consequunturatque
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A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
1,116 lines (1,086 loc) • 73.8 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ArgumentsRequired, AuthenticationError, InsufficientFunds, InvalidOrder, AccountSuspended, ExchangeError, DuplicateOrderId, OrderNotFound, BadSymbol, ExchangeNotAvailable, BadRequest } = require ('./base/errors');
const Precise = require ('./base/Precise');
// ---------------------------------------------------------------------------
module.exports = class wavesexchange extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'wavesexchange',
'name': 'Waves.Exchange',
'countries': ['CH'], // Switzerland
'rateLimit': 500,
'certified': true,
'pro': false,
'has': {
'cancelOrder': true,
'createMarketOrder': false,
'createOrder': true,
'fetchBalance': true,
'fetchClosedOrders': true,
'fetchDepositAddress': true,
'fetchMarkets': true,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenOrders': true,
'fetchOrderBook': true,
'fetchOrders': true,
'fetchTicker': true,
'fetchTrades': true,
'withdraw': true,
},
'timeframes': {
'1m': '1m',
'5m': '5m',
'15m': '15m',
'30m': '30m',
'1h': '1h',
'2h': '2h',
'3h': '3h',
'4h': '4h',
'6h': '6h',
'12h': '12h',
'1d': '1d',
'1w': '1w',
'1M': '1M',
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/84547058-5fb27d80-ad0b-11ea-8711-78ac8b3c7f31.jpg',
'api': {
'matcher': 'http://matcher.waves.exchange',
'node': 'https://nodes.waves.exchange',
'public': 'https://api.wavesplatform.com/v0',
'private': 'https://api.waves.exchange/v1',
'forward': 'https://waves.exchange/api/v1/forward/matcher',
'market': 'https://marketdata.wavesplatform.com/api/v1',
},
'doc': 'https://docs.waves.exchange',
'www': 'https://waves.exchange',
},
'api': {
'matcher': {
'get': [
'matcher',
'matcher/settings',
'matcher/settings/rates',
'matcher/balance/reserved/{publicKey}',
'matcher/debug/allSnashotOffsets',
'matcher/debug/currentOffset',
'matcher/debug/lastOffset',
'matcher/debug/oldestSnapshotOffset',
'matcher/orderbook',
'matcher/orderbook/{amountAsset}/{priceAsset}',
'matcher/orderbook/{baseId}/{quoteId}/publicKey/{publicKey}',
'matcher/orderbook/{baseId}/{quoteId}/{orderId}',
'matcher/orderbook/{baseId}/{quoteId}/info',
'matcher/orderbook/{baseId}/{quoteId}/status',
'matcher/orderbook/{baseId}/{quoteId}/tradeableBalance/{address}',
'matcher/orderbook/{publicKey}',
'matcher/orderbook/{publicKey}/{orderId}',
'matcher/orders/{address}',
'matcher/orders/{address}/{orderId}',
'matcher/transactions/{orderId}',
],
'post': [
'matcher/orderbook',
'matcher/orderbook/market',
'matcher/orderbook/cancel',
'matcher/orderbook/{baseId}/{quoteId}/cancel',
'matcher/debug/saveSnapshots',
'matcher/orders/{address}/cancel',
'matcher/orders/cancel/{orderId}',
],
'delete': [
'matcher/orderbook/{baseId}/{quoteId}',
'matcher/settings/rates/{assetId}',
],
'put': [
'matcher/settings/rates/{assetId}',
],
},
'node': {
'get': [
'addresses',
'addresses/balance/{address}',
'addresses/balance/{address}/{confirmations}',
'addresses/balance/details/{address}',
'addresses/data/{address}',
'addresses/data/{address}/{key}',
'addresses/effectiveBalance/{address}',
'addresses/effectiveBalance/{address}/{confirmations}',
'addresses/publicKey/{publicKey}',
'addresses/scriptInfo/{address}',
'addresses/scriptInfo/{address}/meta',
'addresses/seed/{address}',
'addresses/seq/{from}/{to}',
'addresses/validate/{address}',
'alias/by-address/{address}',
'alias/by-alias/{alias}',
'assets/{assetId}/distribution/{height}/{limit}',
'assets/balance/{address}',
'assets/balance/{address}/{assetId}',
'assets/details/{assetId}',
'assets/nft/{address}/limit/{limit}',
'blockchain/rewards',
'blockchain/rewards/height',
'blocks/address/{address}/{from}/{to}/',
'blocks/at/{height}',
'blocks/delay/{signature}/{blockNum}',
'blocks/first',
'blocks/headers/last',
'blocks/headers/seq/{from}/{to}',
'blocks/height',
'blocks/height/{signature}',
'blocks/last',
'blocks/seq/{from}/{to}',
'blocks/signature/{signature}',
'consensus/algo',
'consensus/basetarget',
'consensus/basetarget/{blockId}',
'consensus/{generatingbalance}/address',
'consensus/generationsignature',
'consensus/generationsignature/{blockId}',
'debug/balances/history/{address}',
'debug/blocks/{howMany}',
'debug/configInfo',
'debug/historyInfo',
'debug/info',
'debug/minerInfo',
'debug/portfolios/{address}',
'debug/state',
'debug/stateChanges/address/{address}',
'debug/stateChanges/info/{id}',
'debug/stateWaves/{height}',
'leasing/active/{address}',
'node/state',
'node/version',
'peers/all',
'peers/blacklisted',
'peers/connected',
'peers/suspended',
'transactions/address/{address}/limit/{limit}',
'transactions/info/{id}',
'transactions/status',
'transactions/unconfirmed',
'transactions/unconfirmed/info/{id}',
'transactions/unconfirmed/size',
'utils/seed',
'utils/seed/{length}',
'utils/time',
'wallet/seed',
],
'post': [
'addresses',
'addresses/data/{address}',
'addresses/sign/{address}',
'addresses/signText/{address}',
'addresses/verify/{address}',
'addresses/verifyText/{address}',
'debug/blacklist',
'debug/print',
'debug/rollback',
'debug/validate',
'node/stop',
'peers/clearblacklist',
'peers/connect',
'transactions/broadcast',
'transactions/calculateFee',
'tranasctions/sign',
'transactions/sign/{signerAddress}',
'tranasctions/status',
'utils/hash/fast',
'utils/hash/secure',
'utils/script/compileCode',
'utils/script/compileWithImports',
'utils/script/decompile',
'utils/script/estimate',
'utils/sign/{privateKey}',
'utils/transactionsSerialize',
],
'delete': [
'addresses/{address}',
'debug/rollback-to/{signature}',
],
},
'public': {
'get': [
'pairs',
'candles/{baseId}/{quoteId}',
'transactions/exchange',
],
},
'private': {
'get': [
'deposit/addresses/{code}',
'deposit/currencies',
'withdraw/currencies',
'withdraw/addresses/{currency}/{address}',
],
'post': [
'oauth2/token',
],
},
'forward': {
'get': [
'matcher/orders/{address}', // can't get the orders endpoint to work with the matcher api
'matcher/orders/{address}/{orderId}',
],
'post': [
'matcher/orders/{wavesAddress}/cancel',
],
},
'market': {
'get': [
'tickers',
],
},
},
'options': {
'allowedCandles': 1440,
'accessToken': undefined,
'matcherPublicKey': undefined,
'quotes': undefined,
'createOrderDefaultExpiry': 2419200000, // 60 * 60 * 24 * 28 * 1000
'wavesAddress': undefined,
'withdrawFeeUSDN': 7420,
'withdrawFeeWAVES': 100000,
'wavesPrecision': 8,
},
'requiresEddsa': true,
'exceptions': {
'3147270': InsufficientFunds, // https://github.com/wavesplatform/matcher/wiki/List-of-all-errors
'112': InsufficientFunds,
'4': ExchangeError,
'13': ExchangeNotAvailable,
'14': ExchangeNotAvailable,
'3145733': AccountSuspended,
'3148040': DuplicateOrderId,
'3148801': AuthenticationError,
'9440512': AuthenticationError,
'9440771': BadSymbol,
'9441026': InvalidOrder,
'9441282': InvalidOrder,
'9441286': InvalidOrder,
'9441295': InvalidOrder,
'9441540': InvalidOrder,
'9441542': InvalidOrder,
'106954752': AuthenticationError,
'106954769': AuthenticationError,
'106957828': AuthenticationError,
'106960131': AuthenticationError,
'106981137': AuthenticationError,
'9437193': OrderNotFound,
'1048577': BadRequest,
'1051904': AuthenticationError,
},
});
}
async getQuotes () {
let quotes = this.safeValue (this.options, 'quotes');
if (quotes) {
return quotes;
} else {
// currencies can have any name because you can create you own token
// as a result someone can create a fake token called BTC
// we use this mapping to determine the real tokens
// https://docs.waves.exchange/en/waves-matcher/matcher-api#asset-pair
const response = await this.matcherGetMatcherSettings ();
// {
// "orderVersions": [
// 1,
// 2,
// 3
// ],
// "success": true,
// "matcherPublicKey": "9cpfKN9suPNvfeUNphzxXMjcnn974eme8ZhWUjaktzU5",
// "orderFee": {
// "dynamic": {
// "baseFee": 300000,
// "rates": {
// "34N9YcEETLWn93qYQ64EsP1x89tSruJU44RrEMSXXEPJ": 1.22639597,
// "62LyMjcr2DtiyF5yVXFhoQ2q414VPPJXjsNYp72SuDCH": 0.00989643,
// "HZk1mbfuJpmxU1Fs4AX5MWLVYtctsNcg6e2C6VKqK8zk": 0.0395674,
// "8LQW8f7P5d5PZM7GtZEBgaqRPGSzS3DfPuiXrURJ4AJS": 0.00018814,
// "4LHHvYGNKJUg5hj65aGD5vgScvCBmLpdRFtjokvCjSL8": 26.19721262,
// "474jTeYx2r2Va35794tCScAXWJG9hU2HcgxzMowaZUnu": 0.00752978,
// "DG2xFkPdDwKUoBkzGAhQtLpSGzfXLiCYPEzeKH2Ad24p": 1.84575,
// "B3uGHFRpSUuGEDWjqB9LWWxafQj8VTvpMucEyoxzws5H": 0.02330273,
// "zMFqXuoyrn5w17PFurTqxB7GsS71fp9dfk6XFwxbPCy": 0.00721412,
// "5WvPKSJXzVE2orvbkJ8wsQmmQKqTv9sGBPksV4adViw3": 0.02659103,
// "WAVES": 1,
// "BrjUWjndUanm5VsJkbUip8VRYy6LWJePtxya3FNv4TQa": 0.03433583
// }
// }
// },
// "networkByte": 87,
// "matcherVersion": "2.1.3.5",
// "status": "SimpleResponse",
// "priceAssets": [
// "Ft8X1v1LTa1ABafufpaCWyVj8KkaxUWE6xBhW6sNFJck",
// "DG2xFkPdDwKUoBkzGAhQtLpSGzfXLiCYPEzeKH2Ad24p",
// "34N9YcEETLWn93qYQ64EsP1x89tSruJU44RrEMSXXEPJ",
// "Gtb1WRznfchDnTh37ezoDTJ4wcoKaRsKqKjJjy7nm2zU",
// "2mX5DzVKWrAJw8iwdJnV2qtoeVG9h5nTDpTqC1wb1WEN",
// "8LQW8f7P5d5PZM7GtZEBgaqRPGSzS3DfPuiXrURJ4AJS",
// "WAVES",
// "474jTeYx2r2Va35794tCScAXWJG9hU2HcgxzMowaZUnu",
// "zMFqXuoyrn5w17PFurTqxB7GsS71fp9dfk6XFwxbPCy",
// "62LyMjcr2DtiyF5yVXFhoQ2q414VPPJXjsNYp72SuDCH",
// "HZk1mbfuJpmxU1Fs4AX5MWLVYtctsNcg6e2C6VKqK8zk",
// "B3uGHFRpSUuGEDWjqB9LWWxafQj8VTvpMucEyoxzws5H",
// "5WvPKSJXzVE2orvbkJ8wsQmmQKqTv9sGBPksV4adViw3",
// "BrjUWjndUanm5VsJkbUip8VRYy6LWJePtxya3FNv4TQa",
// "4LHHvYGNKJUg5hj65aGD5vgScvCBmLpdRFtjokvCjSL8"
// ]
// }
quotes = {};
const priceAssets = this.safeValue (response, 'priceAssets');
for (let i = 0; i < priceAssets.length; i++) {
quotes[priceAssets[i]] = true;
}
this.options['quotes'] = quotes;
return quotes;
}
}
async fetchMarkets (params = {}) {
const response = await this.marketGetTickers ();
const result = [];
for (let i = 0; i < response.length; i++) {
const entry = response[i];
const baseId = this.safeString (entry, 'amountAssetID');
const quoteId = this.safeString (entry, 'priceAssetID');
const id = baseId + '/' + quoteId;
const marketId = this.safeString (entry, 'symbol');
const [ base, quote ] = marketId.split ('/');
const symbol = this.safeCurrencyCode (base) + '/' + this.safeCurrencyCode (quote);
const precision = {
'amount': this.safeInteger (entry, 'amountAssetDecimals'),
'price': this.safeInteger (entry, 'priceAssetDecimals'),
};
result.push ({
'symbol': symbol,
'id': id,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'info': entry,
'precision': precision,
});
}
return result;
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = this.extend ({
'amountAsset': market['baseId'],
'priceAsset': market['quoteId'],
}, params);
const response = await this.matcherGetMatcherOrderbookAmountAssetPriceAsset (request);
const timestamp = this.safeInteger (response, 'timestamp');
const bids = this.parseOrderBookSide (this.safeValue (response, 'bids'), market, limit);
const asks = this.parseOrderBookSide (this.safeValue (response, 'asks'), market, limit);
return {
'symbol': symbol,
'bids': bids,
'asks': asks,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'nonce': undefined,
};
}
parseOrderBookSide (bookSide, market = undefined, limit = undefined) {
const precision = market['precision'];
const wavesPrecision = this.safeInteger (this.options, 'wavesPrecision', 8);
const amountPrecision = Math.pow (10, precision['amount']);
const difference = precision['amount'] - precision['price'];
const pricePrecision = Math.pow (10, wavesPrecision - difference);
const result = [];
for (let i = 0; i < bookSide.length; i++) {
const entry = bookSide[i];
const price = this.safeInteger (entry, 'price', 0) / pricePrecision;
const amount = this.safeInteger (entry, 'amount', 0) / amountPrecision;
if ((limit !== undefined) && (i > limit)) {
break;
}
result.push ([price, amount]);
}
return result;
}
checkRequiredKeys () {
if (this.apiKey === undefined) {
throw new AuthenticationError (this.id + ' requires apiKey credential');
}
if (this.secret === undefined) {
throw new AuthenticationError (this.id + ' requires secret credential');
}
let apiKeyBytes = undefined;
let secretKeyBytes = undefined;
try {
apiKeyBytes = this.base58ToBinary (this.apiKey);
} catch (e) {
throw new AuthenticationError (this.id + ' apiKey must be a base58 encoded public key');
}
try {
secretKeyBytes = this.base58ToBinary (this.secret);
} catch (e) {
throw new AuthenticationError (this.id + ' secret must be a base58 encoded private key');
}
const hexApiKeyBytes = this.binaryToBase16 (apiKeyBytes);
const hexSecretKeyBytes = this.binaryToBase16 (secretKeyBytes);
if (hexApiKeyBytes.length !== 64) {
throw new AuthenticationError (this.id + ' apiKey must be a base58 encoded public key');
}
if (hexSecretKeyBytes.length !== 64) {
throw new AuthenticationError (this.id + ' secret must be a base58 encoded private key');
}
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
const query = this.omit (params, this.extractParams (path));
const isCancelOrder = path === 'matcher/orders/{wavesAddress}/cancel';
path = this.implodeParams (path, params);
let url = this.urls['api'][api] + '/' + path;
let queryString = this.urlencode (query);
if ((api === 'private') || (api === 'forward')) {
headers = {
'Accept': 'application/json',
};
const accessToken = this.safeString (this.options, 'accessToken');
if (accessToken) {
headers['Authorization'] = 'Bearer ' + accessToken;
}
if (method === 'POST') {
headers['content-type'] = 'application/json';
} else {
headers['content-type'] = 'application/x-www-form-urlencoded';
}
if (isCancelOrder) {
body = this.json ([query['orderId']]);
queryString = '';
}
if (queryString.length > 0) {
url += '?' + queryString;
}
} else if (api === 'matcher') {
if (method === 'POST') {
headers = {
'content-type': 'application/json',
};
body = this.json (query);
} else {
headers = query;
}
} else {
if (method === 'POST') {
headers = {
'content-type': 'application/json',
};
body = this.json (query);
} else {
headers = {
'content-type': 'application/x-www-form-urlencoded',
};
if (queryString.length > 0) {
url += '?' + queryString;
}
}
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
async getAccessToken () {
if (!this.safeString (this.options, 'accessToken')) {
const prefix = 'ffffff01';
const expiresDelta = 60 * 60 * 24 * 7;
let seconds = this.sum (this.seconds (), expiresDelta);
seconds = seconds.toString ();
const clientId = 'waves.exchange';
const message = 'W:' + clientId + ':' + seconds;
const messageHex = this.binaryToBase16 (this.stringToBinary (this.encode (message)));
const payload = prefix + messageHex;
const hexKey = this.binaryToBase16 (this.base58ToBinary (this.secret));
const signature = this.eddsa (payload, hexKey, 'ed25519');
const request = {
'grant_type': 'password',
'scope': 'general',
'username': this.apiKey,
'password': seconds + ':' + signature,
'client_id': clientId,
};
const response = await this.privatePostOauth2Token (request);
// { access_token: 'eyJhbGciOXJSUzI1NiIsInR5cCI6IkpXVCJ9.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.B-XwexBnUAzbWknVN68RKT0ZP5w6Qk1SKJ8usL3OIwDEzCUUX9PjW-5TQHmiCRcA4oft8lqXEiCwEoNfsblCo_jTpRo518a1vZkIbHQk0-13Dm1K5ewGxfxAwBk0g49odcbKdjl64TN1yM_PO1VtLVuiTeZP-XF-S42Uj-7fcO-r7AulyQLuTE0uo-Qdep8HDCk47rduZwtJOmhFbCCnSgnLYvKWy3CVTeldsR77qxUY-vy8q9McqeP7Id-_MWnsob8vWXpkeJxaEsw1Fke1dxApJaJam09VU8EB3ZJWpkT7V8PdafIrQGeexx3jhKKxo7rRb4hDV8kfpVoCgkvFan',
// token_type: 'bearer',
// refresh_token: 'eyJhbGciOiJSUzI1NiIsInR5cCI6IkpXVCJ9.eyJzaWciOiJiaTZiMVhMQlo0M1Q4QmRTSlVSejJBZGlQdVlpaFZQYVhhVjc4ZGVIOEpTM3M3NUdSeEU1VkZVOE5LRUI0UXViNkFHaUhpVFpuZ3pzcnhXdExUclRvZTgiLCJhIjoiM1A4VnpMU2EyM0VXNUNWY2tIYlY3ZDVCb043NWZGMWhoRkgiLCJuYiI6IlciLCJ1c2VyX25hbWUiOiJBSFhuOG5CQTRTZkxRRjdoTFFpU24xNmt4eWVoaml6QkdXMVRkcm1TWjFnRiIsInNjb3BlIjpbImdlbmVyYWwiXSwiYXRpIjoiN2JhOTUxMTMtOGI2MS00NjEzLTlkZmYtNTEwYTc0NjlkXWI5IiwibHQiOjYwNDc5OSwicGsiOiJBSFhuOG5CQTRTZkxRRjdoTFFpU24xNmt4eWVoaml6QkdXMVRkcm1TWjFnRiIsImV4cCI6MTU5Mzk2MjI1OCwiZXhwMCI6MTU5MTk3NTA1NywianRpIjoiM2MzZWRlMTktNjI5My00MTNlLWJmMWUtZTRlZDZlYzUzZTgzIiwiY2lkIjoid2F2ZXMuZXhjaGFuZ2UifQ.gD1Qj0jfqayfZpBvNY0t3ccMyK5hdbT7dY-_5L6LxwV0Knan4ndEtvygxlTOczmJUKtnA4T1r5GBFgNMZTvtViKZIbqZNysEg2OY8UxwDaF4VPeGJLg_QXEnn8wBeBQdyMafh9UQdwD2ci7x-saM4tOAGmncAygfTDxy80201gwDhfAkAGerb9kL00oWzSJScldxu--pNLDBUEHZt52MSEel10HGrzvZkkvvSh67vcQo5TOGb5KG6nh65UdJCwr41AVz4fbQPP-N2Nkxqy0TE_bqVzZxExXgvcS8TS0Z82T3ijJa_ct7B9wblpylBnvmyj3VycUzufD6uy8MUGq32D',
// expires_in: 604798,
// scope: 'general' }
this.options['accessToken'] = this.safeString (response, 'access_token');
return this.options['accessToken'];
}
}
parseTicker (ticker, market = undefined) {
//
// {
// "__type":"pair",
// "data":{
// "firstPrice":0.00012512,
// "lastPrice":0.00012441,
// "low":0.00012167,
// "high":0.00012768,
// "weightedAveragePrice":0.000124710697407246,
// "volume":209554.26356614,
// "quoteVolume":26.1336583539951,
// "volumeWaves":209554.26356614,
// "txsCount":6655
// },
// "amountAsset":"WAVES",
// "priceAsset":"8LQW8f7P5d5PZM7GtZEBgaqRPGSzS3DfPuiXrURJ4AJS"
// }
//
const timestamp = undefined;
const baseId = this.safeString (ticker, 'amountAsset');
const quoteId = this.safeString (ticker, 'priceAsset');
let symbol = undefined;
if ((baseId !== undefined) && (quoteId !== undefined)) {
const marketId = baseId + '/' + quoteId;
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
} else {
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
symbol = base + '/' + quote;
}
}
if ((symbol === undefined) && (market !== undefined)) {
symbol = market['symbol'];
}
const data = this.safeValue (ticker, 'data', {});
const last = this.safeNumber (data, 'lastPrice');
const low = this.safeNumber (data, 'low');
const high = this.safeNumber (data, 'high');
const vwap = this.safeNumber (data, 'weightedAveragePrice');
const baseVolume = this.safeNumber (data, 'volume');
const quoteVolume = this.safeNumber (data, 'quoteVolume');
const open = this.safeNumber (data, 'firstPrice');
let change = undefined;
let average = undefined;
let percentage = undefined;
if (last !== undefined && open !== 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': high,
'low': low,
'bid': undefined,
'bidVolume': undefined,
'ask': undefined,
'askVolume': undefined,
'vwap': vwap,
'open': open,
'close': last,
'last': last,
'previousClose': undefined,
'change': change,
'percentage': percentage,
'average': average,
'baseVolume': baseVolume,
'quoteVolume': quoteVolume,
'info': ticker,
};
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'pairs': market['id'],
};
const response = await this.publicGetPairs (this.extend (request, params));
//
// {
// "__type":"list",
// "data":[
// {
// "__type":"pair",
// "data":{
// "firstPrice":0.00012512,
// "lastPrice":0.00012441,
// "low":0.00012167,
// "high":0.00012768,
// "weightedAveragePrice":0.000124710697407246,
// "volume":209554.26356614,
// "quoteVolume":26.1336583539951,
// "volumeWaves":209554.26356614,
// "txsCount":6655
// },
// "amountAsset":"WAVES",
// "priceAsset":"8LQW8f7P5d5PZM7GtZEBgaqRPGSzS3DfPuiXrURJ4AJS"
// }
// ]
// }
//
const data = this.safeValue (response, 'data', []);
const ticker = this.safeValue (data, 0, {});
return this.parseTicker (ticker, market);
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'baseId': market['baseId'],
'quoteId': market['quoteId'],
'interval': this.timeframes[timeframe],
};
if (since !== undefined) {
request['timeStart'] = since.toString ();
} else {
const allowedCandles = this.safeInteger (this.options, 'allowedCandles', 1440);
const timeframeUnix = this.parseTimeframe (timeframe) * 1000;
const currentTime = Math.floor (this.milliseconds () / timeframeUnix) * timeframeUnix;
const delta = (allowedCandles - 1) * timeframeUnix;
const timeStart = currentTime - delta;
request['timeStart'] = timeStart.toString ();
}
const response = await this.publicGetCandlesBaseIdQuoteId (this.extend (request, params));
//
// {
// "__type": "list",
// "data": [
// {
// "__type": "candle",
// "data": {
// "time": "2020-06-09T14:47:00.000Z",
// "open": 0.0250385,
// "close": 0.0250385,
// "high": 0.0250385,
// "low": 0.0250385,
// "volume": 0.01033012,
// "quoteVolume": 0.00025865,
// "weightedAveragePrice": 0.0250385,
// "maxHeight": 2099399,
// "txsCount": 5,
// "timeClose": "2020-06-09T14:47:59.999Z"
// }
// }
// ]
// }
//
const data = this.safeValue (response, 'data', []);
const result = this.parseOHLCVs (data, market, timeframe, since, limit);
let lastClose = undefined;
const length = result.length;
for (let i = 0; i < result.length; i++) {
const j = length - i - 1;
const entry = result[j];
const open = entry[1];
if (open === undefined) {
entry[1] = lastClose;
entry[2] = lastClose;
entry[3] = lastClose;
entry[4] = lastClose;
result[j] = entry;
}
lastClose = entry[4];
}
return result;
}
parseOHLCV (ohlcv, market = undefined) {
//
// {
// __type: 'candle',
// data: {
// time: '2020-06-05T20:46:00.000Z',
// open: 240.573975,
// close: 240.573975,
// high: 240.573975,
// low: 240.573975,
// volume: 0.01278413,
// quoteVolume: 3.075528,
// weightedAveragePrice: 240.573975,
// maxHeight: 2093895,
// txsCount: 5,
// timeClose: '2020-06-05T20:46:59.999Z'
// }
// }
//
const data = this.safeValue (ohlcv, 'data', {});
return [
this.parse8601 (this.safeString (data, 'time')),
this.safeNumber (data, 'open'),
this.safeNumber (data, 'high'),
this.safeNumber (data, 'low'),
this.safeNumber (data, 'close'),
this.safeNumber (data, 'volume', 0),
];
}
async fetchDepositAddress (code, params = {}) {
await this.getAccessToken ();
const supportedCurrencies = await this.privateGetDepositCurrencies ();
const currencies = {};
const items = this.safeValue (supportedCurrencies, 'items', []);
for (let i = 0; i < items.length; i++) {
const entry = items[i];
const currencyCode = this.safeString (entry, 'id');
currencies[currencyCode] = true;
}
if (!(code in currencies)) {
const codes = Object.keys (currencies);
throw new ExchangeError (this.id + ' fetch ' + code + ' deposit address not supported. Currency code must be one of ' + codes.toString ());
}
const request = this.extend ({
'code': code,
}, params);
const response = await this.privateGetDepositAddressesCode (request);
// {
// "type": "deposit_addresses",
// "currency": {
// "type": "deposit_currency",
// "id": "ERGO",
// "waves_asset_id": "5dJj4Hn9t2Ve3tRpNGirUHy4yBK6qdJRAJYV21yPPuGz",
// "decimals": 9,
// "status": "active",
// "allowed_amount": {
// "min": 0.001,
// "max": 100000
// },
// "fees": {
// "flat": 0,
// "rate": 0
// }
// },
// "deposit_addresses": [
// "9fRAAQjF8Yqg7qicQCL884zjimsRnuwsSavsM1rUdDaoG8mThku"
// ]
// }
const addresses = this.safeValue (response, 'deposit_addresses');
const address = this.safeString (addresses, 0);
return {
'address': address,
'code': code,
'tag': undefined,
'info': response,
};
}
async getMatcherPublicKey () {
// this method returns a single string
const matcherPublicKey = this.safeString (this.options, 'matcherPublicKey');
if (matcherPublicKey) {
return matcherPublicKey;
} else {
const response = await this.matcherGetMatcher ();
// remove trailing quotes from string response
this.options['matcherPublicKey'] = response.slice (1, response.length - 1);
return this.options['matcherPublicKey'];
}
}
getAssetBytes (currencyId) {
if (currencyId === 'WAVES') {
return this.numberToBE (0, 1);
} else {
return this.binaryConcat (this.numberToBE (1, 1), this.base58ToBinary (currencyId));
}
}
getAssetId (currencyId) {
if (currencyId === 'WAVES') {
return '';
}
return currencyId;
}
priceToPrecision (symbol, price) {
const market = this.markets[symbol];
const wavesPrecision = this.safeInteger (this.options, 'wavesPrecision', 8);
const difference = market['precision']['amount'] - market['precision']['price'];
return parseInt (parseFloat (this.toWei (price, wavesPrecision - difference)));
}
amountToPrecision (symbol, amount) {
return parseInt (parseFloat (this.toWei (amount, this.markets[symbol]['precision']['amount'])));
}
currencyToPrecision (currency, amount) {
return parseInt (parseFloat (this.toWei (amount, this.currencies[currency]['precision'])));
}
currencyFromPrecision (currency, amount) {
return this.fromWei (amount, this.currencies[currency]['precision']);
}
priceFromPrecision (symbol, price) {
const market = this.markets[symbol];
const wavesPrecision = this.safeInteger (this.options, 'wavesPrecision', 8);
const difference = market['precision']['amount'] - market['precision']['price'];
return this.fromWei (price, wavesPrecision - difference);
}
getDefaultExpiry () {
const expiry = this.safeInteger (this.options, 'createOrderDefaultExpiry');
if (expiry) {
return expiry;
} else {
this.options['createOrderDefaultExpiry'] = 60 * 60 * 24 * 28 * 1000;
return this.options['createOrderDefaultExpiry'];
}
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
this.checkRequiredDependencies ();
this.checkRequiredKeys ();
await this.loadMarkets ();
const market = this.market (symbol);
const matcherPublicKey = await this.getMatcherPublicKey ();
const amountAsset = this.getAssetId (market['baseId']);
const priceAsset = this.getAssetId (market['quoteId']);
amount = this.amountToPrecision (symbol, amount);
price = this.priceToPrecision (symbol, price);
const orderType = (side === 'buy') ? 0 : 1;
const timestamp = this.milliseconds ();
const expiration = this.sum (timestamp, this.getDefaultExpiry ());
const settings = await this.matcherGetMatcherSettings ();
// {
// "orderVersions": [
// 1,
// 2,
// 3
// ],
// "success": true,
// "matcherPublicKey": "9cpfKN9suPNvfeUNphzxXMjcnn974eme8ZhWUjaktzU5",
// "orderFee": {
// "dynamic": {
// "baseFee": 300000,
// "rates": {
// "34N9YcEETLWn93qYQ64EsP1x89tSruJU44RrEMSXXEPJ": 1.0257813,
// "62LyMjcr2DtiyF5yVXFhoQ2q414VPPJXjsNYp72SuDCH": 0.01268146,
// "HZk1mbfuJpmxU1Fs4AX5MWLVYtctsNcg6e2C6VKqK8zk": 0.05232404,
// "8LQW8f7P5d5PZM7GtZEBgaqRPGSzS3DfPuiXrURJ4AJS": 0.00023985,
// "4LHHvYGNKJUg5hj65aGD5vgScvCBmLpdRFtjokvCjSL8": 19.5967716,
// "474jTeYx2r2Va35794tCScAXWJG9hU2HcgxzMowaZUnu": 0.00937073,
// "DG2xFkPdDwKUoBkzGAhQtLpSGzfXLiCYPEzeKH2Ad24p": 2.19825,
// "B3uGHFRpSUuGEDWjqB9LWWxafQj8VTvpMucEyoxzws5H": 0.03180264,
// "zMFqXuoyrn5w17PFurTqxB7GsS71fp9dfk6XFwxbPCy": 0.00996631,
// "5WvPKSJXzVE2orvbkJ8wsQmmQKqTv9sGBPksV4adViw3": 0.03254476,
// "WAVES": 1,
// "BrjUWjndUanm5VsJkbUip8VRYy6LWJePtxya3FNv4TQa": 0.03703704
// }
// }
// },
// "networkByte": 87,
// "matcherVersion": "2.1.4.8",
// "status": "SimpleResponse",
// "priceAssets": [
// "Ft8X1v1LTa1ABafufpaCWyVj8KkaxUWE6xBhW6sNFJck",
// "DG2xFkPdDwKUoBkzGAhQtLpSGzfXLiCYPEzeKH2Ad24p",
// "34N9YcEETLWn93qYQ64EsP1x89tSruJU44RrEMSXXEPJ",
// "Gtb1WRznfchDnTh37ezoDTJ4wcoKaRsKqKjJjy7nm2zU",
// "2mX5DzVKWrAJw8iwdJnV2qtoeVG9h5nTDpTqC1wb1WEN",
// "8LQW8f7P5d5PZM7GtZEBgaqRPGSzS3DfPuiXrURJ4AJS",
// "WAVES",
// "474jTeYx2r2Va35794tCScAXWJG9hU2HcgxzMowaZUnu",
// "zMFqXuoyrn5w17PFurTqxB7GsS71fp9dfk6XFwxbPCy",
// "62LyMjcr2DtiyF5yVXFhoQ2q414VPPJXjsNYp72SuDCH",
// "HZk1mbfuJpmxU1Fs4AX5MWLVYtctsNcg6e2C6VKqK8zk",
// "B3uGHFRpSUuGEDWjqB9LWWxafQj8VTvpMucEyoxzws5H",
// "5WvPKSJXzVE2orvbkJ8wsQmmQKqTv9sGBPksV4adViw3",
// "BrjUWjndUanm5VsJkbUip8VRYy6LWJePtxya3FNv4TQa",
// "4LHHvYGNKJUg5hj65aGD5vgScvCBmLpdRFtjokvCjSL8"
// ]
// }
const orderFee = this.safeValue (settings, 'orderFee');
const dynamic = this.safeValue (orderFee, 'dynamic');
const baseMatcherFee = this.safeInteger (dynamic, 'baseFee');
const wavesMatcherFee = this.currencyFromPrecision ('WAVES', baseMatcherFee);
const rates = this.safeValue (dynamic, 'rates');
// choose sponsored assets from the list of priceAssets above
const priceAssets = Object.keys (rates);
let matcherFeeAssetId = undefined;
let matcherFee = undefined;
if ('feeAssetId' in params) {
matcherFeeAssetId = params['feeAssetId'];
} else if ('feeAssetId' in this.options) {
matcherFeeAssetId = this.options['feeAssetId'];
} else {
const balances = await this.fetchBalance ();
if (balances['WAVES']['free'] > wavesMatcherFee) {
matcherFeeAssetId = 'WAVES';
matcherFee = baseMatcherFee;
} else {
for (let i = 0; i < priceAssets.length; i++) {
const assetId = priceAssets[i];
const code = this.safeCurrencyCode (assetId);
const balance = this.safeValue (this.safeValue (balances, code, {}), 'free');
const assetFee = rates[assetId] * wavesMatcherFee;
if ((balance !== undefined) && (balance > assetFee)) {
matcherFeeAssetId = assetId;
break;
}
}
}
}
if (matcherFeeAssetId === undefined) {
throw InsufficientFunds (this.id + ' not enough funds to cover the fee, specify feeAssetId in params or options, or buy some WAVES');
}
if (matcherFee === undefined) {
const wavesPrecision = this.safeInteger (this.options, 'wavesPrecision', 8);
const rate = this.safeNumber (rates, matcherFeeAssetId);
const code = this.safeCurrencyCode (matcherFeeAssetId);
const currency = this.currency (code);
const newPrecison = Math.pow (10, wavesPrecision - currency['precision']);
matcherFee = Math.ceil (rate * baseMatcherFee / newPrecison);
}
const byteArray = [
this.numberToBE (3, 1),
this.base58ToBinary (this.apiKey),
this.base58ToBinary (matcherPublicKey),
this.getAssetBytes (market['baseId']),
this.getAssetBytes (market['quoteId']),
this.numberToBE (orderType, 1),
this.numberToBE (price, 8),
this.numberToBE (amount, 8),
this.numberToBE (timestamp, 8),
this.numberToBE (expiration, 8),
this.numberToBE (matcherFee, 8),
this.getAssetBytes (matcherFeeAssetId),
];
const binary = this.binaryConcatArray (byteArray);
const signature = this.eddsa (this.binaryToBase16 (binary), this.binaryToBase16 (this.base58ToBinary (this.secret)), 'ed25519');
const assetPair = {
'amountAsset': amountAsset,
'priceAsset': priceAsset,
};
const body = {
'senderPublicKey': this.apiKey,
'matcherPublicKey': matcherPublicKey,
'assetPair': assetPair,
'orderType': side,
'price': price,
'amount': amount,
'timestamp': timestamp,
'expiration': expiration,
'matcherFee': matcherFee,
'signature': signature,
'version': 3,
};
if (matcherFeeAssetId !== 'WAVES') {
body['matcherFeeAssetId'] = matcherFeeAssetId;
}
const response = await this.matcherPostMatcherOrderbook (body);
// { success: true,
// message:
// { version: 3,
// id: 'Do7cDJMf2MJuFyorvxNNuzS42MXSGGEq1r1hGDn1PHiS',
// sender: '3P8VzLSa23EW5CVckHbV7d5BoN75fF1hhFH',
// senderPublicKey: 'AHXn8nBA4SfLQF7hLQiSn16kxyehjizBGW1TdrmSZ1gF',
// matcherPublicKey: '9cpfKN9suPNvfeUNphzxXMjcnn974eme8ZhWUjaktzU5',
// assetPair:
// { amountAsset: null,
// priceAsset: '8LQW8f7P5d5PZM7GtZEBgaqRPGSzS3DfPuiXrURJ4AJS' },
// orderType: 'sell',
// amount: 1,
// price: 100000000,
// timestamp: 1591593117995,
// expiration: 1594012317995,
// matcherFee: 300000,
// matcherFeeAssetId: null,
// signature: '2EG8zgE6Ze1X5EYA8DbfFiPXAtC7NniYBAMFbJUbzwVbHmmCKHornQfS5F32NwkHF4623KWq1U6K126h4TTqyVq',
// proofs:
// [ '2EG8zgE6Ze1X5EYA8DbfFiPXAtC7NniYBAMFbJUbzwVbHmmCKHornQfS5F32NwkHF4623KWq1U6K126h4TTqyVq' ] },
// status: 'OrderAccepted' }
const value = this.safeValue (response, 'message');
return this.parseOrder (value, market);
}
async cancelOrder (id, symbol = undefined, params = {}) {
this.checkRequiredDependencies ();
this.checkRequiredKeys ();
await this.getAccessToken ();
const wavesAddress = await this.getWavesAddress ();
const response = await this.forwardPostMatcherOrdersWavesAddressCancel ({
'wavesAddress': wavesAddress,
'orderId': id,
});
// {
// "success":true,
// "message":[[{"orderId":"EBpJeGM36KKFz5gTJAUKDBm89V8wqxKipSFBdU35AN3c","success":true,"status":"OrderCanceled"}]],
// "status":"BatchCancelCompleted"
// }
const message = this.safeValue (response, 'message');
const firstMessage = this.safeValue (message, 0);
const firstOrder = this.safeValue (firstMessage, 0);
const returnedId = this.safeString (firstOrder, 'orderId');
return {
'info': response,
'id': returnedId,
'clientOrderId': undefined,
'timestamp': undefined,
'datetime': undefined,
'lastTradeTimestamp': undefined,
'symbol': symbol,
'type': undefined,
'side': undefined,
'price': undefined,
'amount': undefined,
'cost': undefined,
'average': undefined,
'filled': undefined,
'remaining': undefined,
'status': undefined,
'fee': undefined,
'trades': undefined,
};
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
this.checkRequiredDependencies ();
this.checkRequiredKeys ();
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' fetchOrders() requires symbol argument');
}
await this.loadMarkets ();
const market = this.market (symbol);
const timestamp = this.milliseconds ();
const byteArray = [
this.base58ToBinary (this.apiKey),
this.numberToBE (timestamp, 8),
];
const binary = this.binaryConcatArray (byteArray);
const hexSecret = this.binaryToBase16 (this.base58ToBinary (this.secret));
const signature = this.eddsa (this.binaryToBase16 (binary), hexSecret, 'ed25519');
const request = {
'Accept': 'application/json',
'Timestamp': timestamp.toString (),
'Signature': signature,
'publicKey': this.apiKey,
'baseId': market['baseId'],
'quoteId': market['quoteId'],
};
const response = await this.matcherGetMatcherOrderbookBaseIdQuoteIdPublicKeyPublicKey (this.extend (request, params));
// [ { id: '3KicDeWayY2mdrRoYdCkP3gUAoUZUNT1AA6GAtWuPLfa',
// type: 'sell',
// orderType: 'limit',
// amount: 1,
// fee: 300000,
// price: 100000000,
// timestamp: 1591651254076,
// filled: 0,
// filledFee: 0,
// feeAsset: 'WAVES',
// status: 'Accepted',
// assetPair:
// { amountAsset: null,
// priceAsset: '8LQW8f7P5d5PZM7GtZEBgaqRPGSzS3DfPuiXrURJ4AJS' },
// avgWeighedPrice: 0 }, ... ]
return this.parseOrders (response, market, since, limit);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
await this.getAccessToken ();
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
}
const address = await this.getWavesAddress ();
const request = {
'address': address,
'activeOnly': true,
};
const response = await this.forwardGetMatcherOrdersAddress (request);
return this.parseOrders (response, market, since, limit);
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {