ccxt-look
Version:
733 lines (710 loc) • 27.6 kB
JavaScript
'use strict';
const Exchange = require ('./base/Exchange');
const { ExchangeError, BadRequest, RateLimitExceeded, BadSymbol, ArgumentsRequired, PermissionDenied, InsufficientFunds, InvalidOrder } = require ('./base/errors');
const Precise = require ('./base/Precise');
module.exports = class wazirx extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'wazirx',
'name': 'WazirX',
'countries': [ 'IN' ],
'version': 'v2',
'rateLimit': 100,
'has': {
'CORS': false,
'spot': true,
'margin': undefined, // has but unimplemented
'swap': false,
'future': false,
'option': false,
'cancelAllOrders': true,
'cancelOrder': true,
'createOrder': true,
'createStopLimitOrder': true,
'createStopMarketOrder': true,
'createStopOrder': true,
'fetchBalance': true,
'fetchBidsAsks': false,
'fetchClosedOrders': false,
'fetchCurrencies': false,
'fetchDepositAddress': false,
'fetchDepositAddressesByNetwork': false,
'fetchDeposits': true,
'fetchFundingFees': false,
'fetchFundingHistory': false,
'fetchFundingRate': false,
'fetchFundingRateHistory': false,
'fetchFundingRates': false,
'fetchIndexOHLCV': false,
'fetchMarkets': true,
'fetchMarkOHLCV': false,
'fetchMyTrades': false,
'fetchOHLCV': false,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': true,
'fetchPremiumIndexOHLCV': false,
'fetchStatus': true,
'fetchTicker': true,
'fetchTickers': true,
'fetchTime': true,
'fetchTrades': true,
'fetchTradingFee': false,
'fetchTradingFees': false,
'fetchTransactions': false,
'fetchTransfers': false,
'fetchWithdrawals': false,
'transfer': false,
'withdraw': false,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/148647666-c109c20b-f8ac-472f-91c3-5f658cb90f49.jpeg',
'api': 'https://api.wazirx.com/sapi/v1',
'www': 'https://wazirx.com',
'doc': 'https://docs.wazirx.com/#public-rest-api-for-wazirx',
'fees': 'https://wazirx.com/fees',
'referral': 'https://wazirx.com/invite/k7rrnks5',
},
'api': {
'public': {
'get': {
'exchangeInfo': 1,
'depth': 1,
'ping': 1,
'systemStatus': 1,
'tickers/24hr': 1,
'ticker/24hr': 1,
'time': 1,
'trades': 1,
},
},
'private': {
'get': {
'account': 1,
'allOrders': 1,
'funds': 1,
'historicalTrades': 1,
'openOrders': 1,
'order': 1,
'myTrades': 1,
},
'post': {
'order': 1,
'order/test': 1,
},
'delete': {
'order': 1,
'openOrders': 1,
},
},
},
'fees': {
'WRX': { 'maker': this.parseNumber ('0.0'), 'taker': this.parseNumber ('0.0') },
},
'exceptions': {
'exact': {
'-1121': BadSymbol, // { "code": -1121, "message": "Invalid symbol." }
'1999': BadRequest, // {"code":1999,"message":"symbol is missing, symbol does not have a valid value"} message varies depending on the error
'2002': InsufficientFunds, // {"code":2002,"message":"Not enough USDT balance to execute this order"}
'2005': BadRequest, // {"code":2005,"message":"Signature is incorrect."}
'2078': PermissionDenied, // {"code":2078,"message":"Permission denied."}
'2098': BadRequest, // {"code":2098,"message":"Request out of receiving window."}
'2031': InvalidOrder, // {"code":2031,"message":"Minimum buy amount must be worth 2.0 USDT"}
'2113': BadRequest, // {"code":2113,"message":"RecvWindow must be in range 1..60000"}
'2115': BadRequest, // {"code":2115,"message":"Signature not found."}
'2136': RateLimitExceeded, // {"code":2136,"message":"Too many api request"}
'94001': InvalidOrder, // {"code":94001,"message":"Stop price not found."}
},
},
'options': {
// 'fetchTradesMethod': 'privateGetHistoricalTrades',
'recvWindow': 10000,
},
});
}
async fetchMarkets (params = {}) {
const response = await this.publicGetExchangeInfo (params);
//
// {
// "timezone":"UTC",
// "serverTime":1641336850932,
// "symbols":[
// {
// "symbol":"btcinr",
// "status":"trading",
// "baseAsset":"btc",
// "quoteAsset":"inr",
// "baseAssetPrecision":5,
// "quoteAssetPrecision":0,
// "orderTypes":[
// "limit",
// "stop_limit"
// ],
// "isSpotTradingAllowed":true,
// "filters":[
// {
// "filterType":"PRICE_FILTER",
// "minPrice":"1",
// "tickSize":"1"
// }
// ]
// },
//
const markets = this.safeValue (response, 'symbols', []);
const result = [];
for (let i = 0; i < markets.length; i++) {
const entry = markets[i];
const id = this.safeString (entry, 'symbol');
const baseId = this.safeString (entry, 'baseAsset');
const quoteId = this.safeString (entry, 'quoteAsset');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const isSpot = this.safeValue (entry, 'isSpotTradingAllowed');
const filters = this.safeValue (entry, 'filters');
let minPrice = undefined;
for (let j = 0; j < filters.length; j++) {
const filter = filters[j];
const filterType = this.safeString (filter, 'filterType');
if (filterType === 'PRICE_FILTER') {
minPrice = this.safeNumber (filter, 'minPrice');
}
}
const fee = this.safeValue (this.fees, quote, {});
let takerString = this.safeString (fee, 'taker', '0.2');
takerString = Precise.stringDiv (takerString, '100');
let makerString = this.safeString (fee, 'maker', '0.2');
makerString = Precise.stringDiv (makerString, '100');
const status = this.safeString (entry, 'status');
result.push ({
'id': id,
'symbol': base + '/' + quote,
'base': base,
'quote': quote,
'settle': undefined,
'baseId': baseId,
'quoteId': quoteId,
'settleId': undefined,
'type': 'spot',
'spot': isSpot,
'margin': false,
'swap': false,
'future': false,
'option': false,
'active': (status === 'trading'),
'contract': false,
'linear': undefined,
'inverse': undefined,
'taker': this.parseNumber (takerString),
'maker': this.parseNumber (makerString),
'contractSize': undefined,
'expiry': undefined,
'expiryDatetime': undefined,
'strike': undefined,
'optionType': undefined,
'precision': {
'amount': this.safeInteger (entry, 'baseAssetPrecision'),
'price': this.safeInteger (entry, 'quoteAssetPrecision'),
},
'limits': {
'leverage': {
'min': undefined,
'max': undefined,
},
'price': {
'min': minPrice,
'max': undefined,
},
'amount': {
'min': undefined,
'max': undefined,
},
'cost': {
'min': undefined,
'max': undefined,
},
},
'info': entry,
});
}
return result;
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
if (limit !== undefined) {
request['limit'] = limit; // [1, 5, 10, 20, 50, 100, 500, 1000]
}
const response = await this.publicGetDepth (this.extend (request, params));
//
// {
// "timestamp":1559561187,
// "asks":[
// ["8540.0","1.5"],
// ["8541.0","0.0042"]
// ],
// "bids":[
// ["8530.0","0.8814"],
// ["8524.0","1.4"]
// ]
// }
//
const timestamp = this.safeInteger (response, 'timestamp');
return this.parseOrderBook (response, symbol, timestamp);
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
const ticker = await this.publicGetTicker24hr (this.extend (request, params));
//
// {
// "symbol":"wrxinr",
// "baseAsset":"wrx",
// "quoteAsset":"inr",
// "openPrice":"94.77",
// "lowPrice":"92.7",
// "highPrice":"95.17",
// "lastPrice":"94.03",
// "volume":"1118700.0",
// "bidPrice":"94.02",
// "askPrice":"94.03",
// "at":1641382455000
// }
//
return this.parseTicker (ticker, market);
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
const tickers = await this.publicGetTickers24hr ();
//
// [
// {
// "symbol":"btcinr",
// "baseAsset":"btc",
// "quoteAsset":"inr",
// "openPrice":"3698486",
// "lowPrice":"3641155.0",
// "highPrice":"3767999.0",
// "lastPrice":"3713212.0",
// "volume":"254.11582",
// "bidPrice":"3715021.0",
// "askPrice":"3715022.0",
// }
// ...
// ]
//
const result = {};
for (let i = 0; i < tickers.length; i++) {
const ticker = tickers[i];
const parsedTicker = this.parseTicker (ticker);
const symbol = parsedTicker['symbol'];
result[symbol] = parsedTicker;
}
return result;
}
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['limit'] = limit; // Default 500; max 1000.
}
const method = this.safeString (this.options, 'fetchTradesMethod', 'publicGetTrades');
const response = await this[method] (this.extend (request, params));
// [
// {
// "id":322307791,
// "price":"93.7",
// "qty":"0.7",
// "quoteQty":"65.59",
// "time":1641386701000,
// "isBuyerMaker":false
// },
// ]
return this.parseTrades (response, market, since, limit);
}
parseTrade (trade, market = undefined) {
//
// {
// "id":322307791,
// "price":"93.7",
// "qty":"0.7",
// "quoteQty":"65.59",
// "time":1641386701000,
// "isBuyerMaker":false
// }
//
const id = this.safeString (trade, 'id');
const timestamp = this.safeInteger (trade, 'time');
const datetime = this.iso8601 (timestamp);
market = this.safeMarket (undefined, market);
const isBuyerMaker = this.safeValue (trade, 'isBuyerMaker');
const side = isBuyerMaker ? 'sell' : 'buy';
const price = this.safeNumber (trade, 'price');
const amount = this.safeNumber (trade, 'qty');
const cost = this.safeNumber (trade, 'quoteQty');
return this.safeTrade ({
'info': trade,
'id': id,
'timestamp': timestamp,
'datetime': datetime,
'symbol': market['symbol'],
'order': id,
'type': undefined,
'side': side,
'takerOrMaker': undefined,
'price': price,
'amount': amount,
'cost': cost,
'fee': undefined,
}, market);
}
async fetchStatus (params = {}) {
const response = await this.publicGetSystemStatus (params);
//
// {
// "status":"normal", // normal, system maintenance
// "message":"System is running normally."
// }
//
const status = this.safeString (response, 'status');
return {
'status': (status === 'normal') ? 'ok' : 'maintenance',
'updated': this.milliseconds (),
'eta': undefined,
'url': undefined,
'info': response,
};
}
async fetchTime (params = {}) {
const response = await this.publicGetTime (params);
//
// {
// "serverTime":1635467280514
// }
//
return this.safeInteger (response, 'serverTime');
}
parseTicker (ticker, market = undefined) {
//
// {
// "symbol":"btcinr",
// "baseAsset":"btc",
// "quoteAsset":"inr",
// "openPrice":"3698486",
// "lowPrice":"3641155.0",
// "highPrice":"3767999.0",
// "lastPrice":"3713212.0",
// "volume":"254.11582", // base volume
// "bidPrice":"3715021.0",
// "askPrice":"3715022.0",
// "at":1641382455000 // only on fetchTicker
// }
//
const marketId = this.safeString (ticker, 'symbol');
market = this.safeMarket (marketId, market);
const symbol = market['symbol'];
const last = this.safeString (ticker, 'lastPrice');
const open = this.safeString (ticker, 'openPrice');
const high = this.safeString (ticker, 'highPrice');
const low = this.safeString (ticker, 'lowPrice');
const baseVolume = this.safeString (ticker, 'volume');
const bid = this.safeString (ticker, 'bidPrice');
const ask = this.safeString (ticker, 'askPrice');
const timestamp = this.safeString (ticker, 'at');
return this.safeTicker ({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': high,
'low': low,
'bid': bid,
'bidVolume': undefined,
'ask': ask,
'askVolume': undefined,
'vwap': undefined,
'open': open,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': baseVolume,
'quoteVolume': undefined,
'info': ticker,
}, market, false);
}
parseBalance (response) {
const result = { };
for (let i = 0; i < response.length; i++) {
const balance = response[i];
const id = this.safeString (balance, 'asset');
const code = this.safeCurrencyCode (id);
const account = this.account ();
account['free'] = this.safeString (balance, 'free');
account['used'] = this.safeString (balance, 'locked');
result[code] = account;
}
return this.safeBalance (result);
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
const response = await this.privateGetFunds (params);
//
// [
// {
// "asset":"inr",
// "free":"0.0",
// "locked":"0.0"
// },
// ]
//
return this.parseBalance (response);
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' fetchOrders() requires a `symbol` argument');
}
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
if (since !== undefined) {
request['startTime'] = since;
}
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this.privateGetAllOrders (this.extend (request, params));
// [
// {
// "id": 28,
// "symbol": "wrxinr",
// "price": "9293.0",
// "origQty": "10.0",
// "executedQty": "8.2",
// "status": "cancel",
// "type": "limit",
// "side": "sell",
// "createdTime": 1499827319559,
// "updatedTime": 1499827319559
// },
// {
// "id": 30,
// "symbol": "wrxinr",
// "price": "9293.0",
// "stopPrice": "9200.0",
// "origQty": "10.0",
// "executedQty": "0.0",
// "status": "cancel",
// "type": "stop_limit",
// "side": "sell",
// "createdTime": 1499827319559,
// "updatedTime": 1507725176595
// }
// ]
let orders = this.parseOrders (response, market, since, limit);
orders = this.filterBy (orders, 'symbol', symbol);
return orders;
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {};
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
request['symbol'] = market['id'];
}
const response = await this.privateGetOpenOrders (this.extend (request, params));
// [
// {
// "id": 28,
// "symbol": "wrxinr",
// "price": "9293.0",
// "origQty": "10.0",
// "executedQty": "8.2",
// "status": "cancel",
// "type": "limit",
// "side": "sell",
// "createdTime": 1499827319559,
// "updatedTime": 1499827319559
// },
// {
// "id": 30,
// "symbol": "wrxinr",
// "price": "9293.0",
// "stopPrice": "9200.0",
// "origQty": "10.0",
// "executedQty": "0.0",
// "status": "cancel",
// "type": "stop_limit",
// "side": "sell",
// "createdTime": 1499827319559,
// "updatedTime": 1507725176595
// }
// ]
const orders = this.parseOrders (response, market, since, limit);
return orders;
}
async cancelAllOrders (symbol = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' cancelAllOrders() requires a `symbol` argument');
}
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
return await this.privateDeleteOpenOrders (this.extend (request, params));
}
async cancelOrder (id, symbol = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' cancelOrder() requires a `symbol` argument');
}
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
'orderId': id,
};
const response = await this.privateDeleteOrder (this.extend (request, params));
return this.parseOrder (response);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
type = type.toLowerCase ();
if ((type !== 'limit') && (type !== 'stop_limit')) {
throw new ExchangeError (this.id + ' createOrder() supports limit and stop_limit orders only');
}
if (price === undefined) {
throw new ExchangeError (this.id + ' createOrder() requires a price argument');
}
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
'side': side,
'quantity': amount,
'type': 'limit',
};
request['price'] = this.priceToPrecision (symbol, price);
const stopPrice = this.safeString (params, 'stopPrice');
if (stopPrice !== undefined) {
request['type'] = 'stop_limit';
}
const response = await this.privatePostOrder (this.extend (request, params));
// {
// "id": 28,
// "symbol": "wrxinr",
// "price": "9293.0",
// "origQty": "10.0",
// "executedQty": "8.2",
// "status": "wait",
// "type": "limit",
// "side": "sell",
// "createdTime": 1499827319559,
// "updatedTime": 1499827319559
// }
return this.parseOrder (response, market);
}
parseOrder (order, market = undefined) {
// {
// "id":1949417813,
// "symbol":"ltcusdt",
// "type":"limit",
// "side":"sell",
// "status":"done",
// "price":"146.2",
// "origQty":"0.05",
// "executedQty":"0.05",
// "createdTime":1641252564000,
// "updatedTime":1641252564000
// },
const created = this.safeInteger (order, 'createdTime');
const updated = this.safeInteger (order, 'updatedTime');
const marketId = this.safeString (order, 'symbol');
const symbol = this.safeSymbol (marketId, market);
const amount = this.safeString (order, 'quantity');
const filled = this.safeString (order, 'executedQty');
const status = this.parseOrderStatus (this.safeString (order, 'status'));
const id = this.safeString (order, 'id');
const price = this.safeString (order, 'price');
const type = this.safeStringLower (order, 'type');
const side = this.safeStringLower (order, 'side');
return this.safeOrder ({
'info': order,
'id': id,
'clientOrderId': undefined,
'timestamp': created,
'datetime': this.iso8601 (created),
'lastTradeTimestamp': updated,
'status': status,
'symbol': symbol,
'type': type,
'timeInForce': undefined,
'postOnly': undefined,
'side': side,
'price': price,
'amount': amount,
'filled': filled,
'remaining': undefined,
'cost': undefined,
'fee': undefined,
'average': undefined,
'trades': [],
}, market);
}
parseOrderStatus (status) {
const statuses = {
'wait': 'open',
'done': 'closed',
'cancel': 'canceled',
};
return this.safeString (statuses, status, status);
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let url = this.urls['api'] + '/' + path;
if (api === 'public') {
if (Object.keys (params).length) {
url += '?' + this.urlencode (params);
}
}
if (api === 'private') {
this.checkRequiredCredentials ();
const timestamp = this.milliseconds ();
let data = this.extend ({ 'recvWindow': this.options['recvWindow'], 'timestamp': timestamp }, params);
data = this.keysort (data);
const signature = this.hmac (this.encode (this.urlencode (data)), this.encode (this.secret), 'sha256');
url += '?' + this.urlencode (data);
url += '&signature=' + signature;
headers = {
'Content-Type': 'application/x-www-form-urlencoded',
'X-Api-Key': this.apiKey,
};
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors (code, reason, url, method, headers, body, response, requestHeaders, requestBody) {
//
// {"code":2098,"message":"Request out of receiving window."}
//
if (response === undefined) {
return;
}
const errorCode = this.safeString (response, 'code');
if (errorCode !== undefined) {
const feedback = this.id + ' ' + body;
this.throwExactlyMatchedException (this.exceptions['exact'], errorCode, feedback);
throw new ExchangeError (feedback);
}
}
};