ccxt-xigua
Version:
1,924 lines • 84.5 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { TICK_SIZE } = require ('./base/functions/number');
const { ExchangeError, NotSupported, RequestTimeout, DDoSProtection, InvalidOrder, InvalidAddress, BadRequest, InsufficientFunds, OrderNotFound, AuthenticationError, ExchangeNotAvailable, ArgumentsRequired } = require ('./base/errors');
const Precise = require ('./base/Precise');
// ---------------------------------------------------------------------------
module.exports = class btcex extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'btcex',
'name': 'BTCEX',
'countries': [ 'CA' ], // Canada
'version': 'v1',
'certified': false,
'pro': false,
'requiredCredentials': {
'apiKey': true,
'secret': true,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/173489620-d49807a4-55cd-4f4e-aca9-534921298bbf.jpg',
'www': 'https://www.btcex.com/',
'api': 'https://api.btcex.com',
'doc': 'https://docs.btcex.com/',
'fees': 'https://support.btcex.com/hc/en-us/articles/4415995130647',
'referral': {
'url': 'https://www.btcex.com/en-us/register?i=48biatg1',
'discount': 0.1,
},
},
'has': {
'CORS': undefined,
'spot': true,
'margin': true,
'swap': true,
'future': true,
'option': true,
'cancelAllOrders': true,
'cancelOrder': true,
'createOrder': true,
'editOrder': false,
'fetchBalance': true,
'fetchBorrowRate': false,
'fetchBorrowRateHistories': false,
'fetchBorrowRateHistory': false,
'fetchBorrowRates': false,
'fetchClosedOrders': true,
'fetchCurrencies': false,
'fetchDepositAddress': false,
'fetchDeposits': true,
'fetchFundingFees': undefined,
'fetchFundingHistory': false,
'fetchFundingRate': false,
'fetchFundingRateHistory': false,
'fetchFundingRates': false,
'fetchIndexOHLCV': false,
'fetchMarginMode': false,
'fetchMarkets': true,
'fetchMarkOHLCV': false,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': true,
'fetchOrderTrades': true,
'fetchPosition': true,
'fetchPositionMode': false,
'fetchPositions': true,
'fetchPremiumIndexOHLCV': false,
'fetchTicker': true,
'fetchTickers': false,
'fetchTime': false,
'fetchTrades': true,
'fetchTradingFee': false,
'fetchTradingFees': false,
'fetchWithdrawal': true,
'fetchWithdrawals': true,
'signIn': true,
'withdraw': false,
},
'timeframes': {
'15s': '15',
'1m': '60',
'5m': '300',
'15m': '900',
'1h': '3600',
'4h': '14400',
'1d': '86400',
'3d': '259200',
'1w': '604800',
'2w': '1209600',
'1M': '2592000',
},
'api': {
'public': {
'get': [
// Market data
'get_last_trades_by_currency',
'get_last_trades_by_instrument',
'get_order_book',
'tickers',
'get_instruments',
'get_tradingview_chart_data',
// CMC
'cmc_spot_summary',
'cmc_spot_ticker',
'cmc_spot_orderbook',
'cmc_market_trades',
'cmc_contracts',
'cmc_contract_orderbook',
// CoinGecko
'coin_gecko_spot_pairs',
'coin_gecko_spot_ticker',
'coin_gecko_spot_orderbook',
'coin_gecko_market_trades',
'coin_gecko_contracts',
'coin_gecko_contract_orderbook',
],
'post': [
'auth',
],
},
'private': {
'get': [
// wallet
'get_deposit_record',
'get_withdraw_record',
// trade
'get_position',
'get_positions',
'get_open_orders_by_currency',
'get_open_orders_by_instrument',
'get_order_history_by_currency',
'get_order_history_by_instrument',
'get_order_state',
'get_user_trades_by_currency',
'get_user_trades_by_instrument',
'get_user_trades_by_order',
],
'post': [
// auth
'logout',
// wallet
'get_assets_info',
'add_withdraw_address',
// trade
'buy',
'sell',
'cancel',
'cancel_all_by_currency',
'cancel_all_by_instrument',
'close_position',
],
'delete': [],
},
},
'fees': {
'trading': {
'tierBased': false,
'percentage': true,
'maker': this.parseNumber ('0.001'),
'taker': this.parseNumber ('0.001'),
},
'margin': {
'tierBased': false,
'percentage': true,
'maker': this.parseNumber ('0.001'),
'taker': this.parseNumber ('0.001'),
},
'perpetual': {
'tierBased': false,
'percentage': true,
'maker': this.parseNumber ('0.002'),
'taker': this.parseNumber ('0.002'),
},
},
'exceptions': {
'exact': {
'9999': ExchangeError, // SYSTEM_INNER_ERROR System error, please try again later
'9900': ExchangeNotAvailable, // SERVICE_BUSY Service is busy，please try again later
'401': AuthenticationError, // UNAUTHENTICATION_ERROR UnAuthentication
'403': AuthenticationError, // ACCESS_DENIED_ERROR Access denied
'1000': ExchangeNotAvailable, // NO_SERVICE No service found
'1001': BadRequest, // BAD_REQUEST Bad requested
'2000': AuthenticationError, // NEED_LOGIN Login is required
'2001': AuthenticationError, // ACCOUNT_NOT_MATCH Account information does not match
'2002': AuthenticationError, // ACCOUNT_NEED_ENABLE Account needs to be activated
'2003': AuthenticationError, // ACCOUNT_NOT_AVAILABLE Account not available
'3000': AuthenticationError, // TEST user
'3002': AuthenticationError, // NICKNAME_EXIST Nicknames exist
'3003': AuthenticationError, // ACCOUNT_NOT_EXIST No account
'3004': BadRequest, // PARAM_ERROR Parameter exception
'3005': NotSupported, // LANGUAGE_NONSUPPORT Unsupported languages
'3007': AuthenticationError, // ONLY_SUBACCOUNT_OPE Sub-account operations only
'3008': AuthenticationError, // LOGIN_ENABLE Account not logged
'3009': AuthenticationError, // TFA_EXPIRE_ERROR Google key failed
'3011': AuthenticationError, // PASSWORD_ERROR Password error
'3012': AuthenticationError, // TFA_UUID_ERROR One-time unlock code error
'3013': RequestTimeout, // TIME_OUT time out
'3015': AuthenticationError, // ID_IS_ERROR id_is_error
'3016': AuthenticationError, // WRONG_SUBACCOUNT_NAME already taken
'3018': BadRequest, // USER_NAME_AT_LEAST_5_BYTE The user name must have at least 5 digits
'3019': BadRequest, // PASSWORD_AT_LEAST_8_BYTE 8-32 bits contain at least three of the numbers, capital, lowercase letters and special symbols!
'3020': BadRequest, // TFA_ALREADY_SET GoogleCode Already Set
'3021': BadRequest, // PWD_MATCH_ERROR pwd_match_error
'3022': BadRequest, // ILLEGAL_OPERATION illegal operation
'3023': BadRequest, // REMOVE_SUBACCOUNT_OVER_LIMIT remove subaccount over limit
'3024': BadRequest, // GOOGLE_VERIFICATION_CODE_TURNED_ON Google verification code turned on
'3025': BadRequest, // OPERATION_FAILURE The operation failure
'3026': BadRequest, // ACCOUNT_ACTIVED Account has Actived
'3027': BadRequest, // INVALID_EMAIL_ADDRESS Invalid email address!
'3028': BadRequest, // PASSWORD_FORMAT_ERROR Password format err
'3029': DDoSProtection, // ONE_MINUTE_LIMIT Only one operation per minute and the remaining ${times}s
'3030': DDoSProtection, // ONE_HOUR_LIMIT Do this up to 5 times per hour
'3031': BadRequest, // USER_NAME_UP_12_BYTE Up to 12 characters, only letters and numbers are supported
'3032': BadRequest, // EMAIL_SETTED You need to set email address and password first
'3033': BadRequest, // PASSWORD_SETTED You need to set password first
'3034': AuthenticationError, // SUBACCOUNT_EMAIL_ACTIVATE You need to wait for email confirmation
'3035': BadRequest, // API_NOT_EXIST No api message
'3036': BadRequest, // UNAVAILABLE_IN_SUBACCOUNT Unavailable in subaccount
'3037': BadRequest, // MAX_SUBACCOUNT_NUMBER Limit of subaccounts is reached
'3038': BadRequest, // MAIN_SUBACCOUNT_EMAIL_SAME Provided email address is already used for your other subaccount
'3039': BadRequest, // MAX_API_KEY_NUMBER You cannot have more than 8 API keys
'3040': AuthenticationError, // ALPHA_TEST Non-invited users shall contact BTCEX Team to obtain the internal tests qualification
'3041': BadRequest, // API_NAME_MAX_LENGTH Name of key maximum length - 16 characters
'4000': BadRequest, // WALLET_ERROR Wallet error || RECHARGE_CLOSED Recharge closed
'4001': InvalidAddress, // WRONG_WITHDRAWAL_ADDRESS Wrong withdrawal address
'4002': InvalidAddress, // ADDRESS_DOES_NOT_EXIST Address does not exist
'4003': BadRequest, // WITHDRAWAL_CLOSED Withdrawal closed || TOO_SMALL_WITHDRAWAL_AMOUNT Too small withdrawal amount
'4004': NotSupported, // INTERNAL_TRANSFER_IS_NOT_SUPPORTED_TEMPORARILY Internal transfer is not supported temporarily
'4005': ExchangeError, // WITHDRAW_FAIL Withdrawal failed
'4006': InsufficientFunds, // INSUFFICIENT_ASSET ser asset not enough
'4007': BadRequest, // TRANSFER_ACCOUNT_ERROR Transfer account error
'4008': NotSupported, // AMOUNT_ERROR Amount error
'4009': InvalidAddress, // NO_RECHARGE_ADDRESS No recharge address
'4010': BadRequest, // GET_TRANSFER_SUBACCOUNT_ERROR Get transfer subaccount error
'4011': BadRequest, // TRANSFER_SUBMIT_URL_ERROR Transfer submit url error
'5001': InvalidOrder, // ORDER_PARAM_WRONG Order's param wrong.
'5002': OrderNotFound, // ORDER_DOSE_NOT_EXIST Order does not exist.
'5003': InvalidOrder, // CONTRACT_DOSE_NOT_EXIST Contract does not exist.
'5004': InvalidOrder, // ORDER_STATUS_ERR Order status error.
'5005': InvalidOrder, // ORDER_AMOUNT_MIN_TRANCSACTION_ERR Order amount min transaction error.
'5006': InvalidOrder, // ORDER_PRICE_MIN_TRANCSACTION_ERR Order price min price error.
'5007': InvalidOrder, // ORDER_PRICE_TICK_SIZE_ERR Order price tick size error.
'5008': InvalidOrder, // ORDER_TYPE_ERR Order type error.
'5009': InvalidOrder, // ORDER_OPTION_IS_EXPIRED Order option is expired.
'5010': InvalidOrder, // ORDER_IS_NOT_ACTIVE Order is not active.
'5011': InvalidOrder, // IV_ORDER_ARE_NOT_SUPPORTED Iv orders are not supported.
'5012': InvalidOrder, // ORDER_NO_MARK_PRICE_ERROR No mark price error.
'5013': InvalidOrder, // ORDER_PRICE_RANGE_IS_TOO_HIGH order price range is too high.
'5014': InvalidOrder, // ORDER_PRICE_RANGE_IS_TOO_LOW Order price range is too low.
'5109': InvalidOrder, // ORDER_PRICE_RANGE_IS_TOO_LOW Order price range is too low.
'5135': InvalidOrder, // The quantity should be larger than: 0.01
'5901': InvalidOrder, // TRANSFER_RESULT transfer out success.
'5902': InvalidOrder, // ORDER_SUCCESS place order success.
'5903': InvalidOrder, // ORDER_FAIL place order fail.
'5904': InvalidOrder, // PRICE_TRIGGER_LIQ price trigger liquidation
'5905': InvalidOrder, // LIQ_CANCEL liquidation make order cancel.
'5906': InvalidOrder, // LIQ_ORDER liquidation place a new order
'5907': InsufficientFunds, // ASSET_NOT_ENOUTH asset not enough
'8000': BadRequest, // PARAM_ERROR Request params not valid!
'8001': BadRequest, // DATA_NOT_EXIST The data doesn't exist!
'8100': BadRequest, // CODE_CHECK_FAIL Incorrect verification code
'8101': RequestTimeout, // CODE_NOT_EXIST Verification code time out, please retry later
'8102': DDoSProtection, // CODE_CHECK_FAIL_LIMIT Errors exceed the limit. Please try again after 24H.
'8103': BadRequest, // SMS_CODE_CHECK_FAIL Incorrect SMS verification code
'8104': BadRequest, // MAIL_CODE_CHECK_FAIL Incorrect mail verification code
'8105': BadRequest, // GOOGLE_CODE_CHECK_FAIL 2FA Code error!
'8106': DDoSProtection, // SMS_CODE_LIMIT Your message service is over limit today, please try tomorrow
'8107': ExchangeError, // REQUEST_FAILED Request failed
'11000': BadRequest, // CHANNEL_REGEX_ERROR channel regex not match
},
'broad': {
},
},
'precisionMode': TICK_SIZE,
'options': {
'accountsByType': {
'wallet': 'WALLET',
'spot': 'SPOT',
'perpetual': 'PERPETUAL',
'margin': 'MARGIN',
'swap': 'PERPETUAL',
'BTC': 'BTC',
'ETH': 'ETH',
},
},
'commonCurrencies': {
},
});
}
async fetchMarkets (params = {}) {
const response = await this.publicGetGetInstruments (params);
const markets = this.safeValue (response, 'result', []);
//
// {
// "jsonrpc":"2.0",
// "usIn":1647533492507,
// "usOut":1647533492511,
// "usDiff":4,
// "result":[{
// "currency":"BTC",
// "base_currency":"USDT",
// "contract_size":"0.01",
// "creation_timestamp":"1632384961348",
// "expiration_timestamp":"1648195200000",
// "instrument_name":"BTC-25MAR22",
// "show_name":"BTC-25MAR22",
// "is_active":true,
// "kind":"future",
// "leverage":0,
// "maker_commission":"10",
// "taker_commission":"17",
// "min_trade_amount":"0.01",
// "option_type":"init",
// "quote_currency":"USDT",
// "settlement_period":"week",
// "strike":"0",
// "tick_size":"0.1",
// "instr_multiple":"0.01",
// "order_price_low_rate":"0.8",
// "order_price_high_rate":"1.2",
// "order_price_limit_type":0,
// "min_qty":"0.01",
// "min_notional":"0",
// "support_trace_trade":false
// }]
// }
//
const result = [];
for (let i = 0; i < markets.length; i++) {
const market = markets[i];
const id = this.safeString (market, 'instrument_name');
const type = this.safeString (market, 'kind');
let unifiedType = type;
if (type === 'perpetual') {
unifiedType = 'swap';
}
let baseId = this.safeString (market, 'quote_currency');
const quoteId = this.safeString (market, 'base_currency');
const swap = (type === 'perpetual');
const spot = (type === 'spot');
const margin = (type === 'margin');
const option = (type === 'option');
const future = (type === 'future');
const contract = swap || future || option;
let expiry = undefined;
if (option || future) {
baseId = this.safeString (market, 'currency');
expiry = this.safeInteger (market, 'expiration_timestamp');
}
let contractSize = undefined;
let settleId = undefined;
let settle = undefined;
if (contract) {
settleId = quoteId;
settle = this.safeCurrencyCode (settleId);
}
let optionType = undefined;
let strike = undefined;
if (option) {
optionType = this.safeString (market, 'option_type');
strike = this.safeNumber (market, 'strike');
}
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
let symbol = undefined;
if (margin) {
symbol = id;
} else {
symbol = base + '/' + quote;
}
if (contract) {
contractSize = this.safeNumber (market, 'contract_size');
symbol = symbol + ':' + settle;
if (future || option) {
symbol = symbol + '-' + this.yymmdd (expiry);
if (option) {
const letter = (optionType === 'call') ? 'C' : 'P';
symbol = symbol + ':' + this.numberToString (strike) + ':' + letter;
}
}
}
const minTradeAmount = this.safeNumber (market, 'min_trade_amount');
const tickSize = this.safeNumber (market, 'tick_size');
const maker = this.safeNumber (market, 'maker_commission');
const taker = this.safeNumber (market, 'taker_commission');
const percentage = !(option || future);
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'settleId': settleId,
'settle': settle,
'type': unifiedType,
'maker': maker,
'taker': taker,
'percentage': percentage,
'spot': spot,
'margin': margin,
'swap': swap,
'future': future,
'option': option,
'active': this.safeValue (market, 'is_active'),
'contract': contract,
'linear': contract ? true : undefined,
'inverse': contract ? false : undefined,
'contractSize': contractSize,
'expiry': expiry,
'expiryDatetime': this.iso8601 (expiry),
'strike': strike,
'optionType': optionType,
'precision': {
'amount': minTradeAmount,
'price': tickSize,
},
'limits': {
'leverage': {
'min': undefined,
'max': this.safeString (market, 'leverage'),
},
'amount': {
'min': minTradeAmount,
'max': undefined,
},
'price': {
'min': tickSize,
'max': undefined,
},
'cost': {
'min': undefined,
'max': undefined,
},
},
'info': market,
});
}
return result;
}
parseTicker (ticker, market = undefined) {
//
// {
// "best_ask_amount":"0.20962",
// "best_ask_price":"40491.7",
// "best_bid_amount":"0.08855",
// "best_bid_price":"40491.6",
// "instrument_name":"BTC-USDT",
// "last_price":"40493",
// "mark_price":"40493.10644717",
// "state":"open",
// "stats":{
// "high":"41468.8",
// "low":"40254.9",
// "price_change":"-0.0159",
// "volume":"3847.35240000000000005"
// "turnover":"1109811189.67100102035328746"
// },
// "timestamp":"1647569486224"
// }
//
const marketId = this.safeString (ticker, 'instrument_name');
market = this.safeMarket (marketId, market);
const symbol = this.safeSymbol (marketId, market);
const timestamp = this.safeInteger (ticker, 'timestamp');
const stats = this.safeValue (ticker, 'stats');
return this.safeTicker ({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeString (stats, 'high'),
'low': this.safeString (stats, 'low'),
'bid': this.safeString (ticker, 'best_bid_price'),
'bidVolume': this.safeString (ticker, 'best_bid_amount'),
'ask': this.safeString (ticker, 'best_ask_price'),
'askVolume': this.safeString (ticker, 'best_ask_amount'),
'vwap': undefined,
'open': undefined,
'close': this.safeString (ticker, 'last_price'),
'last': this.safeString (ticker, 'last_price'),
'previousClose': undefined,
'change': undefined,
'percentage': this.safeString (stats, 'price_change'),
'average': undefined,
'baseVolume': this.safeString (stats, 'volume'),
'quoteVolume': this.safeString (stats, 'turnover'),
'info': ticker,
}, market);
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'instrument_name': market['id'],
};
const response = await this.publicGetTickers (this.extend (request, params));
const result = this.safeValue (response, 'result', {});
//
// {
// "jsonrpc":"2.0",
// "usIn":1647569487238,
// "usOut":1647569487240,
// "usDiff":2,
// "result":[{
// "best_ask_amount":"0.20962",
// "best_ask_price":"40491.7",
// "best_bid_amount":"0.08855",
// "best_bid_price":"40491.6",
// "instrument_name":"BTC-USDT",
// "last_price":"40493",
// "mark_price":"40493.10644717",
// "state":"open",
// "stats":{
// "high":"41468.8",
// "low":"40254.9",
// "price_change":"-0.0159",
// "volume":"3847.35240000000000005"
// },
// "timestamp":"1647569486224"
// }]
// }
//
const ticker = this.safeValue (result, 0);
return this.parseTicker (ticker, market);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'instrument_name': market['id'],
};
const response = await this.publicGetGetOrderBook (this.extend (request, params));
const result = this.safeValue (response, 'result', {});
//
// {
// "jsonrpc":"2.0",
// "usIn":1647573916524,
// "usOut":1647573916526,
// "usDiff":2,
// "result":{
// "asks":[["10155.00000","0.200","186.980","0.000"],["10663.00000","0.200","217.480","0.000"]],
// "bids":[["7896.00000","0.200","1.000","0.000"],["7481.00000","0.200","1.000","0.000"]],
// "timestamp":"1647573916525",
// "instrument_name":"BTC-25MAR22-32000-C",
// "version":1002541
// }
// }
//
const timestamp = this.safeInteger (result, 'timestamp');
return this.parseOrderBook (result, market['symbol'], timestamp);
}
parseOHLCV (ohlcv, market = undefined) {
//
// {
// "tick":1647547200,
// "open":"40868.16800000",
// "high":"40877.65600000",
// "low":"40647.00000000",
// "close":"40699.10000000",
// "volume":"100.27789000",
// "cost":"4083185.78337596"
// }
//
return [
this.safeInteger (ohlcv, 'tick'),
this.safeNumber (ohlcv, 'open'),
this.safeNumber (ohlcv, 'high'),
this.safeNumber (ohlcv, 'low'),
this.safeNumber (ohlcv, 'close'),
this.safeNumber (ohlcv, 'volume'),
];
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
if (limit === undefined) {
limit = 10;
}
const request = {
'resolution': this.timeframes[timeframe],
// 'start_timestamp': 0,
// 'end_timestamp': 0,
};
let marketId = market['id'];
if (market['spot'] || market['margin']) {
marketId = market['baseId'] + '-' + market['quoteId'];
}
request['instrument_name'] = marketId;
if (since === undefined) {
request['end_timestamp'] = this.milliseconds ();
request['start_timestamp'] = 0;
} else {
const timeframeInSeconds = this.parseTimeframe (timeframe);
const timeframeInMilliseconds = timeframeInSeconds * 1000;
request['start_timestamp'] = since;
request['end_timestamp'] = this.sum (request['start_timestamp'], limit * timeframeInMilliseconds);
}
const response = await this.publicGetGetTradingviewChartData (this.extend (request, params));
const result = this.safeValue (response, 'result', []);
//
// {
// "jsonrpc":"2.0",
// "usIn":1647578562427,
// "usOut":1647578562428,
// "usDiff":1,
// "result":[{
// "tick":1647547200,
// "open":"40868.16800000",
// "high":"40877.65600000",
// "low":"40647.00000000",
// "close":"40699.10000000",
// "volume":"100.27789000",
// "cost":"4083185.78337596"
// }]
// }
//
return this.parseOHLCVs (result, market, timeframe, since, limit);
}
parseTrade (trade, market = undefined) {
//
// fetchTrades (public)
//
// {
// "amount":"0.0003",
// "direction":"sell",
// "iv":"0",
// "price":"40767.18",
// "timestamp":"1647582687050",
// "instrument_name":"BTC-USDT-SPOT",
// "trade_id":57499240
// }
//
// fetchOrderTrades || fetchMyTrades
//
// {
// "direction":"sell",
// "amount":"0.03",
// "price":"397.8",
// "fee":"0.011934",
// "timestamp":1647668570759,
// "role":"taker",
// "trade_id":"58319385",
// "order_id":"250979478947823616",
// "instrument_name":"BNB-USDT-SPOT",
// "order_type":"market",
// "fee_use_coupon":false,
// "fee_coin_type":"USDT",
// "index_price":"",
// "self_trade":false
// }
//
const id = this.safeString (trade, 'trade_id');
const marketId = this.safeString (trade, 'instrument_name');
const symbol = this.safeSymbol (marketId, market);
const timestamp = this.safeInteger (trade, 'timestamp');
const side = this.safeString (trade, 'direction');
const priceString = this.safeString (trade, 'price');
const amountString = this.safeString (trade, 'amount');
const takerOrMaker = this.safeString (trade, 'role');
const feeCostString = this.safeString (trade, 'fee');
let fee = undefined;
if (feeCostString !== undefined) {
const feeCurrencyId = this.safeString (trade, 'fee_coin_type');
const feeCurrencyCode = this.safeCurrencyCode (feeCurrencyId);
fee = {
'cost': feeCostString,
'currency': feeCurrencyCode,
};
}
return this.safeTrade ({
'info': trade,
'id': id,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'order': this.safeString (trade, 'order_id'),
'type': this.safeString (trade, 'order_type'),
'side': side,
'takerOrMaker': takerOrMaker,
'price': priceString,
'amount': amountString,
'cost': undefined,
'fee': fee,
}, market);
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'instrument_name': market['id'],
// 'start_id' : 0,
// 'end_id': 0,
// 'sorting': 'asc', // asc | desc
};
if (limit !== undefined) {
request['count'] = limit; // default 10
}
const response = await this.publicGetGetLastTradesByInstrument (this.extend (request, params));
const result = this.safeValue (response, 'result', {});
//
// {
// "jsonrpc":"2.0",
// "usIn":1647582703220,
// "usOut":1647582703253,
// "usDiff":33,
// "result":{
// "trades":[{
// "amount":"0.0003",
// "direction":"sell",
// "iv":"0",
// "price":"40767.18",
// "timestamp":"1647582687050",
// "instrument_name":"BTC-USDT-SPOT",
// "trade_id":57499240
// }],
// "has_more":true
// }
// }
//
const trades = this.safeValue (result, 'trades', []);
return this.parseTrades (trades, market, since, limit);
}
async signIn (params = {}) {
let accessToken = this.safeString (this.options, 'accessToken');
if (accessToken !== undefined) {
return accessToken;
}
this.checkRequiredCredentials ();
const request = {
'grant_type': 'client_credentials', // client_signature || refresh_token
'client_id': this.apiKey,
'client_secret': this.secret,
// 'refresh_token': '', // Required for grant type refresh_token
// 'signature': '', // Required for grant type client_signature
};
const response = await this.publicPostAuth (this.extend (request, params));
const result = this.safeValue (response, 'result');
//
// {
// jsonrpc: '2.0',
// usIn: '1647601525586',
// usOut: '1647601525597',
// usDiff: '11',
// result: {
// access_token: '',
// token_type: 'bearer',
// refresh_token: '',
// expires_in: '604799',
// scope: 'account:read_write block_trade:read_write trade:read_write wallet:read_write'
// }
// }
//
accessToken = this.safeString (result, 'access_token');
this.options['accessToken'] = accessToken;
return accessToken;
}
parseBalance (response) {
//
// {
// "WALLET":{
// "total":"0",
// "coupon":"0",
// "details":[{
// "available":"0",
// "freeze":"0",
// "coin_type":"1INCH",
// "current_mark_price":"1.657"
// }]
// },
// "MARGIN":{
// "total":"0",
// "net":"0",
// "available":"0",
// "borrowed":"0",
// "details":[],
// "maintenance_margin":"0",
// "interest_owed":"0"
// },
// "SPOT":{
// "total":"3.965",
// "available":"15.887066",
// "details":[{
// "available":"0",
// "freeze":"0",
// "total":"0",
// "coin_type":"1INCH",
// "current_mark_price":"1.657"
// }]
// },
// "BTC":{
// "currency":"BTC",
// "balance":"0",
// "freeze":"0",
// "equity":"0",
// "base_currency":"USDT",
// "available_funds":"0",
// "available_withdrawal_funds":"0",
// "initial_margin":"0",
// "maintenance_margin":"0",
// "margin_balance":"0",
// "session_funding":"0",
// "session_rpl":"0",
// "session_upl":"0",
// "futures_pl":"0",
// "futures_session_rpl":"0",
// "futures_session_upl":"0",
// "options_value":"0",
// "options_pl":"0",
// "options_session_rpl":"0",
// "options_session_upl":"0",
// "total_pl":"0",
// "options_delta":"0",
// "options_gamma":"0",
// "options_theta":"0",
// "options_vega":"0",
// "delta_total":"0"
// },
// "ETH":{
// "currency":"ETH",
// "balance":"0",
// "freeze":"0",
// "equity":"0",
// "base_currency":"USDT",
// "available_funds":"0",
// "available_withdrawal_funds":"0",
// "initial_margin":"0",
// "maintenance_margin":"0",
// "margin_balance":"0",
// "session_funding":"0",
// "session_rpl":"0",
// "session_upl":"0",
// "futures_pl":"0",
// "futures_session_rpl":"0",
// "futures_session_upl":"0",
// "options_value":"0",
// "options_pl":"0",
// "options_session_rpl":"0",
// "options_session_upl":"0",
// "total_pl":"0",
// "options_delta":"0",
// "options_gamma":"0",
// "options_theta":"0",
// "options_vega":"0",
// "delta_total":"0"
// },
// "PERPETUAL":{
// "bonus":"0",
// "global_state":0,
// "available_funds":"0",
// "wallet_balance":"0",
// "available_withdraw_funds":"0",
// "total_pl":"0",
// "total_upl":"0",
// "position_rpl":"0",
// "total_upl_isolated":"0",
// "total_upl_cross":"0",
// "total_initial_margin_cross":"0",
// "total_initial_margin_isolated":"0",
// "total_margin_balance_isolated":"0",
// "total_margin_balance":"0",
// "total_margin_balance_cross":"0",
// "total_maintenance_margin_cross":"0",
// "total_wallet_balance_isolated":"0",
// "order_frozen":"0",
// "order_cross_frozen":"0",
// "order_isolated_frozen":"0",
// "risk_level":"0",
// "bonus_max":"0"
// }
// }
//
const result = { 'info': response };
const assetTypes = Object.keys (response);
for (let i = 0; i < assetTypes.length; i++) {
const assetType = assetTypes[i];
const currency = this.safeValue (response, assetType);
if ((assetType === 'WALLET') || (assetType === 'SPOT')) {
const details = this.safeValue (currency, 'details');
if (details !== undefined) {
for (let i = 0; i < details.length; i++) {
const detail = details[i];
const coinType = this.safeString (detail, 'coin_type');
const code = this.safeCurrencyCode (coinType);
const account = this.safeValue (result, code, this.account ());
account['free'] = this.safeString (detail, 'available');
account['used'] = this.safeString (detail, 'freeze');
account['total'] = this.safeString (detail, 'total');
result[code] = account;
}
}
} else {
// all other wallets are linear futures
const code = 'USDT';
const account = this.account ();
account['total'] = this.safeString (currency, 'wallet_balance');
account['free'] = this.safeString (currency, 'available_withdraw_funds');
result[code] = account;
}
}
return this.safeBalance (result);
}
async fetchBalance (params = {}) {
await this.signIn ();
await this.loadMarkets ();
const type = this.safeStringLower (params, 'type', 'spot');
const types = this.safeValue (this.options, 'accountsByType', {});
const assetType = this.safeString (types, type, type);
params = this.omit (params, 'type');
const request = {
'asset_type': [ assetType ],
};
const response = await this.privatePostGetAssetsInfo (this.extend (request, params));
const result = this.safeValue (response, 'result', []);
//
// {
// "id":"1647675393",
// "jsonrpc":"2.0",
// "usIn":1647675394091,
// "usOut":1647675394104,
// "usDiff":13,
// "result":{
// "WALLET":{
// "total":"0",
// "coupon":"0",
// "details":[{
// "available":"0",
// "freeze":"0",
// "coin_type":"1INCH",
// "current_mark_price":"1.657"
// }]
// },
// "MARGIN":{
// "total":"0",
// "net":"0",
// "available":"0",
// "borrowed":"0",
// "details":[],
// "maintenance_margin":"0",
// "interest_owed":"0"
// },
// "SPOT":{
// "total":"3.965",
// "available":"15.887066",
// "details":[{
// "available":"0",
// "freeze":"0",
// "total":"0",
// "coin_type":"1INCH",
// "current_mark_price":"1.657"
// }]
// },
// "BTC":{
// "currency":"BTC",
// "balance":"0",
// "freeze":"0",
// "equity":"0",
// "base_currency":"USDT",
// "available_funds":"0",
// "available_withdrawal_funds":"0",
// "initial_margin":"0",
// "maintenance_margin":"0",
// "margin_balance":"0",
// "session_funding":"0",
// "session_rpl":"0",
// "session_upl":"0",
// "futures_pl":"0",
// "futures_session_rpl":"0",
// "futures_session_upl":"0",
// "options_value":"0",
// "options_pl":"0",
// "options_session_rpl":"0",
// "options_session_upl":"0",
// "total_pl":"0",
// "options_delta":"0",
// "options_gamma":"0",
// "options_theta":"0",
// "options_vega":"0",
// "delta_total":"0"
// },
// "ETH":{
// "currency":"ETH",
// "balance":"0",
// "freeze":"0",
// "equity":"0",
// "base_currency":"USDT",
// "available_funds":"0",
// "available_withdrawal_funds":"0",
// "initial_margin":"0",
// "maintenance_margin":"0",
// "margin_balance":"0",
// "session_funding":"0",
// "session_rpl":"0",
// "session_upl":"0",
// "futures_pl":"0",
// "futures_session_rpl":"0",
// "futures_session_upl":"0",
// "options_value":"0",
// "options_pl":"0",
// "options_session_rpl":"0",
// "options_session_upl":"0",
// "total_pl":"0",
// "options_delta":"0",
// "options_gamma":"0",
// "options_theta":"0",
// "options_vega":"0",
// "delta_total":"0"
// },
// "PERPETUAL":{
// "bonus":"0",
// "global_state":0,
// "available_funds":"0",
// "wallet_balance":"0",
// "available_withdraw_funds":"0",
// "total_pl":"0",
// "total_upl":"0",
// "position_rpl":"0",
// "total_upl_isolated":"0",
// "total_upl_cross":"0",
// "total_initial_margin_cross":"0",
// "total_initial_margin_isolated":"0",
// "total_margin_balance_isolated":"0",
// "total_margin_balance":"0",
// "total_margin_balance_cross":"0",
// "total_maintenance_margin_cross":"0",
// "total_wallet_balance_isolated":"0",
// "order_frozen":"0",
// "order_cross_frozen":"0",
// "order_isolated_frozen":"0",
// "risk_level":"0",
// "bonus_max":"0"
// }
// }
// }
//
return this.parseBalance (result);
}
parseOrderStatus (status) {
const statuses = {
'open': 'open',
'cancelled': 'canceled',
'filled': 'closed',
'rejected': 'rejected',
};
return this.safeString (statuses, status, status);
}
parseTimeInForce (timeInForce) {
if (timeInForce === '-') {
return undefined;
}
const timeInForces = {
'good_til_cancelled': 'GTC',
'good_til_date': 'GTD',
'fill_or_kill': 'FOK',
'immediate_or_cancel': 'IOC',
};
return this.safeString (timeInForces, timeInForce, timeInForce);
}
parseOrder (order, market = undefined) {
//
// fetchOrder || fetchOpenOrders || fetchClosedOrders
// {
// "kind":"spot",
// "direction":"sell",
// "amount":"0.02",
// "price":"900",
// "advanced":"usdt",
// "source":"api",
// "mmp":false,
// "version":1,
// "order_id":"250971492850401280",
// "order_state":"open",
// "instrument_name":"BNB-USDT-SPOT",
// "filled_amount":"0",
// "average_price":"0",
// "order_type":"limit",
// "time_in_force":"GTC",
// "post_only":false,
// "reduce_only":false,
// "creation_timestamp":1647666666723,
// "last_update_timestamp":1647666666725
// }
//
// createOrder
//
// {
// "order_id":"251052889774161920",
// "custom_order_id":"-"
// }
//
// closeOrder
// {
// "order_id":"250979354159153152"
// }
//
const timestamp = this.safeInteger (order, 'creation_timestamp');
const lastUpdate = this.safeInteger (order, 'last_update_timestamp');
const id = this.safeString (order, 'order_id');
const priceString = this.safeString (order, 'price');
const averageString = this.safeString (order, 'average_price');
const amountString = this.safeString (order, 'amount');
const filledString = this.safeString (order, 'filled_amount');
let lastTradeTimestamp = undefined;
if (filledString !== undefined) {
const isFilledPositive = Precise.stringGt (filledString, '0');
if (isFilledPositive) {
lastTradeTimestamp = lastUpdate;
}
}
const status = this.parseOrderStatus (this.safeString (order, 'order_state'));
const marketId = this.safeString (order, 'instrument_name');
market = this.safeMarket (marketId, market);
const side = this.safeStringLower (order, 'direction');
let feeCostString = this.safeString (order, 'commission');
let fee = undefined;
if (feeCostString !== undefined) {
feeCostString = Precise.stringAbs (feeCostString);
fee = {
'cost': feeCostString,
'currency': market['base'],
};
}
const type = this.safeString (order, 'order_type');
// injected in createOrder
let trades = this.safeValue (order, 'trades');
if (trades !== undefined) {
trades = this.parseTrades (trades, market);
}
const timeInForce = this.parseTimeInForce (this.safeString (order, 'time_in_force'));
const stopPrice = this.safeValue (order, 'trigger_price');
const postOnly = this.safeValue (order, 'post_only');
return this.safeOrder ({
'info': order,
'id': id,
'clientOrderId': undefined,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': lastTradeTimestamp,
'symbol': market['symbol'],
'type': type,
'timeInForce': timeInForce,
'postOnly': postOnly,
'side': side,
'price': priceString,
'stopPrice': stopPrice,
'amount': amountString,
'cost': undefined,
'average': averageString,
'filled': filledString,
'remaining': undefined,
'status': status,
'fee': fee,
'trades': trades,
}, market);
}
async fetchOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'order_id': id,
};
const response = await this.privateGetGetOrderState (this.extend (request, params));
const result = this.safeValue (response, 'result');
//
// {
// "jsonrpc":"2.0",
// "usIn":1647672034018,
// "usOut":1647672034033,
// "usDiff":15,
// "result":{
// "currency":"SPOT",
// "kind":"spot",
// "direction":"sell",
// "amount":"0.03",
// "price":"-1",
// "advanced":"usdt",
// "source":"api",
// "mmp":false,
// "version":1,
// "order_id":"250979478947823616",
// "order_state":"filled",
// "instrument_name":"BNB-USDT-SPOT",
// "filled_amount":"0.03",
// "average_price":"397.8",
// "order_type":"market",
// "time_in_force":"GTC",
// "post_only":false,
// "reduce_only":false,
// "creation_timestamp":1647668570759,
// "last_update_timestamp":1647668570761
// }
// }
//
return this.parseOrder (result);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.signIn ();
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'instrument_name': market['id'],
'amount': this.amountToPrecision (symbol, amount),
'type': type, // limit, market, default is limit
// 'price': this.priceToPrecision (symbol, 123.45), // The order price for limit order. When adding options order with advanced=iv, the field price should be a value of implied volatility in percentages. For example, price=100, means implied volatility of 100%
// 'time_in_force' : 'good_til_cancelled', // good_til_cancelled, good_til_date, fill_or_kill, immediate_or_cancel Specifies how long the order remains in effect, default: good_til_cancelled
// 'post_only': false, // If true, the order is considered post-only, default: false
// 'reduce_only': false, // If true, the order is considered reduce-only which is intended to only reduce a current position. default: false
// 'condition_type': '', // NORMAL, STOP, TRAILING, IF_TOUCHED, Condition sheet policy, the default is NORMAL. Available when kind is future
// 'trigger_price': 'index_price', // trigger price. Available when condition_type is STOP or IF_TOUCHED
// 'trail_price': false, // trail price, Tracking price change Delta. Available when condition_type is TRAILING
// 'advanced': 'usd', // Advanced option order type, (Only for options), default: usdt. If set to iv，then the price field means iv value
};
if (type === 'limit') {
request['price'] = this.priceToPrecision (symbol, price);
}
if (market['contract']) {
const timeInForce = this.safeStringUpper (params, 'timeInForce');
if (timeInForce === 'GTC') {
request['time_in_force'] = 'good_till_cancelled';
} else if (timeInForce === 'FOK') {
request['time_in_force'] = 'fill_or_kill';
} else if (timeInForce === 'IOC') {
request['time_in_force'] = 'immediate_or_cancel';
}
const isMarketOrder = type === 'market';
const exchangeSpecificParam = this.safeValue (params, 'post_only', false);
const postOnly = this.isPostOnly (isMarketOrder, exchangeSpecificParam, params);
if (postOnly) {
request['post_only'] = true;
}
const reduceOnly = this.safeValue (params, 'reduceOnly', false);
if (reduceOnly) {
request['reduce_only'] = true;
}
params = this.omit (params, [ 'timeInForce', 'postOnly', 'reduceOnly' ]);
}
const method = 'privatePost' + this.capitalize (side);
const response = await this[method] (this.extend (request, params));
const result = this.safeValue (response, 'result', {});
//
// {
// "id":"1647686073",
// "jsonrpc":"2.0",
// "usIn":1647686073252,
// "usOut":1647686073264,
// "usDiff":12,
// "result":{
// "order":{
// "order_id":"251052889774161920",
// "custom_order_id":"-"
// }
// }
// }
//
const order = this.safeValue (result, 'order');
return this.parseOrder (order, market);
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.signIn ();
await this.loadMarkets ();
const request = {
'order_id': id,
};
const response = await this.privatePostCancel (this.extend (request, params));
const result = this.safeValue (response, 'result', {});
//
// {
// "id":"1647675007",
// "jsonrpc":"2.0",
// "usIn":1647675007485,
// "usOut":1647675007494,
// "usDiff":9,
// "result":{
// "order_id":"250979354159153152"
// }
// }
//
return this.parseOrder (result);
}
async cancelAllOrders (symbol = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' cancelAllOrders() requires a symbol argument');
}
await this.signIn ();
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'instrument_name': market['id'],
};
const response = await this.privatePostCancelAllByInstrument (this.extend (request, params));
//
// {
// "id":"1647686580",
// "jsonrpc":"2.0",
// "usIn":1647686581216,
// "usOut":1647686581224,
// "usDiff":8,
// "result":2
// }
//
return response;
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' fetchOpenOrders() requires a symbol argument');
}
await this.signIn ();
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'instrument_name': market['id'],
};
const response = await this.privateGetGetOpenOrdersByInstrument (this.extend (request, params));
const result = this.safeValue (response, 'result', []);
//
// {
// "jsonrpc":"2.0",
// "usIn":1647667026285,
// "usOut":1647667026291,
// "usDiff":6,
// "result":[{
// "kind":"spot",
// "direction":"sell",
// "amount":"0.02",
// "price":"900",
// "advanced":"usdt",
// "source":"api",
// "mmp":false,
// "version":1,
// "order_id":"250971492850401280",
// "order_state":"open",
// "instrument_name":"BNB-USDT-SPOT",
// "filled_amount":"0",
// "average_price":"0",
// "order_type":"limit",
// "time_in_force":"GTC",
// "post_only":false,
// "reduce_only":false,
// "creation_timestamp":1647666666723,
// "last_update_timestamp":1647666666725
// }]
// }
//
return this.parseOrders (result, market, since, limit);
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' fetchClosedOrders() requires a symbol argument');
}
await this.signIn ();
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'instrument_name': market['id'],
};
if (limit !== undefined) {
request['count'] = limit;
}
const response = await this.privateGetGetOrderHistoryByInstrument (this.extend (request, params));
const result = this.safeValue (response, 'result', []);
//
// {
// "jsonrpc":"2.0",
// "usIn":1647671721716,
// "usOut":1647671721730,
// "usDiff":14,
// "result":[{
// "currency":"SPOT",
// "kind":"spot",
// "direction":"sell",
// "amount":"0.03",
// "price":"-1",
// "advanced":"usdt",
// "source":"api",
// "mmp":false,
// "version":1,
// "order_id":"250979478947823616",
// "order_state":"filled",
// "instrument_name":"BNB-USDT-SPOT",
// "filled_amount":"0.03",
// "average_price":"397.8",
// "order_type":"market",
// "time_in_force":"GTC",
// "post_only":false,
// "reduce_only":false,
// "creation_timestamp":1647668570759,
// "last_update_timestamp":1647668570761
// }]
// }
//
return this.parseOrders (result, market, since, limit);
}
async fetchOrderTrades (id, symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (id === undefined) {
throw new ArgumentsRequired (this.id + ' fetchOrderTrades() requires a id argument');
}
await this.loadMarkets ();
const request = {
'order_id': id,
// 'start_id': 0, // The ID number of the first trade to be returned
// 'end_id': 0, // The ID number of the last trade to be returned
// 'sorting': '', // Direction of results sorting,default: desc
};
if (limit !== undefined) {
request['count'] = limit; // default 20
}
const response = await this.privateGetGetUserTradesByOrder (this.extend (request, params));
const result = this.safeValue (response, 'result', {});
//
// {
// "jsonrpc":"2.0",
// "usIn":1647671425457,
// "usOut":1647671425470,
// "usDiff":13,
// "result":{
// "count":1,
// "trades":[{
// "direction":"sell",
// "amount":"0.03",
// "price":"397.8",
// "fee":"0.011934",
// "timestamp":1647668570759,
// "role":"taker",
// "trade_id":"58319385",
// "order_id":"250979478947823616",
// "instrument_name":"BNB-USDT-SPOT",
// "order_type":"market",
// "fee_use_coupon":false,
// "fee_coin_type":"USDT",
// "index_price":"",
// "self_trade":false
// }],
// "has_more":false
// }
// }
//
const trades = this.safeValue (result, 'trades', []);
return this.parseTrades (trades, undefined, since, limit);
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' fetchMyTrades() requires a id argument');
}
await this.signIn ();
await this.loadMarkets ();
const request = {
// 'kind': '', // The order kind, eg. margin, spot, option, future, perpetual. only used when call privateGetGetUserTradesByCurrency
// 'start_id': 0, // The ID number of the first trade to be returned
// 'end_id': 0, // The ID number of the last trade to be returned
// 'sorting': '', // Direction of results sorting,default: desc
// 'self_trade': false, // If not set, query all
};
let method = undefined;
const market = this.market (symbol);
request['instrument_name'] = market['id'];
if (since === undefined) {
method = 'privateGetGetUserTradesByInstrument';
} else {
method = 'privateGetGetUserTradesByInstrumentAndTime';
}
if (limit !== undefined) {
request['count'] = limit; // default 20
}
const response = await this[method] (this.extend (request, params));
const result = this.safeValue (response, 'result', {});
//
// {
// "jsonrpc":"2.0",
// "usIn":1647668582167,
// "usOut":1647668582187,
// "usDiff":20,
// "result":{
// "count":1,
// "trades":[{
// "direction":"sell",
// "amount":"0.03",
// "price":"397.8",
// "fee":"0.011934",
// "timestamp":1647668570759,
// "role":"taker",
// "trade_id":"58319385",
// "order_id":"250979478947823616",
// "instrument_name":"BNB-USDT-SPOT",
// "order_type":"market",
// "fee_use_coupon":false,
// "fee_coin_type":"USDT",
// "index_price":"",
// "self_trade":false
// }],
// "has_more":false
// }
// }
//
const trades = this.safeValue (result, 'trades', []);
return this.parseTrades (trades, market, since, limit);
}
parsePosition (position, market = undefined) {
//
// {
// "currency":"PERPETUAL",
// "kind":"perpetual",
// "size":"-0.08",
// "direction":"sell",
// "leverage":"3",
// "margin":"10.7724",
// "version":"553",
// "roe":"-0.000483",
// "traceType":0,
// "pos_id":"0",
// "instrument_name":"BNB-USDT-PERPETUAL",
// "average_price":"403.9",
// "mark_price":"403.965",
// "initial_margin":"10.77066668",
// "maintenance_margin":"0.2100618",
// "floating_profit_loss":"-0.0052",
// "liquid_price":"549.15437158",
// "margin_type":"cross",
// "risk_level":"0.017651",
// "available_withdraw_funds":"1.13004332",
// "order_id":"251085320510201856",
// "stop_loss_price":"0",
// "stop_loss_type":1,
// "take_profit_price":"0",
// "take_profit_type":1
// }
//
const contract = this.safeString (position, 'instrument_name');
market = this.safeMarket (contract, market);
const size = this.safeString (position, 'size');
let side = this.safeString (position, 'direction');
side = (side === 'buy') ? 'long' : 'short';
const maintenanceMarginString = this.safeString (position, 'maintenance_margin');
const riskLevel = this.safeString (position, 'risk_level');
// maint_margin / collateral = risk_level
// collateral = maint_margin / risk_level
const collateral = Precise.stringDiv (maintenanceMarginString, riskLevel);
const markPrice = this.safeString (position, 'mark_price');
const notionalString = Precise.stringMul (markPrice, size);
const unrealisedPnl = this.safeString (position, 'floating_profit_loss');
const initialMarginString = this.safeString (position, 'initial_margin');
const percentage = Precise.stringMul (Precise.stringDiv (unrealisedPnl, initialMarginString), '100');
const marginType = this.safeString (position, 'margin_type');
return {
'info': position,
'symbol': this.safeString (market, 'symbol'),
'timestamp': undefined,
'datetime': undefined,
'initialMargin': this.parseNumber (initialMarginString),
'initialMarginPercentage': this.parseNumber (Precise.stringDiv (initialMarginString, notionalString)),
'maintenanceMargin': this.parseNumber (maintenanceMarginString),
'maintenanceMarginPercentage': this.parseNumber (Precise.stringDiv (maintenanceMarginString, notionalString)),
'entryPrice': this.safeNumber (position, 'average_price'),
'notional': this.parseNumber (notionalString),
'leverage': this.safeNumber (position, 'leverage'),
'unrealizedPnl': this.parseNumber (unrealisedPnl),
'contracts': this.parseNumber (size), // in USD for perpetuals on deribit
'contractSize': this.safeValue (market, 'contractSize'),
'marginRatio': this.parseNumber (riskLevel),
'liquidationPrice': this.safeNumber (position, 'liquid_price'),
'markPrice': this.parseNumber (markPrice),
'collateral': this.parseNumber (collateral),
'marginType': marginType,
'side': side,
'percentage': this.parseNumber (percentage),
};
}
async fetchPosition (symbol, params = {}) {
await this.signIn ();
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'instrument_name': market['id'],
};
const response = await this.privateGetGetPosition (this.extend (request, params));
const result = this.safeValue (response, 'result');
//
// {
// "jsonrpc":"2.0",
// "usIn":1647693832273,
// "usOut":1647693832282,
// "usDiff":9,
// "result":{
// "currency":"PERPETUAL",
// "kind":"perpetual",
// "size":"-0.08",
// "direction":"sell",
// "leverage":"3",
// "margin":"10.7724",
// "version":"553",
// "roe":"-0.000483",
// "traceType":0,
// "pos_id":"0",
// "instrument_name":"BNB-USDT-PERPETUAL",
// "average_price":"403.9",
// "mark_price":"403.965",
// "initial_margin":"10.77066668",
// "maintenance_margin":"0.2100618",
// "floating_profit_loss":"-0.0052",
// "liquid_price":"549.15437158",
// "margin_type":"cross",
// "risk_level":"0.017651",
// "available_withdraw_funds":"1.13004332",
// "order_id":"251085320510201856",
// "stop_loss_price":"0",
// "stop_loss_type":1,
// "take_profit_price":"0",
// "take_profit_type":1
// }
// }
//
return this.parsePosition (result);
}
async fetchPositions (symbols = undefined, params = {}) {
await this.signIn ();
await this.loadMarkets ();
const request = {
'currency': 'PERPETUAL',
// 'kind' : '', // option, future, spot, margin,perpetual The order kind
};
const response = await this.privateGetGetPositions (this.extend (request, params));
const result = this.safeValue (response, 'result');
//
// {
// "jsonrpc":"2.0",
// "usIn":1647694531356,
// "usOut":1647694531364,
// "usDiff":8,
// "result":[{
// "currency":"PERPETUAL",
// "kind":"perpetual",
// "size":"-0.08",
// "direction":"sell",
// "leverage":"3",
// "margin":"10.7836",
// "version":"1251",
// "roe":"-0.003602",
// "traceType":0,
// "pos_id":"0",
// "instrument_name":"BNB-USDT-PERPETUAL",
// "average_price":"403.9",
// "mark_price":"404.385",
// "initial_margin":"10.77066668",
// "maintenance_margin":"0.2102802",
// "floating_profit_loss":"-0.0388",
// "liquid_price":"549.15437158",
// "margin_type":"cross",
// "risk_level":"0.01772",
// "available_withdraw_funds":"1.09644332",
// "order_id":"251085320510201856",
// "stop_loss_price":"0",
// "stop_loss_type":1,
// "take_profit_price":"0",
// "take_profit_type":1
// }]
// }
//
return this.parsePositions (result, symbols);
}
parseTransactionStatus (status) {
const states = {
'deposit_confirmed': 'ok',
'deposit_waiting_confirm': 'pending',
'withdraw_init': 'pending',
'withdraw_noticed_block_chain': 'pending',
'withdraw_waiting_confirm': 'pending',
'withdraw_confirmed': 'ok',
'withdraw_failed': 'failed',
'withdraw_auditing': 'pending',
'withdraw_audit_reject': 'failed',
};
return this.safeString (states, status, status);
}
parseTransaction (transaction, currency = undefined) {
//
// fetchDeposits
// {
// "id":"250325458128736256",
// "amount":"0.04",
// "state":"deposit_confirmed",
// "coin_type":"BNB",
// "token_code":"BNB",
// "create_time":"1647512640040",
// "update_time":"1647512640053",
// "tx_hash":"",
// "full_name":"Binance Coin"
// }
//
// fetchWithdrawals || fetchWithdraw
// {
// "id":"251076247882829824",
// "address":"",
// "amount":"0.01",
// "state":"withdraw_auditing",
// "coin_type":"BNB",
// "create_time":"1647691642267",
// "update_time":"1647691650090",
// "full_name":"Binance Coin",
// "token_code":"BNB"
// }
//
const currencyId = this.safeString (transaction, 'coin_type');
const code = this.safeCurrencyCode (currencyId, currency);
const id = this.safeString (transaction, 'id');
const txId = this.safeString (transaction, 'tx_hash');
const timestamp = this.safeInteger (transaction, 'create_time');
const updated = this.safeInteger (transaction, 'update_time');
const amount = this.safeNumber (transaction, 'amount');
const status = this.safeString (transaction, 'state');
return {
'info': transaction,
'id': id,
'txid': txId,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'network': undefined,
'addressFrom': undefined,
'address': undefined,
'addressTo': undefined,
'tagFrom': undefined,
'tag': undefined,
'tagTo': undefined,
'type': undefined,
'amount': amount,
'currency': code,
'status': this.parseTransactionStatus (status),
'updated': updated,
'fee': undefined,
};
}
async fetchDeposits (code = undefined, since = undefined, limit = undefined, params = {}) {
if (code === undefined) {
throw new ArgumentsRequired (this.id + ' fetchDeposits() requires the code argument');
}
await this.signIn ();
await this.loadMarkets ();
const currency = this.safeCurrency (code);
const request = {
'coin_type': currency['id'],
};
const response = await this.privateGetGetDepositRecord (this.extend (request, params));
const result = this.safeValue (response, 'result', []);
//
// {
// "jsonrpc":"2.0",
// "usIn":1647606752447,
// "usOut":1647606752457,
// "usDiff":10,
// "result":[{
// "id":"250325458128736256",
// "amount":"0.04",
// "state":"deposit_confirmed",
// "coin_type":"BNB",
// "token_code":"BNB",
// "create_time":"1647512640040",
// "update_time":"1647512640053",
// "tx_hash":"",
// "full_name":"Binance Coin"
// }]
// }
// }
//
return this.parseTransactions (result, currency, since, limit, { 'type': 'deposit' });
}
async fetchWithdrawals (code = undefined, since = undefined, limit = undefined, params = {}) {
if (code === undefined) {
throw new ArgumentsRequired (this.id + ' fetchWithdrawals() requires the code argument');
}
await this.signIn ();
await this.loadMarkets ();
const currency = this.safeCurrency (code);
const request = {
'coin_type': currency['id'],
// 'withdraw_id': 0,
};
const response = await this.privateGetGetWithdrawRecord (this.extend (request, params));
const result = this.safeValue (response, 'result', []);
//
// {
// "jsonrpc":"2.0",
// "usIn":1647691750112,
// "usOut":1647691750125,
// "usDiff":13,
// "result":[{
// "id":"251076247882829824",
// "address":"",
// "amount":"0.01",
// "state":"withdraw_auditing",
// "coin_type":"BNB",
// "create_time":"1647691642267",
// "update_time":"1647691650090",
// "full_name":"Binance Coin",
// "token_code":"BNB"
// }]
// }
//
return this.parseTransactions (result, currency, since, limit, { 'type': 'withdrawal' });
}
async fetchWithdrawal (id, code = undefined, params = {}) {
if (code === undefined) {
throw new ArgumentsRequired (this.id + ' fetchWithdrawal() requires the code argument');
}
await this.signIn ();
await this.loadMarkets ();
const currency = this.safeCurrency (code);
const request = {
'coin_type': currency['id'],
'withdraw_id': id,
};
const response = await this.privateGetGetWithdrawRecord (this.extend (request, params));
const result = this.safeValue (response, 'result', []);
//
// {
// "jsonrpc":"2.0",
// "usIn":1647691750112,
// "usOut":1647691750125,
// "usDiff":13,
// "result":[{
// "id":"251076247882829824",
// "address":"",
// "amount":"0.01",
// "state":"withdraw_auditing",
// "coin_type":"BNB",
// "create_time":"1647691642267",
// "update_time":"1647691650090",
// "full_name":"Binance Coin",
// "token_code":"BNB"
// }]
// }
//
const records = this.filterBy (result, 'id', id);
const record = this.safeValue (records, 0);
return this.parseTransaction (record, currency);
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let request = '/' + 'api/' + this.version + '/' + api + '/' + path;
if (api === 'public') {
if (Object.keys (params).length) {
request += '?' + this.urlencode (params);
}
}
if (api === 'private') {
this.checkRequiredCredentials ();
if (method === 'GET') {
if (Object.keys (params).length) {
request += '?' + this.urlencode (params);
}
}
const sessionToken = this.safeString (this.options, 'accessToken');
if (sessionToken === undefined) {
throw new AuthenticationError (this.id + ' sign() requires access token');
}
headers = {
'Authorization': 'bearer ' + sessionToken,
};
if (method === 'POST') {
headers['Content-Type'] = 'application/json';
if (Object.keys (params).length) {
const rpcPayload = {
'jsonrpc': '2.0',
'id': this.nonce (),
'method': '/' + api + '/' + path,
'params': params,
};
body = this.json (rpcPayload);
}
}
}
const url = this.urls['api'] + request;
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors (code, reason, url, method, headers, body, response, requestHeaders, requestBody) {
if (response === undefined) {
return; // fallback to the default error handler
}
const error = this.safeValue (response, 'error');
if (error) {
const feedback = this.id + ' ' + body;
const code = this.safeString (error, 'code');
const message = this.safeString (error, 'message');
this.throwExactlyMatchedException (this.exceptions['exact'], code, feedback);
this.throwBroadlyMatchedException (this.exceptions['broad'], message, feedback);
throw new ExchangeError (feedback); // unknown message
}
}
};