consequunturatque
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
637 lines (612 loc) • 25 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, ArgumentsRequired, InvalidOrder } = require ('./base/errors');
const Precise = require ('./base/Precise');
// ---------------------------------------------------------------------------
module.exports = class mercado extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'mercado',
'name': 'Mercado Bitcoin',
'countries': [ 'BR' ], // Brazil
'rateLimit': 1000,
'version': 'v3',
'has': {
'cancelOrder': true,
'CORS': true,
'createMarketOrder': true,
'createOrder': true,
'fetchBalance': true,
'fetchMarkets': true,
'fetchMyTrades': 'emulated',
'fetchOHLCV': true,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': true,
'fetchTicker': true,
'fetchTickers': false,
'fetchTrades': true,
'withdraw': true,
},
'timeframes': {
'1m': '1m',
'5m': '5m',
'15m': '15m',
'30m': '30m',
'1h': '1h',
'6h': '6h',
'12h': '12h',
'1d': '1d',
'3d': '3d',
'1w': '1w',
'2w': '2w',
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27837060-e7c58714-60ea-11e7-9192-f05e86adb83f.jpg',
'api': {
'public': 'https://www.mercadobitcoin.net/api',
'private': 'https://www.mercadobitcoin.net/tapi',
'v4Public': 'https://www.mercadobitcoin.com.br/v4',
},
'www': 'https://www.mercadobitcoin.com.br',
'doc': [
'https://www.mercadobitcoin.com.br/api-doc',
'https://www.mercadobitcoin.com.br/trade-api',
],
},
'api': {
'public': {
'get': [
'coins',
'{coin}/orderbook/', // last slash critical
'{coin}/ticker/',
'{coin}/trades/',
'{coin}/trades/{from}/',
'{coin}/trades/{from}/{to}',
'{coin}/day-summary/{year}/{month}/{day}/',
],
},
'private': {
'post': [
'cancel_order',
'get_account_info',
'get_order',
'get_withdrawal',
'list_system_messages',
'list_orders',
'list_orderbook',
'place_buy_order',
'place_sell_order',
'place_market_buy_order',
'place_market_sell_order',
'withdraw_coin',
],
},
'v4Public': {
'get': [
'{coin}/candle/',
],
},
},
'fees': {
'trading': {
'maker': 0.003,
'taker': 0.007,
},
},
'options': {
'limits': {
'BTC': 0.001,
'BCH': 0.001,
'ETH': 0.01,
'LTC': 0.01,
'XRP': 0.1,
},
},
});
}
async fetchMarkets (params = {}) {
const response = await this.publicGetCoins (params);
//
// [
// "BCH",
// "BTC",
// "ETH",
// "LTC",
// "XRP",
// "MBPRK01",
// "MBPRK02",
// "MBPRK03",
// "MBPRK04",
// "MBCONS01",
// "USDC",
// "WBX",
// "CHZ",
// "MBCONS02",
// "PAXG",
// "MBVASCO01",
// "LINK"
// ]
//
const result = [];
const amountLimits = this.safeValue (this.options, 'limits', {});
for (let i = 0; i < response.length; i++) {
const coin = response[i];
const baseId = coin;
const quoteId = 'BRL';
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const symbol = base + '/' + quote;
const id = quote + base;
const precision = {
'amount': 8,
'price': 5,
};
const priceLimit = '1e-5';
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'active': undefined,
'info': coin,
'precision': precision,
'limits': {
'amount': {
'min': this.safeNumber (amountLimits, baseId),
'max': undefined,
},
'price': {
'min': this.parseNumber (priceLimit),
'max': undefined,
},
'cost': {
'min': undefined,
'max': undefined,
},
},
});
}
return result;
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'coin': market['base'],
};
const response = await this.publicGetCoinOrderbook (this.extend (request, params));
return this.parseOrderBook (response, symbol);
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'coin': market['base'],
};
const response = await this.publicGetCoinTicker (this.extend (request, params));
const ticker = this.safeValue (response, 'ticker', {});
const timestamp = this.safeTimestamp (ticker, 'date');
const last = this.safeNumber (ticker, 'last');
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeNumber (ticker, 'high'),
'low': this.safeNumber (ticker, 'low'),
'bid': this.safeNumber (ticker, 'buy'),
'bidVolume': undefined,
'ask': this.safeNumber (ticker, 'sell'),
'askVolume': undefined,
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': this.safeNumber (ticker, 'vol'),
'quoteVolume': undefined,
'info': ticker,
};
}
parseTrade (trade, market = undefined) {
const timestamp = this.safeTimestamp2 (trade, 'date', 'executed_timestamp');
let symbol = undefined;
if (market !== undefined) {
symbol = market['symbol'];
}
const id = this.safeString2 (trade, 'tid', 'operation_id');
const type = undefined;
const side = this.safeString (trade, 'type');
const priceString = this.safeString (trade, 'price');
const amountString = this.safeString2 (trade, 'amount', 'quantity');
const price = this.parseNumber (priceString);
const amount = this.parseNumber (amountString);
const cost = this.parseNumber (Precise.stringMul (priceString, amountString));
const feeCost = this.safeNumber (trade, 'fee_rate');
let fee = undefined;
if (feeCost !== undefined) {
fee = {
'cost': feeCost,
'currency': undefined,
};
}
return {
'id': id,
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'order': undefined,
'type': type,
'side': side,
'takerOrMaker': undefined,
'price': price,
'amount': amount,
'cost': cost,
'fee': fee,
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
let method = 'publicGetCoinTrades';
const request = {
'coin': market['base'],
};
if (since !== undefined) {
method += 'From';
request['from'] = parseInt (since / 1000);
}
const to = this.safeInteger (params, 'to');
if (to !== undefined) {
method += 'To';
}
const response = await this[method] (this.extend (request, params));
return this.parseTrades (response, market, since, limit);
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
const response = await this.privatePostGetAccountInfo (params);
const data = this.safeValue (response, 'response_data', {});
const balances = this.safeValue (data, 'balance', {});
const result = { 'info': response };
const currencyIds = Object.keys (balances);
for (let i = 0; i < currencyIds.length; i++) {
const currencyId = currencyIds[i];
const code = this.safeCurrencyCode (currencyId);
if (currencyId in balances) {
const balance = this.safeValue (balances, currencyId, {});
const account = this.account ();
account['free'] = this.safeString (balance, 'available');
account['total'] = this.safeString (balance, 'total');
result[code] = account;
}
}
return this.parseBalance (result, false);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'coin_pair': this.marketId (symbol),
};
let method = this.capitalize (side) + 'Order';
if (type === 'limit') {
method = 'privatePostPlace' + method;
request['limit_price'] = this.priceToPrecision (symbol, price);
request['quantity'] = this.amountToPrecision (symbol, amount);
} else {
method = 'privatePostPlaceMarket' + method;
if (side === 'buy') {
if (price === undefined) {
throw new InvalidOrder (this.id + ' createOrder() requires the price argument with market buy orders to calculate total order cost (amount to spend), where cost = amount * price. Supply a price argument to createOrder() call if you want the cost to be calculated for you from price and amount');
}
request['cost'] = this.priceToPrecision (symbol, amount * price);
} else {
request['quantity'] = this.amountToPrecision (symbol, amount);
}
}
const response = await this[method] (this.extend (request, params));
// TODO: replace this with a call to parseOrder for unification
return {
'info': response,
'id': response['response_data']['order']['order_id'].toString (),
};
}
async cancelOrder (id, symbol = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' cancelOrder () requires a symbol argument');
}
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'coin_pair': market['id'],
'order_id': id,
};
const response = await this.privatePostCancelOrder (this.extend (request, params));
//
// {
// response_data: {
// order: {
// order_id: 2176769,
// coin_pair: 'BRLBCH',
// order_type: 2,
// status: 3,
// has_fills: false,
// quantity: '0.10000000',
// limit_price: '1996.15999',
// executed_quantity: '0.00000000',
// executed_price_avg: '0.00000',
// fee: '0.00000000',
// created_timestamp: '1536956488',
// updated_timestamp: '1536956499',
// operations: []
// }
// },
// status_code: 100,
// server_unix_timestamp: '1536956499'
// }
//
const responseData = this.safeValue (response, 'response_data', {});
const order = this.safeValue (responseData, 'order', {});
return this.parseOrder (order, market);
}
parseOrderStatus (status) {
const statuses = {
'2': 'open',
'3': 'canceled',
'4': 'closed',
};
return this.safeString (statuses, status, status);
}
parseOrder (order, market = undefined) {
//
// {
// "order_id": 4,
// "coin_pair": "BRLBTC",
// "order_type": 1,
// "status": 2,
// "has_fills": true,
// "quantity": "2.00000000",
// "limit_price": "900.00000",
// "executed_quantity": "1.00000000",
// "executed_price_avg": "900.00000",
// "fee": "0.00300000",
// "created_timestamp": "1453838494",
// "updated_timestamp": "1453838494",
// "operations": [
// {
// "operation_id": 1,
// "quantity": "1.00000000",
// "price": "900.00000",
// "fee_rate": "0.30",
// "executed_timestamp": "1453838494",
// },
// ],
// }
//
const id = this.safeString (order, 'order_id');
const order_type = this.safeString (order, 'order_type');
let side = undefined;
if ('order_type' in order) {
side = (order_type === '1') ? 'buy' : 'sell';
}
const status = this.parseOrderStatus (this.safeString (order, 'status'));
const marketId = this.safeString (order, 'coin_pair');
market = this.safeMarket (marketId, market);
const timestamp = this.safeTimestamp (order, 'created_timestamp');
const fee = {
'cost': this.safeNumber (order, 'fee'),
'currency': market['quote'],
};
const price = this.safeNumber (order, 'limit_price');
// price = this.safeNumber (order, 'executed_price_avg', price);
const average = this.safeNumber (order, 'executed_price_avg');
const amount = this.safeNumber (order, 'quantity');
const filled = this.safeNumber (order, 'executed_quantity');
const lastTradeTimestamp = this.safeTimestamp (order, 'updated_timestamp');
const rawTrades = this.safeValue (order, 'operations', []);
const trades = this.parseTrades (rawTrades, market, undefined, undefined, {
'side': side,
'order': id,
});
return this.safeOrder ({
'info': order,
'id': id,
'clientOrderId': undefined,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': lastTradeTimestamp,
'symbol': market['symbol'],
'type': 'limit',
'timeInForce': undefined,
'postOnly': undefined,
'side': side,
'price': price,
'stopPrice': undefined,
'cost': undefined,
'average': average,
'amount': amount,
'filled': filled,
'remaining': undefined,
'status': status,
'fee': fee,
'trades': trades,
});
}
async fetchOrder (id, symbol = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' fetchOrder () requires a symbol argument');
}
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'coin_pair': market['id'],
'order_id': parseInt (id),
};
const response = await this.privatePostGetOrder (this.extend (request, params));
const responseData = this.safeValue (response, 'response_data', {});
const order = this.safeValue (responseData, 'order');
return this.parseOrder (order, market);
}
async withdraw (code, amount, address, tag = undefined, params = {}) {
this.checkAddress (address);
await this.loadMarkets ();
const currency = this.currency (code);
const request = {
'coin': currency['id'],
'quantity': amount.toFixed (10),
'address': address,
};
if (code === 'BRL') {
const account_ref = ('account_ref' in params);
if (!account_ref) {
throw new ArgumentsRequired (this.id + ' withdraw() requires account_ref parameter to withdraw ' + code);
}
} else if (code !== 'LTC') {
const tx_fee = ('tx_fee' in params);
if (!tx_fee) {
throw new ArgumentsRequired (this.id + ' withdraw() requires tx_fee parameter to withdraw ' + code);
}
if (code === 'XRP') {
if (tag === undefined) {
if (!('destination_tag' in params)) {
throw new ArgumentsRequired (this.id + ' withdraw() requires a tag argument or destination_tag parameter to withdraw ' + code);
}
} else {
request['destination_tag'] = tag;
}
}
}
const response = await this.privatePostWithdrawCoin (this.extend (request, params));
return {
'info': response,
'id': response['response_data']['withdrawal']['id'],
};
}
parseOHLCV (ohlcv, market = undefined) {
return [
this.safeTimestamp (ohlcv, 'timestamp'),
this.safeNumber (ohlcv, 'open'),
this.safeNumber (ohlcv, 'high'),
this.safeNumber (ohlcv, 'low'),
this.safeNumber (ohlcv, 'close'),
this.safeNumber (ohlcv, 'volume'),
];
}
async fetchOHLCV (symbol, timeframe = '5m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'precision': this.timeframes[timeframe],
'coin': market['id'].toLowerCase (),
};
if (limit !== undefined && since !== undefined) {
request['from'] = parseInt (since / 1000);
request['to'] = this.sum (request['from'], limit * this.parseTimeframe (timeframe));
} else if (since !== undefined) {
request['from'] = parseInt (since / 1000);
request['to'] = this.sum (this.seconds (), 1);
} else if (limit !== undefined) {
request['to'] = this.seconds ();
request['from'] = request['to'] - (limit * this.parseTimeframe (timeframe));
}
const response = await this.v4PublicGetCoinCandle (this.extend (request, params));
const candles = this.safeValue (response, 'candles', []);
return this.parseOHLCVs (candles, market, timeframe, since, limit);
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' fetchOrders () requires a symbol argument');
}
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'coin_pair': market['id'],
};
const response = await this.privatePostListOrders (this.extend (request, params));
const responseData = this.safeValue (response, 'response_data', {});
const orders = this.safeValue (responseData, 'orders', []);
return this.parseOrders (orders, market, since, limit);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' fetchOpenOrders () requires a symbol argument');
}
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'coin_pair': market['id'],
'status_list': '[2]', // open only
};
const response = await this.privatePostListOrders (this.extend (request, params));
const responseData = this.safeValue (response, 'response_data', {});
const orders = this.safeValue (responseData, 'orders', []);
return this.parseOrders (orders, market, since, limit);
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' fetchMyTrades () requires a symbol argument');
}
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'coin_pair': market['id'],
'has_fills': true,
};
const response = await this.privatePostListOrders (this.extend (request, params));
const responseData = this.safeValue (response, 'response_data', {});
const ordersRaw = this.safeValue (responseData, 'orders', []);
const orders = this.parseOrders (ordersRaw, market, since, limit);
const trades = this.ordersToTrades (orders);
return this.filterBySymbolSinceLimit (trades, symbol, since, limit);
}
ordersToTrades (orders) {
const result = [];
for (let i = 0; i < orders.length; i++) {
const trades = this.safeValue (orders[i], 'trades', []);
for (let y = 0; y < trades.length; y++) {
result.push (trades[y]);
}
}
return result;
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let url = this.urls['api'][api] + '/';
const query = this.omit (params, this.extractParams (path));
if (api === 'public' || (api === 'v4Public')) {
url += this.implodeParams (path, params);
if (Object.keys (query).length) {
url += '?' + this.urlencode (query);
}
} else {
this.checkRequiredCredentials ();
url += this.version + '/';
const nonce = this.nonce ();
body = this.urlencode (this.extend ({
'tapi_method': path,
'tapi_nonce': nonce,
}, params));
const auth = '/tapi/' + this.version + '/' + '?' + body;
headers = {
'Content-Type': 'application/x-www-form-urlencoded',
'TAPI-ID': this.apiKey,
'TAPI-MAC': this.hmac (this.encode (auth), this.encode (this.secret), 'sha512'),
};
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
async request (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
const response = await this.fetch2 (path, api, method, params, headers, body);
if ('error_message' in response) {
throw new ExchangeError (this.id + ' ' + this.json (response));
}
return response;
}
};