ccxt-look
Version:
1,261 lines (1,111 loc) • 96.6 kB
JavaScript
"use strict";
// ----------------------------------------------------------------------------
const functions = require ('./functions')
const {
isNode
, keys
, values
, deepExtend
, extend
, clone
, flatten
, unique
, indexBy
, sortBy
, sortBy2
, groupBy
, aggregate
, uuid
, unCamelCase
, precisionFromString
, throttle
, capitalize
, now
, timeout
, TimedOut
, buildOHLCVC
, decimalToPrecision
, defaultFetch
} = functions
const { // eslint-disable-line object-curly-newline
ExchangeError
, BadSymbol
, InvalidAddress
, InvalidOrder
, NotSupported
, AuthenticationError
, DDoSProtection
, RequestTimeout
, ExchangeNotAvailable
, RateLimitExceeded } = require ('./errors')
const { TRUNCATE, ROUND, DECIMAL_PLACES, NO_PADDING } = functions.precisionConstants
const BN = require ('../static_dependencies/BN/bn')
const Precise = require ('./Precise')
// ----------------------------------------------------------------------------
module.exports = class Exchange {
describe () {
return {
'id': undefined,
'name': undefined,
'countries': undefined,
'enableRateLimit': true,
'rateLimit': 2000, // milliseconds = seconds * 1000
'certified': false, // if certified by the CCXT dev team
'pro': false, // if it is integrated with CCXT Pro for WebSocket support
'alias': false, // whether this exchange is an alias to another exchange
'has': {
'publicAPI': true,
'privateAPI': true,
'CORS': undefined,
'spot': undefined,
'margin': undefined,
'swap': undefined,
'future': undefined,
'option': undefined,
'addMargin': undefined,
'cancelAllOrders': undefined,
'cancelOrder': true,
'cancelOrders': undefined,
'createDepositAddress': undefined,
'createLimitOrder': true,
'createMarketOrder': true,
'createOrder': true,
'createPostOnlyOrder': undefined,
'createStopOrder': undefined,
'createStopLimitOrder': undefined,
'createStopMarketOrder': undefined,
'editOrder': 'emulated',
'fetchAccounts': undefined,
'fetchBalance': true,
'fetchBidsAsks': undefined,
'fetchBorrowInterest': undefined,
'fetchBorrowRate': undefined,
'fetchBorrowRateHistory': undefined,
'fetchBorrowRatesPerSymbol': undefined,
'fetchBorrowRates': undefined,
'fetchCanceledOrders': undefined,
'fetchClosedOrder': undefined,
'fetchClosedOrders': undefined,
'fetchCurrencies': 'emulated',
'fetchDeposit': undefined,
'fetchDepositAddress': undefined,
'fetchDepositAddresses': undefined,
'fetchDepositAddressesByNetwork': undefined,
'fetchDeposits': undefined,
'fetchFundingFee': undefined,
'fetchFundingFees': undefined,
'fetchFundingHistory': undefined,
'fetchFundingRate': undefined,
'fetchFundingRateHistory': undefined,
'fetchFundingRates': undefined,
'fetchIndexOHLCV': undefined,
'fetchL2OrderBook': true,
'fetchLedger': undefined,
'fetchLedgerEntry': undefined,
'fetchLeverageTiers': undefined,
'fetchMarketLeverageTiers': undefined,
'fetchMarkets': true,
'fetchMarkOHLCV': undefined,
'fetchMyTrades': undefined,
'fetchOHLCV': 'emulated',
'fetchOpenOrder': undefined,
'fetchOpenOrders': undefined,
'fetchOrder': undefined,
'fetchOrderBook': true,
'fetchOrderBooks': undefined,
'fetchOrders': undefined,
'fetchOrderTrades': undefined,
'fetchPermissions': undefined,
'fetchPosition': undefined,
'fetchPositions': undefined,
'fetchPositionsRisk': undefined,
'fetchPremiumIndexOHLCV': undefined,
'fetchStatus': 'emulated',
'fetchTicker': true,
'fetchTickers': undefined,
'fetchTime': undefined,
'fetchTrades': true,
'fetchTradingFee': undefined,
'fetchTradingFees': undefined,
'fetchTradingLimits': undefined,
'fetchTransactions': undefined,
'fetchTransfers': undefined,
'fetchWithdrawal': undefined,
'fetchWithdrawals': undefined,
'loadMarkets': true,
'reduceMargin': undefined,
'setLeverage': undefined,
'setMarginMode': undefined,
'setPositionMode': undefined,
'signIn': undefined,
'transfer': undefined,
'withdraw': undefined,
},
'urls': {
'logo': undefined,
'api': undefined,
'www': undefined,
'doc': undefined,
'fees': undefined,
},
'api': undefined,
'requiredCredentials': {
'apiKey': true,
'secret': true,
'uid': false,
'login': false,
'password': false,
'twofa': false, // 2-factor authentication (one-time password key)
'privateKey': false, // a "0x"-prefixed hexstring private key for a wallet
'walletAddress': false, // the wallet address "0x"-prefixed hexstring
'token': false, // reserved for HTTP auth in some cases
},
'markets': undefined, // to be filled manually or by fetchMarkets
'currencies': {}, // to be filled manually or by fetchMarkets
'timeframes': undefined, // redefine if the exchange has.fetchOHLCV
'fees': {
'trading': {
'tierBased': undefined,
'percentage': undefined,
'taker': undefined,
'maker': undefined,
},
'funding': {
'tierBased': undefined,
'percentage': undefined,
'withdraw': {},
'deposit': {},
},
},
'status': {
'status': 'ok',
'updated': undefined,
'eta': undefined,
'url': undefined,
},
'exceptions': undefined,
'httpExceptions': {
'422': ExchangeError,
'418': DDoSProtection,
'429': RateLimitExceeded,
'404': ExchangeNotAvailable,
'409': ExchangeNotAvailable,
'410': ExchangeNotAvailable,
'500': ExchangeNotAvailable,
'501': ExchangeNotAvailable,
'502': ExchangeNotAvailable,
'520': ExchangeNotAvailable,
'521': ExchangeNotAvailable,
'522': ExchangeNotAvailable,
'525': ExchangeNotAvailable,
'526': ExchangeNotAvailable,
'400': ExchangeNotAvailable,
'403': ExchangeNotAvailable,
'405': ExchangeNotAvailable,
'503': ExchangeNotAvailable,
'530': ExchangeNotAvailable,
'408': RequestTimeout,
'504': RequestTimeout,
'401': AuthenticationError,
'511': AuthenticationError,
},
'commonCurrencies': { // gets extended/overwritten in subclasses
'XBT': 'BTC',
'BCC': 'BCH',
'DRK': 'DASH',
'BCHABC': 'BCH',
'BCHSV': 'BSV',
},
'precisionMode': DECIMAL_PLACES,
'paddingMode': NO_PADDING,
'limits': {
'leverage': { 'min': undefined, 'max': undefined },
'amount': { 'min': undefined, 'max': undefined },
'price': { 'min': undefined, 'max': undefined },
'cost': { 'min': undefined, 'max': undefined },
},
} // return
} // describe ()
constructor (userConfig = {}) {
Object.assign (this, functions)
// if (isNode) {
// this.nodeVersion = process.version.match (/\d+\.\d+\.\d+/)[0]
// this.userAgent = {
// 'User-Agent': 'ccxt/' + Exchange.ccxtVersion +
// ' (+https://github.com/ccxt/ccxt)' +
// ' Node.js/' + this.nodeVersion + ' (JavaScript)'
// }
// }
this.options = {} // exchange-specific options, if any
// fetch implementation options (JS only)
this.fetchOptions = {
// keepalive: true, // does not work in Chrome, https://github.com/ccxt/ccxt/issues/6368
}
this.userAgents = {
'chrome': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/62.0.3202.94 Safari/537.36',
'chrome39': 'Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/39.0.2171.71 Safari/537.36',
'chrome100': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/100.0.4896.75 Safari/537.36',
}
this.headers = {}
// prepended to URL, like https://proxy.com/https://exchange.com/api...
this.proxy = ''
this.origin = '*' // CORS origin
this.minFundingAddressLength = 1 // used in checkAddress
this.substituteCommonCurrencyCodes = true // reserved
this.quoteJsonNumbers = true // treat numbers in json as quoted precise strings
this.number = Number // or String (a pointer to a function)
this.handleContentTypeApplicationZip = false
// whether fees should be summed by currency code
this.reduceFees = true
// do not delete this line, it is needed for users to be able to define their own fetchImplementation
this.fetchImplementation = defaultFetch
this.validateServerSsl = true
this.validateClientSsl = false
this.timeout = 10000 // milliseconds
this.verbose = false
this.debug = false
this.userAgent = undefined
this.twofa = undefined // two-factor authentication (2FA)
this.apiKey = undefined
this.secret = undefined
this.uid = undefined
this.login = undefined
this.password = undefined
this.privateKey = undefined // a "0x"-prefixed hexstring private key for a wallet
this.walletAddress = undefined // a wallet address "0x"-prefixed hexstring
this.token = undefined // reserved for HTTP auth in some cases
this.balance = {}
this.orderbooks = {}
this.tickers = {}
this.orders = undefined
this.trades = {}
this.transactions = {}
this.ohlcvs = {}
this.myTrades = undefined
this.positions = {}
this.requiresWeb3 = false
this.requiresEddsa = false
this.precision = {}
this.enableLastJsonResponse = true
this.enableLastHttpResponse = true
this.enableLastResponseHeaders = true
this.last_http_response = undefined
this.last_json_response = undefined
this.last_response_headers = undefined
const unCamelCaseProperties = (obj = this) => {
if (obj !== null) {
const ownPropertyNames = Object.getOwnPropertyNames (obj)
for (let i = 0; i < ownPropertyNames.length; i++) {
const k = ownPropertyNames[i]
this[unCamelCase (k)] = this[k]
}
unCamelCaseProperties (Object.getPrototypeOf (obj))
}
}
unCamelCaseProperties ()
// merge to this
const configEntries = Object.entries (this.describe ()).concat (Object.entries (userConfig))
for (let i = 0; i < configEntries.length; i++) {
const [property, value] = configEntries[i]
if (value && Object.getPrototypeOf (value) === Object.prototype) {
this[property] = deepExtend (this[property], value)
} else {
this[property] = value
}
}
const agentOptions = {
'keepAlive': true,
}
if (!this.validateServerSsl) {
agentOptions['rejectUnauthorized'] = false;
}
if (!this.httpAgent && defaultFetch.http && isNode) {
this.httpAgent = new defaultFetch.http.Agent (agentOptions)
}
if (!this.httpsAgent && defaultFetch.https && isNode) {
this.httpsAgent = new defaultFetch.https.Agent (agentOptions)
}
// generate old metainfo interface
const hasKeys = Object.keys (this.has)
for (let i = 0; i < hasKeys.length; i++) {
const k = hasKeys[i]
this['has' + capitalize (k)] = !!this.has[k] // converts 'emulated' to true
}
if (this.api) {
this.defineRestApi (this.api, 'request')
}
this.initRestRateLimiter ()
if (this.markets) {
this.setMarkets (this.markets)
}
}
defaults () {
return { /* override me */ }
}
nonce () {
return this.seconds ()
}
encodeURIComponent (...args) {
return encodeURIComponent (...args)
}
checkRequiredVersion (requiredVersion, error = true) {
let result = true
const [ major1, minor1, patch1 ] = requiredVersion.split ('.')
, [ major2, minor2, patch2 ] = Exchange.ccxtVersion.split ('.')
, intMajor1 = parseInt (major1)
, intMinor1 = parseInt (minor1)
, intPatch1 = parseInt (patch1)
, intMajor2 = parseInt (major2)
, intMinor2 = parseInt (minor2)
, intPatch2 = parseInt (patch2)
if (intMajor1 > intMajor2) {
result = false
}
if (intMajor1 === intMajor2) {
if (intMinor1 > intMinor2) {
result = false
} else if (intMinor1 === intMinor2 && intPatch1 > intPatch2) {
result = false
}
}
if (!result) {
if (error) {
throw new NotSupported ('Your current version of CCXT is ' + Exchange.ccxtVersion + ', a newer version ' + requiredVersion + ' is required, please, upgrade your version of CCXT')
} else {
return error
}
}
return result
}
checkRequiredCredentials (error = true) {
const keys = Object.keys (this.requiredCredentials)
for (let i = 0; i < keys.length; i++) {
const key = keys[i]
if (this.requiredCredentials[key] && !this[key]) {
if (error) {
throw new AuthenticationError (this.id + ' requires `' + key + '` credential')
} else {
return error
}
}
}
return true
}
checkAddress (address) {
if (address === undefined) {
throw new InvalidAddress (this.id + ' address is undefined')
}
// check the address is not the same letter like 'aaaaa' nor too short nor has a space
if ((unique (address).length === 1) || address.length < this.minFundingAddressLength || address.includes (' ')) {
throw new InvalidAddress (this.id + ' address is invalid or has less than ' + this.minFundingAddressLength.toString () + ' characters: "' + this.json (address) + '"')
}
return address
}
initRestRateLimiter () {
if (this.rateLimit === undefined) {
throw new Error (this.id + '.rateLimit property is not configured')
}
this.tokenBucket = this.extend ({
delay: 0.001,
capacity: 1,
cost: 1,
maxCapacity: 1000,
refillRate: (this.rateLimit > 0) ? 1 / this.rateLimit : Number.MAX_VALUE
}, this.tokenBucket)
this.throttle = throttle (this.tokenBucket)
this.executeRestRequest = (url, method = 'GET', headers = undefined, body = undefined) => {
// fetchImplementation cannot be called on this. in browsers:
// TypeError Failed to execute 'fetch' on 'Window': Illegal invocation
const fetchImplementation = this.fetchImplementation
const params = { method, headers, body, timeout: this.timeout }
if (this.agent) {
params['agent'] = this.agent
} else if (this.httpAgent && url.indexOf ('http://') === 0) {
params['agent'] = this.httpAgent
} else if (this.httpsAgent && url.indexOf ('https://') === 0) {
params['agent'] = this.httpsAgent
}
const promise =
fetchImplementation (url, this.extend (params, this.fetchOptions))
.catch ((e) => {
if (isNode) {
throw new ExchangeNotAvailable ([ this.id, method, url, e.type, e.message ].join (' '))
}
throw e // rethrow all unknown errors
})
.then ((response) => this.handleRestResponse (response, url, method, headers, body))
return timeout (this.timeout, promise).catch ((e) => {
if (e instanceof TimedOut) {
throw new RequestTimeout (this.id + ' ' + method + ' ' + url + ' request timed out (' + this.timeout + ' ms)')
}
throw e
})
}
}
setSandboxMode (enabled) {
if (!!enabled) { // eslint-disable-line no-extra-boolean-cast
if ('test' in this.urls) {
if (typeof this.urls['api'] === 'string') {
this.urls['apiBackup'] = this.urls['api']
this.urls['api'] = this.urls['test']
} else {
this.urls['apiBackup'] = clone (this.urls['api'])
this.urls['api'] = clone (this.urls['test'])
}
} else {
throw new NotSupported (this.id + ' does not have a sandbox URL')
}
} else if ('apiBackup' in this.urls) {
if (typeof this.urls['api'] === 'string') {
this.urls['api'] = this.urls['apiBackup']
} else {
this.urls['api'] = clone (this.urls['apiBackup'])
}
}
}
defineRestApiEndpoint (methodName, uppercaseMethod, lowercaseMethod, camelcaseMethod, path, paths, config = {}) {
const splitPath = path.split (/[^a-zA-Z0-9]/)
const camelcaseSuffix = splitPath.map (this.capitalize).join ('')
const underscoreSuffix = splitPath.map ((x) => x.trim ().toLowerCase ()).filter ((x) => x.length > 0).join ('_')
const camelcasePrefix = [ paths[0] ].concat (paths.slice (1).map (this.capitalize)).join ('')
const underscorePrefix = [ paths[0] ].concat (paths.slice (1).map ((x) => x.trim ()).filter ((x) => x.length > 0)).join ('_')
const camelcase = camelcasePrefix + camelcaseMethod + this.capitalize (camelcaseSuffix)
const underscore = underscorePrefix + '_' + lowercaseMethod + '_' + underscoreSuffix
const typeArgument = (paths.length > 1) ? paths : paths[0]
// handle call costs here
const partial = async (params = {}, context = {}) => this[methodName] (path, typeArgument, uppercaseMethod, params, undefined, undefined, config, context)
// const partial = async (params) => this[methodName] (path, typeArgument, uppercaseMethod, params || {})
this[camelcase] = partial
this[underscore] = partial
}
defineRestApi (api, methodName, paths = []) {
const keys = Object.keys (api)
for (let i = 0; i < keys.length; i++) {
const key = keys[i]
const value = api[key]
const uppercaseMethod = key.toUpperCase ()
const lowercaseMethod = key.toLowerCase ()
const camelcaseMethod = this.capitalize (lowercaseMethod)
if (Array.isArray (value)) {
for (let k = 0; k < value.length; k++) {
const path = value[k].trim ()
this.defineRestApiEndpoint (methodName, uppercaseMethod, lowercaseMethod, camelcaseMethod, path, paths)
}
// the options HTTP method conflicts with the 'options' API url path
// } else if (key.match (/^(?:get|post|put|delete|options|head|patch)$/i)) {
} else if (key.match (/^(?:get|post|put|delete|head|patch)$/i)) {
const endpoints = Object.keys (value);
for (let j = 0; j < endpoints.length; j++) {
const endpoint = endpoints[j]
const path = endpoint.trim ()
const config = value[endpoint]
if (typeof config === 'object') {
this.defineRestApiEndpoint (methodName, uppercaseMethod, lowercaseMethod, camelcaseMethod, path, paths, config)
} else if (typeof config === 'number') {
this.defineRestApiEndpoint (methodName, uppercaseMethod, lowercaseMethod, camelcaseMethod, path, paths, { cost: config })
} else {
throw new NotSupported (this.id + ' defineRestApi() API format not supported, API leafs must strings, objects or numbers');
}
}
} else {
this.defineRestApi (value, methodName, paths.concat ([ key ]))
}
}
}
log (... args) {
console.log (... args)
}
setHeaders (headers) {
return headers;
}
fetch (url, method = 'GET', headers = undefined, body = undefined) {
if (isNode && this.userAgent) {
if (typeof this.userAgent === 'string') {
headers = extend ({ 'User-Agent': this.userAgent }, headers)
} else if ((typeof this.userAgent === 'object') && ('User-Agent' in this.userAgent)) {
headers = extend (this.userAgent, headers)
}
}
if (typeof this.proxy === 'function') {
url = this.proxy (url)
if (isNode) {
headers = extend ({ 'Origin': this.origin }, headers)
}
} else if (typeof this.proxy === 'string') {
if (this.proxy.length && isNode) {
headers = extend ({ 'Origin': this.origin }, headers)
}
url = this.proxy + url
}
headers = extend (this.headers, headers)
headers = this.setHeaders (headers)
if (this.verbose) {
this.log ("fetch Request:\n", this.id, method, url, "\nRequestHeaders:\n", headers, "\nRequestBody:\n", body, "\n")
}
return this.executeRestRequest (url, method, headers, body)
}
// eslint-disable-next-line no-unused-vars
calculateRateLimiterCost (api, method, path, params, config = {}, context = {}) {
return this.safeValue (config, 'cost', 1);
}
async fetch2 (path, type = 'public', method = 'GET', params = {}, headers = undefined, body = undefined, config = {}, context = {}) {
if (this.enableRateLimit) {
const cost = this.calculateRateLimiterCost (type, method, path, params, config, context)
await this.throttle (cost)
}
const request = this.sign (path, type, method, params, headers, body)
return this.fetch (request.url, request.method, request.headers, request.body)
}
request (path, type = 'public', method = 'GET', params = {}, headers = undefined, body = undefined, config = {}, context = {}) {
return this.fetch2 (path, type, method, params, headers, body, config, context)
}
parseJson (jsonString) {
try {
if (this.isJsonEncodedObject (jsonString)) {
return JSON.parse (this.onJsonResponse (jsonString))
}
} catch (e) {
// SyntaxError
return undefined
}
}
throwExactlyMatchedException (exact, string, message) {
if (string in exact) {
throw new exact[string] (message)
}
}
throwBroadlyMatchedException (broad, string, message) {
const broadKey = this.findBroadlyMatchedKey (broad, string)
if (broadKey !== undefined) {
throw new broad[broadKey] (message)
}
}
// a helper for matching error strings exactly vs broadly
findBroadlyMatchedKey (broad, string) {
const keys = Object.keys (broad)
for (let i = 0; i < keys.length; i++) {
const key = keys[i]
if (string.indexOf (key) >= 0) {
return key
}
}
return undefined
}
handleErrors (statusCode, statusText, url, method, responseHeaders, responseBody, response, requestHeaders, requestBody) {
// override me
}
handleHttpStatusCode (code, reason, url, method, body) {
const codeAsString = code.toString ()
if (codeAsString in this.httpExceptions) {
const ErrorClass = this.httpExceptions[codeAsString]
throw new ErrorClass ([ this.id, method, url, code, reason, body ].join (' '))
}
}
getResponseHeaders (response) {
const result = {}
response.headers.forEach ((value, key) => {
key = key.split ('-').map ((word) => capitalize (word)).join ('-')
result[key] = value
})
return result
}
handleRestResponse (response, url, method = 'GET', requestHeaders = undefined, requestBody = undefined) {
const responseHeaders = this.getResponseHeaders (response)
if (this.handleContentTypeApplicationZip && (responseHeaders['Content-Type'] === 'application/zip')) {
const responseBuffer = response.buffer ();
if (this.enableLastResponseHeaders) {
this.last_response_headers = responseHeaders
}
if (this.enableLastHttpResponse) {
this.last_http_response = responseBuffer
}
if (this.verbose) {
this.log ("handleRestResponse:\n", this.id, method, url, response.status, response.statusText, "\nResponseHeaders:\n", responseHeaders, "ZIP redacted", "\n")
}
// no error handler needed, because it would not be a zip response in case of an error
return responseBuffer;
}
return response.text ().then ((responseBody) => {
const bodyText = this.onRestResponse (response.status, response.statusText, url, method, responseHeaders, responseBody, requestHeaders, requestBody);
const json = this.parseJson (bodyText)
if (this.enableLastResponseHeaders) {
this.last_response_headers = responseHeaders
}
if (this.enableLastHttpResponse) {
this.last_http_response = responseBody
}
if (this.enableLastJsonResponse) {
this.last_json_response = json
}
if (this.verbose) {
this.log ("handleRestResponse:\n", this.id, method, url, response.status, response.statusText, "\nResponseHeaders:\n", responseHeaders, "\nResponseBody:\n", responseBody, "\n")
}
const skipFurtherErrorHandling = this.handleErrors (response.status, response.statusText, url, method, responseHeaders, responseBody, json, requestHeaders, requestBody)
if (!skipFurtherErrorHandling) {
this.handleHttpStatusCode (response.status, response.statusText, url, method, responseBody)
}
return json || responseBody
})
}
onRestResponse (statusCode, statusText, url, method, responseHeaders, responseBody, requestHeaders, requestBody) {
return responseBody.trim ()
}
onJsonResponse (responseBody) {
return this.quoteJsonNumbers ? responseBody.replace (/":([+.0-9eE-]+)([,}])/g, '":"$1"$2') : responseBody;
}
setMarkets (markets, currencies = undefined) {
const values = Object.values (markets).map ((market) => deepExtend ({
'id': undefined,
'symbol': undefined,
'base': undefined,
'quote': undefined,
'baseId': undefined,
'quoteId': undefined,
'active': undefined,
'type': undefined,
'linear': undefined,
'inverse': undefined,
'spot': false,
'swap': false,
'future': false,
'option': false,
'margin': false,
'contract': false,
'contractSize': undefined,
'expiry': undefined,
'expiryDatetime': undefined,
'optionType': undefined,
'strike': undefined,
'settle': undefined,
'settleId': undefined,
'precision': this.precision,
'limits': this.limits,
'info': undefined,
}, this.fees['trading'], market))
this.markets = indexBy (values, 'symbol')
this.markets_by_id = indexBy (markets, 'id')
this.symbols = Object.keys (this.markets).sort ()
this.ids = Object.keys (this.markets_by_id).sort ()
if (currencies) {
this.currencies = deepExtend (this.currencies, currencies)
} else {
let baseCurrencies =
values.filter ((market) => 'base' in market)
.map ((market) => ({
id: market.baseId || market.base,
numericId: (market.baseNumericId !== undefined) ? market.baseNumericId : undefined,
code: market.base,
precision: market.precision ? (market.precision.base || market.precision.amount) : 8,
}))
let quoteCurrencies =
values.filter ((market) => 'quote' in market)
.map ((market) => ({
id: market.quoteId || market.quote,
numericId: (market.quoteNumericId !== undefined) ? market.quoteNumericId : undefined,
code: market.quote,
precision: market.precision ? (market.precision.quote || market.precision.price) : 8,
}))
baseCurrencies = sortBy (baseCurrencies, 'code')
quoteCurrencies = sortBy (quoteCurrencies, 'code')
this.baseCurrencies = indexBy (baseCurrencies, 'code')
this.quoteCurrencies = indexBy (quoteCurrencies, 'code')
const allCurrencies = baseCurrencies.concat (quoteCurrencies)
const groupedCurrencies = groupBy (allCurrencies, 'code')
const currencies = Object.keys (groupedCurrencies).map ((code) =>
groupedCurrencies[code].reduce ((previous, current) => // eslint-disable-line implicit-arrow-linebreak
((previous.precision > current.precision) ? previous : current), groupedCurrencies[code][0])) // eslint-disable-line implicit-arrow-linebreak
const sortedCurrencies = sortBy (flatten (currencies), 'code')
this.currencies = deepExtend (this.currencies, indexBy (sortedCurrencies, 'code'))
}
this.currencies_by_id = indexBy (this.currencies, 'id')
this.codes = Object.keys (this.currencies).sort ()
return this.markets
}
async loadMarketsHelper (reload = false, params = {}) {
if (!reload && this.markets) {
if (!this.markets_by_id) {
return this.setMarkets (this.markets)
}
return this.markets
}
let currencies = undefined
// only call if exchange API provides endpoint (true), thus avoid emulated versions ('emulated')
if (this.has.fetchCurrencies === true) {
currencies = await this.fetchCurrencies ()
}
const markets = await this.fetchMarkets (params)
return this.setMarkets (markets, currencies)
}
async fetchPermissions (params = {}) {
throw new NotSupported (this.id + ' fetchPermissions() is not supported yet')
}
// is async (returns a promise)
loadMarkets (reload = false, params = {}) {
if ((reload && !this.reloadingMarkets) || !this.marketsLoading) {
this.reloadingMarkets = true
this.marketsLoading = this.loadMarketsHelper (reload, params).then ((resolved) => {
this.reloadingMarkets = false
return resolved
}, (error) => {
this.reloadingMarkets = false
throw error
})
}
return this.marketsLoading
}
async loadAccounts (reload = false, params = {}) {
if (reload) {
this.accounts = await this.fetchAccounts (params)
} else {
if (this.accounts) {
return this.accounts
} else {
this.accounts = await this.fetchAccounts (params)
}
}
this.accountsById = this.indexBy (this.accounts, 'id')
return this.accounts
}
fetchBidsAsks (symbols = undefined, params = {}) {
throw new NotSupported (this.id + ' fetchBidsAsks() is not supported yet')
}
async fetchOHLCVC (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
if (!this.has['fetchTrades']) {
throw new NotSupported (this.id + ' fetchOHLCV() is not supported yet')
}
await this.loadMarkets ()
const trades = await this.fetchTrades (symbol, since, limit, params)
const ohlcvc = buildOHLCVC (trades, timeframe, since, limit)
return ohlcvc
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
if (!this.has['fetchTrades']) {
throw new NotSupported (this.id + ' fetchOHLCV() is not supported yet')
}
await this.loadMarkets ()
const trades = await this.fetchTrades (symbol, since, limit, params)
const ohlcvc = buildOHLCVC (trades, timeframe, since, limit)
return ohlcvc.map ((c) => c.slice (0, -1))
}
parseTradingViewOHLCV (ohlcvs, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
const result = this.convertTradingViewToOHLCV (ohlcvs)
return this.parseOHLCVs (result, market, timeframe, since, limit)
}
convertTradingViewToOHLCV (ohlcvs, t = 't', o = 'o', h = 'h', l = 'l', c = 'c', v = 'v', ms = false) {
const result = [];
for (let i = 0; i < ohlcvs[t].length; i++) {
result.push ([
ms ? ohlcvs[t][i] : (ohlcvs[t][i] * 1000),
ohlcvs[o][i],
ohlcvs[h][i],
ohlcvs[l][i],
ohlcvs[c][i],
ohlcvs[v][i],
])
}
return result
}
convertOHLCVToTradingView (ohlcvs, t = 't', o = 'o', h = 'h', l = 'l', c = 'c', v = 'v', ms = false) {
const result = {}
result[t] = []
result[o] = []
result[h] = []
result[l] = []
result[c] = []
result[v] = []
for (let i = 0; i < ohlcvs.length; i++) {
result[t].push (ms ? ohlcvs[i][0] : parseInt (ohlcvs[i][0] / 1000))
result[o].push (ohlcvs[i][1])
result[h].push (ohlcvs[i][2])
result[l].push (ohlcvs[i][3])
result[c].push (ohlcvs[i][4])
result[v].push (ohlcvs[i][5])
}
return result
}
async fetchTicker (symbol, params = {}) {
if (this.has['fetchTickers']) {
const tickers = await this.fetchTickers ([ symbol ], params);
const ticker = this.safeValue (tickers, symbol);
if (ticker === undefined) {
throw new InvalidAddress (this.id + ' fetchTickers() could not find a ticker for ' + symbol);
} else {
return ticker;
}
} else {
throw new NotSupported (this.id + ' fetchTicker() is not supported yet');
}
}
fetchTickers (symbols = undefined, params = {}) {
throw new NotSupported (this.id + ' fetchTickers() is not supported yet')
}
fetchOrder (id, symbol = undefined, params = {}) {
throw new NotSupported (this.id + ' fetchOrder() is not supported yet');
}
fetchUnifiedOrder (order, params = {}) {
return this.fetchOrder (this.safeValue (order, 'id'), this.safeValue (order, 'symbol'), params);
}
createOrder (symbol, type, side, amount, price = undefined, params = {}) {
throw new NotSupported (this.id + ' createOrder() is not supported yet');
}
cancelOrder (id, symbol = undefined, params = {}) {
throw new NotSupported (this.id + ' cancelOrder() is not supported yet');
}
cancelUnifiedOrder (order, params = {}) {
return this.cancelOrder (this.safeValue (order, 'id'), this.safeValue (order, 'symbol'), params);
}
fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
throw new NotSupported (this.id + ' fetchOrders() is not supported yet');
}
fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
throw new NotSupported (this.id + ' fetchOpenOrders() is not supported yet');
}
fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
throw new NotSupported (this.id + ' fetchClosedOrders() is not supported yet');
}
fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
throw new NotSupported (this.id + ' fetchMyTrades() is not supported yet');
}
fetchTransactions (symbol = undefined, since = undefined, limit = undefined, params = {}) {
throw new NotSupported (this.id + ' fetchTransactions() is not supported yet');
}
fetchDeposits (symbol = undefined, since = undefined, limit = undefined, params = {}) {
throw new NotSupported (this.id + ' fetchDeposits() is not supported yet');
}
fetchWithdrawals (symbol = undefined, since = undefined, limit = undefined, params = {}) {
throw new NotSupported (this.id + ' fetchWithdrawals() is not supported yet');
}
async fetchDepositAddress (code, params = {}) {
if (this.has['fetchDepositAddresses']) {
const depositAddresses = await this.fetchDepositAddresses ([ code ], params);
const depositAddress = this.safeValue (depositAddresses, code);
if (depositAddress === undefined) {
throw new InvalidAddress (this.id + ' fetchDepositAddress() could not find a deposit address for ' + code + ', make sure you have created a corresponding deposit address in your wallet on the exchange website');
} else {
return depositAddress;
}
} else {
throw new NotSupported (this.id + ' fetchDepositAddress() not supported yet');
}
}
fetchCurrencies (params = {}) {
// markets are returned as a list
// currencies are returned as a dict
// this is for historical reasons
// and may be changed for consistency later
return new Promise ((resolve, reject) => resolve (this.currencies));
}
fetchMarkets (params = {}) {
// markets are returned as a list
// currencies are returned as a dict
// this is for historical reasons
// and may be changed for consistency later
return new Promise ((resolve, reject) => resolve (Object.values (this.markets)))
}
async fetchOrderStatus (id, symbol = undefined, params = {}) {
const order = await this.fetchOrder (id, symbol, params);
return order['status'];
}
account () {
return {
'free': undefined,
'used': undefined,
'total': undefined,
}
}
commonCurrencyCode (currency) {
if (!this.substituteCommonCurrencyCodes) {
return currency
}
return this.safeString (this.commonCurrencies, currency, currency)
}
currency (code) {
if (this.currencies === undefined) {
throw new ExchangeError (this.id + ' currencies not loaded')
}
if (typeof code === 'string') {
if (code in this.currencies) {
return this.currencies[code];
} else if (code in this.currencies_by_id) {
return this.currencies_by_id[code];
}
}
throw new ExchangeError (this.id + ' does not have currency code ' + code)
}
market (symbol) {
if (this.markets === undefined) {
throw new ExchangeError (this.id + ' markets not loaded')
}
if (this.markets_by_id === undefined) {
throw new ExchangeError (this.id + ' markets not loaded')
}
if (typeof symbol === 'string') {
if (symbol in this.markets) {
return this.markets[symbol]
} else if (symbol in this.markets_by_id) {
return this.markets_by_id[symbol]
}
}
throw new BadSymbol (this.id + ' does not have market symbol ' + symbol)
}
marketId (symbol) {
const market = this.market (symbol)
return (market !== undefined ? market['id'] : symbol)
}
marketIds (symbols) {
return symbols.map ((symbol) => this.marketId (symbol))
}
symbol (symbol) {
return this.market (symbol).symbol || symbol
}
implodeHostname (url) {
return this.implodeParams (url, { 'hostname': this.hostname })
}
resolvePath (path, params) {
return [
this.implodeParams (path, params),
this.omit (params, this.extractParams (path))
];
}
parseBidAsk (bidask, priceKey = 0, amountKey = 1) {
const price = this.safeNumber (bidask, priceKey)
const amount = this.safeNumber (bidask, amountKey)
return [ price, amount ]
}
parseBidsAsks (bidasks, priceKey = 0, amountKey = 1) {
return Object.values (bidasks || []).map ((bidask) => this.parseBidAsk (bidask, priceKey, amountKey))
}
async fetchL2OrderBook (symbol, limit = undefined, params = {}) {
const orderbook = await this.fetchOrderBook (symbol, limit, params)
return extend (orderbook, {
'bids': sortBy (aggregate (orderbook.bids), 0, true),
'asks': sortBy (aggregate (orderbook.asks), 0),
})
}
parseOrderBook (orderbook, symbol, timestamp = undefined, bidsKey = 'bids', asksKey = 'asks', priceKey = 0, amountKey = 1) {
return {
'symbol': symbol,
'bids': sortBy ((bidsKey in orderbook) ? this.parseBidsAsks (orderbook[bidsKey], priceKey, amountKey) : [], 0, true),
'asks': sortBy ((asksKey in orderbook) ? this.parseBidsAsks (orderbook[asksKey], priceKey, amountKey) : [], 0),
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'nonce': undefined,
}
}
safeBalance (balance) {
const codes = Object.keys (this.omit (balance, [ 'info', 'timestamp', 'datetime', 'free', 'used', 'total' ]));
balance['free'] = {}
balance['used'] = {}
balance['total'] = {}
for (let i = 0; i < codes.length; i++) {
const code = codes[i]
if (balance[code].total === undefined) {
if (balance[code].free !== undefined && balance[code].used !== undefined) {
balance[code].total = Precise.stringAdd (balance[code].free, balance[code].used)
}
}
if (balance[code].free === undefined) {
if (balance[code].total !== undefined && balance[code].used !== undefined) {
balance[code].free = Precise.stringSub (balance[code].total, balance[code].used)
}
}
if (balance[code].used === undefined) {
if (balance[code].total !== undefined && balance[code].free !== undefined) {
balance[code].used = Precise.stringSub (balance[code].total, balance[code].free)
}
}
balance[code].free = this.parseNumber (balance[code].free)
balance[code].used = this.parseNumber (balance[code].used)
balance[code].total = this.parseNumber (balance[code].total)
balance.free[code] = balance[code].free
balance.used[code] = balance[code].used
balance.total[code] = balance[code].total
}
return balance
}
async fetchBalance (params = {}) {
throw new NotSupported (this.id + ' fetchBalance() not supported yet')
}
async fetchPartialBalance (part, params = {}) {
const balance = await this.fetchBalance (params)
return balance[part]
}
fetchFreeBalance (params = {}) {
return this.fetchPartialBalance ('free', params)
}
fetchUsedBalance (params = {}) {
return this.fetchPartialBalance ('used', params)
}
fetchTotalBalance (params = {}) {
return this.fetchPartialBalance ('total', params)
}
async fetchStatus (params = {}) {
if (this.has['fetchTime']) {
const time = await this.fetchTime (params)
this.status = this.extend (this.status, {
'updated': time,
})
}
return this.status
}
async fetchTradingFees (params = {}) {
throw new NotSupported (this.id + ' fetchTradingFees() not supported yet')
}
async fetchTradingFee (symbol, params = {}) {
if (!this.has['fetchTradingFees']) {
throw new NotSupported (this.id + ' fetchTradingFee() not supported yet')
}
return await this.fetchTradingFees (params)
}
async loadTradingLimits (symbols = undefined, reload = false, params = {}) {
if (this.has['fetchTradingLimits']) {
if (reload || !('limitsLoaded' in this.options)) {
const response = await this.fetchTradingLimits (symbols);
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
this.markets[symbol] = this.deepExtend (this.markets[symbol], response[symbol]);
}
this.options['limitsLoaded'] = this.milliseconds ();
}
}
return this.markets;
}
filterBySinceLimit (array, since = undefined, limit = undefined, key = 'timestamp', tail = false) {
const sinceIsDefined = (since !== undefined && since !== null)
if (sinceIsDefined) {
array = array.filter ((entry) => entry[key] >= since)
}
if (limit !== undefined && limit !== null) {
array = tail ? array.slice (-limit) : array.slice (0, limit)
}
return array
}
filterByValueSinceLimit (array, field, value = undefined, since = undefined, limit = undefined, key = 'timestamp', tail = false) {
const valueIsDefined = value !== undefined && value !== null
const sinceIsDefined = since !== undefined && since !== null
// single-pass filter for both symbol and since
if (valueIsDefined || sinceIsDefined) {
array = array.filter ((entry) =>
((valueIsDefined ? (entry[field] === value) : true) &&
(sinceIsDefined ? (entry[key] >= since) : true)))
}
if (limit !== undefined && limit !== null) {
array = tail ? array.slice (-limit) : array.slice (0, limit)
}
return array
}
filterBySymbolSinceLimit (array, symbol = undefined, since = undefined, limit = undefined, tail = false) {
return this.filterByValueSinceLimit (array, 'symbol', symbol, since, limit, 'timestamp', tail)
}
filterByCurrencySinceLimit (array, code = undefined, since = undefined, limit = undefined, tail = false) {
return this.filterByValueSinceLimit (array, 'currency', code, since, limit, 'timestamp', tail)
}
filterByArray (objects, key, values = undefined, indexed = true) {
objects = Object.values (objects)
// return all of them if no values were passed
if (values === undefined || values === null) {
return indexed ? indexBy (objects, key) : objects
}
const result = []
for (let i = 0; i < objects.length; i++) {
if (values.includes (objects[i][key])) {