consequunturatque
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
1,091 lines (1,061 loc) • 68.9 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { AuthenticationError, ExchangeError, PermissionDenied, ExchangeNotAvailable, OnMaintenance, InvalidOrder, OrderNotFound, InsufficientFunds, ArgumentsRequired, BadSymbol, BadRequest, RequestTimeout, NetworkError } = require ('./base/errors');
const { TRUNCATE } = require ('./base/functions/number');
const Precise = require ('./base/Precise');
// ---------------------------------------------------------------------------
module.exports = class huobipro extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'huobipro',
'name': 'Huobi Pro',
'countries': [ 'CN' ],
'rateLimit': 2000,
'userAgent': this.userAgents['chrome39'],
'version': 'v1',
'accounts': undefined,
'accountsById': undefined,
'hostname': 'api.huobi.pro', // api.testnet.huobi.pro
'pro': true,
'has': {
'cancelAllOrders': true,
'cancelOrder': true,
'cancelOrders': true,
'CORS': false,
'createOrder': true,
'fetchBalance': true,
'fetchClosedOrders': true,
'fetchCurrencies': true,
'fetchDepositAddress': true,
'fetchDeposits': true,
'fetchMarkets': true,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': true,
'fetchTicker': true,
'fetchTickers': true,
'fetchTrades': true,
'fetchTradingLimits': true,
'fetchWithdrawals': true,
'withdraw': true,
},
'timeframes': {
'1m': '1min',
'5m': '5min',
'15m': '15min',
'30m': '30min',
'1h': '60min',
'4h': '4hour',
'1d': '1day',
'1w': '1week',
'1M': '1mon',
'1y': '1year',
},
'urls': {
'test': {
'market': 'https://api.testnet.huobi.pro',
'public': 'https://api.testnet.huobi.pro',
'private': 'https://api.testnet.huobi.pro',
},
'logo': 'https://user-images.githubusercontent.com/1294454/76137448-22748a80-604e-11ea-8069-6e389271911d.jpg',
'api': {
'market': 'https://{hostname}',
'public': 'https://{hostname}',
'private': 'https://{hostname}',
'v2Public': 'https://{hostname}',
'v2Private': 'https://{hostname}',
},
'www': 'https://www.huobi.com',
'referral': 'https://www.huobi.com/en-us/topic/invited/?invite_code=rwrd3',
'doc': 'https://huobiapi.github.io/docs/spot/v1/cn/',
'fees': 'https://www.huobi.com/about/fee/',
},
'api': {
'v2Public': {
'get': [
'reference/currencies',
],
},
'v2Private': {
'get': [
'account/ledger',
'account/withdraw/quota',
'account/withdraw/address', // 提币地址查询(限母用户可用)
'account/deposit/address',
'reference/transact-fee-rate',
'account/asset-valuation', // 获取账户资产估值
'point/account', // 点卡余额查询
'sub-user/user-list', // 获取子用户列表
'sub-user/user-state', // 获取特定子用户的用户状态
'sub-user/account-list', // 获取特定子用户的账户列表
'sub-user/deposit-address', // 子用户充币地址查询
'sub-user/query-deposit', // 子用户充币记录查询
'user/api-key', // 母子用户API key信息查询
],
'post': [
'account/transfer',
'point/transfer', // 点卡划转
'sub-user/management', // 冻结/解冻子用户
'sub-user/creation', // 子用户创建
'sub-user/tradable-market', // 设置子用户交易权限
'sub-user/transferability', // 设置子用户资产转出权限
'sub-user/api-key-generation', // 子用户API key创建
'sub-user/api-key-modification', // 修改子用户API key
'sub-user/api-key-deletion', // 删除子用户API key
],
},
'market': {
'get': [
'history/kline', // 获取K线数据
'detail/merged', // 获取聚合行情(Ticker)
'depth', // 获取 Market Depth 数据
'trade', // 获取 Trade Detail 数据
'history/trade', // 批量获取最近的交易记录
'detail', // 获取 Market Detail 24小时成交量数据
'tickers',
],
},
'public': {
'get': [
'common/symbols', // 查询系统支持的所有交易对
'common/currencys', // 查询系统支持的所有币种
'common/timestamp', // 查询系统当前时间
'common/exchange', // order limits
'settings/currencys', // ?language=en-US
],
},
'private': {
'get': [
'account/accounts', // 查询当前用户的所有账户(即account-id)
'account/accounts/{id}/balance', // 查询指定账户的余额
'account/accounts/{sub-uid}',
'account/history',
'cross-margin/loan-info',
'margin/loan-info', // 查询借币币息率及额度
'fee/fee-rate/get',
'order/openOrders',
'order/orders',
'order/orders/{id}', // 查询某个订单详情
'order/orders/{id}/matchresults', // 查询某个订单的成交明细
'order/orders/getClientOrder',
'order/history', // 查询当前委托、历史委托
'order/matchresults', // 查询当前成交、历史成交
'dw/withdraw-virtual/addresses', // 查询虚拟币提现地址（Deprecated）
'query/deposit-withdraw',
'margin/loan-info',
'margin/loan-orders', // 借贷订单
'margin/accounts/balance', // 借贷账户详情
'cross-margin/loan-orders', // 查询借币订单
'cross-margin/accounts/balance', // 借币账户详情
'points/actions',
'points/orders',
'subuser/aggregate-balance',
'stable-coin/exchange_rate',
'stable-coin/quote',
],
'post': [
'account/transfer', // 资产划转(该节点为母用户和子用户进行资产划转的通用接口。)
'futures/transfer',
'order/batch-orders',
'order/orders/place', // 创建并执行一个新订单 (一步下单， 推荐使用)
'order/orders/submitCancelClientOrder',
'order/orders/batchCancelOpenOrders',
'order/orders', // 创建一个新的订单请求 （仅创建订单，不执行下单）
'order/orders/{id}/place', // 执行一个订单 （仅执行已创建的订单）
'order/orders/{id}/submitcancel', // 申请撤销一个订单请求
'order/orders/batchcancel', // 批量撤销订单
'dw/balance/transfer', // 资产划转
'dw/withdraw/api/create', // 申请提现虚拟币
'dw/withdraw-virtual/create', // 申请提现虚拟币
'dw/withdraw-virtual/{id}/place', // 确认申请虚拟币提现（Deprecated）
'dw/withdraw-virtual/{id}/cancel', // 申请取消提现虚拟币
'dw/transfer-in/margin', // 现货账户划入至借贷账户
'dw/transfer-out/margin', // 借贷账户划出至现货账户
'margin/orders', // 申请借贷
'margin/orders/{id}/repay', // 归还借贷
'cross-margin/transfer-in', // 资产划转
'cross-margin/transfer-out', // 资产划转
'cross-margin/orders', // 申请借币
'cross-margin/orders/{id}/repay', // 归还借币
'stable-coin/exchange',
'subuser/transfer',
],
},
},
'fees': {
'trading': {
'feeSide': 'get',
'tierBased': false,
'percentage': true,
'maker': 0.002,
'taker': 0.002,
},
},
'exceptions': {
'broad': {
'contract is restricted of closing positions on API. Please contact customer service': OnMaintenance,
'maintain': OnMaintenance,
},
'exact': {
// err-code
'bad-request': BadRequest,
'base-date-limit-error': BadRequest, // {"status":"error","err-code":"base-date-limit-error","err-msg":"date less than system limit","data":null}
'api-not-support-temp-addr': PermissionDenied, // {"status":"error","err-code":"api-not-support-temp-addr","err-msg":"API withdrawal does not support temporary addresses","data":null}
'timeout': RequestTimeout, // {"ts":1571653730865,"status":"error","err-code":"timeout","err-msg":"Request Timeout"}
'gateway-internal-error': ExchangeNotAvailable, // {"status":"error","err-code":"gateway-internal-error","err-msg":"Failed to load data. Try again later.","data":null}
'account-frozen-balance-insufficient-error': InsufficientFunds, // {"status":"error","err-code":"account-frozen-balance-insufficient-error","err-msg":"trade account balance is not enough, left: `0.0027`","data":null}
'invalid-amount': InvalidOrder, // eg "Paramemter `amount` is invalid."
'order-limitorder-amount-min-error': InvalidOrder, // limit order amount error, min: `0.001`
'order-limitorder-amount-max-error': InvalidOrder, // market order amount error, max: `1000000`
'order-marketorder-amount-min-error': InvalidOrder, // market order amount error, min: `0.01`
'order-limitorder-price-min-error': InvalidOrder, // limit order price error
'order-limitorder-price-max-error': InvalidOrder, // limit order price error
'order-holding-limit-failed': InvalidOrder, // {"status":"error","err-code":"order-holding-limit-failed","err-msg":"Order failed, exceeded the holding limit of this currency","data":null}
'order-orderprice-precision-error': InvalidOrder, // {"status":"error","err-code":"order-orderprice-precision-error","err-msg":"order price precision error, scale: `4`","data":null}
'order-orderstate-error': OrderNotFound, // canceling an already canceled order
'order-queryorder-invalid': OrderNotFound, // querying a non-existent order
'order-update-error': ExchangeNotAvailable, // undocumented error
'api-signature-check-failed': AuthenticationError,
'api-signature-not-valid': AuthenticationError, // {"status":"error","err-code":"api-signature-not-valid","err-msg":"Signature not valid: Incorrect Access key [Access key错误]","data":null}
'base-record-invalid': OrderNotFound, // https://github.com/ccxt/ccxt/issues/5750
'base-symbol-trade-disabled': BadSymbol, // {"status":"error","err-code":"base-symbol-trade-disabled","err-msg":"Trading is disabled for this symbol","data":null}
'base-symbol-error': BadSymbol, // {"status":"error","err-code":"base-symbol-error","err-msg":"The symbol is invalid","data":null}
'system-maintenance': OnMaintenance, // {"status": "error", "err-code": "system-maintenance", "err-msg": "System is in maintenance!", "data": null}
// err-msg
'invalid symbol': BadSymbol, // {"ts":1568813334794,"status":"error","err-code":"invalid-parameter","err-msg":"invalid symbol"}
'symbol trade not open now': BadSymbol, // {"ts":1576210479343,"status":"error","err-code":"invalid-parameter","err-msg":"symbol trade not open now"}
},
},
'options': {
// https://github.com/ccxt/ccxt/issues/5376
'fetchOrdersByStatesMethod': 'private_get_order_orders', // 'private_get_order_history' // https://github.com/ccxt/ccxt/pull/5392
'fetchOpenOrdersMethod': 'fetch_open_orders_v1', // 'fetch_open_orders_v2' // https://github.com/ccxt/ccxt/issues/5388
'createMarketBuyOrderRequiresPrice': true,
'fetchMarketsMethod': 'publicGetCommonSymbols',
'fetchBalanceMethod': 'privateGetAccountAccountsIdBalance',
'createOrderMethod': 'privatePostOrderOrdersPlace',
'language': 'en-US',
},
'commonCurrencies': {
// https://github.com/ccxt/ccxt/issues/6081
// https://github.com/ccxt/ccxt/issues/3365
// https://github.com/ccxt/ccxt/issues/2873
'GET': 'Themis', // conflict with GET (Guaranteed Entrance Token, GET Protocol)
'HOT': 'Hydro Protocol', // conflict with HOT (Holo) https://github.com/ccxt/ccxt/issues/4929
// https://github.com/ccxt/ccxt/issues/7399
// https://coinmarketcap.com/currencies/pnetwork/
// https://coinmarketcap.com/currencies/penta/markets/
// https://en.cryptonomist.ch/blog/eidoo/the-edo-to-pnt-upgrade-what-you-need-to-know-updated/
'PNT': 'Penta',
'SBTC': 'Super Bitcoin',
'BIFI': 'Bitcoin File', // conflict with Beefy.Finance https://github.com/ccxt/ccxt/issues/8706
},
});
}
async fetchTradingLimits (symbols = undefined, params = {}) {
// this method should not be called directly, use loadTradingLimits () instead
// by default it will try load withdrawal fees of all currencies (with separate requests)
// however if you define symbols = [ 'ETH/BTC', 'LTC/BTC' ] in args it will only load those
await this.loadMarkets ();
if (symbols === undefined) {
symbols = this.symbols;
}
const result = {};
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
result[symbol] = await this.fetchTradingLimitsById (this.marketId (symbol), params);
}
return result;
}
async fetchTradingLimitsById (id, params = {}) {
const request = {
'symbol': id,
};
const response = await this.publicGetCommonExchange (this.extend (request, params));
//
// { status: "ok",
// data: { symbol: "aidocbtc",
// 'buy-limit-must-less-than': 1.1,
// 'sell-limit-must-greater-than': 0.9,
// 'limit-order-must-greater-than': 1,
// 'limit-order-must-less-than': 5000000,
// 'market-buy-order-must-greater-than': 0.0001,
// 'market-buy-order-must-less-than': 100,
// 'market-sell-order-must-greater-than': 1,
// 'market-sell-order-must-less-than': 500000,
// 'circuit-break-when-greater-than': 10000,
// 'circuit-break-when-less-than': 10,
// 'market-sell-order-rate-must-less-than': 0.1,
// 'market-buy-order-rate-must-less-than': 0.1 } }
//
return this.parseTradingLimits (this.safeValue (response, 'data', {}));
}
parseTradingLimits (limits, symbol = undefined, params = {}) {
//
// { symbol: "aidocbtc",
// 'buy-limit-must-less-than': 1.1,
// 'sell-limit-must-greater-than': 0.9,
// 'limit-order-must-greater-than': 1,
// 'limit-order-must-less-than': 5000000,
// 'market-buy-order-must-greater-than': 0.0001,
// 'market-buy-order-must-less-than': 100,
// 'market-sell-order-must-greater-than': 1,
// 'market-sell-order-must-less-than': 500000,
// 'circuit-break-when-greater-than': 10000,
// 'circuit-break-when-less-than': 10,
// 'market-sell-order-rate-must-less-than': 0.1,
// 'market-buy-order-rate-must-less-than': 0.1 }
//
return {
'info': limits,
'limits': {
'amount': {
'min': this.safeNumber (limits, 'limit-order-must-greater-than'),
'max': this.safeNumber (limits, 'limit-order-must-less-than'),
},
},
};
}
costToPrecision (symbol, cost) {
return this.decimalToPrecision (cost, TRUNCATE, this.markets[symbol]['precision']['cost'], this.precisionMode);
}
async fetchMarkets (params = {}) {
const method = this.options['fetchMarketsMethod'];
const response = await this[method] (params);
const markets = this.safeValue (response, 'data');
const numMarkets = markets.length;
if (numMarkets < 1) {
throw new NetworkError (this.id + ' publicGetCommonSymbols returned empty response: ' + this.json (markets));
}
const result = [];
for (let i = 0; i < markets.length; i++) {
const market = markets[i];
const baseId = this.safeString (market, 'base-currency');
const quoteId = this.safeString (market, 'quote-currency');
const id = baseId + quoteId;
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const symbol = base + '/' + quote;
const precision = {
'amount': this.safeInteger (market, 'amount-precision'),
'price': this.safeInteger (market, 'price-precision'),
'cost': this.safeInteger (market, 'value-precision'),
};
const maker = (base === 'OMG') ? 0 : 0.2 / 100;
const taker = (base === 'OMG') ? 0 : 0.2 / 100;
const minAmount = this.safeNumber (market, 'min-order-amt', Math.pow (10, -precision['amount']));
const maxAmount = this.safeNumber (market, 'max-order-amt');
const minCost = this.safeNumber (market, 'min-order-value', 0);
const state = this.safeString (market, 'state');
const active = (state === 'online');
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'active': active,
'precision': precision,
'taker': taker,
'maker': maker,
'limits': {
'amount': {
'min': minAmount,
'max': maxAmount,
},
'price': {
'min': Math.pow (10, -precision['price']),
'max': undefined,
},
'cost': {
'min': minCost,
'max': undefined,
},
},
'info': market,
});
}
return result;
}
parseTicker (ticker, market = undefined) {
//
// fetchTicker
//
// {
// "amount": 26228.672978342216,
// "open": 9078.95,
// "close": 9146.86,
// "high": 9155.41,
// "id": 209988544334,
// "count": 265846,
// "low": 8988.0,
// "version": 209988544334,
// "ask": [ 9146.87, 0.156134 ],
// "vol": 2.3822168242201668E8,
// "bid": [ 9146.86, 0.080758 ],
// }
//
// fetchTickers
// {
// symbol: "bhdht",
// open: 2.3938,
// high: 2.4151,
// low: 2.3323,
// close: 2.3909,
// amount: 628.992,
// vol: 1493.71841095,
// count: 2088,
// bid: 2.3643,
// bidSize: 0.7136,
// ask: 2.4061,
// askSize: 0.4156
// }
//
let symbol = undefined;
if (market !== undefined) {
symbol = market['symbol'];
}
const timestamp = this.safeInteger (ticker, 'ts');
let bid = undefined;
let bidVolume = undefined;
let ask = undefined;
let askVolume = undefined;
if ('bid' in ticker) {
if (Array.isArray (ticker['bid'])) {
bid = this.safeNumber (ticker['bid'], 0);
bidVolume = this.safeNumber (ticker['bid'], 1);
} else {
bid = this.safeNumber (ticker, 'bid');
bidVolume = this.safeValue (ticker, 'bidSize');
}
}
if ('ask' in ticker) {
if (Array.isArray (ticker['ask'])) {
ask = this.safeNumber (ticker['ask'], 0);
askVolume = this.safeNumber (ticker['ask'], 1);
} else {
ask = this.safeNumber (ticker, 'ask');
askVolume = this.safeValue (ticker, 'askSize');
}
}
const open = this.safeNumber (ticker, 'open');
const close = this.safeNumber (ticker, 'close');
let change = undefined;
let percentage = undefined;
let average = undefined;
if ((open !== undefined) && (close !== undefined)) {
change = close - open;
average = this.sum (open, close) / 2;
if ((close !== undefined) && (close > 0)) {
percentage = (change / open) * 100;
}
}
const baseVolume = this.safeNumber (ticker, 'amount');
const quoteVolume = this.safeNumber (ticker, 'vol');
const vwap = this.vwap (baseVolume, quoteVolume);
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeNumber (ticker, 'high'),
'low': this.safeNumber (ticker, 'low'),
'bid': bid,
'bidVolume': bidVolume,
'ask': ask,
'askVolume': askVolume,
'vwap': vwap,
'open': open,
'close': close,
'last': close,
'previousClose': undefined,
'change': change,
'percentage': percentage,
'average': average,
'baseVolume': baseVolume,
'quoteVolume': quoteVolume,
'info': ticker,
};
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
'type': 'step0',
};
const response = await this.marketGetDepth (this.extend (request, params));
//
// {
// "status": "ok",
// "ch": "market.btcusdt.depth.step0",
// "ts": 1583474832790,
// "tick": {
// "bids": [
// [ 9100.290000000000000000, 0.200000000000000000 ],
// [ 9099.820000000000000000, 0.200000000000000000 ],
// [ 9099.610000000000000000, 0.205000000000000000 ],
// ],
// "asks": [
// [ 9100.640000000000000000, 0.005904000000000000 ],
// [ 9101.010000000000000000, 0.287311000000000000 ],
// [ 9101.030000000000000000, 0.012121000000000000 ],
// ],
// "ts":1583474832008,
// "version":104999698780
// }
// }
//
if ('tick' in response) {
if (!response['tick']) {
throw new BadSymbol (this.id + ' fetchOrderBook() returned empty response: ' + this.json (response));
}
const tick = this.safeValue (response, 'tick');
const timestamp = this.safeInteger (tick, 'ts', this.safeInteger (response, 'ts'));
const result = this.parseOrderBook (tick, symbol, timestamp);
result['nonce'] = this.safeInteger (tick, 'version');
return result;
}
throw new ExchangeError (this.id + ' fetchOrderBook() returned unrecognized response: ' + this.json (response));
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
const response = await this.marketGetDetailMerged (this.extend (request, params));
//
// {
// "status": "ok",
// "ch": "market.btcusdt.detail.merged",
// "ts": 1583494336669,
// "tick": {
// "amount": 26228.672978342216,
// "open": 9078.95,
// "close": 9146.86,
// "high": 9155.41,
// "id": 209988544334,
// "count": 265846,
// "low": 8988.0,
// "version": 209988544334,
// "ask": [ 9146.87, 0.156134 ],
// "vol": 2.3822168242201668E8,
// "bid": [ 9146.86, 0.080758 ],
// }
// }
//
const ticker = this.parseTicker (response['tick'], market);
const timestamp = this.safeInteger (response, 'ts');
ticker['timestamp'] = timestamp;
ticker['datetime'] = this.iso8601 (timestamp);
return ticker;
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
const response = await this.marketGetTickers (params);
const tickers = this.safeValue (response, 'data');
const timestamp = this.safeInteger (response, 'ts');
const result = {};
for (let i = 0; i < tickers.length; i++) {
const marketId = this.safeString (tickers[i], 'symbol');
const market = this.safeMarket (marketId);
const symbol = market['symbol'];
const ticker = this.parseTicker (tickers[i], market);
ticker['timestamp'] = timestamp;
ticker['datetime'] = this.iso8601 (timestamp);
result[symbol] = ticker;
}
return this.filterByArray (result, 'symbol', symbols);
}
parseTrade (trade, market = undefined) {
//
// fetchTrades (public)
//
// {
// "amount": 0.010411000000000000,
// "trade-id": 102090736910,
// "ts": 1583497692182,
// "id": 10500517034273194594947,
// "price": 9096.050000000000000000,
// "direction": "sell"
// }
//
// fetchMyTrades (private)
//
// {
// 'symbol': 'swftcbtc',
// 'fee-currency': 'swftc',
// 'filled-fees': '0',
// 'source': 'spot-api',
// 'id': 83789509854000,
// 'type': 'buy-limit',
// 'order-id': 83711103204909,
// 'filled-points': '0.005826843283532154',
// 'fee-deduct-currency': 'ht',
// 'filled-amount': '45941.53',
// 'price': '0.0000001401',
// 'created-at': 1597933260729,
// 'match-id': 100087455560,
// 'role': 'maker',
// 'trade-id': 100050305348
// },
//
const marketId = this.safeString (trade, 'symbol');
const symbol = this.safeSymbol (marketId, market);
const timestamp = this.safeInteger2 (trade, 'ts', 'created-at');
const order = this.safeString (trade, 'order-id');
let side = this.safeString (trade, 'direction');
let type = this.safeString (trade, 'type');
if (type !== undefined) {
const typeParts = type.split ('-');
side = typeParts[0];
type = typeParts[1];
}
const takerOrMaker = this.safeString (trade, 'role');
const priceString = this.safeString (trade, 'price');
const amountString = this.safeString2 (trade, 'filled-amount', 'amount');
const price = this.parseNumber (priceString);
const amount = this.parseNumber (amountString);
const cost = this.parseNumber (Precise.stringMul (priceString, amountString));
let fee = undefined;
let feeCost = this.safeNumber (trade, 'filled-fees');
let feeCurrency = this.safeCurrencyCode (this.safeString (trade, 'fee-currency'));
const filledPoints = this.safeNumber (trade, 'filled-points');
if (filledPoints !== undefined) {
if ((feeCost === undefined) || (feeCost === 0.0)) {
feeCost = filledPoints;
feeCurrency = this.safeCurrencyCode (this.safeString (trade, 'fee-deduct-currency'));
}
}
if (feeCost !== undefined) {
fee = {
'cost': feeCost,
'currency': feeCurrency,
};
}
const tradeId = this.safeString2 (trade, 'trade-id', 'tradeId');
const id = this.safeString (trade, 'id', tradeId);
return {
'id': id,
'info': trade,
'order': order,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'type': type,
'side': side,
'takerOrMaker': takerOrMaker,
'price': price,
'amount': amount,
'cost': cost,
'fee': fee,
};
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = undefined;
const request = {};
if (symbol !== undefined) {
market = this.market (symbol);
request['symbol'] = market['id'];
}
if (limit !== undefined) {
request['size'] = limit; // 1-100 orders, default is 100
}
if (since !== undefined) {
request['start-date'] = this.ymd (since); // a date within 61 days from today
request['end-date'] = this.ymd (this.sum (since, 86400000));
}
const response = await this.privateGetOrderMatchresults (this.extend (request, params));
const trades = this.parseTrades (response['data'], market, since, limit);
return trades;
}
async fetchTrades (symbol, since = undefined, limit = 1000, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
if (limit !== undefined) {
request['size'] = limit;
}
const response = await this.marketGetHistoryTrade (this.extend (request, params));
//
// {
// "status": "ok",
// "ch": "market.btcusdt.trade.detail",
// "ts": 1583497692365,
// "data": [
// {
// "id": 105005170342,
// "ts": 1583497692182,
// "data": [
// {
// "amount": 0.010411000000000000,
// "trade-id": 102090736910,
// "ts": 1583497692182,
// "id": 10500517034273194594947,
// "price": 9096.050000000000000000,
// "direction": "sell"
// }
// ]
// },
// // ...
// ]
// }
//
const data = this.safeValue (response, 'data');
let result = [];
for (let i = 0; i < data.length; i++) {
const trades = this.safeValue (data[i], 'data', []);
for (let j = 0; j < trades.length; j++) {
const trade = this.parseTrade (trades[j], market);
result.push (trade);
}
}
result = this.sortBy (result, 'timestamp');
return this.filterBySymbolSinceLimit (result, symbol, since, limit);
}
parseOHLCV (ohlcv, market = undefined) {
//
// {
// "amount":1.2082,
// "open":0.025096,
// "close":0.025095,
// "high":0.025096,
// "id":1591515300,
// "count":6,
// "low":0.025095,
// "vol":0.0303205097
// }
//
return [
this.safeTimestamp (ohlcv, 'id'),
this.safeNumber (ohlcv, 'open'),
this.safeNumber (ohlcv, 'high'),
this.safeNumber (ohlcv, 'low'),
this.safeNumber (ohlcv, 'close'),
this.safeNumber (ohlcv, 'amount'),
];
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = 1000, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
'period': this.timeframes[timeframe],
};
if (limit !== undefined) {
request['size'] = limit;
}
const response = await this.marketGetHistoryKline (this.extend (request, params));
//
// {
// "status":"ok",
// "ch":"market.ethbtc.kline.1min",
// "ts":1591515374371,
// "data":[
// {"amount":0.0,"open":0.025095,"close":0.025095,"high":0.025095,"id":1591515360,"count":0,"low":0.025095,"vol":0.0},
// {"amount":1.2082,"open":0.025096,"close":0.025095,"high":0.025096,"id":1591515300,"count":6,"low":0.025095,"vol":0.0303205097},
// {"amount":0.0648,"open":0.025096,"close":0.025096,"high":0.025096,"id":1591515240,"count":2,"low":0.025096,"vol":0.0016262208},
// ]
// }
//
const data = this.safeValue (response, 'data', []);
return this.parseOHLCVs (data, market, timeframe, since, limit);
}
async fetchAccounts (params = {}) {
await this.loadMarkets ();
const response = await this.privateGetAccountAccounts (params);
return response['data'];
}
async fetchCurrencies (params = {}) {
const request = {
'language': this.options['language'],
};
const response = await this.publicGetSettingsCurrencys (this.extend (request, params));
const currencies = this.safeValue (response, 'data');
const result = {};
for (let i = 0; i < currencies.length; i++) {
const currency = currencies[i];
//
// { name: "ctxc",
// 'display-name': "CTXC",
// 'withdraw-precision': 8,
// 'currency-type': "eth",
// 'currency-partition': "pro",
// 'support-sites': null,
// 'otc-enable': 0,
// 'deposit-min-amount': "2",
// 'withdraw-min-amount': "4",
// 'show-precision': "8",
// weight: "2988",
// visible: true,
// 'deposit-desc': "Please don’t deposit any other digital assets except CTXC t…",
// 'withdraw-desc': "Minimum withdrawal amount: 4 CTXC. !>_<!For security reason…",
// 'deposit-enabled': true,
// 'withdraw-enabled': true,
// 'currency-addr-with-tag': false,
// 'fast-confirms': 15,
// 'safe-confirms': 30 }
//
const id = this.safeValue (currency, 'name');
const precision = this.safeInteger (currency, 'withdraw-precision');
const code = this.safeCurrencyCode (id);
const active = currency['visible'] && currency['deposit-enabled'] && currency['withdraw-enabled'];
const name = this.safeString (currency, 'display-name');
result[code] = {
'id': id,
'code': code,
'type': 'crypto',
// 'payin': currency['deposit-enabled'],
// 'payout': currency['withdraw-enabled'],
// 'transfer': undefined,
'name': name,
'active': active,
'fee': undefined, // todo need to fetch from fee endpoint
'precision': precision,
'limits': {
'amount': {
'min': Math.pow (10, -precision),
'max': Math.pow (10, precision),
},
'deposit': {
'min': this.safeNumber (currency, 'deposit-min-amount'),
'max': Math.pow (10, precision),
},
'withdraw': {
'min': this.safeNumber (currency, 'withdraw-min-amount'),
'max': Math.pow (10, precision),
},
},
'info': currency,
};
}
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
await this.loadAccounts ();
const method = this.options['fetchBalanceMethod'];
const request = {
'id': this.accounts[0]['id'],
};
const response = await this[method] (this.extend (request, params));
const balances = this.safeValue (response['data'], 'list', []);
const result = { 'info': response };
for (let i = 0; i < balances.length; i++) {
const balance = balances[i];
const currencyId = this.safeString (balance, 'currency');
const code = this.safeCurrencyCode (currencyId);
let account = undefined;
if (code in result) {
account = result[code];
} else {
account = this.account ();
}
if (balance['type'] === 'trade') {
account['free'] = this.safeString (balance, 'balance');
}
if (balance['type'] === 'frozen') {
account['used'] = this.safeString (balance, 'balance');
}
result[code] = account;
}
return this.parseBalance (result, false);
}
async fetchOrdersByStates (states, symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'states': states,
};
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
request['symbol'] = market['id'];
}
const method = this.safeString (this.options, 'fetchOrdersByStatesMethod', 'private_get_order_orders');
const response = await this[method] (this.extend (request, params));
//
// { status: "ok",
// data: [ { id: 13997833014,
// symbol: "ethbtc",
// 'account-id': 3398321,
// amount: "0.045000000000000000",
// price: "0.034014000000000000",
// 'created-at': 1545836976871,
// type: "sell-limit",
// 'field-amount': "0.045000000000000000",
// 'field-cash-amount': "0.001530630000000000",
// 'field-fees': "0.000003061260000000",
// 'finished-at': 1545837948214,
// source: "spot-api",
// state: "filled",
// 'canceled-at': 0 } ] }
//
return this.parseOrders (response['data'], market, since, limit);
}
async fetchOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'id': id,
};
const response = await this.privateGetOrderOrdersId (this.extend (request, params));
const order = this.safeValue (response, 'data');
return this.parseOrder (order);
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
return await this.fetchOrdersByStates ('pre-submitted,submitted,partial-filled,filled,partial-canceled,canceled', symbol, since, limit, params);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
const method = this.safeString (this.options, 'fetchOpenOrdersMethod', 'fetch_open_orders_v1');
return await this[method] (symbol, since, limit, params);
}
async fetchOpenOrdersV1 (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' fetchOpenOrdersV1() requires a symbol argument');
}
return await this.fetchOrdersByStates ('pre-submitted,submitted,partial-filled', symbol, since, limit, params);
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
return await this.fetchOrdersByStates ('filled,partial-canceled,canceled', symbol, since, limit, params);
}
async fetchOpenOrdersV2 (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' fetchOpenOrders() requires a symbol argument');
}
const market = this.market (symbol);
let accountId = this.safeString (params, 'account-id');
if (accountId === undefined) {
// pick the first account
await this.loadAccounts ();
for (let i = 0; i < this.accounts.length; i++) {
const account = this.accounts[i];
if (account['type'] === 'spot') {
accountId = this.safeString (account, 'id');
if (accountId !== undefined) {
break;
}
}
}
}
const request = {
'symbol': market['id'],
'account-id': accountId,
};
if (limit !== undefined) {
request['size'] = limit;
}
const omitted = this.omit (params, 'account-id');
const response = await this.privateGetOrderOpenOrders (this.extend (request, omitted));
//
// {
// "status":"ok",
// "data":[
// {
// "symbol":"ethusdt",
// "source":"api",
// "amount":"0.010000000000000000",
// "account-id":1528640,
// "created-at":1561597491963,
// "price":"400.000000000000000000",
// "filled-amount":"0.0",
// "filled-cash-amount":"0.0",
// "filled-fees":"0.0",
// "id":38477101630,
// "state":"submitted",
// "type":"sell-limit"
// }
// ]
// }
//
const data = this.safeValue (response, 'data', []);
return this.parseOrders (data, market, since, limit);
}
parseOrderStatus (status) {
const statuses = {
'partial-filled': 'open',
'partial-canceled': 'canceled',
'filled': 'closed',
'canceled': 'canceled',
'submitted': 'open',
};
return this.safeString (statuses, status, status);
}
parseOrder (order, market = undefined) {
//
// { id: 13997833014,
// symbol: "ethbtc",
// 'account-id': 3398321,
// amount: "0.045000000000000000",
// price: "0.034014000000000000",
// 'created-at': 1545836976871,
// type: "sell-limit",
// 'field-amount': "0.045000000000000000", // they have fixed it for filled-amount
// 'field-cash-amount': "0.001530630000000000", // they have fixed it for filled-cash-amount
// 'field-fees': "0.000003061260000000", // they have fixed it for filled-fees
// 'finished-at': 1545837948214,
// source: "spot-api",
// state: "filled",
// 'canceled-at': 0 }
//
// { id: 20395337822,
// symbol: "ethbtc",
// 'account-id': 5685075,
// amount: "0.001000000000000000",
// price: "0.0",
// 'created-at': 1545831584023,
// type: "buy-market",
// 'field-amount': "0.029100000000000000", // they have fixed it for filled-amount
// 'field-cash-amount': "0.000999788700000000", // they have fixed it for filled-cash-amount
// 'field-fees': "0.000058200000000000", // they have fixed it for filled-fees
// 'finished-at': 1545831584181,
// source: "spot-api",
// state: "filled",
// 'canceled-at': 0 }
//
const id = this.safeString (order, 'id');
let side = undefined;
let type = undefined;
let status = undefined;
if ('type' in order) {
const orderType = order['type'].split ('-');
side = orderType[0];
type = orderType[1];
status = this.parseOrderStatus (this.safeString (order, 'state'));
}
const marketId = this.safeString (order, 'symbol');
const symbol = this.safeSymbol (marketId, market);
const timestamp = this.safeInteger (order, 'created-at');
const amount = this.safeNumber (order, 'amount');
const filled = this.safeNumber2 (order, 'filled-amount', 'field-amount'); // typo in their API, filled amount
let price = this.safeNumber (order, 'price');
if (price === 0.0) {
price = undefined;
}
const cost = this.safeNumber2 (order, 'filled-cash-amount', 'field-cash-amount'); // same typo
const feeCost = this.safeNumber2 (order, 'filled-fees', 'field-fees'); // typo in their API, filled fees
let fee = undefined;
if (feeCost !== undefined) {
let feeCurrency = undefined;
if (market !== undefined) {
feeCurrency = (side === 'sell') ? market['quote'] : market['base'];
}
fee = {
'cost': feeCost,
'currency': feeCurrency,
};
}
return this.safeOrder ({
'info': order,
'id': id,
'clientOrderId': undefined,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTr