback = this.id + ' ' + body;
if (status in this.exceptions) {
const exceptions = this.exceptions;
throw new exceptions[status] (feedback);
}
throw new ExchangeError (feedback);
}
}
}
};