guyo13-ccxt
Version:
A ccxt fork with some corrections
1,340 lines • 55.2 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, ArgumentsRequired, AuthenticationError, NullResponse, InvalidOrder, NotSupported, InsufficientFunds, InvalidNonce, OrderNotFound, RateLimitExceeded, DDoSProtection } = require ('./base/errors');
const Precise = require ('./base/Precise');
// ---------------------------------------------------------------------------
module.exports = class cex extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'cex',
'name': 'CEX.IO',
'countries': [ 'GB', 'EU', 'CY', 'RU' ],
'rateLimit': 1500,
'has': {
'cancelOrder': true,
'CORS': false,
'createOrder': true,
'editOrder': true,
'fetchBalance': true,
'fetchClosedOrders': true,
'fetchCurrencies': true,
'fetchDepositAddress': true,
'fetchMarkets': true,
'fetchOHLCV': true,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': true,
'fetchTicker': true,
'fetchTickers': true,
'fetchTrades': true,
},
'timeframes': {
'1m': '1m',
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27766442-8ddc33b0-5ed8-11e7-8b98-f786aef0f3c9.jpg',
'api': 'https://cex.io/api',
'www': 'https://cex.io',
'doc': 'https://cex.io/cex-api',
'fees': [
'https://cex.io/fee-schedule',
'https://cex.io/limits-commissions',
],
'referral': 'https://cex.io/r/0/up105393824/0/',
},
'requiredCredentials': {
'apiKey': true,
'secret': true,
'uid': true,
},
'api': {
'public': {
'get': [
'currency_profile',
'currency_limits/',
'last_price/{pair}/',
'last_prices/{currencies}/',
'ohlcv/hd/{yyyymmdd}/{pair}',
'order_book/{pair}/',
'ticker/{pair}/',
'tickers/{currencies}/',
'trade_history/{pair}/',
],
'post': [
'convert/{pair}',
'price_stats/{pair}',
],
},
'private': {
'post': [
'active_orders_status/',
'archived_orders/{pair}/',
'balance/',
'cancel_order/',
'cancel_orders/{pair}/',
'cancel_replace_order/{pair}/',
'close_position/{pair}/',
'get_address/',
'get_myfee/',
'get_order/',
'get_order_tx/',
'open_orders/{pair}/',
'open_orders/',
'open_position/{pair}/',
'open_positions/{pair}/',
'place_order/{pair}/',
'raw_tx_history',
],
},
},
'fees': {
'trading': {
'maker': 0.16 / 100,
'taker': 0.25 / 100,
},
'funding': {
'withdraw': {
// 'USD': undefined,
// 'EUR': undefined,
// 'RUB': undefined,
// 'GBP': undefined,
'BTC': 0.001,
'ETH': 0.01,
'BCH': 0.001,
'DASH': 0.01,
'BTG': 0.001,
'ZEC': 0.001,
'XRP': 0.02,
},
'deposit': {
// 'USD': amount => amount * 0.035 + 0.25,
// 'EUR': amount => amount * 0.035 + 0.24,
// 'RUB': amount => amount * 0.05 + 15.57,
// 'GBP': amount => amount * 0.035 + 0.2,
'BTC': 0.0,
'ETH': 0.0,
'BCH': 0.0,
'DASH': 0.0,
'BTG': 0.0,
'ZEC': 0.0,
'XRP': 0.0,
'XLM': 0.0,
},
},
},
'exceptions': {
'exact': {},
'broad': {
'Insufficient funds': InsufficientFunds,
'Nonce must be incremented': InvalidNonce,
'Invalid Order': InvalidOrder,
'Order not found': OrderNotFound,
'limit exceeded': RateLimitExceeded, // {"error":"rate limit exceeded"}
'Invalid API key': AuthenticationError,
'There was an error while placing your order': InvalidOrder,
'Sorry, too many clients already': DDoSProtection,
},
},
'options': {
'fetchOHLCVWarning': true,
'createMarketBuyOrderRequiresPrice': true,
'order': {
'status': {
'c': 'canceled',
'd': 'closed',
'cd': 'canceled',
'a': 'open',
},
},
},
});
}
async fetchCurrenciesFromCache (params = {}) {
// this method is now redundant
// currencies are now fetched before markets
const options = this.safeValue (this.options, 'fetchCurrencies', {});
const timestamp = this.safeInteger (options, 'timestamp');
const expires = this.safeInteger (options, 'expires', 1000);
const now = this.milliseconds ();
if ((timestamp === undefined) || ((now - timestamp) > expires)) {
const response = await this.publicGetCurrencyProfile (params);
this.options['fetchCurrencies'] = this.extend (options, {
'response': response,
'timestamp': now,
});
}
return this.safeValue (this.options['fetchCurrencies'], 'response');
}
async fetchCurrencies (params = {}) {
const response = await this.fetchCurrenciesFromCache (params);
this.options['currencies'] = {
'timestamp': this.milliseconds (),
'response': response,
};
//
// {
// "e":"currency_profile",
// "ok":"ok",
// "data":{
// "symbols":[
// {
// "code":"GHS",
// "contract":true,
// "commodity":true,
// "fiat":false,
// "description":"CEX.IO doesn't provide cloud mining services anymore.",
// "precision":8,
// "scale":0,
// "minimumCurrencyAmount":"0.00000001",
// "minimalWithdrawalAmount":-1
// },
// {
// "code":"BTC",
// "contract":false,
// "commodity":false,
// "fiat":false,
// "description":"",
// "precision":8,
// "scale":0,
// "minimumCurrencyAmount":"0.00000001",
// "minimalWithdrawalAmount":0.002
// },
// {
// "code":"ETH",
// "contract":false,
// "commodity":false,
// "fiat":false,
// "description":"",
// "precision":8,
// "scale":2,
// "minimumCurrencyAmount":"0.00000100",
// "minimalWithdrawalAmount":0.01
// }
// ],
// "pairs":[
// {
// "symbol1":"BTC",
// "symbol2":"USD",
// "pricePrecision":1,
// "priceScale":"/1000000",
// "minLotSize":0.002,
// "minLotSizeS2":20
// },
// {
// "symbol1":"ETH",
// "symbol2":"USD",
// "pricePrecision":2,
// "priceScale":"/10000",
// "minLotSize":0.1,
// "minLotSizeS2":20
// }
// ]
// }
// }
//
const data = this.safeValue (response, 'data', []);
const currencies = this.safeValue (data, 'symbols', []);
const result = {};
for (let i = 0; i < currencies.length; i++) {
const currency = currencies[i];
const id = this.safeString (currency, 'code');
const code = this.safeCurrencyCode (id);
const precision = this.safeInteger (currency, 'precision');
const active = true;
result[code] = {
'id': id,
'code': code,
'name': id,
'active': active,
'precision': precision,
'fee': undefined,
'limits': {
'amount': {
'min': this.safeNumber (currency, 'minimumCurrencyAmount'),
'max': undefined,
},
'withdraw': {
'min': this.safeNumber (currency, 'minimalWithdrawalAmount'),
'max': undefined,
},
},
'info': currency,
};
}
return result;
}
async fetchMarkets (params = {}) {
const currenciesResponse = await this.fetchCurrenciesFromCache (params);
const currenciesData = this.safeValue (currenciesResponse, 'data', {});
const currencies = this.safeValue (currenciesData, 'symbols', []);
const currenciesById = this.indexBy (currencies, 'code');
const pairs = this.safeValue (currenciesData, 'pairs', []);
const response = await this.publicGetCurrencyLimits (params);
//
// {
// "e":"currency_limits",
// "ok":"ok",
// "data": {
// "pairs":[
// {
// "symbol1":"BTC",
// "symbol2":"USD",
// "minLotSize":0.002,
// "minLotSizeS2":20,
// "maxLotSize":30,
// "minPrice":"1500",
// "maxPrice":"35000"
// },
// {
// "symbol1":"BCH",
// "symbol2":"EUR",
// "minLotSize":0.1,
// "minLotSizeS2":20,
// "maxLotSize":null,
// "minPrice":"25",
// "maxPrice":"8192"
// }
// ]
// }
// }
//
const result = [];
const markets = this.safeValue (response['data'], 'pairs');
for (let i = 0; i < markets.length; i++) {
const market = markets[i];
const baseId = this.safeString (market, 'symbol1');
const quoteId = this.safeString (market, 'symbol2');
const id = baseId + '/' + quoteId;
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const symbol = base + '/' + quote;
const baseCurrency = this.safeValue (currenciesById, baseId, {});
const quoteCurrency = this.safeValue (currenciesById, quoteId, {});
let pricePrecision = this.safeInteger (quoteCurrency, 'precision', 8);
for (let j = 0; j < pairs.length; j++) {
const pair = pairs[j];
if ((pair['symbol1'] === baseId) && (pair['symbol2'] === quoteId)) {
// we might need to account for `priceScale` here
pricePrecision = this.safeInteger (pair, 'pricePrecision', pricePrecision);
}
}
const baseCcyPrecision = this.safeInteger (baseCurrency, 'precision', 8);
const baseCcyScale = this.safeInteger (baseCurrency, 'scale', 0);
const amountPrecision = baseCcyPrecision - baseCcyScale;
const precision = {
'amount': amountPrecision,
'price': pricePrecision,
};
result.push ({
'id': id,
'info': market,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'precision': precision,
'limits': {
'amount': {
'min': this.safeNumber (market, 'minLotSize'),
'max': this.safeNumber (market, 'maxLotSize'),
},
'price': {
'min': this.safeNumber (market, 'minPrice'),
'max': this.safeNumber (market, 'maxPrice'),
},
'cost': {
'min': this.safeNumber (market, 'minLotSizeS2'),
'max': undefined,
},
},
'active': undefined,
});
}
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
const response = await this.privatePostBalance (params);
const result = { 'info': response };
const ommited = [ 'username', 'timestamp' ];
const balances = this.omit (response, ommited);
const currencyIds = Object.keys (balances);
for (let i = 0; i < currencyIds.length; i++) {
const currencyId = currencyIds[i];
const balance = this.safeValue (balances, currencyId, {});
const account = this.account ();
account['free'] = this.safeString (balance, 'available');
// https://github.com/ccxt/ccxt/issues/5484
account['used'] = this.safeString (balance, 'orders', '0');
const code = this.safeCurrencyCode (currencyId);
result[code] = account;
}
return this.parseBalance (result, false);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'pair': this.marketId (symbol),
};
if (limit !== undefined) {
request['depth'] = limit;
}
const response = await this.publicGetOrderBookPair (this.extend (request, params));
const timestamp = this.safeTimestamp (response, 'timestamp');
return this.parseOrderBook (response, symbol, timestamp);
}
parseOHLCV (ohlcv, market = undefined) {
//
// [
// 1591403940,
// 0.024972,
// 0.024972,
// 0.024969,
// 0.024969,
// 0.49999900
// ]
//
return [
this.safeTimestamp (ohlcv, 0),
this.safeNumber (ohlcv, 1),
this.safeNumber (ohlcv, 2),
this.safeNumber (ohlcv, 3),
this.safeNumber (ohlcv, 4),
this.safeNumber (ohlcv, 5),
];
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
if (since === undefined) {
since = this.milliseconds () - 86400000; // yesterday
} else {
if (this.options['fetchOHLCVWarning']) {
throw new ExchangeError (this.id + " fetchOHLCV warning: CEX can return historical candles for a certain date only, this might produce an empty or null reply. Set exchange.options['fetchOHLCVWarning'] = false or add ({ 'options': { 'fetchOHLCVWarning': false }}) to constructor params to suppress this warning message.");
}
}
let ymd = this.ymd (since);
ymd = ymd.split ('-');
ymd = ymd.join ('');
const request = {
'pair': market['id'],
'yyyymmdd': ymd,
};
try {
const response = await this.publicGetOhlcvHdYyyymmddPair (this.extend (request, params));
//
// {
// "time":20200606,
// "data1m":"[[1591403940,0.024972,0.024972,0.024969,0.024969,0.49999900]]",
// }
//
const key = 'data' + this.timeframes[timeframe];
const data = this.safeString (response, key);
const ohlcvs = JSON.parse (data);
return this.parseOHLCVs (ohlcvs, market, timeframe, since, limit);
} catch (e) {
if (e instanceof NullResponse) {
return [];
}
}
}
parseTicker (ticker, market = undefined) {
const timestamp = this.safeTimestamp (ticker, 'timestamp');
const volume = this.safeNumber (ticker, 'volume');
const high = this.safeNumber (ticker, 'high');
const low = this.safeNumber (ticker, 'low');
const bid = this.safeNumber (ticker, 'bid');
const ask = this.safeNumber (ticker, 'ask');
const last = this.safeNumber (ticker, 'last');
let symbol = undefined;
if (market) {
symbol = market['symbol'];
}
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': high,
'low': low,
'bid': bid,
'bidVolume': undefined,
'ask': ask,
'askVolume': undefined,
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': volume,
'quoteVolume': undefined,
'info': ticker,
};
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
const currencies = Object.keys (this.currencies);
const request = {
'currencies': currencies.join ('/'),
};
const response = await this.publicGetTickersCurrencies (this.extend (request, params));
const tickers = response['data'];
const result = {};
for (let t = 0; t < tickers.length; t++) {
const ticker = tickers[t];
const symbol = ticker['pair'].replace (':', '/');
const market = this.markets[symbol];
result[symbol] = this.parseTicker (ticker, market);
}
return this.filterByArray (result, 'symbol', symbols);
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'pair': market['id'],
};
const ticker = await this.publicGetTickerPair (this.extend (request, params));
return this.parseTicker (ticker, market);
}
parseTrade (trade, market = undefined) {
const timestamp = this.safeTimestamp (trade, 'date');
const id = this.safeString (trade, 'tid');
const type = undefined;
const side = this.safeString (trade, 'type');
const priceString = this.safeString (trade, 'price');
const amountString = this.safeString (trade, 'amount');
const price = this.parseNumber (priceString);
const amount = this.parseNumber (amountString);
const cost = this.parseNumber (Precise.stringMul (priceString, amountString));
let symbol = undefined;
if (market !== undefined) {
symbol = market['symbol'];
}
return {
'info': trade,
'id': id,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'type': type,
'side': side,
'order': undefined,
'takerOrMaker': undefined,
'price': price,
'amount': amount,
'cost': cost,
'fee': undefined,
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'pair': market['id'],
};
const response = await this.publicGetTradeHistoryPair (this.extend (request, params));
return this.parseTrades (response, market, since, limit);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
// for market buy it requires the amount of quote currency to spend
if ((type === 'market') && (side === 'buy')) {
if (this.options['createMarketBuyOrderRequiresPrice']) {
if (price === undefined) {
throw new InvalidOrder (this.id + " createOrder() requires the price argument with market buy orders to calculate total order cost (amount to spend), where cost = amount * price. Supply a price argument to createOrder() call if you want the cost to be calculated for you from price and amount, or, alternatively, add .options['createMarketBuyOrderRequiresPrice'] = false to supply the cost in the amount argument (the exchange-specific behaviour)");
} else {
amount = amount * price;
}
}
}
await this.loadMarkets ();
const request = {
'pair': this.marketId (symbol),
'type': side,
'amount': amount,
};
if (type === 'limit') {
request['price'] = price;
} else {
request['order_type'] = type;
}
const response = await this.privatePostPlaceOrderPair (this.extend (request, params));
//
// {
// "id": "12978363524",
// "time": 1586610022259,
// "type": "buy",
// "price": "0.033934",
// "amount": "0.10722802",
// "pending": "0.10722802",
// "complete": false
// }
//
const placedAmount = this.safeNumber (response, 'amount');
const remaining = this.safeNumber (response, 'pending');
const timestamp = this.safeValue (response, 'time');
const complete = this.safeValue (response, 'complete');
const status = complete ? 'closed' : 'open';
let filled = undefined;
if ((placedAmount !== undefined) && (remaining !== undefined)) {
filled = Math.max (placedAmount - remaining, 0);
}
return {
'id': this.safeString (response, 'id'),
'info': response,
'clientOrderId': undefined,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'type': type,
'side': this.safeString (response, 'type'),
'symbol': symbol,
'status': status,
'price': this.safeNumber (response, 'price'),
'amount': placedAmount,
'cost': undefined,
'average': undefined,
'remaining': remaining,
'filled': filled,
'fee': undefined,
'trades': undefined,
};
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'id': id,
};
return await this.privatePostCancelOrder (this.extend (request, params));
}
parseOrder (order, market = undefined) {
// Depending on the call, 'time' can be a unix int, unix string or ISO string
// Yes, really
let timestamp = this.safeValue (order, 'time');
if (typeof timestamp === 'string' && timestamp.indexOf ('T') >= 0) {
// ISO8601 string
timestamp = this.parse8601 (timestamp);
} else {
// either integer or string integer
timestamp = parseInt (timestamp);
}
let symbol = undefined;
if (market === undefined) {
const baseId = this.safeString (order, 'symbol1');
const quoteId = this.safeString (order, 'symbol2');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
symbol = base + '/' + quote;
if (symbol in this.markets) {
market = this.market (symbol);
}
}
const status = this.parseOrderStatus (this.safeString (order, 'status'));
const price = this.safeNumber (order, 'price');
let amount = this.safeNumber (order, 'amount');
// sell orders can have a negative amount
// https://github.com/ccxt/ccxt/issues/5338
if (amount !== undefined) {
amount = Math.abs (amount);
}
const remaining = this.safeNumber2 (order, 'pending', 'remains');
const filled = amount - remaining;
let fee = undefined;
let cost = undefined;
if (market !== undefined) {
symbol = market['symbol'];
const taCost = this.safeNumber (order, 'ta:' + market['quote']);
const ttaCost = this.safeNumber (order, 'tta:' + market['quote']);
cost = this.sum (taCost, ttaCost);
const baseFee = 'fa:' + market['base'];
const baseTakerFee = 'tfa:' + market['base'];
const quoteFee = 'fa:' + market['quote'];
const quoteTakerFee = 'tfa:' + market['quote'];
let feeRate = this.safeNumber (order, 'tradingFeeMaker');
if (!feeRate) {
feeRate = this.safeNumber (order, 'tradingFeeTaker', feeRate);
}
if (feeRate) {
feeRate /= 100.0; // convert to mathematically-correct percentage coefficients: 1.0 = 100%
}
if ((baseFee in order) || (baseTakerFee in order)) {
const baseFeeCost = this.safeNumber2 (order, baseFee, baseTakerFee);
fee = {
'currency': market['base'],
'rate': feeRate,
'cost': baseFeeCost,
};
} else if ((quoteFee in order) || (quoteTakerFee in order)) {
const quoteFeeCost = this.safeNumber2 (order, quoteFee, quoteTakerFee);
fee = {
'currency': market['quote'],
'rate': feeRate,
'cost': quoteFeeCost,
};
}
}
if (!cost) {
cost = price * filled;
}
const side = order['type'];
let trades = undefined;
const orderId = order['id'];
if ('vtx' in order) {
trades = [];
for (let i = 0; i < order['vtx'].length; i++) {
const item = order['vtx'][i];
const tradeSide = this.safeString (item, 'type');
if (tradeSide === 'cancel') {
// looks like this might represent the cancelled part of an order
// { id: '4426729543',
// type: 'cancel',
// time: '2017-09-22T00:24:30.476Z',
// user: 'up106404164',
// c: 'user:up106404164:a:BCH',
// d: 'order:4426728375:a:BCH',
// a: '0.09935956',
// amount: '0.09935956',
// balance: '0.42580261',
// symbol: 'BCH',
// order: '4426728375',
// buy: null,
// sell: null,
// pair: null,
// pos: null,
// cs: '0.42580261',
// ds: 0 }
continue;
}
const tradePrice = this.safeNumber (item, 'price');
if (tradePrice === undefined) {
// this represents the order
// {
// "a": "0.47000000",
// "c": "user:up106404164:a:EUR",
// "d": "order:6065499239:a:EUR",
// "cs": "1432.93",
// "ds": "476.72",
// "id": "6065499249",
// "buy": null,
// "pos": null,
// "pair": null,
// "sell": null,
// "time": "2018-04-22T13:07:22.152Z",
// "type": "buy",
// "user": "up106404164",
// "order": "6065499239",
// "amount": "-715.97000000",
// "symbol": "EUR",
// "balance": "1432.93000000" }
continue;
}
// todo: deal with these
if (tradeSide === 'costsNothing') {
continue;
}
// --
// if (side !== tradeSide)
// throw new Error (JSON.stringify (order, null, 2));
// if (orderId !== item['order'])
// throw new Error (JSON.stringify (order, null, 2));
// --
// partial buy trade
// {
// "a": "0.01589885",
// "c": "user:up106404164:a:BTC",
// "d": "order:6065499239:a:BTC",
// "cs": "0.36300000",
// "ds": 0,
// "id": "6067991213",
// "buy": "6065499239",
// "pos": null,
// "pair": null,
// "sell": "6067991206",
// "time": "2018-04-22T23:09:11.773Z",
// "type": "buy",
// "user": "up106404164",
// "order": "6065499239",
// "price": 7146.5,
// "amount": "0.01589885",
// "symbol": "BTC",
// "balance": "0.36300000",
// "symbol2": "EUR",
// "fee_amount": "0.19" }
// --
// trade with zero amount, but non-zero fee
// {
// "a": "0.00000000",
// "c": "user:up106404164:a:EUR",
// "d": "order:5840654423:a:EUR",
// "cs": 559744,
// "ds": 0,
// "id": "5840654429",
// "buy": "5807238573",
// "pos": null,
// "pair": null,
// "sell": "5840654423",
// "time": "2018-03-15T03:20:14.010Z",
// "type": "sell",
// "user": "up106404164",
// "order": "5840654423",
// "price": 730,
// "amount": "0.00000000",
// "symbol": "EUR",
// "balance": "5597.44000000",
// "symbol2": "BCH",
// "fee_amount": "0.01" }
// --
// trade which should have an amount of exactly 0.002BTC
// {
// "a": "16.70000000",
// "c": "user:up106404164:a:GBP",
// "d": "order:9927386681:a:GBP",
// "cs": "86.90",
// "ds": 0,
// "id": "9927401610",
// "buy": "9927401601",
// "pos": null,
// "pair": null,
// "sell": "9927386681",
// "time": "2019-08-21T15:25:37.777Z",
// "type": "sell",
// "user": "up106404164",
// "order": "9927386681",
// "price": 8365,
// "amount": "16.70000000",
// "office": "UK",
// "symbol": "GBP",
// "balance": "86.90000000",
// "symbol2": "BTC",
// "fee_amount": "0.03"
// }
const tradeTimestamp = this.parse8601 (this.safeString (item, 'time'));
const tradeAmount = this.safeNumber (item, 'amount');
const feeCost = this.safeNumber (item, 'fee_amount');
let absTradeAmount = (tradeAmount < 0) ? -tradeAmount : tradeAmount;
let tradeCost = undefined;
if (tradeSide === 'sell') {
tradeCost = absTradeAmount;
absTradeAmount = this.sum (feeCost, tradeCost) / tradePrice;
} else {
tradeCost = absTradeAmount * tradePrice;
}
trades.push ({
'id': this.safeString (item, 'id'),
'timestamp': tradeTimestamp,
'datetime': this.iso8601 (tradeTimestamp),
'order': orderId,
'symbol': symbol,
'price': tradePrice,
'amount': absTradeAmount,
'cost': tradeCost,
'side': tradeSide,
'fee': {
'cost': feeCost,
'currency': market['quote'],
},
'info': item,
'type': undefined,
'takerOrMaker': undefined,
});
}
}
return {
'id': orderId,
'clientOrderId': undefined,
'datetime': this.iso8601 (timestamp),
'timestamp': timestamp,
'lastTradeTimestamp': undefined,
'status': status,
'symbol': symbol,
'type': (price === undefined) ? 'market' : 'limit',
'timeInForce': undefined,
'postOnly': undefined,
'side': side,
'price': price,
'stopPrice': undefined,
'cost': cost,
'amount': amount,
'filled': filled,
'remaining': remaining,
'trades': trades,
'fee': fee,
'info': order,
'average': undefined,
};
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {};
let method = 'privatePostOpenOrders';
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
request['pair'] = market['id'];
method += 'Pair';
}
const orders = await this[method] (this.extend (request, params));
for (let i = 0; i < orders.length; i++) {
orders[i] = this.extend (orders[i], { 'status': 'open' });
}
return this.parseOrders (orders, market, since, limit);
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const method = 'privatePostArchivedOrdersPair';
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' fetchClosedOrders() requires a symbol argument');
}
const market = this.market (symbol);
const request = { 'pair': market['id'] };
const response = await this[method] (this.extend (request, params));
return this.parseOrders (response, market, since, limit);
}
async fetchOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'id': id.toString (),
};
const response = await this.privatePostGetOrderTx (this.extend (request, params));
const data = this.safeValue (response, 'data', {});
//
// {
// "id": "5442731603",
// "type": "sell",
// "time": 1516132358071,
// "lastTxTime": 1516132378452,
// "lastTx": "5442734452",
// "pos": null,
// "user": "up106404164",
// "status": "d",
// "symbol1": "ETH",
// "symbol2": "EUR",
// "amount": "0.50000000",
// "kind": "api",
// "price": "923.3386",
// "tfacf": "1",
// "fa:EUR": "0.55",
// "ta:EUR": "369.77",
// "remains": "0.00000000",
// "tfa:EUR": "0.22",
// "tta:EUR": "91.95",
// "a:ETH:cds": "0.50000000",
// "a:EUR:cds": "461.72",
// "f:EUR:cds": "0.77",
// "tradingFeeMaker": "0.15",
// "tradingFeeTaker": "0.23",
// "tradingFeeStrategy": "userVolumeAmount",
// "tradingFeeUserVolumeAmount": "2896912572",
// "orderId": "5442731603",
// "next": false,
// "vtx": [
// {
// "id": "5442734452",
// "type": "sell",
// "time": "2018-01-16T19:52:58.452Z",
// "user": "up106404164",
// "c": "user:up106404164:a:EUR",
// "d": "order:5442731603:a:EUR",
// "a": "104.53000000",
// "amount": "104.53000000",
// "balance": "932.71000000",
// "symbol": "EUR",
// "order": "5442731603",
// "buy": "5442734443",
// "sell": "5442731603",
// "pair": null,
// "pos": null,
// "office": null,
// "cs": "932.71",
// "ds": 0,
// "price": 923.3386,
// "symbol2": "ETH",
// "fee_amount": "0.16"
// },
// {
// "id": "5442731609",
// "type": "sell",
// "time": "2018-01-16T19:52:38.071Z",
// "user": "up106404164",
// "c": "user:up106404164:a:EUR",
// "d": "order:5442731603:a:EUR",
// "a": "91.73000000",
// "amount": "91.73000000",
// "balance": "563.49000000",
// "symbol": "EUR",
// "order": "5442731603",
// "buy": "5442618127",
// "sell": "5442731603",
// "pair": null,
// "pos": null,
// "office": null,
// "cs": "563.49",
// "ds": 0,
// "price": 924.0092,
// "symbol2": "ETH",
// "fee_amount": "0.22"
// },
// {
// "id": "5442731604",
// "type": "sell",
// "time": "2018-01-16T19:52:38.071Z",
// "user": "up106404164",
// "c": "order:5442731603:a:ETH",
// "d": "user:up106404164:a:ETH",
// "a": "0.50000000",
// "amount": "-0.50000000",
// "balance": "15.80995000",
// "symbol": "ETH",
// "order": "5442731603",
// "buy": null,
// "sell": null,
// "pair": null,
// "pos": null,
// "office": null,
// "cs": "0.50000000",
// "ds": "15.80995000"
// }
// ]
// }
//
return this.parseOrder (data);
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'limit': limit,
'pair': market['id'],
'dateFrom': since,
};
const response = await this.privatePostArchivedOrdersPair (this.extend (request, params));
const results = [];
for (let i = 0; i < response.length; i++) {
// cancelled (unfilled):
// { id: '4005785516',
// type: 'sell',
// time: '2017-07-18T19:08:34.223Z',
// lastTxTime: '2017-07-18T19:08:34.396Z',
// lastTx: '4005785522',
// pos: null,
// status: 'c',
// symbol1: 'ETH',
// symbol2: 'GBP',
// amount: '0.20000000',
// price: '200.5625',
// remains: '0.20000000',
// 'a:ETH:cds': '0.20000000',
// tradingFeeMaker: '0',
// tradingFeeTaker: '0.16',
// tradingFeeUserVolumeAmount: '10155061217',
// orderId: '4005785516' }
// --
// cancelled (partially filled buy):
// { id: '4084911657',
// type: 'buy',
// time: '2017-08-05T03:18:39.596Z',
// lastTxTime: '2019-03-19T17:37:46.404Z',
// lastTx: '8459265833',
// pos: null,
// status: 'cd',
// symbol1: 'BTC',
// symbol2: 'GBP',
// amount: '0.05000000',
// price: '2241.4692',
// tfacf: '1',
// remains: '0.03910535',
// 'tfa:GBP': '0.04',
// 'tta:GBP': '24.39',
// 'a:BTC:cds': '0.01089465',
// 'a:GBP:cds': '112.26',
// 'f:GBP:cds': '0.04',
// tradingFeeMaker: '0',
// tradingFeeTaker: '0.16',
// tradingFeeUserVolumeAmount: '13336396963',
// orderId: '4084911657' }
// --
// cancelled (partially filled sell):
// { id: '4426728375',
// type: 'sell',
// time: '2017-09-22T00:24:20.126Z',
// lastTxTime: '2017-09-22T00:24:30.476Z',
// lastTx: '4426729543',
// pos: null,
// status: 'cd',
// symbol1: 'BCH',
// symbol2: 'BTC',
// amount: '0.10000000',
// price: '0.11757182',
// tfacf: '1',
// remains: '0.09935956',
// 'tfa:BTC': '0.00000014',
// 'tta:BTC': '0.00007537',
// 'a:BCH:cds': '0.10000000',
// 'a:BTC:cds': '0.00007537',
// 'f:BTC:cds': '0.00000014',
// tradingFeeMaker: '0',
// tradingFeeTaker: '0.18',
// tradingFeeUserVolumeAmount: '3466715450',
// orderId: '4426728375' }
// --
// filled:
// { id: '5342275378',
// type: 'sell',
// time: '2018-01-04T00:28:12.992Z',
// lastTxTime: '2018-01-04T00:28:12.992Z',
// lastTx: '5342275393',
// pos: null,
// status: 'd',
// symbol1: 'BCH',
// symbol2: 'BTC',
// amount: '0.10000000',
// kind: 'api',
// price: '0.17',
// remains: '0.00000000',
// 'tfa:BTC': '0.00003902',
// 'tta:BTC': '0.01699999',
// 'a:BCH:cds': '0.10000000',
// 'a:BTC:cds': '0.01699999',
// 'f:BTC:cds': '0.00003902',
// tradingFeeMaker: '0.15',
// tradingFeeTaker: '0.23',
// tradingFeeUserVolumeAmount: '1525951128',
// orderId: '5342275378' }
// --
// market order (buy):
// { "id": "6281946200",
// "pos": null,
// "time": "2018-05-23T11:55:43.467Z",
// "type": "buy",
// "amount": "0.00000000",
// "lastTx": "6281946210",
// "status": "d",
// "amount2": "20.00",
// "orderId": "6281946200",
// "remains": "0.00000000",
// "symbol1": "ETH",
// "symbol2": "EUR",
// "tfa:EUR": "0.05",
// "tta:EUR": "19.94",
// "a:ETH:cds": "0.03764100",
// "a:EUR:cds": "20.00",
// "f:EUR:cds": "0.05",
// "lastTxTime": "2018-05-23T11:55:43.467Z",
// "tradingFeeTaker": "0.25",
// "tradingFeeUserVolumeAmount": "55998097" }
// --
// market order (sell):
// { "id": "6282200948",
// "pos": null,
// "time": "2018-05-23T12:42:58.315Z",
// "type": "sell",
// "amount": "-0.05000000",
// "lastTx": "6282200958",
// "status": "d",
// "orderId": "6282200948",
// "remains": "0.00000000",
// "symbol1": "ETH",
// "symbol2": "EUR",
// "tfa:EUR": "0.07",
// "tta:EUR": "26.49",
// "a:ETH:cds": "0.05000000",
// "a:EUR:cds": "26.49",
// "f:EUR:cds": "0.07",
// "lastTxTime": "2018-05-23T12:42:58.315Z",
// "tradingFeeTaker": "0.25",
// "tradingFeeUserVolumeAmount": "56294576" }
const order = response[i];
const status = this.parseOrderStatus (this.safeString (order, 'status'));
const baseId = this.safeString (order, 'symbol1');
const quoteId = this.safeString (order, 'symbol2');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const symbol = base + '/' + quote;
const side = this.safeString (order, 'type');
const baseAmount = this.safeNumber (order, 'a:' + baseId + ':cds');
const quoteAmount = this.safeNumber (order, 'a:' + quoteId + ':cds');
const fee = this.safeNumber (order, 'f:' + quoteId + ':cds');
const amount = this.safeNumber (order, 'amount');
const price = this.safeNumber (order, 'price');
const remaining = this.safeNumber (order, 'remains');
const filled = amount - remaining;
let orderAmount = undefined;
let cost = undefined;
let average = undefined;
let type = undefined;
if (!price) {
type = 'market';
orderAmount = baseAmount;
cost = quoteAmount;
average = orderAmount / cost;
} else {
const ta = this.safeNumber (order, 'ta:' + quoteId, 0);
const tta = this.safeNumber (order, 'tta:' + quoteId, 0);
const fa = this.safeNumber (order, 'fa:' + quoteId, 0);
const tfa = this.safeNumber (order, 'tfa:' + quoteId, 0);
if (side === 'sell') {
cost = this.sum (this.sum (ta, tta), this.sum (fa, tfa));
} else {
cost = this.sum (ta, tta) - this.sum (fa, tfa);
}
type = 'limit';
orderAmount = amount;
average = cost / filled;
}
const time = this.safeString (order, 'time');
const lastTxTime = this.safeString (order, 'lastTxTime');
const timestamp = this.parse8601 (time);
results.push ({
'id': this.safeString (order, 'id'),
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastUpdated': this.parse8601 (lastTxTime),
'status': status,
'symbol': symbol,
'side': side,
'price': price,
'amount': orderAmount,
'average': average,
'type': type,
'filled': filled,
'cost': cost,
'remaining': remaining,
'fee': {
'cost': fee,
'currency': quote,
},
'info': order,
});
}
return results;
}
parseOrderStatus (status) {
return this.safeString (this.options['order']['status'], status, status);
}
async editOrder (id, symbol, type, side, amount = undefined, price = undefined, params = {}) {
if (amount === undefined) {
throw new ArgumentsRequired (this.id + ' editOrder() requires a amount argument');
}
if (price === undefined) {
throw new ArgumentsRequired (this.id + ' editOrder() requires a price argument');
}
await this.loadMarkets ();
const market = this.market (symbol);
// see: https://cex.io/rest-api#/definitions/CancelReplaceOrderRequest
const request = {
'pair': market['id'],
'type': side,
'amount': amount,
'price': price,
'order_id': id,
};
const response = await this.privatePostCancelReplaceOrderPair (this.extend (request, params));
return this.parseOrder (response, market);
}
async fetchDepositAddress (code, params = {}) {
if (code === 'XRP' || code === 'XLM') {
// https://github.com/ccxt/ccxt/pull/2327#issuecomment-375204856
throw new NotSupported (this.id + ' fetchDepositAddress does not support XRP and XLM addresses yet (awaiting docs from CEX.io)');
}
await this.loadMarkets ();
const currency = this.currency (code);
const request = {
'currency': currency['id'],
};
const response = await this.privatePostGetAddress (this.extend (request, params));
const address = this.safeString (response, 'data');
this.checkAddress (address);
return {
'currency': code,
'address': address,
'tag': undefined,
'info': response,
};
}
nonce () {
return this.milliseconds ();
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let url = this.urls['api'] + '/' + this.implodeParams (path, params);
const query = this.omit (params, this.extractParams (path));
if (api === 'public') {
if (Object.keys (query).length) {
url += '?' + this.urlencode (query);
}
} else {
this.checkRequiredCredentials ();
const nonce = this.nonce ().toString ();
const auth = nonce + this.uid + this.apiKey;
const signature = this.hmac (this.encode (auth), this.encode (this.secret));
body = this.json (this.extend ({
'key': this.apiKey,
'signature': signature.toUpperCase (),
'nonce': nonce,
}, query));
headers = {
'Content-Type': 'application/json',
};
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors (code, reason, url, method, headers, body, response, requestHeaders, requestBody) {
if (Array.isArray (response)) {
return response; // public endpoints may return []-arrays
}
if (body === 'true') {
return;
}
if (response === undefined) {
throw new NullResponse (this.id + ' returned ' + this.json (response));
}
if ('e' in response) {
if ('ok' in response) {
if (response['ok'] === 'ok') {
return;
}
}
}
if ('error' in response) {
const message = this.safeString (response, 'error');
const feedback = this.id + ' ' + body;
this.throwExactlyMatchedException (this.exceptions['exact'], message, feedback);
this.throwBroadlyMatchedException (this.exceptions['broad'], message, feedback);
throw new ExchangeError (feedback);
}
}
};