ccxt
Version:
1,040 lines (1,037 loc) • 74.7 kB
JavaScript
'use strict';
Object.defineProperty(exports, '__esModule', { value: true });
var luno$1 = require('./abstract/luno.js');
var errors = require('./base/errors.js');
var Precise = require('./base/Precise.js');
var number = require('./base/functions/number.js');
// ----------------------------------------------------------------------------
// ---------------------------------------------------------------------------
/**
* @class luno
* @augments Exchange
*/
class luno extends luno$1["default"] {
describe() {
return this.deepExtend(super.describe(), {
'id': 'luno',
'name': 'Luno',
'countries': ['GB', 'SG', 'ZA'],
// 300 calls per minute = 5 calls per second = 1000ms / 5 = 200ms between requests
'rateLimit': 200,
'version': '1',
'pro': true,
'has': {
'CORS': undefined,
'spot': true,
'margin': false,
'swap': false,
'future': false,
'option': false,
'addMargin': false,
'borrowCrossMargin': false,
'borrowIsolatedMargin': false,
'borrowMargin': false,
'cancelOrder': true,
'closeAllPositions': false,
'closePosition': false,
'createDepositAddress': true,
'createOrder': true,
'createReduceOnlyOrder': false,
'fetchAccounts': true,
'fetchAllGreeks': false,
'fetchBalance': true,
'fetchBorrowInterest': false,
'fetchBorrowRate': false,
'fetchBorrowRateHistories': false,
'fetchBorrowRateHistory': false,
'fetchBorrowRates': false,
'fetchBorrowRatesPerSymbol': false,
'fetchClosedOrders': true,
'fetchCrossBorrowRate': false,
'fetchCrossBorrowRates': false,
'fetchCurrencies': true,
'fetchDepositAddress': true,
'fetchFundingHistory': false,
'fetchFundingInterval': false,
'fetchFundingIntervals': false,
'fetchFundingRate': false,
'fetchFundingRateHistory': false,
'fetchFundingRates': false,
'fetchGreeks': false,
'fetchIndexOHLCV': false,
'fetchIsolatedBorrowRate': false,
'fetchIsolatedBorrowRates': false,
'fetchIsolatedPositions': false,
'fetchLedger': true,
'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': true,
'fetchPosition': false,
'fetchPositionForSymbolWs': false,
'fetchPositionHistory': false,
'fetchPositionMode': false,
'fetchPositions': false,
'fetchPositionsForSymbol': false,
'fetchPositionsForSymbolWs': false,
'fetchPositionsHistory': false,
'fetchPositionsRisk': false,
'fetchPremiumIndexOHLCV': false,
'fetchSettlementHistory': false,
'fetchTicker': true,
'fetchTickers': true,
'fetchTrades': true,
'fetchTradingFee': true,
'fetchTradingFees': false,
'fetchUnderlyingAssets': false,
'fetchVolatilityHistory': false,
'reduceMargin': false,
'repayCrossMargin': false,
'repayIsolatedMargin': false,
'setLeverage': false,
'setMargin': false,
'setMarginMode': false,
'setPositionMode': false,
},
'urls': {
'referral': 'https://www.luno.com/invite/44893A',
'logo': 'https://user-images.githubusercontent.com/1294454/27766607-8c1a69d8-5ede-11e7-930c-540b5eb9be24.jpg',
'api': {
'public': 'https://api.luno.com/api',
'private': 'https://api.luno.com/api',
'exchange': 'https://api.luno.com/api/exchange',
'exchangePrivate': 'https://api.luno.com/api/exchange',
},
'www': 'https://www.luno.com',
'doc': [
'https://www.luno.com/en/developers/api',
'https://npmjs.org/package/bitx',
'https://github.com/bausmeier/node-bitx',
],
},
'api': {
'exchange': {
'get': {
'markets': 1,
},
},
'exchangePrivate': {
'get': {
'candles': 1,
'move': 1,
'move/list_moves': 1,
'transfers': 1,
},
'post': {
'convert': 1,
'move': 1,
},
},
'public': {
'get': {
'orderbook': 1,
'orderbook_top': 1,
'ticker': 1,
'tickers': 1,
'trades': 1,
},
},
'private': {
'get': {
'accounts/{id}/pending': 1,
'accounts/{id}/transactions': 1,
'balance': 1,
'beneficiaries': 1,
'send/networks': 1,
'fee_info': 1,
'funding_address': 1,
'listorders': 1,
'listtrades': 1,
'send_fee': 1,
'orders/{id}': 1,
'withdrawals': 1,
'withdrawals/{id}': 1,
'transfers': 1, // not found in current docs, use GET /api/exchange/1/transfers
'users/linked': 1,
// GET /api/exchange/2/listorders
// GET /api/exchange/2/orders/{id}
// GET /api/exchange/3/order
},
'post': {
'accounts': 1,
'address/validate': 1,
'postorder': 1,
'marketorder': 1,
'stoporder': 1,
'funding_address': 1,
'withdrawals': 1,
'send': 1,
'oauth2/grant': 1, // deprecated for new applications
'beneficiaries': 1,
},
'put': {
'accounts/{id}/name': 1,
},
'delete': {
'withdrawals/{id}': 1,
'beneficiaries/{id}': 1,
},
},
},
'timeframes': {
'1m': 60,
'5m': 300,
'15m': 900,
'30m': 1800,
'1h': 3600,
'3h': 10800,
'4h': 14400,
'1d': 86400,
'3d': 259200,
'1w': 604800,
},
'fees': {
'trading': {
'tierBased': true, // based on volume from your primary currency (not the same for everyone)
'percentage': true,
'taker': this.parseNumber('0.001'),
'maker': this.parseNumber('0'),
},
},
'exceptions': {
'exact': {
'ErrAccountIsMigrating': errors.OperationRejected, // Account migration in progress
'ErrAccountLimit': errors.OperationRejected, // You can't add another wallet with this currency
'ErrAccountNotFound': errors.ExchangeError, // Cannot find that account
'ErrAccountsNotDifferent': errors.BadRequest, // Debit and credit accounts must be different
'ErrActiveCryptoRequestExists': errors.OperationRejected, // Send request pending. Please try again after it has completed.
'ErrAddressCreateRateLimitReached': errors.RateLimitExceeded, // Receive address create rate limit reached. Please try again later.
'ErrAddressLimitReached': errors.OperationRejected, // Receive address limit reached.
'ErrAmountTooBig': errors.BadRequest, // The specified amount is higher than the maximum allowed.
'ErrAmountTooSmall': errors.BadRequest, // The specified amount is lower than the minimum allowed.
'ErrApiKeyRevoked': errors.AuthenticationError, // Your API key has been revoked.
'ErrBeneficiaryNotFound': errors.ExchangeError, // Beneficiary not Found
'ErrBlockedSendsCurrency': errors.OperationRejected, // Sends are currently disabled for this currency
'ErrCannotStopUnknownOrNonPendingOrder': errors.InvalidOrder, // Cannot stop unknown or non-pending order.
'ErrCannotTradeWhileQuoteActive': errors.OperationRejected, // Cannot trade while you have any active quotes.
'ErrConvertPairNotSupported': errors.BadRequest, // The requested pair is not supported for conversion.
'ErrConvertRateLimited': errors.RateLimitExceeded, // You have exceeded the conversion rate limit for this pair. Please try again later.
'ErrCounterDenominationNotAllowed': errors.InvalidOrder, // Amount contains too many decimal places
'ErrCreditAccountNotTransactional': errors.BadRequest, // The specified credit-account must be transactional
'ErrCustomRefNotAllowed': errors.BadRequest, // Custom reference not allowed
'ErrDeadlineExceeded': errors.RequestTimeout, // Could not complete before the deadline
'ErrDebitAccountNotTransactional': errors.BadRequest, // Debit account not transactional
'ErrDescriptionTooLong': errors.BadRequest, // Your transaction reference is too long. The maximum length is 256 characters.
'ErrDifferentCurrencies': errors.BadRequest, // Debit and credit accounts have different currencies
'ErrDisallowedTarget': errors.InvalidAddress, // Given address not allowed.
'ErrDuplicateClientMoveID': errors.OperationRejected, // Duplicate client move id
'ErrDuplicateClientOrderID': errors.DuplicateOrderId, // Duplicate client order id
'ErrDuplicateExternalID': errors.OperationRejected, // A withdrawal with an identical external id already exists.
'ErrERC20AddressAlreadyAssigned': errors.OperationRejected, // You can only create 1 ERC-20 receive address per token
'ErrERC20AssignNonDefault': errors.BadRequest, // You can only assign ERC-20 receive addresses to your default account
'ErrFundsMoveNotFound': errors.ExchangeError, // Funds move not found
'ErrIdempotencyKeyConflict': errors.OperationRejected, // A request with this idempotency_key has already been processed.
'ErrIdempotencyKeyRequestMismatch': errors.BadRequest, // A request with this idempotency_key has a mismatched request
'ErrIncompatibleBeneficiary': errors.BadRequest, // Beneficiary is incompatible with the requested withdrawal.
'ErrIncorrectPin': errors.AuthenticationError, // Invalid pin specified
'ErrInsufficientBalance': errors.InsufficientFunds, // Insufficient balance.
'ErrInsufficientFunds': errors.InsufficientFunds, // Account has insufficient funds
'ErrInsufficientPerms': errors.PermissionDenied, // You do not have the required permissions to perform this action
'ErrInternal': errors.ExchangeNotAvailable, // Something went wrong. We're looking into it.
'ErrInvalidAccount': errors.BadRequest, // Account is invalid
'ErrInvalidAccountID': errors.BadRequest, // Invalid account ID specified
'ErrInvalidAccountNumber': errors.BadRequest, // Account number is invalid
'ErrInvalidAmount': errors.BadRequest, // Invalid amount specified
'ErrInvalidArguments': errors.BadRequest, // If any request parameters have invalid values this error will be returned. This error should also include a list of the offending fields to help identify and fix any issues.
'ErrInvalidBaseVolume': errors.InvalidOrder, // Invalid base volume for sell order.
'ErrInvalidBranchCode': errors.BadRequest, // Bank branch code is invalid.
'ErrInvalidClientOrderId': errors.InvalidOrder, // Invalid client order id
'ErrInvalidCounterVolume': errors.InvalidOrder, // Invalid counter volume for buy order.
'ErrInvalidCurrency': errors.BadRequest, // Invalid currency specified
'ErrInvalidDetails': errors.BadRequest, // Bank account details invalid
'ErrInvalidMarketPair': errors.BadSymbol, // Market pair is invalid
'ErrInvalidOrderRef': errors.InvalidOrder, // Order reference is invalid
'ErrInvalidOrderSide': errors.InvalidOrder, // Order side is invalid
'ErrInvalidParameters': errors.BadRequest, // Invalid parameters
'ErrInvalidPrice': errors.InvalidOrder, // Invalid order price.
'ErrInvalidRequestType': errors.BadRequest, // Invalid withdrawal request type specified.
'ErrInvalidSourceAccount': errors.BadRequest, // Invalid source account
'ErrInvalidStopDirection': errors.InvalidOrder, // Stop direction is invalid.
'ErrInvalidStopPrice': errors.InvalidOrder, // Invalid order stop price.
'ErrInvalidVolume': errors.InvalidOrder, // Invalid order volume.
'ErrLimitOutOfRange': errors.BadRequest, // List limit is out of allowed range
'ErrMarketNotAllowed': errors.PermissionDenied, // This market is not enabled for you.
'ErrMarketUnavailable': errors.ExchangeError, // Market not available
'ErrMaxActiveFiatRequestsExists': errors.OperationRejected, // Too many withdrawals in progress. Cancel one or try again later.
'ErrMissingIdempotencyKey': errors.BadRequest, // idempotency_key is required.
'ErrNoAddressesAssigned': errors.InvalidAddress, // No funding addresses linked to default account
'ErrNoTradesToInferStopDirection': errors.InvalidOrder, // Could not place Stop Limit Order, no trades to determine direction
'ErrNotEnoughLiquidity': errors.InvalidOrder, // Market order price would vary too much from the market rate - use a limit order instead
'ErrNotFound': errors.ExchangeError, // No result found
'ErrOrderCanceled': errors.InvalidOrder, // Your post-only order was cancelled before trading
'ErrOrderNotFound': errors.OrderNotFound, // Cannot find that order
'ErrPostOnlyMode': errors.InvalidOrder, // Market is in post-only mode
'ErrPostOnlyNotAllowed': errors.InvalidOrder, // IOC and FOK time-in-force types are not supported as post-only orders
'ErrPriceDenominationNotAllowed': errors.InvalidOrder, // Price contains too many decimal places
'ErrPriceTooHigh': errors.InvalidOrder, // Price is above the maximum
'ErrPriceTooLow': errors.InvalidOrder, // Price is below the minimum
'ErrRejectedBeneficiary': errors.OperationRejected, // Cannot request withdrawal to rejected beneficiary.
'ErrRequestTypeDoesNotSupportFastWithdrawals': errors.BadRequest, // The specified request type does not support fast withdrawals.
'ErrStopPriceTooHigh': errors.InvalidOrder, // Stop price is too high.
'ErrStopPriceTooLow': errors.InvalidOrder, // Stop price is too low.
'ErrTooManyRequests': errors.RateLimitExceeded, // You are exceeding the allowed request rate limit
'ErrTooManyRowsRequested': errors.BadRequest, // Too many rows requested
'ErrTravelRule': errors.ManualInteractionNeeded, // Please ensure that you've initiated a once-off crypto send for this specific wallet address via the website or mobile app and included relevant Travel Rule information before trying again via the send API. [Click here](https://www.luno.com/help/articles/421340781836897) for more information on the Travel Rule.
'ErrUnauthorised': errors.AuthenticationError, // You are not authorised to access this route
'ErrUnderMaintenance': errors.OnMaintenance, // The market is currently undergoing maintenance
'ErrUpdateRequired': errors.ExchangeError, // Luno app update required
'ErrUserBlockedForCancelWithdrawal': errors.PermissionDenied, // User blocked from cancelling withdrawals
'ErrUserNotVerifiedForCurrency': errors.AccountNotEnabled, // You are not verified for this currency
'ErrValueTooHigh': errors.InvalidOrder, // Order value too high
'ErrVerificationLevelTooLow': errors.AccountNotEnabled, // You must verify your identity using the Luno app before you can send crypto.
'ErrVolumeDenominationNotAllowed': errors.InvalidOrder, // Volume contains too many decimal places
'ErrVolumeTooHigh': errors.InvalidOrder, // Volume is above the maximum
'ErrVolumeTooLow': errors.InvalidOrder, // Volume is below the minimum
'ErrWithdrawalBlocked': errors.PermissionDenied, // To increase your withdraw limit add more information to your profile in settings.
'ErrWithdrawalNotFound': errors.ExchangeError, // Cannot find that withdrawal
},
},
'precisionMode': number.TICK_SIZE,
'features': {
'spot': {
'sandbox': false,
'fetchCurrencies': {
'private': true,
},
'createOrder': {
'marginMode': false,
'triggerPrice': true, // todo
'triggerPriceType': undefined,
'triggerDirection': true, // todo
'stopLossPrice': false, // todo
'takeProfitPrice': false, // todo
'attachedStopLossTakeProfit': undefined,
'timeInForce': {
'IOC': true,
'FOK': true,
'PO': true,
'GTD': false,
},
'hedged': false,
'trailing': false,
'leverage': false,
'marketBuyByCost': true,
'marketBuyRequiresPrice': false,
'selfTradePrevention': false,
'iceberg': false,
},
'createOrders': undefined,
'fetchMyTrades': {
'marginMode': false,
'limit': 1000,
'daysBack': 100000, // todo
'untilDays': 100000, // todo
'symbolRequired': true,
},
'fetchOrder': {
'marginMode': false,
'trigger': false,
'trailing': false,
'symbolRequired': false,
},
'fetchOpenOrders': {
'marginMode': false,
'limit': 1000,
'trigger': false,
'trailing': false,
'symbolRequired': false,
},
'fetchOrders': {
'marginMode': false,
'limit': 1000,
'daysBack': 100000,
'untilDays': undefined,
'trigger': false,
'trailing': false,
'symbolRequired': false,
},
'fetchClosedOrders': {
'marginMode': false,
'limit': 1000,
'daysBack': 100000,
'daysBackCanceled': 1,
'untilDays': undefined,
'trigger': false,
'trailing': false,
'symbolRequired': false,
},
'fetchOHLCV': {
'limit': undefined,
},
},
'swap': {
'linear': undefined,
'inverse': undefined,
},
'future': {
'linear': undefined,
'inverse': undefined,
},
},
'rollingWindowSize': 60000.0,
});
}
/**
* @method
* @name luno#fetchCurrencies
* @description fetches all available currencies on an exchange
* @see https://www.luno.com/en/developers/api#tag/Send/operation/ListSupportedNetworks
* @param {dict} [params] extra parameters specific to the exchange API endpoint
* @returns {dict} an associative dictionary of currencies
*/
async fetchCurrencies(params = {}) {
if (!this.checkRequiredCredentials(false)) {
return {};
}
const response = await this.privateGetSendNetworks(params);
//
// {
// "networks": [
// {
// "id": 0,
// "name": "Ethereum",
// "native_currency": "ETH"
// },
// ...
// ]
// }
//
const currenciesData = this.safeList(response, 'data', []);
const grouped = this.groupBy(currenciesData, 'native_currency');
const values = Object.values(grouped);
return this.parseCurrencies(values);
}
parseCurrency(rawCurrency) {
const id = this.safeString(rawCurrency[0], 'native_currency'); // first item is guaranteed
const code = this.safeCurrencyCode(id);
const networks = {};
for (let i = 0; i < rawCurrency.length; i++) {
const networkEntry = rawCurrency[i];
const networkId = this.safeString(networkEntry, 'name');
const networkCode = this.networkIdToCode(networkId, code);
if (networkCode !== undefined) {
networks[networkCode] = {
'id': networkId,
'network': networkCode,
'limits': {
'withdraw': {
'min': undefined,
'max': undefined,
},
'deposit': {
'min': undefined,
'max': undefined,
},
},
'active': undefined,
'deposit': undefined,
'withdraw': undefined,
'fee': undefined,
'precision': undefined,
'info': networkEntry,
};
}
}
return this.safeCurrencyStructure({
'id': id,
'code': code,
'precision': undefined,
'type': undefined,
'name': undefined,
'active': undefined,
'deposit': undefined,
'withdraw': undefined,
'fee': undefined,
'limits': {
'withdraw': {
'min': undefined,
'max': undefined,
},
'deposit': {
'min': undefined,
'max': undefined,
},
},
'networks': networks,
'info': rawCurrency,
});
}
/**
* @method
* @name luno#fetchMarkets
* @description retrieves data on all markets for luno
* @see https://www.luno.com/en/developers/api#tag/Market/operation/Markets
* @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.exchangeGetMarkets(params);
//
// {
// "markets":[
// {
// "market_id":"BCHXBT",
// "trading_status":"ACTIVE",
// "base_currency":"BCH",
// "counter_currency":"XBT",
// "min_volume":"0.01",
// "max_volume":"100.00",
// "volume_scale":2,
// "min_price":"0.0001",
// "max_price":"1.00",
// "price_scale":6,
// "fee_scale":8,
// },
// ]
// }
//
const result = [];
const markets = this.safeValue(response, 'markets', []);
for (let i = 0; i < markets.length; i++) {
const market = markets[i];
const id = this.safeString(market, 'market_id');
const baseId = this.safeString(market, 'base_currency');
const quoteId = this.safeString(market, 'counter_currency');
const base = this.safeCurrencyCode(baseId);
const quote = this.safeCurrencyCode(quoteId);
const status = this.safeString(market, 'trading_status');
result.push({
'id': id,
'symbol': base + '/' + quote,
'base': base,
'quote': quote,
'settle': undefined,
'baseId': baseId,
'quoteId': quoteId,
'settleId': undefined,
'type': 'spot',
'spot': true,
'margin': false,
'swap': false,
'future': false,
'option': false,
'active': (status === 'ACTIVE'),
'contract': false,
'linear': undefined,
'inverse': undefined,
'contractSize': undefined,
'expiry': undefined,
'expiryDatetime': undefined,
'strike': undefined,
'optionType': undefined,
'precision': {
'amount': this.parseNumber(this.parsePrecision(this.safeString(market, 'volume_scale'))),
'price': this.parseNumber(this.parsePrecision(this.safeString(market, 'price_scale'))),
},
'limits': {
'leverage': {
'min': undefined,
'max': undefined,
},
'amount': {
'min': this.safeNumber(market, 'min_volume'),
'max': this.safeNumber(market, 'max_volume'),
},
'price': {
'min': this.safeNumber(market, 'min_price'),
'max': this.safeNumber(market, 'max_price'),
},
'cost': {
'min': undefined,
'max': undefined,
},
},
'created': undefined,
'info': market,
});
}
return result;
}
/**
* @method
* @name luno#fetchAccounts
* @description fetch all the accounts associated with a profile
* @see https://www.luno.com/en/developers/api#tag/Accounts/operation/getBalances
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a dictionary of [account structures]{@link https://docs.ccxt.com/?id=account-structure} indexed by the account type
*/
async fetchAccounts(params = {}) {
const response = await this.privateGetBalance(params);
const wallets = this.safeValue(response, 'balance', []);
const result = [];
for (let i = 0; i < wallets.length; i++) {
const account = wallets[i];
const accountId = this.safeString(account, 'account_id');
const currencyId = this.safeString(account, 'asset');
const code = this.safeCurrencyCode(currencyId);
result.push({
'id': accountId,
'type': undefined,
'code': code,
'info': account,
});
}
return result;
}
parseBalance(response) {
const wallets = this.safeValue(response, 'balance', []);
const result = {
'info': response,
'timestamp': undefined,
'datetime': undefined,
};
for (let i = 0; i < wallets.length; i++) {
const wallet = wallets[i];
const currencyId = this.safeString(wallet, 'asset');
const code = this.safeCurrencyCode(currencyId);
const reserved = this.safeString(wallet, 'reserved');
const unconfirmed = this.safeString(wallet, 'unconfirmed');
const balance = this.safeString(wallet, 'balance');
const reservedUnconfirmed = Precise["default"].stringAdd(reserved, unconfirmed);
const balanceUnconfirmed = Precise["default"].stringAdd(balance, unconfirmed);
if ((code !== undefined) && (code in result)) {
result[code]['used'] = Precise["default"].stringAdd(result[code]['used'], reservedUnconfirmed);
result[code]['total'] = Precise["default"].stringAdd(result[code]['total'], balanceUnconfirmed);
}
else if (code !== undefined) {
const account = this.account();
account['used'] = reservedUnconfirmed;
account['total'] = balanceUnconfirmed;
result[code] = account;
}
}
return this.safeBalance(result);
}
/**
* @method
* @name luno#fetchBalance
* @description query for balance and get the amount of funds available for trading or funds locked in orders
* @see https://www.luno.com/en/developers/api#tag/Accounts/operation/getBalances
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/?id=balance-structure}
*/
async fetchBalance(params = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
const response = await this.privateGetBalance(params);
//
// {
// "balance": [
// {'account_id': '119...1336','asset': 'XBT','balance': '0.00','reserved': '0.00',"unconfirmed": "0.00"},
// {'account_id': '66...289','asset': 'XBT','balance': '0.00','reserved': '0.00',"unconfirmed": "0.00"},
// {'account_id': '718...5300','asset': 'ETH','balance': '0.00','reserved': '0.00',"unconfirmed": "0.00"},
// {'account_id': '818...7072','asset': 'ZAR','balance': '0.001417','reserved': '0.00',"unconfirmed": "0.00"}]}
// ]
// }
//
return this.parseBalance(response);
}
/**
* @method
* @name luno#fetchOrderBook
* @description fetches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @see https://www.luno.com/en/developers/api#tag/Market/operation/GetOrderBookFull
* @see https://www.luno.com/en/developers/api#tag/Market/operation/GetOrderBook
* @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} an [order book structure]{@link https://docs.ccxt.com/?id=order-book-structure}
*/
async fetchOrderBook(symbol, limit = undefined, params = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
const market = this.market(symbol);
const request = {
'pair': market['id'],
};
let response = undefined;
if (limit !== undefined && limit <= 100) {
response = await this.publicGetOrderbookTop(this.extend(request, params));
}
else {
response = await this.publicGetOrderbook(this.extend(request, params));
}
const timestamp = this.safeInteger(response, 'timestamp');
return this.parseOrderBook(response, market['symbol'], timestamp, 'bids', 'asks', 'price', 'volume');
}
parseOrderStatus(status) {
const statuses = {
// todo add other statuses
'PENDING': 'open',
};
return this.safeString(statuses, status, status);
}
parseOrder(order, market = undefined) {
//
// {
// "base": "string",
// "completed_timestamp": "string",
// "counter": "string",
// "creation_timestamp": "string",
// "expiration_timestamp": "string",
// "fee_base": "string",
// "fee_counter": "string",
// "limit_price": "string",
// "limit_volume": "string",
// "order_id": "string",
// "pair": "string",
// "state": "PENDING",
// "type": "BID"
// }
//
const timestamp = this.safeInteger(order, 'creation_timestamp');
let status = this.parseOrderStatus(this.safeString(order, 'state'));
status = (status === 'open') ? status : status;
let side = undefined;
const orderType = this.safeString(order, 'type');
if ((orderType === 'ASK') || (orderType === 'SELL')) {
side = 'sell';
}
else if ((orderType === 'BID') || (orderType === 'BUY')) {
side = 'buy';
}
const marketId = this.safeString(order, 'pair');
market = this.safeMarket(marketId, market);
const price = this.safeString(order, 'limit_price');
const amount = this.safeString(order, 'limit_volume');
const quoteFee = this.safeNumber(order, 'fee_counter');
const baseFee = this.safeNumber(order, 'fee_base');
const filled = this.safeString(order, 'base');
const cost = this.safeString(order, 'counter');
let fee = undefined;
if (quoteFee !== undefined) {
fee = {
'cost': quoteFee,
'currency': market['quote'],
};
}
else if (baseFee !== undefined) {
fee = {
'cost': baseFee,
'currency': market['base'],
};
}
const id = this.safeString(order, 'order_id');
return this.safeOrder({
'id': id,
'clientOrderId': undefined,
'datetime': this.iso8601(timestamp),
'timestamp': timestamp,
'lastTradeTimestamp': undefined,
'status': status,
'symbol': market['symbol'],
'type': undefined,
'timeInForce': undefined,
'postOnly': undefined,
'side': side,
'price': price,
'triggerPrice': undefined,
'amount': amount,
'filled': filled,
'cost': cost,
'remaining': undefined,
'trades': undefined,
'fee': fee,
'info': order,
'average': undefined,
}, market);
}
/**
* @method
* @name luno#fetchOrder
* @description fetches information on an order made by the user
* @see https://www.luno.com/en/developers/api#tag/Orders/operation/GetOrder
* @param {string} id order id
* @param {string} symbol not used by luno fetchOrder
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object} An [order structure]{@link https://docs.ccxt.com/?id=order-structure}
*/
async fetchOrder(id, symbol = undefined, params = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
const request = {
'id': id,
};
const response = await this.privateGetOrdersId(this.extend(request, params));
return this.parseOrder(response);
}
async fetchOrdersByState(state, symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
const request = {};
let market = undefined;
if (state !== undefined) {
request['state'] = state;
}
if (symbol !== undefined) {
market = this.market(symbol);
request['pair'] = market['id'];
}
const response = await this.privateGetListorders(this.extend(request, params));
const orders = this.safeList(response, 'orders', []);
return this.parseOrders(orders, market, since, limit);
}
/**
* @method
* @name luno#fetchOrders
* @description fetches information on multiple orders made by the user
* @see https://www.luno.com/en/developers/api#tag/Orders/operation/ListOrders
* @param {string} symbol unified market symbol of the market orders were made in
* @param {int} [since] the earliest time in ms to fetch orders for
* @param {int} [limit] the maximum number of order structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/?id=order-structure}
*/
async fetchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
return await this.fetchOrdersByState(undefined, symbol, since, limit, params);
}
/**
* @method
* @name luno#fetchOpenOrders
* @description fetch all unfilled currently open orders
* @see https://www.luno.com/en/developers/api#tag/Orders/operation/ListOrders
* @param {string} symbol unified market symbol
* @param {int} [since] the earliest time in ms to fetch open orders for
* @param {int} [limit] the maximum number of open orders structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/?id=order-structure}
*/
async fetchOpenOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
return await this.fetchOrdersByState('PENDING', symbol, since, limit, params);
}
/**
* @method
* @name luno#fetchClosedOrders
* @description fetches information on multiple closed orders made by the user
* @see https://www.luno.com/en/developers/api#tag/Orders/operation/ListOrders
* @param {string} symbol unified market symbol of the market orders were made in
* @param {int} [since] the earliest time in ms to fetch orders for
* @param {int} [limit] the maximum number of order structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/?id=order-structure}
*/
async fetchClosedOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
return await this.fetchOrdersByState('COMPLETE', symbol, since, limit, params);
}
parseTicker(ticker, market = undefined) {
// {
// "pair":"XBTAUD",
// "timestamp":1642201439301,
// "bid":"59972.30000000",
// "ask":"59997.99000000",
// "last_trade":"59997.99000000",
// "rolling_24_hour_volume":"1.89510000",
// "status":"ACTIVE"
// }
const timestamp = this.safeInteger(ticker, 'timestamp');
const marketId = this.safeString(ticker, 'pair');
const symbol = this.safeSymbol(marketId, market);
const last = this.safeString(ticker, 'last_trade');
return this.safeTicker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'high': undefined,
'low': undefined,
'bid': this.safeString(ticker, 'bid'),
'bidVolume': undefined,
'ask': this.safeString(ticker, 'ask'),
'askVolume': undefined,
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': this.safeString(ticker, 'rolling_24_hour_volume'),
'quoteVolume': undefined,
'info': ticker,
}, market);
}
/**
* @method
* @name luno#fetchTickers
* @description fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market
* @see https://www.luno.com/en/developers/api#tag/Market/operation/GetTickers
* @param {string[]|undefined} 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 = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
symbols = this.marketSymbols(symbols);
const response = await this.publicGetTickers(params);
const tickers = this.indexBy(response['tickers'], 'pair');
const ids = Object.keys(tickers);
const result = {};
for (let i = 0; i < ids.length; i++) {
const id = ids[i];
const market = this.safeMarket(id);
const symbol = market['symbol'];
const ticker = tickers[id];
result[symbol] = this.parseTicker(ticker, market);
}
return this.filterByArrayTickers(result, 'symbol', symbols);
}
/**
* @method
* @name luno#fetchTicker
* @description fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @see https://www.luno.com/en/developers/api#tag/Market/operation/GetTicker
* @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 = {}) {
if (this.markets === undefined) {
await this.loadMarkets();
}
const market = this.market(symbol);
const request = {
'pair': market['id'],
};
const response = await this.publicGetTicker(this.extend(request, params));
// {
// "pair":"XBTAUD",
// "timestamp":1642201439301,
// "bid":"59972.30000000",
// "ask":"59997.99000000",
// "last_trade":"59997.99000000",
// "rolling_24_hour_volume":"1.89510000",
// "status":"ACTIVE"
// }
return this.parseTicker(response, market);
}
parseTrade(trade, market = undefined) {
//
// fetchTrades (public)
//
// {
// "sequence":276989,
// "timestamp":1648651276949,
// "price":"35773.20000000",
// "volume":"0.00300000",
// "is_buy":false
// }
//
// fetchMyTrades (private)
//
// {
// "pair":"LTCXBT",
// "sequence":3256813,
// "order_id":"BXEX6XHHDT5EGW2",
// "type":"ASK",
// "timestamp":1648652135235,
// "price":"0.002786",
// "volume":"0.10",
// "base":"0.10",
// "counter":"0.0002786",
// "fee_base":"0.0001",
// "fee_counter":"0.00",
// "is_buy":false,
// "client_order_id":""
// }
//
// For public trade data (is_buy === True) indicates 'buy' side but for private trade data
// is_buy indicates maker or taker. The value of "type" (ASK/BID) indicate sell/buy side.
// Private trade data includes ID field which public trade data does not.
const orderId = this.safeString(trade, 'order_id');
const id = this.safeString(trade, 'sequence');
let takerOrMaker = undefined;
let side = undefined;
if (orderId !== undefined) {
const type = this.safeString(trade, 'type');
if ((type === 'ASK') || (type === 'SELL')) {
side = 'sell';
}
else if ((type === 'BID') || (type === 'BUY')) {
side = 'buy';
}
if (side === 'sell' && trade['is_buy']) {
takerOrMaker = 'maker';
}
else if (side === 'buy' && !trade['is_buy']) {
takerOrMaker = 'maker';
}
else {
takerOrMaker = 'taker';
}
}
else {
side = trade['is_buy'] ? 'buy' : 'sell';
}
const feeBaseString = this.safeString(trade, 'fee_base');
const feeCounterString = this.safeString(trade, 'fee_counter');
let feeCurrency = undefined;
let feeCost = undefined;
if (feeBaseString !== undefined) {
if (!Precise["default"].stringEquals(feeBaseString, '0.0')) {
feeCurrency = this.safeString(market, 'base');
feeCost = feeBaseString;
}
}
else if (feeCounterString !== undefined) {
if (!Precise["default"].stringEquals(feeCounterString, '0.0')) {
feeCurrency = this.safeString(market, 'quote');
feeCost = feeCounterString;
}
}
const timestamp = this.safeInteger(trade, 'timestamp');
return this.safeTrade({
'info': trade,
'id': id,
'timestamp': timestamp,
'datetime': this.iso8601(timestamp),
'symbol': this.safeString(market, 'symbol'),
'order': orderId,
'type': undefined,
'side': side,
'takerOrMaker': takerOrMaker,
'price': this.safeString(trade, 'price'),
'amount': this.safeString2(trade, 'volume', 'base'),
// Does not include potential fee costs
'cost': this.safeString(trade, 'counter'),
'fee': {
'cost': feeCost,
'currency':