guyo13-ccxt
Version:
A ccxt fork with some corrections
1,814 lines • 77 kB
JavaScript
'use strict';
// ----------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ArgumentsRequired, AuthenticationError, ExchangeError, ExchangeNotAvailable, OrderNotFound, InvalidOrder, CancelPending, RateLimitExceeded, InsufficientFunds, BadRequest, BadSymbol, PermissionDenied } = require ('./base/errors');
const { TICK_SIZE } = require ('./base/functions/number');
const Precise = require ('./base/Precise');
// ----------------------------------------------------------------------------
module.exports = class aax extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'aax',
'name': 'AAX',
'countries': [ 'MT' ], // Malta
'enableRateLimit': true,
'rateLimit': 500,
'version': 'v2',
'hostname': 'aaxpro.com', // aax.com
'certified': true,
'has': {
'cancelAllOrders': true,
'cancelOrder': true,
'createOrder': true,
'editOrder': true,
'fetchBalance': true,
'fetchCanceledOrders': true,
'fetchClosedOrders': true,
'fetchDepositAddress': true,
'fetchMarkets': true,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': true,
'fetchStatus': true,
'fetchTicker': 'emulated',
'fetchTickers': true,
'fetchTrades': true,
},
'timeframes': {
'1m': '1m',
'5m': '5m',
'15m': '15m',
'30m': '30m',
'1h': '1h',
'2h': '2h',
'4h': '4h',
'12h': '12h',
'1d': '1d',
'3d': '3d',
'1w': '1w',
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/104140087-a27f2580-53c0-11eb-87c1-5d9e81208fe9.jpg',
'test': {
'v1': 'https://api.testnet.{hostname}/marketdata/v1',
'public': 'https://api.testnet.{hostname}',
'private': 'https://api.testnet.{hostname}',
},
'api': {
'v1': 'https://api.{hostname}/marketdata/v1',
'public': 'https://api.{hostname}',
'private': 'https://api.{hostname}',
},
'www': 'https://www.aaxpro.com', // string website URL
'doc': 'https://www.aaxpro.com/apidoc/index.html',
'fees': 'https://www.aaxpro.com/en-US/fees/',
'referral': 'https://www.aaxpro.com/invite/sign-up?inviteCode=JXGm5Fy7R2MB',
},
'api': {
'v1': {
'get': [
'getHistMarketData', // Get OHLC k line of specific market
],
},
'public': {
// these endpoints are not documented
// 'get': [
// 'order_book', // Get the order book of specified market
// 'order_book/{market}',
// 'trades', // Get recent trades on market, each trade is included only once Trades are sorted in reverse creation order.
// 'trades/{market}',
// 'tickers', // Get ticker of all markets
// 'tickers/{market}', // Get ticker of specific market
// ],
'get': [
'announcement/maintenance', // System Maintenance Notice
'instruments', // Retrieve all trading pairs information
'market/orderbook', // Order Book
'futures/position/openInterest', // Open Interest
'market/tickers', // Get the Last 24h Market Summary
'market/candles', // Get Current Candlestick
'market/history/candles', // Get Current Candlestick
'market/trades', // Get the Most Recent Trades
'market/markPrice', // Get Current Mark Price
'futures/funding/predictedFunding/{symbol}', // Get Predicted Funding Rate
'futures/funding/prevFundingRate/{symbol}', // Get Last Funding Rate
'market/candles/index', // Get Current Index Candlestick
],
},
'private': {
'get': [
'user/info', // Retrieve user information
'account/balances', // Get Account Balances
'account/deposit/address', // undocumented
'spot/trades', // Retrieve trades details for a spot order
'spot/openOrders', // Retrieve spot open orders
'spot/orders', // Retrieve historical spot orders
'futures/position', // Get positions for all contracts
'futures/position/closed', // Get closed positions
'futures/trades', // Retrieve trade details for a futures order
'futures/openOrders', // Retrieve futures open orders
'futures/orders', // Retrieve historical futures orders
'futures/funding/predictedFundingFee/{symbol}', // Get predicted funding fee
],
'post': [
'account/transfer', // Asset Transfer
'spot/orders', // Create a new spot order
'spot/orders/cancelAllOnTimeout', // Automatically cancel all your spot orders after a specified timeout.
'futures/orders', // Create a new futures order
'futures/orders/cancelAllOnTimeout', // Automatically cancel all your futures orders after a specified timeout.
'futures/position/sltp', // Set take profit and stop loss orders for an opening position
'futures/position/close', // Close position
'futures/position/leverage', // Update leverage for position
'futures/position/margin', // Modify Isolated Position Margin
],
'put': [
'spot/orders', // Amend spot order
'futures/orders', // Amend the quantity of an open futures order
],
'delete': [
'spot/orders/cancel/{orderID}', // Cancel a spot order
'spot/orders/cancel/all', // Batch cancel spot orders
'futures/orders/cancel/{orderID}', // Cancel a futures order
'futures/orders/cancel/all', // Batch cancel futures orders
],
},
},
'fees': {
'trading': {
'tierBased': false,
'percentage': true,
'maker': 0.06 / 100,
'taker': 0.10 / 100,
},
'funding': {
'tierBased': false,
'percentage': true,
'withdraw': {}, // There is only 1% fee on withdrawals to your bank account.
},
},
'commonCurrencies': {
'XBT': 'XBT',
},
'exceptions': {
'exact': {
'2002': InsufficientFunds,
'2003': OrderNotFound,
'10003': BadRequest, // Parameter validation error
'10006': AuthenticationError, // Session expired, please relogin
'10007': AuthenticationError, // Invalid authentication key or token
'11007': AuthenticationError, // Invalid key format
'20001': InsufficientFunds, // Insufficient balance. Please deposit to trade.
'20009': InvalidOrder, // Order amount must be positive
'30000': OrderNotFound, // {"code":30000,"data":null,"message":"The order does not exist","ts":1610259732263}
'30001': InvalidOrder, // The order is being submitted, please try again later
'30004': InvalidOrder, // Minimum quantity is {0}
'30005': InvalidOrder, // Quantity maximum precision is {0} decimal places
'30006': InvalidOrder, // Price maximum precision is {0} decimal places
'30007': InvalidOrder, // Minimum price is {0}
'30008': InvalidOrder, // Stop price maximum precision is {0} decimal places
'30009': InvalidOrder, // Stop Price cannot be less than {0}
'30010': InvalidOrder, // Market price cannot be empty
'30011': CancelPending, // The order is being cancelled, please wait.
'30012': BadRequest, // Unknown currency
'30013': BadSymbol, // Unknown symbol
'30014': OrderNotFound, // Futures order cannot be found
'30015': InvalidOrder, // This is not an open order and cannot modified
'30016': ExchangeError, // No position found
'30017': InvalidOrder, // The current close position is 0. It is recommended that you cancel the current order closing order.
'30018': InvalidOrder, // Order price cannot be greater than {0}
'30019': InvalidOrder, // Order quantity cannot be greater than {0}
'30020': InvalidOrder, // Order price must be a multiple of {0}
'30021': InvalidOrder, // Margin adjustement must be greater than 0
'30022': InvalidOrder, // New quantity must be greater than filled quantity
'30023': InvalidOrder, // Order failed, please try again
'30024': InvalidOrder, // TimeInForce error, only GTC or IOC are allowed
'30025': InvalidOrder, // TimeInForce error, only GTC is allowed
'30026': InvalidOrder, // Quantity is not a multiple of {0}
'30027': InvalidOrder, // Close position failed, it is recommended that you cancel the current order and then close the position.
'30028': BadSymbol, // Symbol cannot be traded at this time
'30029': InvalidOrder, // Modified quantity or price cannot be empty
'30030': InvalidOrder, // Price cannot be specified for market orders
'30031': InvalidOrder, // Liquidation orders cannot be modified
'30032': InvalidOrder, // Leverage cannot be greater than {0}
'30033': InvalidOrder, // Leverage cannot be smaller than {0}
'30034': RateLimitExceeded, // The max number of open orders is {0}. To place a new order, please cancel a previous one
'30035': RateLimitExceeded, // The max number of {0} open orders is {1}. To place a new order, please cancel a previous one
'30036': ExchangeNotAvailable, // Liquidation is in progress, please try again later
'30037': InvalidOrder, // Once stop limit order triggered, stop price cannot be amended
'30038': ExchangeError, // The total value of your orders has exceeded the current risk limit. Please adjust the risk limit
'30039': InsufficientFunds, // Your risk limit has now been changed to {0}, your maximum leverage less than 1, please readjust accordingly
'30040': InvalidOrder, // Order status has changed, please try again later
'30041': InvalidOrder, // Liquidation orders cannot be cancelled
'30042': InvalidOrder, // Order cannot be placed as you will be breaching you max limit value of {1} BTC for {0}
'30043': InvalidOrder, // The risk limit cannot be less than 0
'30044': BadRequest, // Timeout cannot be greater than 60 minutes
'30045': InvalidOrder, // Side is not valid, it should be BUY or SELL
'30046': InvalidOrder, // Order type is not valid, it should be MARKET or LIMIT or STOP-LIMIT or STOP
'30047': InvalidOrder, // The order is closed. Can't cancel
'30048': InvalidOrder, // Market orders cannot be modified
'30049': InvalidOrder, // The order is being modified, please wait
'30050': InvalidOrder, // Maximum 10 orders
'40004': BadRequest, // Requested resource doesn't exist
'40009': RateLimitExceeded, // Too many requests
'40102': AuthenticationError, // {"code":40102,"message":"Unauthorized(invalid key)"}
'40103': AuthenticationError, // {"code":40103,"message":"Unauthorized(invalid sign)"}
'40303': PermissionDenied, // {"code":40303,"message":"Forbidden(invalid scopes)"}
'41001': BadRequest, // Incorrect HTTP request
'41002': BadRequest, // Unsupported HTTP request method
'42001': ExchangeNotAvailable, // Duplicated data entry, please check and try again
'50001': ExchangeError, // Server side exception, please try again later
'50002': ExchangeError, // Server is busy, please try again later
},
'broad': {},
},
'precisionMode': TICK_SIZE,
'options': {
'defaultType': 'spot', // 'spot', 'future'
'types': {
'spot': 'SPTP',
'future': 'FUTP',
'otc': 'F2CP',
'saving': 'VLTP',
},
'accounts': {
'SPTP': 'spot',
'FUTP': 'future',
'F2CP': 'otc',
'VLTP': 'saving',
},
},
});
}
async fetchStatus (params = {}) {
const response = await this.publicGetAnnouncementMaintenance (params);
//
// {
// "code": 1,
// "data": {
// "startTime":"2020-06-25T02:15:00.000Z",
// "endTime":"2020-06-25T02:45:00.000Z"，
// "description":"Spot Trading :UTC Jun 25, 2020 02:15 to 02:45 (HKT Jun 25 10:15 to 10:45),Futures Trading: UTC Jun 25, 2020 02:15 to 02:45 (HKT Jun 25 10:15 to 10:45).We apologize for any inconvenience caused. Thank you for your patience and understanding.Should you have any enquiries, please do not hesitate our live chat support or via email at cs@aax.com."
// },
// "message":"success",
// "ts":1593043237000
// }
//
const data = this.safeValue (response, 'data', {});
const timestamp = this.milliseconds ();
const startTime = this.parse8601 (this.safeString (data, 'startTime'));
const endTime = this.parse8601 (this.safeString (data, 'endTime'));
const update = {
'updated': this.safeInteger (response, 'ts', timestamp),
};
if (endTime !== undefined) {
const startTimeIsOk = (startTime === undefined) ? true : (timestamp < startTime);
const isOk = (timestamp > endTime) || startTimeIsOk;
update['eta'] = endTime;
update['status'] = isOk ? 'ok' : 'maintenance';
}
this.status = this.extend (this.status, update);
return this.status;
}
async fetchMarkets (params = {}) {
const response = await this.publicGetInstruments (params);
//
// {
// "code":1,
// "message":"success",
// "ts":1610159448962,
// "data":[
// {
// "tickSize":"0.01",
// "lotSize":"1",
// "base":"BTC",
// "quote":"USDT",
// "minQuantity":"1.0000000000",
// "maxQuantity":"30000",
// "minPrice":"0.0100000000",
// "maxPrice":"999999.0000000000",
// "status":"readOnly",
// "symbol":"BTCUSDTFP",
// "code":"FP",
// "takerFee":"0.00040",
// "makerFee":"0.00020",
// "multiplier":"0.001000000000",
// "mmRate":"0.00500",
// "imRate":"0.01000",
// "type":"futures",
// "settleType":"Vanilla",
// "settleCurrency":"USDT"
// },
// {
// "tickSize":"0.5",
// "lotSize":"10",
// "base":"BTC",
// "quote":"USD",
// "minQuantity":"10.0000000000",
// "maxQuantity":"300000",
// "minPrice":"0.5000000000",
// "maxPrice":"999999.0000000000",
// "status":"readOnly",
// "symbol":"BTCUSDFP",
// "code":"FP",
// "takerFee":"0.00040",
// "makerFee":"0.00020",
// "multiplier":"1.000000000000",
// "mmRate":"0.00500",
// "imRate":"0.01000",
// "type":"futures",
// "settleType":"Inverse",
// "settleCurrency":"BTC"
// },
// {
// "tickSize":"0.0001",
// "lotSize":"0.01",
// "base":"AAB",
// "quote":"USDT",
// "minQuantity":"5.0000000000",
// "maxQuantity":"50000.0000000000",
// "minPrice":"0.0001000000",
// "maxPrice":"999999.0000000000",
// "status":"readOnly",
// "symbol":"AABUSDT",
// "code":null,
// "takerFee":"0.00100",
// "makerFee":"0.00100",
// "multiplier":"1.000000000000",
// "mmRate":"0.02500",
// "imRate":"0.05000",
// "type":"spot",
// "settleType":null,
// "settleCurrency":null
// },
// ]
// }
//
const data = this.safeValue (response, 'data');
const result = [];
for (let i = 0; i < data.length; i++) {
const market = data[i];
const id = this.safeString (market, 'symbol');
const baseId = this.safeString (market, 'base');
const quoteId = this.safeString (market, 'quote');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const status = this.safeString (market, 'status');
const active = (status === 'enable');
const taker = this.safeNumber (market, 'takerFee');
const maker = this.safeNumber (market, 'makerFee');
const type = this.safeString (market, 'type');
let inverse = undefined;
let linear = undefined;
let quanto = undefined;
const spot = (type === 'spot');
const futures = (type === 'futures');
const settleType = this.safeStringLower (market, 'settleType');
if (settleType !== undefined) {
inverse = (settleType === 'inverse');
linear = (settleType === 'vanilla');
quanto = (settleType === 'quanto');
}
let symbol = id;
if (type === 'spot') {
symbol = base + '/' + quote;
}
const precision = {
'amount': this.safeNumber (market, 'lotSize'),
'price': this.safeNumber (market, 'tickSize'),
};
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'type': type,
'spot': spot,
'futures': futures,
'inverse': inverse,
'linear': linear,
'quanto': quanto,
'precision': precision,
'info': market,
'active': active,
'taker': taker,
'maker': maker,
'percentage': false,
'tierBased': true,
'limits': {
'amount': {
'min': this.safeString (market, 'minQuantity'),
'max': this.safeString (market, 'maxQuantity'),
},
'price': {
'min': this.safeString (market, 'minPrice'),
'max': this.safeString (market, 'maxPrice'),
},
'cost': {
'min': undefined,
'max': undefined,
},
},
});
}
return result;
}
parseTicker (ticker, market = undefined) {
//
// {
// "t":1610162685342, // timestamp
// "a":"0.00000000", // trading volume in USD in the last 24 hours, futures only
// "c":"435.20000000", // close
// "d":"4.22953489", // change
// "h":"455.04000000", // high
// "l":"412.78000000", // low
// "o":"417.54000000", // open
// "s":"BCHUSDTFP", // market id
// "v":"2031068.00000000", // trading volume in quote currency of last 24 hours
// }
//
const timestamp = this.safeInteger (ticker, 't');
const marketId = this.safeString (ticker, 's');
const symbol = this.safeSymbol (marketId, market);
const last = this.safeNumber (ticker, 'c');
const open = this.safeNumber (ticker, 'o');
let change = undefined;
let percentage = undefined;
let average = undefined;
if (last !== undefined && open !== undefined) {
change = last - open;
if (open > 0) {
percentage = change / open * 100;
}
average = this.sum (last, open) / 2;
}
const quoteVolume = this.safeNumber (ticker, 'v');
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeNumber (ticker, 'h'),
'low': this.safeNumber (ticker, 'l'),
'bid': undefined,
'bidVolume': undefined,
'ask': undefined,
'askVolume': undefined,
'vwap': undefined,
'open': open,
'close': last,
'last': last,
'previousClose': undefined,
'change': change,
'percentage': percentage,
'average': average,
'baseVolume': undefined,
'quoteVolume': quoteVolume,
'info': ticker,
};
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
const response = await this.publicGetMarketTickers (params);
//
// {
// "e":"tickers",
// "t":1610162685342,
// "tickers":[
// {
// "a":"0.00000000",
// "c":"435.20000000",
// "d":"4.22953489",
// "h":"455.04000000",
// "l":"412.78000000",
// "o":"417.54000000",
// "s":"BCHUSDTFP",
// "v":"2031068.00000000",
// },
// ],
// }
//
const tickers = this.safeValue (response, 'tickers', []);
const result = [];
const timestamp = this.safeInteger (response, 't');
for (let i = 0; i < tickers.length; i++) {
const ticker = this.parseTicker (this.extend (tickers[i], { 't': timestamp }));
result.push (ticker);
}
return this.filterByArray (result, 'symbol', symbols);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
if (limit === undefined) {
limit = 20;
} else {
if ((limit !== 20) && (limit !== 50)) {
throw new BadRequest (this.id + ' fetchOrderBook() limit argument must be undefined, 20 or 50');
}
}
const request = {
'symbol': market['id'],
'level': limit, // required
};
//
const response = await this.publicGetMarketOrderbook (this.extend (request, params));
//
// {
// "asks":[
// ["10823.00000000","0.004000"],
// ["10823.10000000","0.100000"],
// ["10823.20000000","0.010000"]
// ],
// "bids":[
// ["10821.20000000","0.002000"],
// ["10821.10000000","0.005000"],
// ["10820.40000000","0.013000"]
// ],
// "e":"BTCUSDT@book_50",
// "t":1561543614756
// }
//
const timestamp = this.safeInteger (response, 't'); // need unix type
return this.parseOrderBook (response, symbol, timestamp);
}
parseTrade (trade, market = undefined) {
//
// public fetchTrades
//
// {
// "p":"9395.50000000",
// "q":"50.000000",
// "t":1592563996718
// }
//
// private fetchMyTrades
//
// {
// "avgPrice":"1199.8",
// "base":"ETH",
// "clOrdID":null,
// "commission":"0.00002",
// "createTime":"2021-01-11T02:47:51.512Z",
// "cumQty":"0.02",
// "filledOrderID":"1eUD4F5rwK",
// "filledPrice":"1199.8",
// "filledQty":"0.02",
// "leavesQty":"0",
// "oCreateTime":"2021-01-11T02:47:51.377Z",
// "orderID":"1eUD4EHfdU",
// "orderQty":"0.02",
// "orderStatus":3,
// "orderType":1,
// "price":"1198.25",
// "quote":"USDT",
// "rejectCode":null,
// "rejectReason":null,
// "side":1,
// "stopPrice":"0",
// "symbol":"ETHUSDT",
// "taker":true,
// "tradeID":"E04WTIgfmULU",
// "transactTime":"2021-01-11T02:47:51.389Z",
// "updateTime":null,
// "userID":"1362494"
// }
//
let timestamp = this.safeInteger (trade, 't');
if (timestamp === undefined) {
timestamp = this.parse8601 (this.safeString (trade, 'createTime'));
}
const id = this.safeString2 (trade, 'tid', 'tradeID');
let symbol = undefined;
const marketId = this.safeString (trade, 'symbol');
market = this.safeMarket (marketId, market);
if (market !== undefined) {
symbol = market['symbol'];
}
let priceString = this.safeString2 (trade, 'p', 'filledPrice');
const amountString = this.safeString2 (trade, 'q', 'filledQty');
const orderId = this.safeString (trade, 'orderID');
const isTaker = this.safeValue (trade, 'taker');
let takerOrMaker = undefined;
if (isTaker !== undefined) {
takerOrMaker = isTaker ? 'taker' : 'maker';
}
let side = this.safeString (trade, 'side');
if (side === '1') {
side = 'buy';
} else if (side === '2') {
side = 'sell';
}
if (side === undefined) {
side = (priceString[0] === '-') ? 'sell' : 'buy';
}
priceString = Precise.stringAbs (priceString);
const price = this.parseNumber (priceString);
const amount = this.parseNumber (amountString);
const cost = this.parseNumber (Precise.stringMul (priceString, amountString));
const orderType = this.parseOrderType (this.safeString (trade, 'orderType'));
let fee = undefined;
const feeCost = this.safeNumber (trade, 'commission');
if (feeCost !== undefined) {
let feeCurrency = undefined;
if (market !== undefined) {
if (side === 'buy') {
feeCurrency = market['base'];
} else if (side === 'sell') {
feeCurrency = market['quote'];
}
}
fee = {
'currency': feeCurrency,
'cost': feeCost,
};
}
return {
'info': trade,
'id': id,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'type': orderType,
'side': side,
'order': orderId,
'takerOrMaker': takerOrMaker,
'price': price,
'amount': amount,
'cost': cost,
'fee': fee,
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
limit = (limit === undefined) ? 2000 : limit;
limit = Math.min (limit, 2000);
const request = {
'symbol': market['id'],
'limit': limit,
};
const response = await this.publicGetMarketTrades (request);
//
// {
// "e":"BTCUSDFP@trades",
// "trades": [
// {"p":"9395.50000000","q":"50.000000","t":1592563996718},
// {"p":"9395.50000000","q":"50.000000","t":1592563993577},
// ],
// }
//
const trades = this.safeValue (response, 'trades', []);
return this.parseTrades (trades, market, since, limit);
}
parseOHLCV (ohlcv, market = undefined) {
//
// [
// 0.042398, // 0 open
// 0.042684, // 1 high
// 0.042366, // 2 low
// 0.042386, // 3 close
// 0.93734243, // 4 volume
// 1611514800, // 5 timestamp
// ]
//
return [
this.safeTimestamp (ohlcv, 5),
this.safeNumber (ohlcv, 0),
this.safeNumber (ohlcv, 1),
this.safeNumber (ohlcv, 2),
this.safeNumber (ohlcv, 3),
this.safeNumber (ohlcv, 4),
];
}
async fetchOHLCV (symbol, timeframe = '1h', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
// 'limit': limit, // if set counts from now into the past
'symbol': market['id'],
'timeFrame': this.timeframes[timeframe],
};
limit = (limit === undefined) ? 500 : limit;
const duration = this.parseTimeframe (timeframe);
if (since === undefined) {
const end = this.seconds ();
request['start'] = end - duration * limit;
request['end'] = end;
} else {
const start = parseInt (since / 1000);
request['start'] = start;
request['end'] = this.sum (start, duration * limit);
}
const response = await this.publicGetMarketHistoryCandles (this.extend (request, params));
//
// {
// "data":[
// [0.042398,0.042684,0.042366,0.042386,0.93734243,1611514800],
// [0.042386,0.042602,0.042234,0.042373,1.01925239,1611518400],
// [0.042373,0.042558,0.042362,0.042389,0.93801705,1611522000],
// ],
// "success":true,
// "t":1611875157
// }
//
const data = this.safeValue (response, 'data', []);
return this.parseOHLCVs (data, market, timeframe, since, limit);
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
const defaultType = this.safeString2 (this.options, 'fetchBalance', 'defaultType', 'spot');
const type = this.safeString (params, 'type', defaultType);
const types = this.safeValue (this.options, 'types', {});
const purseType = this.safeString (types, type, type);
const request = {
'purseType': purseType,
};
params = this.omit (params, 'type');
const response = await this.privateGetAccountBalances (this.extend (request, params));
//
// {
// "code":1,
// "data":[
// {
// "purseType":"FUTP",
// "currency":"BTC",
// "available":"0.41000000",
// "unavailable":"0.00000000"
// },
// {
// "purseType":"FUTP",
// "currency":"USDT",
// "available":"0.21000000",
// "unvaliable":"0.00000000"
// }
// ]
// "message":"success",
// "ts":1573530401020
// }
//
const data = this.safeValue (response, 'data');
const timestamp = this.safeInteger (response, 'ts');
const result = {
'info': response,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
};
for (let i = 0; i < data.length; i++) {
const balance = data[i];
const balanceType = this.safeString (balance, 'purseType');
if (balanceType === purseType) {
const currencyId = this.safeString (balance, 'currency');
const code = this.safeCurrencyCode (currencyId);
const account = this.account ();
account['free'] = this.safeString (balance, 'available');
account['used'] = this.safeString (balance, 'unavailable');
result[code] = account;
}
}
return this.parseBalance (result, false);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
let orderType = type.toUpperCase ();
const orderSide = side.toUpperCase ();
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
// 'orderType': orderType, // MARKET, LIMIT, STOP, STOP-LIMIT
'symbol': market['id'],
'orderQty': this.amountToPrecision (symbol, amount),
'side': orderSide,
// 'stopPrice': this.priceToPrecision (symbol, stopPrice),
// 'clOrdID': clientOrderId, // up to 20 chars, lowercase and uppercase letters only
// 'timeInForce': 'GTC', // GTC, IOC, FOK, default is GTC
// 'execInst': 'Post-Only', // the only value supported by the exchange, futures-only
};
const timeInForce = this.safeString (params, 'timeInForce');
if (timeInForce !== undefined) {
request['timeInForce'] = timeInForce;
params = this.omit (params, 'timeInForce');
}
const clientOrderId = this.safeString2 (params, 'clOrdID', 'clientOrderId');
if (clientOrderId !== undefined) {
request['clOrdID'] = clientOrderId;
params = this.omit (params, [ 'clOrdID', 'clientOrderId' ]);
}
const stopPrice = this.safeNumber (params, 'stopPrice');
if (stopPrice === undefined) {
if ((orderType === 'STOP-LIMIT') || (orderType === 'STOP')) {
throw new ArgumentsRequired (this.id + ' createOrder() requires a stopPrice parameter for ' + orderType + ' orders');
}
} else {
if (orderType === 'LIMIT') {
orderType = 'STOP-LIMIT';
} else if (orderType === 'MARKET') {
orderType = 'STOP';
}
request['stopPrice'] = this.priceToPrecision (symbol, stopPrice);
params = this.omit (params, 'stopPrice');
}
if (orderType === 'LIMIT' || orderType === 'STOP-LIMIT') {
request['price'] = this.priceToPrecision (symbol, price);
}
request['orderType'] = orderType;
let method = undefined;
if (market['spot']) {
method = 'privatePostSpotOrders';
} else if (market['futures']) {
method = 'privatePostFuturesOrders';
}
const response = await this[method] (this.extend (request, params));
//
// spot
//
// {
// "code":1,
// "data":{
// "symbol":"ETHUSDT",
// "orderType":2,
// "avgPrice":"0",
// "execInst":null,
// "orderStatus":0,
// "userID":"1362494",
// "quote":"USDT",
// "rejectReason":null,
// "rejectCode":null,
// "price":"1500",
// "orderQty":"1",
// "commission":"0",
// "id":"268323430253735936",
// "timeInForce":1,
// "isTriggered":false,
// "side":2,
// "orderID":"1eO51MDSpQ",
// "leavesQty":"0",
// "cumQty":"0",
// "updateTime":null,
// "lastQty":"0",
// "clOrdID":null,
// "stopPrice":null,
// "createTime":null,
// "transactTime":null,
// "base":"ETH",
// "lastPrice":"0"
// },
// "message":"success",
// "ts":1610245290980
// }
//
// futures
//
// {
// "code":1,
// "data":{
// "liqType":0,
// "symbol":"ETHUSDTFP",
// "orderType":2,
// "leverage":"1",
// "marketPrice":"1318.3150000000",
// "code":"FP",
// "avgPrice":"0",
// "execInst":null,
// "orderStatus":0,
// "userID":"1362494",
// "quote":"USDT",
// "rejectReason":null,
// "rejectCode":null,
// "price":"500",
// "orderQty":"1",
// "commission":"0",
// "id":"268346885133053953",
// "timeInForce":1,
// "isTriggered":false,
// "side":1,
// "orderID":"1eOuPUAAkq",
// "leavesQty":"1",
// "cumQty":"0",
// "updateTime":null,
// "lastQty":null,
// "clOrdID":null,
// "stopPrice":null,
// "createTime":null,
// "transactTime":null,
// "settleType":"VANILLA",
// "base":"ETH",
// "lastPrice":"0"
// },
// "message":"success",
// "ts":1610250883059
// }
//
const data = this.safeValue (response, 'data', {});
return this.parseOrder (data, market);
}
async editOrder (id, symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'orderID': id,
// 'orderQty': this.amountToPrecision (symbol, amount),
// 'price': this.priceToPrecision (symbol, price),
// 'stopPrice': this.priceToPrecision (symbol, stopPrice),
};
const stopPrice = this.safeNumber (params, 'stopPrice');
if (stopPrice !== undefined) {
request['stopPrice'] = this.priceToPrecision (symbol, stopPrice);
params = this.omit (params, 'stopPrice');
}
if (price !== undefined) {
request['price'] = this.priceToPrecision (symbol, price);
}
if (amount !== undefined) {
request['orderQty'] = this.amountToPrecision (symbol, amount);
}
let method = undefined;
if (market['spot']) {
method = 'privatePutSpotOrders';
} else if (market['futures']) {
method = 'privatePutFuturesOrders';
}
const response = await this[method] (this.extend (request, params));
//
// spot
//
// {
// "code":1,
// "data":{
// "symbol":"ETHUSDT",
// "orderType":2,
// "avgPrice":"0",
// "execInst":null,
// "orderStatus":0,
// "userID":"1362494",
// "quote":"USDT",
// "rejectReason":null,
// "rejectCode":null,
// "price":"1500",
// "orderQty":"1",
// "commission":"0",
// "id":"268323430253735936",
// "timeInForce":1,
// "isTriggered":false,
// "side":2,
// "orderID":"1eO51MDSpQ",
// "leavesQty":"0",
// "cumQty":"0",
// "updateTime":null,
// "lastQty":"0",
// "clOrdID":null,
// "stopPrice":null,
// "createTime":null,
// "transactTime":null,
// "base":"ETH",
// "lastPrice":"0"
// },
// "message":"success",
// "ts":1610245290980
// }
//
// futures
//
// {
// "code":1,
// "data":{
// "liqType":0,
// "symbol":"ETHUSDTFP",
// "orderType":2,
// "leverage":"1",
// "marketPrice":"1318.3150000000",
// "code":"FP",
// "avgPrice":"0",
// "execInst":null,
// "orderStatus":0,
// "userID":"1362494",
// "quote":"USDT",
// "rejectReason":null,
// "rejectCode":null,
// "price":"500",
// "orderQty":"1",
// "commission":"0",
// "id":"268346885133053953",
// "timeInForce":1,
// "isTriggered":false,
// "side":1,
// "orderID":"1eOuPUAAkq",
// "leavesQty":"1",
// "cumQty":"0",
// "updateTime":null,
// "lastQty":null,
// "clOrdID":null,
// "stopPrice":null,
// "createTime":null,
// "transactTime":null,
// "settleType":"VANILLA",
// "base":"ETH",
// "lastPrice":"0"
// },
// "message":"success",
// "ts":1610250883059
// }
//
const data = this.safeValue (response, 'data', {});
return this.parseOrder (data, market);
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'orderID': id,
};
let method = undefined;
const defaultType = this.safeString2 (this.options, 'cancelOrder', 'defaultType', 'spot');
let type = this.safeString (params, 'type', defaultType);
params = this.omit (params, 'type');
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
type = market['type'];
}
if (type === 'spot') {
method = 'privateDeleteSpotOrdersCancelOrderID';
} else if (type === 'futures') {
method = 'privateDeleteFuturesOrdersCancelOrderID';
}
const response = await this[method] (this.extend (request, params));
//
// spot
//
// {
// "code":1,
// "data":{
// "avgPrice":"0",
// "base":"BTC",
// "clOrdID":"aax",
// "commission":"0",
// "createTime":"2019-11-12T03:46:41Z",
// "cumQty":"0",
// "id":"114330021504606208",
// "isTriggered":false,
// "lastPrice":"0",
// "lastQty":"0",
// "leavesQty":"0",
// "orderID":"wJ4L366KB",
// "orderQty":"0.05",
// "orderStatus":1,
// "orderType":2,
// "price":"8000",
// "quote":"USDT",
// "rejectCode":0,
// "rejectReason":null,
// "side":1,
// "stopPrice":"0",
// "symbol":"BTCUSDT",
// "transactTime":null,
// "updateTime":"2019-11-12T03:46:41Z",
// "timeInForce":1,
// "userID":"216214"
// },
// "message":"success",
// "ts":1573530402029
// }
//
// futures
//
// {
// "code":1,
// "data":{
// "avgPrice":"0",
// "base":"BTC",
// "clOrdID":"aax_futures",
// "code":"FP",
// "commission":"0",
// "createTime":"2019-11-12T06:48:58Z",
// "cumQty":"0",
// "id":"114375893764395008",
// "isTriggered":false,
// "lastPrice":"0",
// "lastQty":null,
// "leavesQty":"300",
// "leverage":"1",
// "liqType":0,
// "marketPrice":"8760.75",
// "orderID":"wJTewQc81",
// "orderQty":"300",
// "orderStatus":1,
// "orderType":2,
// "price":"8000",
// "quote":"USD",
// "rejectCode":0,
// "rejectReason":null,
// "settleType":"INVERSE",
// "side":1,
// "stopPrice":"0",
// "symbol":"BTCUSDFP",
// "transactTime":"2019-11-12T06:48:58Z",
// "updateTime":"2019-11-12T06:48:58Z",
// "timeInForce":1,
// "execInst": "",
// "userID":"216214"
// },
// "message":"success",
// "ts":1573541642970
// }
//
const data = this.safeValue (response, 'data', {});
return this.parseOrder (data, market);
}
async cancelAllOrders (symbol = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' cancelAllOrders() requires a symbol argument');
}
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
let method = undefined;
if (market['spot']) {
method = 'privateDeleteSpotOrdersCancelAll';
} else if (market['futures']) {
method = 'privateDeleteFuturesOrdersCancelAll';
}
const response = await this[method] (this.extend (request, params));
//
// {
// "code":1,
// "data":[
// "vBC9rXsEE",
// "vBCc46OI0"
// ],
// "message":"success",
// "ts":1572597435470
// }
//
return response;
}
async fetchOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const defaultType = this.safeString2 (this.options, 'fetchOrder', 'defaultType', 'spot');
params['type'] = this.safeString (params, 'type', defaultType);
const request = {};
const clientOrderId = this.safeString2 (params, 'clOrdID', 'clientOrderId');
if (clientOrderId === undefined) {
request['orderID'] = id;
} else {
request['clOrdID'] = clientOrderId;
params = this.omit (params, [ 'clOrdID', 'clientOrderId' ]);
}
const orders = await this.fetchOrders (symbol, undefined, undefined, this.extend (request, params));
const order = this.safeValue (orders, 0);
if (order === undefined) {
if (clientOrderId === undefined) {
throw new OrderNotFound (this.id + ' fetchOrder() could not find order id ' + id);
} else {
throw new OrderNotFound (this.id + ' fetchOrder() could not find order clientOrderID ' + clientOrderId);
}
}
return order;
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {
// 'pageNum': '1',
// 'pageSize': '10',
// 'symbol': market['id'],
// 'orderID': id,
// 'side': 'undefined', // BUY, SELL
// 'clOrdID': clientOrderId,
};
const defaultType = this.safeString2 (this.options, 'fetchOpenOrders', 'defaultType', 'spot');
let type = this.safeString (params, 'type', defaultType);
params = this.omit (params, 'type');
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
request['symbol'] = market['id'];
type = market['type'];
}
const clientOrderId = this.safeString2 (params, 'clOrdID', 'clientOrderId');
if (clientOrderId !== undefined) {
request['clOrdID'] = clientOrderId;
params = this.omit (params, [ 'clOrdID', 'clientOrderId' ]);
}
let method = undefined;
if (type === 'spot') {
method = 'privateGetSpotOpenOrders';
} else if (type === 'futures') {
method = 'privateGetFuturesOpenOrders';
}
if (limit !== undefined) {
request['pageSize'] = limit; // default 10
}
const response = await this[method] (this.extend (request, params));
//
// spot
//
// {
// "code":1,
// "data":{
// "total":19,
// "pageSize":10,
// "list":[
// {
// "orderType":2,
// "symbol":"BTCUSDT",
// "avgPrice":"0",
// "orderStatus":0,
// "userID":"7225",
// "quote":"USDT",
// "rejectReason":null,
// "rejectCode":null,
// "price":"0",
// "orderQty":"0.002",
// "commission":"0",
// "id":"110419975166304256",
// "isTriggered":null,
// "side":1,
// "orderID":"vBGlDcLwk",
// "cumQty":"0",
// "leavesQty":"0",
// "updateTime":null,
// "clOrdID":"0001",
// "lastQty":"0",
// "stopPrice":"0",
// "createTime":"2019-11-01T08:49:33Z",
// "transactTime":null,
// "timeInForce":1,
// "base":"BTC",
// "lastPrice":"0"
// }
// ],
// "pageNum":1
// },
// "message":"success",
// "ts":1572598173682
// }
//
// futures
//
// {
// "code":1,
// "data":{
// "list":[
// {
// "avgPrice":"8768.99999999484997",
// "base":"BTC",
// "clOrdID":null,
// "code":"FP",
// "commission":"0.00000913",
// "createTime":"2019-11-12T07:05:52.000Z,
// "cumQty":"100",
// "id":"114380149603028993",
// "isTriggered":false,
// "lastPrice":"8769",
// "lastQty":"100",
// "leavesQty":"0",
// "leverage":"1",
// "liqType":1,
// "marketPrice":"8769.75",
// "orderID":"wJXURIFBT",
// "orderQty":"100",
// "orderStatus":3,
// "orderType":1,
// "price":"8769.75",
// "quote":"USD",
// "rejectCode":0,
// "rejectReason":null,
// "settleType":"INVERSE",
// "side":2,
// "stopPrice":"0",
// "symbol":"BTCUSDFP",
// "transactTime":"2019-11-12T07:05:52.000Z,
// "updateTime":"2019-11-12T07:05:52.000Z,
// "timeInForce":1,
// "execInst": "",
// "userID":"216214"
// },
// ],
// "pageNum":1,
// "pageSize":10,
// "total":21
// },
// "message":"success",
// "ts":1573546960172
// }
//
const data = this.safeValue (response, 'data', {});
const orders = this.safeValue (data, 'list', []);
return this.parseOrders (orders, market, since, limit);
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
const request = {
'orderStatus': '2', // 1 new, 2 filled, 3 canceled
};
return await this.fetchOrders (symbol, since, limit, this.extend (request, params));
}
async fetchCanceledOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
const request = {
'orderStatus': '3', // 1 new, 2 filled, 3 canceled
};
return await this.fetchOrders (symbol, since, limit, this.extend (request, params));
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {
// 'pageNum': '1',
// 'pageSize': '10',
// 'symbol': market['id'],
// 'orderID': id,
// 'base': market['baseId'],
// 'quote': market['quoteId'],
// 'orderStatus': undefined, // 1 new, 2 filled, 3 canceled
// 'startDate': this.ymd (since),
// 'endDate': this.ymd (this.milliseconds()),
// 'orderType': undefined, // MARKET, LIMIT, STOP, STOP-LIMIT
// 'side': 'undefined', // BUY, SELL
// 'clOrdID': clientOrderId,
};
let method = undefined;
const defaultType = this.safeString2 (this.options, 'fetchOrders', 'defaultType', 'spot');
let type = this.safeString (params, 'type', defaultType);
params = this.omit (params, 'type');
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
request['symbol'] = market['id'];
type = market['type'];
}
if (type === 'spot') {
method = 'privateGetSpotOrders';
} else if (type === 'futures') {
method = 'privateGetFuturesOrders';
}
const clientOrderId = this.safeString2 (params, 'clOrdID', 'clientOrderId');
if (clientOrderId !== undefined) {
request['clOrdID'] = clientOrderId;
params = this.omit (params, [ 'clOrdID', 'clientOrderId' ]);
}
if (limit !== undefined) {
request['pageSize'] = limit; // default 10
}
if (since !== undefined) {
request['startDate'] = this.ymd (since);
}
const response = await this[method] (this.extend (request, params));
//
// spot
//
// {
// "code":1,
// "data":{
// "total":19,
// "pageSize":10,
// "list":[
// {
// "orderType":2,
// "symbol":"BTCUSDT",
// "avgPrice":"0",
// "orderStatus":0,
// "userID":"7225",
// "quote":"USDT",
// "rejectReason":null,
// "rejectCode":null,
// "price":"0",
// "orderQty":"0.002",
// "commission":"0",
// "id":"110419975166304256",
// "isTriggered":null,
// "side":1,
// "orderID":"vBGlDcLwk",
// "cumQty":"0",
// "leavesQty":"0",
// "updateTime":null,
// "clOrdID":"0001",
// "lastQty":"0",
// "stopPrice":"0",
// "createTime":"2019-11-01T08:49:33Z",
// "transactTime":null,
// "timeInForce":1,
// "base":"BTC",
// "lastPrice":"0"
// }
// ],
// "pageNum":1
// },
// "message":"success",
// "ts":1572598173682
// }
//
// futures
//
// {
// "code":1,
// "data":{
// "list":[
// {
// "avgPrice":"8768.99999999484997",
// "base":"BTC",
// "clOrdID":null,
// "code":"FP",
// "commission":"0.00000913",
// "createTime":"2019-11-12T07:05:52.000Z,
// "cumQty":"100",
// "id":"114380149603028993",
// "isTriggered":false,
// "lastPrice":"8769",
// "lastQty":"100",
// "leavesQty":"0",
// "leverage":"1",
// "liqType":1,
// "marketPrice":"8769.75",
// "orderID":"wJXURIFBT",
// "orderQty":"100",
// "orderStatus":3,
// "orderType":1,
// "price":"8769.75",
// "quote":"USD",
// "rejectCode":0,
// "rejectReason":null,
// "settleType":"INVERSE",
// "side":2,
// "stopPrice":"0",
// "symbol":"BTCUSDFP",
// "transactTime":"2019-11-12T07:05:52.000Z,
// "updateTime":"2019-11-12T07:05:52.000Z,
// "timeInForce":1,
// "execInst": "",
// "userID":"216214"
// },
// ],
// "pageNum":1,
// "pageSize":10,
// "total":21
// },
// "message":"success",
// "ts":1573546960172
// }
//
const data = this.safeValue (response, 'data', {});
const orders = this.safeValue (data, 'list', []);
return this.parseOrders (orders, market, since, limit);
}
parseOrderStatus (status) {
const statuses = {
'0': 'open', // pending new
'1': 'open', // new
'2': 'open', // partially-filled
'3': 'closed', // filled
'4': 'canceled', // cancel-reject
'5': 'canceled', // canceled
'6': 'rejected', // rejected
'10': 'expired', // expired
'11': 'rejected', // business-reject
};
return this.safeString (statuses, status, status);
}
parseOrderType (status) {
const statuses = {
'1': 'market',
'2': 'limit',
'3': 'stop',
'4': 'stop-limit',
'7': 'stop-loss',
'8': 'take-profit',
};
return this.safeString (statuses, status, status);
}
parseTimeInForce (timeInForce) {
const timeInForces = {
'1': 'GTC',
'3': 'IOC',
'4': 'FOK',
};
return this.safeString (timeInForces, timeInForce, timeInForce);
}
parseOrder (order, market = undefined) {
//
// {
// "avgPrice":"8768.99999999484997",
// "base":"BTC",
// "clOrdID":null,
// "code":"FP", // futures only
// "commission":"0.00000913",
// "createTime":"2019-11-12T07:05:52.000Z,
// "cumQty":"100",
// "id":"114380149603028993", // futures only
// "isTriggered":false,
// "lastPrice":"8769",
// "lastQty":"100",
// "leavesQty":"0",
// "leverage":"1", // futures only
// "liqType":1, // futures only
// "marketPrice":"8769.75", // futures only
// "orderID":"wJXURIFBT",
// "orderQty":"100",
// "orderStatus":3,
// "orderType":1,
// "price":"8769.75",
// "quote":"USD",
// "rejectCode":0,
// "rejectReason":null,
// "settleType":"INVERSE", // futures only
// "side":2,
// "stopPrice":"0",
// "symbol":"BTCUSDFP",
// "transactTime":"2019-11-12T07:05:52.000Z,
// "updateTime":"2019-11-12T07:05:52.000Z,
// "timeInForce":1,
// "execInst": "",
// "userID":"216214"
// }
//
// sometimes the timestamp is returned in milliseconds
let timestamp = this.safeValue (order, 'createTime');
if (typeof timestamp === 'string') {
timestamp = this.parse8601 (timestamp);
}
const status = this.parseOrderStatus (this.safeString (order, 'orderStatus'));
const type = this.parseOrderType (this.safeString (order, 'orderType'));
let side = this.safeString (order, 'side');
if (side === '1') {
side = 'buy';
} else if (side === '2') {
side = 'sell';
}
const id = this.safeString (order, 'orderID');
const clientOrderId = this.safeString (order, 'clOrdID');
const marketId = this.safeString (order, 'symbol');
market = this.safeMarket (marketId, market);
const symbol = market['symbol'];
const price = this.safeNumber (order, 'price');
const stopPrice = this.safeNumber (order, 'stopPrice');
const timeInForce = this.parseTimeInForce (this.safeString (order, 'timeInForce'));
const execInst = this.safeString (order, 'execInst');
const postOnly = (execInst === 'Post-Only');
const average = this.safeNumber (order, 'avgPrice');
const amount = this.safeNumber (order, 'orderQty');
const filled = this.safeNumber (order, 'cumQty');
let remaining = this.safeNumber (order, 'leavesQty');
if ((filled === 0) && (remaining === 0)) {
remaining = undefined;
}
let lastTradeTimestamp = this.safeValue (order, 'transactTime');
if (typeof lastTradeTimestamp === 'string') {
lastTradeTimestamp = this.parse8601 (lastTradeTimestamp);
}
let fee = undefined;
const feeCost = this.safeNumber (order, 'commission');
if (feeCost !== undefined) {
let feeCurrency = undefined;
if (market !== undefined) {
if (side === 'buy') {
feeCurrency = market['base'];
} else if (side === 'sell') {
feeCurrency = market['quote'];
}
}
fee = {
'currency': feeCurrency,
'cost': feeCost,
};
}
return this.safeOrder ({
'id': id,
'info': order,
'clientOrderId': clientOrderId,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': lastTradeTimestamp,
'status': status,
'symbol': symbol,
'type': type,
'timeInForce': timeInForce,
'postOnly': postOnly,
'side': side,
'price': price,
'stopPrice': stopPrice,
'average': average,
'amount': amount,
'filled': filled,
'remaining': remaining,
'cost': undefined,
'trades': undefined,
'fee': fee,
});
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {
// 'pageNum': '1',
// 'pageSize': '10',
// 'symbol': market['id'],
// 'orderID': id,
// 'base': market['baseId'],
// 'quote': market['quoteId'],
// 'startDate': this.ymd (since),
// 'endDate': this.ymd (this.milliseconds()),
// 'orderType': undefined, // MARKET, LIMIT, STOP, STOP-LIMIT
// 'side': 'undefined', // BUY, SELL
};
let method = undefined;
const defaultType = this.safeString2 (this.options, 'fetchMyTrades', 'defaultType', 'spot');
let type = this.safeString (params, 'type', defaultType);
params = this.omit (params, 'type');
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
request['symbol'] = market['id'];
type = market['type'];
}
if (type === 'spot') {
method = 'privateGetSpotTrades';
} else if (type === 'futures') {
method = 'privateGetFuturesTrades';
}
if (limit !== undefined) {
request['pageSize'] = limit; // default 10
}
if (since !== undefined) {
request['startDate'] = this.ymd (since);
}
const response = await this[method] (this.extend (request, params));
//
// {
// "code":1,
// "data":{
// "list":[
// {
// "avgPrice":"1199.8",
// "base":"ETH",
// "clOrdID":null,
// "commission":"0.00002",
// "createTime":"2021-01-11T02:47:51.512Z",
// "cumQty":"0.02",
// "filledOrderID":"1eUD4F5rwK",
// "filledPrice":"1199.8",
// "filledQty":"0.02",
// "leavesQty":"0",
// "oCreateTime":"2021-01-11T02:47:51.377Z",
// "orderID":"1eUD4EHfdU",
// "orderQty":"0.02",
// "orderStatus":3,
// "orderType":1,
// "price":"1198.25",
// "quote":"USDT",
// "rejectCode":null,
// "rejectReason":null,
// "side":1,
// "stopPrice":"0",
// "symbol":"ETHUSDT",
// "taker":true,
// "tradeID":"E04WTIgfmULU",
// "transactTime":"2021-01-11T02:47:51.389Z",
// "updateTime":null,
// "userID":"1362494"
// }
// ],
// "pageNum":1,
// "pageSize":10,
// "total":1
// },
// "message":"success",
// "ts":1610333278042
// }
//
const data = this.safeValue (response, 'data', {});
const trades = this.safeValue (data, 'list', []);
return this.parseTrades (trades, market, since, limit);
}
async fetchDepositAddress (code, params = {}) {
await this.loadMarkets ();
const currency = this.currency (code);
const request = {
'currency': currency['id'],
// 'network': undefined, // 'ERC20
};
const response = await this.privateGetAccountDepositAddress (this.extend (request, params));
//
// {
// "code":1,
// "data":{
// "address":"0x080c5c667381404cca9be0be9a04b2e47691ff86",
// "tag":null,
// "currency":"USDT",
// "network":"ERC20"
// },
// "message":"success",
// "ts":1610270465132
// }
//
const data = this.safeValue (response, 'data', {});
return this.parseDepositAddress (data, currency);
}
parseDepositAddress (depositAddress, currency = undefined) {
//
// {
// "address":"0x080c5c667381404cca9be0be9a04b2e47691ff86",
// "tag":null,
// "currency":"USDT",
// "network":"ERC20"
// }
//
const address = this.safeString (depositAddress, 'address');
const tag = this.safeString (depositAddress, 'tag');
const currencyId = this.safeString (depositAddress, 'currency');
const code = this.safeCurrencyCode (currencyId);
return {
'info': depositAddress,
'code': code,
'address': address,
'tag': tag,
};
}
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));
if (api === 'v1') {
if (Object.keys (query).length) {
url += '?' + this.urlencode (query);
}
} else {
url = '/' + this.version + url;
if (api === 'public') {
if (Object.keys (query).length) {
url += '?' + this.urlencode (query);
}
} else if (api === 'private') {
this.checkRequiredCredentials ();
const nonce = this.nonce ().toString ();
headers = {
'X-ACCESS-KEY': this.apiKey,
'X-ACCESS-NONCE': nonce,
};
let auth = nonce + ':' + method;
if (method === 'GET') {
if (Object.keys (query).length) {
url += '?' + this.urlencode (query);
}
auth += url;
} else {
headers['Content-Type'] = 'application/json';
body = this.json (query);
auth += url + body;
}
const signature = this.hmac (this.encode (auth), this.encode (this.secret));
headers['X-ACCESS-SIGN'] = signature;
}
}
url = this.implodeParams (this.urls['api'][api], { 'hostname': this.hostname }) + url;
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors (code, reason, url, method, headers, body, response, requestHeaders, requestBody) {
if (response === undefined) {
return; // fallback to default error handler
}
//
// {"code":40102,"message":"Unauthorized(invalid key)"}
//
const errorCode = this.safeString (response, 'code');
if ((errorCode !== undefined) && (errorCode !== '1')) {
const feedback = this.id + ' ' + this.json (response);
this.throwExactlyMatchedException (this.exceptions['exact'], errorCode, feedback);
this.throwBroadlyMatchedException (this.exceptions['broad'], body, feedback);
}
}
};