consequunturatque
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
1,197 lines (1,176 loc) • 77.7 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { TICK_SIZE } = require ('./base/functions/number');
const { ExchangeError, InvalidOrder, BadRequest, InsufficientFunds, OrderNotFound, AuthenticationError, RateLimitExceeded, ExchangeNotAvailable, CancelPending, ArgumentsRequired, PermissionDenied } = require ('./base/errors');
const Precise = require ('./base/Precise');
// ---------------------------------------------------------------------------
module.exports = class ftx extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'ftx',
'name': 'FTX',
'countries': [ 'HK' ],
'rateLimit': 50,
'certified': true,
'pro': true,
'hostname': 'ftx.com', // or ftx.us
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/67149189-df896480-f2b0-11e9-8816-41593e17f9ec.jpg',
'www': 'https://ftx.com',
'api': {
'public': 'https://{hostname}',
'private': 'https://{hostname}',
},
'doc': 'https://github.com/ftexchange/ftx',
'fees': 'https://ftexchange.zendesk.com/hc/en-us/articles/360024479432-Fees',
'referral': 'https://ftx.com/#a=1623029',
},
'has': {
'cancelAllOrders': true,
'cancelOrder': true,
'createOrder': true,
'editOrder': true,
'fetchBalance': true,
'fetchClosedOrders': false,
'fetchCurrencies': true,
'fetchDepositAddress': true,
'fetchDeposits': true,
'fetchFundingFees': false,
'fetchMarkets': true,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': true,
'fetchTicker': true,
'fetchTickers': true,
'fetchTrades': true,
'fetchTradingFees': true,
'fetchWithdrawals': true,
'withdraw': true,
},
'timeframes': {
'15s': '15',
'1m': '60',
'5m': '300',
'15m': '900',
'1h': '3600',
'4h': '14400',
'1d': '86400',
},
'api': {
'public': {
'get': [
'coins',
'markets',
'markets/{market_name}',
'markets/{market_name}/orderbook', // ?depth={depth}
'markets/{market_name}/trades', // ?limit={limit}&start_time={start_time}&end_time={end_time}
'markets/{market_name}/candles', // ?resolution={resolution}&limit={limit}&start_time={start_time}&end_time={end_time}
// futures
'futures',
'futures/{future_name}',
'futures/{future_name}/stats',
'funding_rates',
'indexes/{index_name}/weights',
'expired_futures',
'indexes/{market_name}/candles', // ?resolution={resolution}&limit={limit}&start_time={start_time}&end_time={end_time}
// leverage tokens
'lt/tokens',
'lt/{token_name}',
// options
'options/requests',
'options/trades',
'stats/24h_options_volume',
'options/historical_volumes/BTC',
'options/open_interest/BTC',
'options/historical_open_interest/BTC',
],
},
'private': {
'get': [
'account',
'positions',
'wallet/coins',
'wallet/balances',
'wallet/all_balances',
'wallet/deposit_address/{coin}', // ?method={method}
'wallet/deposits',
'wallet/withdrawals',
'wallet/withdrawal_fee',
'wallet/airdrops',
'wallet/saved_addresses',
'orders', // ?market={market}
'orders/history', // ?market={market}
'orders/{order_id}',
'orders/by_client_id/{client_order_id}',
'conditional_orders', // ?market={market}
'conditional_orders/{conditional_order_id}/triggers',
'conditional_orders/history', // ?market={market}
'spot_margin/borrow_rates',
'spot_margin/lending_rates',
'spot_margin/borrow_summary',
'spot_margin/market_info', // ?market={market}
'spot_margin/borrow_history',
'spot_margin/lending_history',
'spot_margin/offers',
'spot_margin/lending_info',
'fills', // ?market={market}
'funding_payments',
// leverage tokens
'lt/balances',
'lt/creations',
'lt/redemptions',
// subaccounts
'subaccounts',
'subaccounts/{nickname}/balances',
// otc
'otc/quotes/{quoteId}',
// options
'options/my_requests',
'options/requests/{request_id}/quotes',
'options/my_quotes',
'options/account_info',
'options/positions',
'options/fills',
// staking
'staking/stakes',
'staking/unstake_requests',
'staking/balances',
'staking/staking_rewards',
],
'post': [
'account/leverage',
'wallet/withdrawals',
'wallet/saved_addresses',
'orders',
'conditional_orders',
'orders/{order_id}/modify',
'orders/by_client_id/{client_order_id}/modify',
'conditional_orders/{order_id}/modify',
// spot margin
'spot_margin/offers',
// leverage tokens
'lt/{token_name}/create',
'lt/{token_name}/redeem',
// subaccounts
'subaccounts',
'subaccounts/update_name',
'subaccounts/transfer',
// otc
'otc/quotes/{quote_id}/accept',
'otc/quotes',
// options
'options/requests',
'options/requests/{request_id}/quotes',
'options/quotes/{quote_id}/accept',
// staking
'staking/unstake_requests',
'srm_stakes/stakes',
],
'delete': [
'wallet/saved_addresses/{saved_address_id}',
'orders/{order_id}',
'orders/by_client_id/{client_order_id}',
'orders',
'conditional_orders/{order_id}',
// subaccounts
'subaccounts',
// options
'options/requests/{request_id}',
'options/quotes/{quote_id}',
// staking
'staking/unstake_requests/{request_id}',
],
},
},
'fees': {
'trading': {
'tierBased': true,
'percentage': true,
'maker': 0.02 / 100,
'taker': 0.07 / 100,
'tiers': {
'taker': [
[0, 0.07 / 100],
[1000000, 0.06 / 100],
[5000000, 0.055 / 100],
[10000000, 0.05 / 100],
[15000000, 0.045 / 100],
[35000000, 0.04 / 100],
],
'maker': [
[0, 0.02 / 100],
[1000000, 0.02 / 100],
[5000000, 0.015 / 100],
[10000000, 0.015 / 100],
[15000000, 0.01 / 100],
[35000000, 0.01 / 100],
],
},
},
'funding': {
'withdraw': {},
},
},
'exceptions': {
'exact': {
'Please slow down': RateLimitExceeded, // {"error":"Please slow down","success":false}
'Size too small for provide': InvalidOrder, // {"error":"Size too small for provide","success":false}
'Not logged in': AuthenticationError, // {"error":"Not logged in","success":false}
'Not enough balances': InsufficientFunds, // {"error":"Not enough balances","success":false}
'InvalidPrice': InvalidOrder, // {"error":"Invalid price","success":false}
'Size too small': InvalidOrder, // {"error":"Size too small","success":false}
'Size too large': InvalidOrder, // {"error":"Size too large","success":false}
'Missing parameter price': InvalidOrder, // {"error":"Missing parameter price","success":false}
'Order not found': OrderNotFound, // {"error":"Order not found","success":false}
'Order already closed': InvalidOrder, // {"error":"Order already closed","success":false}
'Trigger price too high': InvalidOrder, // {"error":"Trigger price too high","success":false}
'Trigger price too low': InvalidOrder, // {"error":"Trigger price too low","success":false}
'Order already queued for cancellation': CancelPending, // {"error":"Order already queued for cancellation","success":false}
},
'broad': {
'Account does not have enough margin for order': InsufficientFunds,
'Invalid parameter': BadRequest, // {"error":"Invalid parameter start_time","success":false}
'The requested URL was not found on the server': BadRequest,
'No such coin': BadRequest,
'No such market': BadRequest,
'Do not send more than': RateLimitExceeded,
'An unexpected error occurred': ExchangeNotAvailable, // {"error":"An unexpected error occurred, please try again later (58BC21C795).","success":false}
'Please retry request': ExchangeNotAvailable, // {"error":"Please retry request","success":false}
'Please try again': ExchangeNotAvailable, // {"error":"Please try again","success":false}
'Only have permissions for subaccount': PermissionDenied, // {"success":false,"error":"Only have permissions for subaccount *sub_name*"}
},
},
'precisionMode': TICK_SIZE,
'options': {
// support for canceling conditional orders
// https://github.com/ccxt/ccxt/issues/6669
'cancelOrder': {
'method': 'privateDeleteOrdersOrderId', // privateDeleteConditionalOrdersOrderId
},
'fetchOpenOrders': {
'method': 'privateGetOrders', // privateGetConditionalOrders
},
'fetchOrders': {
'method': 'privateGetOrdersHistory', // privateGetConditionalOrdersHistory
},
'sign': {
'ftx.com': 'FTX',
'ftx.us': 'FTXUS',
},
},
});
}
async fetchCurrencies (params = {}) {
const response = await this.publicGetCoins (params);
const currencies = this.safeValue (response, 'result', []);
//
// {
// "success":true,
// "result": [
// {"id":"BTC","name":"Bitcoin"},
// {"id":"ETH","name":"Ethereum"},
// {"id":"ETHMOON","name":"10X Long Ethereum Token","underlying":"ETH"},
// {"id":"EOSBULL","name":"3X Long EOS Token","underlying":"EOS"},
// ],
// }
//
const result = {};
for (let i = 0; i < currencies.length; i++) {
const currency = currencies[i];
const id = this.safeString (currency, 'id');
const code = this.safeCurrencyCode (id);
const name = this.safeString (currency, 'name');
result[code] = {
'id': id,
'code': code,
'info': currency,
'type': undefined,
'name': name,
'active': undefined,
'fee': undefined,
'precision': undefined,
'limits': {
'withdraw': { 'min': undefined, 'max': undefined },
'amount': { 'min': undefined, 'max': undefined },
},
};
}
return result;
}
async fetchMarkets (params = {}) {
const response = await this.publicGetMarkets (params);
//
// {
// 'success': true,
// "result": [
// {
// "ask":170.37,
// "baseCurrency":null,
// "bid":170.31,
// "change1h":-0.019001554672655036,
// "change24h":-0.024841165359738997,
// "changeBod":-0.03816406029469881,
// "enabled":true,
// "last":170.37,
// "name":"ETH-PERP",
// "price":170.37,
// "priceIncrement":0.01,
// "quoteCurrency":null,
// "quoteVolume24h":7742164.59889,
// "sizeIncrement":0.001,
// "type":"future",
// "underlying":"ETH",
// "volumeUsd24h":7742164.59889
// },
// {
// "ask":170.44,
// "baseCurrency":"ETH",
// "bid":170.41,
// "change1h":-0.018485459257126403,
// "change24h":-0.023825887743413515,
// "changeBod":-0.037605872388481086,
// "enabled":true,
// "last":172.72,
// "name":"ETH/USD",
// "price":170.44,
// "priceIncrement":0.01,
// "quoteCurrency":"USD",
// "quoteVolume24h":382802.0252,
// "sizeIncrement":0.001,
// "type":"spot",
// "underlying":null,
// "volumeUsd24h":382802.0252
// },
// ],
// }
//
const result = [];
const markets = this.safeValue (response, 'result', []);
for (let i = 0; i < markets.length; i++) {
const market = markets[i];
const id = this.safeString (market, 'name');
const baseId = this.safeString2 (market, 'baseCurrency', 'underlying');
const quoteId = this.safeString (market, 'quoteCurrency', 'USD');
const type = this.safeString (market, 'type');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
// check if a market is a spot or future market
const symbol = (type === 'future') ? this.safeString (market, 'name') : (base + '/' + quote);
const active = this.safeValue (market, 'enabled');
const sizeIncrement = this.safeNumber (market, 'sizeIncrement');
const priceIncrement = this.safeNumber (market, 'priceIncrement');
const precision = {
'amount': sizeIncrement,
'price': priceIncrement,
};
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'type': type,
'future': (type === 'future'),
'spot': (type === 'spot'),
'active': active,
'precision': precision,
'limits': {
'amount': {
'min': sizeIncrement,
'max': undefined,
},
'price': {
'min': priceIncrement,
'max': undefined,
},
'cost': {
'min': undefined,
'max': undefined,
},
},
'info': market,
});
}
return result;
}
parseTicker (ticker, market = undefined) {
//
// {
// "ask":171.29,
// "baseCurrency":null, // base currency for spot markets
// "bid":171.24,
// "change1h":-0.0012244897959183673,
// "change24h":-0.031603346901854366,
// "changeBod":-0.03297013492914808,
// "enabled":true,
// "last":171.44,
// "name":"ETH-PERP",
// "price":171.29,
// "priceIncrement":0.01,
// "quoteCurrency":null, // quote currency for spot markets
// "quoteVolume24h":8570651.12113,
// "sizeIncrement":0.001,
// "type":"future",
// "underlying":"ETH", // null for spot markets
// "volumeUsd24h":8570651.12113,
// }
//
let symbol = undefined;
const marketId = this.safeString (ticker, 'name');
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
} else {
const type = this.safeString (ticker, 'type');
if (type === 'future') {
symbol = marketId;
} else {
const base = this.safeCurrencyCode (this.safeString (ticker, 'baseCurrency'));
const quote = this.safeCurrencyCode (this.safeString (ticker, 'quoteCurrency'));
if ((base !== undefined) && (quote !== undefined)) {
symbol = base + '/' + quote;
}
}
}
if ((symbol === undefined) && (market !== undefined)) {
symbol = market['symbol'];
}
const last = this.safeNumber (ticker, 'last');
const timestamp = this.safeTimestamp (ticker, 'time', this.milliseconds ());
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeNumber (ticker, 'high'),
'low': this.safeNumber (ticker, 'low'),
'bid': this.safeNumber (ticker, 'bid'),
'bidVolume': this.safeNumber (ticker, 'bidSize'),
'ask': this.safeNumber (ticker, 'ask'),
'askVolume': this.safeNumber (ticker, 'askSize'),
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': this.safeNumber (ticker, 'change24h'),
'average': undefined,
'baseVolume': undefined,
'quoteVolume': this.safeNumber (ticker, 'quoteVolume24h'),
'info': ticker,
};
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'market_name': market['id'],
};
const response = await this.publicGetMarketsMarketName (this.extend (request, params));
//
// {
// "success":true,
// "result":{
// "ask":171.29,
// "baseCurrency":null, // base currency for spot markets
// "bid":171.24,
// "change1h":-0.0012244897959183673,
// "change24h":-0.031603346901854366,
// "changeBod":-0.03297013492914808,
// "enabled":true,
// "last":171.44,
// "name":"ETH-PERP",
// "price":171.29,
// "priceIncrement":0.01,
// "quoteCurrency":null, // quote currency for spot markets
// "quoteVolume24h":8570651.12113,
// "sizeIncrement":0.001,
// "type":"future",
// "underlying":"ETH", // null for spot markets
// "volumeUsd24h":8570651.12113,
// }
// }
//
const result = this.safeValue (response, 'result', {});
return this.parseTicker (result, market);
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
const response = await this.publicGetMarkets (params);
//
// {
// 'success': true,
// "result": [
// {
// "ask":170.44,
// "baseCurrency":"ETH",
// "bid":170.41,
// "change1h":-0.018485459257126403,
// "change24h":-0.023825887743413515,
// "changeBod":-0.037605872388481086,
// "enabled":true,
// "last":172.72,
// "name":"ETH/USD",
// "price":170.44,
// "priceIncrement":0.01,
// "quoteCurrency":"USD",
// "quoteVolume24h":382802.0252,
// "sizeIncrement":0.001,
// "type":"spot",
// "underlying":null,
// "volumeUsd24h":382802.0252
// },
// ],
// }
//
const tickers = this.safeValue (response, 'result', []);
return this.parseTickers (tickers, symbols);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'market_name': market['id'],
};
if (limit !== undefined) {
request['depth'] = limit; // max 100, default 20
}
const response = await this.publicGetMarketsMarketNameOrderbook (this.extend (request, params));
//
// {
// "success":true,
// "result":{
// "asks":[
// [171.95,279.865],
// [171.98,102.42],
// [171.99,124.11],
// ],
// "bids":[
// [171.93,69.749],
// [171.9,288.325],
// [171.88,87.47],
// ],
// }
// }
//
const result = this.safeValue (response, 'result', {});
return this.parseOrderBook (result, symbol);
}
parseOHLCV (ohlcv, market = undefined) {
//
// {
// "close":177.23,
// "high":177.45,
// "low":177.2,
// "open":177.43,
// "startTime":"2019-10-17T13:27:00+00:00",
// "time":1571318820000.0,
// "volume":0.0
// }
//
return [
this.safeInteger (ohlcv, 'time'),
this.safeNumber (ohlcv, 'open'),
this.safeNumber (ohlcv, 'high'),
this.safeNumber (ohlcv, 'low'),
this.safeNumber (ohlcv, 'close'),
this.safeNumber (ohlcv, 'volume'),
];
}
getMarketId (symbol, key, params = {}) {
const parts = this.getMarketParams (symbol, key, params);
return this.safeString (parts, 1, symbol);
}
getMarketParams (symbol, key, params = {}) {
let market = undefined;
let marketId = undefined;
if (symbol in this.markets) {
market = this.market (symbol);
marketId = market['id'];
} else {
marketId = this.safeString (params, key, symbol);
}
return [ market, marketId ];
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const [ market, marketId ] = this.getMarketParams (symbol, 'market_name', params);
const request = {
'resolution': this.timeframes[timeframe],
'market_name': marketId,
};
// max 1501 candles, including the current candle when since is not specified
limit = (limit === undefined) ? 1501 : limit;
if (since === undefined) {
request['end_time'] = this.seconds ();
request['limit'] = limit;
request['start_time'] = request['end_time'] - limit * this.parseTimeframe (timeframe);
} else {
request['start_time'] = parseInt (since / 1000);
request['limit'] = limit;
request['end_time'] = this.sum (request['start_time'], limit * this.parseTimeframe (timeframe));
}
const response = await this.publicGetMarketsMarketNameCandles (this.extend (request, params));
//
// {
// "success": true,
// "result":[
// {
// "close":177.23,
// "high":177.45,
// "low":177.2,
// "open":177.43,
// "startTime":"2019-10-17T13:27:00+00:00",
// "time":1571318820000.0,
// "volume":0.0
// },
// {
// "close":177.26,
// "high":177.33,
// "low":177.23,
// "open":177.23,
// "startTime":"2019-10-17T13:28:00+00:00",
// "time":1571318880000.0,
// "volume":0.0
// },
// ],
// }
//
const result = this.safeValue (response, 'result', []);
return this.parseOHLCVs (result, market, timeframe, since, limit);
}
parseTrade (trade, market = undefined) {
//
// fetchTrades (public)
//
// {
// "id":1715826,
// "liquidation":false,
// "price":171.62,
// "side":"buy",
// "size":2.095,
// "time":"2019-10-18T12:59:54.288166+00:00"
// }
//
// fetchMyTrades (private)
//
// {
// "fee": 20.1374935,
// "feeRate": 0.0005,
// "feeCurrency": "USD",
// "future": "EOS-0329",
// "id": 11215,
// "liquidity": "taker",
// "market": "EOS-0329",
// "baseCurrency": null,
// "quoteCurrency": null,
// "orderId": 8436981,
// "price": 4.201,
// "side": "buy",
// "size": 9587,
// "time": "2019-03-27T19:15:10.204619+00:00",
// "type": "order"
// }
//
// {
// "baseCurrency": "BTC",
// "fee": 0,
// "feeCurrency": "USD",
// "feeRate": 0,
// "future": null,
// "id": 664079556,
// "liquidity": "taker",
// "market": null,
// "orderId": null,
// "price": 34830.61359,
// "quoteCurrency": "USD",
// "side": "sell",
// "size": 0.0005996,
// "time": "2021-01-15T16:05:29.246135+00:00",
// "tradeId": null,
// "type": "otc"
// }
//
// with -ve fee
// {
// "id": 1171258927,
// "fee": -0.0000713875,
// "side": "sell",
// "size": 1,
// "time": "2021-03-11T13:34:35.523627+00:00",
// "type": "order",
// "price": 14.2775,
// "future": null,
// "market": "SOL/USD",
// "feeRate": -0.000005,
// "orderId": 33182929044,
// "tradeId": 582936801,
// "liquidity": "maker",
// "feeCurrency": "USD",
// "baseCurrency": "SOL",
// "quoteCurrency": "USD"
// }
//
// // from OTC order
// {
// "id": 1172129651,
// "fee": 0,
// "side": "sell",
// "size": 1.47568846,
// "time": "2021-03-11T15:04:46.893383+00:00",
// "type": "otc",
// "price": 14.60932598,
// "future": null,
// "market": null,
// "feeRate": 0,
// "orderId": null,
// "tradeId": null,
// "liquidity": "taker",
// "feeCurrency": "USD",
// "baseCurrency": "BCHA",
// "quoteCurrency": "USD"
// }
const id = this.safeString (trade, 'id');
const takerOrMaker = this.safeString (trade, 'liquidity');
const marketId = this.safeString (trade, 'market');
let symbol = undefined;
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
symbol = market['symbol'];
} else {
const base = this.safeCurrencyCode (this.safeString (trade, 'baseCurrency'));
const quote = this.safeCurrencyCode (this.safeString (trade, 'quoteCurrency'));
if ((base !== undefined) && (quote !== undefined)) {
symbol = base + '/' + quote;
} else {
symbol = marketId;
}
}
const timestamp = this.parse8601 (this.safeString (trade, 'time'));
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));
if ((symbol === undefined) && (market !== undefined)) {
symbol = market['symbol'];
}
const side = this.safeString (trade, 'side');
let fee = undefined;
const feeCost = this.safeNumber (trade, 'fee');
if (feeCost !== undefined) {
const feeCurrencyId = this.safeString (trade, 'feeCurrency');
const feeCurrencyCode = this.safeCurrencyCode (feeCurrencyId);
fee = {
'cost': feeCost,
'currency': feeCurrencyCode,
'rate': this.safeNumber (trade, 'feeRate'),
};
}
const orderId = this.safeString (trade, 'orderId');
return {
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'id': id,
'order': orderId,
'type': undefined,
'takerOrMaker': takerOrMaker,
'side': side,
'price': price,
'amount': amount,
'cost': cost,
'fee': fee,
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const [ market, marketId ] = this.getMarketParams (symbol, 'market_name', params);
const request = {
'market_name': marketId,
};
if (since !== undefined) {
request['start_time'] = parseInt (since / 1000);
// start_time doesn't work without end_time
request['end_time'] = this.seconds ();
}
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this.publicGetMarketsMarketNameTrades (this.extend (request, params));
//
// {
// "success":true,
// "result":[
// {
// "id":1715826,
// "liquidation":false,
// "price":171.62,
// "side":"buy",
// "size":2.095,
// "time":"2019-10-18T12:59:54.288166+00:00"
// },
// {
// "id":1715763,
// "liquidation":false,
// "price":171.89,
// "side":"sell",
// "size":1.477,
// "time":"2019-10-18T12:58:38.443734+00:00"
// },
// ],
// }
//
const result = this.safeValue (response, 'result', []);
return this.parseTrades (result, market, since, limit);
}
async fetchTradingFees (params = {}) {
await this.loadMarkets ();
const response = await this.privateGetAccount (params);
//
// {
// "success": true,
// "result": {
// "backstopProvider": true,
// "collateral": 3568181.02691129,
// "freeCollateral": 1786071.456884368,
// "initialMarginRequirement": 0.12222384240257728,
// "liquidating": false,
// "maintenanceMarginRequirement": 0.07177992558058484,
// "makerFee": 0.0002,
// "marginFraction": 0.5588433331419503,
// "openMarginFraction": 0.2447194090423075,
// "takerFee": 0.0005,
// "totalAccountValue": 3568180.98341129,
// "totalPositionSize": 6384939.6992,
// "username": "user@domain.com",
// "positions": [
// {
// "cost": -31.7906,
// "entryPrice": 138.22,
// "future": "ETH-PERP",
// "initialMarginRequirement": 0.1,
// "longOrderSize": 1744.55,
// "maintenanceMarginRequirement": 0.04,
// "netSize": -0.23,
// "openSize": 1744.32,
// "realizedPnl": 3.39441714,
// "shortOrderSize": 1732.09,
// "side": "sell",
// "size": 0.23,
// "unrealizedPnl": 0,
// },
// ],
// },
// }
//
const result = this.safeValue (response, 'result', {});
return {
'info': response,
'maker': this.safeNumber (result, 'makerFee'),
'taker': this.safeNumber (result, 'takerFee'),
};
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
const response = await this.privateGetWalletBalances (params);
//
// {
// "success": true,
// "result": [
// {
// "coin": "USDTBEAR",
// "free": 2320.2,
// "total": 2340.2
// },
// ],
// }
//
const result = {
'info': response,
};
const balances = this.safeValue (response, 'result', []);
for (let i = 0; i < balances.length; i++) {
const balance = balances[i];
const code = this.safeCurrencyCode (this.safeString (balance, 'coin'));
const account = this.account ();
account['free'] = this.safeString (balance, 'free');
account['total'] = this.safeString (balance, 'total');
result[code] = account;
}
return this.parseBalance (result, false);
}
parseOrderStatus (status) {
const statuses = {
'new': 'open',
'open': 'open',
'closed': 'closed', // filled or canceled
'triggered': 'closed',
};
return this.safeString (statuses, status, status);
}
parseOrder (order, market = undefined) {
//
// limit orders - fetchOrder, fetchOrders, fetchOpenOrders, createOrder, editOrder
//
// {
// "createdAt": "2019-03-05T09:56:55.728933+00:00",
// "filledSize": 0,
// "future": "XRP-PERP",
// "id": 9596912,
// "market": "XRP-PERP",
// "price": 0.306525,
// "remainingSize": 31431,
// "side": "sell",
// "size": 31431,
// "status": "open",
// "type": "limit",
// "reduceOnly": false,
// "ioc": false,
// "postOnly": false,
// "clientId": null,
// }
//
// market orders - fetchOrder, fetchOrders, fetchOpenOrders, createOrder
//
// {
// "avgFillPrice": 2666.0,
// "clientId": None,
// "createdAt": "2020-02-12T00: 53: 49.009726+00: 00",
// "filledSize": 0.0007,
// "future": None,
// "id": 3109208514,
// "ioc": True,
// "market": "BNBBULL/USD",
// "postOnly": False,
// "price": None,
// "reduceOnly": False,
// "remainingSize": 0.0,
// "side": "buy",
// "size": 0.0007,
// "status": "closed",
// "type": "market"
// }
//
// createOrder (conditional, "stop", "trailingStop", or "takeProfit")
//
// {
// "createdAt": "2019-03-05T09:56:55.728933+00:00",
// "future": "XRP-PERP",
// "id": 9596912,
// "market": "XRP-PERP",
// "triggerPrice": 0.306525,
// "orderId": null,
// "side": "sell",
// "size": 31431,
// "status": "open",
// "type": "stop",
// "orderPrice": null,
// "error": null,
// "triggeredAt": null,
// "reduceOnly": false
// }
//
// editOrder (conditional, stop, trailing stop, take profit)
//
// {
// "createdAt": "2019-03-05T09:56:55.728933+00:00",
// "future": "XRP-PERP",
// "id": 9596912,
// "market": "XRP-PERP",
// "triggerPrice": 0.306225,
// "orderId": null,
// "side": "sell",
// "size": 31431,
// "status": "open",
// "type": "stop",
// "orderPrice": null,
// "error": null,
// "triggeredAt": null,
// "reduceOnly": false,
// "orderType": "market",
// "filledSize": 0,
// "avgFillPrice": null,
// "retryUntilFilled": false
// }
//
// canceled order with a closed status
//
// {
// "avgFillPrice":null,
// "clientId":null,
// "createdAt":"2020-09-01T13:45:57.119695+00:00",
// "filledSize":0.0,
// "future":null,
// "id":8553541288,
// "ioc":false,
// "liquidation":false,
// "market":"XRP/USDT",
// "postOnly":false,
// "price":0.5,
// "reduceOnly":false,
// "remainingSize":0.0,
// "side":"sell",
// "size":46.0,
// "status":"closed",
// "type":"limit"
// }
//
const id = this.safeString (order, 'id');
const timestamp = this.parse8601 (this.safeString (order, 'createdAt'));
let status = this.parseOrderStatus (this.safeString (order, 'status'));
const amount = this.safeNumber (order, 'size');
const filled = this.safeNumber (order, 'filledSize');
let remaining = this.safeNumber (order, 'remainingSize');
if ((remaining === 0.0) && (amount !== undefined) && (filled !== undefined)) {
remaining = Math.max (amount - filled, 0);
if (remaining > 0) {
status = 'canceled';
}
}
let symbol = undefined;
const marketId = this.safeString (order, 'market');
if (marketId !== undefined) {
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
symbol = market['symbol'];
} else {
// support for delisted market ids
// https://github.com/ccxt/ccxt/issues/7113
symbol = marketId;
}
}
if ((symbol === undefined) && (market !== undefined)) {
symbol = market['symbol'];
}
const side = this.safeString (order, 'side');
const type = this.safeString (order, 'type');
const average = this.safeNumber (order, 'avgFillPrice');
const price = this.safeNumber2 (order, 'price', 'triggerPrice', average);
let cost = undefined;
if (filled !== undefined && price !== undefined) {
cost = filled * price;
}
const lastTradeTimestamp = this.parse8601 (this.safeString (order, 'triggeredAt'));
const clientOrderId = this.safeString (order, 'clientId');
const stopPrice = this.safeNumber (order, 'triggerPrice');
const postOnly = this.safeValue (order, 'postOnly');
return {
'info': order,
'id': id,
'clientOrderId': clientOrderId,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': lastTradeTimestamp,
'symbol': symbol,
'type': type,
'timeInForce': undefined,
'postOnly': postOnly,
'side': side,
'price': price,
'stopPrice': stopPrice,
'amount': amount,
'cost': cost,
'average': average,
'filled': filled,
'remaining': remaining,
'status': status,
'fee': undefined,
'trades': undefined,
};
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'market': market['id'],
'side': side, // "buy" or "sell"
// 'price': 0.306525, // send null for market orders
'type': type, // "limit", "market", "stop", "trailingStop", or "takeProfit"
'size': parseFloat (this.amountToPrecision (symbol, amount)),
// 'reduceOnly': false, // optional, default is false
// 'ioc': false, // optional, default is false, limit or market orders only
// 'postOnly': false, // optional, default is false, limit or market orders only
// 'clientId': 'abcdef0123456789', // string, optional, client order id, limit or market orders only
};
const clientOrderId = this.safeString2 (params, 'clientId', 'clientOrderId');
if (clientOrderId !== undefined) {
request['clientId'] = clientOrderId;
params = this.omit (params, [ 'clientId', 'clientOrderId' ]);
}
let method = undefined;
if (type === 'limit') {
method = 'privatePostOrders';
request['price'] = parseFloat (this.priceToPrecision (symbol, price));
} else if (type === 'market') {
method = 'privatePostOrders';
request['price'] = null;
} else if ((type === 'stop') || (type === 'takeProfit')) {
method = 'privatePostConditionalOrders';
const stopPrice = this.safeNumber2 (params, 'stopPrice', 'triggerPrice');
if (stopPrice === undefined) {
throw new ArgumentsRequired (this.id + ' createOrder () requires a stopPrice parameter or a triggerPrice parameter for ' + type + ' orders');
} else {
params = this.omit (params, [ 'stopPrice', 'triggerPrice' ]);
request['triggerPrice'] = parseFloat (this.priceToPrecision (symbol, stopPrice));
}
if (price !== undefined) {
request['orderPrice'] = parseFloat (this.priceToPrecision (symbol, price)); // optional, order type is limit if this is specified, otherwise market
}
} else if (type === 'trailingStop') {
method = 'privatePostConditionalOrders';
request['trailValue'] = parseFloat (this.priceToPrecision (symbol, price)); // negative for "sell", positive for "buy"
} else {
throw new InvalidOrder (this.id + ' createOrder () does not support order type ' + type + ', only limit, market, stop, trailingStop, or takeProfit orders are supported');
}
const response = await this[method] (this.extend (request, params));
//
// orders
//
// {
// "success": true,
// "result": [
// {
// "createdAt": "2019-03-05T09:56:55.728933+00:00",
// "filledSize": 0,
// "future": "XRP-PERP",
// "id": 9596912,
// "market": "XRP-PERP",
// "price": 0.306525,
// "remainingSize": 31431,
// "side": "sell",
// "size": 31431,
// "status": "open",
// "type": "limit",
// "reduceOnly": false,
// "ioc": false,
// "postOnly": false,
// "clientId": null,
// }
// ]
// }
//
// conditional orders
//
// {
// "success": true,
// "result": [
// {
// "createdAt": "2019-03-05T09:56:55.728933+00:00",
// "future": "XRP-PERP",
// "id": 9596912,
// "market": "XRP-PERP",
// "triggerPrice": 0.306525,
// "orderId": null,
// "side": "sell",
// "size": 31431,
// "status": "open",
// "type": "stop",
// "orderPrice": null,
// "error": null,
// "triggeredAt