ccxt
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JavaScript
// ---------------------------------------------------------------------------
import Exchange from './abstract/onetrading.js';
import { AuthenticationError, ExchangeError, PermissionDenied, BadRequest, ArgumentsRequired, OrderNotFound, InsufficientFunds, ExchangeNotAvailable, DDoSProtection, InvalidAddress, InvalidOrder, NotSupported } from './base/errors.js';
import { Precise } from './base/Precise.js';
import { TICK_SIZE } from './base/functions/number.js';
// ---------------------------------------------------------------------------
/**
* @class onetrading
* @augments Exchange
*/
export default class onetrading extends Exchange {
describe() {
return this.deepExtend(super.describe(), {
'id': 'onetrading',
'name': 'One Trading',
'countries': ['AT'],
'rateLimit': 300,
'version': 'v1',
'pro': true,
// new metainfo interface
'has': {
'CORS': undefined,
'spot': true,
'margin': false,
'swap': false,
'future': false,
'option': false,
'addMargin': false,
'borrowCrossMargin': false,
'borrowIsolatedMargin': false,
'borrowMargin': false,
'cancelAllOrders': true,
'cancelOrder': true,
'cancelOrders': true,
'closeAllPositions': false,
'closePosition': false,
'createDepositAddress': false,
'createOrder': true,
'createReduceOnlyOrder': false,
'createStopLimitOrder': true,
'createStopMarketOrder': false,
'createStopOrder': true,
'fetchAccounts': false,
'fetchAllGreeks': false,
'fetchBalance': true,
'fetchBorrowInterest': false,
'fetchBorrowRate': false,
'fetchBorrowRateHistories': false,
'fetchBorrowRateHistory': false,
'fetchBorrowRates': false,
'fetchBorrowRatesPerSymbol': false,
'fetchClosedOrders': true,
'fetchCrossBorrowRate': false,
'fetchCrossBorrowRates': false,
'fetchCurrencies': true,
'fetchDeposit': false,
'fetchDepositAddress': false,
'fetchDepositAddresses': false,
'fetchDepositAddressesByNetwork': false,
'fetchDeposits': false,
'fetchDepositsWithdrawals': false,
'fetchFundingHistory': false,
'fetchFundingInterval': false,
'fetchFundingIntervals': false,
'fetchFundingRate': false,
'fetchFundingRateHistory': false,
'fetchFundingRates': false,
'fetchGreeks': false,
'fetchIndexOHLCV': false,
'fetchIsolatedBorrowRate': false,
'fetchIsolatedBorrowRates': false,
'fetchIsolatedPositions': false,
'fetchLedger': false,
'fetchLeverage': false,
'fetchLeverages': false,
'fetchLeverageTiers': false,
'fetchLiquidations': false,
'fetchLongShortRatio': false,
'fetchLongShortRatioHistory': false,
'fetchMarginAdjustmentHistory': false,
'fetchMarginMode': false,
'fetchMarginModes': false,
'fetchMarketLeverageTiers': false,
'fetchMarkets': true,
'fetchMarkOHLCV': false,
'fetchMarkPrice': false,
'fetchMarkPrices': false,
'fetchMyLiquidations': false,
'fetchMySettlementHistory': false,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenInterest': false,
'fetchOpenInterestHistory': false,
'fetchOpenInterests': false,
'fetchOpenOrders': true,
'fetchOption': false,
'fetchOptionChain': false,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': false,
'fetchOrderTrades': true,
'fetchPosition': false,
'fetchPositionHistory': false,
'fetchPositionMode': false,
'fetchPositions': false,
'fetchPositionsForSymbol': false,
'fetchPositionsHistory': false,
'fetchPositionsRisk': false,
'fetchPremiumIndexOHLCV': false,
'fetchSettlementHistory': false,
'fetchTicker': true,
'fetchTickers': true,
'fetchTime': true,
'fetchTrades': false,
'fetchTradingFee': false,
'fetchTradingFees': true,
'fetchTransactionFee': false,
'fetchTransactionFees': false,
'fetchTransactions': false,
'fetchTransfer': false,
'fetchTransfers': false,
'fetchUnderlyingAssets': false,
'fetchVolatilityHistory': false,
'fetchWithdrawal': false,
'fetchWithdrawals': false,
'reduceMargin': false,
'repayCrossMargin': false,
'repayIsolatedMargin': false,
'setLeverage': false,
'setMargin': false,
'setMarginMode': false,
'setPositionMode': false,
'transfer': false,
'withdraw': false,
},
'timeframes': {
'1m': '1/MINUTES',
'5m': '5/MINUTES',
'15m': '15/MINUTES',
'30m': '30/MINUTES',
'1h': '1/HOURS',
'4h': '4/HOURS',
'1d': '1/DAYS',
'1w': '1/WEEKS',
'1M': '1/MONTHS',
},
'urls': {
'logo': 'https://github.com/ccxt/ccxt/assets/43336371/bdbc26fd-02f2-4ca7-9f1e-17333690bb1c',
'api': {
'public': 'https://api.onetrading.com/fast',
'private': 'https://api.onetrading.com/fast',
},
'www': 'https://onetrading.com/',
'doc': [
'https://docs.onetrading.com',
],
'fees': 'https://onetrading.com/fees',
},
'api': {
'public': {
'get': [
'currencies',
'candlesticks/{instrument_code}',
'fees',
'instruments',
'order-book/{instrument_code}',
'market-ticker',
'market-ticker/{instrument_code}',
'time',
],
},
'private': {
'get': [
'account/balances',
'account/fees',
'account/orders',
'account/orders/{order_id}',
'account/orders/{order_id}/trades',
'account/trades',
'account/trades/{trade_id}',
],
'post': [
'account/orders',
],
'delete': [
'account/orders',
'account/orders/{order_id}',
'account/orders/client/{client_id}',
],
},
},
'fees': {
'trading': {
'tierBased': true,
'percentage': true,
'taker': this.parseNumber('0.0015'),
'maker': this.parseNumber('0.001'),
'tiers': [
// volume in BTC
{
'taker': [
[this.parseNumber('0'), this.parseNumber('0.0015')],
[this.parseNumber('100'), this.parseNumber('0.0013')],
[this.parseNumber('250'), this.parseNumber('0.0013')],
[this.parseNumber('1000'), this.parseNumber('0.001')],
[this.parseNumber('5000'), this.parseNumber('0.0009')],
[this.parseNumber('10000'), this.parseNumber('0.00075')],
[this.parseNumber('20000'), this.parseNumber('0.00065')],
],
'maker': [
[this.parseNumber('0'), this.parseNumber('0.001')],
[this.parseNumber('100'), this.parseNumber('0.001')],
[this.parseNumber('250'), this.parseNumber('0.0009')],
[this.parseNumber('1000'), this.parseNumber('0.00075')],
[this.parseNumber('5000'), this.parseNumber('0.0006')],
[this.parseNumber('10000'), this.parseNumber('0.0005')],
[this.parseNumber('20000'), this.parseNumber('0.0005')],
],
},
],
},
},
'requiredCredentials': {
'apiKey': true,
'secret': false,
},
'precisionMode': TICK_SIZE,
'exceptions': {
'exact': {
'INVALID_CLIENT_UUID': InvalidOrder,
'ORDER_NOT_FOUND': OrderNotFound,
'ONLY_ONE_ERC20_ADDRESS_ALLOWED': InvalidAddress,
'DEPOSIT_ADDRESS_NOT_USED': InvalidAddress,
'INVALID_CREDENTIALS': AuthenticationError,
'MISSING_CREDENTIALS': AuthenticationError,
'INVALID_APIKEY': AuthenticationError,
'INVALID_SCOPES': AuthenticationError,
'INVALID_SUBJECT': AuthenticationError,
'INVALID_ISSUER': AuthenticationError,
'INVALID_AUDIENCE': AuthenticationError,
'INVALID_DEVICE_ID': AuthenticationError,
'INVALID_IP_RESTRICTION': AuthenticationError,
'APIKEY_REVOKED': AuthenticationError,
'APIKEY_EXPIRED': AuthenticationError,
'SYNCHRONIZER_TOKEN_MISMATCH': AuthenticationError,
'SESSION_EXPIRED': AuthenticationError,
'INTERNAL_ERROR': AuthenticationError,
'CLIENT_IP_BLOCKED': PermissionDenied,
'MISSING_PERMISSION': PermissionDenied,
'ILLEGAL_CHARS': BadRequest,
'UNSUPPORTED_MEDIA_TYPE': BadRequest,
'ACCOUNT_HISTORY_TIME_RANGE_TOO_BIG': BadRequest,
'CANDLESTICKS_TIME_RANGE_TOO_BIG': BadRequest,
'INVALID_INSTRUMENT_CODE': BadRequest,
'INVALID_ORDER_TYPE': BadRequest,
'INVALID_UNIT': BadRequest,
'INVALID_PERIOD': BadRequest,
'INVALID_TIME': BadRequest,
'INVALID_DATE': BadRequest,
'INVALID_CURRENCY': BadRequest,
'INVALID_AMOUNT': BadRequest,
'INVALID_PRICE': BadRequest,
'INVALID_LIMIT': BadRequest,
'INVALID_QUERY': BadRequest,
'INVALID_CURSOR': BadRequest,
'INVALID_ACCOUNT_ID': BadRequest,
'INVALID_SIDE': InvalidOrder,
'INVALID_ACCOUNT_HISTORY_FROM_TIME': BadRequest,
'INVALID_ACCOUNT_HISTORY_MAX_PAGE_SIZE': BadRequest,
'INVALID_ACCOUNT_HISTORY_TIME_PERIOD': BadRequest,
'INVALID_ACCOUNT_HISTORY_TO_TIME': BadRequest,
'INVALID_CANDLESTICKS_GRANULARITY': BadRequest,
'INVALID_CANDLESTICKS_UNIT': BadRequest,
'INVALID_ORDER_BOOK_DEPTH': BadRequest,
'INVALID_ORDER_BOOK_LEVEL': BadRequest,
'INVALID_PAGE_CURSOR': BadRequest,
'INVALID_TIME_RANGE': BadRequest,
'INVALID_TRADE_ID': BadRequest,
'INVALID_UI_ACCOUNT_SETTINGS': BadRequest,
'NEGATIVE_AMOUNT': InvalidOrder,
'NEGATIVE_PRICE': InvalidOrder,
'MIN_SIZE_NOT_SATISFIED': InvalidOrder,
'BAD_AMOUNT_PRECISION': InvalidOrder,
'BAD_PRICE_PRECISION': InvalidOrder,
'BAD_TRIGGER_PRICE_PRECISION': InvalidOrder,
'MAX_OPEN_ORDERS_EXCEEDED': BadRequest,
'MISSING_PRICE': InvalidOrder,
'MISSING_ORDER_TYPE': InvalidOrder,
'MISSING_SIDE': InvalidOrder,
'MISSING_CANDLESTICKS_PERIOD_PARAM': ArgumentsRequired,
'MISSING_CANDLESTICKS_UNIT_PARAM': ArgumentsRequired,
'MISSING_FROM_PARAM': ArgumentsRequired,
'MISSING_INSTRUMENT_CODE': ArgumentsRequired,
'MISSING_ORDER_ID': InvalidOrder,
'MISSING_TO_PARAM': ArgumentsRequired,
'MISSING_TRADE_ID': ArgumentsRequired,
'INVALID_ORDER_ID': OrderNotFound,
'NOT_FOUND': OrderNotFound,
'INSUFFICIENT_LIQUIDITY': InsufficientFunds,
'INSUFFICIENT_FUNDS': InsufficientFunds,
'NO_TRADING': ExchangeNotAvailable,
'SERVICE_UNAVAILABLE': ExchangeNotAvailable,
'GATEWAY_TIMEOUT': ExchangeNotAvailable,
'RATELIMIT': DDoSProtection,
'CF_RATELIMIT': DDoSProtection,
'INTERNAL_SERVER_ERROR': ExchangeError,
},
'broad': {
'Order not found.': OrderNotFound,
},
},
'commonCurrencies': {
'MIOTA': 'IOTA', // https://github.com/ccxt/ccxt/issues/7487
},
// exchange-specific options
'options': {
'fetchTradingFees': {
'method': 'fetchPrivateTradingFees', // or 'fetchPublicTradingFees'
},
'fiat': ['EUR', 'CHF'],
},
'features': {
'spot': {
'sandbox': false,
'createOrder': {
'marginMode': false,
'triggerPrice': false,
'triggerDirection': false,
'triggerPriceType': undefined,
'stopLossPrice': false,
'takeProfitPrice': false,
'attachedStopLossTakeProfit': undefined,
'timeInForce': {
'IOC': true,
'FOK': true,
'PO': true,
'GTD': false,
},
'hedged': false,
'trailing': false,
'leverage': false,
'marketBuyByCost': false,
'marketBuyRequiresPrice': false,
'selfTradePrevention': false,
'iceberg': false,
},
'createOrders': undefined,
'fetchMyTrades': {
'marginMode': false,
'limit': 100,
'daysBack': 100000,
'untilDays': 100000,
'symbolRequired': false,
},
'fetchOrder': {
'marginMode': false,
'trigger': false,
'trailing': false,
'symbolRequired': false,
},
'fetchOpenOrders': {
'marginMode': false,
'limit': 100,
'trigger': false,
'trailing': false,
'symbolRequired': false,
},
'fetchOrders': undefined,
'fetchClosedOrders': {
'marginMode': false,
'limit': 100,
'daysBack': 100000,
'daysBackCanceled': 1 / 12,
'untilDays': 100000,
'trigger': false,
'trailing': false,
'symbolRequired': false,
},
'fetchOHLCV': {
'limit': 5000,
},
},
'swap': {
'linear': undefined,
'inverse': undefined,
},
'future': {
'linear': undefined,
'inverse': undefined,
},
},
});
}
/**
* @method
* @name onetrading#fetchTime
* @description fetches the current integer timestamp in milliseconds from the exchange server
* @see https://docs.onetrading.com/#time
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {int} the current integer timestamp in milliseconds from the exchange server
*/
async fetchTime(params = {}) {
const response = await this.publicGetTime(params);
//
// {
// "iso": "2020-07-10T05:17:26.716Z",
// "epoch_millis": 1594358246716,
// }
//
return this.safeInteger(response, 'epoch_millis');
}
/**
* @method
* @name onetrading#fetchCurrencies
* @description fetches all available currencies on an exchange
* @see https://docs.onetrading.com/#currencies
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} an associative dictionary of currencies
*/
async fetchCurrencies(params = {}) {
const response = await this.publicGetCurrencies(params);
//
// [
// {
// "code": "USDT",
// "precision": 6,
// "unified_cryptoasset_id": 825,
// "name": "Tether USDt",
// "collateral_percentage": 0
// },
// ]
//
const result = {};
for (let i = 0; i < response.length; i++) {
const currency = response[i];
const id = this.safeString(currency, 'code');
const code = this.safeCurrencyCode(id);
result[code] = this.safeCurrencyStructure({
'id': id,
'code': code,
'name': this.safeString(currency, 'name'),
'info': currency,
'active': undefined,
'fee': undefined,
'precision': this.parseNumber(this.parsePrecision(this.safeString(currency, 'precision'))),
'withdraw': undefined,
'deposit': undefined,
'limits': {
'amount': { 'min': undefined, 'max': undefined },
'withdraw': { 'min': undefined, 'max': undefined },
},
'networks': {},
});
}
return result;
}
/**
* @method
* @name onetrading#fetchMarkets
* @description retrieves data on all markets for onetrading
* @see https://docs.onetrading.com/#instruments
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} an array of objects representing market data
*/
async fetchMarkets(params = {}) {
const response = await this.publicGetInstruments(params);
//
// [
// {
// "state": "ACTIVE",
// "base": { code: "ETH", precision: 8 },
// "quote": { code: "CHF", precision: 2 },
// "amount_precision": 4,
// "market_precision": 2,
// "min_size": "10.0"
// }
// ]
//
return this.parseMarkets(response);
}
parseMarket(market) {
//
// {
// "base":{
// "code":"BTC",
// "precision":"5"
// },
// "quote":{
// "code":"USDC",
// "precision":"2"
// },
// "amount_precision":"5",
// "market_precision":"2",
// "min_size":"10.0",
// "min_price":"1000",
// "max_price":"10000000",
// "id":"BTC_USDC",
// "type":"SPOT",
// "state":"ACTIVE"
// }
//
//
// {
// "base": {
// "code": "BTC",
// "precision": 5
// },
// "quote": {
// "code": "EUR",
// "precision": 2
// },
// "amount_precision": 5,
// "market_precision": 2,
// "min_size": "10.0",
// "min_price": "1000",
// "max_price": "10000000",
// "id": "BTC_EUR_P",
// "type": "PERP",
// "state": "ACTIVE"
// }
//
const baseAsset = this.safeDict(market, 'base', {});
const quoteAsset = this.safeDict(market, 'quote', {});
const baseId = this.safeString(baseAsset, 'code');
const quoteId = this.safeString(quoteAsset, 'code');
const id = this.safeString(market, 'id');
const base = this.safeCurrencyCode(baseId);
const quote = this.safeCurrencyCode(quoteId);
const state = this.safeString(market, 'state');
const type = this.safeString(market, 'type');
const isPerp = type === 'PERP';
let symbol = base + '/' + quote;
if (isPerp) {
symbol = symbol + ':' + quote;
}
return {
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'settle': isPerp ? quote : undefined,
'baseId': baseId,
'quoteId': quoteId,
'settleId': isPerp ? quoteId : undefined,
'type': isPerp ? 'swap' : 'spot',
'spot': !isPerp,
'margin': false,
'swap': isPerp,
'future': false,
'option': false,
'active': (state === 'ACTIVE'),
'contract': isPerp,
'linear': isPerp ? true : undefined,
'inverse': isPerp ? false : undefined,
'contractSize': isPerp ? this.parseNumber('1') : undefined,
'expiry': undefined,
'expiryDatetime': undefined,
'strike': undefined,
'optionType': undefined,
'precision': {
'amount': this.parseNumber(this.parsePrecision(this.safeString(market, 'amount_precision'))),
'price': this.parseNumber(this.parsePrecision(this.safeString(market, 'market_precision'))),
},
'limits': {
'leverage': {
'min': undefined,
'max': undefined,
},
'amount': {
'min': undefined,
'max': undefined,
},
'price': {
'min': undefined,
'max': undefined,
},
'cost': {
'min': this.safeNumber(market, 'min_size'),
'max': undefined,
},
},
'created': undefined,
'info': market,
};
}
/**
* @method
* @name onetrading#fetchTradingFees
* @description fetch the trading fees for multiple markets
* @see https://docs.onetrading.com/#fee-groups
* @see https://docs.onetrading.com/#fees
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {string} [params.method] fetchPrivateTradingFees or fetchPublicTradingFees
* @returns {object} a dictionary of [fee structures]{@link https://docs.ccxt.com/#/?id=fee-structure} indexed by market symbols
*/
async fetchTradingFees(params = {}) {
let method = this.safeString(params, 'method');
params = this.omit(params, 'method');
if (method === undefined) {
const options = this.safeValue(this.options, 'fetchTradingFees', {});
method = this.safeString(options, 'method', 'fetchPrivateTradingFees');
}
if (method === 'fetchPrivateTradingFees') {
return await this.fetchPrivateTradingFees(params);
}
else if (method === 'fetchPublicTradingFees') {
return await this.fetchPublicTradingFees(params);
}
else {
throw new NotSupported(this.id + ' fetchTradingFees() does not support ' + method + ', fetchPrivateTradingFees and fetchPublicTradingFees are supported');
}
}
async fetchPublicTradingFees(params = {}) {
await this.loadMarkets();
const response = await this.publicGetFees(params);
//
// [
// {
// 'fee_group_id': 'SPOT',
// 'display_text': 'The fee plan for spot trading.',
// 'volume_currency': 'EUR',
// 'fee_tiers': [
// {
// 'volume': '0',
// 'fee_group_id': 'SPOT',
// 'maker_fee': '0.1000',
// 'taker_fee': '0.2000',
// },
// {
// 'volume': '10000',
// 'fee_group_id': 'SPOT',
// 'maker_fee': '0.0400',
// 'taker_fee': '0.0800',
// },
// ],
// },
// {
// 'fee_group_id': 'FUTURES',
// 'display_text': 'The fee plan for futures trading.',
// 'volume_currency': 'EUR',
// 'fee_tiers': [
// {
// 'volume': '0',
// 'fee_group_id': 'FUTURES',
// 'maker_fee': '0.1000',
// 'taker_fee': '0.2000',
// },
// {
// 'volume': '10000',
// 'fee_group_id': 'FUTURES',
// 'maker_fee': '0.0400',
// 'taker_fee': '0.0800',
// },
// ],
// },
// ];
//
const spotFees = this.safeDict(response, 0, {});
const futuresFees = this.safeDict(response, 1, {});
const spotFeeTiers = this.safeList(spotFees, 'fee_tiers', []);
const futuresFeeTiers = this.safeList(futuresFees, 'fee_tiers', []);
const spotTiers = this.parseFeeTiers(spotFeeTiers);
const futuresTiers = this.parseFeeTiers(futuresFeeTiers);
const firstSpotTier = this.safeDict(spotTiers, 0, {});
const firstFuturesTier = this.safeDict(futuresTiers, 0, {});
const result = {};
for (let i = 0; i < this.symbols.length; i++) {
const symbol = this.symbols[i];
const market = this.market(symbol);
const tierObject = (market['spot']) ? firstSpotTier : firstFuturesTier;
result[symbol] = {
'info': spotFees,
'symbol': symbol,
'maker': this.safeNumber(tierObject, 'maker_fee'),
'taker': this.safeNumber(tierObject, 'taker_fee'),
'percentage': true,
'tierBased': true,
'tiers': spotTiers,
};
}
return result;
}
async fetchPrivateTradingFees(params = {}) {
await this.loadMarkets();
const response = await this.privateGetAccountFees(params);
//
// {
// "account_id":"b7f4e27e-b34a-493a-b0d4-4bd341a3f2e0",
// "running_volumes":[
// {
// "fee_group_id":"SPOT",
// "volume":"0",
// "currency":"EUR"
// },
// {
// "fee_group_id":"FUTURES",
// "volume":"0",
// "currency":"EUR"
// }
// ],
// "active_fee_tiers":[
// {
// "fee_group_id":"SPOT",
// "volume":"0",
// "maker_fee":"0.1000",
// "taker_fee":"0.2000"
// },
// {
// "fee_group_id":"FUTURES",
// "volume":"0",
// "maker_fee":"0.1000",
// "taker_fee":"0.2000"
// }
// ]
// }
//
const activeFeeTier = this.safeList(response, 'active_fee_tiers');
const spotFees = this.safeDict(activeFeeTier, 0, {});
const futuresFees = this.safeDict(activeFeeTier, 1, {});
let spotMakerFee = this.safeString(spotFees, 'maker_fee');
let spotTakerFee = this.safeString(spotFees, 'taker_fee');
spotMakerFee = Precise.stringDiv(spotMakerFee, '100');
spotTakerFee = Precise.stringDiv(spotTakerFee, '100');
// const feeTiers = this.safeValue (response, 'fee_tiers');
let futuresMakerFee = this.safeString(futuresFees, 'maker_fee');
let futuresTakerFee = this.safeString(futuresFees, 'taker_fee');
futuresMakerFee = Precise.stringDiv(futuresMakerFee, '100');
futuresTakerFee = Precise.stringDiv(futuresTakerFee, '100');
const result = {};
// const tiers = this.parseFeeTiers (feeTiers);
for (let i = 0; i < this.symbols.length; i++) {
const symbol = this.symbols[i];
const market = this.market(symbol);
const makerFee = (market['spot']) ? spotMakerFee : futuresMakerFee;
const takerFee = (market['spot']) ? spotTakerFee : futuresTakerFee;
result[symbol] = {
'info': response,
'symbol': symbol,
'maker': this.parseNumber(makerFee),
'taker': this.parseNumber(takerFee),
'percentage': true,
'tierBased': true,
'tiers': undefined,
};
}
return result;
}
parseFeeTiers(feeTiers, market = undefined) {
const takerFees = [];
const makerFees = [];
for (let i = 0; i < feeTiers.length; i++) {
const tier = feeTiers[i];
const volume = this.safeNumber(tier, 'volume');
let taker = this.safeString(tier, 'taker_fee');
let maker = this.safeString(tier, 'maker_fee');
maker = Precise.stringDiv(maker, '100');
taker = Precise.stringDiv(taker, '100');
makerFees.push([volume, this.parseNumber(maker)]);
takerFees.push([volume, this.parseNumber(taker)]);
}
return {
'maker': makerFees,
'taker': takerFees,
};
}
parseTicker(ticker, market = undefined) {
//
// fetchTicker, fetchTickers
//
// {
// "instrument_code":"BTC_EUR",
// "sequence":602562,
// "time":"2020-07-10T06:27:34.951Z",
// "state":"ACTIVE",
// "is_frozen":0,
// "quote_volume":"1695555.1783768",
// "base_volume":"205.67436",
// "last_price":"8143.91",
// "best_bid":"8143.71",
// "best_ask":"8156.9",
// "price_change":"-147.47",
// "price_change_percentage":"-1.78",
// "high":"8337.45",
// "low":"8110.0"
// }
//
const timestamp = this.parse8601(this.safeString(ticker, 'time'));
const marketId = this.safeString(ticker, 'instrument_code');
const symbol = this.safeSymbol(marketId, market, '_');
const last = this.safeString(ticker, 'last_price');
const percentage = this.safeString(ticker, 'price_change_percentage');
const change = this.safeString(ticker, 'price_change');
const baseVolume = this.safeString(ticker, 'base_volume');
const quoteVolume = this.safeString(ticker, 'quote_volume');
return this.safeTicker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'high': this.safeString(ticker, 'high'),
'low': this.safeString(ticker, 'low'),
'bid': this.safeString(ticker, 'best_bid'),
'bidVolume': undefined,
'ask': this.safeString(ticker, 'best_ask'),
'askVolume': undefined,
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': change,
'percentage': percentage,
'average': undefined,
'baseVolume': baseVolume,
'quoteVolume': quoteVolume,
'info': ticker,
}, market);
}
/**
* @method
* @name onetrading#fetchTicker
* @description fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://docs.onetrading.com/#market-ticker-for-instrument
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async fetchTicker(symbol, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const request = {
'instrument_code': market['id'],
};
const response = await this.publicGetMarketTickerInstrumentCode(this.extend(request, params));
//
// {
// "instrument_code":"BTC_EUR",
// "sequence":602562,
// "time":"2020-07-10T06:27:34.951Z",
// "state":"ACTIVE",
// "is_frozen":0,
// "quote_volume":"1695555.1783768",
// "base_volume":"205.67436",
// "last_price":"8143.91",
// "best_bid":"8143.71",
// "best_ask":"8156.9",
// "price_change":"-147.47",
// "price_change_percentage":"-1.78",
// "high":"8337.45",
// "low":"8110.0"
// }
//
return this.parseTicker(response, market);
}
/**
* @method
* @name onetrading#fetchTickers
* @description fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market
* @see https://docs.onetrading.com/#market-ticker
* @param {string[]} [symbols] unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a dictionary of [ticker structures]{@link https://docs.ccxt.com/#/?id=ticker-structure}
*/
async fetchTickers(symbols = undefined, params = {}) {
await this.loadMarkets();
symbols = this.marketSymbols(symbols);
const response = await this.publicGetMarketTicker(params);
//
// [
// {
// "instrument_code":"BTC_EUR",
// "sequence":602562,
// "time":"2020-07-10T06:27:34.951Z",
// "state":"ACTIVE",
// "is_frozen":0,
// "quote_volume":"1695555.1783768",
// "base_volume":"205.67436",
// "last_price":"8143.91",
// "best_bid":"8143.71",
// "best_ask":"8156.9",
// "price_change":"-147.47",
// "price_change_percentage":"-1.78",
// "high":"8337.45",
// "low":"8110.0"
// }
// ]
//
const result = {};
for (let i = 0; i < response.length; i++) {
const ticker = this.parseTicker(response[i]);
const symbol = ticker['symbol'];
result[symbol] = ticker;
}
return this.filterByArrayTickers(result, 'symbol', symbols);
}
/**
* @method
* @name onetrading#fetchOrderBook
* @description fetches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://docs.onetrading.com/#order-book
* @param {string} symbol unified symbol of the market to fetch the order book for
* @param {int} [limit] the maximum amount of order book entries to return
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
*/
async fetchOrderBook(symbol, limit = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const request = {
'instrument_code': market['id'],
// level 1 means only the best bid and ask
// level 2 is a compiled order book up to market precision
// level 3 is a full orderbook
// if you wish to get regular updates about orderbooks please use the Websocket channel
// heavy usage of this endpoint may result in limited access according to rate limits rules
// 'level': 3, // default
};
if (limit !== undefined) {
request['depth'] = limit;
}
const response = await this.publicGetOrderBookInstrumentCode(this.extend(request, params));
//
// level 1
//
// {
// "instrument_code":"BTC_EUR",
// "time":"2020-07-10T07:39:06.343Z",
// "asks":{
// "value":{
// "price":"8145.29",
// "amount":"0.96538",
// "number_of_orders":1
// }
// },
// "bids":{
// "value":{
// "price":"8134.0",
// "amount":"1.5978",
// "number_of_orders":5
// }
// }
// }
//
// level 2
//
// {
// "instrument_code":"BTC_EUR","time":"2020-07-10T07:36:43.538Z",
// "asks":[
// {"price":"8146.59","amount":"0.89691","number_of_orders":1},
// {"price":"8146.89","amount":"1.92062","number_of_orders":1},
// {"price":"8169.5","amount":"0.0663","number_of_orders":1},
// ],
// "bids":[
// {"price":"8143.49","amount":"0.01329","number_of_orders":1},
// {"price":"8137.01","amount":"5.34748","number_of_orders":1},
// {"price":"8137.0","amount":"2.0","number_of_orders":1},
// ]
// }
//
// level 3
//
// {
// "instrument_code":"BTC_EUR",
// "time":"2020-07-10T07:32:31.525Z",
// "bids":[
// {"price":"8146.79","amount":"0.01537","order_id":"5d717da1-a8f4-422d-afcc-03cb6ab66825"},
// {"price":"8139.32","amount":"3.66009","order_id":"d0715c68-f28d-4cf1-a450-d56cf650e11c"},
// {"price":"8137.51","amount":"2.61049","order_id":"085fd6f4-e835-4ca5-9449-a8f165772e60"},
// ],
// "asks":[
// {"price":"8153.49","amount":"0.93384","order_id":"755d3aa3-42b5-46fa-903d-98f42e9ae6c4"},
// {"price":"8153.79","amount":"1.80456","order_id":"62034cf3-b70d-45ff-b285-ba6307941e7c"},
// {"price":"8167.9","amount":"0.0018","order_id":"036354e0-71cd-492f-94f2-01f7d4b66422"},
// ]
// }
//
const timestamp = this.parse8601(this.safeString(response, 'time'));
return this.parseOrderBook(response, market['symbol'], timestamp, 'bids', 'asks', 'price', 'amount');
}
parseOHLCV(ohlcv, market = undefined) {
//
// {
// "instrument_code":"BTC_EUR",
// "granularity":{"unit":"HOURS","period":1},
// "high":"9252.65",
// "low":"9115.27",
// "open":"9250.0",
// "close":"9132.35",
// "total_amount":"33.85924",
// "volume":"311958.9635744",
// "time":"2020-05-08T22:59:59.999Z",
// "last_sequence":461123
// }
//
const granularity = this.safeValue(ohlcv, 'granularity');
const unit = this.safeString(granularity, 'unit');
const period = this.safeString(granularity, 'period');
const units = {
'MINUTES': 'm',
'HOURS': 'h',
'DAYS': 'd',
'WEEKS': 'w',
'MONTHS': 'M',
};
const lowercaseUnit = this.safeString(units, unit);
const timeframe = period + lowercaseUnit;
const durationInSeconds = this.parseTimeframe(timeframe);
const duration = durationInSeconds * 1000;
const timestamp = this.parse8601(this.safeString(ohlcv, 'time'));
const alignedTimestamp = duration * this.parseToInt(timestamp / duration);
const options = this.safeValue(this.options, 'fetchOHLCV', {});
const volumeField = this.safeString(options, 'volume', 'total_amount');
return [
alignedTimestamp,
this.safeNumber(ohlcv, 'open'),
this.safeNumber(ohlcv, 'high'),
this.safeNumber(ohlcv, 'low'),
this.safeNumber(ohlcv, 'close'),
this.safeNumber(ohlcv, volumeField),
];
}
/**
* @method
* @name onetrading#fetchOHLCV
* @description fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @see https://docs.onetrading.com/#candlesticks
* @param {string} symbol unified symbol of the market to fetch OHLCV data for
* @param {string} timeframe the length of time each candle represents
* @param {int} [since] timestamp in ms of the earliest candle to fetch
* @param {int} [limit] the maximum amount of candles to fetch
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
async fetchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets();
const market = this.market(symbol);
const periodUnit = this.safeString(this.timeframes, timeframe);
const [period, unit] = periodUnit.split('/');
const durationInSeconds = this.parseTimeframe(timeframe);
const duration = durationInSeconds * 1000;
if (limit === undefined) {
limit = 1500;
}
const request = {
'instrument_code': market['id'],
// 'from': this.iso8601 (since),
// 'to': this.iso8601 (this.milliseconds ()),
'period': period,
'unit': unit,
};
if (since === undefined) {
const now = this.milliseconds();
request['to'] = this.iso8601(now);
request['from'] = this.iso8601(now - limit * duration);
}
else {
request['from'] = this.iso8601(since);
request['to'] = this.iso8601(this.sum(since, limit * duration));
}
const response = await this.publicGetCandlesticksInstrumentCode(this.extend(request, params));
//
// [
// {"instrument_code":"BTC_EUR","granularity":{"unit":"HOURS","period":1},"high":"9252.65","low":"9115.27","open":"9250.0","close":"9132.35","total_amount":"33.85924","volume":"311958.9635744","time":"2020-05-08T22:59:59.999Z","last_sequence":461123},
// {"instrument_code":"BTC_EUR","granularity":{"unit":"HOURS","period":1},"high":"9162.49","low":"9040.0","open":"9132.53","close":"9083.69","total_amount":"26.19685","volume":"238553.7812365","time":"2020-05-08T23:59:59.999Z","last_sequence":461376},
// {"instrument_code":"BTC_EUR","granularity":{"unit":"HOURS","period":1},"high":"9135.7","low":"9002.59","open":"9055.45","close":"9133.98","total_amount":"26.21919","volume":"238278.8724959","time":"2020-05-09T00:59:59.999Z","last_sequence":461521},
// ]
//
const ohlcv = this.safeList(response, 'candlesticks');
return this.parseOHLCVs(ohlcv, market, timeframe, since, limit);
}
parseTrade(trade, market = undefined) {
//
// fetchTrades (public)
//
// {
// "instrument_code":"BTC_EUR",
// "price":"8137.28",
// "amount":"0.22269",
// "taker_side":"BUY",
// "volume":"1812.0908832",
// "time":"2020-07-10T14:44:32.299Z",
// "trade_timestamp":1594392272299,
// "sequence":603047
// }
//
// fetchMyTrades, fetchOrder, fetchOpenOrders, fetchClosedOrders trades (private)
//
// {
// "fee": {
// "fee_amount": "0.0014",
// "fee_currency": "BTC",
// "fee_percentage": "0.1",
// "fee_group_id": "default",
// "fee_type": "TAKER",
// "running_trading_volume": "0.0"
// },
// "trade": {
// "trade_id": "fdff2bcc-37d6-4a2d-92a5-46e09c868664",
// "order_id": "36bb2437-7402-4794-bf26-4bdf03526439",
// "account_id": "a4c699f6-338d-4a26-941f-8f9853bfc4b9",
// "amount": "1.4",
// "side": "BUY",
// "instrument_code": "BTC_EUR",
// "price": "7341.4",
// "time": "2019-09-27T15:05:32.564Z",
// "sequence": 48670
// }
// }
//
const feeInfo = this.safeValue(trade, 'fee', {});
trade = this.safeValue(trade, 'trade', trade);
let timestamp = this.safeInteger(trade, 'trade_timestamp');
if (timestamp === undefined) {
timestamp = this.parse8601(this.safeString(trade, 'time'));
}
const side = this.safeStringLower2(trade, 'side', 'taker_side');
const priceString = this.safeString(trade, 'price');
const amountString = this.safeString(trade, 'amount');
const costString = this.safeString(trade, 'volume');
const marketId = this.safeString(trade, 'instrument_code');
const symbol = this.safeSymbol(marketId, market, '_');
const feeCostString = this.safeString(feeInfo, 'fee_amount');
let takerOrMaker = undefined;
let fee = undefined;
if (feeCostString !== undefined) {
const feeCurrencyId = this.safeString(feeInfo, 'fee_currency');
const feeCurrencyCode = this.safeCurrencyCode(feeCurrencyId);
const feeRateString = this.safeString(feeInfo, 'fee_percentage');
fee = {
'cost': feeCostString,
'currency': feeCurrencyCode,
'rate': feeRateString,
};
takerOrMaker = this.safeStringLower(feeInfo, 'fee_type');
}
return this.safeTrade({
'id': this.safeString2(trade, 'trade_id', 'sequence'),
'order': this.safeString(trade, 'order_id'),
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': symbol,
'type': undefined,
'side': side,
'price': priceString,
'amount': amountString,
'cost': costString,
'takerOrMaker': takerOrMaker,
'fee': fee,
'info': trade,
}, market);
}
parseBalance(r