ccxt-xigua
Version:
1,734 lines • 74.8 kB
JavaScript
'use strict';
// ----------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { InsufficientFunds, ArgumentsRequired, ExchangeError, InvalidOrder, InvalidAddress, AuthenticationError, NotSupported, OrderNotFound, OnMaintenance, PermissionDenied, RateLimitExceeded } = require ('./base/errors');
const { TICK_SIZE } = require ('./base/functions/number');
const Precise = require ('./base/Precise');
// ----------------------------------------------------------------------------
module.exports = class coinbasepro extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'coinbasepro',
'name': 'Coinbase Pro',
'countries': [ 'US' ],
'rateLimit': 100,
'userAgent': this.userAgents['chrome'],
'pro': true,
'has': {
'CORS': true,
'spot': true,
'margin': false,
'swap': false,
'future': false,
'option': false,
'cancelAllOrders': true,
'cancelOrder': true,
'createDepositAddress': true,
'createOrder': true,
'createStopLimitOrder': true,
'createStopMarketOrder': true,
'createStopOrder': true,
'fetchAccounts': true,
'fetchBalance': true,
'fetchClosedOrders': true,
'fetchCurrencies': true,
'fetchDepositAddress': undefined, // the exchange does not have this method, only createDepositAddress, see https://github.com/ccxt/ccxt/pull/7405
'fetchDeposits': true,
'fetchLedger': true,
'fetchMarginMode': false,
'fetchMarkets': true,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': true,
'fetchOrderTrades': true,
'fetchPositionMode': false,
'fetchTicker': true,
'fetchTickers': true,
'fetchTime': true,
'fetchTrades': true,
'fetchTradingFee': false,
'fetchTradingFees': true,
'fetchTransactions': true,
'fetchWithdrawals': true,
'withdraw': true,
},
'timeframes': {
'1m': 60,
'5m': 300,
'15m': 900,
'1h': 3600,
'6h': 21600,
'1d': 86400,
},
'hostname': 'pro.coinbase.com',
'urls': {
'test': {
'public': 'https://api-public.sandbox.pro.coinbase.com',
'private': 'https://api-public.sandbox.pro.coinbase.com',
},
'logo': 'https://user-images.githubusercontent.com/1294454/41764625-63b7ffde-760a-11e8-996d-a6328fa9347a.jpg',
'api': {
'public': 'https://api.{hostname}',
'private': 'https://api.{hostname}',
},
'www': 'https://pro.coinbase.com/',
'doc': 'https://docs.pro.coinbase.com',
'fees': [
'https://docs.pro.coinbase.com/#fees',
'https://support.pro.coinbase.com/customer/en/portal/articles/2945310-fees',
],
},
'requiredCredentials': {
'apiKey': true,
'secret': true,
'password': true,
},
'api': {
'public': {
'get': [
'currencies',
'products',
'products/{id}',
'products/{id}/book',
'products/{id}/candles',
'products/{id}/stats',
'products/{id}/ticker',
'products/{id}/trades',
'time',
'products/spark-lines', // experimental
],
},
'private': {
'get': [
'accounts',
'accounts/{id}',
'accounts/{id}/holds',
'accounts/{id}/ledger',
'accounts/{id}/transfers',
'coinbase-accounts',
'fills',
'funding',
'fees',
'margin/profile_information',
'margin/buying_power',
'margin/withdrawal_power',
'margin/withdrawal_power_all',
'margin/exit_plan',
'margin/liquidation_history',
'margin/position_refresh_amounts',
'margin/status',
'oracle',
'orders',
'orders/{id}',
'orders/client:{client_oid}',
'otc/orders',
'payment-methods',
'position',
'profiles',
'profiles/{id}',
'reports/{report_id}',
'transfers',
'transfers/{transfer_id}',
'users/self/exchange-limits',
'users/self/hold-balances',
'users/self/trailing-volume',
'withdrawals/fee-estimate',
],
'post': [
'conversions',
'deposits/coinbase-account',
'deposits/payment-method',
'coinbase-accounts/{id}/addresses',
'funding/repay',
'orders',
'position/close',
'profiles/margin-transfer',
'profiles/transfer',
'reports',
'withdrawals/coinbase',
'withdrawals/coinbase-account',
'withdrawals/crypto',
'withdrawals/payment-method',
],
'delete': [
'orders',
'orders/client:{client_oid}',
'orders/{id}',
],
},
},
'commonCurrencies': {
'CGLD': 'CELO',
},
'precisionMode': TICK_SIZE,
'fees': {
'trading': {
'tierBased': true, // complicated tier system per coin
'percentage': true,
'maker': 0.4 / 100, // highest fee of all tiers
'taker': 0.6 / 100, // highest fee of all tiers
},
'funding': {
'tierBased': false,
'percentage': false,
'withdraw': {
'BCH': 0,
'BTC': 0,
'LTC': 0,
'ETH': 0,
'EUR': 0.15,
'USD': 25,
},
'deposit': {
'BCH': 0,
'BTC': 0,
'LTC': 0,
'ETH': 0,
'EUR': 0.15,
'USD': 10,
},
},
},
'exceptions': {
'exact': {
'Insufficient funds': InsufficientFunds,
'NotFound': OrderNotFound,
'Invalid API Key': AuthenticationError,
'invalid signature': AuthenticationError,
'Invalid Passphrase': AuthenticationError,
'Invalid order id': InvalidOrder,
'Private rate limit exceeded': RateLimitExceeded,
'Trading pair not available': PermissionDenied,
'Product not found': InvalidOrder,
},
'broad': {
'Order already done': OrderNotFound,
'order not found': OrderNotFound,
'price too small': InvalidOrder,
'price too precise': InvalidOrder,
'under maintenance': OnMaintenance,
'size is too small': InvalidOrder,
'Cancel only mode': OnMaintenance, // https://github.com/ccxt/ccxt/issues/7690
},
},
});
}
async fetchCurrencies (params = {}) {
/**
* @method
* @name coinbasepro#fetchCurrencies
* @description fetches all available currencies on an exchange
* @param {dict} params extra parameters specific to the coinbasepro api endpoint
* @returns {dict} an associative dictionary of currencies
*/
const response = await this.publicGetCurrencies (params);
//
// [
// {
// id: 'XTZ',
// name: 'Tezos',
// min_size: '0.000001',
// status: 'online',
// message: '',
// max_precision: '0.000001',
// convertible_to: [],
// details: {
// type: 'crypto',
// symbol: 'Τ',
// network_confirmations: 60,
// sort_order: 53,
// crypto_address_link: 'https://tzstats.com/{{address}}',
// crypto_transaction_link: 'https://tzstats.com/{{txId}}',
// push_payment_methods: [ 'crypto' ],
// group_types: [],
// display_name: '',
// processing_time_seconds: 0,
// min_withdrawal_amount: 1
// }
// }
// ]
//
const result = {};
for (let i = 0; i < response.length; i++) {
const currency = response[i];
const id = this.safeString (currency, 'id');
const name = this.safeString (currency, 'name');
const code = this.safeCurrencyCode (id);
const details = this.safeValue (currency, 'details', {});
const status = this.safeString (currency, 'status');
const active = (status === 'online');
result[code] = {
'id': id,
'code': code,
'info': currency,
'type': this.safeString (details, 'type'),
'name': name,
'active': active,
'deposit': undefined,
'withdraw': undefined,
'fee': undefined,
'precision': this.safeNumber (currency, 'max_precision'),
'limits': {
'amount': {
'min': this.safeNumber (details, 'min_size'),
'max': undefined,
},
'withdraw': {
'min': this.safeNumber (details, 'min_withdrawal_amount'),
'max': undefined,
},
},
};
}
return result;
}
async fetchMarkets (params = {}) {
/**
* @method
* @name coinbasepro#fetchMarkets
* @description retrieves data on all markets for coinbasepro
* @param {dict} params extra parameters specific to the exchange api endpoint
* @returns {[dict]} an array of objects representing market data
*/
const response = await this.publicGetProducts (params);
//
// [
// {
// id: 'BTCAUCTION-USD',
// base_currency: 'BTC',
// quote_currency: 'USD',
// base_min_size: '0.000016',
// base_max_size: '1500',
// quote_increment: '0.01',
// base_increment: '0.00000001',
// display_name: 'BTCAUCTION/USD',
// min_market_funds: '1',
// max_market_funds: '20000000',
// margin_enabled: false,
// fx_stablecoin: false,
// max_slippage_percentage: '0.02000000',
// post_only: false,
// limit_only: false,
// cancel_only: true,
// trading_disabled: false,
// status: 'online',
// status_message: '',
// auction_mode: false
// },
// {
// id: 'BTC-USD',
// base_currency: 'BTC',
// quote_currency: 'USD',
// base_min_size: '0.000016',
// base_max_size: '1500',
// quote_increment: '0.01',
// base_increment: '0.00000001',
// display_name: 'BTC/USD',
// min_market_funds: '1',
// max_market_funds: '20000000',
// margin_enabled: false,
// fx_stablecoin: false,
// max_slippage_percentage: '0.02000000',
// post_only: false,
// limit_only: false,
// cancel_only: false,
// trading_disabled: false,
// status: 'online',
// status_message: '',
// auction_mode: false
// }
// ]
//
const result = [];
for (let i = 0; i < response.length; i++) {
const market = response[i];
const id = this.safeString (market, 'id');
const [ baseId, quoteId ] = id.split ('-');
// BTCAUCTION-USD vs BTC-USD conflict workaround, see the output sample above
// const baseId = this.safeString (market, 'base_currency');
// const quoteId = this.safeString (market, 'quote_currency');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const status = this.safeString (market, 'status');
result.push (this.extend (this.fees['trading'], {
'id': id,
'symbol': base + '/' + quote,
'base': base,
'quote': quote,
'settle': undefined,
'baseId': baseId,
'quoteId': quoteId,
'settleId': undefined,
'type': 'spot',
'spot': true,
'margin': this.safeValue (market, 'margin_enabled'),
'swap': false,
'future': false,
'option': false,
'active': (status === 'online'),
'contract': false,
'linear': undefined,
'inverse': undefined,
'contractSize': undefined,
'expiry': undefined,
'expiryDatetime': undefined,
'strike': undefined,
'optionType': undefined,
'precision': {
'amount': this.safeNumber (market, 'base_increment'),
'price': this.safeNumber (market, 'quote_increment'),
},
'limits': {
'leverage': {
'min': undefined,
'max': undefined,
},
'amount': {
'min': undefined,
'max': undefined,
},
'price': {
'min': undefined,
'max': undefined,
},
'cost': {
'min': this.safeNumber (market, 'min_market_funds'),
'max': undefined,
},
},
'info': market,
}));
}
return result;
}
async fetchAccounts (params = {}) {
/**
* @method
* @name coinbasepro#fetchAccounts
* @description fetch all the accounts associated with a profile
* @param {dict} params extra parameters specific to the coinbasepro api endpoint
* @returns {dict} a dictionary of [account structures]{@link https://docs.ccxt.com/en/latest/manual.html#account-structure} indexed by the account type
*/
await this.loadMarkets ();
const response = await this.privateGetAccounts (params);
//
// [
// {
// id: '4aac9c60-cbda-4396-9da4-4aa71e95fba0',
// currency: 'BTC',
// balance: '0.0000000000000000',
// available: '0',
// hold: '0.0000000000000000',
// profile_id: 'b709263e-f42a-4c7d-949a-a95c83d065da'
// },
// {
// id: 'f75fa69a-1ad1-4a80-bd61-ee7faa6135a3',
// currency: 'USDC',
// balance: '0.0000000000000000',
// available: '0',
// hold: '0.0000000000000000',
// profile_id: 'b709263e-f42a-4c7d-949a-a95c83d065da'
// },
// ]
//
return this.parseAccounts (response, params);
}
parseAccount (account) {
//
// {
// id: '4aac9c60-cbda-4396-9da4-4aa71e95fba0',
// currency: 'BTC',
// balance: '0.0000000000000000',
// available: '0',
// hold: '0.0000000000000000',
// profile_id: 'b709263e-f42a-4c7d-949a-a95c83d065da'
// }
//
const currencyId = this.safeString (account, 'currency');
return {
'id': this.safeString (account, 'id'),
'type': undefined,
'code': this.safeCurrencyCode (currencyId),
'info': account,
};
}
parseBalance (response) {
const result = { 'info': response };
for (let i = 0; i < response.length; i++) {
const balance = response[i];
const currencyId = this.safeString (balance, 'currency');
const code = this.safeCurrencyCode (currencyId);
const account = this.account ();
account['free'] = this.safeString (balance, 'available');
account['used'] = this.safeString (balance, 'hold');
account['total'] = this.safeString (balance, 'balance');
result[code] = account;
}
return this.safeBalance (result);
}
async fetchBalance (params = {}) {
/**
* @method
* @name coinbasepro#fetchBalance
* @description query for balance and get the amount of funds available for trading or funds locked in orders
* @param {dict} params extra parameters specific to the coinbasepro api endpoint
* @returns {dict} a [balance structure]{@link https://docs.ccxt.com/en/latest/manual.html?#balance-structure}
*/
await this.loadMarkets ();
const response = await this.privateGetAccounts (params);
return this.parseBalance (response);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
/**
* @method
* @name coinbasepro#fetchOrderBook
* @description fetches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @param {str} symbol unified symbol of the market to fetch the order book for
* @param {int|undefined} limit the maximum amount of order book entries to return
* @param {dict} params extra parameters specific to the coinbasepro api endpoint
* @returns {dict} A dictionary of [order book structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-book-structure} indexed by market symbols
*/
await this.loadMarkets ();
// level 1 - only the best bid and ask
// level 2 - top 50 bids and asks (aggregated)
// level 3 - full order book (non aggregated)
const request = {
'id': this.marketId (symbol),
'level': 2, // 1 best bidask, 2 aggregated, 3 full
};
const response = await this.publicGetProductsIdBook (this.extend (request, params));
//
// {
// "sequence":1924393896,
// "bids":[
// ["0.01825","24.34811287",2],
// ["0.01824","72.5463",3],
// ["0.01823","424.54298049",6],
// ],
// "asks":[
// ["0.01826","171.10414904",4],
// ["0.01827","22.60427028",1],
// ["0.01828","397.46018784",7],
// ]
// }
//
const orderbook = this.parseOrderBook (response, symbol);
orderbook['nonce'] = this.safeInteger (response, 'sequence');
return orderbook;
}
parseTicker (ticker, market = undefined) {
//
// fetchTickers
//
// [
// 1639472400, // timestamp
// 4.26, // low
// 4.38, // high
// 4.35, // open
// 4.27 // close
// ]
//
// fetchTicker
//
// publicGetProductsIdTicker
//
// {
// "trade_id":843439,
// "price":"0.997999",
// "size":"80.29769",
// "time":"2020-01-28T02:13:33.012523Z",
// "bid":"0.997094",
// "ask":"0.998",
// "volume":"1903188.03750000"
// }
//
// publicGetProductsIdStats
//
// {
// "open": "34.19000000",
// "high": "95.70000000",
// "low": "7.06000000",
// "volume": "2.41000000"
// }
//
let timestamp = undefined;
let bid = undefined;
let ask = undefined;
let last = undefined;
let high = undefined;
let low = undefined;
let open = undefined;
let volume = undefined;
const symbol = (market === undefined) ? undefined : market['symbol'];
if (Array.isArray (ticker)) {
last = this.safeString (ticker, 4);
timestamp = this.milliseconds ();
} else {
timestamp = this.parse8601 (this.safeValue (ticker, 'time'));
bid = this.safeString (ticker, 'bid');
ask = this.safeString (ticker, 'ask');
high = this.safeString (ticker, 'high');
low = this.safeString (ticker, 'low');
open = this.safeString (ticker, 'open');
last = this.safeString2 (ticker, 'price', 'last');
volume = this.safeString (ticker, 'volume');
}
return this.safeTicker ({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': high,
'low': low,
'bid': bid,
'bidVolume': undefined,
'ask': ask,
'askVolume': undefined,
'vwap': undefined,
'open': open,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': volume,
'quoteVolume': undefined,
'info': ticker,
}, market);
}
async fetchTickers (symbols = undefined, params = {}) {
/**
* @method
* @name coinbasepro#fetchTickers
* @description fetches price tickers for multiple markets, statistical calculations with the information calculated over the past 24 hours each market
* @param {[str]|undefined} symbols unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned
* @param {dict} params extra parameters specific to the coinbasepro api endpoint
* @returns {dict} an array of [ticker structures]{@link https://docs.ccxt.com/en/latest/manual.html#ticker-structure}
*/
await this.loadMarkets ();
const request = {};
const response = await this.publicGetProductsSparkLines (this.extend (request, params));
//
// {
// YYY-USD: [
// [
// 1639472400, // timestamp
// 4.26, // low
// 4.38, // high
// 4.35, // open
// 4.27 // close
// ],
// [
// 1639468800,
// 4.31,
// 4.45,
// 4.35,
// 4.35
// ],
// ]
// }
//
const result = {};
const marketIds = Object.keys (response);
const delimiter = '-';
for (let i = 0; i < marketIds.length; i++) {
const marketId = marketIds[i];
const entry = this.safeValue (response, marketId, []);
const first = this.safeValue (entry, 0, []);
const market = this.safeMarket (marketId, undefined, delimiter);
const symbol = market['symbol'];
result[symbol] = this.parseTicker (first, market);
}
return this.filterByArray (result, 'symbol', symbols);
}
async fetchTicker (symbol, params = {}) {
/**
* @method
* @name coinbasepro#fetchTicker
* @description fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @param {str} symbol unified symbol of the market to fetch the ticker for
* @param {dict} params extra parameters specific to the coinbasepro api endpoint
* @returns {dict} a [ticker structure]{@link https://docs.ccxt.com/en/latest/manual.html#ticker-structure}
*/
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'id': market['id'],
};
// publicGetProductsIdTicker or publicGetProductsIdStats
const method = this.safeString (this.options, 'fetchTickerMethod', 'publicGetProductsIdTicker');
const response = await this[method] (this.extend (request, params));
//
// publicGetProductsIdTicker
//
// {
// "trade_id":843439,
// "price":"0.997999",
// "size":"80.29769",
// "time":"2020-01-28T02:13:33.012523Z",
// "bid":"0.997094",
// "ask":"0.998",
// "volume":"1903188.03750000"
// }
//
// publicGetProductsIdStats
//
// {
// "open": "34.19000000",
// "high": "95.70000000",
// "low": "7.06000000",
// "volume": "2.41000000"
// }
//
return this.parseTicker (response, market);
}
parseTrade (trade, market = undefined) {
//
// {
// type: 'match',
// trade_id: 82047307,
// maker_order_id: '0f358725-2134-435e-be11-753912a326e0',
// taker_order_id: '252b7002-87a3-425c-ac73-f5b9e23f3caf',
// order_id: 'd50ec984-77a8-460a-b958-66f114b0de9b',
// side: 'sell',
// size: '0.00513192',
// price: '9314.78',
// product_id: 'BTC-USD',
// profile_id: '6244401d-c078-40d9-b305-7ad3551bc3b0',
// sequence: 12038915443,
// time: '2020-01-31T20:03:41.158814Z'
// created_at: '2014-11-07T22:19:28.578544Z',
// liquidity: 'T',
// fee: '0.00025',
// settled: true,
// usd_volume: '0.0924556000000000',
// user_id: '595eb864313c2b02ddf2937d'
// }
//
const timestamp = this.parse8601 (this.safeString2 (trade, 'time', 'created_at'));
const marketId = this.safeString (trade, 'product_id');
market = this.safeMarket (marketId, market, '-');
let feeRate = undefined;
let takerOrMaker = undefined;
let cost = undefined;
const feeCurrencyId = this.safeStringLower (market, 'quoteId');
if (feeCurrencyId !== undefined) {
const costField = feeCurrencyId + '_value';
cost = this.safeString (trade, costField);
const liquidity = this.safeString (trade, 'liquidity');
if (liquidity !== undefined) {
takerOrMaker = (liquidity === 'T') ? 'taker' : 'maker';
feeRate = this.safeString (market, takerOrMaker);
}
}
const feeCost = this.safeString2 (trade, 'fill_fees', 'fee');
const fee = {
'cost': feeCost,
'currency': market['quote'],
'rate': feeRate,
};
const id = this.safeString (trade, 'trade_id');
let side = (trade['side'] === 'buy') ? 'sell' : 'buy';
const orderId = this.safeString (trade, 'order_id');
// Coinbase Pro returns inverted side to fetchMyTrades vs fetchTrades
const makerOrderId = this.safeString (trade, 'maker_order_id');
const takerOrderId = this.safeString (trade, 'taker_order_id');
if ((orderId !== undefined) || ((makerOrderId !== undefined) && (takerOrderId !== undefined))) {
side = (trade['side'] === 'buy') ? 'buy' : 'sell';
}
const price = this.safeString (trade, 'price');
const amount = this.safeString (trade, 'size');
return this.safeTrade ({
'id': id,
'order': orderId,
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': market['symbol'],
'type': undefined,
'takerOrMaker': takerOrMaker,
'side': side,
'price': price,
'amount': amount,
'fee': fee,
'cost': cost,
}, market);
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name coinbasepro#fetchMyTrades
* @description fetch all trades made by the user
* @param {str} symbol unified market symbol
* @param {int|undefined} since the earliest time in ms to fetch trades for
* @param {int|undefined} limit the maximum number of trades structures to retrieve
* @param {dict} params extra parameters specific to the coinbasepro api endpoint
* @returns {[dict]} a list of [trade structures]{@link https://docs.ccxt.com/en/latest/manual.html#trade-structure}
*/
// as of 2018-08-23
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' fetchMyTrades() requires a symbol argument');
}
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'product_id': market['id'],
};
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this.privateGetFills (this.extend (request, params));
return this.parseTrades (response, market, since, limit);
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name coinbasepro#fetchTrades
* @description get the list of most recent trades for a particular symbol
* @param {str} symbol unified symbol of the market to fetch trades for
* @param {int|undefined} since timestamp in ms of the earliest trade to fetch
* @param {int|undefined} limit the maximum amount of trades to fetch
* @param {dict} params extra parameters specific to the coinbasepro api endpoint
* @returns {[dict]} a list of [trade structures]{@link https://docs.ccxt.com/en/latest/manual.html?#public-trades}
*/
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'id': market['id'], // fixes issue #2
};
if (limit !== undefined) {
request['limit'] = limit; // default 100
}
const response = await this.publicGetProductsIdTrades (this.extend (request, params));
return this.parseTrades (response, market, since, limit);
}
async fetchTradingFees (params = {}) {
/**
* @method
* @name coinbasepro#fetchTradingFees
* @description fetch the trading fees for multiple markets
* @param {dict} params extra parameters specific to the coinbasepro api endpoint
* @returns {dict} a dictionary of [fee structures]{@link https://docs.ccxt.com/en/latest/manual.html#fee-structure} indexed by market symbols
*/
await this.loadMarkets ();
const response = await this.privateGetFees (params);
//
// {
// "maker_fee_rate": "0.0050",
// "taker_fee_rate": "0.0050",
// "usd_volume": "43806.92"
// }
//
const maker = this.safeNumber (response, 'maker_fee_rate');
const taker = this.safeNumber (response, 'taker_fee_rate');
const result = {};
for (let i = 0; i < this.symbols.length; i++) {
const symbol = this.symbols[i];
result[symbol] = {
'info': response,
'symbol': symbol,
'maker': maker,
'taker': taker,
'percentage': true,
'tierBased': true,
};
}
return result;
}
parseOHLCV (ohlcv, market = undefined) {
//
// [
// 1591514160,
// 0.02507,
// 0.02507,
// 0.02507,
// 0.02507,
// 0.02816506
// ]
//
return [
this.safeTimestamp (ohlcv, 0),
this.safeNumber (ohlcv, 3),
this.safeNumber (ohlcv, 2),
this.safeNumber (ohlcv, 1),
this.safeNumber (ohlcv, 4),
this.safeNumber (ohlcv, 5),
];
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name coinbasepro#fetchOHLCV
* @description fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @param {str} symbol unified symbol of the market to fetch OHLCV data for
* @param {str} timeframe the length of time each candle represents
* @param {int|undefined} since timestamp in ms of the earliest candle to fetch
* @param {int|undefined} limit the maximum amount of candles to fetch
* @param {dict} params extra parameters specific to the coinbasepro api endpoint
* @returns {[[int]]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
await this.loadMarkets ();
const market = this.market (symbol);
const granularity = this.timeframes[timeframe];
const request = {
'id': market['id'],
'granularity': granularity,
};
if (since !== undefined) {
request['start'] = this.iso8601 (since);
if (limit === undefined) {
// https://docs.pro.coinbase.com/#get-historic-rates
limit = 300; // max = 300
} else {
limit = Math.min (300, limit);
}
request['end'] = this.iso8601 (this.sum ((limit - 1) * granularity * 1000, since));
}
const response = await this.publicGetProductsIdCandles (this.extend (request, params));
//
// [
// [1591514160,0.02507,0.02507,0.02507,0.02507,0.02816506],
// [1591514100,0.02507,0.02507,0.02507,0.02507,1.63830323],
// [1591514040,0.02505,0.02507,0.02505,0.02507,0.19918178]
// ]
//
return this.parseOHLCVs (response, market, timeframe, since, limit);
}
async fetchTime (params = {}) {
/**
* @method
* @name coinbasepro#fetchTime
* @description fetches the current integer timestamp in milliseconds from the exchange server
* @param {dict} params extra parameters specific to the coinbasepro api endpoint
* @returns {int} the current integer timestamp in milliseconds from the exchange server
*/
const response = await this.publicGetTime (params);
//
// {
// "iso":"2020-05-12T08:00:51.504Z",
// "epoch":1589270451.504
// }
//
return this.safeTimestamp (response, 'epoch');
}
parseOrderStatus (status) {
const statuses = {
'pending': 'open',
'active': 'open',
'open': 'open',
'done': 'closed',
'canceled': 'canceled',
'canceling': 'open',
};
return this.safeString (statuses, status, status);
}
parseOrder (order, market = undefined) {
//
// createOrder
//
// {
// "id": "d0c5340b-6d6c-49d9-b567-48c4bfca13d2",
// "price": "0.10000000",
// "size": "0.01000000",
// "product_id": "BTC-USD",
// "side": "buy",
// "stp": "dc",
// "type": "limit",
// "time_in_force": "GTC",
// "post_only": false,
// "created_at": "2016-12-08T20:02:28.53864Z",
// "fill_fees": "0.0000000000000000",
// "filled_size": "0.00000000",
// "executed_value": "0.0000000000000000",
// "status": "pending",
// "settled": false
// }
//
const timestamp = this.parse8601 (this.safeString (order, 'created_at'));
const marketId = this.safeString (order, 'product_id');
market = this.safeMarket (marketId, market, '-');
let status = this.parseOrderStatus (this.safeString (order, 'status'));
const doneReason = this.safeString (order, 'done_reason');
if ((status === 'closed') && (doneReason === 'canceled')) {
status = 'canceled';
}
const price = this.safeString (order, 'price');
const filled = this.safeString (order, 'filled_size');
const amount = this.safeString (order, 'size', filled);
const cost = this.safeString (order, 'executed_value');
const feeCost = this.safeNumber (order, 'fill_fees');
let fee = undefined;
if (feeCost !== undefined) {
fee = {
'cost': feeCost,
'currency': market['quote'],
'rate': undefined,
};
}
const id = this.safeString (order, 'id');
const type = this.safeString (order, 'type');
const side = this.safeString (order, 'side');
const timeInForce = this.safeString (order, 'time_in_force');
const postOnly = this.safeValue (order, 'post_only');
const stopPrice = this.safeNumber (order, 'stop_price');
const clientOrderId = this.safeString (order, 'client_oid');
return this.safeOrder ({
'id': id,
'clientOrderId': clientOrderId,
'info': order,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'status': status,
'symbol': market['symbol'],
'type': type,
'timeInForce': timeInForce,
'postOnly': postOnly,
'side': side,
'price': price,
'stopPrice': stopPrice,
'cost': cost,
'amount': amount,
'filled': filled,
'remaining': undefined,
'fee': fee,
'average': undefined,
'trades': undefined,
}, market);
}
async fetchOrder (id, symbol = undefined, params = {}) {
/**
* @method
* @name coinbasepro#fetchOrder
* @description fetches information on an order made by the user
* @param {str|undefined} symbol not used by coinbasepro fetchOrder
* @param {dict} params extra parameters specific to the coinbasepro api endpoint
* @returns {dict} An [order structure]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure}
*/
await this.loadMarkets ();
const request = {};
const clientOrderId = this.safeString2 (params, 'clientOrderId', 'client_oid');
let method = undefined;
if (clientOrderId === undefined) {
method = 'privateGetOrdersId';
request['id'] = id;
} else {
method = 'privateGetOrdersClientClientOid';
request['client_oid'] = clientOrderId;
params = this.omit (params, [ 'clientOrderId', 'client_oid' ]);
}
const response = await this[method] (this.extend (request, params));
return this.parseOrder (response);
}
async fetchOrderTrades (id, symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name coinbasepro#fetchOrderTrades
* @description fetch all the trades made from a single order
* @param {str} id order id
* @param {str|undefined} symbol unified market symbol
* @param {int|undefined} since the earliest time in ms to fetch trades for
* @param {int|undefined} limit the maximum number of trades to retrieve
* @param {dict} params extra parameters specific to the coinbasepro api endpoint
* @returns {[dict]} a list of [trade structures]{@link https://docs.ccxt.com/en/latest/manual.html#trade-structure}
*/
await this.loadMarkets ();
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
}
const request = {
'order_id': id,
};
const response = await this.privateGetFills (this.extend (request, params));
return this.parseTrades (response, market, since, limit);
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name coinbasepro#fetchOrders
* @description fetches information on multiple orders made by the user
* @param {str|undefined} symbol unified market symbol of the market orders were made in
* @param {int|undefined} since the earliest time in ms to fetch orders for
* @param {int|undefined} limit the maximum number of orde structures to retrieve
* @param {dict} params extra parameters specific to the coinbasepro api endpoint
* @returns {[dict]} a list of [order structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure
*/
const request = {
'status': 'all',
};
return await this.fetchOpenOrders (symbol, since, limit, this.extend (request, params));
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name coinbasepro#fetchOpenOrders
* @description fetch all unfilled currently open orders
* @param {str|undefined} symbol unified market symbol
* @param {int|undefined} since the earliest time in ms to fetch open orders for
* @param {int|undefined} limit the maximum number of open orders structures to retrieve
* @param {dict} params extra parameters specific to the coinbasepro api endpoint
* @returns {[dict]} a list of [order structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure}
*/
await this.loadMarkets ();
const request = {};
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
request['product_id'] = market['id'];
}
if (limit !== undefined) {
request['limit'] = limit; // default 100
}
const response = await this.privateGetOrders (this.extend (request, params));
return this.parseOrders (response, market, since, limit);
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name coinbasepro#fetchClosedOrders
* @description fetches information on multiple closed orders made by the user
* @param {str|undefined} symbol unified market symbol of the market orders were made in
* @param {int|undefined} since the earliest time in ms to fetch orders for
* @param {int|undefined} limit the maximum number of orde structures to retrieve
* @param {dict} params extra parameters specific to the coinbasepro api endpoint
* @returns {[dict]} a list of [order structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure
*/
const request = {
'status': 'done',
};
return await this.fetchOpenOrders (symbol, since, limit, this.extend (request, params));
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
/**
* @method
* @name coinbasepro#createOrder
* @description create a trade order
* @param {str} symbol unified symbol of the market to create an order in
* @param {str} type 'market' or 'limit'
* @param {str} side 'buy' or 'sell'
* @param {float} amount how much of currency you want to trade in units of base currency
* @param {float|undefined} price the price at which the order is to be fullfilled, in units of the quote currency, ignored in market orders
* @param {dict} params extra parameters specific to the coinbasepro api endpoint
* @returns {dict} an [order structure]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure}
*/
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
// common params --------------------------------------------------
// 'client_oid': clientOrderId,
'type': type,
'side': side,
'product_id': market['id'],
// 'size': this.amountToPrecision (symbol, amount),
// 'stp': 'dc', // self-trade prevention, dc = decrease and cancel, co = cancel oldest, cn = cancel newest, cb = cancel both
// 'stop': 'loss', // "loss" = stop loss below price, "entry" = take profit above price
// 'stop_price': this.priceToPrecision (symbol, price),
// limit order params ---------------------------------------------
// 'price': this.priceToPrecision (symbol, price),
// 'size': this.amountToPrecision (symbol, amount),
// 'time_in_force': 'GTC', // GTC, GTT, IOC, or FOK
// 'cancel_after' [optional]* min, hour, day, requires time_in_force to be GTT
// 'post_only': false, // invalid when time_in_force is IOC or FOK
// market order params --------------------------------------------
// 'size': this.amountToPrecision (symbol, amount),
// 'funds': this.costToPrecision (symbol, amount),
};
const clientOrderId = this.safeString2 (params, 'clientOrderId', 'client_oid');
if (clientOrderId !== undefined) {
request['client_oid'] = clientOrderId;
}
const stopPrice = this.safeNumber2 (params, 'stopPrice', 'stop_price');
if (stopPrice !== undefined) {
request['stop_price'] = this.priceToPrecision (symbol, stopPrice);
}
const timeInForce = this.safeString2 (params, 'timeInForce', 'time_in_force');
if (timeInForce !== undefined) {
request['time_in_force'] = timeInForce;
}
const postOnly = this.safeValue2 (params, 'postOnly', 'post_only', false);
if (postOnly) {
request['post_only'] = true;
}
params = this.omit (params, [ 'timeInForce', 'time_in_force', 'stopPrice', 'stop_price', 'clientOrderId', 'client_oid', 'postOnly', 'post_only' ]);
if (type === 'limit') {
request['price'] = this.priceToPrecision (symbol, price);
request['size'] = this.amountToPrecision (symbol, amount);
} else if (type === 'market') {
let cost = this.safeNumber2 (params, 'cost', 'funds');
if (cost === undefined) {
if (price !== undefined) {
cost = amount * price;
}
} else {
params = this.omit (params, [ 'cost', 'funds' ]);
}
if (cost !== undefined) {
request['funds'] = this.costToPrecision (symbol, cost);
} else {
request['size'] = this.amountToPrecision (symbol, amount);
}
}
const response = await this.privatePostOrders (this.extend (request, params));
//
// {
// "id": "d0c5340b-6d6c-49d9-b567-48c4bfca13d2",
// "price": "0.10000000",
// "size": "0.01000000",
// "product_id": "BTC-USD",
// "side": "buy",
// "stp": "dc",
// "type": "limit",
// "time_in_force": "GTC",
// "post_only": false,
// "created_at": "2016-12-08T20:02:28.53864Z",
// "fill_fees": "0.0000000000000000",
// "filled_size": "0.00000000",
// "executed_value": "0.0000000000000000",
// "status": "pending",
// "settled": false
// }
//
return this.parseOrder (response, market);
}
async cancelOrder (id, symbol = undefined, params = {}) {
/**
* @method
* @name coinbasepro#cancelOrder
* @description cancels an open order
* @param {str} id order id
* @param {str|undefined} symbol unified symbol of the market the order was made in
* @param {dict} params extra parameters specific to the coinbasepro api endpoint
* @returns {dict} An [order structure]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure}
*/
await this.loadMarkets ();
const request = {
// 'product_id': market['id'], // the request will be more performant if you include it
};
const clientOrderId = this.safeString2 (params, 'clientOrderId', 'client_oid');
let method = undefined;
if (clientOrderId === undefined) {
method = 'privateDeleteOrdersId';
request['id'] = id;
} else {
method = 'privateDeleteOrdersClientClientOid';
request['client_oid'] = clientOrderId;
params = this.omit (params, [ 'clientOrderId', 'client_oid' ]);
}
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
request['product_id'] = market['symbol']; // the request will be more performant if you include it
}
return await this[method] (this.extend (request, params));
}
async cancelAllOrders (symbol = undefined, params = {}) {
/**
* @method
* @name coinbasepro#cancelAllOrders
* @description cancel all open orders
* @param {str|undefined} symbol unified market symbol, only orders in the market of this symbol are cancelled when symbol is not undefined
* @param {dict} params extra parameters specific to the coinbasepro api endpoint
* @returns {[dict]} a list of [order structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure}
*/
await this.loadMarkets ();
const request = {};
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
request['product_id'] = market['symbol']; // the request will be more performant if you include it
}
return await this.privateDeleteOrders (this.extend (request, params));
}
async fetchPaymentMethods (params = {}) {
return await this.privateGetPaymentMethods (params);
}
async deposit (code, amount, address, params = {}) {
/**
* @method
* @name coinbasepro#deposit
* @description Creates a new deposit address, as required by coinbasepro
* @param {str} code Unified CCXT currency code (e.g. `"USDT"`)
* @param {float} amount The amount of currency to send in the deposit (e.g. `20`)
* @param {str} address Not used by coinbasepro
* @param {dict} params Parameters specific to the exchange API endpoint (e.g. `{"network": "TRX"}`)
* @returns a [transaction structure]{@link https://docs.ccxt.com/en/latest/manual.html#transaction-structure}
*/
await this.loadMarkets ();
const currency = this.currency (code);
const request = {
'currency': currency['id'],
'amount': amount,
};
let method = 'privatePostDeposits';
if ('payment_method_id' in params) {
// deposit from a payment_method, like a bank account
method += 'PaymentMethod';
} else if ('coinbase_account_id' in params) {
// deposit into Coinbase Pro account from a Coinbase account
method += 'CoinbaseAccount';
} else {
// deposit methodotherwise we did not receive a supported deposit location
// relevant docs link for the Googlers
// https://docs.pro.coinbase.com/#deposits
throw new NotSupported (this.id + ' deposit() requires one of `coinbase_account_id` or `payment_method_id` extra params');
}
const response = await this[method] (this.extend (request, params));
if (!response) {
throw new ExchangeError (this.id + ' deposit() error: ' + this.json (response));
}
return {
'info': response,
'id': response['id'],
};
}
async withdraw (code, amount, address, tag = undefined, params = {}) {
/**
* @method
* @name coinbasepro#withdraw
* @description make a withdrawal
* @param {str} code unified currency code
* @param {float} amount the amount to withdraw
* @param {str} address the address to withdraw to
* @param {str|undefined} tag
* @param {dict} params extra parameters specific to the coinbasepro api endpoint
* @returns {dict} a [transaction structure]{@link https://docs.ccxt.com/en/latest/manual.html#transaction-structure}
*/
[ tag, params ] = this.handleWithdrawTagAndParams (tag, params);
this.checkAddress (address);
await this.loadMarkets ();
const currency = this.currency (code);
const request = {
'currency': currency['id'],
'amount': amount,
};
let method = 'privatePostWithdrawals';
if ('payment_method_id' in params) {
method += 'PaymentMethod';
} else if ('coinbase_account_id' in params) {
method += 'CoinbaseAccount';
} else {
method += 'Crypto';
request['crypto_address'] = address;
if (tag !== undefined) {
request['destination_tag'] = tag;
}
}
const response = await this[method] (this.extend (request, params));
if (!response) {
throw new ExchangeError (this.id + ' withdraw() error: ' + this.json (response));
}
return this.parseTransaction (response, currency);
}
parseLedgerEntryType (type) {
const types = {
'transfer': 'transfer', // Funds moved between portfolios
'match': 'trade', // Funds moved as a result of a trade
'fee': 'fee', // Fee as a result of a trade
'rebate': 'rebate', // Fee rebate
'conversion': 'trade', // Funds converted between fiat currency and a stablecoin
};
return this.safeString (types, type, type);
}
parseLedgerEntry (item, currency = undefined) {
// {
// id: '12087495079',
// amount: '-0.0100000000000000',
// balance: '0.0645419900000000',
// created_at: '2021-10-28T17:14:32.593168Z',
// type: 'transfer',
// details: {
// from: '2f74edf7-1440-4586-86dc-ae58c5693691',
// profile_transfer_id: '3ef093ad-2482-40d1-8ede-2f89cff5099e',
// to: 'dda99503-4980-4b60-9549-0b770ee51336'
// }
// },
// {
// id: '11740725774',
// amount: '-1.7565669701255000',
// balance: '0.0016490047745000',
// created_at: '2021-10-22T03:47:34.764122Z',
// type: 'fee',
// details: {
// order_id: 'ad06abf4-95ab-432a-a1d8-059ef572e296',
// product_id: 'ETH-DAI',
// trade_id: '1740617'
// }
// }
const id = this.safeString (item, 'id');
let amountString = this.safeString (item, 'amount');
let direction = undefined;
const afterString = this.safeString (item, 'balance');
const beforeString = Precise.stringSub (afterString, amountString);
if (Precise.stringLt (amountString, '0')) {
direction = 'out';
amountString = Precise.stringAbs (amountString);
} else {
direction = 'in';
}
const amount = this.parseNumber (amountString);
const after = this.parseNumber (afterString);
const before = this.parseNumber (beforeString);
const timestamp = this.parse8601 (this.safeValue (item, 'created_at'));
const type = this.parseLedgerEntryType (this.safeString (item, 'type'));
const code = this.safeCurrencyCode (undefined, currency);
const details = this.safeValue (item, 'details', {});
let account = undefined;
let referenceAccount = undefined;
let referenceId = undefined;
if (type === 'transfer') {
account = this.safeString (details, 'from');
referenceAccount = this.safeString (details, 'to');
referenceId = this.safeString (details, 'profile_transfer_id');
} else {
referenceId = this.safeString (details, 'order_id');
}
const status = 'ok';
return {
'id': id,
'currency': code,
'account': account,
'referenceAccount': referenceAccount,
'referenceId': referenceId,
'status': status,
'amount': amount,
'before': before,
'after': after,
'fee': undefined,
'direction': direction,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'type': type,
'info': item,
};
}
async fetchLedger (code = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name coinbasepro#fetchLedger
* @description fetch the history of changes, actions done by the user or operations that altered balance of the user
* @param {str} code unified currency code, default is undefined
* @param {int|undefined} since timestamp in ms of the earliest ledger entry, default is undefined
* @param {int|undefined} limit max number of ledger entrys to return, default is undefined
* @param {dict} params extra parameters specific to the coinbasepro api endpoint
* @returns {dict} a [ledger structure]{@link https://docs.ccxt.com/en/latest/manual.html#ledger-structure}
*/
// https://docs.cloud.coinbase.com/exchange/reference/exchangerestapi_getaccountledger
if (code === undefined) {
throw new ArgumentsRequired (this.id + ' fetchLedger() requires a code param');
}
await this.loadMarkets ();
await this.loadAccounts ();
const currency = this.currency (code);
const accountsByCurrencyCode = this.indexBy (this.accounts, 'code');
const account = this.safeValue (accountsByCurrencyCode, code);
if (account === undefined) {
throw new ExchangeError (this.id + ' fetchLedger() could not find account id for ' + code);
}
const request = {
'id': account['id'],
// 'start_date': this.iso8601 (since),
// 'end_date': this.iso8601 (this.milliseconds ()),
// 'before': 'cursor', // sets start cursor to before date
// 'after': 'cursor', // sets end cursor to after date
// 'limit': limit, // default 100
// 'profile_id': 'string'
};
if (since !== undefined) {
request['start_date'] = this.iso8601 (since);
}
if (limit !== undefined) {
request['limit'] = limit; // default 100
}
const response = await this.privateGetAccountsIdLedger (this.extend (request, params));
for (let i = 0; i < response.length; i++) {
response[i]['currency'] = code;
}
return this.parseLedger (response, currency, since, limit);
}
async fetchTransactions (code = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name coinbasepro#fetchTransactions
* @description fetch history of deposits and withdrawals
* @param {str|undefined} code unified currency code for the currency of the transactions, default is undefined
* @param {int|undefined} since timestamp in ms of the earliest transaction, default is undefined
* @param {int|undefined} limit max number of transactions to return, default is undefined
* @param {dict} params extra parameters specific to the coinbasepro api endpoint
* @returns {dict} a list of [transaction structure]{@link https://docs.ccxt.com/en/latest/manual.html#transaction-structure}
*/
await this.loadMarkets ();
await this.loadAccounts ();
let currency = undefined;
let id = this.safeString (params, 'id'); // account id
if (id === undefined) {
if (code !== undefined) {
currency = this.currency (code);
const accountsByCurrencyCode = this.indexBy (this.accounts, 'code');
const account = this.safeValue (accountsByCurrencyCode, code);
if (account === undefined) {
throw new ExchangeError (this.id + ' fetchTransactions() could not find account id for ' + code);
}
id = account['id'];
}
}
const request = {};
if (id !== undefined) {
request['id'] = id;
}
if (limit !== undefined) {
request['limit'] = limit;
}
let response = undefined;
if (id === undefined) {
response = await this.privateGetTransfers (this.extend (request, params));
for (let i = 0; i < response.length; i++) {
const account_id = this.safeString (response[i], 'account_id');
const account = this.safeValue (this.accountsById, account_id);
const code = this.safeString (account, 'code');
response[i]['currency'] = code;
}
} else {
response = await this.privateGetAccountsIdTransfers (this.extend (request, params));
for (let i = 0; i < response.length; i++) {
response[i]['currency'] = code;
}
}
return this.parseTransactions (response, currency, since, limit);
}
async fetchDeposits (code = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name coinbasepro#fetchDeposits
* @description fetch all deposits made to an account
* @param {str|undefined} code unified currency code
* @param {int|undefined} since the earliest time in ms to fetch deposits for
* @param {int|undefined} limit the maximum number of deposits structures to retrieve
* @param {dict} params extra parameters specific to the coinbasepro api endpoint
* @returns {[dict]} a list of [transaction structures]{@link https://docs.ccxt.com/en/latest/manual.html#transaction-structure}
*/
return await this.fetchTransactions (code, since, limit, this.extend ({ 'type': 'deposit' }, params));
}
async fetchWithdrawals (code = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name coinbasepro#fetchWithdrawals
* @description fetch all withdrawals made from an account
* @param {str|undefined} code unified currency code
* @param {int|undefined} since the earliest time in ms to fetch withdrawals for
* @param {int|undefined} limit the maximum number of withdrawals structures to retrieve
* @param {dict} params extra parameters specific to the coinbasepro api endpoint
* @returns {[dict]} a list of [transaction structures]{@link https://docs.ccxt.com/en/latest/manual.html#transaction-structure}
*/
return await this.fetchTransactions (code, since, limit, this.extend ({ 'type': 'withdraw' }, params));
}
parseTransactionStatus (transaction) {
const canceled = this.safeValue (transaction, 'canceled_at');
if (canceled) {
return 'canceled';
}
const processed = this.safeValue (transaction, 'processed_at');
const completed = this.safeValue (transaction, 'completed_at');
if (completed) {
return 'ok';
} else if (processed && !completed) {
return 'failed';
} else {
return 'pending';
}
}
parseTransaction (transaction, currency = undefined) {
const details = this.safeValue (transaction, 'details', {});
const id = this.safeString (transaction, 'id');
const txid = this.safeString (details, 'crypto_transaction_hash');
const timestamp = this.parse8601 (this.safeString (transaction, 'created_at'));
const updated = this.parse8601 (this.safeString (transaction, 'processed_at'));
const currencyId = this.safeString (transaction, 'currency');
const code = this.safeCurrencyCode (currencyId, currency);
const status = this.parseTransactionStatus (transaction);
let amount = this.safeNumber (transaction, 'amount');
let type = this.safeString (transaction, 'type');
let address = this.safeString (details, 'crypto_address');
const tag = this.safeString (details, 'destination_tag');
address = this.safeString (transaction, 'crypto_address', address);
let fee = undefined;
if (type === 'withdraw') {
type = 'withdrawal';
address = this.safeString (details, 'sent_to_address', address);
const feeCost = this.safeNumber (details, 'fee');
if (feeCost !== undefined) {
if (amount !== undefined) {
amount -= feeCost;
}
fee = {
'cost': feeCost,
'currency': code,
};
}
}
return {
'info': transaction,
'id': id,
'txid': txid,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'network': undefined,
'address': address,
'addressTo': undefined,
'addressFrom': undefined,
'tag': tag,
'tagTo': undefined,
'tagFrom': undefined,
'type': type,
'amount': amount,
'currency': code,
'status': status,
'updated': updated,
'fee': fee,
};
}
async createDepositAddress (code, params = {}) {
/**
* @method
* @name coinbasepro#createDepositAddress
* @description create a currency deposit address
* @param {str} code unified currency code of the currency for the deposit address
* @param {dict} params extra parameters specific to the coinbasepro api endpoint
* @returns {dict} an [address structure]{@link https://docs.ccxt.com/en/latest/manual.html#address-structure}
*/
await this.loadMarkets ();
const currency = this.currency (code);
let accounts = this.safeValue (this.options, 'coinbaseAccounts');
if (accounts === undefined) {
accounts = await this.privateGetCoinbaseAccounts ();
this.options['coinbaseAccounts'] = accounts; // cache it
this.options['coinbaseAccountsByCurrencyId'] = this.indexBy (accounts, 'currency');
}
const currencyId = currency['id'];
const account = this.safeValue (this.options['coinbaseAccountsByCurrencyId'], currencyId);
if (account === undefined) {
// eslint-disable-next-line quotes
throw new InvalidAddress (this.id + " createDepositAddress() could not find currency code " + code + " with id = " + currencyId + " in this.options['coinbaseAccountsByCurrencyId']");
}
const request = {
'id': account['id'],
};
const response = await this.privatePostCoinbaseAccountsIdAddresses (this.extend (request, params));
const address = this.safeString (response, 'address');
const tag = this.safeString (response, 'destination_tag');
return {
'currency': code,
'address': this.checkAddress (address),
'tag': tag,
'info': response,
};
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let request = '/' + this.implodeParams (path, params);
const query = this.omit (params, this.extractParams (path));
if (method === 'GET') {
if (Object.keys (query).length) {
request += '?' + this.urlencode (query);
}
}
const url = this.implodeHostname (this.urls['api'][api]) + request;
if (api === 'private') {
this.checkRequiredCredentials ();
const nonce = this.nonce ().toString ();
let payload = '';
if (method !== 'GET') {
if (Object.keys (query).length) {
body = this.json (query);
payload = body;
}
}
const what = nonce + method + request + payload;
let secret = undefined;
try {
secret = this.base64ToBinary (this.secret);
} catch (e) {
throw new AuthenticationError (this.id + ' sign() invalid base64 secret');
}
const signature = this.hmac (this.encode (what), secret, 'sha256', 'base64');
headers = {
'CB-ACCESS-KEY': this.apiKey,
'CB-ACCESS-SIGN': signature,
'CB-ACCESS-TIMESTAMP': nonce,
'CB-ACCESS-PASSPHRASE': this.password,
'Content-Type': 'application/json',
};
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors (code, reason, url, method, headers, body, response, requestHeaders, requestBody) {
if ((code === 400) || (code === 404)) {
if (body[0] === '{') {
const message = this.safeString (response, 'message');
const feedback = this.id + ' ' + message;
this.throwExactlyMatchedException (this.exceptions['exact'], message, feedback);
this.throwBroadlyMatchedException (this.exceptions['broad'], message, feedback);
throw new ExchangeError (feedback); // unknown message
}
throw new ExchangeError (this.id + ' ' + body);
}
}
async request (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined, config = {}, context = {}) {
const response = await this.fetch2 (path, api, method, params, headers, body, config, context);
if (typeof response !== 'string') {
if ('message' in response) {
throw new ExchangeError (this.id + ' ' + this.json (response));
}
}
return response;
}
};