guyo13-ccxt
Version:
A ccxt fork with some corrections
1,501 lines • 60.4 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, ExchangeNotAvailable, RequestTimeout, AuthenticationError, PermissionDenied, DDoSProtection, InsufficientFunds, OrderNotFound, InvalidOrder, AccountSuspended, CancelPending, InvalidNonce, OnMaintenance, BadSymbol } = require ('./base/errors');
const Precise = require ('./base/Precise');
// ---------------------------------------------------------------------------
module.exports = class poloniex extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'poloniex',
'name': 'Poloniex',
'countries': [ 'US' ],
'rateLimit': 1000, // up to 6 calls per second
'certified': false,
'pro': true,
'has': {
'cancelOrder': true,
'CORS': false,
'createDepositAddress': true,
'createMarketOrder': false,
'createOrder': true,
'editOrder': true,
'fetchBalance': true,
'fetchCurrencies': true,
'fetchDepositAddress': true,
'fetchDeposits': true,
'fetchMarkets': true,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenOrder': true, // true endpoint for a single open order
'fetchOpenOrders': true, // true endpoint for open orders
'fetchOrderBook': true,
'fetchOrderBooks': true,
'fetchOrderTrades': true, // true endpoint for trades of a single open or closed order
'fetchTicker': true,
'fetchTickers': true,
'fetchTrades': true,
'fetchTradingFee': true,
'fetchTradingFees': true,
'fetchTransactions': true,
'fetchWithdrawals': true,
'cancelAllOrders': true,
'withdraw': true,
},
'timeframes': {
'5m': 300,
'15m': 900,
'30m': 1800,
'2h': 7200,
'4h': 14400,
'1d': 86400,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27766817-e9456312-5ee6-11e7-9b3c-b628ca5626a5.jpg',
'api': {
'public': 'https://poloniex.com/public',
'private': 'https://poloniex.com/tradingApi',
},
'www': 'https://www.poloniex.com',
'doc': 'https://docs.poloniex.com',
'fees': 'https://poloniex.com/fees',
'referral': 'https://poloniex.com/signup?c=UBFZJRPJ',
},
'api': {
'public': {
'get': [
'return24hVolume',
'returnChartData',
'returnCurrencies',
'returnLoanOrders',
'returnOrderBook',
'returnTicker',
'returnTradeHistory',
],
},
'private': {
'post': [
'buy',
'cancelLoanOffer',
'cancelOrder',
'cancelAllOrders',
'closeMarginPosition',
'createLoanOffer',
'generateNewAddress',
'getMarginPosition',
'marginBuy',
'marginSell',
'moveOrder',
'returnActiveLoans',
'returnAvailableAccountBalances',
'returnBalances',
'returnCompleteBalances',
'returnDepositAddresses',
'returnDepositsWithdrawals',
'returnFeeInfo',
'returnLendingHistory',
'returnMarginAccountSummary',
'returnOpenLoanOffers',
'returnOpenOrders',
'returnOrderTrades',
'returnOrderStatus',
'returnTradableBalances',
'returnTradeHistory',
'sell',
'toggleAutoRenew',
'transferBalance',
'withdraw',
],
},
},
'fees': {
'trading': {
'feeSide': 'get',
// starting from Jan 8 2020
'maker': 0.0009,
'taker': 0.0009,
},
'funding': {},
},
'limits': {
'amount': {
'min': 0.000001,
'max': 1000000000,
},
'price': {
'min': 0.00000001,
'max': 1000000000,
},
'cost': {
'min': 0.00000000,
'max': 1000000000,
},
},
'precision': {
'amount': 8,
'price': 8,
},
'commonCurrencies': {
'AIR': 'AirCoin',
'APH': 'AphroditeCoin',
'BCC': 'BTCtalkcoin',
'BDG': 'Badgercoin',
'BTM': 'Bitmark',
'CON': 'Coino',
'GOLD': 'GoldEagles',
'GPUC': 'GPU',
'HOT': 'Hotcoin',
'ITC': 'Information Coin',
'KEY': 'KEYCoin',
'PLX': 'ParallaxCoin',
'REPV2': 'REP',
'STR': 'XLM',
'SOC': 'SOCC',
'XAP': 'API Coin',
// this is not documented in the API docs for Poloniex
// https://github.com/ccxt/ccxt/issues/7084
// when the user calls withdraw ('USDT', amount, address, tag, params)
// with params = { 'currencyToWithdrawAs': 'USDTTRON' }
// or params = { 'currencyToWithdrawAs': 'USDTETH' }
// fetchWithdrawals ('USDT') returns the corresponding withdrawals
// with a USDTTRON or a USDTETH currency id, respectfully
// therefore we have map them back to the original code USDT
// otherwise the returned withdrawals are filtered out
'USDTTRON': 'USDT',
'USDTETH': 'USDT',
},
'options': {
'limits': {
'cost': {
'min': {
'BTC': 0.0001,
'ETH': 0.0001,
'USDT': 1.0,
'TRX': 100,
'BNB': 0.06,
'USDC': 1.0,
'USDJ': 1.0,
'TUSD': 0.0001,
'DAI': 1.0,
'PAX': 1.0,
'BUSD': 1.0,
},
},
},
},
'exceptions': {
'exact': {
'You may only place orders that reduce your position.': InvalidOrder,
'Invalid order number, or you are not the person who placed the order.': OrderNotFound,
'Permission denied': PermissionDenied,
'Connection timed out. Please try again.': RequestTimeout,
'Internal error. Please try again.': ExchangeNotAvailable,
'Currently in maintenance mode.': OnMaintenance,
'Order not found, or you are not the person who placed it.': OrderNotFound,
'Invalid API key/secret pair.': AuthenticationError,
'Please do not make more than 8 API calls per second.': DDoSProtection,
'Rate must be greater than zero.': InvalidOrder, // {"error":"Rate must be greater than zero."}
'Invalid currency pair.': BadSymbol, // {"error":"Invalid currency pair."}
'Invalid currencyPair parameter.': BadSymbol, // {"error":"Invalid currencyPair parameter."}
},
'broad': {
'Total must be at least': InvalidOrder, // {"error":"Total must be at least 0.0001."}
'This account is frozen.': AccountSuspended,
'Not enough': InsufficientFunds,
'Nonce must be greater': InvalidNonce,
'You have already called cancelOrder or moveOrder on this order.': CancelPending,
'Amount must be at least': InvalidOrder, // {"error":"Amount must be at least 0.000001."}
'is either completed or does not exist': OrderNotFound, // {"error":"Order 587957810791 is either completed or does not exist."}
'Error pulling ': ExchangeError, // {"error":"Error pulling order book"}
},
},
});
}
parseOHLCV (ohlcv, market = undefined) {
//
// {
// "date":1590913773,
// "high":0.02491611,
// "low":0.02491611,
// "open":0.02491611,
// "close":0.02491611,
// "volume":0,
// "quoteVolume":0,
// "weightedAverage":0.02491611
// }
//
return [
this.safeTimestamp (ohlcv, 'date'),
this.safeNumber (ohlcv, 'open'),
this.safeNumber (ohlcv, 'high'),
this.safeNumber (ohlcv, 'low'),
this.safeNumber (ohlcv, 'close'),
this.safeNumber (ohlcv, 'quoteVolume'),
];
}
async fetchOHLCV (symbol, timeframe = '5m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'currencyPair': market['id'],
'period': this.timeframes[timeframe],
};
if (since === undefined) {
request['end'] = this.seconds ();
if (limit === undefined) {
request['start'] = request['end'] - this.parseTimeframe ('1w'); // max range = 1 week
} else {
request['start'] = request['end'] - limit * this.parseTimeframe (timeframe);
}
} else {
request['start'] = parseInt (since / 1000);
if (limit !== undefined) {
const end = this.sum (request['start'], limit * this.parseTimeframe (timeframe));
request['end'] = end;
}
}
const response = await this.publicGetReturnChartData (this.extend (request, params));
//
// [
// {"date":1590913773,"high":0.02491611,"low":0.02491611,"open":0.02491611,"close":0.02491611,"volume":0,"quoteVolume":0,"weightedAverage":0.02491611},
// {"date":1590913800,"high":0.02495324,"low":0.02489501,"open":0.02491797,"close":0.02493693,"volume":0.0927415,"quoteVolume":3.7227869,"weightedAverage":0.02491185},
// {"date":1590914100,"high":0.02498596,"low":0.02488503,"open":0.02493033,"close":0.02497896,"volume":0.21196348,"quoteVolume":8.50291888,"weightedAverage":0.02492832},
// ]
//
return this.parseOHLCVs (response, market, timeframe, since, limit);
}
async loadMarkets (reload = false, params = {}) {
const markets = await super.loadMarkets (reload, params);
const currenciesByNumericId = this.safeValue (this.options, 'currenciesByNumericId');
if ((currenciesByNumericId === undefined) || reload) {
this.options['currenciesByNumericId'] = this.indexBy (this.currencies, 'numericId');
}
return markets;
}
async fetchMarkets (params = {}) {
const markets = await this.publicGetReturnTicker (params);
const keys = Object.keys (markets);
const result = [];
for (let i = 0; i < keys.length; i++) {
const id = keys[i];
const market = markets[id];
const [ quoteId, baseId ] = id.split ('_');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const symbol = base + '/' + quote;
const limits = this.extend (this.limits, {
'cost': {
'min': this.safeValue (this.options['limits']['cost']['min'], quote),
},
});
const isFrozen = this.safeString (market, 'isFrozen');
const active = (isFrozen !== '1');
const numericId = this.safeInteger (market, 'id');
result.push ({
'id': id,
'numericId': numericId,
'symbol': symbol,
'baseId': baseId,
'quoteId': quoteId,
'base': base,
'quote': quote,
'active': active,
'limits': limits,
'info': market,
});
}
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
const request = {
'account': 'all',
};
const response = await this.privatePostReturnCompleteBalances (this.extend (request, params));
//
// {
// "1CR":{"available":"0.00000000","onOrders":"0.00000000","btcValue":"0.00000000"},
// "ABY":{"available":"0.00000000","onOrders":"0.00000000","btcValue":"0.00000000"},
// "AC":{"available":"0.00000000","onOrders":"0.00000000","btcValue":"0.00000000"},
// }
//
const result = {
'info': response,
'timestamp': undefined,
'datetime': undefined,
};
const currencyIds = Object.keys (response);
for (let i = 0; i < currencyIds.length; i++) {
const currencyId = currencyIds[i];
const balance = this.safeValue (response, currencyId, {});
const code = this.safeCurrencyCode (currencyId);
const account = this.account ();
account['free'] = this.safeString (balance, 'available');
account['used'] = this.safeString (balance, 'onOrders');
result[code] = account;
}
return this.parseBalance (result, false);
}
async fetchTradingFees (params = {}) {
await this.loadMarkets ();
const fees = await this.privatePostReturnFeeInfo (params);
//
// {
// makerFee: '0.00100000',
// takerFee: '0.00200000',
// marginMakerFee: '0.00100000',
// marginTakerFee: '0.00200000',
// thirtyDayVolume: '106.08463302',
// nextTier: 500000,
// }
//
return {
'info': fees,
'maker': this.safeNumber (fees, 'makerFee'),
'taker': this.safeNumber (fees, 'takerFee'),
'withdraw': {},
'deposit': {},
};
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'currencyPair': this.marketId (symbol),
};
if (limit !== undefined) {
request['depth'] = limit; // 100
}
const response = await this.publicGetReturnOrderBook (this.extend (request, params));
const orderbook = this.parseOrderBook (response, symbol);
orderbook['nonce'] = this.safeInteger (response, 'seq');
return orderbook;
}
async fetchOrderBooks (symbols = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'currencyPair': 'all',
};
if (limit !== undefined) {
request['depth'] = limit; // 100
}
const response = await this.publicGetReturnOrderBook (this.extend (request, params));
const marketIds = Object.keys (response);
const result = {};
for (let i = 0; i < marketIds.length; i++) {
const marketId = marketIds[i];
let symbol = undefined;
if (marketId in this.markets_by_id) {
symbol = this.markets_by_id[marketId]['symbol'];
} else {
const [ quoteId, baseId ] = marketId.split ('_');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
symbol = base + '/' + quote;
}
const orderbook = this.parseOrderBook (response[marketId], symbol);
orderbook['nonce'] = this.safeInteger (response[marketId], 'seq');
result[symbol] = orderbook;
}
return result;
}
parseTicker (ticker, market = undefined) {
const timestamp = this.milliseconds ();
let symbol = undefined;
if (market) {
symbol = market['symbol'];
}
let open = undefined;
let change = undefined;
let average = undefined;
const last = this.safeNumber (ticker, 'last');
const relativeChange = this.safeNumber (ticker, 'percentChange');
if (relativeChange !== -1) {
open = last / this.sum (1, relativeChange);
change = last - open;
average = this.sum (last, open) / 2;
}
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeNumber (ticker, 'high24hr'),
'low': this.safeNumber (ticker, 'low24hr'),
'bid': this.safeNumber (ticker, 'highestBid'),
'bidVolume': undefined,
'ask': this.safeNumber (ticker, 'lowestAsk'),
'askVolume': undefined,
'vwap': undefined,
'open': open,
'close': last,
'last': last,
'previousClose': undefined,
'change': change,
'percentage': relativeChange * 100,
'average': average,
'baseVolume': this.safeNumber (ticker, 'quoteVolume'),
'quoteVolume': this.safeNumber (ticker, 'baseVolume'),
'info': ticker,
};
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
const response = await this.publicGetReturnTicker (params);
const ids = Object.keys (response);
const result = {};
for (let i = 0; i < ids.length; i++) {
const id = ids[i];
let symbol = undefined;
let market = undefined;
if (id in this.markets_by_id) {
market = this.markets_by_id[id];
symbol = market['symbol'];
} else {
const [ quoteId, baseId ] = id.split ('_');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
symbol = base + '/' + quote;
market = { 'symbol': symbol };
}
const ticker = response[id];
result[symbol] = this.parseTicker (ticker, market);
}
return this.filterByArray (result, 'symbol', symbols);
}
async fetchCurrencies (params = {}) {
const response = await this.publicGetReturnCurrencies (params);
// {
// "id": "293",
// "name": "0x",
// "humanType": "Sweep to Main Account",
// "currencyType": "address",
// "txFee": "17.21877546",
// "minConf": "12",
// "depositAddress": null,
// "disabled": "0",
// "frozen": "0",
// "hexColor": "003831",
// "blockchain": "ETH",
// "delisted": "0",
// "isGeofenced": 0
// }
const ids = Object.keys (response);
const result = {};
for (let i = 0; i < ids.length; i++) {
const id = ids[i];
const currency = response[id];
const precision = 8; // default precision, todo: fix "magic constants"
const amountLimit = '1e-8';
const code = this.safeCurrencyCode (id);
const active = (currency['delisted'] === 0) && !currency['disabled'];
const numericId = this.safeInteger (currency, 'id');
const fee = this.safeNumber (currency, 'txFee');
result[code] = {
'id': id,
'numericId': numericId,
'code': code,
'info': currency,
'name': currency['name'],
'active': active,
'fee': fee,
'precision': precision,
'limits': {
'amount': {
'min': this.parseNumber (amountLimit),
'max': undefined,
},
'withdraw': {
'min': fee,
'max': undefined,
},
},
};
}
return result;
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const response = await this.publicGetReturnTicker (params);
const ticker = response[market['id']];
return this.parseTicker (ticker, market);
}
parseTrade (trade, market = undefined) {
//
// fetchMyTrades
//
// {
// globalTradeID: 471030550,
// tradeID: '42582',
// date: '2020-06-16 09:47:50',
// rate: '0.000079980000',
// amount: '75215.00000000',
// total: '6.01569570',
// fee: '0.00095000',
// feeDisplay: '0.26636100 TRX (0.07125%)',
// orderNumber: '5963454848',
// type: 'sell',
// category: 'exchange'
// }
//
// createOrder (taker trades)
//
// {
// 'amount': '200.00000000',
// 'date': '2019-12-15 16:04:10',
// 'rate': '0.00000355',
// 'total': '0.00071000',
// 'tradeID': '119871',
// 'type': 'buy',
// 'takerAdjustment': '200.00000000'
// }
//
const id = this.safeString2 (trade, 'globalTradeID', 'tradeID');
const orderId = this.safeString (trade, 'orderNumber');
const timestamp = this.parse8601 (this.safeString (trade, 'date'));
let symbol = undefined;
if ((!market) && ('currencyPair' in trade)) {
const marketId = this.safeString (trade, 'currencyPair');
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
} else {
const [ quoteId, baseId ] = marketId.split ('_');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
symbol = base + '/' + quote;
}
}
if ((symbol === undefined) && (market !== undefined)) {
symbol = market['symbol'];
}
const side = this.safeString (trade, 'type');
let fee = undefined;
const priceString = this.safeString (trade, 'rate');
const amountString = this.safeString (trade, 'amount');
const price = this.parseNumber (priceString);
const amount = this.parseNumber (amountString);
let cost = this.safeNumber (trade, 'total');
if (cost === undefined) {
cost = this.parseNumber (Precise.stringMul (priceString, amountString));
}
const feeDisplay = this.safeString (trade, 'feeDisplay');
if (feeDisplay !== undefined) {
const parts = feeDisplay.split (' ');
const feeCost = this.safeNumber (parts, 0);
if (feeCost !== undefined) {
const feeCurrencyId = this.safeString (parts, 1);
const feeCurrencyCode = this.safeCurrencyCode (feeCurrencyId);
let feeRate = this.safeString (parts, 2);
if (feeRate !== undefined) {
feeRate = feeRate.replace ('(', '');
const feeRateParts = feeRate.split ('%');
feeRate = this.safeString (feeRateParts, 0);
feeRate = parseFloat (feeRate) / 100;
}
fee = {
'cost': feeCost,
'currency': feeCurrencyCode,
'rate': feeRate,
};
}
}
let takerOrMaker = undefined;
const takerAdjustment = this.safeNumber (trade, 'takerAdjustment');
if (takerAdjustment !== undefined) {
takerOrMaker = 'taker';
}
return {
'id': id,
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'order': orderId,
'type': 'limit',
'side': side,
'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);
const request = {
'currencyPair': market['id'],
};
if (since !== undefined) {
request['start'] = parseInt (since / 1000);
request['end'] = this.seconds (); // last 50000 trades by default
}
const trades = await this.publicGetReturnTradeHistory (this.extend (request, params));
return this.parseTrades (trades, market, since, limit);
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
}
const pair = market ? market['id'] : 'all';
const request = { 'currencyPair': pair };
if (since !== undefined) {
request['start'] = parseInt (since / 1000);
request['end'] = this.sum (this.seconds (), 1); // adding 1 is a fix for #3411
}
// limit is disabled (does not really work as expected)
if (limit !== undefined) {
request['limit'] = parseInt (limit);
}
const response = await this.privatePostReturnTradeHistory (this.extend (request, params));
//
// specific market (symbol defined)
//
// [
// {
// globalTradeID: 470912587,
// tradeID: '42543',
// date: '2020-06-15 17:31:22',
// rate: '0.000083840000',
// amount: '95237.60321429',
// total: '7.98472065',
// fee: '0.00095000',
// feeDisplay: '0.36137761 TRX (0.07125%)',
// orderNumber: '5926344995',
// type: 'sell',
// category: 'exchange'
// },
// {
// globalTradeID: 470974497,
// tradeID: '42560',
// date: '2020-06-16 00:41:23',
// rate: '0.000078220000',
// amount: '1000000.00000000',
// total: '78.22000000',
// fee: '0.00095000',
// feeDisplay: '3.48189819 TRX (0.07125%)',
// orderNumber: '5945490830',
// type: 'sell',
// category: 'exchange'
// }
// ]
//
// all markets (symbol undefined)
//
// {
// BTC_GNT: [{
// globalTradeID: 470839947,
// tradeID: '4322347',
// date: '2020-06-15 12:25:24',
// rate: '0.000005810000',
// amount: '1702.04429303',
// total: '0.00988887',
// fee: '0.00095000',
// feeDisplay: '4.18235294 TRX (0.07125%)',
// orderNumber: '102290272520',
// type: 'buy',
// category: 'exchange'
// }, {
// globalTradeID: 470895902,
// tradeID: '4322413',
// date: '2020-06-15 16:19:00',
// rate: '0.000005980000',
// amount: '18.66879219',
// total: '0.00011163',
// fee: '0.00095000',
// feeDisplay: '0.04733727 TRX (0.07125%)',
// orderNumber: '102298304480',
// type: 'buy',
// category: 'exchange'
// }],
// }
//
let result = [];
if (market !== undefined) {
result = this.parseTrades (response, market);
} else {
if (response) {
const ids = Object.keys (response);
for (let i = 0; i < ids.length; i++) {
const id = ids[i];
let market = undefined;
if (id in this.markets_by_id) {
market = this.markets_by_id[id];
const trades = this.parseTrades (response[id], market);
for (let j = 0; j < trades.length; j++) {
result.push (trades[j]);
}
} else {
const [ quoteId, baseId ] = id.split ('_');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const symbol = base + '/' + quote;
const trades = response[id];
for (let j = 0; j < trades.length; j++) {
const market = {
'symbol': symbol,
'base': base,
'quote': quote,
};
result.push (this.parseTrade (trades[j], market));
}
}
}
}
}
return this.filterBySinceLimit (result, since, limit);
}
parseOrderStatus (status) {
const statuses = {
'Open': 'open',
'Partially filled': 'open',
};
return this.safeString (statuses, status, status);
}
parseOrder (order, market = undefined) {
//
// fetchOpenOrder
//
// {
// status: 'Open',
// rate: '0.40000000',
// amount: '1.00000000',
// currencyPair: 'BTC_ETH',
// date: '2018-10-17 17:04:50',
// total: '0.40000000',
// type: 'buy',
// startingAmount: '1.00000',
// }
//
// fetchOpenOrders
//
// {
// orderNumber: '514514894224',
// type: 'buy',
// rate: '0.00001000',
// startingAmount: '100.00000000',
// amount: '100.00000000',
// total: '0.00100000',
// date: '2018-10-23 17:38:53',
// margin: 0,
// }
//
// createOrder
//
// {
// 'orderNumber': '9805453960',
// 'resultingTrades': [
// {
// 'amount': '200.00000000',
// 'date': '2019-12-15 16:04:10',
// 'rate': '0.00000355',
// 'total': '0.00071000',
// 'tradeID': '119871',
// 'type': 'buy',
// 'takerAdjustment': '200.00000000',
// },
// ],
// 'fee': '0.00000000',
// 'clientOrderId': '12345',
// 'currencyPair': 'BTC_MANA',
// // ---------------------------------------------------------
// // the following fields are injected by createOrder
// 'timestamp': timestamp,
// 'status': 'open',
// 'type': type,
// 'side': side,
// 'price': price,
// 'amount': amount,
// // ---------------------------------------------------------
// // 'resultingTrades' in editOrder
// 'resultingTrades': {
// 'BTC_MANA': [],
// }
// }
//
let timestamp = this.safeInteger (order, 'timestamp');
if (timestamp === undefined) {
timestamp = this.parse8601 (this.safeString (order, 'date'));
}
let symbol = undefined;
const marketId = this.safeString (order, 'currencyPair');
if (marketId !== undefined) {
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
} else {
const [ quoteId, baseId ] = marketId.split ('_');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
symbol = base + '/' + quote;
}
}
if ((symbol === undefined) && (market !== undefined)) {
symbol = market['symbol'];
}
let trades = undefined;
let resultingTrades = this.safeValue (order, 'resultingTrades');
if (!Array.isArray (resultingTrades)) {
resultingTrades = this.safeValue (resultingTrades, this.safeString (market, 'id', marketId));
}
if (resultingTrades !== undefined) {
trades = this.parseTrades (resultingTrades, market);
}
const price = this.safeNumber2 (order, 'price', 'rate');
let remaining = this.safeNumber (order, 'amount');
let amount = this.safeNumber (order, 'startingAmount');
let filled = undefined;
let cost = 0;
if (amount !== undefined) {
if (remaining !== undefined) {
filled = amount - remaining;
if (price !== undefined) {
cost = filled * price;
}
}
} else {
amount = remaining;
}
let status = this.parseOrderStatus (this.safeString (order, 'status'));
let average = undefined;
let lastTradeTimestamp = undefined;
if (filled === undefined) {
if (trades !== undefined) {
filled = 0;
cost = 0;
const tradesLength = trades.length;
if (tradesLength > 0) {
lastTradeTimestamp = trades[0]['timestamp'];
for (let i = 0; i < tradesLength; i++) {
const trade = trades[i];
const tradeAmount = trade['amount'];
const tradePrice = trade['price'];
filled = this.sum (filled, tradeAmount);
cost = this.sum (cost, tradePrice * tradeAmount);
lastTradeTimestamp = Math.max (lastTradeTimestamp, trade['timestamp']);
}
}
if (amount !== undefined) {
remaining = Math.max (amount - filled, 0);
if (filled >= amount) {
status = 'closed';
}
}
}
}
if ((filled !== undefined) && (cost !== undefined) && (filled > 0)) {
average = cost / filled;
}
let type = this.safeString (order, 'type');
const side = this.safeString (order, 'side', type);
if (type === side) {
type = undefined;
}
const id = this.safeString (order, 'orderNumber');
let fee = undefined;
const feeCost = this.safeNumber (order, 'fee');
if (feeCost !== undefined) {
let feeCurrencyCode = undefined;
if (market !== undefined) {
feeCurrencyCode = (side === 'buy') ? market['base'] : market['quote'];
}
fee = {
'cost': feeCost,
'currency': feeCurrencyCode,
};
}
const clientOrderId = this.safeString (order, 'clientOrderId');
return {
'info': order,
'id': id,
'clientOrderId': clientOrderId,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': lastTradeTimestamp,
'status': status,
'symbol': symbol,
'type': type,
'timeInForce': undefined,
'postOnly': undefined,
'side': side,
'price': price,
'stopPrice': undefined,
'cost': cost,
'average': average,
'amount': amount,
'filled': filled,
'remaining': remaining,
'trades': trades,
'fee': fee,
};
}
parseOpenOrders (orders, market, result) {
for (let i = 0; i < orders.length; i++) {
const order = orders[i];
const extended = this.extend (order, {
'status': 'open',
'type': 'limit',
'side': order['type'],
'price': order['rate'],
});
result.push (this.parseOrder (extended, market));
}
return result;
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
}
const pair = market ? market['id'] : 'all';
const request = {
'currencyPair': pair,
};
const response = await this.privatePostReturnOpenOrders (this.extend (request, params));
const extension = { 'status': 'open' };
if (market === undefined) {
const marketIds = Object.keys (response);
let openOrders = [];
for (let i = 0; i < marketIds.length; i++) {
const marketId = marketIds[i];
const orders = response[marketId];
const m = this.markets_by_id[marketId];
openOrders = this.arrayConcat (openOrders, this.parseOrders (orders, m, undefined, undefined, extension));
}
return this.filterBySinceLimit (openOrders, since, limit);
} else {
return this.parseOrders (response, market, since, limit, extension);
}
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
if (type === 'market') {
throw new ExchangeError (this.id + ' createOrder() does not accept market orders');
}
await this.loadMarkets ();
const method = 'privatePost' + this.capitalize (side);
const market = this.market (symbol);
amount = this.amountToPrecision (symbol, amount);
const request = {
'currencyPair': market['id'],
'rate': this.priceToPrecision (symbol, price),
'amount': amount,
};
const clientOrderId = this.safeString (params, 'clientOrderId');
if (clientOrderId !== undefined) {
request['clientOrderId'] = clientOrderId;
params = this.omit (params, 'clientOrderId');
}
// remember the timestamp before issuing the request
const timestamp = this.milliseconds ();
const response = await this[method] (this.extend (request, params));
//
// {
// 'orderNumber': '9805453960',
// 'resultingTrades': [
// {
// 'amount': '200.00000000',
// 'date': '2019-12-15 16:04:10',
// 'rate': '0.00000355',
// 'total': '0.00071000',
// 'tradeID': '119871',
// 'type': 'buy',
// 'takerAdjustment': '200.00000000',
// },
// ],
// 'fee': '0.00000000',
// 'currencyPair': 'BTC_MANA',
// }
//
return this.parseOrder (this.extend ({
'timestamp': timestamp,
'status': 'open',
'type': type,
'side': side,
'price': price,
'amount': amount,
}, response), market);
}
async editOrder (id, symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
price = parseFloat (price);
const request = {
'orderNumber': id,
'rate': this.priceToPrecision (symbol, price),
};
if (amount !== undefined) {
request['amount'] = this.amountToPrecision (symbol, amount);
}
const response = await this.privatePostMoveOrder (this.extend (request, params));
return this.parseOrder (response);
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const request = {};
const clientOrderId = this.safeValue (params, 'clientOrderId');
if (clientOrderId === undefined) {
request['orderNumber'] = id;
} else {
request['clientOrderId'] = clientOrderId;
}
params = this.omit (params, 'clientOrderId');
return await this.privatePostCancelOrder (this.extend (request, params));
}
async cancelAllOrders (symbol = undefined, params = {}) {
const request = {};
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
request['currencyPair'] = market['id'];
}
const response = await this.privatePostCancelAllOrders (this.extend (request, params));
//
// {
// "success": 1,
// "message": "Orders canceled",
// "orderNumbers": [
// 503749,
// 888321,
// 7315825,
// 7316824
// ]
// }
//
return response;
}
async fetchOpenOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
id = id.toString ();
const request = {
'orderNumber': id,
};
const response = await this.privatePostReturnOrderStatus (this.extend (request, params));
//
// {
// success: 1,
// result: {
// '6071071': {
// status: 'Open',
// rate: '0.40000000',
// amount: '1.00000000',
// currencyPair: 'BTC_ETH',
// date: '2018-10-17 17:04:50',
// total: '0.40000000',
// type: 'buy',
// startingAmount: '1.00000',
// },
// },
// }
//
const result = this.safeValue (response['result'], id);
if (result === undefined) {
throw new OrderNotFound (this.id + ' order id ' + id + ' not found');
}
return this.parseOrder (result);
}
async fetchOrderStatus (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const orders = await this.fetchOpenOrders (symbol, undefined, undefined, params);
const indexed = this.indexBy (orders, 'id');
return (id in indexed) ? 'open' : 'closed';
}
async fetchOrderTrades (id, symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'orderNumber': id,
};
const trades = await this.privatePostReturnOrderTrades (this.extend (request, params));
return this.parseTrades (trades);
}
async createDepositAddress (code, params = {}) {
await this.loadMarkets ();
// USDT, USDTETH, USDTTRON
let currencyId = undefined;
let currency = undefined;
if (code in this.currencies) {
currency = this.currency (code);
currencyId = currency['id'];
} else {
currencyId = code;
}
const request = {
'currency': currencyId,
};
const response = await this.privatePostGenerateNewAddress (this.extend (request, params));
let address = undefined;
let tag = undefined;
if (response['success'] === 1) {
address = this.safeString (response, 'response');
}
this.checkAddress (address);
if (currency !== undefined) {
const depositAddress = this.safeString (currency['info'], 'depositAddress');
if (depositAddress !== undefined) {
tag = address;
address = depositAddress;
}
}
return {
'currency': code,
'address': address,
'tag': tag,
'info': response,
};
}
async fetchDepositAddress (code, params = {}) {
await this.loadMarkets ();
const response = await this.privatePostReturnDepositAddresses (params);
// USDT, USDTETH, USDTTRON
let currencyId = undefined;
let currency = undefined;
if (code in this.currencies) {
currency = this.currency (code);
currencyId = currency['id'];
} else {
currencyId = code;
}
let address = this.safeString (response, currencyId);
let tag = undefined;
this.checkAddress (address);
if (currency !== undefined) {
const depositAddress = this.safeString (currency['info'], 'depositAddress');
if (depositAddress !== undefined) {
tag = address;
address = depositAddress;
}
}
return {
'currency': code,
'address': address,
'tag': tag,
'info': response,
};
}
async withdraw (code, amount, address, tag = undefined, params = {}) {
this.checkAddress (address);
await this.loadMarkets ();
const currency = this.currency (code);
const request = {
'currency': currency['id'],
'amount': amount,
'address': address,
};
if (tag !== undefined) {
request['paymentId'] = tag;
}
const response = await this.privatePostWithdraw (this.extend (request, params));
//
// {
// response: 'Withdrew 1.00000000 USDT.',
// email2FA: false,
// withdrawalNumber: 13449869
// }
//
return {
'info': response,
'id': this.safeString (response, 'withdrawalNumber'),
};
}
async fetchTransactionsHelper (code = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const year = 31104000; // 60 * 60 * 24 * 30 * 12 = one year of history, why not
const now = this.seconds ();
const start = (since !== undefined) ? parseInt (since / 1000) : now - 10 * year;
const request = {
'start': start, // UNIX timestamp, required
'end': now, // UNIX timestamp, required
};
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this.privatePostReturnDepositsWithdrawals (this.extend (request, params));
//
// {
// "adjustments":[],
// "deposits":[
// {
// currency: "BTC",
// address: "1MEtiqJWru53FhhHrfJPPvd2tC3TPDVcmW",
// amount: "0.01063000",
// confirmations: 1,
// txid: "952b0e1888d6d491591facc0d37b5ebec540ac1efb241fdbc22bcc20d1822fb6",
// timestamp: 1507916888,
// status: "COMPLETE"
// },
// {
// currency: "ETH",
// address: "0x20108ba20b65c04d82909e91df06618107460197",
// amount: "4.00000000",
// confirmations: 38,
// txid: "0x4be260073491fe63935e9e0da42bd71138fdeb803732f41501015a2d46eb479d",
// timestamp: 1525060430,
// status: "COMPLETE"
// }
// ],
// "withdrawals":[
// {
// "withdrawalNumber":13449869,
// "currency":"USDTTRON", // not documented in API docs, see commonCurrencies in describe()
// "address":"TXGaqPW23JdRWhsVwS2mRsGsegbdnAd3Rw",
// "amount":"1.00000000",
// "fee":"0.00000000",
// "timestamp":1591573420,
// "status":"COMPLETE: dadf427224b3d44b38a2c13caa4395e4666152556ca0b2f67dbd86a95655150f",
// "ipAddress":"74.116.3.247",
// "canCancel":0,
// "canResendEmail":0,
// "paymentID":null,
// "scope":"crypto"
// },
// {
// withdrawalNumber: 8224394,
// currency: "EMC2",
// address: "EYEKyCrqTNmVCpdDV8w49XvSKRP9N3EUyF",
// amount: "63.10796020",
// fee: "0.01000000",
// timestamp: 1510819838,
// status: "COMPLETE: d37354f9d02cb24d98c8c4fc17aa42f475530b5727effdf668ee5a43ce667fd6",
// ipAddress: "5.220.220.200"
// },
// {
// withdrawalNumber: 9290444,
// currency: "ETH",
// address: "0x191015ff2e75261d50433fbd05bd57e942336149",
// amount: "0.15500000",
// fee: "0.00500000",
// timestamp: 1514099289,
// status: "COMPLETE: 0x12d444493b4bca668992021fd9e54b5292b8e71d9927af1f076f554e4bea5b2d",
// ipAddress: "5.228.227.214"
// },
// {
// withdrawalNumber: 11518260,
// currency: "BTC",
// address: "8JoDXAmE1GY2LRK8jD1gmAmgRPq54kXJ4t",
// amount: "0.20000000",
// fee: "0.00050000",
// timestamp: 1527918155,
// status: "COMPLETE: 1864f4ebb277d90b0b1ff53259b36b97fa1990edc7ad2be47c5e0ab41916b5ff",
// ipAddress: "211.8.195.26"
// }
// ]
// }
//
return response;
}
async fetchTransactions (code = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const response = await this.fetchTransactionsHelper (code, since, limit, params);
let currency = undefined;
if (code !== undefined) {
currency = this.currency (code);
}
const withdrawals = this.safeValue (response, 'withdrawals', []);
const deposits = this.safeValue (response, 'deposits', []);
const withdrawalTransactions = this.parseTransactions (withdrawals, currency, since, limit);
const depositTransactions = this.parseTransactions (deposits, currency, since, limit);
const transactions = this.arrayConcat (depositTransactions, withdrawalTransactions);
return this.filterByCurrencySinceLimit (this.sortBy (transactions, 'timestamp'), code, since, limit);
}
async fetchWithdrawals (code = undefined, since = undefined, limit = undefined, params = {}) {
const response = await this.fetchTransactionsHelper (code, since, limit, params);
let currency = undefined;
if (code !== undefined) {
currency = this.currency (code);
}
const withdrawals = this.safeValue (response, 'withdrawals', []);
const transactions = this.parseTransactions (withdrawals, currency, since, limit);
return this.filterByCurrencySinceLimit (transactions, code, since, limit);
}
async fetchDeposits (code = undefined, since = undefined, limit = undefined, params = {}) {
const response = await this.fetchTransactionsHelper (code, since, limit, params);
let currency = undefined;
if (code !== undefined) {
currency = this.currency (code);
}
const deposits = this.safeValue (response, 'deposits', []);
const transactions = this.parseTransactions (deposits, currency, since, limit);
return this.filterByCurrencySinceLimit (transactions, code, since, limit);
}
parseTransactionStatus (status) {
const statuses = {
'COMPLETE': 'ok',
};
return this.safeString (statuses, status, status);
}
parseTransaction (transaction, currency = undefined) {
//
// deposits
//
// {
// "txid": "f49d489616911db44b740612d19464521179c76ebe9021af85b6de1e2f8d68cd",
// "type": "deposit",
// "amount": "49798.01987021",
// "status": "COMPLETE",
// "address": "DJVJZ58tJC8UeUv9Tqcdtn6uhWobouxFLT",
// "currency": "DOGE",
// "timestamp": 1524321838,
// "confirmations": 3371,
// "depositNumber": 134587098
// }
//
// withdrawals
//
// {
// "fee": "0.00050000",
// "type": "withdrawal",
// "amount": "0.40234387",
// "status": "COMPLETE: fbabb2bf7d81c076f396f3441166d5f60f6cea5fdfe69e02adcc3b27af8c2746",
// "address": "1EdAqY4cqHoJGAgNfUFER7yZpg1Jc9DUa3",
// "currency": "BTC",
// "canCancel": 0,
// "ipAddress": "185.230.101.31",
// "paymentID": null,
// "timestamp": 1523834337,
// "canResendEmail": 0,
// "withdrawalNumber": 11162900
// }
//
const timestamp = this.safeTimestamp (transaction, 'timestamp');
const currencyId = this.safeString (transaction, 'currency');
const code = this.safeCurrencyCode (currencyId);
let status = this.safeString (transaction, 'status', 'pending');
let txid = this.safeString (transaction, 'txid');
if (status !== undefined) {
const parts = status.split (': ');
const numParts = parts.length;
status = parts[0];
if ((numParts > 1) && (txid === undefined)) {
txid = parts[1];
}
status = this.parseTransactionStatus (status);
}
const defaultType = ('withdrawalNumber' in transaction) ? 'withdrawal' : 'deposit';
const type = this.safeString (transaction, 'type', defaultType);
const id = this.safeString2 (transaction, 'withdrawalNumber', 'depositNumber');
let amount = this.safeNumber (transaction, 'amount');
const address = this.safeString (transaction, 'address');
const tag = this.safeString (transaction, 'paymentID');
// according to https://poloniex.com/fees/
const feeCost = this.safeNumber (transaction, 'fee', 0);
if (type === 'withdrawal') {
// poloniex withdrawal amount includes the fee
amount = amount - feeCost;
}
return {
'info': transaction,
'id': id,
'currency': code,
'amount': amount,
'address': address,
'tag': tag,
'status': status,
'type': type,
'updated': undefined,
'txid': txid,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'fee': {
'currency': code,
'cost': feeCost,
},
};
}
async fetchPosition (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'currencyPair': market['id'],
};
const response = await this.privatePostGetMarginPosition (this.extend (request, params));
//
// {
// type: "none",
// amount: "0.00000000",
// total: "0.00000000",
// basePrice: "0.00000000",
// liquidationPrice: -1,
// pl: "0.00000000",
// lendingFees: "0.00000000"
// }
//
// todo unify parsePosition/parsePositions
return response;
}
nonce () {
return this.milliseconds ();
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let url = this.urls['api'][api];
const query = this.extend ({ 'command': path }, params);
if (api === 'public') {
url += '?' + this.urlencode (query);
} else {
this.checkRequiredCredentials ();
query['nonce'] = this.nonce ();
body = this.urlencode (query);
headers = {
'Content-Type': 'application/x-www-form-urlencoded',
'Key': this.apiKey,
'Sign': this.hmac (this.encode (body), this.encode (this.secret), 'sha512'),
};
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors (code, reason, url, method, headers, body, response, requestHeaders, requestBody) {
if (response === undefined) {
return;
}
// {"error":"Permission denied."}
if ('error' in response) {
const message = 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); // unknown message
}
}
};