ccxt-okex-garik
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
2,642 lines • 118 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, ArgumentsRequired, ExchangeNotAvailable, InsufficientFunds, OrderNotFound, InvalidOrder, DDoSProtection, InvalidNonce, AuthenticationError, InvalidAddress, RateLimitExceeded, PermissionDenied, NotSupported, BadRequest, BadSymbol, AccountSuspended, OrderImmediatelyFillable } = require ('./base/errors');
const { ROUND, TRUNCATE } = require ('./base/functions/number');
// ---------------------------------------------------------------------------
module.exports = class binance extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'binance',
'name': 'Binance',
'countries': [ 'JP', 'MT' ], // Japan, Malta
'rateLimit': 500,
'certified': true,
'pro': true,
// new metainfo interface
'has': {
'cancelAllOrders': true,
'cancelOrder': true,
'CORS': false,
'createOrder': true,
'fetchBalance': true,
'fetchBidsAsks': true,
'fetchClosedOrders': 'emulated',
'fetchDepositAddress': true,
'fetchDeposits': true,
'fetchFundingFees': true,
'fetchMarkets': true,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrders': true,
'fetchOrderBook': true,
'fetchStatus': true,
'fetchTicker': true,
'fetchTickers': true,
'fetchTime': true,
'fetchTrades': true,
'fetchTradingFee': true,
'fetchTradingFees': true,
'fetchTransactions': false,
'fetchWithdrawals': true,
'withdraw': true,
},
'timeframes': {
'1m': '1m',
'3m': '3m',
'5m': '5m',
'15m': '15m',
'30m': '30m',
'1h': '1h',
'2h': '2h',
'4h': '4h',
'6h': '6h',
'8h': '8h',
'12h': '12h',
'1d': '1d',
'3d': '3d',
'1w': '1w',
'1M': '1M',
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/29604020-d5483cdc-87ee-11e7-94c7-d1a8d9169293.jpg',
'test': {
'dapiPublic': 'https://testnet.binancefuture.com/dapi/v1',
'dapiPrivate': 'https://testnet.binancefuture.com/dapi/v1',
'fapiPublic': 'https://testnet.binancefuture.com/fapi/v1',
'fapiPrivate': 'https://testnet.binancefuture.com/fapi/v1',
'fapiPrivateV2': 'https://testnet.binancefuture.com/fapi/v2',
'public': 'https://testnet.binance.vision/api/v3',
'private': 'https://testnet.binance.vision/api/v3',
'v3': 'https://testnet.binance.vision/api/v3',
'v1': 'https://testnet.binance.vision/api/v1',
},
'api': {
'wapi': 'https://api.binance.com/wapi/v3',
'sapi': 'https://api.binance.com/sapi/v1',
'dapiPublic': 'https://dapi.binance.com/dapi/v1',
'dapiPrivate': 'https://dapi.binance.com/dapi/v1',
'dapiData': 'https://dapi.binance.com/futures/data',
'fapiPublic': 'https://fapi.binance.com/fapi/v1',
'fapiPrivate': 'https://fapi.binance.com/fapi/v1',
'fapiData': 'https://fapi.binance.com/futures/data',
'fapiPrivateV2': 'https://fapi.binance.com/fapi/v2',
'public': 'https://api.binance.com/api/v3',
'private': 'https://api.binance.com/api/v3',
'v3': 'https://api.binance.com/api/v3',
'v1': 'https://api.binance.com/api/v1',
},
'www': 'https://www.binance.com',
'referral': 'https://www.binance.com/?ref=10205187',
'doc': [
'https://binance-docs.github.io/apidocs/spot/en',
],
'api_management': 'https://www.binance.com/en/usercenter/settings/api-management',
'fees': 'https://www.binance.com/en/fee/schedule',
},
'api': {
// the API structure below will need 3-layer apidefs
'sapi': {
'get': [
'accountSnapshot',
// these endpoints require this.apiKey
'margin/asset',
'margin/pair',
'margin/allAssets',
'margin/allPairs',
'margin/priceIndex',
// these endpoints require this.apiKey + this.secret
'asset/assetDividend',
'margin/loan',
'margin/repay',
'margin/account',
'margin/transfer',
'margin/interestHistory',
'margin/forceLiquidationRec',
'margin/order',
'margin/openOrders',
'margin/allOrders',
'margin/myTrades',
'margin/maxBorrowable',
'margin/maxTransferable',
'margin/isolated/transfer',
'margin/isolated/account',
'margin/isolated/pair',
'margin/isolated/allPairs',
'futures/transfer',
'futures/loan/borrow/history',
'futures/loan/repay/history',
'futures/loan/wallet',
'futures/loan/configs',
'futures/loan/calcAdjustLevel',
'futures/loan/calcMaxAdjustAmount',
'futures/loan/adjustCollateral/history',
'futures/loan/liquidationHistory',
// https://binance-docs.github.io/apidocs/spot/en/#withdraw-sapi
'capital/config/getall', // get networks for withdrawing USDT ERC20 vs USDT Omni
'capital/deposit/address',
'capital/deposit/hisrec',
'capital/deposit/subAddress',
'capital/deposit/subHisrec',
'capital/withdraw/history',
'sub-account/futures/account',
'sub-account/futures/accountSummary',
'sub-account/futures/positionRisk',
'sub-account/futures/internalTransfer',
'sub-account/margin/account',
'sub-account/margin/accountSummary',
'sub-account/spotSummary',
'sub-account/status',
'sub-account/transfer/subUserHistory',
'sub-account/universalTransfer',
// lending endpoints
'lending/daily/product/list',
'lending/daily/userLeftQuota',
'lending/daily/userRedemptionQuota',
'lending/daily/token/position',
'lending/union/account',
'lending/union/purchaseRecord',
'lending/union/redemptionRecord',
'lending/union/interestHistory',
'lending/project/list',
'lending/project/position/list',
// mining endpoints
'mining/pub/algoList',
'mining/pub/coinList',
'mining/worker/detail',
'mining/worker/list',
'mining/payment/list',
'mining/statistics/user/status',
'mining/statistics/user/list',
// liquid swap endpoints
'bswap/pools',
'bswap/liquidity',
'bswap/liquidityOps',
'bswap/quote',
'bswap/swap',
// leveraged token endpoints
'blvt/tokenInfo',
'blvt/subscribe/record',
'blvt/redeem/record',
'blvt/userLimit',
],
'post': [
'asset/dust',
'account/disableFastWithdrawSwitch',
'account/enableFastWithdrawSwitch',
'capital/withdraw/apply',
'margin/transfer',
'margin/loan',
'margin/repay',
'margin/order',
'margin/isolated/create',
'margin/isolated/transfer',
'sub-account/margin/transfer',
'sub-account/margin/enable',
'sub-account/margin/enable',
'sub-account/futures/enable',
'sub-account/futures/transfer',
'sub-account/futures/internalTransfer',
'sub-account/transfer/subToSub',
'sub-account/transfer/subToMaster',
'sub-account/universalTransfer',
'userDataStream',
'userDataStream/isolated',
'futures/transfer',
'futures/loan/borrow',
'futures/loan/repay',
'futures/loan/adjustCollateral',
// lending
'lending/customizedFixed/purchase',
'lending/daily/purchase',
'lending/daily/redeem',
// liquid swap endpoints
'bswap/liquidityAdd',
'bswap/liquidityRemove',
'bswap/swap',
// leveraged token endpoints
'blvt/subscribe',
'blvt/redeem',
],
'put': [
'userDataStream',
'userDataStream/isolated',
],
'delete': [
'margin/order',
'userDataStream',
'userDataStream/isolated',
],
},
'wapi': {
'post': [
'withdraw',
'sub-account/transfer',
],
'get': [
'depositHistory',
'withdrawHistory',
'depositAddress',
'accountStatus',
'systemStatus',
'apiTradingStatus',
'userAssetDribbletLog',
'tradeFee',
'assetDetail',
'sub-account/list',
'sub-account/transfer/history',
'sub-account/assets',
],
},
'dapiPublic': {
'get': [
'ping',
'time',
'exchangeInfo',
'depth',
'trades',
'historicalTrades',
'aggTrades',
'premiumIndex',
'fundingRate',
'klines',
'continuousKlines',
'indexPriceKlines',
'markPriceKlines',
'ticker/24hr',
'ticker/price',
'ticker/bookTicker',
'allForceOrders',
'openInterest',
],
},
'dapiData': {
'get': [
'openInterestHist',
'topLongShortAccountRatio',
'topLongShortPositionRatio',
'globalLongShortAccountRatio',
'takerBuySellVol',
'basis',
],
},
'dapiPrivate': {
'get': [
'positionSide/dual',
'order',
'openOrder',
'openOrders',
'allOrders',
'balance',
'account',
'positionMargin/history',
'positionRisk',
'userTrades',
'income',
'leverageBracket',
'forceOrders',
'adlQuantile',
],
'post': [
'positionSide/dual',
'order',
'batchOrders',
'countdownCancelAll',
'leverage',
'marginType',
'positionMargin',
'listenKey',
],
'put': [
'listenKey',
],
'delete': [
'order',
'allOpenOrders',
'batchOrders',
'listenKey',
],
},
'fapiPublic': {
'get': [
'ping',
'time',
'exchangeInfo',
'depth',
'trades',
'historicalTrades',
'aggTrades',
'klines',
'fundingRate',
'premiumIndex',
'ticker/24hr',
'ticker/price',
'ticker/bookTicker',
'allForceOrders',
'openInterest',
'indexInfo',
],
},
'fapiData': {
'get': [
'openInterestHist',
'topLongShortAccountRatio',
'topLongShortPositionRatio',
'globalLongShortAccountRatio',
'takerlongshortRatio',
],
},
'fapiPrivate': {
'get': [
'allForceOrders',
'allOrders',
'openOrder',
'openOrders',
'order',
'account',
'balance',
'leverageBracket',
'positionMargin/history',
'positionRisk',
'positionSide/dual',
'userTrades',
'income',
],
'post': [
'batchOrders',
'positionSide/dual',
'positionMargin',
'marginType',
'order',
'leverage',
'listenKey',
'countdownCancelAll',
],
'put': [
'listenKey',
],
'delete': [
'batchOrders',
'order',
'allOpenOrders',
'listenKey',
],
},
'fapiPrivateV2': {
'get': [
'account',
'balance',
'positionRisk',
],
},
'v3': {
'get': [
'ticker/price',
'ticker/bookTicker',
],
},
'public': {
'get': [
'ping',
'time',
'depth',
'trades',
'aggTrades',
'historicalTrades',
'klines',
'ticker/24hr',
'ticker/price',
'ticker/bookTicker',
'exchangeInfo',
],
'put': [ 'userDataStream' ],
'post': [ 'userDataStream' ],
'delete': [ 'userDataStream' ],
},
'private': {
'get': [
'allOrderList', // oco
'openOrderList', // oco
'orderList', // oco
'order',
'openOrders',
'allOrders',
'account',
'myTrades',
],
'post': [
'order/oco',
'order',
'order/test',
],
'delete': [
'openOrders', // added on 2020-04-25 for canceling all open orders per symbol
'orderList', // oco
'order',
],
},
},
'fees': {
'trading': {
'tierBased': false,
'percentage': true,
'taker': 0.001,
'maker': 0.001,
},
},
'commonCurrencies': {
'BCC': 'BCC', // kept for backward-compatibility https://github.com/ccxt/ccxt/issues/4848
'YOYO': 'YOYOW',
},
// exchange-specific options
'options': {
// 'fetchTradesMethod': 'publicGetAggTrades', // publicGetTrades, publicGetHistoricalTrades
'defaultTimeInForce': 'GTC', // 'GTC' = Good To Cancel (default), 'IOC' = Immediate Or Cancel
'defaultType': 'spot', // 'spot', 'future', 'margin', 'delivery'
'hasAlreadyAuthenticatedSuccessfully': false,
'warnOnFetchOpenOrdersWithoutSymbol': true,
'recvWindow': 5 * 1000, // 5 sec, binance default
'timeDifference': 0, // the difference between system clock and Binance clock
'adjustForTimeDifference': false, // controls the adjustment logic upon instantiation
'parseOrderToPrecision': false, // force amounts and costs in parseOrder to precision
'newOrderRespType': {
'market': 'FULL', // 'ACK' for order id, 'RESULT' for full order or 'FULL' for order with fills
'limit': 'RESULT', // we change it from 'ACK' by default to 'RESULT'
},
'quoteOrderQty': true, // whether market orders support amounts in quote currency
},
// https://binance-docs.github.io/apidocs/spot/en/#error-codes-2
'exceptions': {
'API key does not exist': AuthenticationError,
'Order would trigger immediately.': OrderImmediatelyFillable,
'Stop price would trigger immediately.': OrderImmediatelyFillable, // {"code":-2010,"msg":"Stop price would trigger immediately."}
'Order would immediately match and take.': OrderImmediatelyFillable, // {"code":-2010,"msg":"Order would immediately match and take."}
'Account has insufficient balance for requested action.': InsufficientFunds,
'Rest API trading is not enabled.': ExchangeNotAvailable,
"You don't have permission.": PermissionDenied, // {"msg":"You don't have permission.","success":false}
'Market is closed.': ExchangeNotAvailable, // {"code":-1013,"msg":"Market is closed."}
'Too many requests.': DDoSProtection, // {"msg":"Too many requests. Please try again later.","success":false}
'-1000': ExchangeNotAvailable, // {"code":-1000,"msg":"An unknown error occured while processing the request."}
'-1001': ExchangeNotAvailable, // 'Internal error; unable to process your request. Please try again.'
'-1002': AuthenticationError, // 'You are not authorized to execute this request.'
'-1003': RateLimitExceeded, // {"code":-1003,"msg":"Too much request weight used, current limit is 1200 request weight per 1 MINUTE. Please use the websocket for live updates to avoid polling the API."}
'-1013': InvalidOrder, // createOrder -> 'invalid quantity'/'invalid price'/MIN_NOTIONAL
'-1015': RateLimitExceeded, // 'Too many new orders; current limit is %s orders per %s.'
'-1016': ExchangeNotAvailable, // 'This service is no longer available.',
'-1020': BadRequest, // 'This operation is not supported.'
'-1021': InvalidNonce, // 'your time is ahead of server'
'-1022': AuthenticationError, // {"code":-1022,"msg":"Signature for this request is not valid."}
'-1100': BadRequest, // createOrder(symbol, 1, asdf) -> 'Illegal characters found in parameter 'price'
'-1101': BadRequest, // Too many parameters; expected %s and received %s.
'-1102': BadRequest, // Param %s or %s must be sent, but both were empty
'-1103': BadRequest, // An unknown parameter was sent.
'-1104': BadRequest, // Not all sent parameters were read, read 8 parameters but was sent 9
'-1105': BadRequest, // Parameter %s was empty.
'-1106': BadRequest, // Parameter %s sent when not required.
'-1111': BadRequest, // Precision is over the maximum defined for this asset.
'-1112': InvalidOrder, // No orders on book for symbol.
'-1114': BadRequest, // TimeInForce parameter sent when not required.
'-1115': BadRequest, // Invalid timeInForce.
'-1116': BadRequest, // Invalid orderType.
'-1117': BadRequest, // Invalid side.
'-1118': BadRequest, // New client order ID was empty.
'-1119': BadRequest, // Original client order ID was empty.
'-1120': BadRequest, // Invalid interval.
'-1121': BadSymbol, // Invalid symbol.
'-1125': AuthenticationError, // This listenKey does not exist.
'-1127': BadRequest, // More than %s hours between startTime and endTime.
'-1128': BadRequest, // {"code":-1128,"msg":"Combination of optional parameters invalid."}
'-1130': BadRequest, // Data sent for paramter %s is not valid.
'-1131': BadRequest, // recvWindow must be less than 60000
'-2010': ExchangeError, // generic error code for createOrder -> 'Account has insufficient balance for requested action.', {"code":-2010,"msg":"Rest API trading is not enabled."}, etc...
'-2011': OrderNotFound, // cancelOrder(1, 'BTC/USDT') -> 'UNKNOWN_ORDER'
'-2013': OrderNotFound, // fetchOrder (1, 'BTC/USDT') -> 'Order does not exist'
'-2014': AuthenticationError, // { "code":-2014, "msg": "API-key format invalid." }
'-2015': AuthenticationError, // "Invalid API-key, IP, or permissions for action."
'-3005': InsufficientFunds, // {"code":-3005,"msg":"Transferring out not allowed. Transfer out amount exceeds max amount."}
'-3008': InsufficientFunds, // {"code":-3008,"msg":"Borrow not allowed. Your borrow amount has exceed maximum borrow amount."}
'-3010': ExchangeError, // {"code":-3010,"msg":"Repay not allowed. Repay amount exceeds borrow amount."}
'-3022': AccountSuspended, // You account's trading is banned.
},
});
}
nonce () {
return this.milliseconds () - this.options['timeDifference'];
}
async fetchTime (params = {}) {
const type = this.safeString2 (this.options, 'fetchTime', 'defaultType', 'spot');
let method = 'publicGetTime';
if (type === 'future') {
method = 'fapiPublicGetTime';
} else if (type === 'delivery') {
method = 'dapiPublicGetTime';
}
const response = await this[method] (params);
return this.safeInteger (response, 'serverTime');
}
async loadTimeDifference (params = {}) {
const serverTime = await this.fetchTime (params);
const after = this.milliseconds ();
this.options['timeDifference'] = after - serverTime;
return this.options['timeDifference'];
}
async fetchMarkets (params = {}) {
const defaultType = this.safeString2 (this.options, 'fetchMarkets', 'defaultType', 'spot');
const type = this.safeString (params, 'type', defaultType);
const query = this.omit (params, 'type');
if ((type !== 'spot') && (type !== 'future') && (type !== 'margin') && (type !== 'delivery')) {
throw new ExchangeError (this.id + " does not support '" + type + "' type, set exchange.options['defaultType'] to 'spot', 'margin', 'delivery' or 'future'"); // eslint-disable-line quotes
}
let method = 'publicGetExchangeInfo';
if (type === 'future') {
method = 'fapiPublicGetExchangeInfo';
} else if (type === 'delivery') {
method = 'dapiPublicGetExchangeInfo';
}
const response = await this[method] (query);
//
// spot / margin
//
// {
// "timezone":"UTC",
// "serverTime":1575416692969,
// "rateLimits":[
// {"rateLimitType":"REQUEST_WEIGHT","interval":"MINUTE","intervalNum":1,"limit":1200},
// {"rateLimitType":"ORDERS","interval":"SECOND","intervalNum":10,"limit":100},
// {"rateLimitType":"ORDERS","interval":"DAY","intervalNum":1,"limit":200000}
// ],
// "exchangeFilters":[],
// "symbols":[
// {
// "symbol":"ETHBTC",
// "status":"TRADING",
// "baseAsset":"ETH",
// "baseAssetPrecision":8,
// "quoteAsset":"BTC",
// "quotePrecision":8,
// "baseCommissionPrecision":8,
// "quoteCommissionPrecision":8,
// "orderTypes":["LIMIT","LIMIT_MAKER","MARKET","STOP_LOSS_LIMIT","TAKE_PROFIT_LIMIT"],
// "icebergAllowed":true,
// "ocoAllowed":true,
// "quoteOrderQtyMarketAllowed":true,
// "isSpotTradingAllowed":true,
// "isMarginTradingAllowed":true,
// "filters":[
// {"filterType":"PRICE_FILTER","minPrice":"0.00000100","maxPrice":"100000.00000000","tickSize":"0.00000100"},
// {"filterType":"PERCENT_PRICE","multiplierUp":"5","multiplierDown":"0.2","avgPriceMins":5},
// {"filterType":"LOT_SIZE","minQty":"0.00100000","maxQty":"100000.00000000","stepSize":"0.00100000"},
// {"filterType":"MIN_NOTIONAL","minNotional":"0.00010000","applyToMarket":true,"avgPriceMins":5},
// {"filterType":"ICEBERG_PARTS","limit":10},
// {"filterType":"MARKET_LOT_SIZE","minQty":"0.00000000","maxQty":"63100.00000000","stepSize":"0.00000000"},
// {"filterType":"MAX_NUM_ALGO_ORDERS","maxNumAlgoOrders":5}
// ]
// },
// ],
// }
//
// futures/usdt-margined (fapi)
//
// {
// "timezone":"UTC",
// "serverTime":1575417244353,
// "rateLimits":[
// {"rateLimitType":"REQUEST_WEIGHT","interval":"MINUTE","intervalNum":1,"limit":1200},
// {"rateLimitType":"ORDERS","interval":"MINUTE","intervalNum":1,"limit":1200}
// ],
// "exchangeFilters":[],
// "symbols":[
// {
// "symbol":"BTCUSDT",
// "status":"TRADING",
// "maintMarginPercent":"2.5000",
// "requiredMarginPercent":"5.0000",
// "baseAsset":"BTC",
// "quoteAsset":"USDT",
// "pricePrecision":2,
// "quantityPrecision":3,
// "baseAssetPrecision":8,
// "quotePrecision":8,
// "filters":[
// {"minPrice":"0.01","maxPrice":"100000","filterType":"PRICE_FILTER","tickSize":"0.01"},
// {"stepSize":"0.001","filterType":"LOT_SIZE","maxQty":"1000","minQty":"0.001"},
// {"stepSize":"0.001","filterType":"MARKET_LOT_SIZE","maxQty":"1000","minQty":"0.001"},
// {"limit":200,"filterType":"MAX_NUM_ORDERS"},
// {"multiplierDown":"0.8500","multiplierUp":"1.1500","multiplierDecimal":"4","filterType":"PERCENT_PRICE"}
// ],
// "orderTypes":["LIMIT","MARKET","STOP"],
// "timeInForce":["GTC","IOC","FOK","GTX"]
// }
// ]
// }
//
// delivery/coin-margined (dapi)
//
// {
// "timezone": "UTC",
// "serverTime": 1597667052958,
// "rateLimits": [
// {"rateLimitType":"REQUEST_WEIGHT","interval":"MINUTE","intervalNum":1,"limit":6000},
// {"rateLimitType":"ORDERS","interval":"MINUTE","intervalNum":1,"limit":6000}
// ],
// "exchangeFilters": [],
// "symbols": [
// {
// "symbol": "BTCUSD_200925",
// "pair": "BTCUSD",
// "contractType": "CURRENT_QUARTER",
// "deliveryDate": 1601020800000,
// "onboardDate": 1590739200000,
// "contractStatus": "TRADING",
// "contractSize": 100,
// "marginAsset": "BTC",
// "maintMarginPercent": "2.5000",
// "requiredMarginPercent": "5.0000",
// "baseAsset": "BTC",
// "quoteAsset": "USD",
// "pricePrecision": 1,
// "quantityPrecision": 0,
// "baseAssetPrecision": 8,
// "quotePrecision": 8,
// "equalQtyPrecision": 4,
// "filters": [
// {"minPrice":"0.1","maxPrice":"100000","filterType":"PRICE_FILTER","tickSize":"0.1"},
// {"stepSize":"1","filterType":"LOT_SIZE","maxQty":"100000","minQty":"1"},
// {"stepSize":"0","filterType":"MARKET_LOT_SIZE","maxQty":"100000","minQty":"1"},
// {"limit":200,"filterType":"MAX_NUM_ORDERS"},
// {"multiplierDown":"0.9500","multiplierUp":"1.0500","multiplierDecimal":"4","filterType":"PERCENT_PRICE"}
// ],
// "orderTypes": ["LIMIT","MARKET","STOP","STOP_MARKET","TAKE_PROFIT","TAKE_PROFIT_MARKET","TRAILING_STOP_MARKET"],
// "timeInForce": ["GTC","IOC","FOK","GTX"]
// },
// {
// "symbol": "BTCUSD_PERP",
// "pair": "BTCUSD",
// "contractType": "PERPETUAL",
// "deliveryDate": 4133404800000,
// "onboardDate": 1596006000000,
// "contractStatus": "TRADING",
// "contractSize": 100,
// "marginAsset": "BTC",
// "maintMarginPercent": "2.5000",
// "requiredMarginPercent": "5.0000",
// "baseAsset": "BTC",
// "quoteAsset": "USD",
// "pricePrecision": 1,
// "quantityPrecision": 0,
// "baseAssetPrecision": 8,
// "quotePrecision": 8,
// "equalQtyPrecision": 4,
// "filters": [
// {"minPrice":"0.1","maxPrice":"100000","filterType":"PRICE_FILTER","tickSize":"0.1"},
// {"stepSize":"1","filterType":"LOT_SIZE","maxQty":"100000","minQty":"1"},
// {"stepSize":"1","filterType":"MARKET_LOT_SIZE","maxQty":"100000","minQty":"1"},
// {"limit":200,"filterType":"MAX_NUM_ORDERS"},
// {"multiplierDown":"0.8500","multiplierUp":"1.1500","multiplierDecimal":"4","filterType":"PERCENT_PRICE"}
// ],
// "orderTypes": ["LIMIT","MARKET","STOP","STOP_MARKET","TAKE_PROFIT","TAKE_PROFIT_MARKET","TRAILING_STOP_MARKET"],
// "timeInForce": ["GTC","IOC","FOK","GTX"]
// }
// ]
// }
//
if (this.options['adjustForTimeDifference']) {
await this.loadTimeDifference ();
}
const markets = this.safeValue (response, 'symbols');
const result = [];
for (let i = 0; i < markets.length; i++) {
const market = markets[i];
const spot = (type === 'spot');
const future = (type === 'future');
const delivery = (type === 'delivery');
const id = this.safeString (market, 'symbol');
const lowercaseId = this.safeStringLower (market, 'symbol');
const baseId = this.safeString (market, 'baseAsset');
const quoteId = this.safeString (market, 'quoteAsset');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const parts = id.split ('_');
const lastPart = this.safeString (parts, 1);
const idSymbol = (delivery) && (lastPart !== 'PERP');
const symbol = idSymbol ? id : (base + '/' + quote);
const filters = this.safeValue (market, 'filters', []);
const filtersByType = this.indexBy (filters, 'filterType');
const precision = {
'base': this.safeInteger (market, 'baseAssetPrecision'),
'quote': this.safeInteger (market, 'quotePrecision'),
'amount': this.safeInteger (market, 'baseAssetPrecision'),
'price': this.safeInteger (market, 'quotePrecision'),
};
const status = this.safeString2 (market, 'status', 'contractStatus');
const active = (status === 'TRADING');
const margin = this.safeValue (market, 'isMarginTradingAllowed', future || delivery);
const entry = {
'id': id,
'lowercaseId': lowercaseId,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'info': market,
'type': type,
'spot': spot,
'margin': margin,
'future': future,
'delivery': delivery,
'active': active,
'precision': precision,
'limits': {
'amount': {
'min': Math.pow (10, -precision['amount']),
'max': undefined,
},
'price': {
'min': undefined,
'max': undefined,
},
'cost': {
'min': undefined,
'max': undefined,
},
},
};
if ('PRICE_FILTER' in filtersByType) {
const filter = this.safeValue (filtersByType, 'PRICE_FILTER', {});
// PRICE_FILTER reports zero values for maxPrice
// since they updated filter types in November 2018
// https://github.com/ccxt/ccxt/issues/4286
// therefore limits['price']['max'] doesn't have any meaningful value except undefined
entry['limits']['price'] = {
'min': this.safeFloat (filter, 'minPrice'),
'max': undefined,
};
const maxPrice = this.safeFloat (filter, 'maxPrice');
if ((maxPrice !== undefined) && (maxPrice > 0)) {
entry['limits']['price']['max'] = maxPrice;
}
entry['precision']['price'] = this.precisionFromString (filter['tickSize']);
}
if ('LOT_SIZE' in filtersByType) {
const filter = this.safeValue (filtersByType, 'LOT_SIZE', {});
const stepSize = this.safeString (filter, 'stepSize');
entry['precision']['amount'] = this.precisionFromString (stepSize);
entry['limits']['amount'] = {
'min': this.safeFloat (filter, 'minQty'),
'max': this.safeFloat (filter, 'maxQty'),
};
}
if ('MARKET_LOT_SIZE' in filtersByType) {
const filter = this.safeValue (filtersByType, 'MARKET_LOT_SIZE', {});
entry['limits']['market'] = {
'min': this.safeFloat (filter, 'minQty'),
'max': this.safeFloat (filter, 'maxQty'),
};
}
if ('MIN_NOTIONAL' in filtersByType) {
const filter = this.safeValue (filtersByType, 'MIN_NOTIONAL', {});
entry['limits']['cost']['min'] = this.safeFloat (filter, 'minNotional');
}
result.push (entry);
}
return result;
}
calculateFee (symbol, type, side, amount, price, takerOrMaker = 'taker', params = {}) {
const market = this.markets[symbol];
let key = 'quote';
const rate = market[takerOrMaker];
let cost = amount * rate;
let precision = market['precision']['price'];
if (side === 'sell') {
cost *= price;
} else {
key = 'base';
precision = market['precision']['amount'];
}
cost = this.decimalToPrecision (cost, ROUND, precision, this.precisionMode);
return {
'type': takerOrMaker,
'currency': market[key],
'rate': rate,
'cost': parseFloat (cost),
};
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
const defaultType = this.safeString2 (this.options, 'fetchBalance', 'defaultType', 'spot');
const type = this.safeString (params, 'type', defaultType);
let method = 'privateGetAccount';
if (type === 'future') {
const options = this.safeValue (this.options, 'future', {});
const fetchBalanceOptions = this.safeValue (options, 'fetchBalance', {});
method = this.safeString (fetchBalanceOptions, 'method', 'fapiPrivateV2GetAccount');
} else if (type === 'delivery') {
const options = this.safeValue (this.options, 'delivery', {});
const fetchBalanceOptions = this.safeValue (options, 'fetchBalance', {});
method = this.safeString (fetchBalanceOptions, 'method', 'dapiPrivateGetAccount');
} else if (type === 'margin') {
method = 'sapiGetMarginAccount';
}
const query = this.omit (params, 'type');
const response = await this[method] (query);
//
// spot
//
// {
// makerCommission: 10,
// takerCommission: 10,
// buyerCommission: 0,
// sellerCommission: 0,
// canTrade: true,
// canWithdraw: true,
// canDeposit: true,
// updateTime: 1575357359602,
// accountType: "MARGIN",
// balances: [
// { asset: "BTC", free: "0.00219821", locked: "0.00000000" },
// ]
// }
//
// margin
//
// {
// "borrowEnabled":true,
// "marginLevel":"999.00000000",
// "totalAssetOfBtc":"0.00000000",
// "totalLiabilityOfBtc":"0.00000000",
// "totalNetAssetOfBtc":"0.00000000",
// "tradeEnabled":true,
// "transferEnabled":true,
// "userAssets":[
// {"asset":"MATIC","borrowed":"0.00000000","free":"0.00000000","interest":"0.00000000","locked":"0.00000000","netAsset":"0.00000000"},
// {"asset":"VET","borrowed":"0.00000000","free":"0.00000000","interest":"0.00000000","locked":"0.00000000","netAsset":"0.00000000"},
// {"asset":"USDT","borrowed":"0.00000000","free":"0.00000000","interest":"0.00000000","locked":"0.00000000","netAsset":"0.00000000"}
// ],
// }
//
// futures (fapi)
//
// fapiPrivateGetAccount
//
// {
// "feeTier":0,
// "canTrade":true,
// "canDeposit":true,
// "canWithdraw":true,
// "updateTime":0,
// "totalInitialMargin":"0.00000000",
// "totalMaintMargin":"0.00000000",
// "totalWalletBalance":"4.54000000",
// "totalUnrealizedProfit":"0.00000000",
// "totalMarginBalance":"4.54000000",
// "totalPositionInitialMargin":"0.00000000",
// "totalOpenOrderInitialMargin":"0.00000000",
// "maxWithdrawAmount":"4.54000000",
// "assets":[
// {
// "asset":"USDT",
// "walletBalance":"4.54000000",
// "unrealizedProfit":"0.00000000",
// "marginBalance":"4.54000000",
// "maintMargin":"0.00000000",
// "initialMargin":"0.00000000",
// "positionInitialMargin":"0.00000000",
// "openOrderInitialMargin":"0.00000000",
// "maxWithdrawAmount":"4.54000000"
// }
// ],
// "positions":[
// {
// "symbol":"BTCUSDT",
// "initialMargin":"0.00000",
// "maintMargin":"0.00000",
// "unrealizedProfit":"0.00000000",
// "positionInitialMargin":"0.00000",
// "openOrderInitialMargin":"0.00000"
// }
// ]
// }
//
// fapiPrivateV2GetAccount
//
// {
// "feeTier":0,
// "canTrade":true,
// "canDeposit":true,
// "canWithdraw":true,
// "updateTime":0,
// "totalInitialMargin":"0.00000000",
// "totalMaintMargin":"0.00000000",
// "totalWalletBalance":"0.00000000",
// "totalUnrealizedProfit":"0.00000000",
// "totalMarginBalance":"0.00000000",
// "totalPositionInitialMargin":"0.00000000",
// "totalOpenOrderInitialMargin":"0.00000000",
// "totalCrossWalletBalance":"0.00000000",
// "totalCrossUnPnl":"0.00000000",
// "availableBalance":"0.00000000",
// "maxWithdrawAmount":"0.00000000",
// "assets":[
// {
// "asset":"BNB",
// "walletBalance":"0.01000000",
// "unrealizedProfit":"0.00000000",
// "marginBalance":"0.01000000",
// "maintMargin":"0.00000000",
// "initialMargin":"0.00000000",
// "positionInitialMargin":"0.00000000",
// "openOrderInitialMargin":"0.00000000",
// "maxWithdrawAmount":"0.01000000",
// "crossWalletBalance":"0.01000000",
// "crossUnPnl":"0.00000000",
// "availableBalance":"0.01000000"
// }
// ],
// "positions":[
// {
// "symbol":"BTCUSDT",
// "initialMargin":"0",
// "maintMargin":"0",
// "unrealizedProfit":"0.00000000",
// "positionInitialMargin":"0",
// "openOrderInitialMargin":"0",
// "leverage":"20",
// "isolated":false,
// "entryPrice":"0.00000",
// "maxNotional":"5000000",
// "positionSide":"BOTH"
// },
// ]
// }
//
// fapiPrivateV2GetBalance
//
// [
// {
// "accountAlias":"FzFzXquXXqoC",
// "asset":"BNB",
// "balance":"0.01000000",
// "crossWalletBalance":"0.01000000",
// "crossUnPnl":"0.00000000",
// "availableBalance":"0.01000000",
// "maxWithdrawAmount":"0.01000000"
// }
// ]
//
const result = { 'info': response };
if ((type === 'spot') || (type === 'margin')) {
const balances = this.safeValue2 (response, 'balances', 'userAssets', []);
for (let i = 0; i < balances.length; i++) {
const balance = balances[i];
const currencyId = this.safeString (balance, 'asset');
const code = this.safeCurrencyCode (currencyId);
const account = this.account ();
account['free'] = this.safeFloat (balance, 'free');
account['used'] = this.safeFloat (balance, 'locked');
result[code] = account;
}
} else {
let balances = response;
if (!Array.isArray (response)) {
balances = this.safeValue (response, 'assets', []);
}
for (let i = 0; i < balances.length; i++) {
const balance = balances[i];
const currencyId = this.safeString (balance, 'asset');
const code = this.safeCurrencyCode (currencyId);
const account = this.account ();
account['free'] = this.safeFloat (balance, 'availableBalance');
account['used'] = this.safeFloat (balance, 'initialMargin');
account['total'] = this.safeFloat2 (balance, 'marginBalance', 'balance');
result[code] = account;
}
}
return this.parseBalance (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; // default 100, max 5000, see https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md#order-book
}
let method = 'publicGetDepth';
if (market['future']) {
method = 'fapiPublicGetDepth';
} else if (market['delivery']) {
method = 'dapiPublicGetDepth';
}
const response = await this[method] (this.extend (request, params));
const orderbook = this.parseOrderBook (response);
orderbook['nonce'] = this.safeInteger (response, 'lastUpdateId');
return orderbook;
}
parseTicker (ticker, market = undefined) {
//
// {
// symbol: 'ETHBTC',
// priceChange: '0.00068700',
// priceChangePercent: '2.075',
// weightedAvgPrice: '0.03342681',
// prevClosePrice: '0.03310300',
// lastPrice: '0.03378900',
// lastQty: '0.07700000',
// bidPrice: '0.03378900',
// bidQty: '7.16800000',
// askPrice: '0.03379000',
// askQty: '24.00000000',
// openPrice: '0.03310200',
// highPrice: '0.03388900',
// lowPrice: '0.03306900',
// volume: '205478.41000000',
// quoteVolume: '6868.48826294',
// openTime: 1601469986932,
// closeTime: 1601556386932,
// firstId: 196098772,
// lastId: 196186315,
// count: 87544
// }
//
const timestamp = this.safeInteger (ticker, 'closeTime');
const marketId = this.safeString (ticker, 'symbol');
const symbol = this.safeSymbol (marketId, market);
const last = this.safeFloat (ticker, 'lastPrice');
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeFloat (ticker, 'highPrice'),
'low': this.safeFloat (ticker, 'lowPrice'),
'bid': this.safeFloat (ticker, 'bidPrice'),
'bidVolume': this.safeFloat (ticker, 'bidQty'),
'ask': this.safeFloat (ticker, 'askPrice'),
'askVolume': this.safeFloat (ticker, 'askQty'),
'vwap': this.safeFloat (ticker, 'weightedAvgPrice'),
'open': this.safeFloat (ticker, 'openPrice'),
'close': last,
'last': last,
'previousClose': this.safeFloat (ticker, 'prevClosePrice'), // previous day close
'change': this.safeFloat (ticker, 'priceChange'),
'percentage': this.safeFloat (ticker, 'priceChangePercent'),
'average': undefined,
'baseVolume': this.safeFloat (ticker, 'volume'),
'quoteVolume': this.safeFloat (ticker, 'quoteVolume'),
'info': ticker,
};
}
async fetchStatus (params = {}) {
const response = await this.wapiGetSystemStatus (params);
let status = this.safeValue (response, 'status');
if (status !== undefined) {
status = (status === 0) ? 'ok' : 'maintenance';
this.status = this.extend (this.status, {
'status': status,
'updated': this.milliseconds (),
});
}
return this.status;
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
let method = 'publicGetTicker24hr';
if (market['future']) {
method = 'fapiPublicGetTicker24hr';
} else if (market['delivery']) {
method = 'dapiPublicGetTicker24hr';
}
const response = await this[method] (this.extend (request, params));
if (Array.isArray (response)) {
const firstTicker = this.safeValue (response, 0, {});
return this.parseTicker (firstTicker, market);
}
return this.parseTicker (response, market);
}
parseTickers (rawTickers, symbols = undefined) {
const tickers = [];
for (let i = 0; i < rawTickers.length; i++) {
tickers.push (this.parseTicker (rawTickers[i]));
}
return this.filterByArray (tickers, 'symbol', symbols);
}
async fetchBidsAsks (symbols = undefined, params = {}) {
await this.loadMarkets ();
const defaultType = this.safeString2 (this.options, 'fetchBidsAsks', 'defaultType', 'spot');
const type = this.safeString (params, 'type', defaultType);
const query = this.omit (params, 'type');
let method = undefined;
if (type === 'future') {
method = 'fapiPublicGetTickerBookTicker';
} else if (type === 'delivery') {
method = 'dapiPublicGetTickerBookTicker';
} else {
method = 'publicGetTickerBookTicker';
}
const response = await this[method] (query);
return this.parseTickers (response, symbols);
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
const defaultType = this.safeString2 (this.options, 'fetchTickers', 'defaultType', 'spot');
const type = this.safeString (params, 'type', defaultType);
const query = this.omit (params, 'type');
let defaultMethod = undefined;
if (type === 'future') {
defaultMethod = 'fapiPublicGetTicker24hr';
} else if (type === 'delivery') {
defaultMethod = 'dapiPublicGetTicker24hr';
} else {
defaultMethod = 'publicGetTicker24hr';
}
const method = this.safeString (this.options, 'fetchTickersMethod', defaultMethod);
const response = await this[method] (query);
return this.parseTickers (response, symbols);
}
parseOHLCV (ohlcv, market = undefined) {
//
// [
// 1591478520000,
// "0.02501300",
// "0.02501800",
// "0.02500000",
// "0.02500000",
// "22.19000000",
// 1591478579999,
// "0.55490906",
// 40,
// "10.92900000",
// "0.27336462",
// "0"
// ]
//
return [
this.safeInteger (ohlcv, 0),
this.safeFloat (ohlcv, 1),
this.safeFloat (ohlcv, 2),
this.safeFloat (ohlcv, 3),
this.safeFloat (ohlcv, 4),
this.safeFloat (ohlcv, 5),
];
}
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 !== undefined) {
request['startTime'] = since;
}
if (limit !== undefined) {
request['limit'] = limit; // default == max == 500
}
let method = 'publicGetKlines';
if (market['future']) {
method = 'fapiPublicGetKlines';
} else if (market['delivery']) {
method = 'dapiPublicGetKlines';
}
const response = await this[method] (this.extend (request, params));
//
// [
// [1591478520000,"0.02501300","0.02501800","0.02500000","0.02500000","22.19000000",1591478579999,"0.55490906",40,"10.92900000","0.27336462","0"],
// [1591478580000,"0.02499600","0.02500900","0.02499400","0.02500300","21.34700000",1591478639999,"0.53370468",24,"7.53800000","0.18850725","0"],
// [1591478640000,"0.02500800","0.02501100","0.02500300","0.02500800","154.14200000",1591478699999,"3.85405839",97,"5.32300000","0.13312641","0"],
// ]
//
return this.parseOHLCVs (response, market, timeframe, since, limit);
}
parseTrade (trade, market = undefined) {
if ('isDustTrade' in trade) {
return this.parseDustTrade (trade, market);
}
//
// aggregate trades
// https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md#compressedaggregate-trades-list
//
// {
// "a": 26129, // Aggregate tradeId
// "p": "0.01633102", // Price
// "q": "4.70443515", // Quantity
// "f": 27781, // First tradeId
// "l": 27781, // Last tradeId
// "T": 1498793709153, // Timestamp
// "m": true, // Was the buyer the maker?
// "M": true // Was the trade the best price match?
// }
//
// recent public trades and old public trades
// https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md#recent-trades-list
// https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md#old-trade-lookup-market_data
//
// {
// "id": 28457,
// "price": "4.00000100",
// "qty": "12.00000000",
// "time": 1499865549590,
// "isBuyerMaker": true,
// "isBestMatch": true
// }
//
// private trades
// https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md#account-trade-list-user_data
//
// {
// "symbol": "BNBBTC",
// "id": 28457,
// "orderId": 100234,
// "price": "4.00000100",
// "qty": "12.00000000",
// "commission": "10.10000000",
// "commissionAsset": "BNB",
// "time": 1499865549590,
// "isBuyer": true,
// "isMaker": false,
// "isBestMatch": true
// }
//
// futures trades
// https://binance-docs.github.io/apidocs/futures/en/#account-trade-list-user_data
//
// {
// "accountId": 20,
// "buyer": False,
// "commission": "-0.07819010",
// "commissionAsset": "USDT",
// "counterPartyId": 653,
// "id": 698759,
// "maker": False,
// "orderId": 25851813,
// "price": "7819.01",
// "qty": "0.002",
// "quoteQty": "0.01563",
// "realizedPnl": "-0.91539999",
// "side": "SELL",
// "symbol": "BTCUSDT",
// "time": 1569514978020
// }
//
const timestamp = this.safeInteger2 (trade, 'T', 'time');
const price = this.safeFloat2 (trade, 'p', 'price');
const amount = this.safeFloat2 (trade, 'q', 'qty');
const id = this.safeString2 (trade, 'a', 'id');
let side = undefined;
const orderId = this.safeString (trade, 'orderId');
if ('m' in trade) {
side = trade['m'] ? 'sell' : 'buy'; // this is reversed intentionally
} else if ('isBuyerMaker' in trade) {
side = trade['isBuyerMaker'] ? 'sell' : 'buy';
} else if ('side' in trade) {
side = this.safeStringLower (trade, 'side');
} else {
if ('isBuyer' in trade) {
side = trade['isBuyer'] ? 'buy' : 'sell'; // this is a true side
}
}
let fee = undefined;
if ('commission' in trade) {
fee = {
'cost': this.safeFloat (trade, 'commission'),
'currency': this.safeCurrencyCode (this.safeString (trade, 'commissionAsset')),
};
}
let takerOrMaker = undefined;
if ('isMaker' in trade) {
takerOrMaker = trade['isMaker'] ? 'maker' : 'taker';
}
const marketId = this.safeString (trade, 'symbol');
const symbol = this.safeSymbol (marketId, market);
let cost = undefined;
if ((price !== undefined) && (amount !== undefined)) {
cost = price * amount;
}
return {
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'id': id,
'order': orderId,
'type': undefined,
'side': side,
'takerOrMaker': takerOrMaker,
'price': price,
'amount': amount,
'cost': cost,
'fee': fee,
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
// 'fromId': 123, // ID to get aggregate trades from INCLUSIVE.
// 'startTime': 456, // Timestamp in ms to get aggregate trades from INCLUSIVE.
// 'endTime': 789, // Timestamp in ms to get aggregate trades until INCLUSIVE.
// 'limit': 500, // default = 500, maximum = 1000
};
const defaultType = this.safeString2 (this.options, 'fetchTrades', 'defaultType', 'spot');
const type = this.safeString (params, 'type', defaultType);
const query = this.omit (params, 'type');
let defaultMethod = undefined;
if (type === 'future') {
defaultMethod = 'fapiPublicGetAggTrades';
} else if (type === 'delivery') {
defaultMethod = 'dapiPublicGetAggTrades';
} else {
defaultMethod = 'publicGetAggTrades';
}
let method = this.safeString (this.options, 'fetchTradesMethod', defaultMethod);
if (method === 'publicGetAggTrades') {
if (since !== undefined) {
request['startTime'] = since;
// https://github.com/ccxt/ccxt/issues/6400
// https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md#compressedaggregate-trades-list
request['endTime'] = this.sum (since, 3600000);
}
if (type === 'future') {
method = 'fapiPublicGetAggTrades';
} else if (type === 'delivery') {
method = 'dapiPublicGetAggTrades';
}
} else if (method === 'publicGetHistoricalTrades') {
if (type === 'future') {
method = 'fapiPublicGetHistoricalTrades';
} else if (type === 'delivery') {
method = 'dapiPublicGetHistoricalTrades';
}
}
if (limit !== undefined) {
request['limit'] = limit; // default = 500, maximum = 1000
}
//
// Caveats:
// - default limit (500) applies only if no other parameters set, trades up
// to the maximum limit may be returned to satisfy other parameters
// - if both limit and time window is set and time window contains more
// trades than the limit then the last trades from the window are returned
// - 'tradeId' accepted and returned by this method is "aggregate" trade id
// which is different from actual trade id
// - setting both fromId and time window results in error
const response = await this[method] (this.extend (request, query));
//
// aggregate trades
//
// [
// {
// "a": 26129, // Aggregate tradeId
// "p": "0.01633102", // Price
// "q": "4.70443515", // Quantity
// "f": 27781, // First tradeId
// "l": 27781, // Last tradeId
// "T": 1498793709153, // Timestamp
// "m": true, // Was the buyer the maker?
// "M": true // Was the trade the best price match?
// }
// ]
//
// recent public trades and historical public trades
//
// [
// {
// "id": 28457,
// "price": "4.00000100",
// "qty": "12.00000000",
// "time": 1499865549590,
// "isBuyerMaker": true,
// "isBestMatch": true
// }
// ]
//
return this.parseTrades (response, market, since, limit);
}
parseOrderStatus (status) {
const statuses = {
'NEW': 'open',
'PARTIALLY_FILLED': 'open',
'FILLED': 'closed',
'CANCELED': 'canceled',
'PENDING_CANCEL': 'canceling', // currently unused
'REJECTED': 'rejected',
'EXPIRED': 'expired',
};
return this.safeString (statuses, status, status);
}
parseOrder (order, market = undefined) {
//
// spot
//
// {
// "symbol": "LTCBTC",
// "orderId": 1,
// "clientOrderId": "myOrder1",
// "price": "0.1",
// "origQty": "1.0",
// "executedQty": "0.0",
// "cummulativeQuoteQty": "0.0",
// "status": "NEW",
// "timeInForce": "GTC",
// "type": "LIMIT",
// "side": "BUY",
// "stopPrice": "0.0",
// "icebergQty": "0.0",
// "time": 1499827319559,
// "updateTime": 1499827319559,
// "isWorking": true
// }
//
// futures
//
// {
// "symbol": "BTCUSDT",
// "orderId": 1,
// "clientOrderId": "myOrder1",
// "price": "0.1",
// "origQty": "1.0",
// "executedQty": "1.0",
// "cumQuote": "10.0",
// "status": "NEW",
// "timeInForce": "GTC",
// "type": "LIMIT",
// "side": "BUY",
// "stopPrice": "0.0",
// "updateTime": 1499827319559
// }
//
const status = this.parseOrderStatus (this.safeString (order, 'status'));
const marketId = this.safeString (order, 'symbol');
const symbol = this.safeSymbol (marketId, market);
let timestamp = undefined;
if ('time' in order) {
timestamp = this.safeInteger (order, 'time');
} else if ('transactTime' in order) {
timestamp = this.safeInteger (order, 'transactTime');
}
let price = this.safeFloat (order, 'price');
const amount = this.safeFloat (order, 'origQty');
const filled = this.safeFloat (order, 'executedQty');
let remaining = undefined;
// - Spot/Margin market: cummulativeQuoteQty
// - Futures market: cumQuote.
// Note this is not the actual cost, since Binance futures uses leverage to calculate margins.
let cost = this.safeFloat2 (order, 'cummulativeQuoteQty', 'cumQuote');
if (filled !== undefined) {
if (amount !== undefined) {
remaining = amount - filled;
if (this.options['parseOrderToPrecision']) {
remaining = parseFloat (this.amountToPrecision (symbol, remaining));
}
remaining = Math.max (remaining, 0.0);
}
if (price !== undefined) {
if (cost === undefined) {
cost = price * filled;
}
}
}
const id = this.safeString (order, 'orderId');
let type = this.safeStringLower (order, 'type');
if (type === 'market') {
if (price === 0.0) {
if ((cost !== undefined) && (filled !== undefined)) {
if ((cost > 0) && (filled > 0)) {
price = cost / filled;
if (this.options['parseOrderToPrecision']) {
price = parseFloat (this.priceToPrecision (symbol, price));
}
}
}
}
} else if (type === 'limit_maker') {
type = 'limit';
}
const side = this.safeStringLower (order, 'side');
let fee = undefined;
let trades = undefined;
const fills = this.safeValue (order, 'fills');
if (fills !== undefined) {
trades = this.parseTrades (fills, market);
const numTrades = trades.length;
if (numTrades > 0) {
cost = trades[0]['cost'];
fee = {
'cost': trades[0]['fee']['cost'],
'currency': trades[0]['fee']['currency'],
};
for (let i = 1; i < trades.length; i++) {
cost = this.sum (cost, trades[i]['cost']);
fee['cost'] = this.sum (fee['cost'], trades[i]['fee']['cost']);
}
}
}
let average = undefined;
if (cost !== undefined) {
if (filled) {
average = cost / filled;
if (this.options['parseOrderToPrecision']) {
average = parseFloat (this.priceToPrecision (symbol, average));
}
}
if (this.options['parseOrderToPrecision']) {
cost = parseFloat (this.costToPrecision (symbol, cost));
}
}
const clientOrderId = this.safeString (order, 'clientOrderId');
const timeInForce = this.safeString (order, 'timeInForce');
const postOnly = (type === 'limit_maker') || (timeInForce === 'GTX');
return {
'info': order,
'id': id,
'clientOrderId': clientOrderId,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'symbol': symbol,
'type': type,
'timeInForce': timeInForce,
'postOnly': postOnly,
'side': side,
'price': price,
'amount': amount,
'cost': cost,
'average': average,
'filled': filled,
'remaining': remaining,
'status': status,
'fee': fee,
'trades': trades,
};
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const defaultType = this.safeString2 (this.options, 'createOrder', 'defaultType', market['type']);
const orderType = this.safeString (params, 'type', defaultType);
const clientOrderId = this.safeString2 (params, 'newClientOrderId', 'clientOrderId');
params = this.omit (params, [ 'type', 'newClientOrderId', 'clientOrderId' ]);
let method = 'privatePostOrder';
if (orderType === 'future') {
method = 'fapiPrivatePostOrder';
} else if (orderType === 'delivery') {
method = 'dapiPrivatePostOrder';
} else if (orderType === 'margin') {
method = 'sapiPostMarginOrder';
}
// the next 5 lines are added to support for testing orders
if (market['spot']) {
const test = this.safeValue (params, 'test', false);
if (test) {
method += 'Test';
}
params = this.omit (params, 'test');
}
const uppercaseType = type.toUpperCase ();
const validOrderTypes = this.safeValue (market['info'], 'orderTypes');
if (!this.inArray (uppercaseType, validOrderTypes)) {
throw new InvalidOrder (this.id + ' ' + type + ' is not a valid order type in ' + market['type'] + ' market ' + symbol);
}
const request = {
'symbol': market['id'],
'type': uppercaseType,
'side': side.toUpperCase (),
};
if (clientOrderId !== undefined) {
request['newClientOrderId'] = clientOrderId;
}
if (market['spot']) {
request['newOrderRespType'] = this.safeValue (this.options['newOrderRespType'], type, 'RESULT'); // 'ACK' for order id, 'RESULT' for full order or 'FULL' for order with fills
}
// additional required fields depending on the order type
let timeInForceIsRequired = false;
let priceIsRequired = false;
let stopPriceIsRequired = false;
let quantityIsRequired = false;
//
// spot/margin
//
// LIMIT timeInForce, quantity, price
// MARKET quantity or quoteOrderQty
// STOP_LOSS quantity, stopPrice
// STOP_LOSS_LIMIT timeInForce, quantity, price, stopPrice
// TAKE_PROFIT quantity, stopPrice
// TAKE_PROFIT_LIMIT timeInForce, quantity, price, stopPrice
// LIMIT_MAKER quantity, price
//
// futures
//
// LIMIT timeInForce, quantity, price
// MARKET quantity
// STOP/TAKE_PROFIT quantity, price, stopPrice
// STOP_MARKET stopPrice
// TAKE_PROFIT_MARKET stopPrice
// TRAILING_STOP_MARKET callbackRate
//
if (uppercaseType === 'MARKET') {
const quoteOrderQty = this.safeValue (this.options, 'quoteOrderQty', false);
if (quoteOrderQty) {
const quoteOrderQty = this.safeFloat (params, 'quoteOrderQty');
const precision = market['precision']['price'];
if (quoteOrderQty !== undefined) {
request['quoteOrderQty'] = this.decimalToPrecision (quoteOrderQty, TRUNCATE, precision, this.precisionMode);
params = this.omit (params, 'quoteOrderQty');
} else if (price !== undefined) {
request['quoteOrderQty'] = this.decimalToPrecision (amount * price, TRUNCATE, precision, this.precisionMode);
} else {
quantityIsRequired = true;
}
} else {
quantityIsRequired = true;
}
} else if (uppercaseType === 'LIMIT') {
priceIsRequired = true;
timeInForceIsRequired = true;
quantityIsRequired = true;
} else if ((uppercaseType === 'STOP_LOSS') || (uppercaseType === 'TAKE_PROFIT')) {
stopPriceIsRequired = true;
quantityIsRequired = true;
if (market['future']) {
priceIsRequired = true;
}
} else if ((uppercaseType === 'STOP_LOSS_LIMIT') || (uppercaseType === 'TAKE_PROFIT_LIMIT')) {
quantityIsRequired = true;
stopPriceIsRequired = true;
priceIsRequired = true;
timeInForceIsRequired = true;
} else if (uppercaseType === 'LIMIT_MAKER') {
priceIsRequired = true;
quantityIsRequired = true;
} else if (uppercaseType === 'STOP') {
quantityIsRequired = true;
stopPriceIsRequired = true;
priceIsRequired = true;
} else if ((uppercaseType === 'STOP_MARKET') || (uppercaseType === 'TAKE_PROFIT_MARKET')) {
const closePosition = this.safeValue (params, 'closePosition');
if (closePosition === undefined) {
quantityIsRequired = true;
}
stopPriceIsRequired = true;
} else if (uppercaseType === 'TRAILING_STOP_MARKET') {
quantityIsRequired = true;
const callbackRate = this.safeFloat (params, 'callbackRate');
if (callbackRate === undefined) {
throw new InvalidOrder (this.id + ' createOrder method requires a callbackRate extra param for a ' + type + ' order');
}
}
if (quantityIsRequired) {
request['quantity'] = this.amountToPrecision (symbol, amount);
}
if (priceIsRequired) {
if (price === undefined) {
throw new InvalidOrder (this.id + ' createOrder method requires a price argument for a ' + type + ' order');
}
request['price'] = this.priceToPrecision (symbol, price);
}
if (timeInForceIsRequired) {
request['timeInForce'] = this.options['defaultTimeInForce']; // 'GTC' = Good To Cancel (default), 'IOC' = Immediate Or Cancel
}
if (stopPriceIsRequired) {
const stopPrice = this.safeFloat (params, 'stopPrice');
if (stopPrice === undefined) {
throw new InvalidOrder (this.id + ' createOrder method requires a stopPrice extra param for a ' + type + ' order');
} else {
params = this.omit (params, 'stopPrice');
request['stopPrice'] = this.priceToPrecision (symbol, stopPrice);
}
}
const response = await this[method] (this.extend (request, params));
return this.parseOrder (response, market);
}
async fetchOrder (id, symbol = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' fetchOrder requires a symbol argument');
}
await this.loadMarkets ();
const market = this.market (symbol);
const defaultType = this.safeString2 (this.options, 'fetchOrder', 'defaultType', market['type']);
const type = this.safeString (params, 'type', defaultType);
let method = 'privateGetOrder';
if (type === 'future') {
method = 'fapiPrivateGetOrder';
} else if (type === 'delivery') {
method = 'dapiPrivateGetOrder';
} else if (type === 'margin') {
method = 'sapiGetMarginOrder';
}
const request = {
'symbol': market['id'],
};
const clientOrderId = this.safeValue2 (params, 'origClientOrderId', 'clientOrderId');
if (clientOrderId !== undefined) {
request['origClientOrderId'] = clientOrderId;
} else {
request['orderId'] = id;
}
const query = this.omit (params, [ 'type', 'clientOrderId', 'origClientOrderId' ]);
const response = await this[method] (this.extend (request, query));
return this.parseOrder (response, market);
}
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 defaultType = this.safeString2 (this.options, 'fetchOrders', 'defaultType', market['type']);
const type = this.safeString (params, 'type', defaultType);
let method = 'privateGetAllOrders';
if (type === 'future') {
method = 'fapiPrivateGetAllOrders';
} else if (type === 'delivery') {
method = 'dapiPrivateGetAllOrders';
} else if (type === 'margin') {
method = 'sapiGetMarginAllOrders';
}
const request = {
'symbol': market['id'],
};
if (since !== undefined) {
request['startTime'] = since;
}
if (limit !== undefined) {
request['limit'] = limit;
}
const query = this.omit (params, 'type');
const response = await this[method] (this.extend (request, query));
//
// spot
//
// [
// {
// "symbol": "LTCBTC",
// "orderId": 1,
// "clientOrderId": "myOrder1",
// "price": "0.1",
// "origQty": "1.0",
// "executedQty": "0.0",
// "cummulativeQuoteQty": "0.0",
// "status": "NEW",
// "timeInForce": "GTC",
// "type": "LIMIT",
// "side": "BUY",
// "stopPrice": "0.0",
// "icebergQty": "0.0",
// "time": 1499827319559,
// "updateTime": 1499827319559,
// "isWorking": true
// }
// ]
//
// futures
//
// [
// {
// "symbol": "BTCUSDT",
// "orderId": 1,
// "clientOrderId": "myOrder1",
// "price": "0.1",
// "origQty": "1.0",
// "executedQty": "1.0",
// "cumQuote": "10.0",
// "status": "NEW",
// "timeInForce": "GTC",
// "type": "LIMIT",
// "side": "BUY",
// "stopPrice": "0.0",
// "updateTime": 1499827319559
// }
// ]
//
return this.parseOrders (response, market, since, limit);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = undefined;
let query = undefined;
let type = undefined;
const request = {};
if (symbol !== undefined) {
market = this.market (symbol);
request['symbol'] = market['id'];
const defaultType = this.safeString2 (this.options, 'fetchOpenOrders', 'defaultType', market['type']);
type = this.safeString (params, 'type', defaultType);
query = this.omit (params, 'type');
} else if (this.options['warnOnFetchOpenOrdersWithoutSymbol']) {
const symbols = this.symbols;
const numSymbols = symbols.length;
const fetchOpenOrdersRateLimit = parseInt (numSymbols / 2);
throw new ExchangeError (this.id + ' fetchOpenOrders WARNING: fetching open orders without specifying a symbol is rate-limited to one call per ' + fetchOpenOrdersRateLimit.toString () + ' seconds. Do not call this method frequently to avoid ban. Set ' + this.id + '.options["warnOnFetchOpenOrdersWithoutSymbol"] = false to suppress this warning message.');
} else {
const defaultType = this.safeString2 (this.options, 'fetchOpenOrders', 'defaultType', 'spot');
type = this.safeString (params, 'type', defaultType);
query = this.omit (params, 'type');
}
let method = 'privateGetOpenOrders';
if (type === 'future') {
method = 'fapiPrivateGetOpenOrders';
} else if (type === 'delivery') {
method = 'dapiPrivateGetOpenOrders';
} else if (type === 'margin') {
method = 'sapiGetMarginOpenOrders';
}
const response = await this[method] (this.extend (request, query));
return this.parseOrders (response, market, since, limit);
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
const orders = await this.fetchOrders (symbol, since, limit, params);
return this.filterBy (orders, 'status', 'closed');
}
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 defaultType = this.safeString2 (this.options, 'fetchOpenOrders', 'defaultType', market['type']);
const type = this.safeString (params, 'type', defaultType);
// https://github.com/ccxt/ccxt/issues/6507
const origClientOrderId = this.safeValue2 (params, 'origClientOrderId', 'clientOrderId');
const request = {
'symbol': market['id'],
// 'orderId': id,
// 'origClientOrderId': id,
};
if (origClientOrderId === undefined) {
request['orderId'] = id;
} else {
request['origClientOrderId'] = origClientOrderId;
}
let method = 'privateDeleteOrder';
if (type === 'future') {
method = 'fapiPrivateDeleteOrder';
} else if (type === 'delivery') {
method = 'dapiPrivateDeleteOrder';
} else if (type === 'margin') {
method = 'sapiDeleteMarginOrder';
}
const query = this.omit (params, [ 'type', 'origClientOrderId', 'clientOrderId' ]);
const response = await this[method] (this.extend (request, query));
return this.parseOrder (response);
}
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'],
};
const defaultType = this.safeString2 (this.options, 'cancelAllOrders', 'defaultType', 'spot');
const type = this.safeString (params, 'type', defaultType);
const query = this.omit (params, 'type');
let method = 'privateDeleteOpenOrders';
if (type === 'future') {
method = 'fapiPrivateDeleteAllOpenOrders';
} else if (type === 'delivery') {
method = 'dapiPrivateDeleteAllOpenOrders';
}
const response = await this[method] (this.extend (request, query));
if (Array.isArray (response)) {
return this.parseOrders (response, market);
} else {
return response;
}
}
async fetchPositions (symbols = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const response = await this.fetchBalance (params);
const info = this.safeValue (response, 'info', {});
//
// futures, delivery
//
// {
// "feeTier":0,
// "canTrade":true,
// "canDeposit":true,
// "canWithdraw":true,
// "updateTime":0,
// "assets":[
// {
// "asset":"ETH",
// "walletBalance":"0.09886711",
// "unrealizedProfit":"0.00000000",
// "marginBalance":"0.09886711",
// "maintMargin":"0.00000000",
// "initialMargin":"0.00000000",
// "positionInitialMargin":"0.00000000",
// "openOrderInitialMargin":"0.00000000",
// "maxWithdrawAmount":"0.09886711",
// "crossWalletBalance":"0.09886711",
// "crossUnPnl":"0.00000000",
// "availableBalance":"0.09886711"
// }
// ],
// "positions":[
// {
// "symbol":"BTCUSD_201225",
// "initialMargin":"0",
// "maintMargin":"0",
// "unrealizedProfit":"0.00000000",
// "positionInitialMargin":"0",
// "openOrderInitialMargin":"0",
// "leverage":"20",
// "isolated":false,
// "positionSide":"BOTH",
// "entryPrice":"0.00000000",
// "maxQty":"250", // "maxNotional" on futures
// },
// ]
// }
//
const positions = this.safeValue2 (info, 'positions', 'userAssets', []);
// todo unify parsePosition/parsePositions
return positions;
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' fetchMyTrades requires a symbol argument');
}
await this.loadMarkets ();
const market = this.market (symbol);
const defaultType = this.safeString2 (this.options, 'fetchMyTrades', 'defaultType', market['type']);
const type = this.safeString (params, 'type', defaultType);
params = this.omit (params, 'type');
let method = undefined;
if (type === 'spot') {
method = 'privateGetMyTrades';
} else if (type === 'future') {
method = 'fapiPrivateGetUserTrades';
} else if (type === 'delivery') {
method = 'dapiPrivateGetUserTrades';
}
const request = {
'symbol': market['id'],
};
if (since !== undefined) {
request['startTime'] = since;
}
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this[method] (this.extend (request, params));
//
// spot trade
//
// [
// {
// "symbol": "BNBBTC",
// "id": 28457,
// "orderId": 100234,
// "price": "4.00000100",
// "qty": "12.00000000",
// "commission": "10.10000000",
// "commissionAsset": "BNB",
// "time": 1499865549590,
// "isBuyer": true,
// "isMaker": false,
// "isBestMatch": true,
// }
// ]
//
// futures trade
//
// [
// {
// "accountId": 20,
// "buyer": False,
// "commission": "-0.07819010",
// "commissionAsset": "USDT",
// "counterPartyId": 653,
// "id": 698759,
// "maker": False,
// "orderId": 25851813,
// "price": "7819.01",
// "qty": "0.002",
// "quoteQty": "0.01563",
// "realizedPnl": "-0.91539999",
// "side": "SELL",
// "symbol": "BTCUSDT",
// "time": 1569514978020
// }
// ]
//
return this.parseTrades (response, market, since, limit);
}
async fetchMyDustTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
//
// Binance provides an opportunity to trade insignificant (i.e. non-tradable and non-withdrawable)
// token leftovers (of any asset) into `BNB` coin which in turn can be used to pay trading fees with it.
// The corresponding trades history is called the `Dust Log` and can be requested via the following end-point:
// https://github.com/binance-exchange/binance-official-api-docs/blob/master/wapi-api.md#dustlog-user_data
//
await this.loadMarkets ();
const response = await this.wapiGetUserAssetDribbletLog (params);
// { success: true,
// results: { total: 1,
// rows: [ { transfered_total: "1.06468458",
// service_charge_total: "0.02172826",
// tran_id: 2701371634,
// logs: [ { tranId: 2701371634,
// serviceChargeAmount: "0.00012819",
// uid: "35103861",
// amount: "0.8012",
// operateTime: "2018-10-07 17:56:07",
// transferedAmount: "0.00628141",
// fromAsset: "ADA" } ],
// operate_time: "2018-10-07 17:56:06" } ] } }
const results = this.safeValue (response, 'results', {});
const rows = this.safeValue (results, 'rows', []);
const data = [];
for (let i = 0; i < rows.length; i++) {
const logs = rows[i]['logs'];
for (let j = 0; j < logs.length; j++) {
logs[j]['isDustTrade'] = true;
data.push (logs[j]);
}
}
const trades = this.parseTrades (data, undefined, since, limit);
return this.filterBySinceLimit (trades, since, limit);
}
parseDustTrade (trade, market = undefined) {
// { tranId: 2701371634,
// serviceChargeAmount: "0.00012819",
// uid: "35103861",
// amount: "0.8012",
// operateTime: "2018-10-07 17:56:07",
// transferedAmount: "0.00628141",
// fromAsset: "ADA" },
const orderId = this.safeString (trade, 'tranId');
const timestamp = this.parse8601 (this.safeString (trade, 'operateTime'));
const tradedCurrency = this.safeCurrencyCode (this.safeString (trade, 'fromAsset'));
const earnedCurrency = this.currency ('BNB')['code'];
const applicantSymbol = earnedCurrency + '/' + tradedCurrency;
let tradedCurrencyIsQuote = false;
if (applicantSymbol in this.markets) {
tradedCurrencyIsQuote = true;
}
//
// Warning
// Binance dust trade `fee` is already excluded from the `BNB` earning reported in the `Dust Log`.
// So the parser should either set the `fee.cost` to `0` or add it on top of the earned
// BNB `amount` (or `cost` depending on the trade `side`). The second of the above options
// is much more illustrative and therefore preferable.
//
const fee = {
'currency': earnedCurrency,
'cost': this.safeFloat (trade, 'serviceChargeAmount'),
};
let symbol = undefined;
let amount = undefined;
let cost = undefined;
let side = undefined;
if (tradedCurrencyIsQuote) {
symbol = applicantSymbol;
amount = this.sum (this.safeFloat (trade, 'transferedAmount'), fee['cost']);
cost = this.safeFloat (trade, 'amount');
side = 'buy';
} else {
symbol = tradedCurrency + '/' + earnedCurrency;
amount = this.safeFloat (trade, 'amount');
cost = this.sum (this.safeFloat (trade, 'transferedAmount'), fee['cost']);
side = 'sell';
}
let price = undefined;
if (cost !== undefined) {
if (amount) {
price = cost / amount;
}
}
const id = undefined;
const type = undefined;
const takerOrMaker = undefined;
return {
'id': id,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'order': orderId,
'type': type,
'takerOrMaker': takerOrMaker,
'side': side,
'amount': amount,
'price': price,
'cost': cost,
'fee': fee,
'info': trade,
};
}
async fetchDeposits (code = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let currency = undefined;
const request = {};
if (code !== undefined) {
currency = this.currency (code);
request['asset'] = currency['id'];
}
if (since !== undefined) {
request['startTime'] = since;
// max 3 months range https://github.com/ccxt/ccxt/issues/6495
request['endTime'] = this.sum (since, 7776000000);
}
const response = await this.wapiGetDepositHistory (this.extend (request, params));
//
// { success: true,
// depositList: [ { insertTime: 1517425007000,
// amount: 0.3,
// address: "0x0123456789abcdef",
// addressTag: "",
// txId: "0x0123456789abcdef",
// asset: "ETH",
// status: 1 } ] }
//
return this.parseTransactions (response['depositList'], currency, since, limit);
}
async fetchWithdrawals (code = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let currency = undefined;
const request = {};
if (code !== undefined) {
currency = this.currency (code);
request['asset'] = currency['id'];
}
if (since !== undefined) {
request['startTime'] = since;
// max 3 months range https://github.com/ccxt/ccxt/issues/6495
request['endTime'] = this.sum (since, 7776000000);
}
const response = await this.wapiGetWithdrawHistory (this.extend (request, params));
//
// { withdrawList: [ { amount: 14,
// address: "0x0123456789abcdef...",
// successTime: 1514489710000,
// transactionFee: 0.01,
// addressTag: "",
// txId: "0x0123456789abcdef...",
// id: "0123456789abcdef...",
// asset: "ETH",
// applyTime: 1514488724000,
// status: 6 },
// { amount: 7600,
// address: "0x0123456789abcdef...",
// successTime: 1515323226000,
// transactionFee: 0.01,
// addressTag: "",
// txId: "0x0123456789abcdef...",
// id: "0123456789abcdef...",
// asset: "ICN",
// applyTime: 1515322539000,
// status: 6 } ],
// success: true }
//
return this.parseTransactions (response['withdrawList'], currency, since, limit);
}
parseTransactionStatusByType (status, type = undefined) {
const statusesByType = {
'deposit': {
'0': 'pending',
'1': 'ok',
},
'withdrawal': {
'0': 'pending', // Email Sent
'1': 'canceled', // Cancelled (different from 1 = ok in deposits)
'2': 'pending', // Awaiting Approval
'3': 'failed', // Rejected
'4': 'pending', // Processing
'5': 'failed', // Failure
'6': 'ok', // Completed
},
};
const statuses = this.safeValue (statusesByType, type, {});
return this.safeString (statuses, status, status);
}
parseTransaction (transaction, currency = undefined) {
//
// fetchDeposits
//
// {
// insertTime: 1517425007000,
// amount: 0.3,
// address: "0x0123456789abcdef",
// addressTag: "",
// txId: "0x0123456789abcdef",
// asset: "ETH",
// status: 1
// }
//
// fetchWithdrawals
//
// {
// amount: 14,
// address: "0x0123456789abcdef...",
// successTime: 1514489710000,
// transactionFee: 0.01,
// addressTag: "",
// txId: "0x0123456789abcdef...",
// id: "0123456789abcdef...",
// asset: "ETH",
// applyTime: 1514488724000,
// status: 6
// }
//
const id = this.safeString (transaction, 'id');
const address = this.safeString (transaction, 'address');
let tag = this.safeString (transaction, 'addressTag'); // set but unused
if (tag !== undefined) {
if (tag.length < 1) {
tag = undefined;
}
}
const txid = this.safeString (transaction, 'txId');
const currencyId = this.safeString (transaction, 'asset');
const code = this.safeCurrencyCode (currencyId, currency);
let timestamp = undefined;
const insertTime = this.safeInteger (transaction, 'insertTime');
const applyTime = this.safeInteger (transaction, 'applyTime');
let type = this.safeString (transaction, 'type');
if (type === undefined) {
if ((insertTime !== undefined) && (applyTime === undefined)) {
type = 'deposit';
timestamp = insertTime;
} else if ((insertTime === undefined) && (applyTime !== undefined)) {
type = 'withdrawal';
timestamp = applyTime;
}
}
const status = this.parseTransactionStatusByType (this.safeString (transaction, 'status'), type);
const amount = this.safeFloat (transaction, 'amount');
const feeCost = this.safeFloat (transaction, 'transactionFee');
let fee = undefined;
if (feeCost !== undefined) {
fee = { 'currency': code, 'cost': feeCost };
}
const updated = this.safeInteger (transaction, 'successTime');
return {
'info': transaction,
'id': id,
'txid': txid,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'address': address,
'addressTo': address,
'addressFrom': undefined,
'tag': tag,
'tagTo': tag,
'tagFrom': undefined,
'type': type,
'amount': amount,
'currency': code,
'status': status,
'updated': updated,
'fee': fee,
};
}
async fetchDepositAddress (code, params = {}) {
await this.loadMarkets ();
const currency = this.currency (code);
const request = {
'asset': currency['id'],
};
const response = await this.wapiGetDepositAddress (this.extend (request, params));
const success = this.safeValue (response, 'success');
if ((success === undefined) || !success) {
throw new InvalidAddress (this.id + ' fetchDepositAddress returned an empty response – create the deposit address in the user settings first.');
}
const address = this.safeString (response, 'address');
const tag = this.safeString (response, 'addressTag');
this.checkAddress (address);
return {
'currency': code,
'address': address,
'tag': tag,
'info': response,
};
}
async fetchFundingFees (codes = undefined, params = {}) {
const response = await this.wapiGetAssetDetail (params);
//
// {
// "success": true,
// "assetDetail": {
// "CTR": {
// "minWithdrawAmount": "70.00000000", //min withdraw amount
// "depositStatus": false,//deposit status
// "withdrawFee": 35, // withdraw fee
// "withdrawStatus": true, //withdraw status
// "depositTip": "Delisted, Deposit Suspended" //reason
// },
// "SKY": {
// "minWithdrawAmount": "0.02000000",
// "depositStatus": true,
// "withdrawFee": 0.01,
// "withdrawStatus": true
// }
// }
// }
//
const detail = this.safeValue (response, 'assetDetail', {});
const ids = Object.keys (detail);
const withdrawFees = {};
for (let i = 0; i < ids.length; i++) {
const id = ids[i];
const code = this.safeCurrencyCode (id);
withdrawFees[code] = this.safeFloat (detail[id], 'withdrawFee');
}
return {
'withdraw': withdrawFees,
'deposit': {},
'info': response,
};
}
async withdraw (code, amount, address, tag = undefined, params = {}) {
this.checkAddress (address);
await this.loadMarkets ();
const currency = this.currency (code);
// name is optional, can be overrided via params
const name = address.slice (0, 20);
const request = {
'asset': currency['id'],
'address': address,
'amount': parseFloat (amount),
'name': name, // name is optional, can be overrided via params
// https://binance-docs.github.io/apidocs/spot/en/#withdraw-sapi
// issue sapiGetCapitalConfigGetall () to get networks for withdrawing USDT ERC20 vs USDT Omni
// 'network': 'ETH', // 'BTC', 'TRX', etc, optional
};
if (tag !== undefined) {
request['addressTag'] = tag;
}
const response = await this.wapiPostWithdraw (this.extend (request, params));
return {
'info': response,
'id': this.safeString (response, 'id'),
};
}
parseTradingFee (fee, market = undefined) {
//
// {
// "symbol": "ADABNB",
// "maker": 0.9000,
// "taker": 1.0000
// }
//
const marketId = this.safeString (fee, 'symbol');
const symbol = this.safeSymbol (marketId);
return {
'info': fee,
'symbol': symbol,
'maker': this.safeFloat (fee, 'maker'),
'taker': this.safeFloat (fee, 'taker'),
};
}
async fetchTradingFee (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
const response = await this.wapiGetTradeFee (this.extend (request, params));
//
// {
// "tradeFee": [
// {
// "symbol": "ADABNB",
// "maker": 0.9000,
// "taker": 1.0000
// }
// ],
// "success": true
// }
//
const tradeFee = this.safeValue (response, 'tradeFee', []);
const first = this.safeValue (tradeFee, 0, {});
return this.parseTradingFee (first);
}
async fetchTradingFees (params = {}) {
await this.loadMarkets ();
const response = await this.wapiGetTradeFee (params);
//
// {
// "tradeFee": [
// {
// "symbol": "ADABNB",
// "maker": 0.9000,
// "taker": 1.0000
// }
// ],
// "success": true
// }
//
const tradeFee = this.safeValue (response, 'tradeFee', []);
const result = {};
for (let i = 0; i < tradeFee.length; i++) {
const fee = this.parseTradingFee (tradeFee[i]);
const symbol = fee['symbol'];
result[symbol] = fee;
}
return result;
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
if (!(api in this.urls['api'])) {
throw new NotSupported (this.id + ' does not have a testnet/sandbox URL for ' + api + ' endpoints');
}
let url = this.urls['api'][api];
url += '/' + path;
if (api === 'wapi') {
url += '.html';
}
const userDataStream = (path === 'userDataStream') || (path === 'listenKey');
if (path === 'historicalTrades') {
if (this.apiKey) {
headers = {
'X-MBX-APIKEY': this.apiKey,
};
} else {
throw new AuthenticationError (this.id + ' historicalTrades endpoint requires `apiKey` credential');
}
} else if (userDataStream) {
if (this.apiKey) {
// v1 special case for userDataStream
body = this.urlencode (params);
headers = {
'X-MBX-APIKEY': this.apiKey,
'Content-Type': 'application/x-www-form-urlencoded',
};
} else {
throw new AuthenticationError (this.id + ' userDataStream endpoint requires `apiKey` credential');
}
}
if ((api === 'private') || (api === 'sapi') || (api === 'wapi' && path !== 'systemStatus') || (api === 'dapiPrivate') || (api === 'fapiPrivate') || (api === 'fapiPrivateV2')) {
this.checkRequiredCredentials ();
let query = undefined;
const recvWindow = this.safeInteger (this.options, 'recvWindow', 5000);
if ((api === 'sapi') && (path === 'asset/dust')) {
query = this.urlencodeWithArrayRepeat (this.extend ({
'timestamp': this.nonce (),
'recvWindow': recvWindow,
}, params));
} else if ((path === 'batchOrders') || (path.indexOf ('sub-account') >= 0)) {
query = this.rawencode (this.extend ({
'timestamp': this.nonce (),
'recvWindow': recvWindow,
}, params));
} else {
query = this.urlencode (this.extend ({
'timestamp': this.nonce (),
'recvWindow': recvWindow,
}, params));
}
const signature = this.hmac (this.encode (query), this.encode (this.secret));
query += '&' + 'signature=' + signature;
headers = {
'X-MBX-APIKEY': this.apiKey,
};
if ((method === 'GET') || (method === 'DELETE') || (api === 'wapi')) {
url += '?' + query;
} else {
body = query;
headers['Content-Type'] = 'application/x-www-form-urlencoded';
}
} else {
// userDataStream endpoints are public, but POST, PUT, DELETE
// therefore they don't accept URL query arguments
// https://github.com/ccxt/ccxt/issues/5224
if (!userDataStream) {
if (Object.keys (params).length) {
url += '?' + this.urlencode (params);
}
}
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors (code, reason, url, method, headers, body, response, requestHeaders, requestBody) {
if ((code === 418) || (code === 429)) {
throw new DDoSProtection (this.id + ' ' + code.toString () + ' ' + reason + ' ' + body);
}
// error response in a form: { "code": -1013, "msg": "Invalid quantity." }
// following block cointains legacy checks against message patterns in "msg" property
// will switch "code" checks eventually, when we know all of them
if (code >= 400) {
if (body.indexOf ('Price * QTY is zero or less') >= 0) {
throw new InvalidOrder (this.id + ' order cost = amount * price is zero or less ' + body);
}
if (body.indexOf ('LOT_SIZE') >= 0) {
throw new InvalidOrder (this.id + ' order amount should be evenly divisible by lot size ' + body);
}
if (body.indexOf ('PRICE_FILTER') >= 0) {
throw new InvalidOrder (this.id + ' order price is invalid, i.e. exceeds allowed price precision, exceeds min price or max price limits or is invalid float value in general, use this.priceToPrecision (symbol, amount) ' + body);
}
}
if (response === undefined) {
return; // fallback to default error handler
}
// check success value for wapi endpoints
// response in format {'msg': 'The coin does not exist.', 'success': true/false}
const success = this.safeValue (response, 'success', true);
if (!success) {
const message = this.safeString (response, 'msg');
let parsedMessage = undefined;
if (message !== undefined) {
try {
parsedMessage = JSON.parse (message);
} catch (e) {
// do nothing
parsedMessage = undefined;
}
if (parsedMessage !== undefined) {
response = parsedMessage;
}
}
}
const message = this.safeString (response, 'msg');
if (message !== undefined) {
this.throwExactlyMatchedException (this.exceptions, message, this.id + ' ' + message);
}
// checks against error codes
const error = this.safeString (response, 'code');
if (error !== undefined) {
// https://github.com/ccxt/ccxt/issues/6501
// https://github.com/ccxt/ccxt/issues/7742
if ((error === '200') || (error === '0')) {
return;
}
// a workaround for {"code":-2015,"msg":"Invalid API-key, IP, or permissions for action."}
// despite that their message is very confusing, it is raised by Binance
// on a temporary ban, the API key is valid, but disabled for a while
if ((error === '-2015') && this.options['hasAlreadyAuthenticatedSuccessfully']) {
throw new DDoSProtection (this.id + ' temporary banned: ' + body);
}
const feedback = this.id + ' ' + body;
this.throwExactlyMatchedException (this.exceptions, error, feedback);
throw new ExchangeError (feedback);
}
if (!success) {
throw new ExchangeError (this.id + ' ' + body);
}
}
async request (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
const response = await this.fetch2 (path, api, method, params, headers, body);
// a workaround for {"code":-2015,"msg":"Invalid API-key, IP, or permissions for action."}
if ((api === 'private') || (api === 'wapi')) {
this.options['hasAlreadyAuthenticatedSuccessfully'] = true;
}
return response;
}
};