ccxt-look
Version:
1,150 lines (1,122 loc) • 69.7 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, BadRequest, InvalidNonce, RequestTimeout, ExchangeNotAvailable, InsufficientFunds, OrderNotFound, InvalidOrder, DDoSProtection, AuthenticationError, BadSymbol, AccountSuspended, ArgumentsRequired } = require ('./base/errors');
const { TICK_SIZE } = require ('./base/functions/number');
// ---------------------------------------------------------------------------
module.exports = class crex24 extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'crex24',
'name': 'CREX24',
'countries': [ 'EE' ], // Estonia
'rateLimit': 500,
'version': 'v2',
// new metainfo interface
'has': {
'CORS': undefined,
'spot': true,
'margin': false,
'swap': false,
'future': false,
'option': false,
'addMargin': false,
'cancelAllOrders': true,
'cancelOrder': true,
'cancelOrders': true,
'createOrder': true,
'createReduceOnlyOrder': false,
'createStopLimitOrder': true,
'createStopMarketOrder': true,
'createStopOrder': true,
'editOrder': true,
'fetchBalance': true,
'fetchBidsAsks': true,
'fetchBorrowRate': false,
'fetchBorrowRateHistories': false,
'fetchBorrowRateHistory': false,
'fetchBorrowRates': false,
'fetchBorrowRatesPerSymbol': false,
'fetchClosedOrders': true,
'fetchCurrencies': true,
'fetchDepositAddress': true,
'fetchDeposits': true,
'fetchFundingFees': true,
'fetchFundingHistory': false,
'fetchFundingRate': false,
'fetchFundingRateHistory': false,
'fetchFundingRates': false,
'fetchIndexOHLCV': false,
'fetchLeverage': false,
'fetchLeverageTiers': false,
'fetchMarkets': true,
'fetchMarkOHLCV': false,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': true,
'fetchOrderTrades': true,
'fetchPosition': false,
'fetchPositions': false,
'fetchPositionsRisk': false,
'fetchPremiumIndexOHLCV': false,
'fetchTicker': true,
'fetchTickers': true,
'fetchTrades': true,
'fetchTradingFee': false,
'fetchTradingFees': true,
'fetchTransactions': true,
'fetchWithdrawals': true,
'reduceMargin': false,
'setLeverage': false,
'setMarginMode': false,
'setPositionMode': false,
'withdraw': true,
},
'timeframes': {
'1m': '1m',
'3m': '3m',
'5m': '5m',
'15m': '15m',
'30m': '30m',
'1h': '1h',
'4h': '4h',
'1d': '1d',
'1w': '1w',
'1M': '1mo',
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/47813922-6f12cc00-dd5d-11e8-97c6-70f957712d47.jpg',
'api': 'https://api.crex24.com',
'www': 'https://crex24.com',
'referral': 'https://crex24.com/?refid=slxsjsjtil8xexl9hksr',
'doc': 'https://docs.crex24.com/trade-api/v2',
'fees': 'https://crex24.com/fees',
},
'api': {
'public': {
'get': [
'currencies',
'instruments',
'tickers',
'recentTrades',
'orderBook',
'ohlcv',
'tradingFeeSchedules',
'withdrawalFees',
'currencyTransport',
'currenciesWithdrawalFees',
],
},
'trading': {
'get': [
'orderStatus',
'orderTrades',
'activeOrders',
'orderHistory',
'tradeHistory',
'tradingFee',
'tradeFee', // The support of this method has been dropped on February 18, 2020. Please, use tradingFee method instead. https://docs.crex24.com/trade-api/v2/#trade-fee-and-rebate-discontinued
],
'post': [
'placeOrder',
'modifyOrder',
'cancelOrdersById',
'cancelOrdersByInstrument',
'cancelAllOrders',
],
},
'account': {
'get': [
'balance',
'depositAddress',
'moneyTransfers',
'moneyTransferStatus',
'previewWithdrawal',
],
'post': [
'withdraw',
],
},
},
'precisionMode': TICK_SIZE,
'fees': {
'trading': {
'tierBased': true,
'percentage': true,
'taker': 0.001,
'maker': -0.0001,
},
// should be deleted, these are outdated and inaccurate
'funding': {
'tierBased': false,
'percentage': false,
'withdraw': {},
'deposit': {},
},
},
'commonCurrencies': {
'ACM': 'Actinium',
'BCC': 'BCH',
'BIT': 'BitMoney',
'BULL': 'BuySell',
'CLC': 'CaluraCoin',
'CREDIT': 'TerraCredit',
'DMS': 'Documentchain', // conflict with Dragon Mainland Shards
'EGG': 'NestEGG Coin',
'EPS': 'Epanus', // conflict with EPS Ellipsis https://github.com/ccxt/ccxt/issues/8909
'FUND': 'FUNDChains',
'GHOST': 'GHOSTPRISM',
'GM': 'GM Holding',
'GMT': 'GMT Token',
'GTC': 'GastroCoin', // conflict with Gitcoin and Game.com
'IQ': 'IQ.Cash',
'ONE': 'One Hundred Coin',
'PUT': 'PutinCoin',
'SBTC': 'SBTCT', // SiamBitcoin
'SPH': 'SapphireCoin',
'SUPER': 'SuperCoin',
'UNI': 'Universe',
'YOYO': 'YOYOW',
},
// exchange-specific options
'options': {
'networks': {
'ETH': 'ERC20',
'TRX': 'TRC20',
'BSC': 'BEP20',
},
'fetchOrdersMethod': 'tradingGetOrderHistory', // or 'tradingGetActiveOrders'
'fetchClosedOrdersMethod': 'tradingGetOrderHistory', // or 'tradingGetActiveOrders'
'fetchTickersMethod': 'publicGetTicker24hr',
'defaultTimeInForce': 'GTC', // 'GTC' = Good To Cancel (default), 'IOC' = Immediate Or Cancel
'hasAlreadyAuthenticatedSuccessfully': false,
'warnOnFetchOpenOrdersWithoutSymbol': true,
'parseOrderToPrecision': false, // force amounts and costs in parseOrder to precision
'newOrderRespType': 'RESULT', // 'ACK' for order id, 'RESULT' for full order or 'FULL' for order with fills
'fetchTradingFees': {
'method': 'fetchPrivateTradingFees', // or 'fetchPublicTradingFees'
},
},
'exceptions': {
'exact': {
"Parameter 'filter' contains invalid value.": BadRequest, // eslint-disable-quotes
"Mandatory parameter 'instrument' is missing.": BadRequest, // eslint-disable-quotes
"The value of parameter 'till' must be greater than or equal to the value of parameter 'from'.": BadRequest, // eslint-disable-quotes
'Failed to verify request signature.': AuthenticationError, // eslint-disable-quotes
"Nonce error. Make sure that the value passed in the 'X-CREX24-API-NONCE' header is greater in each consecutive request than in the previous one for the corresponding API-Key provided in 'X-CREX24-API-KEY' header.": InvalidNonce,
'Market orders are not supported by the instrument currently.': InvalidOrder,
"Parameter 'instrument' contains invalid value.": BadSymbol,
"Trading has been disabled for the account until the verification is passed. To initiate the verification process, please log into your account at crex24.com and proceed to 'My account' -> 'Verification'.": AccountSuspended, // {"errorDescription":"Trading has been disabled for the account until the verification is passed. To initiate the verification process, please log into your account at crex24.com and proceed to 'My account' -> 'Verification'."}
},
'broad': {
'try again later': ExchangeNotAvailable, // {"errorDescription":"Failed to process the request. Please, try again later."}
'API Key': AuthenticationError, // "API Key '9edc48de-d5b0-4248-8e7e-f59ffcd1c7f1' doesn't exist."
'Insufficient funds': InsufficientFunds, // "Insufficient funds: new order requires 10 ETH which is more than the available balance."
'has been delisted.': BadSymbol, // {"errorDescription":"Instrument '$PAC-BTC' has been delisted."}
'is currently suspended.': BadSymbol, // {"errorDescription":"Trading in BITG-BTC is currently suspended."}
'Mandatory parameter': BadRequest, // {"errorDescription":"Mandatory parameter 'feeCurrency' is missing."}
'can not trade': AccountSuspended, // {"errorDescription":"User 123456 can not trade"}
},
},
});
}
nonce () {
return this.milliseconds ();
}
async fetchMarkets (params = {}) {
const response = await this.publicGetInstruments (params);
//
// [ {
// "symbol": "$PAC-BTC",
// "baseCurrency": "$PAC",
// "quoteCurrency": "BTC",
// "feeCurrency": "BTC",
// "feeSchedule": "OriginalSchedule",
// "tickSize": 0.00000001,
// "minPrice": 0.00000001,
// "maxPrice": 10000000000.0,
// "volumeIncrement": 0.00000001,
// "minVolume": 1.0,
// "maxVolume": 1000000000.0,
// "minQuoteVolume": 0.000000000000001,
// "maxQuoteVolume": 100000000000.0,
// "supportedOrderTypes": [
// "limit"
// ],
// "state": "delisted"
// },
// {
// "symbol": "1INCH-USDT",
// "baseCurrency": "1INCH",
// "quoteCurrency": "USDT",
// "feeCurrency": "USDT",
// "feeSchedule": "FeeSchedule10",
// "tickSize": 0.0001,
// "minPrice": 0.0001,
// "maxPrice": 10000000000.0,
// "volumeIncrement": 0.00000001,
// "minVolume": 0.01,
// "maxVolume": 1000000000.0,
// "minQuoteVolume": 0.000000000000001,
// "maxQuoteVolume": 100000000000.0,
// "supportedOrderTypes": [
// "limit"
// ],
// "state": "active"
// }, ]
//
const response2 = await this.publicGetTradingFeeSchedules (params);
//
// [
// {
// "name": "FeeSchedule05",
// "feeRates": [
// {
// "volumeThreshold": 0.0,
// "maker": 0.0005,
// "taker": 0.0005
// },
// {
// "volumeThreshold": 5.0,
// "maker": 0.0004,
// "taker": 0.0004
// },
// {
// "volumeThreshold": 15.0,
// "maker": 0.0003,
// "taker": 0.0003
// },
// {
// "volumeThreshold": 30.0,
// "maker": 0.0002,
// "taker": 0.0002
// },
// {
// "volumeThreshold": 50.0,
// "maker": 0.0001,
// "taker": 0.0001
// }
// ]
// },
// ]
//
const result = [];
for (let i = 0; i < response.length; i++) {
const market = response[i];
const id = this.safeString (market, 'symbol');
const baseId = this.safeString (market, 'baseCurrency');
const quoteId = this.safeString (market, 'quoteCurrency');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
let maker = undefined;
let taker = undefined;
const feeSchedule = this.safeString (market, 'feeSchedule');
for (let j = 0; j < response2.length; j++) {
const feeScheduleName = this.safeString (response2[j], 'name');
if (feeScheduleName === feeSchedule) {
const feeRates = this.safeValue (response2[j], 'feeRates', []);
for (let k = 0; k < feeRates.length; k++) {
const volumeThreshold = this.safeNumber (feeRates[k], 'volumeThreshold');
if (volumeThreshold === 0) {
maker = this.safeNumber (feeRates[k], 'maker');
taker = this.safeNumber (feeRates[k], 'taker');
break;
}
}
break;
}
}
const state = this.safeString (market, 'state');
result.push ({
'id': id,
'symbol': base + '/' + quote,
'base': base,
'quote': quote,
'settle': undefined,
'baseId': baseId,
'quoteId': quoteId,
'settleId': undefined,
'type': 'spot',
'spot': true,
'margin': false,
'swap': false,
'future': false,
'option': false,
'active': (state === 'active'),
'contract': false,
'linear': undefined,
'inverse': undefined,
'taker': taker,
'maker': maker,
'contractSize': undefined,
'expiry': undefined,
'expiryDatetime': undefined,
'strike': undefined,
'optionType': undefined,
'precision': {
'amount': this.safeNumber (market, 'volumeIncrement'),
'price': this.safeNumber (market, 'tickSize'),
},
'limits': {
'leverage': {
'min': undefined,
'max': undefined,
},
'amount': {
'min': this.safeNumber (market, 'minVolume'),
'max': this.safeNumber (market, 'maxVolume'),
},
'price': {
'min': this.safeNumber (market, 'minPrice'),
'max': this.safeNumber (market, 'maxPrice'),
},
'cost': {
'min': this.safeNumber (market, 'minQuoteVolume'),
'max': this.safeNumber (market, 'maxQuoteVolume'),
},
},
'info': market,
});
}
return result;
}
async fetchCurrencies (params = {}) {
const response = await this.publicGetCurrencies (params);
//
// [ { symbol: "$PAC",
// name: "PACCoin",
// isFiat: false,
// depositsAllowed: true,
// depositConfirmationCount: 8,
// minDeposit: 0,
// withdrawalsAllowed: true,
// withdrawalPrecision: 8,
// minWithdrawal: 4,
// maxWithdrawal: 1000000000,
// flatWithdrawalFee: 2,
// isDelisted: false },
// { symbol: "ZZC",
// name: "Zozo",
// isFiat: false,
// depositsAllowed: false,
// depositConfirmationCount: 8,
// minDeposit: 0,
// withdrawalsAllowed: false,
// withdrawalPrecision: 8,
// minWithdrawal: 0.2,
// maxWithdrawal: 1000000000,
// flatWithdrawalFee: 0.1,
// isDelisted: false } ]
//
const result = {};
for (let i = 0; i < response.length; i++) {
const currency = response[i];
const id = this.safeString (currency, 'symbol');
const code = this.safeCurrencyCode (id);
const withdrawalPrecision = this.safeInteger (currency, 'withdrawalPrecision');
const precision = Math.pow (10, -withdrawalPrecision);
const address = this.safeValue (currency, 'BaseAddress');
const deposit = this.safeValue (currency, 'depositsAllowed');
const withdraw = this.safeValue (currency, 'withdrawalsAllowed');
const delisted = this.safeValue (currency, 'isDelisted');
const active = deposit && withdraw && !delisted;
const fiat = this.safeValue (currency, 'isFiat');
const type = fiat ? 'fiat' : 'crypto';
result[code] = {
'id': id,
'code': code,
'address': address,
'info': currency,
'type': type,
'name': this.safeString (currency, 'name'),
'active': active,
'deposit': deposit,
'withdraw': withdraw,
'fee': this.safeNumber (currency, 'flatWithdrawalFee'), // todo: redesign
'precision': precision,
'limits': {
'amount': {
'min': Math.pow (10, -precision),
'max': Math.pow (10, precision),
},
'deposit': {
'min': this.safeNumber (currency, 'minDeposit'),
'max': undefined,
},
'withdraw': {
'min': this.safeNumber (currency, 'minWithdrawal'),
'max': this.safeNumber (currency, 'maxWithdrawal'),
},
},
};
}
return result;
}
async fetchFundingFees (codes = undefined, params = {}) {
await this.loadMarkets ();
const response = await this.publicGetCurrenciesWithdrawalFees (params);
//
// [
// {
// currency: '1INCH',
// fees: [
// { feeCurrency: 'BTC', amount: 0.00032 },
// { feeCurrency: 'ETH', amount: 0.0054 },
// { feeCurrency: 'DOGE', amount: 63.06669 },
// { feeCurrency: 'LTC', amount: 0.0912 },
// { feeCurrency: 'BCH', amount: 0.02364 },
// { feeCurrency: 'USDT', amount: 12.717 },
// { feeCurrency: 'USDC', amount: 12.7367 },
// { feeCurrency: 'TRX', amount: 205.99108 },
// { feeCurrency: 'EOS', amount: 3.30141 }
// ]
// }
// ]
//
const withdrawFees = {};
for (let i = 0; i < response.length; i++) {
const entry = response[i];
const currencyId = this.safeString (entry, 'currency');
const code = this.safeCurrencyCode (currencyId);
const networkList = this.safeValue (entry, 'fees');
withdrawFees[code] = {};
for (let j = 0; j < networkList.length; j++) {
const networkEntry = networkList[j];
const networkId = this.safeString (networkEntry, 'feeCurrency');
const networkCode = this.safeCurrencyCode (networkId);
const fee = this.safeNumber (networkEntry, 'amount');
withdrawFees[code][networkCode] = fee;
}
}
return {
'withdraw': withdrawFees,
'deposit': {},
'info': response,
};
}
parseBalance (response) {
const result = { 'info': response };
for (let i = 0; i < response.length; i++) {
const balance = response[i];
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, 'reserved');
result[code] = account;
}
return this.safeBalance (result);
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
const request = {
// 'currency': 'ETH', // comma-separated list of currency ids
// 'nonZeroOnly': 'false', // true by default
};
const response = await this.accountGetBalance (this.extend (request, params));
//
// [
// {
// "currency": "ETH",
// "available": 0.0,
// "reserved": 0.0
// }
// ]
//
return this.parseBalance (response);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'instrument': market['id'],
};
if (limit !== undefined) {
request['limit'] = limit; // default = maximum = 100
}
const response = await this.publicGetOrderBook (this.extend (request, params));
//
// { buyLevels: [ { price: 0.03099, volume: 0.00610063 },
// { price: 0.03097, volume: 1.33455158 },
// { price: 0.03096, volume: 0.0830889 },
// { price: 0.03095, volume: 0.0820356 },
// { price: 0.03093, volume: 0.5499419 },
// { price: 0.03092, volume: 0.23317494 },
// { price: 0.03091, volume: 0.62105322 },
// { price: 0.00620041, volume: 0.003 } ],
// sellLevels: [ { price: 0.03117, volume: 5.47492315 },
// { price: 0.03118, volume: 1.97744139 },
// { price: 0.03119, volume: 0.012 },
// { price: 0.03121, volume: 0.741242 },
// { price: 0.03122, volume: 0.96178089 },
// { price: 0.03123, volume: 0.152326 },
// { price: 0.03124, volume: 2.63462933 },
// { price: 0.069, volume: 0.004 } ] }
//
return this.parseOrderBook (response, symbol, undefined, 'buyLevels', 'sellLevels', 'price', 'volume');
}
parseTicker (ticker, market = undefined) {
//
// { instrument: "ZZC-USD",
// last: 0.065,
// percentChange: 0,
// low: 0.065,
// high: 0.065,
// baseVolume: 0,
// quoteVolume: 0,
// volumeInBtc: 0,
// volumeInUsd: 0,
// ask: 0.5,
// bid: 0.0007,
// timestamp: "2018-10-31T09:21:25Z" } ]
//
const timestamp = this.parse8601 (this.safeString (ticker, 'timestamp'));
const marketId = this.safeString (ticker, 'instrument');
const symbol = this.safeSymbol (marketId, market, '-');
const last = this.safeString (ticker, 'last');
return this.safeTicker ({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeString (ticker, 'high'),
'low': this.safeString (ticker, 'low'),
'bid': this.safeString (ticker, 'bid'),
'bidVolume': undefined,
'ask': this.safeString (ticker, 'ask'),
'askVolume': undefined,
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined, // previous day close
'change': undefined,
'percentage': this.safeString (ticker, 'percentChange'),
'average': undefined,
'baseVolume': this.safeString (ticker, 'baseVolume'),
'quoteVolume': this.safeString (ticker, 'quoteVolume'),
'info': ticker,
}, market, false);
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'instrument': market['id'],
};
const response = await this.publicGetTickers (this.extend (request, params));
//
// [ { instrument: "$PAC-BTC",
// last: 3.3e-7,
// percentChange: 3.125,
// low: 2.7e-7,
// high: 3.3e-7,
// baseVolume: 191700.79823187,
// quoteVolume: 0.0587930939346704,
// volumeInBtc: 0.0587930939346704,
// volumeInUsd: 376.2006339435353,
// ask: 3.3e-7,
// bid: 3.1e-7,
// timestamp: "2018-10-31T09:21:25Z" } ]
//
const numTickers = response.length;
if (numTickers < 1) {
throw new ExchangeError (this.id + ' fetchTicker() could not load quotes for symbol ' + symbol);
}
return this.parseTicker (response[0], market);
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
const request = {};
if (symbols !== undefined) {
const ids = this.marketIds (symbols);
request['instrument'] = ids.join (',');
}
const response = await this.publicGetTickers (this.extend (request, params));
//
// [ { instrument: "$PAC-BTC",
// last: 3.3e-7,
// percentChange: 3.125,
// low: 2.7e-7,
// high: 3.3e-7,
// baseVolume: 191700.79823187,
// quoteVolume: 0.0587930939346704,
// volumeInBtc: 0.0587930939346704,
// volumeInUsd: 376.2006339435353,
// ask: 3.3e-7,
// bid: 3.1e-7,
// timestamp: "2018-10-31T09:21:25Z" },
// { instrument: "ZZC-USD",
// last: 0.065,
// percentChange: 0,
// low: 0.065,
// high: 0.065,
// baseVolume: 0,
// quoteVolume: 0,
// volumeInBtc: 0,
// volumeInUsd: 0,
// ask: 0.5,
// bid: 0.0007,
// timestamp: "2018-10-31T09:21:25Z" } ]
//
return this.parseTickers (response, symbols);
}
parseTrade (trade, market = undefined) {
//
// public fetchTrades
//
// { price: 0.03105,
// volume: 0.11,
// side: "sell",
// timestamp: "2018-10-31T04:19:35Z" } ]
//
// private fetchMyTrades
//
// {
// "id": 3005866,
// "orderId": 468533093,
// "timestamp": "2018-06-02T16:26:27Z",
// "instrument": "BCH-ETH",
// "side": "buy",
// "price": 1.78882,
// "volume": 0.027,
// "fee": 0.0000483,
// "feeCurrency": "ETH"
// }
//
const timestamp = this.parse8601 (this.safeString (trade, 'timestamp'));
const priceString = this.safeString (trade, 'price');
const amountString = this.safeString (trade, 'volume');
const id = this.safeString (trade, 'id');
const side = this.safeString (trade, 'side');
const orderId = this.safeString (trade, 'orderId');
const marketId = this.safeString (trade, 'instrument');
const symbol = this.safeSymbol (marketId, market, '-');
let fee = undefined;
const feeCurrencyId = this.safeString (trade, 'feeCurrency');
const feeCode = this.safeCurrencyCode (feeCurrencyId);
const feeCostString = this.safeString (trade, 'fee');
if (feeCostString !== undefined) {
fee = {
'cost': feeCostString,
'currency': feeCode,
};
}
const takerOrMaker = undefined;
return this.safeTrade ({
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'id': id,
'order': orderId,
'type': undefined,
'takerOrMaker': takerOrMaker,
'side': side,
'price': priceString,
'cost': undefined,
'amount': amountString,
'fee': fee,
}, market);
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'instrument': market['id'],
};
if (limit !== undefined) {
request['limit'] = limit; // min 1, max 1000, default 100
}
const response = await this.publicGetRecentTrades (this.extend (request, params));
//
// [ { price: 0.03117,
// volume: 0.02597403,
// side: "buy",
// timestamp: "2018-10-31T09:37:46Z" },
// { price: 0.03105,
// volume: 0.11,
// side: "sell",
// timestamp: "2018-10-31T04:19:35Z" } ]
//
return this.parseTrades (response, market, since, limit);
}
async fetchTradingFees (params = {}) {
let method = this.safeString (params, 'method');
params = this.omit (params, 'method');
if (method === undefined) {
const options = this.safeValue (this.options, 'fetchTradingFees', {});
method = this.safeString (options, 'method', 'fetchPrivateTradingFees');
}
return await this[method] (params);
}
async fetchPublicTradingFees (params = {}) {
await this.loadMarkets ();
const response = await this.publicGetTradingFeeSchedules (params);
//
// [
// {
// name: 'FeeSchedule05',
// feeRates: [
// { volumeThreshold: 0, maker: 0.0005, taker: 0.0005 },
// { volumeThreshold: 5, maker: 0.0004, taker: 0.0004 },
// { volumeThreshold: 15, maker: 0.0003, taker: 0.0003 },
// { volumeThreshold: 30, maker: 0.0002, taker: 0.0002 },
// { volumeThreshold: 50, maker: 0.0001, taker: 0.0001 }
// ]
// },
// {
// name: 'OriginalSchedule',
// feeRates: [
// { volumeThreshold: 0, maker: -0.0001, taker: 0.001 },
// { volumeThreshold: 5, maker: -0.0002, taker: 0.0009 },
// { volumeThreshold: 15, maker: -0.0003, taker: 0.0008 },
// { volumeThreshold: 30, maker: -0.0004, taker: 0.0007 },
// { volumeThreshold: 50, maker: -0.0005, taker: 0.0006 }
// ]
// }
// ]
//
const feeSchedulesByName = this.indexBy (response, 'name');
const originalSchedule = this.safeValue (feeSchedulesByName, 'OriginalSchedule', {});
const feeRates = this.safeValue (originalSchedule, 'feeRates', []);
const firstFee = this.safeValue (feeRates, 0, {});
const maker = this.safeNumber (firstFee, 'maker');
const taker = this.safeNumber (firstFee, 'taker');
const result = {};
for (let i = 0; i < this.symbols.length; i++) {
const symbol = this.symbols[i];
result[symbol] = {
'info': response,
'symbol': symbol,
'maker': maker,
'taker': taker,
'percentage': true,
'tierBased': true,
};
}
return result;
}
async fetchPrivateTradingFees (params = {}) {
await this.loadMarkets ();
const response = await this.tradingGetTradingFee (params);
//
// {
// feeRates: [
// { schedule: 'FeeSchedule05', maker: 0.0005, taker: 0.0005 },
// { schedule: 'FeeSchedule08', maker: 0.0008, taker: 0.0008 },
// { schedule: 'FeeSchedule10', maker: 0.001, taker: 0.001 },
// { schedule: 'FeeSchedule15', maker: 0.0015, taker: 0.0015 },
// { schedule: 'FeeSchedule20', maker: 0.002, taker: 0.002 },
// { schedule: 'FeeSchedule30', maker: 0.003, taker: 0.003 },
// { schedule: 'FeeSchedule40', maker: 0.004, taker: 0.004 },
// { schedule: 'FeeSchedule50', maker: 0.005, taker: 0.005 },
// { schedule: 'OriginalSchedule', maker: -0.0001, taker: 0.001 }
// ],
// tradingVolume: 0,
// lastUpdate: '2022-03-16T04:55:02Z'
// }
//
const feeRates = this.safeValue (response, 'feeRates', []);
const feeRatesBySchedule = this.indexBy (feeRates, 'schedule');
const originalSchedule = this.safeValue (feeRatesBySchedule, 'OriginalSchedule', {});
const maker = this.safeNumber (originalSchedule, 'maker');
const taker = this.safeNumber (originalSchedule, 'taker');
const result = {};
for (let i = 0; i < this.symbols.length; i++) {
const symbol = this.symbols[i];
result[symbol] = {
'info': response,
'symbol': symbol,
'maker': maker,
'taker': taker,
'percentage': true,
'tierBased': true,
};
}
return result;
}
parseOHLCV (ohlcv, market = undefined) {
//
// {
// timestamp: '2019-09-21T10:36:00Z',
// open: 0.02152,
// high: 0.02156,
// low: 0.02152,
// close: 0.02156,
// volume: 0.01741259
// }
//
return [
this.parse8601 (this.safeString (ohlcv, 'timestamp')),
this.safeNumber (ohlcv, 'open'),
this.safeNumber (ohlcv, 'high'),
this.safeNumber (ohlcv, 'low'),
this.safeNumber (ohlcv, 'close'),
this.safeNumber (ohlcv, 'volume'),
];
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'granularity': this.timeframes[timeframe],
'instrument': market['id'],
};
if (limit !== undefined) {
request['limit'] = limit; // Accepted values: 1 - 1000. If the parameter is not specified, the number of results is limited to 100
}
const response = await this.publicGetOhlcv (this.extend (request, params));
//
// [
// {
// "timestamp": "2020-06-06T17:36:00Z",
// "open": 0.025,
// "high": 0.025,
// "low": 0.02499,
// "close": 0.02499,
// "volume": 0.00643127
// }
// ]
//
return this.parseOHLCVs (response, market, timeframe, since, limit);
}
parseOrderStatus (status) {
const statuses = {
'submitting': 'open', // A newly created limit order has a status "submitting" until it has been processed.
// This status changes during the lifetime of an order and can have different values depending on the value of the parameter Time In Force.
'unfilledActive': 'open', // order is active, no trades have been made
'partiallyFilledActive': 'open', // part of the order has been filled, the other part is active
'filled': 'closed', // order has been filled entirely
'partiallyFilledCancelled': 'canceled', // part of the order has been filled, the other part has been cancelled either by the trader or by the system (see the value of cancellationReason of an Order for more details on the reason of cancellation)
'unfilledCancelled': 'canceled', // order has been cancelled, no trades have taken place (see the value of cancellationReason of an Order for more details on the reason of cancellation)
};
return (status in statuses) ? statuses[status] : status;
}
parseOrder (order, market = undefined) {
//
// createOrder
//
// {
// "id": 469594855,
// "timestamp": "2018-06-08T16:59:44Z",
// "instrument": "BTS-BTC",
// "side": "buy",
// "type": "limit",
// "status": "submitting",
// "cancellationReason": null,
// "timeInForce": "GTC",
// "volume": 4.0,
// "price": 0.000025,
// "stopPrice": null,
// "remainingVolume": 4.0,
// "lastUpdate": null,
// "parentOrderId": null,
// "childOrderId": null
// }
//
// cancelOrder, cancelOrders, cancelAllOrders
//
// 465448358
//
const status = this.parseOrderStatus (this.safeString (order, 'status'));
const marketId = this.safeString (order, 'instrument');
const symbol = this.safeSymbol (marketId, market, '-');
const timestamp = this.parse8601 (this.safeString (order, 'timestamp'));
const price = this.safeString (order, 'price');
const amount = this.safeString (order, 'volume');
const remaining = this.safeString (order, 'remainingVolume');
const lastTradeTimestamp = this.parse8601 (this.safeString (order, 'lastUpdate'));
const id = this.safeString (order, 'id', order); // if order was integer
const type = this.safeString (order, 'type');
const side = this.safeString (order, 'side');
const timeInForce = this.safeString (order, 'timeInForce');
const stopPrice = this.safeNumber (order, 'stopPrice');
return this.safeOrder ({
'info': order,
'id': id,
'clientOrderId': undefined,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': lastTradeTimestamp,
'symbol': symbol,
'type': type,
'timeInForce': timeInForce,
'side': side,
'price': price,
'stopPrice': stopPrice,
'amount': amount,
'cost': undefined,
'average': undefined,
'filled': undefined,
'remaining': remaining,
'status': status,
'fee': undefined,
'trades': undefined,
}, market);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'instrument': market['id'],
'volume': this.amountToPrecision (symbol, amount),
// The value must comply with the list of order types supported by the instrument (see the value of parameter supportedOrderTypes of the Instrument)
// If the parameter is not specified, the default value "limit" is used
// More about order types in the corresponding section of documentation
'type': type, // 'limit', 'market', 'stopLimit', in fact as of 2018-10-31, only 'limit' orders are supported for all markets
'side': side, // 'buy' or 'sell'
// "GTC" - Good-Til-Cancelled
// "IOC" - Immediate-Or-Cancel (currently not supported by the exchange API, reserved for future use)
// "FOK" - Fill-Or-Kill (currently not supported by the exchange API, reserved for future use)
// 'timeInForce': 'GTC', // IOC', 'FOK'
// 'strictValidation': false, // false - prices will be rounded to meet the requirement, true - execution of the method will be aborted and an error message will be returned
};
let priceIsRequired = false;
let stopPriceIsRequired = false;
if (type === 'limit') {
priceIsRequired = true;
} else if (type === 'stopLimit') {
priceIsRequired = true;
stopPriceIsRequired = true;
}
if (priceIsRequired) {
if (price === undefined) {
throw new InvalidOrder (this.id + ' createOrder() requires a price argument for a ' + type + ' order');
}
request['price'] = this.priceToPrecision (symbol, price);
}
if (stopPriceIsRequired) {
const stopPrice = this.safeNumber (params, 'stopPrice');
if (stopPrice === undefined) {
throw new InvalidOrder (this.id + ' createOrder() requires a stopPrice extra param for a ' + type + ' order');
} else {
request['stopPrice'] = this.priceToPrecision (symbol, stopPrice);
}
params = this.omit (params, 'stopPrice');
}
const response = await this.tradingPostPlaceOrder (this.extend (request, params));
//
// {
// "id": 469594855,
// "timestamp": "2018-06-08T16:59:44Z",
// "instrument": "BTS-BTC",
// "side": "buy",
// "type": "limit",
// "status": "submitting",
// "cancellationReason": null,
// "timeInForce": "GTC",
// "volume": 4.0,
// "price": 0.000025,
// "stopPrice": null,
// "remainingVolume": 4.0,
// "lastUpdate": null,
// "parentOrderId": null,
// "childOrderId": null
// }
//
return this.parseOrder (response, market);
}
async fetchOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'id': id,
};
const response = await this.tradingGetOrderStatus (this.extend (request, params));
//
// [
// {
// "id": 466747915,
// "timestamp": "2018-05-26T06:43:49Z",
// "instrument": "UNI-BTC",
// "side": "sell",
// "type": "limit",
// "status": "partiallyFilledActive",
// "cancellationReason": null,
// "timeInForce": "GTC",
// "volume": 5700.0,
// "price": 0.000005,
// "stopPrice": null,
// "remainingVolume": 1.948051948052,
// "lastUpdate": null,
// "parentOrderId": null,
// "childOrderId": null
// }
// ]
//
const numOrders = response.length;
if (numOrders < 1) {
throw new OrderNotFound (this.id + ' fetchOrder() could not fetch order id ' + id);
}
return this.parseOrder (response[0]);
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {};
if (since !== undefined) {
request['from'] = this.ymdhms (since, 'T');
}
if (limit !== undefined) {
request['limit'] = limit;
}
if (symbol !== undefined) {
const market = this.market (symbol);
request['instrument'] = market['id'];
}
const method = this.safeString (this.options, 'fetchOrdersMethod', 'tradingGetOrderHistory');
const response = await this[method] (this.extend (request, params));
//
// [
// {
// "id": 468535711,
// "timestamp": "2018-06-02T16:42:40Z",
// "instrument": "BTC-EUR",
// "side": "sell",
// "type": "limit",
// "status": "submitting",
// "cancellationReason": null,
// "timeInForce": "GTC",
// "volume": 0.00770733,
// "price": 6724.9,
// "stopPrice": null,
// "remainingVolume": 0.00770733,
// "lastUpdate": "2018-06-02T16:42:40Z",
// "parentOrderId": null,
// "childOrderId": null
// }
// ]
//
return this.parseOrders (response);
}
async fetchOrdersByIds (ids = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'id': ids.join (','),
};
const response = await this.tradingGetOrderStatus (this.extend (request, params));
//
// [
// {
// "id": 466747915,
// "timestamp": "2018-05-26T06:43:49Z",
// "instrument": "UNI-BTC",
// "side": "sell",
// "type": "limit",
// "status": "partiallyFilledActive",
// "cancellationReason": null,
// "timeInForce": "GTC",
// "volume": 5700.0,
// "price": 0.000005,
// "stopPrice": null,
// "remainingVolume": 1.948051948052,
// "lastUpdate": null,
// "parentOrderId": null,
// "childOrderId": null
// }
// ]
//
return this.parseOrders (response, undefined, since, limit);
}
async fetchOpenOrders (symbol