ccxt-look
Version:
1,145 lines (1,123 loc) • 113 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ArgumentsRequired, AuthenticationError, ExchangeError, InsufficientFunds, InvalidOrder, BadSymbol, PermissionDenied, BadRequest } = require ('./base/errors');
const { TICK_SIZE } = require ('./base/functions/number');
const Precise = require ('./base/Precise');
// ---------------------------------------------------------------------------
module.exports = class ascendex extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'ascendex',
'name': 'AscendEX',
'countries': [ 'SG' ], // Singapore
// 8 requests per minute = 0.13333 per second => rateLimit = 750
// testing 400 works
'rateLimit': 400,
'certified': true,
'pro': true,
// new metainfo interface
'has': {
'CORS': undefined,
'spot': true,
'margin': true,
'swap': true,
'future': true,
'option': false,
'addMargin': true,
'cancelAllOrders': true,
'cancelOrder': true,
'createOrder': true,
'createReduceOnlyOrder': true,
'createStopLimitOrder': true,
'createStopMarketOrder': true,
'createStopOrder': true,
'fetchAccounts': true,
'fetchBalance': true,
'fetchClosedOrders': true,
'fetchCurrencies': true,
'fetchDepositAddress': true,
'fetchDepositAddresses': false,
'fetchDepositAddressesByNetwork': false,
'fetchDeposits': true,
'fetchFundingFee': false,
'fetchFundingFees': false,
'fetchFundingHistory': false,
'fetchFundingRate': false,
'fetchFundingRateHistory': false,
'fetchFundingRates': true,
'fetchIndexOHLCV': false,
'fetchLeverage': false,
'fetchLeverageTiers': true,
'fetchMarketLeverageTiers': 'emulated',
'fetchMarkets': true,
'fetchMarkOHLCV': false,
'fetchOHLCV': true,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': false,
'fetchPosition': false,
'fetchPositions': true,
'fetchPositionsRisk': false,
'fetchPremiumIndexOHLCV': false,
'fetchTicker': true,
'fetchTickers': true,
'fetchTrades': true,
'fetchTradingFee': false,
'fetchTradingFees': true,
'fetchTransactions': true,
'fetchTransfer': false,
'fetchTransfers': false,
'fetchWithdrawal': false,
'fetchWithdrawals': true,
'reduceMargin': true,
'setLeverage': true,
'setMarginMode': true,
'setPositionMode': false,
'transfer': true,
},
'timeframes': {
'1m': '1',
'5m': '5',
'15m': '15',
'30m': '30',
'1h': '60',
'2h': '120',
'4h': '240',
'6h': '360',
'12h': '720',
'1d': '1d',
'1w': '1w',
'1M': '1m',
},
'version': 'v2',
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/112027508-47984600-8b48-11eb-9e17-d26459cc36c6.jpg',
'api': {
'rest': 'https://ascendex.com',
},
'test': {
'rest': 'https://api-test.ascendex-sandbox.com',
},
'www': 'https://ascendex.com',
'doc': [
'https://ascendex.github.io/ascendex-pro-api/#ascendex-pro-api-documentation',
],
'fees': 'https://ascendex.com/en/feerate/transactionfee-traderate',
'referral': {
'url': 'https://ascendex.com/en-us/register?inviteCode=EL6BXBQM',
'discount': 0.25,
},
},
'api': {
'v1': {
'public': {
'get': {
'assets': 1,
'products': 1,
'ticker': 1,
'barhist/info': 1,
'barhist': 1,
'depth': 1,
'trades': 1,
'cash/assets': 1, // not documented
'cash/products': 1, // not documented
'margin/assets': 1, // not documented
'margin/products': 1, // not documented
'futures/collateral': 1,
'futures/contracts': 1,
'futures/ref-px': 1,
'futures/market-data': 1,
'futures/funding-rates': 1,
'risk-limit-info': 1,
},
},
'private': {
'get': {
'info': 1,
'wallet/transactions': 1,
'wallet/deposit/address': 1, // not documented
'data/balance/snapshot': 1,
'data/balance/history': 1,
},
'accountCategory': {
'get': {
'balance': 1,
'order/open': 1,
'order/status': 1,
'order/hist/current': 1,
'risk': 1,
},
'post': {
'order': 1,
'order/batch': 1,
},
'delete': {
'order': 1,
'order/all': 1,
'order/batch': 1,
},
},
'accountGroup': {
'get': {
'cash/balance': 1,
'margin/balance': 1,
'margin/risk': 1,
'futures/collateral-balance': 1,
'futures/position': 1,
'futures/risk': 1,
'futures/funding-payments': 1,
'order/hist': 1,
'spot/fee': 1,
},
'post': {
'transfer': 1,
'futures/transfer/deposit': 1,
'futures/transfer/withdraw': 1,
},
},
},
},
'v2': {
'public': {
'get': {
'assets': 1,
'futures/contract': 1,
'futures/collateral': 1,
'futures/pricing-data': 1,
},
},
'private': {
'get': {
'account/info': 1,
},
'accountGroup': {
'get': {
'order/hist': 1,
'futures/position': 1,
'futures/free-margin': 1,
'futures/order/hist/current': 1,
'futures/order/open': 1,
'futures/order/status': 1,
},
'post': {
'futures/isolated-position-margin': 1,
'futures/margin-type': 1,
'futures/leverage': 1,
'futures/transfer/deposit': 1,
'futures/transfer/withdraw': 1,
'futures/order': 1,
'futures/order/batch': 1,
'futures/order/open': 1,
'subuser/subuser-transfer': 1,
'subuser/subuser-transfer-hist': 1,
},
'delete': {
'futures/order': 1,
'futures/order/batch': 1,
'futures/order/all': 1,
},
},
},
},
},
'fees': {
'trading': {
'feeSide': 'get',
'tierBased': true,
'percentage': true,
'taker': this.parseNumber ('0.002'),
'maker': this.parseNumber ('0.002'),
},
},
'precisionMode': TICK_SIZE,
'options': {
'account-category': 'cash', // 'cash', 'margin', 'futures' // obsolete
'account-group': undefined,
'fetchClosedOrders': {
'method': 'v1PrivateAccountGroupGetOrderHist', // 'v1PrivateAccountGroupGetAccountCategoryOrderHistCurrent'
},
'defaultType': 'spot', // 'spot', 'margin', 'swap'
'accountsByType': {
'spot': 'cash',
'future': 'futures',
'margin': 'margin',
},
'transfer': {
'fillResponseFromRequest': true,
},
},
'exceptions': {
'exact': {
// not documented
'1900': BadRequest, // {"code":1900,"message":"Invalid Http Request Input"}
'2100': AuthenticationError, // {"code":2100,"message":"ApiKeyFailure"}
'5002': BadSymbol, // {"code":5002,"message":"Invalid Symbol"}
'6001': BadSymbol, // {"code":6001,"message":"Trading is disabled on symbol."}
'6010': InsufficientFunds, // {'code': 6010, 'message': 'Not enough balance.'}
'60060': InvalidOrder, // { 'code': 60060, 'message': 'The order is already filled or canceled.' }
'600503': InvalidOrder, // {"code":600503,"message":"Notional is too small."}
// documented
'100001': BadRequest, // INVALID_HTTP_INPUT Http request is invalid
'100002': BadRequest, // DATA_NOT_AVAILABLE Some required data is missing
'100003': BadRequest, // KEY_CONFLICT The same key exists already
'100004': BadRequest, // INVALID_REQUEST_DATA The HTTP request contains invalid field or argument
'100005': BadRequest, // INVALID_WS_REQUEST_DATA Websocket request contains invalid field or argument
'100006': BadRequest, // INVALID_ARGUMENT The arugment is invalid
'100007': BadRequest, // ENCRYPTION_ERROR Something wrong with data encryption
'100008': BadSymbol, // SYMBOL_ERROR Symbol does not exist or not valid for the request
'100009': AuthenticationError, // AUTHORIZATION_NEEDED Authorization is require for the API access or request
'100010': BadRequest, // INVALID_OPERATION The action is invalid or not allowed for the account
'100011': BadRequest, // INVALID_TIMESTAMP Not a valid timestamp
'100012': BadRequest, // INVALID_STR_FORMAT String format does not
'100013': BadRequest, // INVALID_NUM_FORMAT Invalid number input
'100101': ExchangeError, // UNKNOWN_ERROR Some unknown error
'150001': BadRequest, // INVALID_JSON_FORMAT Require a valid json object
'200001': AuthenticationError, // AUTHENTICATION_FAILED Authorization failed
'200002': ExchangeError, // TOO_MANY_ATTEMPTS Tried and failed too many times
'200003': ExchangeError, // ACCOUNT_NOT_FOUND Account not exist
'200004': ExchangeError, // ACCOUNT_NOT_SETUP Account not setup properly
'200005': ExchangeError, // ACCOUNT_ALREADY_EXIST Account already exist
'200006': ExchangeError, // ACCOUNT_ERROR Some error related with error
'200007': ExchangeError, // CODE_NOT_FOUND
'200008': ExchangeError, // CODE_EXPIRED Code expired
'200009': ExchangeError, // CODE_MISMATCH Code does not match
'200010': AuthenticationError, // PASSWORD_ERROR Wrong assword
'200011': ExchangeError, // CODE_GEN_FAILED Do not generate required code promptly
'200012': ExchangeError, // FAKE_COKE_VERIFY
'200013': ExchangeError, // SECURITY_ALERT Provide security alert message
'200014': PermissionDenied, // RESTRICTED_ACCOUNT Account is restricted for certain activity, such as trading, or withdraw.
'200015': PermissionDenied, // PERMISSION_DENIED No enough permission for the operation
'300001': InvalidOrder, // INVALID_PRICE Order price is invalid
'300002': InvalidOrder, // INVALID_QTY Order size is invalid
'300003': InvalidOrder, // INVALID_SIDE Order side is invalid
'300004': InvalidOrder, // INVALID_NOTIONAL Notional is too small or too large
'300005': InvalidOrder, // INVALID_TYPE Order typs is invalid
'300006': InvalidOrder, // INVALID_ORDER_ID Order id is invalid
'300007': InvalidOrder, // INVALID_TIME_IN_FORCE Time In Force in order request is invalid
'300008': InvalidOrder, // INVALID_ORDER_PARAMETER Some order parameter is invalid
'300009': InvalidOrder, // TRADING_VIOLATION Trading violation on account or asset
'300011': InsufficientFunds, // INVALID_BALANCE No enough account or asset balance for the trading
'300012': BadSymbol, // INVALID_PRODUCT Not a valid product supported by exchange
'300013': InvalidOrder, // INVALID_BATCH_ORDER Some or all orders are invalid in batch order request
'300014': InvalidOrder, // {"code":300014,"message":"Order price doesn't conform to the required tick size: 0.1","reason":"TICK_SIZE_VIOLATION"}
'300020': InvalidOrder, // TRADING_RESTRICTED There is some trading restriction on account or asset
'300021': InvalidOrder, // TRADING_DISABLED Trading is disabled on account or asset
'300031': InvalidOrder, // NO_MARKET_PRICE No market price for market type order trading
'310001': InsufficientFunds, // INVALID_MARGIN_BALANCE No enough margin balance
'310002': InvalidOrder, // INVALID_MARGIN_ACCOUNT Not a valid account for margin trading
'310003': InvalidOrder, // MARGIN_TOO_RISKY Leverage is too high
'310004': BadSymbol, // INVALID_MARGIN_ASSET This asset does not support margin trading
'310005': InvalidOrder, // INVALID_REFERENCE_PRICE There is no valid reference price
'510001': ExchangeError, // SERVER_ERROR Something wrong with server.
'900001': ExchangeError, // HUMAN_CHALLENGE Human change do not pass
},
'broad': {},
},
'commonCurrencies': {
'BOND': 'BONDED',
'BTCBEAR': 'BEAR',
'BTCBULL': 'BULL',
'BYN': 'BeyondFi',
'PLN': 'Pollen',
},
});
}
getAccount (params = {}) {
// get current or provided bitmax sub-account
const account = this.safeValue (params, 'account', this.options['account']);
return account.toLowerCase ().capitalize ();
}
async fetchCurrencies (params = {}) {
const assets = await this.v1PublicGetAssets (params);
//
// {
// "code":0,
// "data":[
// {
// "assetCode" : "LTCBULL",
// "assetName" : "3X Long LTC Token",
// "precisionScale" : 9,
// "nativeScale" : 4,
// "withdrawalFee" : "0.2",
// "minWithdrawalAmt" : "1.0",
// "status" : "Normal"
// },
// ]
// }
//
const margin = await this.v1PublicGetMarginAssets (params);
//
// {
// "code":0,
// "data":[
// {
// "assetCode":"BTT",
// "borrowAssetCode":"BTT-B",
// "interestAssetCode":"BTT-I",
// "nativeScale":0,
// "numConfirmations":1,
// "withdrawFee":"100.0",
// "minWithdrawalAmt":"1000.0",
// "statusCode":"Normal",
// "statusMessage":"",
// "interestRate":"0.001"
// }
// ]
// }
//
const cash = await this.v1PublicGetCashAssets (params);
//
// {
// "code":0,
// "data":[
// {
// "assetCode":"LTCBULL",
// "nativeScale":4,
// "numConfirmations":20,
// "withdrawFee":"0.2",
// "minWithdrawalAmt":"1.0",
// "statusCode":"Normal",
// "statusMessage":""
// }
// ]
// }
//
const assetsData = this.safeValue (assets, 'data', []);
const marginData = this.safeValue (margin, 'data', []);
const cashData = this.safeValue (cash, 'data', []);
const assetsById = this.indexBy (assetsData, 'assetCode');
const marginById = this.indexBy (marginData, 'assetCode');
const cashById = this.indexBy (cashData, 'assetCode');
const dataById = this.deepExtend (assetsById, marginById, cashById);
const ids = Object.keys (dataById);
const result = {};
for (let i = 0; i < ids.length; i++) {
const id = ids[i];
const currency = dataById[id];
const code = this.safeCurrencyCode (id);
const scale = this.safeString2 (currency, 'precisionScale', 'nativeScale');
const precision = this.parseNumber (this.parsePrecision (scale));
// why would the exchange API have different names for the same field
const fee = this.safeNumber2 (currency, 'withdrawFee', 'withdrawalFee');
const status = this.safeString2 (currency, 'status', 'statusCode');
const active = (status === 'Normal');
const margin = ('borrowAssetCode' in currency);
result[code] = {
'id': id,
'code': code,
'info': currency,
'type': undefined,
'margin': margin,
'name': this.safeString (currency, 'assetName'),
'active': active,
'deposit': undefined,
'withdraw': undefined,
'fee': fee,
'precision': precision,
'limits': {
'amount': {
'min': precision,
'max': undefined,
},
'withdraw': {
'min': this.safeNumber (currency, 'minWithdrawalAmt'),
'max': undefined,
},
},
};
}
return result;
}
async fetchMarkets (params = {}) {
const products = await this.v1PublicGetProducts (params);
//
// {
// "code":0,
// "data":[
// {
// "symbol":"LBA/BTC",
// "baseAsset":"LBA",
// "quoteAsset":"BTC",
// "status":"Normal",
// "minNotional":"0.000625",
// "maxNotional":"6.25",
// "marginTradable":false,
// "commissionType":"Quote",
// "commissionReserveRate":"0.001",
// "tickSize":"0.000000001",
// "lotSize":"1"
// },
// ]
// }
//
const cash = await this.v1PublicGetCashProducts (params);
//
// {
// "code":0,
// "data":[
// {
// "symbol":"QTUM/BTC",
// "domain":"BTC",
// "tradingStartTime":1569506400000,
// "collapseDecimals":"0.0001,0.000001,0.00000001",
// "minQty":"0.000000001",
// "maxQty":"1000000000",
// "minNotional":"0.000625",
// "maxNotional":"12.5",
// "statusCode":"Normal",
// "statusMessage":"",
// "tickSize":"0.00000001",
// "useTick":false,
// "lotSize":"0.1",
// "useLot":false,
// "commissionType":"Quote",
// "commissionReserveRate":"0.001",
// "qtyScale":1,
// "priceScale":8,
// "notionalScale":4
// }
// ]
// }
//
const perpetuals = await this.v2PublicGetFuturesContract (params);
//
// {
// "code":0,
// "data":[
// {
// "symbol":"BTC-PERP",
// "status":"Normal",
// "displayName":"BTCUSDT",
// "settlementAsset":"USDT",
// "underlying":"BTC/USDT",
// "tradingStartTime":1579701600000,
// "priceFilter":{"minPrice":"1","maxPrice":"1000000","tickSize":"1"},
// "lotSizeFilter":{"minQty":"0.0001","maxQty":"1000000000","lotSize":"0.0001"},
// "commissionType":"Quote",
// "commissionReserveRate":"0.001",
// "marketOrderPriceMarkup":"0.03",
// "marginRequirements":[
// {"positionNotionalLowerBound":"0","positionNotionalUpperBound":"50000","initialMarginRate":"0.01","maintenanceMarginRate":"0.006"},
// {"positionNotionalLowerBound":"50000","positionNotionalUpperBound":"200000","initialMarginRate":"0.02","maintenanceMarginRate":"0.012"},
// {"positionNotionalLowerBound":"200000","positionNotionalUpperBound":"2000000","initialMarginRate":"0.04","maintenanceMarginRate":"0.024"},
// {"positionNotionalLowerBound":"2000000","positionNotionalUpperBound":"20000000","initialMarginRate":"0.1","maintenanceMarginRate":"0.06"},
// {"positionNotionalLowerBound":"20000000","positionNotionalUpperBound":"40000000","initialMarginRate":"0.2","maintenanceMarginRate":"0.12"},
// {"positionNotionalLowerBound":"40000000","positionNotionalUpperBound":"1000000000","initialMarginRate":"0.333333","maintenanceMarginRate":"0.2"}
// ]
// }
// ]
// }
//
const productsData = this.safeValue (products, 'data', []);
const productsById = this.indexBy (productsData, 'symbol');
const cashData = this.safeValue (cash, 'data', []);
const perpetualsData = this.safeValue (perpetuals, 'data', []);
const cashAndPerpetualsData = this.arrayConcat (cashData, perpetualsData);
const cashAndPerpetualsById = this.indexBy (cashAndPerpetualsData, 'symbol');
const dataById = this.deepExtend (productsById, cashAndPerpetualsById);
const ids = Object.keys (dataById);
const result = [];
for (let i = 0; i < ids.length; i++) {
const id = ids[i];
const market = dataById[id];
let baseId = this.safeString (market, 'baseAsset');
let quoteId = this.safeString (market, 'quoteAsset');
const settleId = this.safeValue (market, 'settlementAsset');
let base = this.safeCurrencyCode (baseId);
let quote = this.safeCurrencyCode (quoteId);
const settle = this.safeCurrencyCode (settleId);
const status = this.safeString (market, 'status');
const spot = settle === undefined;
const swap = !spot;
const linear = swap ? true : undefined;
let minQty = this.safeNumber (market, 'minQty');
let maxQty = this.safeNumber (market, 'maxQty');
let minPrice = this.safeNumber (market, 'tickSize');
let maxPrice = undefined;
let symbol = base + '/' + quote;
if (swap) {
const lotSizeFilter = this.safeValue (market, 'lotSizeFilter');
minQty = this.safeNumber (lotSizeFilter, 'minQty');
maxQty = this.safeNumber (lotSizeFilter, 'maxQty');
const priceFilter = this.safeValue (market, 'priceFilter');
minPrice = this.safeNumber (priceFilter, 'minPrice');
maxPrice = this.safeNumber (priceFilter, 'maxPrice');
const underlying = this.safeString (market, 'underlying');
const parts = underlying.split ('/');
baseId = this.safeString (parts, 0);
quoteId = this.safeString (parts, 1);
base = this.safeCurrencyCode (baseId);
quote = this.safeCurrencyCode (quoteId);
symbol = base + '/' + quote + ':' + settle;
}
const fee = this.safeNumber (market, 'commissionReserveRate');
const marginTradable = this.safeValue (market, 'marginTradable', false);
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'settle': settle,
'baseId': baseId,
'quoteId': quoteId,
'settleId': settleId,
'type': swap ? 'swap' : 'spot',
'spot': spot,
'margin': spot ? marginTradable : undefined,
'swap': swap,
'future': false,
'option': false,
'active': (status === 'Normal'),
'contract': swap,
'linear': linear,
'inverse': swap ? !linear : undefined,
'taker': fee,
'maker': fee,
'contractSize': swap ? this.parseNumber ('1') : undefined,
'expiry': undefined,
'expiryDatetime': undefined,
'strike': undefined,
'optionType': undefined,
'precision': {
'amount': this.safeNumber (market, 'lotSize'),
'price': this.safeNumber (market, 'tickSize'),
},
'limits': {
'leverage': {
'min': undefined,
'max': undefined,
},
'amount': {
'min': minQty,
'max': maxQty,
},
'price': {
'min': minPrice,
'max': maxPrice,
},
'cost': {
'min': this.safeNumber (market, 'minNotional'),
'max': this.safeNumber (market, 'maxNotional'),
},
},
'info': market,
});
}
return result;
}
async fetchAccounts (params = {}) {
let accountGroup = this.safeString (this.options, 'account-group');
let response = undefined;
if (accountGroup === undefined) {
response = await this.v1PrivateGetInfo (params);
//
// {
// "code":0,
// "data":{
// "email":"igor.kroitor@gmail.com",
// "accountGroup":8,
// "viewPermission":true,
// "tradePermission":true,
// "transferPermission":true,
// "cashAccount":["cshrHKLZCjlZ2ejqkmvIHHtPmLYqdnda"],
// "marginAccount":["martXoh1v1N3EMQC5FDtSj5VHso8aI2Z"],
// "futuresAccount":["futc9r7UmFJAyBY2rE3beA2JFxav2XFF"],
// "userUID":"U6491137460"
// }
// }
//
const data = this.safeValue (response, 'data', {});
accountGroup = this.safeString (data, 'accountGroup');
this.options['account-group'] = accountGroup;
}
return [
{
'id': accountGroup,
'type': undefined,
'currency': undefined,
'info': response,
},
];
}
parseBalance (response) {
const result = {
'info': response,
'timestamp': undefined,
'datetime': undefined,
};
const balances = this.safeValue (response, 'data', []);
for (let i = 0; i < balances.length; i++) {
const balance = balances[i];
const code = this.safeCurrencyCode (this.safeString (balance, 'asset'));
const account = this.account ();
account['free'] = this.safeString (balance, 'availableBalance');
account['total'] = this.safeString (balance, 'totalBalance');
result[code] = account;
}
return this.safeBalance (result);
}
parseSwapBalance (response) {
const timestamp = this.milliseconds ();
const result = {
'info': response,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
};
const data = this.safeValue (response, 'data', {});
const collaterals = this.safeValue (data, 'collaterals', []);
for (let i = 0; i < collaterals.length; i++) {
const balance = collaterals[i];
const code = this.safeCurrencyCode (this.safeString (balance, 'asset'));
const account = this.account ();
account['total'] = this.safeString (balance, 'balance');
result[code] = account;
}
return this.safeBalance (result);
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
await this.loadAccounts ();
const [ marketType, query ] = this.handleMarketTypeAndParams ('fetchBalance', undefined, params);
const options = this.safeValue (this.options, 'fetchBalance', {});
const accountsByType = this.safeValue (this.options, 'accountsByType', {});
const accountCategory = this.safeString (accountsByType, marketType, 'cash');
const account = this.safeValue (this.accounts, 0, {});
const accountGroup = this.safeString (account, 'id');
const request = {
'account-group': accountGroup,
};
const defaultMethod = this.safeString (options, 'method', 'v1PrivateAccountCategoryGetBalance');
const method = this.getSupportedMapping (marketType, {
'spot': defaultMethod,
'margin': defaultMethod,
'swap': 'v2PrivateAccountGroupGetFuturesPosition',
});
if (accountCategory === 'cash') {
request['account-category'] = accountCategory;
}
const response = await this[method] (this.extend (request, query));
//
// cash
//
// {
// 'code': 0,
// 'data': [
// {
// 'asset': 'BCHSV',
// 'totalBalance': '64.298000048',
// 'availableBalance': '64.298000048',
// },
// ]
// }
//
// margin
//
// {
// 'code': 0,
// 'data': [
// {
// 'asset': 'BCHSV',
// 'totalBalance': '64.298000048',
// 'availableBalance': '64.298000048',
// 'borrowed': '0',
// 'interest': '0',
// },
// ]
// }
//
// swap
//
// {
// "code": 0,
// "data": {
// "accountId": "fut2ODPhGiY71Pl4vtXnOZ00ssgD7QGn",
// "ac": "FUTURES",
// "collaterals": [
// {"asset":"ADA","balance":"0.355803","referencePrice":"1.05095","discountFactor":"0.9"},
// {"asset":"USDT","balance":"0.000014519","referencePrice":"1","discountFactor":"1"}
// ],
// }j
// }
//
if (marketType === 'swap') {
return this.parseSwapBalance (response);
} else {
return this.parseBalance (response);
}
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
const response = await this.v1PublicGetDepth (this.extend (request, params));
//
// {
// "code":0,
// "data":{
// "m":"depth-snapshot",
// "symbol":"BTC-PERP",
// "data":{
// "ts":1590223998202,
// "seqnum":115444921,
// "asks":[
// ["9207.5","18.2383"],
// ["9207.75","18.8235"],
// ["9208","10.7873"],
// ],
// "bids":[
// ["9207.25","0.4009"],
// ["9207","0.003"],
// ["9206.5","0.003"],
// ]
// }
// }
// }
//
const data = this.safeValue (response, 'data', {});
const orderbook = this.safeValue (data, 'data', {});
const timestamp = this.safeInteger (orderbook, 'ts');
const result = this.parseOrderBook (orderbook, symbol, timestamp);
result['nonce'] = this.safeInteger (orderbook, 'seqnum');
return result;
}
parseTicker (ticker, market = undefined) {
//
// {
// "symbol":"QTUM/BTC",
// "open":"0.00016537",
// "close":"0.00019077",
// "high":"0.000192",
// "low":"0.00016537",
// "volume":"846.6",
// "ask":["0.00018698","26.2"],
// "bid":["0.00018408","503.7"],
// "type":"spot"
// }
//
const timestamp = undefined;
const marketId = this.safeString (ticker, 'symbol');
const type = this.safeString (ticker, 'type');
const delimiter = (type === 'spot') ? '/' : undefined;
const symbol = this.safeSymbol (marketId, market, delimiter);
const close = this.safeString (ticker, 'close');
const bid = this.safeValue (ticker, 'bid', []);
const ask = this.safeValue (ticker, 'ask', []);
const open = this.safeString (ticker, 'open');
return this.safeTicker ({
'symbol': symbol,
'timestamp': timestamp,
'datetime': undefined,
'high': this.safeString (ticker, 'high'),
'low': this.safeString (ticker, 'low'),
'bid': this.safeString (bid, 0),
'bidVolume': this.safeString (bid, 1),
'ask': this.safeString (ask, 0),
'askVolume': this.safeString (ask, 1),
'vwap': undefined,
'open': open,
'close': close,
'last': close,
'previousClose': undefined, // previous day close
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': this.safeString (ticker, 'volume'),
'quoteVolume': undefined,
'info': ticker,
}, market, false);
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
const response = await this.v1PublicGetTicker (this.extend (request, params));
//
// {
// "code":0,
// "data":{
// "symbol":"BTC-PERP", // or "BTC/USDT"
// "open":"9073",
// "close":"9185.75",
// "high":"9185.75",
// "low":"9185.75",
// "volume":"576.8334",
// "ask":["9185.75","15.5863"],
// "bid":["9185.5","0.003"],
// "type":"derivatives", // or "spot"
// }
// }
//
const data = this.safeValue (response, 'data', {});
return this.parseTicker (data, market);
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
const request = {};
if (symbols !== undefined) {
const marketIds = this.marketIds (symbols);
request['symbol'] = marketIds.join (',');
}
const response = await this.v1PublicGetTicker (this.extend (request, params));
//
// {
// "code":0,
// "data":[
// {
// "symbol":"QTUM/BTC",
// "open":"0.00016537",
// "close":"0.00019077",
// "high":"0.000192",
// "low":"0.00016537",
// "volume":"846.6",
// "ask":["0.00018698","26.2"],
// "bid":["0.00018408","503.7"],
// "type":"spot"
// }
// ]
// }
//
const data = this.safeValue (response, 'data', []);
return this.parseTickers (data, symbols);
}
parseOHLCV (ohlcv, market = undefined) {
//
// {
// "m":"bar",
// "s":"BTC/USDT",
// "data":{
// "i":"1",
// "ts":1590228000000,
// "o":"9139.59",
// "c":"9131.94",
// "h":"9139.99",
// "l":"9121.71",
// "v":"25.20648"
// }
// }
//
const data = this.safeValue (ohlcv, 'data', {});
return [
this.safeInteger (data, 'ts'),
this.safeNumber (data, 'o'),
this.safeNumber (data, 'h'),
this.safeNumber (data, 'l'),
this.safeNumber (data, 'c'),
this.safeNumber (data, 'v'),
];
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
'interval': this.timeframes[timeframe],
};
// if since and limit are not specified
// the exchange will return just 1 last candle by default
const duration = this.parseTimeframe (timeframe);
const options = this.safeValue (this.options, 'fetchOHLCV', {});
const defaultLimit = this.safeInteger (options, 'limit', 500);
if (since !== undefined) {
request['from'] = since;
if (limit === undefined) {
limit = defaultLimit;
} else {
limit = Math.min (limit, defaultLimit);
}
request['to'] = this.sum (since, limit * duration * 1000, 1);
} else if (limit !== undefined) {
request['n'] = limit; // max 500
}
const response = await this.v1PublicGetBarhist (this.extend (request, params));
//
// {
// "code":0,
// "data":[
// {
// "m":"bar",
// "s":"BTC/USDT",
// "data":{
// "i":"1",
// "ts":1590228000000,
// "o":"9139.59",
// "c":"9131.94",
// "h":"9139.99",
// "l":"9121.71",
// "v":"25.20648"
// }
// }
// ]
// }
//
const data = this.safeValue (response, 'data', []);
return this.parseOHLCVs (data, market, timeframe, since, limit);
}
parseTrade (trade, market = undefined) {
//
// public fetchTrades
//
// {
// "p":"9128.5", // price
// "q":"0.0030", // quantity
// "ts":1590229002385, // timestamp
// "bm":false, // if true, the buyer is the market maker, we only use this field to "define the side" of a public trade
// "seqnum":180143985289898554
// }
//
const timestamp = this.safeInteger (trade, 'ts');
const priceString = this.safeString2 (trade, 'price', 'p');
const amountString = this.safeString (trade, 'q');
const buyerIsMaker = this.safeValue (trade, 'bm', false);
const makerOrTaker = buyerIsMaker ? 'maker' : 'taker';
const side = buyerIsMaker ? 'buy' : 'sell';
market = this.safeMarket (undefined, market);
return this.safeTrade ({
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': market['symbol'],
'id': undefined,
'order': undefined,
'type': undefined,
'takerOrMaker': makerOrTaker,
'side': side,
'price': priceString,
'amount': amountString,
'cost': undefined,
'fee': undefined,
}, market);
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
if (limit !== undefined) {
request['n'] = limit; // max 100
}
const response = await this.v1PublicGetTrades (this.extend (request, params));
//
// {
// "code":0,
// "data":{
// "m":"trades",
// "symbol":"BTC-PERP",
// "data":[
// {"p":"9128.5","q":"0.0030","ts":1590229002385,"bm":false,"seqnum":180143985289898554},
// {"p":"9129","q":"0.0030","ts":1590229002642,"bm":false,"seqnum":180143985289898587},
// {"p":"9129.5","q":"0.0030","ts":1590229021306,"bm":false,"seqnum":180143985289899043}
// ]
// }
// }
//
const records = this.safeValue (response, 'data', []);
const trades = this.safeValue (records, 'data', []);
return this.parseTrades (trades, market, since, limit);
}
parseOrderStatus (status) {
const statuses = {
'PendingNew': 'open',
'New': 'open',
'PartiallyFilled': 'open',
'Filled': 'closed',
'Canceled': 'canceled',
'Rejected': 'rejected',
};
return this.safeString (statuses, status, status);
}
parseOrder (order, market = undefined) {
//
// createOrder
//
// {
// "id": "16e607e2b83a8bXHbAwwoqDo55c166fa",
// "orderId": "16e85b4d9b9a8bXHbAwwoqDoc3d66830",
// "orderType": "Market",
// "symbol": "BTC/USDT",
// "timestamp": 1573576916201
// }
//
// {
// "ac": "FUTURES",
// "accountId": "fut2ODPhGiY71Pl4vtXnOZ00ssgD7QGn",
// "time": 1640819389454,
// "orderId": "a17e0874ecbdU0711043490bbtcpDU5X",
// "seqNum": -1,
// "orderType": "Limit",
// "execInst": "NULL_VAL",
// "side": "Buy",
// "symbol": "BTC-PERP",
// "price": "30000",
// "orderQty": "0.002",
// "stopPrice": "0",
// "stopBy": "ref-px",
// "status": "Ack",
// "lastExecTime": 1640819389454,
// "lastQty": "0",
// "lastPx": "0",
// "avgFilledPx": "0",
// "cumFilledQty": "0",
// "fee": "0",
// "cumFee": "0",
// "feeAsset": "",
// "errorCode": "",
// "posStopLossPrice": "0",
// "posStopLossTrigger": "market",
// "posTakeProfitPrice": "0",
// "posTakeProfitTrigger": "market",
// "liquidityInd": "n"
// }
//
// fetchOrder, fetchOpenOrders, fetchClosedOrders
//
// {
// "symbol": "BTC/USDT",
// "price": "8131.22",
// "orderQty": "0.00082",
// "orderType": "Market",
// "avgPx": "7392.02",
// "cumFee": "0.005152238",
// "cumFilledQty": "0.00082",
// "errorCode": "",
// "feeAsset": "USDT",
// "lastExecTime": 1575953151764,
// "orderId": "a16eee20b6750866943712zWEDdAjt3",
// "seqNum": 2623469,
// "side": "Buy",
// "status": "Filled",
// "stopPrice": "",
// "execInst": "NULL_VAL"
// }
//
// {
// "ac": "FUTURES",
// "accountId": "testabcdefg",
// "avgPx": "0",
// "cumFee": "0",
// "cumQty": "0",
// "errorCode": "NULL_VAL",
// "execInst": "NULL_VAL",
// "feeAsset": "USDT",
// "lastExecTime": 1584072844085,
// "orderId": "r170d21956dd5450276356bbtcpKa74",
// "orderQty": "1.1499",
// "orderType": "Limit",
// "price": "4000",
// "sendingTime": 1584072841033,
// "seqNum": 24105338,
// "side": "Buy",
// "status": "Canceled",
// "stopPrice": "",
// "symbol": "BTC-PERP"
// },
//
const status = this.parseOrderStatus (this.safeString (order, 'status'));
const marketId = this.safeString (order, 'symbol');
const symbol = this.safeSymbol (marketId, market, '/');