guyo13-ccxt
Version:
A ccxt fork with some corrections
265 lines (250 loc) • 11.1 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const binance = require ('./binance.js');
const { BadRequest } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class binancecoinm extends binance {
describe () {
return this.deepExtend (super.describe (), {
'id': 'binancecoinm',
'name': 'Binance COIN-M',
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/117738721-668c8d80-b205-11eb-8c49-3fad84c4a07f.jpg',
},
'options': {
'defaultType': 'delivery',
'leverageBrackets': undefined,
},
'has': {
'fetchPositions': true,
'fetchIsolatedPositions': true,
'fetchFundingRate': true,
'fetchFundingHistory': true,
'setLeverage': true,
'setMode': true,
},
// https://www.binance.com/en/fee/deliveryFee
'fees': {
'trading': {
'tierBased': true,
'percentage': true,
'taker': this.parseNumber ('0.000500'),
'maker': this.parseNumber ('0.000100'),
'tiers': {
'taker': [
[ this.parseNumber ('0'), this.parseNumber ('0.000500') ],
[ this.parseNumber ('250'), this.parseNumber ('0.000450') ],
[ this.parseNumber ('2500'), this.parseNumber ('0.000400') ],
[ this.parseNumber ('7500'), this.parseNumber ('0.000300') ],
[ this.parseNumber ('22500'), this.parseNumber ('0.000250') ],
[ this.parseNumber ('50000'), this.parseNumber ('0.000240') ],
[ this.parseNumber ('100000'), this.parseNumber ('0.000240') ],
[ this.parseNumber ('200000'), this.parseNumber ('0.000240') ],
[ this.parseNumber ('400000'), this.parseNumber ('0.000240') ],
[ this.parseNumber ('750000'), this.parseNumber ('0.000240') ],
],
'maker': [
[ this.parseNumber ('0'), this.parseNumber ('0.000100') ],
[ this.parseNumber ('250'), this.parseNumber ('0.000080') ],
[ this.parseNumber ('2500'), this.parseNumber ('0.000050') ],
[ this.parseNumber ('7500'), this.parseNumber ('0.0000030') ],
[ this.parseNumber ('22500'), this.parseNumber ('0') ],
[ this.parseNumber ('50000'), this.parseNumber ('-0.000050') ],
[ this.parseNumber ('100000'), this.parseNumber ('-0.000060') ],
[ this.parseNumber ('200000'), this.parseNumber ('-0.000070') ],
[ this.parseNumber ('400000'), this.parseNumber ('-0.000080') ],
[ this.parseNumber ('750000'), this.parseNumber ('-0.000090') ],
],
},
},
},
});
}
async fetchTradingFees (params = {}) {
await this.loadMarkets ();
const marketSymbols = Object.keys (this.markets);
const fees = {};
const accountInfo = await this.dapiPrivateGetAccount (params);
//
// {
// "canDeposit": true,
// "canTrade": true,
// "canWithdraw": true,
// "feeTier": 2,
// "updateTime": 0
// ...
// }
//
const feeTier = this.safeInteger (accountInfo, 'feeTier');
const feeTiers = this.fees['trading']['tiers'];
const maker = feeTiers['maker'][feeTier][1];
const taker = feeTiers['taker'][feeTier][1];
for (let i = 0; i < marketSymbols.length; i++) {
const symbol = marketSymbols[i];
fees[symbol] = {
'info': {
'feeTier': feeTier,
},
'symbol': symbol,
'maker': maker,
'taker': taker,
};
}
return fees;
}
async transferIn (code, amount, params = {}) {
// transfer from spot wallet to coinm futures wallet
return await this.futuresTransfer (code, amount, 3, params);
}
async transferOut (code, amount, params = {}) {
// transfer from coinm futures wallet to spot wallet
return await this.futuresTransfer (code, amount, 4, params);
}
async fetchFundingRate (symbol = undefined, params = undefined) {
await this.loadMarkets ();
let market = undefined;
const request = {};
if (symbol !== undefined) {
market = this.market (symbol);
request['symbol'] = market['id'];
}
const response = await this.dapiPublicGetPremiumIndex (this.extend (request, params));
//
// {
// "symbol": "BTCUSD",
// "markPrice": "45802.81129892",
// "indexPrice": "45745.47701915",
// "estimatedSettlePrice": "45133.91753671",
// "lastFundingRate": "0.00063521",
// "interestRate": "0.00010000",
// "nextFundingTime": "1621267200000",
// "time": "1621252344001"
// }
//
if (Array.isArray (response)) {
const result = [];
const values = Object.values (response);
for (let i = 0; i < values.length; i++) {
const parsed = this.parseFundingRate (values[i]);
result.push (parsed);
}
return result;
} else {
return this.parseFundingRate (response);
}
}
async loadLeverageBrackets (reload = false, params = {}) {
await this.loadMarkets ();
// by default cache the leverage bracket
// it contains useful stuff like the maintenance margin and initial margin for positions
if ((this.options['leverageBrackets'] === undefined) || (reload)) {
const response = await this.dapiPrivateV2GetLeverageBracket (params);
this.options['leverageBrackets'] = {};
for (let i = 0; i < response.length; i++) {
const entry = response[i];
const marketId = this.safeString (entry, 'symbol');
const symbol = this.safeSymbol (marketId);
const brackets = this.safeValue (entry, 'brackets');
const result = [];
for (let j = 0; j < brackets.length; j++) {
const bracket = brackets[j];
// we use floats here internally on purpose
const qtyFloor = this.safeFloat (bracket, 'qtyFloor');
const maintenanceMarginPercentage = this.safeString (bracket, 'maintMarginRatio');
result.push ([ qtyFloor, maintenanceMarginPercentage ]);
}
this.options['leverageBrackets'][symbol] = result;
}
}
return this.options['leverageBrackets'];
}
async fetchPositions (symbols = undefined, params = {}) {
await this.loadMarkets ();
await this.loadLeverageBrackets ();
const account = await this.dapiPrivateGetAccount (params);
const result = this.parseAccountPositions (account);
if (symbols === undefined) {
return result;
} else {
return this.filterByArray (result, 'symbol', symbols, false);
}
}
async fetchIsolatedPositions (symbol = undefined, params = {}) {
// only supported in usdm futures
await this.loadMarkets ();
await this.loadLeverageBrackets ();
const request = {};
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
request['symbol'] = market['id'];
}
const response = await this.dapiPrivateGetPositionRisk (this.extend (request, params));
if (symbol === undefined) {
const result = [];
for (let i = 0; i < response.length; i++) {
const parsed = this.parsePositionRisk (response[i], market);
if (parsed['marginType'] === 'isolated') {
result.push (parsed);
}
}
return result;
} else {
return this.parsePositionRisk (this.safeValue (response, 0), market);
}
}
async fetchFundingHistory (symbol = undefined, since = undefined, limit = undefined, params = undefined) {
await this.loadMarkets ();
let market = undefined;
// "TRANSFER"，"WELCOME_BONUS", "REALIZED_PNL"，"FUNDING_FEE", "COMMISSION" and "INSURANCE_CLEAR"
const request = {
'incomeType': 'FUNDING_FEE',
};
if (symbol !== undefined) {
market = this.market (symbol);
request['symbol'] = market['id'];
}
if (since !== undefined) {
request['startTime'] = since;
}
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this.dapiPrivateGetIncome (this.extend (request, params));
return this.parseIncomes (response, market, since, limit);
}
async setLeverage (symbol, leverage, params = {}) {
// WARNING: THIS WILL INCREASE LIQUIDATION PRICE FOR OPEN ISOLATED LONG POSITIONS
// AND DECREASE LIQUIDATION PRICE FOR OPEN ISOLATED SHORT POSITIONS
if ((leverage < 1) || (leverage > 125)) {
throw new BadRequest (this.id + ' leverage should be between 1 and 125');
}
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
'leverage': leverage,
};
return await this.dapiPrivatePostLeverage (this.extend (request, params));
}
async setMode (symbol, marginType, params = {}) {
//
// { "code": -4048 , "msg": "Margin type cannot be changed if there exists position." }
//
// or
//
// { "code": 200, "msg": "success" }
//
marginType = marginType.toUpperCase ();
if ((marginType !== 'ISOLATED') && (marginType !== 'CROSSED')) {
throw new BadRequest (this.id + ' marginType must be either isolated or crossed');
}
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
'marginType': marginType,
};
return await this.dapiPrivatePostMarginType (this.extend (request, params));
}
};