ccxt-look
Version:
1,111 lines (1,093 loc) • 114 kB
JavaScript
'use strict';
// ----------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ArgumentsRequired, AuthenticationError, ExchangeError, ExchangeNotAvailable, OrderNotFound, InvalidOrder, CancelPending, RateLimitExceeded, InsufficientFunds, BadRequest, BadSymbol, PermissionDenied } = require ('./base/errors');
const { TICK_SIZE } = require ('./base/functions/number');
const Precise = require ('./base/Precise');
// ----------------------------------------------------------------------------
module.exports = class aax extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'aax',
'name': 'AAX',
'countries': [ 'MT' ], // Malta
'enableRateLimit': true,
// 6000 / hour => 100 per minute => 1.66 requests per second => rateLimit = 600
// market endpoints ratelimits arent mentioned in docs so they are also set to "all other authenticated endpoints"
// 5000 / hour => weight = 1.2 ("all other authenticated endpoints")
// 600 / hour => weight = 10
// 200 / hour => weight = 30
'rateLimit': 600,
'version': 'v2',
'hostname': 'aaxpro.com', // aax.com
'pro': true,
'has': {
'CORS': undefined,
'spot': true,
'margin': false,
'swap': true,
'future': false,
'option': false,
'addMargin': undefined,
'cancelAllOrders': true,
'cancelOrder': true,
'cancelOrders': undefined,
'createDepositAddress': undefined,
'createOrder': true,
'createReduceOnlyOrder': false,
'createStopLimitOrder': true,
'createStopMarketOrder': true,
'createStopOrder': true,
'editOrder': true,
'fetchAccounts': undefined,
'fetchBalance': true,
'fetchBidsAsks': undefined,
'fetchBorrowRate': false,
'fetchBorrowRateHistories': false,
'fetchBorrowRateHistory': false,
'fetchBorrowRates': false,
'fetchBorrowRatesPerSymbol': false,
'fetchCanceledOrders': true,
'fetchClosedOrder': undefined,
'fetchClosedOrders': true,
'fetchCurrencies': true,
'fetchDeposit': undefined,
'fetchDepositAddress': true,
'fetchDepositAddresses': undefined,
'fetchDepositAddressesByNetwork': undefined,
'fetchDeposits': true,
'fetchFundingFee': undefined,
'fetchFundingFees': undefined,
'fetchFundingHistory': true,
'fetchFundingRate': true,
'fetchFundingRateHistory': true,
'fetchFundingRates': false,
'fetchIndexOHLCV': false,
'fetchL3OrderBook': undefined,
'fetchLedger': undefined,
'fetchLedgerEntry': undefined,
'fetchLeverage': undefined,
'fetchLeverageTiers': false,
'fetchMarketLeverageTiers': false,
'fetchMarkets': true,
'fetchMarkOHLCV': false,
'fetchMyBuys': undefined,
'fetchMySells': undefined,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenOrder': undefined,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrderBooks': undefined,
'fetchOrders': true,
'fetchOrderTrades': undefined,
'fetchPosition': true,
'fetchPositions': true,
'fetchPositionsRisk': false,
'fetchPremiumIndexOHLCV': false,
'fetchStatus': true,
'fetchTicker': 'emulated',
'fetchTickers': true,
'fetchTime': true,
'fetchTrades': true,
'fetchTradingFee': false,
'fetchTradingFees': false,
'fetchTradingLimits': undefined,
'fetchTransactions': undefined,
'fetchTransfer': false,
'fetchTransfers': true,
'fetchWithdrawal': false,
'fetchWithdrawals': true,
'fetchWithdrawalWhitelist': undefined,
'reduceMargin': undefined,
'setLeverage': true,
'setMarginMode': false,
'setPositionMode': undefined,
'signIn': undefined,
'transfer': true,
'withdraw': false,
},
'timeframes': {
'1m': '1m',
'5m': '5m',
'15m': '15m',
'30m': '30m',
'1h': '1h',
'2h': '2h',
'4h': '4h',
'12h': '12h',
'1d': '1d',
'3d': '3d',
'1w': '1w',
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/104140087-a27f2580-53c0-11eb-87c1-5d9e81208fe9.jpg',
'test': {
'v1': 'https://api.testnet.{hostname}/marketdata/v1',
'public': 'https://api.testnet.{hostname}',
'private': 'https://api.testnet.{hostname}',
},
'api': {
'v1': 'https://api.{hostname}/marketdata/v1',
'public': 'https://api.{hostname}',
'private': 'https://api.{hostname}',
},
'www': 'https://www.aaxpro.com', // string website URL
'doc': 'https://www.aaxpro.com/apidoc/index.html',
'fees': 'https://www.aaxpro.com/en-US/fees/',
'referral': 'https://www.aaxpro.com/invite/sign-up?inviteCode=JXGm5Fy7R2MB',
},
'api': {
'v1': {
'get': [
'getHistMarketData', // Get OHLC k line of specific market
],
},
'public': {
// these endpoints are not documented
// 'get': [
// 'order_book', // Get the order book of specified market
// 'order_book/{market}',
// 'trades', // Get recent trades on market, each trade is included only once Trades are sorted in reverse creation order.
// 'trades/{market}',
// 'tickers', // Get ticker of all markets
// 'tickers/{market}', // Get ticker of specific market
// ],
'get': {
'currencies': 1.2,
'announcement/maintenance': 1.2, // System Maintenance Notice
'time': 1.2,
'instruments': 1.2, // Retrieve all trading pairs information
'market/orderbook': 1.2, // Order Book
'futures/position/openInterest': 1.2, // Open Interest
'market/tickers': 1.2, // Get the Last 24h Market Summary
'market/candles': 1.2, // Get Current Candlestick
'market/history/candles': 1.2, // Get Current Candlestick
'market/trades': 1.2, // Get the Most Recent Trades
'market/markPrice': 1.2, // Get Current Mark Price
'futures/funding/predictedFunding/{symbol}': 1.2, // Get Predicted Funding Rate
'futures/funding/prevFundingRate/{symbol}': 1.2, // Get Last Funding Rate
'futures/funding/fundingRate': 1.2,
'market/candles/index': 1.2, // * Deprecated
'market/index/candles': 1.2,
},
},
'private': {
'get': {
'user/info': 1.2, // Retrieve user information
'account/balances': 1.2, // Get Account Balances
'account/deposit/address': 1.2, // undocumented
'account/deposits': 1.2, // Get account deposits history
'account/transfer': 1.2,
'account/withdraws': 1.2, // Get account withdrawals history
'spot/trades': 1.2, // Retrieve trades details for a spot order
'spot/openOrders': 1.2, // Retrieve spot open orders
'spot/orders': 1.2, // Retrieve historical spot orders
'futures/position': 1.2, // Get positions for all contracts
'futures/position/closed': 1.2, // Get closed positions
'futures/trades': 1.2, // Retrieve trade details for a futures order
'futures/openOrders': 1.2, // Retrieve futures open orders
'futures/orders': 1.2, // Retrieve historical futures orders
'futures/funding/fundingFee': 1.2,
'futures/funding/predictedFundingFee/{symbol}': 1.2, // Get predicted funding fee
},
'post': {
'account/transfer': 1.2, // Asset Transfer
'spot/orders': 1.2, // Create a new spot order
'spot/orders/cancelAllOnTimeout': 10, // Automatically cancel all your spot orders after a specified timeout.
'futures/orders': 1.2, // Create a new futures order
'futures/orders/cancelAllOnTimeout': 10, // Automatically cancel all your futures orders after a specified timeout.
'futures/position/sltp': 1.2, // Set take profit and stop loss orders for an opening position
'futures/position/close': 1.2, // Close position
'futures/position/leverage': 30, // Update leverage for position
'futures/position/margin': 1.2, // Modify Isolated Position Margin
},
'put': {
'spot/orders': 1.2, // Amend spot order
'futures/orders': 1.2, // Amend the quantity of an open futures order
},
'delete': {
'spot/orders/cancel/{orderID}': 1, // Cancel a spot order
'spot/orders/cancel/all': 10, // Batch cancel spot orders
'futures/orders/cancel/{orderID}': 1, // Cancel a futures order
'futures/orders/cancel/all': 10, // Batch cancel futures orders
},
},
},
'fees': {
'trading': {
'tierBased': false,
'percentage': true,
'maker': this.parseNumber ('0.0006'),
'taker': this.parseNumber ('0.001'),
},
'funding': {
'tierBased': false,
'percentage': true,
'withdraw': {}, // There is only 1% fee on withdrawals to your bank account.
},
},
'commonCurrencies': {
'XBT': 'XBT',
},
'exceptions': {
'exact': {
'2002': InsufficientFunds,
'2003': OrderNotFound,
'10003': BadRequest, // Parameter validation error
'10006': AuthenticationError, // Session expired, please relogin
'10007': AuthenticationError, // Invalid authentication key or token
'11007': AuthenticationError, // Invalid key format
'20001': InsufficientFunds, // Insufficient balance. Please deposit to trade.
'20009': InvalidOrder, // Order amount must be positive
'30000': OrderNotFound, // {"code":30000,"data":null,"message":"The order does not exist","ts":1610259732263}
'30001': InvalidOrder, // The order is being submitted, please try again later
'30004': InvalidOrder, // Minimum quantity is {0}
'30005': InvalidOrder, // Quantity maximum precision is {0} decimal places
'30006': InvalidOrder, // Price maximum precision is {0} decimal places
'30007': InvalidOrder, // Minimum price is {0}
'30008': InvalidOrder, // Stop price maximum precision is {0} decimal places
'30009': InvalidOrder, // Stop Price cannot be less than {0}
'30010': InvalidOrder, // Market price cannot be empty
'30011': CancelPending, // The order is being cancelled, please wait.
'30012': BadRequest, // Unknown currency
'30013': BadSymbol, // Unknown symbol
'30014': OrderNotFound, // Futures order cannot be found
'30015': InvalidOrder, // This is not an open order and cannot modified
'30016': ExchangeError, // No position found
'30017': InvalidOrder, // The current close position is 0. It is recommended that you cancel the current order closing order.
'30018': InvalidOrder, // Order price cannot be greater than {0}
'30019': InvalidOrder, // Order quantity cannot be greater than {0}
'30020': InvalidOrder, // Order price must be a multiple of {0}
'30021': InvalidOrder, // Margin adjustement must be greater than 0
'30022': InvalidOrder, // New quantity must be greater than filled quantity
'30023': InvalidOrder, // Order failed, please try again
'30024': InvalidOrder, // TimeInForce error, only GTC or IOC are allowed
'30025': InvalidOrder, // TimeInForce error, only GTC is allowed
'30026': InvalidOrder, // Quantity is not a multiple of {0}
'30027': InvalidOrder, // Close position failed, it is recommended that you cancel the current order and then close the position.
'30028': BadSymbol, // Symbol cannot be traded at this time
'30029': InvalidOrder, // Modified quantity or price cannot be empty
'30030': InvalidOrder, // Price cannot be specified for market orders
'30031': InvalidOrder, // Liquidation orders cannot be modified
'30032': InvalidOrder, // Leverage cannot be greater than {0}
'30033': InvalidOrder, // Leverage cannot be smaller than {0}
'30034': RateLimitExceeded, // The max number of open orders is {0}. To place a new order, please cancel a previous one
'30035': RateLimitExceeded, // The max number of {0} open orders is {1}. To place a new order, please cancel a previous one
'30036': ExchangeNotAvailable, // Liquidation is in progress, please try again later
'30037': InvalidOrder, // Once stop limit order triggered, stop price cannot be amended
'30038': ExchangeError, // The total value of your orders has exceeded the current risk limit. Please adjust the risk limit
'30039': InsufficientFunds, // Your risk limit has now been changed to {0}, your maximum leverage less than 1, please readjust accordingly
'30040': InvalidOrder, // Order status has changed, please try again later
'30041': InvalidOrder, // Liquidation orders cannot be cancelled
'30042': InvalidOrder, // Order cannot be placed as you will be breaching you max limit value of {1} BTC for {0}
'30043': InvalidOrder, // The risk limit cannot be less than 0
'30044': BadRequest, // Timeout cannot be greater than 60 minutes
'30045': InvalidOrder, // Side is not valid, it should be BUY or SELL
'30046': InvalidOrder, // Order type is not valid, it should be MARKET or LIMIT or STOP-LIMIT or STOP
'30047': InvalidOrder, // The order is closed. Can't cancel
'30048': InvalidOrder, // Market orders cannot be modified
'30049': InvalidOrder, // The order is being modified, please wait
'30050': InvalidOrder, // Maximum 10 orders
'40004': BadRequest, // Requested resource doesn't exist
'40009': RateLimitExceeded, // Too many requests
'40102': AuthenticationError, // {"code":40102,"message":"Unauthorized(invalid key)"}
'40103': AuthenticationError, // {"code":40103,"message":"Unauthorized(invalid sign)"}
'40303': PermissionDenied, // {"code":40303,"message":"Forbidden(invalid scopes)"}
'41001': BadRequest, // Incorrect HTTP request
'41002': BadRequest, // Unsupported HTTP request method
'42001': ExchangeNotAvailable, // Duplicated data entry, please check and try again
'50001': ExchangeError, // Server side exception, please try again later
'50002': ExchangeError, // Server is busy, please try again later
},
'broad': {},
},
'precisionMode': TICK_SIZE,
'options': {
'defaultType': 'spot', // 'spot', 'future'
'accountsByType': {
'spot': 'SPTP',
'future': 'FUTP',
'otc': 'F2CP',
'saving': 'VLTP',
},
'networks': {
'ETH': 'ERC20',
'TRX': 'TRC20',
'SOL': 'SPL',
},
'transfer': {
'fillResponseFromRequest': true,
},
},
});
}
async fetchTime (params = {}) {
const response = await this.publicGetTime (params);
//
// {
// "code": 1,
// "data": 1573542445411, // unit: millisecond
// "message": "success",
// "ts": 1573542445411
// }
//
return this.safeInteger (response, 'data');
}
async fetchStatus (params = {}) {
const response = await this.publicGetAnnouncementMaintenance (params);
//
// note, when there is no maintenance, then data is `null`
//
// {
// "code": 1,
// "data": {
// "startTime":"2020-06-25T02:15:00.000Z",
// "endTime":"2020-06-25T02:45:00.000Z"，
// "description":"Spot Trading :UTC Jun 25, 2020 02:15 to 02:45 (HKT Jun 25 10:15 to 10:45),Futures Trading: UTC Jun 25, 2020 02:15 to 02:45 (HKT Jun 25 10:15 to 10:45).We apologize for any inconvenience caused. Thank you for your patience and understanding.Should you have any enquiries, please do not hesitate our live chat support or via email at cs@aax.com.",
// "haltReason":1,
// "systemStatus":{
// "spotTrading":"readOnly",
// "futuresTreading":"closeOnly",
// "walletOperating":"enable",
// "otcTrading":"disable"
// },
// },
// "message":"success",
// "ts":1593043237000
// }
//
const timestamp = this.milliseconds ();
const updated = this.safeInteger (response, 'ts', timestamp);
const data = this.safeValue (response, 'data', {});
let status = undefined;
let eta = undefined;
if (data) {
const startTime = this.parse8601 (this.safeString (data, 'startTime'));
const endTime = this.parse8601 (this.safeString (data, 'endTime'));
if (endTime !== undefined) {
const startTimeIsOk = (startTime === undefined) ? true : (updated < startTime);
const isOk = (updated > endTime) || startTimeIsOk;
eta = endTime;
status = isOk ? 'ok' : 'maintenance';
} else {
status = data;
}
} else {
eta = undefined;
status = 'ok';
}
return {
'status': status,
'updated': updated,
'eta': eta,
'url': undefined,
'info': response,
};
}
async fetchMarkets (params = {}) {
const response = await this.publicGetInstruments (params);
//
// {
// "code":1,
// "message":"success",
// "ts":1610159448962,
// "data":[
// {
// "tickSize":"0.01",
// "lotSize":"1",
// "base":"BTC",
// "quote":"USDT",
// "minQuantity":"1.0000000000",
// "maxQuantity":"30000",
// "minPrice":"0.0100000000",
// "maxPrice":"999999.0000000000",
// "status":"readOnly",
// "symbol":"BTCUSDTFP",
// "code":"FP",
// "takerFee":"0.00040",
// "makerFee":"0.00020",
// "multiplier":"0.001000000000",
// "mmRate":"0.00500",
// "imRate":"0.01000",
// "type":"futures",
// "settleType":"Vanilla",
// "settleCurrency":"USDT"
// },
// {
// "tickSize":"0.5",
// "lotSize":"10",
// "base":"BTC",
// "quote":"USD",
// "minQuantity":"10.0000000000",
// "maxQuantity":"300000",
// "minPrice":"0.5000000000",
// "maxPrice":"999999.0000000000",
// "status":"readOnly",
// "symbol":"BTCUSDFP",
// "code":"FP",
// "takerFee":"0.00040",
// "makerFee":"0.00020",
// "multiplier":"1.000000000000",
// "mmRate":"0.00500",
// "imRate":"0.01000",
// "type":"futures",
// "settleType":"Inverse",
// "settleCurrency":"BTC"
// },
// {
// "tickSize":"0.0001",
// "lotSize":"0.01",
// "base":"AAB",
// "quote":"USDT",
// "minQuantity":"5.0000000000",
// "maxQuantity":"50000.0000000000",
// "minPrice":"0.0001000000",
// "maxPrice":"999999.0000000000",
// "status":"readOnly",
// "symbol":"AABUSDT",
// "code":null,
// "takerFee":"0.00100",
// "makerFee":"0.00100",
// "multiplier":"1.000000000000",
// "mmRate":"0.02500",
// "imRate":"0.05000",
// "type":"spot",
// "settleType":null,
// "settleCurrency":null
// },
// ]
// }
//
const data = this.safeValue (response, 'data');
const result = [];
for (let i = 0; i < data.length; i++) {
const market = data[i];
const id = this.safeString (market, 'symbol');
const baseId = this.safeString (market, 'base');
const quoteId = this.safeString (market, 'quote');
const settleId = this.safeString (market, 'settleCurrency');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const settle = this.safeCurrencyCode (settleId);
const status = this.safeString (market, 'status');
const marketType = this.safeString (market, 'type');
let inverse = undefined;
let linear = undefined;
let quanto = undefined;
const spot = (marketType === 'spot');
const swap = (marketType === 'futures');
const settleType = this.safeStringLower (market, 'settleType');
if (settleType !== undefined) {
inverse = (settleType === 'inverse');
linear = (settleType === 'vanilla');
quanto = (settleType === 'quanto');
}
let symbol = base + '/' + quote;
let type = 'spot';
let contractSize = undefined;
if (swap) {
symbol = symbol + ':' + settle;
type = 'swap';
contractSize = this.safeNumber (market, 'multiplier');
}
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'settle': settle,
'baseId': baseId,
'quoteId': quoteId,
'settleId': settleId,
'type': type,
'spot': spot,
'margin': false,
'swap': swap,
'future': false,
'option': false,
'active': (status === 'enable'),
'contract': swap,
'linear': linear,
'inverse': inverse,
'taker': this.safeNumber (market, 'takerFee'),
'maker': this.safeNumber (market, 'makerFee'),
'contractSize': contractSize,
'expiry': undefined,
'expiryDatetime': undefined,
'strike': undefined,
'optionType': undefined,
'quanto': quanto,
'precision': {
'amount': this.safeNumber (market, 'lotSize'),
'price': this.safeNumber (market, 'tickSize'),
},
'limits': {
'leverage': {
'min': undefined,
'max': undefined,
},
'amount': {
'min': this.safeString (market, 'minQuantity'),
'max': this.safeString (market, 'maxQuantity'),
},
'price': {
'min': this.safeString (market, 'minPrice'),
'max': this.safeString (market, 'maxPrice'),
},
'cost': {
'min': undefined,
'max': undefined,
},
},
'info': market,
});
}
return result;
}
async fetchCurrencies (params = {}) {
const response = await this.publicGetCurrencies (params);
//
// {
// "code":1,
// "data":[
// {
// "chain":"BTC",
// "displayName":"Bitcoin",
// "withdrawFee":"0.0004",
// "withdrawMin":"0.001",
// "otcFee":"0",
// "enableOTC":true,
// "visible":true,
// "enableTransfer":true,
// "transferMin":"0.00001",
// "depositMin":"0.0005",
// "enableWithdraw":true,
// "enableDeposit":true,
// "addrWithMemo":false,
// "withdrawPrecision":"0.00000001",
// "currency":"BTC",
// "network":"BTC", // ETH, ERC20, TRX, TRC20, OMNI, LTC, XRP, XLM, ...
// "minConfirm":"2"
// },
// ],
// "message":"success",
// "ts":1624330530697
// }
//
const result = {};
const data = this.safeValue (response, 'data', []);
for (let i = 0; i < data.length; i++) {
const currency = data[i];
const id = this.safeString (currency, 'chain');
const name = this.safeString (currency, 'displayName');
const code = this.safeCurrencyCode (id);
const precision = this.safeNumber (currency, 'withdrawPrecision');
const enableWithdraw = this.safeValue (currency, 'enableWithdraw');
const enableDeposit = this.safeValue (currency, 'enableDeposit');
const fee = this.safeNumber (currency, 'withdrawFee');
const visible = this.safeValue (currency, 'visible');
const active = (enableWithdraw && enableDeposit && visible);
const deposit = (enableDeposit && visible);
const withdraw = (enableWithdraw && visible);
const network = this.safeString (currency, 'network');
result[code] = {
'id': id,
'name': name,
'code': code,
'precision': precision,
'info': currency,
'active': active,
'deposit': deposit,
'withdraw': withdraw,
'fee': fee,
'network': network,
'limits': {
'deposit': {
'min': this.safeNumber (currency, 'depositMin'),
'max': undefined,
},
'withdraw': {
'min': this.safeNumber (currency, 'withdrawMin'),
'max': undefined,
},
},
};
}
return result;
}
parseTicker (ticker, market = undefined) {
//
// {
// "t":1610162685342, // timestamp
// "a":"0.00000000", // trading volume in USD in the last 24 hours, futures only
// "c":"435.20000000", // close
// "d":"4.22953489", // change
// "h":"455.04000000", // high
// "l":"412.78000000", // low
// "o":"417.54000000", // open
// "s":"BCHUSDTFP", // market id
// "v":"2031068.00000000", // trading volume in quote currency of last 24 hours
// }
//
const timestamp = this.safeInteger (ticker, 't');
const marketId = this.safeString (ticker, 's');
const symbol = this.safeSymbol (marketId, market);
const last = this.safeString (ticker, 'c');
const open = this.safeString (ticker, 'o');
const quoteVolume = this.safeString (ticker, 'v');
return this.safeTicker ({
'symbol': symbol,
'timestamp': timestamp,
'datetime': undefined,
'high': this.safeString (ticker, 'h'),
'low': this.safeString (ticker, 'l'),
'bid': undefined,
'bidVolume': undefined,
'ask': undefined,
'askVolume': undefined,
'vwap': undefined,
'open': open,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': undefined,
'quoteVolume': quoteVolume,
'info': ticker,
}, market, false);
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
const response = await this.publicGetMarketTickers (params);
//
// {
// "e":"tickers",
// "t":1610162685342,
// "tickers":[
// {
// "a":"0.00000000",
// "c":"435.20000000",
// "d":"4.22953489",
// "h":"455.04000000",
// "l":"412.78000000",
// "o":"417.54000000",
// "s":"BCHUSDTFP",
// "v":"2031068.00000000",
// },
// ],
// }
//
const tickers = this.safeValue (response, 'tickers', []);
const result = [];
const timestamp = this.safeInteger (response, 't');
for (let i = 0; i < tickers.length; i++) {
const ticker = this.parseTicker (this.extend (tickers[i], { 't': timestamp }));
result.push (ticker);
}
return this.filterByArray (result, 'symbol', symbols);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
if (limit === undefined) {
limit = 20;
} else {
if ((limit !== 20) && (limit !== 50)) {
throw new BadRequest (this.id + ' fetchOrderBook() limit argument must be undefined, 20 or 50');
}
}
const request = {
'symbol': market['id'],
'level': limit, // required
};
//
const response = await this.publicGetMarketOrderbook (this.extend (request, params));
//
// {
// "asks":[
// ["10823.00000000","0.004000"],
// ["10823.10000000","0.100000"],
// ["10823.20000000","0.010000"]
// ],
// "bids":[
// ["10821.20000000","0.002000"],
// ["10821.10000000","0.005000"],
// ["10820.40000000","0.013000"]
// ],
// "e":"BTCUSDT@book_50",
// "t":1561543614756
// }
//
const timestamp = this.safeInteger (response, 't'); // need unix type
return this.parseOrderBook (response, symbol, timestamp);
}
parseTrade (trade, market = undefined) {
//
// public fetchTrades
//
// {
// "i":"T1qzQeZG9g",
// "p":"-61348.81000000",
// "q":"0.045400",
// "s":"sell",
// "t":1635731102731
// }
//
// private fetchMyTrades
//
// {
// "avgPrice":"1199.8",
// "base":"ETH",
// "clOrdID":null,
// "commission":"0.00002",
// "createTime":"2021-01-11T02:47:51.512Z",
// "cumQty":"0.02",
// "filledOrderID":"1eUD4F5rwK",
// "filledPrice":"1199.8",
// "filledQty":"0.02",
// "leavesQty":"0",
// "oCreateTime":"2021-01-11T02:47:51.377Z",
// "orderID":"1eUD4EHfdU",
// "orderQty":"0.02",
// "orderStatus":3,
// "orderType":1,
// "price":"1198.25",
// "quote":"USDT",
// "rejectCode":null,
// "rejectReason":null,
// "side":1,
// "stopPrice":"0",
// "symbol":"ETHUSDT",
// "taker":true,
// "tradeID":"E04WTIgfmULU",
// "transactTime":"2021-01-11T02:47:51.389Z",
// "updateTime":null,
// "userID":"1362494"
// }
//
let timestamp = this.safeInteger (trade, 't');
if (timestamp === undefined) {
timestamp = this.parse8601 (this.safeString (trade, 'createTime'));
}
let id = this.safeString2 (trade, 'tid', 'tradeID');
id = this.safeString (trade, 'i', id);
const marketId = this.safeString (trade, 'symbol');
market = this.safeMarket (marketId, market);
let priceString = this.safeString2 (trade, 'p', 'filledPrice');
const amountString = this.safeString2 (trade, 'q', 'filledQty');
const orderId = this.safeString (trade, 'orderID');
const isTaker = this.safeValue (trade, 'taker');
let takerOrMaker = undefined;
if (isTaker !== undefined) {
takerOrMaker = isTaker ? 'taker' : 'maker';
}
let side = this.safeString (trade, 'side');
if (side === '1') {
side = 'buy';
} else if (side === '2') {
side = 'sell';
}
if (side === undefined) {
side = (priceString[0] === '-') ? 'sell' : 'buy';
}
priceString = Precise.stringAbs (priceString);
const orderType = this.parseOrderType (this.safeString (trade, 'orderType'));
let fee = undefined;
const feeCost = this.safeString (trade, 'commission');
if (feeCost !== undefined) {
let feeCurrency = undefined;
if (side === 'buy') {
feeCurrency = market['base'];
} else if (side === 'sell') {
feeCurrency = market['quote'];
}
fee = {
'currency': feeCurrency,
'cost': feeCost,
};
}
return this.safeTrade ({
'info': trade,
'id': id,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': market['symbol'],
'type': orderType,
'side': side,
'order': orderId,
'takerOrMaker': takerOrMaker,
'price': priceString,
'amount': amountString,
'cost': undefined,
'fee': fee,
}, market);
}
async fetchTransfers (code = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let currency = undefined;
const request = {};
if (code !== undefined) {
currency = this.currency (code);
request['currency'] = currency['id'];
}
if (since !== undefined) {
request['startTime'] = since;
}
const response = await this.privateGetAccountTransfer (this.extend (request, params));
//
// {
// code: '1',
// data: [{
// quantity: '0.000010000000',
// transferID: '480975741034369024',
// transferTime: '2022-03-24T13:53:07.042Z',
// fromPurse: 'VLTP',
// toPurse: 'SPTP',
// currency: 'ETH'
// },
// ],
// message: 'success',
// ts: '1648338516932'
// }
//
const transfers = this.safeValue (response, 'data', []);
return this.parseTransfers (transfers, currency, since, limit);
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
limit = (limit === undefined) ? 2000 : limit;
limit = Math.min (limit, 2000);
const request = {
'symbol': market['id'],
'limit': limit,
};
const response = await this.publicGetMarketTrades (request);
//
// {
// "e":"BTCUSDT@trades",
// "trades":[
// {"i":"T1qzQeZG9g","p":"-61348.81000000","q":"0.045400","s":"sell","t":1635731102731},
// {"i":"T1qzQeU6UK","p":"61343.10000000","q":"0.179300","s":"buy","t":1635731102133},
// {"i":"T1qzQe5BQm","p":"-61346.02000000","q":"0.021100","s":"sell","t":1635731099231},
// ]
// }
//
const trades = this.safeValue (response, 'trades', []);
return this.parseTrades (trades, market, since, limit);
}
parseOHLCV (ohlcv, market = undefined) {
//
// [
// 0.042398, // 0 open
// 0.042684, // 1 high
// 0.042366, // 2 low
// 0.042386, // 3 close
// 0.93734243, // 4 volume
// 1611514800, // 5 timestamp
// ]
//
return [
this.safeTimestamp (ohlcv, 5),
this.safeNumber (ohlcv, 0),
this.safeNumber (ohlcv, 1),
this.safeNumber (ohlcv, 2),
this.safeNumber (ohlcv, 3),
this.safeNumber (ohlcv, 4),
];
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
// 'limit': limit, // if set counts from now into the past
'symbol': market['id'],
'timeFrame': this.timeframes[timeframe],
};
limit = (limit === undefined) ? 500 : limit;
const duration = this.parseTimeframe (timeframe);
if (since === undefined) {
const end = this.seconds ();
request['start'] = end - duration * limit;
request['end'] = end;
} else {
const start = parseInt (since / 1000);
request['start'] = start;
request['end'] = this.sum (start, duration * limit);
}
const response = await this.publicGetMarketHistoryCandles (this.extend (request, params));
//
// {
// "data":[
// [0.042398,0.042684,0.042366,0.042386,0.93734243,1611514800],
// [0.042386,0.042602,0.042234,0.042373,1.01925239,1611518400],
// [0.042373,0.042558,0.042362,0.042389,0.93801705,1611522000],
// ],
// "success":true,
// "t":1611875157
// }
//
const data = this.safeValue (response, 'data', []);
return this.parseOHLCVs (data, market, timeframe, since, limit);
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
const defaultType = this.safeString2 (this.options, 'fetchBalance', 'defaultType', 'spot');
const type = this.safeString (params, 'type', defaultType);
const types = this.safeValue (this.options, 'accountsByType', {});
const purseType = this.safeString (types, type, type);
const request = {
'purseType': purseType,
};
params = this.omit (params, 'type');
const response = await this.privateGetAccountBalances (this.extend (request, params));
//
// {
// "code":1,
// "data":[
// {
// "purseType":"FUTP",
// "currency":"BTC",
// "available":"0.41000000",
// "unavailable":"0.00000000"
// },
// {
// "purseType":"FUTP",
// "currency":"USDT",
// "available":"0.21000000",
// "unvaliable":"0.00000000"
// }
// ]
// "message":"success",
// "ts":1573530401020
// }
//
const data = this.safeValue (response, 'data');
const timestamp = this.safeInteger (response, 'ts');
const result = {
'info': response,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
};
for (let i = 0; i < data.length; i++) {
const balance = data[i];
const balanceType = this.safeString (balance, 'purseType');
if (balanceType === purseType) {
const currencyId = this.safeString (balance, 'currency');
const code = this.safeCurrencyCode (currencyId);
const account = this.account ();
account['free'] = this.safeString (balance, 'available');
account['used'] = this.safeString (balance, 'unavailable');
result[code] = account;
}
}
return this.safeBalance (result);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
let orderType = type.toUpperCase ();
const orderSide = side.toUpperCase ();
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
// 'orderType': orderType, // MARKET, LIMIT, STOP, STOP-LIMIT
'symbol': market['id'],
'orderQty': this.amountToPrecision (symbol, amount),
'side': orderSide,
// 'stopPrice': this.priceToPrecision (symbol, stopPrice),
// 'clOrdID': clientOrderId, // up to 20 chars, lowercase and uppercase letters only
// 'timeInForce': 'GTC', // GTC, IOC, FOK, default is GTC
// 'execInst': 'Post-Only', // the only value supported by the exchange, futures and spot
};
const clientOrderId = this.safeString2 (params, 'clOrdID', 'clientOrderId');
if (clientOrderId !== undefined) {
request['clOrdID'] = clientOrderId;
}
const postOnly = this.safeValue (params, 'postOnly', false);
if (postOnly !== undefined) {
request['execInst'] = 'Post-Only';
}
params = this.omit (params, [ 'clOrdID', 'clientOrderId', 'postOnly' ]);
const stopPrice = this.safeNumber (params, 'stopPrice');
if (stopPrice === undefined) {
if ((orderType === 'STOP-LIMIT') || (orderType === 'STOP')) {
throw new ArgumentsRequired (this.id + ' createOrder() requires a stopPrice parameter for ' + orderType + ' orders');
}
} else {
if (orderType === 'LIMIT') {
orderType = 'STOP-LIMIT';
} else if (orderType === 'MARKET') {
orderType = 'STOP';
}
request['stopPrice'] = this.priceToPrecision (symbol, stopPrice);
params = this.omit (params, 'stopPrice');
}
if (orderType === 'LIMIT' || orderType === 'STOP-LIMIT') {
request['price'] = this.priceToPrecision (symbol, price);
}
request['orderType'] = orderType;
let method = undefined;
if (market['spot']) {
method = 'privatePostSpotOrders';
} else if (market['contract']) {
method = 'privatePostFuturesOrders';
}
const response = await this[method] (this.extend (request, params));
//
// spot
//
// {
// "code":1,
// "data":{
// "symbol":"ETHUSDT",
// "orderType":2,
// "avgPrice":"0",
// "execInst":null,
// "orderStatus":0,
// "userID":"1362494",
// "quote":"USDT",
// "rejectReason":null,
// "rejectCode":null,
// "price":"1500",
// "orderQty":"1",
// "commission":"0",
// "id":"268323430253735936",
// "timeInForce":1,
// "isTriggered":false,
// "side":2,
// "orderID":"1eO51MDSpQ",
// "leavesQty":"0",
// "cumQty":"0",
// "updateTime":null,
// "lastQty":"0",
// "clOrdID":null,
// "stopPrice":null,
// "createTime":null,
// "transactTime":null,
// "base":"ETH",
// "lastPrice":"0"
// },
// "message":"success",
// "ts":1610245290980
// }
//
// futures
//
// {
// "code":1,
// "data":{
// "liqType":0,
// "symbol":"ETHUSDTFP",
// "orderType":2,
// "leverage":"1",
// "marketPrice":"1318.3150000000",
// "code":"FP",
// "avgPrice":"0",
// "execInst":null,
// "orderStatus":0,
// "userID":"1362494",
// "quote":"USDT",
// "rejectReason"