consequunturatque
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A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
522 lines (499 loc) • 19.8 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, ArgumentsRequired, OrderNotFound } = require ('./base/errors');
const Precise = require ('./base/Precise');
// ---------------------------------------------------------------------------
module.exports = class bitflyer extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'bitflyer',
'name': 'bitFlyer',
'countries': [ 'JP' ],
'version': 'v1',
'rateLimit': 1000, // their nonce-timestamp is in seconds...
'hostname': 'bitflyer.com', // or bitflyer.com
'has': {
'cancelOrder': true,
'CORS': false,
'createOrder': true,
'fetchBalance': true,
'fetchClosedOrders': 'emulated',
'fetchMarkets': true,
'fetchMyTrades': true,
'fetchOpenOrders': 'emulated',
'fetchOrder': 'emulated',
'fetchOrderBook': true,
'fetchOrders': true,
'fetchTicker': true,
'fetchTrades': true,
'withdraw': true,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/28051642-56154182-660e-11e7-9b0d-6042d1e6edd8.jpg',
'api': 'https://api.{hostname}',
'www': 'https://bitflyer.com',
'doc': 'https://lightning.bitflyer.com/docs?lang=en',
},
'api': {
'public': {
'get': [
'getmarkets/usa', // new (wip)
'getmarkets/eu', // new (wip)
'getmarkets', // or 'markets'
'getboard', // ...
'getticker',
'getexecutions',
'gethealth',
'getboardstate',
'getchats',
],
},
'private': {
'get': [
'getpermissions',
'getbalance',
'getbalancehistory',
'getcollateral',
'getcollateralhistory',
'getcollateralaccounts',
'getaddresses',
'getcoinins',
'getcoinouts',
'getbankaccounts',
'getdeposits',
'getwithdrawals',
'getchildorders',
'getparentorders',
'getparentorder',
'getexecutions',
'getpositions',
'gettradingcommission',
],
'post': [
'sendcoin',
'withdraw',
'sendchildorder',
'cancelchildorder',
'sendparentorder',
'cancelparentorder',
'cancelallchildorders',
],
},
},
'fees': {
'trading': {
'maker': 0.2 / 100,
'taker': 0.2 / 100,
},
'BTC/JPY': {
'maker': 0.15 / 100,
'taker': 0.15 / 100,
},
},
});
}
async fetchMarkets (params = {}) {
const jp_markets = await this.publicGetGetmarkets (params);
const us_markets = await this.publicGetGetmarketsUsa (params);
const eu_markets = await this.publicGetGetmarketsEu (params);
let markets = this.arrayConcat (jp_markets, us_markets);
markets = this.arrayConcat (markets, eu_markets);
const result = [];
for (let i = 0; i < markets.length; i++) {
const market = markets[i];
const id = this.safeString (market, 'product_code');
const currencies = id.split ('_');
let baseId = undefined;
let quoteId = undefined;
let base = undefined;
let quote = undefined;
const numCurrencies = currencies.length;
if (numCurrencies === 1) {
baseId = id.slice (0, 3);
quoteId = id.slice (3, 6);
} else if (numCurrencies === 2) {
baseId = currencies[0];
quoteId = currencies[1];
} else {
baseId = currencies[1];
quoteId = currencies[2];
}
base = this.safeCurrencyCode (baseId);
quote = this.safeCurrencyCode (quoteId);
const symbol = (numCurrencies === 2) ? (base + '/' + quote) : id;
const fees = this.safeValue (this.fees, symbol, this.fees['trading']);
let maker = this.safeValue (fees, 'maker', this.fees['trading']['maker']);
let taker = this.safeValue (fees, 'taker', this.fees['trading']['taker']);
let spot = true;
let future = false;
let type = 'spot';
if (('alias' in market) || (currencies[0] === 'FX')) {
type = 'future';
future = true;
spot = false;
maker = 0.0;
taker = 0.0;
}
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'maker': maker,
'taker': taker,
'type': type,
'spot': spot,
'future': future,
'info': market,
});
}
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
const response = await this.privateGetGetbalance (params);
//
// [
// {
// "currency_code": "JPY",
// "amount": 1024078,
// "available": 508000
// },
// {
// "currency_code": "BTC",
// "amount": 10.24,
// "available": 4.12
// },
// {
// "currency_code": "ETH",
// "amount": 20.48,
// "available": 16.38
// }
// ]
//
const result = { 'info': response };
for (let i = 0; i < response.length; i++) {
const balance = response[i];
const currencyId = this.safeString (balance, 'currency_code');
const code = this.safeCurrencyCode (currencyId);
const account = this.account ();
account['total'] = this.safeString (balance, 'amount');
account['free'] = this.safeString (balance, 'available');
result[code] = account;
}
return this.parseBalance (result, false);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'product_code': this.marketId (symbol),
};
const orderbook = await this.publicGetGetboard (this.extend (request, params));
return this.parseOrderBook (orderbook, symbol, undefined, 'bids', 'asks', 'price', 'size');
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const request = {
'product_code': this.marketId (symbol),
};
const ticker = await this.publicGetGetticker (this.extend (request, params));
const timestamp = this.parse8601 (this.safeString (ticker, 'timestamp'));
const last = this.safeNumber (ticker, 'ltp');
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': undefined,
'low': undefined,
'bid': this.safeNumber (ticker, 'best_bid'),
'bidVolume': undefined,
'ask': this.safeNumber (ticker, 'best_ask'),
'askVolume': undefined,
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': this.safeNumber (ticker, 'volume_by_product'),
'quoteVolume': undefined,
'info': ticker,
};
}
parseTrade (trade, market = undefined) {
let side = this.safeStringLower (trade, 'side');
if (side !== undefined) {
if (side.length < 1) {
side = undefined;
}
}
let order = undefined;
if (side !== undefined) {
const id = side + '_child_order_acceptance_id';
if (id in trade) {
order = trade[id];
}
}
if (order === undefined) {
order = this.safeString (trade, 'child_order_acceptance_id');
}
const timestamp = this.parse8601 (this.safeString (trade, 'exec_date'));
const priceString = this.safeString (trade, 'price');
const amountString = this.safeString (trade, 'size');
const price = this.parseNumber (priceString);
const amount = this.parseNumber (amountString);
const cost = this.parseNumber (Precise.stringMul (priceString, amountString));
const id = this.safeString (trade, 'id');
let symbol = undefined;
if (market !== undefined) {
symbol = market['symbol'];
}
return {
'id': id,
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'order': order,
'type': undefined,
'side': side,
'takerOrMaker': undefined,
'price': price,
'amount': amount,
'cost': cost,
'fee': undefined,
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'product_code': market['id'],
};
const response = await this.publicGetGetexecutions (this.extend (request, params));
return this.parseTrades (response, market, since, limit);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'product_code': this.marketId (symbol),
'child_order_type': type.toUpperCase (),
'side': side.toUpperCase (),
'price': price,
'size': amount,
};
const result = await this.privatePostSendchildorder (this.extend (request, params));
// { "status": - 200, "error_message": "Insufficient funds", "data": null }
const id = this.safeString (result, 'child_order_acceptance_id');
return {
'info': result,
'id': id,
};
}
async cancelOrder (id, symbol = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' cancelOrder() requires a `symbol` argument');
}
await this.loadMarkets ();
const request = {
'product_code': this.marketId (symbol),
'child_order_acceptance_id': id,
};
return await this.privatePostCancelchildorder (this.extend (request, params));
}
parseOrderStatus (status) {
const statuses = {
'ACTIVE': 'open',
'COMPLETED': 'closed',
'CANCELED': 'canceled',
'EXPIRED': 'canceled',
'REJECTED': 'canceled',
};
return this.safeString (statuses, status, status);
}
parseOrder (order, market = undefined) {
const timestamp = this.parse8601 (this.safeString (order, 'child_order_date'));
const amount = this.safeNumber (order, 'size');
const remaining = this.safeNumber (order, 'outstanding_size');
const filled = this.safeNumber (order, 'executed_size');
const price = this.safeNumber (order, 'price');
const status = this.parseOrderStatus (this.safeString (order, 'child_order_state'));
const type = this.safeStringLower (order, 'child_order_type');
const side = this.safeStringLower (order, 'side');
const marketId = this.safeString (order, 'product_code');
const symbol = this.safeSymbol (marketId, market);
let fee = undefined;
const feeCost = this.safeNumber (order, 'total_commission');
if (feeCost !== undefined) {
fee = {
'cost': feeCost,
'currency': undefined,
'rate': undefined,
};
}
const id = this.safeString (order, 'child_order_acceptance_id');
return this.safeOrder ({
'id': id,
'clientOrderId': undefined,
'info': order,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'status': status,
'symbol': symbol,
'type': type,
'timeInForce': undefined,
'postOnly': undefined,
'side': side,
'price': price,
'stopPrice': undefined,
'cost': undefined,
'amount': amount,
'filled': filled,
'remaining': remaining,
'fee': fee,
'average': undefined,
'trades': undefined,
});
}
async fetchOrders (symbol = undefined, since = undefined, limit = 100, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' fetchOrders() requires a `symbol` argument');
}
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'product_code': market['id'],
'count': limit,
};
const response = await this.privateGetGetchildorders (this.extend (request, params));
let orders = this.parseOrders (response, market, since, limit);
if (symbol !== undefined) {
orders = this.filterBy (orders, 'symbol', symbol);
}
return orders;
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = 100, params = {}) {
const request = {
'child_order_state': 'ACTIVE',
};
return await this.fetchOrders (symbol, since, limit, this.extend (request, params));
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = 100, params = {}) {
const request = {
'child_order_state': 'COMPLETED',
};
return await this.fetchOrders (symbol, since, limit, this.extend (request, params));
}
async fetchOrder (id, symbol = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' fetchOrder() requires a `symbol` argument');
}
const orders = await this.fetchOrders (symbol);
const ordersById = this.indexBy (orders, 'id');
if (id in ordersById) {
return ordersById[id];
}
throw new OrderNotFound (this.id + ' No order found with id ' + id);
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' fetchMyTrades() requires a `symbol` argument');
}
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'product_code': market['id'],
};
if (limit !== undefined) {
request['count'] = limit;
}
const response = await this.privateGetGetexecutions (this.extend (request, params));
return this.parseTrades (response, market, since, limit);
}
async fetchPositions (symbols = undefined, params = {}) {
if (symbols === undefined) {
throw new ArgumentsRequired (this.id + ' fetchPositions() requires a `symbols` argument, exactly one symbol in an array');
}
await this.loadMarkets ();
const request = {
'product_code': this.marketIds (symbols),
};
const response = await this.privateGetpositions (this.extend (request, params));
//
// [
// {
// "product_code": "FX_BTC_JPY",
// "side": "BUY",
// "price": 36000,
// "size": 10,
// "commission": 0,
// "swap_point_accumulate": -35,
// "require_collateral": 120000,
// "open_date": "2015-11-03T10:04:45.011",
// "leverage": 3,
// "pnl": 965,
// "sfd": -0.5
// }
// ]
//
// todo unify parsePosition/parsePositions
return response;
}
async withdraw (code, amount, address, tag = undefined, params = {}) {
this.checkAddress (address);
await this.loadMarkets ();
if (code !== 'JPY' && code !== 'USD' && code !== 'EUR') {
throw new ExchangeError (this.id + ' allows withdrawing JPY, USD, EUR only, ' + code + ' is not supported');
}
const currency = this.currency (code);
const request = {
'currency_code': currency['id'],
'amount': amount,
// 'bank_account_id': 1234,
};
const response = await this.privatePostWithdraw (this.extend (request, params));
const id = this.safeString (response, 'message_id');
return {
'info': response,
'id': id,
};
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let request = '/' + this.version + '/';
if (api === 'private') {
request += 'me/';
}
request += path;
if (method === 'GET') {
if (Object.keys (params).length) {
request += '?' + this.urlencode (params);
}
}
const baseUrl = this.implodeParams (this.urls['api'], { 'hostname': this.hostname });
const url = baseUrl + request;
if (api === 'private') {
this.checkRequiredCredentials ();
const nonce = this.nonce ().toString ();
let auth = [ nonce, method, request ].join ('');
if (Object.keys (params).length) {
if (method !== 'GET') {
body = this.json (params);
auth += body;
}
}
headers = {
'ACCESS-KEY': this.apiKey,
'ACCESS-TIMESTAMP': nonce,
'ACCESS-SIGN': this.hmac (this.encode (auth), this.encode (this.secret)),
'Content-Type': 'application/json',
};
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
};