consequunturatque
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
1,133 lines (1,103 loc) • 46 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { TICK_SIZE } = require ('./base/functions/number');
const { ExchangeError, ArgumentsRequired, InvalidNonce, OrderNotFound, InvalidOrder, InsufficientFunds, AuthenticationError, DDoSProtection, NotSupported, BadSymbol } = require ('./base/errors');
const Precise = require ('./base/Precise');
// ---------------------------------------------------------------------------
module.exports = class liquid extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'liquid',
'name': 'Liquid',
'countries': [ 'JP', 'CN', 'TW' ],
'version': '2',
'rateLimit': 1000,
'has': {
'cancelOrder': true,
'CORS': false,
'createOrder': true,
'editOrder': true,
'fetchBalance': true,
'fetchClosedOrders': true,
'fetchCurrencies': true,
'fetchMarkets': true,
'fetchMyTrades': true,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': true,
'fetchTicker': true,
'fetchTickers': true,
'fetchTrades': true,
'withdraw': true,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/45798859-1a872600-bcb4-11e8-8746-69291ce87b04.jpg',
'api': 'https://api.liquid.com',
'www': 'https://www.liquid.com',
'doc': [
'https://developers.liquid.com',
],
'fees': 'https://help.liquid.com/getting-started-with-liquid/the-platform/fee-structure',
'referral': 'https://www.liquid.com/sign-up/?affiliate=SbzC62lt30976',
},
'api': {
'public': {
'get': [
'currencies',
'products',
'products/{id}',
'products/{id}/price_levels',
'executions',
'ir_ladders/{currency}',
'fees', // add fetchFees, fetchTradingFees, fetchFundingFees
],
},
'private': {
'get': [
'accounts', // undocumented https://github.com/ccxt/ccxt/pull/7493
'accounts/balance',
'accounts/main_asset',
'accounts/{id}',
'accounts/{currency}/reserved_balance_details',
'crypto_accounts', // add fetchAccounts
'crypto_withdrawals', // add fetchWithdrawals
'executions/me',
'fiat_accounts', // add fetchAccounts
'fund_infos', // add fetchDeposits
'loan_bids',
'loans',
'orders',
'orders/{id}',
'orders/{id}/trades', // add fetchOrderTrades
'trades',
'trades/{id}/loans',
'trading_accounts',
'trading_accounts/{id}',
'transactions',
'withdrawals', // add fetchWithdrawals
],
'post': [
'crypto_withdrawals',
'fund_infos',
'fiat_accounts',
'loan_bids',
'orders',
'withdrawals',
],
'put': [
'crypto_withdrawal/{id}/cancel',
'loan_bids/{id}/close',
'loans/{id}',
'orders/{id}', // add editOrder
'orders/{id}/cancel',
'trades/{id}',
'trades/{id}/adjust_margin',
'trades/{id}/close',
'trades/close_all',
'trading_accounts/{id}',
'withdrawals/{id}/cancel',
],
},
},
'fees': {
'trading': {
'tierBased': true,
'percentage': true,
'taker': 0.0030,
'maker': 0.0000,
'tiers': {
'perpetual': {
'maker': [
[ 0, 0.0000 ],
[ 25000, 0.0000 ],
[ 50000, -0.00025 ],
[ 100000, -0.00025 ],
[ 1000000, -0.00025 ],
[ 10000000, -0.00025 ],
[ 25000000, -0.00025 ],
[ 50000000, -0.00025 ],
[ 75000000, -0.00025 ],
[ 100000000, -0.00025 ],
[ 200000000, -0.00025 ],
[ 300000000, -0.00025 ],
],
'taker': [
[ 0, 0.00120 ],
[ 25000, 0.00115 ],
[ 50000, 0.00110 ],
[ 100000, 0.00105 ],
[ 1000000, 0.00100 ],
[ 10000000, 0.00095 ],
[ 25000000, 0.00090 ],
[ 50000000, 0.00085 ],
[ 75000000, 0.00080 ],
[ 100000000, 0.00075 ],
[ 200000000, 0.00070 ],
[ 300000000, 0.00065 ],
],
},
'spot': {
'taker': [
[ 0, 0.003 ],
[ 10000, 0.0029 ],
[ 20000, 0.0028 ],
[ 50000, 0.0026 ],
[ 100000, 0.0020 ],
[ 1000000, 0.0016 ],
[ 5000000, 0.0012 ],
[ 10000000, 0.0010 ],
[ 25000000, 0.0009 ],
[ 50000000, 0.0008 ],
[ 100000000, 0.0007 ],
[ 200000000, 0.0006 ],
[ 500000000, 0.0004 ],
[ 1000000000, 0.0003 ],
],
'maker': [
[ 0, 0.0000 ],
[ 10000, 0.0020 ],
[ 20000, 0.0019 ],
[ 50000, 0.0018 ],
[ 100000, 0.0016 ],
[ 1000000, 0.0008 ],
[ 5000000, 0.0007 ],
[ 10000000, 0.0005 ],
[ 25000000, 0.0000 ],
[ 50000000, 0.0000 ],
[ 100000000, 0.0000 ],
[ 200000000, 0.0000 ],
[ 500000000, 0.0000 ],
[ 1000000000, 0.0000 ],
],
},
},
},
},
'precisionMode': TICK_SIZE,
'exceptions': {
'API rate limit exceeded. Please retry after 300s': DDoSProtection,
'API Authentication failed': AuthenticationError,
'Nonce is too small': InvalidNonce,
'Order not found': OrderNotFound,
'Can not update partially filled order': InvalidOrder,
'Can not update non-live order': OrderNotFound,
'not_enough_free_balance': InsufficientFunds,
'must_be_positive': InvalidOrder,
'less_than_order_size': InvalidOrder,
'price_too_high': InvalidOrder,
'price_too_small': InvalidOrder, // {"errors":{"order":["price_too_small"]}}
'product_disabled': BadSymbol, // {"errors":{"order":["product_disabled"]}}
},
'commonCurrencies': {
'WIN': 'WCOIN',
'HOT': 'HOT Token',
'MIOTA': 'IOTA', // https://github.com/ccxt/ccxt/issues/7487
},
'options': {
'cancelOrderException': true,
},
});
}
async fetchCurrencies (params = {}) {
const response = await this.publicGetCurrencies (params);
//
// [
// {
// currency_type: 'fiat',
// currency: 'USD',
// symbol: '$',
// assets_precision: 2,
// quoting_precision: 5,
// minimum_withdrawal: '15.0',
// withdrawal_fee: 5,
// minimum_fee: null,
// minimum_order_quantity: null,
// display_precision: 2,
// depositable: true,
// withdrawable: true,
// discount_fee: 0.5,
// },
// ]
//
const result = {};
for (let i = 0; i < response.length; i++) {
const currency = response[i];
const id = this.safeString (currency, 'currency');
const code = this.safeCurrencyCode (id);
const active = currency['depositable'] && currency['withdrawable'];
const amountPrecision = this.safeInteger (currency, 'assets_precision');
result[code] = {
'id': id,
'code': code,
'info': currency,
'name': code,
'active': active,
'fee': this.safeNumber (currency, 'withdrawal_fee'),
'precision': amountPrecision,
'limits': {
'amount': {
'min': Math.pow (10, -amountPrecision),
'max': Math.pow (10, amountPrecision),
},
'withdraw': {
'min': this.safeNumber (currency, 'minimum_withdrawal'),
'max': undefined,
},
},
};
}
return result;
}
async fetchMarkets (params = {}) {
const spot = await this.publicGetProducts (params);
//
// [
// {
// "id":"637",
// "product_type":"CurrencyPair",
// "code":"CASH",
// "name":null,
// "market_ask":"0.00000797",
// "market_bid":"0.00000727",
// "indicator":null,
// "currency":"BTC",
// "currency_pair_code":"TFTBTC",
// "symbol":null,
// "btc_minimum_withdraw":null,
// "fiat_minimum_withdraw":null,
// "pusher_channel":"product_cash_tftbtc_637",
// "taker_fee":"0.0",
// "maker_fee":"0.0",
// "low_market_bid":"0.00000685",
// "high_market_ask":"0.00000885",
// "volume_24h":"3696.0755956",
// "last_price_24h":"0.00000716",
// "last_traded_price":"0.00000766",
// "last_traded_quantity":"1748.0377978",
// "average_price":null,
// "quoted_currency":"BTC",
// "base_currency":"TFT",
// "tick_size":"0.00000001",
// "disabled":false,
// "margin_enabled":false,
// "cfd_enabled":false,
// "perpetual_enabled":false,
// "last_event_timestamp":"1596962820.000797146",
// "timestamp":"1596962820.000797146",
// "multiplier_up":"9.0",
// "multiplier_down":"0.1",
// "average_time_interval":null
// },
// ]
//
const perpetual = await this.publicGetProducts ({ 'perpetual': '1' });
//
// [
// {
// "id":"604",
// "product_type":"Perpetual",
// "code":"CASH",
// "name":null,
// "market_ask":"11721.5",
// "market_bid":"11719.0",
// "indicator":null,
// "currency":"USD",
// "currency_pair_code":"P-BTCUSD",
// "symbol":"$",
// "btc_minimum_withdraw":null,
// "fiat_minimum_withdraw":null,
// "pusher_channel":"product_cash_p-btcusd_604",
// "taker_fee":"0.0012",
// "maker_fee":"0.0",
// "low_market_bid":"11624.5",
// "high_market_ask":"11859.0",
// "volume_24h":"0.271",
// "last_price_24h":"11621.5",
// "last_traded_price":"11771.5",
// "last_traded_quantity":"0.09",
// "average_price":"11771.5",
// "quoted_currency":"USD",
// "base_currency":"P-BTC",
// "tick_size":"0.5",
// "disabled":false,
// "margin_enabled":false,
// "cfd_enabled":false,
// "perpetual_enabled":true,
// "last_event_timestamp":"1596963309.418853092",
// "timestamp":"1596963309.418853092",
// "multiplier_up":null,
// "multiplier_down":"0.1",
// "average_time_interval":300,
// "index_price":"11682.8124",
// "mark_price":"11719.96781",
// "funding_rate":"0.00273",
// "fair_price":"11720.2745"
// },
// ]
//
const currencies = await this.fetchCurrencies ();
const currenciesByCode = this.indexBy (currencies, 'code');
const result = [];
const markets = this.arrayConcat (spot, perpetual);
for (let i = 0; i < markets.length; i++) {
const market = markets[i];
const id = this.safeString (market, 'id');
const baseId = this.safeString (market, 'base_currency');
const quoteId = this.safeString (market, 'quoted_currency');
const productType = this.safeString (market, 'product_type');
let type = 'spot';
let spot = true;
let swap = false;
if (productType === 'Perpetual') {
spot = false;
swap = true;
type = 'swap';
}
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
let symbol = undefined;
if (swap) {
symbol = this.safeString (market, 'currency_pair_code');
} else {
symbol = base + '/' + quote;
}
let maker = this.fees['trading']['maker'];
let taker = this.fees['trading']['taker'];
if (type === 'swap') {
maker = this.safeNumber (market, 'maker_fee', this.fees['trading']['maker']);
taker = this.safeNumber (market, 'taker_fee', this.fees['trading']['taker']);
}
const disabled = this.safeValue (market, 'disabled', false);
const active = !disabled;
const baseCurrency = this.safeValue (currenciesByCode, base);
const precision = {
'amount': 0.00000001,
'price': this.safeNumber (market, 'tick_size'),
};
let minAmount = undefined;
if (baseCurrency !== undefined) {
minAmount = this.safeNumber (baseCurrency['info'], 'minimum_order_quantity');
}
const limits = {
'amount': {
'min': minAmount,
'max': undefined,
},
'price': {
'min': undefined,
'max': undefined,
},
'cost': {
'min': undefined,
'max': undefined,
},
};
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'type': type,
'spot': spot,
'swap': swap,
'maker': maker,
'taker': taker,
'limits': limits,
'precision': precision,
'active': active,
'info': market,
});
}
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
const response = await this.privateGetAccounts (params);
//
// {
// crypto_accounts: [
// {
// id: 2221179,
// currency: 'USDT',
// balance: '0.0',
// reserved_balance: '0.0',
// pusher_channel: 'user_xxxxx_account_usdt',
// lowest_offer_interest_rate: null,
// highest_offer_interest_rate: null,
// address: '0',
// currency_symbol: 'USDT',
// minimum_withdraw: null,
// currency_type: 'crypto'
// },
// ],
// fiat_accounts: [
// {
// id: 1112734,
// currency: 'USD',
// balance: '0.0',
// reserved_balance: '0.0',
// pusher_channel: 'user_xxxxx_account_usd',
// lowest_offer_interest_rate: null,
// highest_offer_interest_rate: null,
// currency_symbol: '$',
// send_to_btc_address: null,
// exchange_rate: '1.0',
// currency_type: 'fiat'
// }
// ]
// }
//
const result = {
'info': response,
'timestamp': undefined,
'datetime': undefined,
};
const crypto = this.safeValue (response, 'crypto_accounts', []);
const fiat = this.safeValue (response, 'fiat_accounts', []);
for (let i = 0; i < crypto.length; i++) {
const balance = crypto[i];
const currencyId = this.safeString (balance, 'currency');
const code = this.safeCurrencyCode (currencyId);
const account = this.account ();
account['total'] = this.safeString (balance, 'balance');
account['used'] = this.safeString (balance, 'reserved_balance');
result[code] = account;
}
for (let i = 0; i < fiat.length; i++) {
const balance = fiat[i];
const currencyId = this.safeString (balance, 'currency');
const code = this.safeCurrencyCode (currencyId);
const account = this.account ();
account['total'] = this.safeString (balance, 'balance');
account['used'] = this.safeString (balance, 'reserved_balance');
result[code] = account;
}
return this.parseBalance (result, false);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'id': this.marketId (symbol),
};
const response = await this.publicGetProductsIdPriceLevels (this.extend (request, params));
return this.parseOrderBook (response, symbol, undefined, 'buy_price_levels', 'sell_price_levels');
}
parseTicker (ticker, market = undefined) {
const timestamp = this.milliseconds ();
let last = undefined;
if ('last_traded_price' in ticker) {
if (ticker['last_traded_price']) {
const length = ticker['last_traded_price'].length;
if (length > 0) {
last = this.safeNumber (ticker, 'last_traded_price');
}
}
}
let symbol = undefined;
if (market === undefined) {
const marketId = this.safeString (ticker, 'id');
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
} else {
const baseId = this.safeString (ticker, 'base_currency');
const quoteId = this.safeString (ticker, 'quoted_currency');
if (symbol in this.markets) {
market = this.markets[symbol];
} else {
symbol = this.safeCurrencyCode (baseId) + '/' + this.safeCurrencyCode (quoteId);
}
}
}
if (market !== undefined) {
symbol = market['symbol'];
}
let change = undefined;
let percentage = undefined;
let average = undefined;
const open = this.safeNumber (ticker, 'last_price_24h');
if (open !== undefined && last !== undefined) {
change = last - open;
average = this.sum (last, open) / 2;
if (open > 0) {
percentage = change / open * 100;
}
}
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeNumber (ticker, 'high_market_ask'),
'low': this.safeNumber (ticker, 'low_market_bid'),
'bid': this.safeNumber (ticker, 'market_bid'),
'bidVolume': undefined,
'ask': this.safeNumber (ticker, 'market_ask'),
'askVolume': undefined,
'vwap': undefined,
'open': open,
'close': last,
'last': last,
'previousClose': undefined,
'change': change,
'percentage': percentage,
'average': average,
'baseVolume': this.safeNumber (ticker, 'volume_24h'),
'quoteVolume': undefined,
'info': ticker,
};
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
const response = await this.publicGetProducts (params);
const result = {};
for (let i = 0; i < response.length; i++) {
const ticker = this.parseTicker (response[i]);
const symbol = ticker['symbol'];
result[symbol] = ticker;
}
return this.filterByArray (result, 'symbol', symbols);
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'id': market['id'],
};
const response = await this.publicGetProductsId (this.extend (request, params));
return this.parseTicker (response, market);
}
parseTrade (trade, market = undefined) {
// { id: 12345,
// quantity: "6.789",
// price: "98765.4321",
// taker_side: "sell",
// created_at: 1512345678,
// my_side: "buy" }
const timestamp = this.safeTimestamp (trade, 'created_at');
const orderId = this.safeString (trade, 'order_id');
// 'taker_side' gets filled for both fetchTrades and fetchMyTrades
const takerSide = this.safeString (trade, 'taker_side');
// 'my_side' gets filled for fetchMyTrades only and may differ from 'taker_side'
const mySide = this.safeString (trade, 'my_side');
const side = (mySide !== undefined) ? mySide : takerSide;
let takerOrMaker = undefined;
if (mySide !== undefined) {
takerOrMaker = (takerSide === mySide) ? 'taker' : 'maker';
}
const priceString = this.safeString (trade, 'price');
const amountString = this.safeString (trade, 'quantity');
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 {
'info': trade,
'id': id,
'order': orderId,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'type': undefined,
'side': side,
'takerOrMaker': takerOrMaker,
'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_id': market['id'],
};
if (limit !== undefined) {
request['limit'] = limit;
}
if (since !== undefined) {
// timestamp should be in seconds, whereas we use milliseconds in since and everywhere
request['timestamp'] = parseInt (since / 1000);
}
const response = await this.publicGetExecutions (this.extend (request, params));
const result = (since !== undefined) ? response : response['models'];
return this.parseTrades (result, market, since, limit);
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
// the `with_details` param is undocumented - it adds the order_id to the results
const request = {
'product_id': market['id'],
'with_details': true,
};
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this.privateGetExecutionsMe (this.extend (request, params));
return this.parseTrades (response['models'], market, since, limit);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
const clientOrderId = this.safeString2 (params, 'clientOrderId', 'client_order_id');
params = this.omit (params, [ 'clientOrderId', 'client_order_id' ]);
const request = {
'order_type': type,
'product_id': this.marketId (symbol),
'side': side,
'quantity': this.amountToPrecision (symbol, amount),
};
if (clientOrderId !== undefined) {
request['client_order_id'] = clientOrderId;
}
if ((type === 'limit') || (type === 'limit_post_only') || (type === 'market_with_range') || (type === 'stop')) {
request['price'] = this.priceToPrecision (symbol, price);
}
const response = await this.privatePostOrders (this.extend (request, params));
//
// {
// "id": 2157474,
// "order_type": "limit",
// "quantity": "0.01",
// "disc_quantity": "0.0",
// "iceberg_total_quantity": "0.0",
// "side": "sell",
// "filled_quantity": "0.0",
// "price": "500.0",
// "created_at": 1462123639,
// "updated_at": 1462123639,
// "status": "live",
// "leverage_level": 1,
// "source_exchange": "QUOINE",
// "product_id": 1,
// "product_code": "CASH",
// "funding_currency": "USD",
// "currency_pair_code": "BTCUSD",
// "order_fee": "0.0",
// "client_order_id": null,
// }
//
return this.parseOrder (response);
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'id': id,
};
const response = await this.privatePutOrdersIdCancel (this.extend (request, params));
const order = this.parseOrder (response);
if (order['status'] === 'closed') {
if (this.options['cancelOrderException']) {
throw new OrderNotFound (this.id + ' order closed already: ' + this.json (response));
}
}
return order;
}
async editOrder (id, symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
if (price === undefined) {
throw new ArgumentsRequired (this.id + ' editOrder() requires the price argument');
}
const request = {
'order': {
'quantity': this.amountToPrecision (symbol, amount),
'price': this.priceToPrecision (symbol, price),
},
'id': id,
};
const response = await this.privatePutOrdersId (this.extend (request, params));
return this.parseOrder (response);
}
parseOrderStatus (status) {
const statuses = {
'live': 'open',
'filled': 'closed',
'cancelled': 'canceled',
};
return this.safeString (statuses, status, status);
}
parseOrder (order, market = undefined) {
//
// createOrder
//
// {
// "id": 2157474,
// "order_type": "limit",
// "quantity": "0.01",
// "disc_quantity": "0.0",
// "iceberg_total_quantity": "0.0",
// "side": "sell",
// "filled_quantity": "0.0",
// "price": "500.0",
// "created_at": 1462123639,
// "updated_at": 1462123639,
// "status": "live",
// "leverage_level": 1,
// "source_exchange": "QUOINE",
// "product_id": 1,
// "product_code": "CASH",
// "funding_currency": "USD",
// "currency_pair_code": "BTCUSD",
// "order_fee": "0.0"
// "client_order_id": null,
// }
//
// fetchOrder, fetchOrders, fetchOpenOrders, fetchClosedOrders
//
// {
// "id": 2157479,
// "order_type": "limit",
// "quantity": "0.01",
// "disc_quantity": "0.0",
// "iceberg_total_quantity": "0.0",
// "side": "sell",
// "filled_quantity": "0.01",
// "price": "500.0",
// "created_at": 1462123639,
// "updated_at": 1462123639,
// "status": "filled",
// "leverage_level": 2,
// "source_exchange": "QUOINE",
// "product_id": 1,
// "product_code": "CASH",
// "funding_currency": "USD",
// "currency_pair_code": "BTCUSD",
// "order_fee": "0.0",
// "executions": [
// {
// "id": 4566133,
// "quantity": "0.01",
// "price": "500.0",
// "taker_side": "buy",
// "my_side": "sell",
// "created_at": 1465396785
// }
// ]
// }
//
const orderId = this.safeString (order, 'id');
const timestamp = this.safeTimestamp (order, 'created_at');
const marketId = this.safeString (order, 'product_id');
market = this.safeValue (this.markets_by_id, marketId);
const status = this.parseOrderStatus (this.safeString (order, 'status'));
const amount = this.safeNumber (order, 'quantity');
let filled = this.safeNumber (order, 'filled_quantity');
const price = this.safeNumber (order, 'price');
let symbol = undefined;
let feeCurrency = undefined;
if (market !== undefined) {
symbol = market['symbol'];
feeCurrency = market['quote'];
}
const type = this.safeString (order, 'order_type');
let tradeCost = 0;
let tradeFilled = 0;
let average = this.safeNumber (order, 'average_price');
const trades = this.parseTrades (this.safeValue (order, 'executions', []), market, undefined, undefined, {
'order': orderId,
'type': type,
});
const numTrades = trades.length;
for (let i = 0; i < numTrades; i++) {
// php copies values upon assignment, but not references them
// todo rewrite this (shortly)
const trade = trades[i];
trade['order'] = orderId;
trade['type'] = type;
tradeFilled = this.sum (tradeFilled, trade['amount']);
tradeCost = this.sum (tradeCost, trade['cost']);
}
let cost = undefined;
let lastTradeTimestamp = undefined;
if (numTrades > 0) {
lastTradeTimestamp = trades[numTrades - 1]['timestamp'];
if (!average && (tradeFilled > 0)) {
average = tradeCost / tradeFilled;
}
if (cost === undefined) {
cost = tradeCost;
}
if (filled === undefined) {
filled = tradeFilled;
}
}
let remaining = undefined;
if (amount !== undefined && filled !== undefined) {
remaining = amount - filled;
}
const side = this.safeString (order, 'side');
const clientOrderId = this.safeString (order, 'client_order_id');
return {
'id': orderId,
'clientOrderId': clientOrderId,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': lastTradeTimestamp,
'type': type,
'timeInForce': undefined,
'postOnly': undefined,
'status': status,
'symbol': symbol,
'side': side,
'price': price,
'stopPrice': undefined,
'amount': amount,
'filled': filled,
'cost': cost,
'remaining': remaining,
'average': average,
'trades': trades,
'fee': {
'currency': feeCurrency,
'cost': this.safeNumber (order, 'order_fee'),
},
'info': order,
};
}
async fetchOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'id': id,
};
const response = await this.privateGetOrdersId (this.extend (request, params));
return this.parseOrder (response);
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = undefined;
const request = {
// 'funding_currency': market['quoteId'], // filter orders based on "funding" currency (quote currency)
// 'product_id': market['id'],
// 'status': 'live', // 'filled', 'cancelled'
// 'trading_type': 'spot', // 'margin', 'cfd'
'with_details': 1, // return full order details including executions
};
if (symbol !== undefined) {
market = this.market (symbol);
request['product_id'] = market['id'];
}
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this.privateGetOrders (this.extend (request, params));
//
// {
// "models": [
// {
// "id": 2157474,
// "order_type": "limit",
// "quantity": "0.01",
// "disc_quantity": "0.0",
// "iceberg_total_quantity": "0.0",
// "side": "sell",
// "filled_quantity": "0.0",
// "price": "500.0",
// "created_at": 1462123639,
// "updated_at": 1462123639,
// "status": "live",
// "leverage_level": 1,
// "source_exchange": "QUOINE",
// "product_id": 1,
// "product_code": "CASH",
// "funding_currency": "USD",
// "currency_pair_code": "BTCUSD",
// "order_fee": "0.0",
// "executions": [], // optional
// }
// ],
// "current_page": 1,
// "total_pages": 1
// }
//
const orders = this.safeValue (response, 'models', []);
return this.parseOrders (orders, market, since, limit);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
const request = { 'status': 'live' };
return await this.fetchOrders (symbol, since, limit, this.extend (request, params));
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
const request = { 'status': 'filled' };
return await this.fetchOrders (symbol, since, limit, this.extend (request, params));
}
async withdraw (code, amount, address, tag = undefined, params = {}) {
this.checkAddress (address);
await this.loadMarkets ();
const currency = this.currency (code);
const request = {
// 'auth_code': '', // optional 2fa code
'currency': currency['id'],
'address': address,
'amount': this.currencyToPrecision (code, amount),
// 'payment_id': tag, // for XRP only
// 'memo_type': 'text', // 'text', 'id' or 'hash', for XLM only
// 'memo_value': tag, // for XLM only
};
if (tag !== undefined) {
if (code === 'XRP') {
request['payment_id'] = tag;
} else if (code === 'XLM') {
request['memo_type'] = 'text'; // overrideable via params
request['memo_value'] = tag;
} else {
throw new NotSupported (this.id + ' withdraw() only supports a tag along the address for XRP or XLM');
}
}
const response = await this.privatePostCryptoWithdrawals (this.extend (request, params));
//
// {
// "id": 1353,
// "address": "1BvBMSEYstWetqTFn5Au4m4GFg7xJaNVN2",
// "amount": 1.0,
// "state": "pending",
// "currency": "BTC",
// "withdrawal_fee": 0.0,
// "created_at": 1568016450,
// "updated_at": 1568016450,
// "payment_id": null
// }
//
return this.parseTransaction (response, currency);
}
parseTransactionStatus (status) {
const statuses = {
'pending': 'pending',
'cancelled': 'canceled',
'approved': 'ok',
};
return this.safeString (statuses, status, status);
}
parseTransaction (transaction, currency = undefined) {
//
// withdraw
//
// {
// "id": 1353,
// "address": "1BvBMSEYstWetqTFn5Au4m4GFg7xJaNVN2",
// "amount": 1.0,
// "state": "pending",
// "currency": "BTC",
// "withdrawal_fee": 0.0,
// "created_at": 1568016450,
// "updated_at": 1568016450,
// "payment_id": null
// }
//
// fetchDeposits, fetchWithdrawals
//
// ...
//
const id = this.safeString (transaction, 'id');
const address = this.safeString (transaction, 'address');
const tag = this.safeString2 (transaction, 'payment_id', 'memo_value');
const txid = undefined;
const currencyId = this.safeString (transaction, 'asset');
const code = this.safeCurrencyCode (currencyId, currency);
const timestamp = this.safeTimestamp (transaction, 'created_at');
const updated = this.safeTimestamp (transaction, 'updated_at');
const type = 'withdrawal';
const status = this.parseTransactionStatus (this.safeString (transaction, 'state'));
const amount = this.safeNumber (transaction, 'amount');
return {
'info': transaction,
'id': id,
'txid': txid,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'address': address,
'tag': tag,
'type': type,
'amount': amount,
'currency': code,
'status': status,
'updated': updated,
'fee': undefined,
};
}
nonce () {
return this.milliseconds ();
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let url = '/' + this.implodeParams (path, params);
const query = this.omit (params, this.extractParams (path));
headers = {
'X-Quoine-API-Version': this.version,
'Content-Type': 'application/json',
};
if (api === 'private') {
this.checkRequiredCredentials ();
if (method === 'GET') {
if (Object.keys (query).length) {
url += '?' + this.urlencode (query);
}
} else if (Object.keys (query).length) {
body = this.json (query);
}
const nonce = this.nonce ();
const request = {
'path': url,
'token_id': this.apiKey,
'iat': Math.floor (nonce / 1000), // issued at
};
if (!('client_order_id' in query)) {
request['nonce'] = nonce;
}
headers['X-Quoine-Auth'] = this.jwt (request, this.encode (this.secret));
} else {
if (Object.keys (query).length) {
url += '?' + this.urlencode (query);
}
}
url = this.urls['api'] + url;
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors (code, reason, url, method, headers, body, response, requestHeaders, requestBody) {
if (code >= 200 && code < 300) {
return;
}
if (code === 401) {
// expected non-json response
this.throwExactlyMatchedException (this.exceptions, body, body);
return;
}
if (code === 429) {
throw new DDoSProtection (this.id + ' ' + body);
}
if (response === undefined) {
return;
}
const feedback = this.id + ' ' + body;
const message = this.safeString (response, 'message');
const errors = this.safeValue (response, 'errors');
if (message !== undefined) {
//
// { "message": "Order not found" }
//
this.throwExactlyMatchedException (this.exceptions, message, feedback);
} else if (errors !== undefined) {
//
// { "errors": { "user": ["not_enough_free_balance"] }}
// { "errors": { "quantity": ["less_than_order_size"] }}
// { "errors": { "order": ["Can not update partially filled order"] }}
//
const types = Object.keys (errors);
for (let i = 0; i < types.length; i++) {
const type = types[i];
const errorMessages = errors[type];
for (let j = 0; j < errorMessages.length; j++) {
const message = errorMessages[j];
this.throwExactlyMatchedException (this.exceptions, message, feedback);
}
}
} else {
throw new ExchangeError (feedback);
}
}
};