kamiswiss-ccxt
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
655 lines (630 loc) • 24.2 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const bitfinex = require ('./bitfinex.js');
const { ExchangeError, NotSupported, InsufficientFunds } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class bitfinex2 extends bitfinex {
describe () {
return this.deepExtend (super.describe (), {
'id': 'bitfinex2',
'name': 'Bitfinex',
'countries': [ 'VG' ],
'version': 'v2',
'certified': false,
// new metainfo interface
'has': {
'CORS': true,
'createLimitOrder': false,
'createMarketOrder': false,
'createOrder': false,
'deposit': false,
'editOrder': false,
'fetchDepositAddress': false,
'fetchClosedOrders': false,
'fetchFundingFees': false,
'fetchMyTrades': false, // has to be false https://github.com/ccxt/ccxt/issues/4971
'fetchOHLCV': true,
'fetchOpenOrders': false,
'fetchOrder': true,
'fetchTickers': true,
'fetchTradingFee': false,
'fetchTradingFees': false,
'withdraw': true,
},
'timeframes': {
'1m': '1m',
'5m': '5m',
'15m': '15m',
'30m': '30m',
'1h': '1h',
'3h': '3h',
'6h': '6h',
'12h': '12h',
'1d': '1D',
'1w': '7D',
'2w': '14D',
'1M': '1M',
},
'rateLimit': 1500,
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27766244-e328a50c-5ed2-11e7-947b-041416579bb3.jpg',
'api': {
'v1': 'https://api.bitfinex.com',
'public': 'https://api-pub.bitfinex.com',
'private': 'https://api.bitfinex.com',
},
'www': 'https://www.bitfinex.com',
'doc': [
'https://docs.bitfinex.com/v2/docs/',
'https://github.com/bitfinexcom/bitfinex-api-node',
],
'fees': 'https://www.bitfinex.com/fees',
},
'api': {
'v1': {
'get': [
'symbols',
'symbols_details',
],
},
'public': {
'get': [
'platform/status',
'tickers',
'ticker/{symbol}',
'trades/{symbol}/hist',
'book/{symbol}/{precision}',
'book/{symbol}/P0',
'book/{symbol}/P1',
'book/{symbol}/P2',
'book/{symbol}/P3',
'book/{symbol}/R0',
'stats1/{key}:{size}:{symbol}:{side}/{section}',
'stats1/{key}:{size}:{symbol}/{section}',
'stats1/{key}:{size}:{symbol}:long/last',
'stats1/{key}:{size}:{symbol}:long/hist',
'stats1/{key}:{size}:{symbol}:short/last',
'stats1/{key}:{size}:{symbol}:short/hist',
'candles/trade:{timeframe}:{symbol}/{section}',
'candles/trade:{timeframe}:{symbol}/last',
'candles/trade:{timeframe}:{symbol}/hist',
],
'post': [
'calc/trade/avg',
'calc/fx',
],
},
'private': {
'post': [
'auth/r/wallets',
'auth/r/orders/{symbol}',
'auth/r/orders/{symbol}/new',
'auth/r/orders/{symbol}/hist',
'auth/r/order/{symbol}:{id}/trades',
'auth/r/trades/hist',
'auth/r/trades/{symbol}/hist',
'auth/r/positions',
'auth/r/positions/hist',
'auth/r/funding/offers/{symbol}',
'auth/r/funding/offers/{symbol}/hist',
'auth/r/funding/loans/{symbol}',
'auth/r/funding/loans/{symbol}/hist',
'auth/r/funding/credits/{symbol}',
'auth/r/funding/credits/{symbol}/hist',
'auth/r/funding/trades/{symbol}/hist',
'auth/r/info/margin/{key}',
'auth/r/info/funding/{key}',
'auth/r/ledgers/hist',
'auth/r/movements/hist',
'auth/r/movements/{currency}/hist',
'auth/r/stats/perf:{timeframe}/hist',
'auth/r/alerts',
'auth/w/alert/set',
'auth/w/alert/{type}:{symbol}:{price}/del',
'auth/calc/order/avail',
'auth/r/ledgers/{symbol}/hist',
'auth/r/settings',
'auth/w/settings/set',
'auth/w/settings/del',
'auth/r/info/user',
],
},
},
'fees': {
'trading': {
'maker': 0.1 / 100,
'taker': 0.2 / 100,
},
'funding': {
'withdraw': {
'BTC': 0.0004,
'BCH': 0.0001,
'ETH': 0.00135,
'EOS': 0.0,
'LTC': 0.001,
'OMG': 0.15097,
'IOT': 0.0,
'NEO': 0.0,
'ETC': 0.01,
'XRP': 0.02,
'ETP': 0.01,
'ZEC': 0.001,
'BTG': 0.0,
'DASH': 0.01,
'XMR': 0.0001,
'QTM': 0.01,
'EDO': 0.23687,
'DAT': 9.8858,
'AVT': 1.1251,
'SAN': 0.35977,
'USDT': 5.0,
'SPK': 16.971,
'BAT': 1.1209,
'GNT': 2.8789,
'SNT': 9.0848,
'QASH': 1.726,
'YYW': 7.9464,
},
},
},
'options': {
'precision': 'R0', // P0, P1, P2, P3, P4, R0
'orderTypes': {
'MARKET': undefined,
'EXCHANGE MARKET': 'market',
'LIMIT': undefined,
'EXCHANGE LIMIT': 'limit',
'STOP': undefined,
'EXCHANGE STOP': 'stopOrLoss',
'TRAILING STOP': undefined,
'EXCHANGE TRAILING STOP': undefined,
'FOK': undefined,
'EXCHANGE FOK': 'limit FOK',
'STOP LIMIT': undefined,
'EXCHANGE STOP LIMIT': 'limit stop',
'IOC': undefined,
'EXCHANGE IOC': 'limit ioc',
},
'fiat': {
'USD': 'USD',
'EUR': 'EUR',
'JPY': 'JPY',
'GBP': 'GBP',
},
},
});
}
isFiat (code) {
return (code in this.options['fiat']);
}
getCurrencyId (code) {
return 'f' + code;
}
async fetchMarkets (params = {}) {
let markets = await this.v1GetSymbolsDetails ();
let result = [];
for (let p = 0; p < markets.length; p++) {
let market = markets[p];
let id = market['pair'].toUpperCase ();
let baseId = id.slice (0, 3);
let quoteId = id.slice (3, 6);
let base = this.commonCurrencyCode (baseId);
let quote = this.commonCurrencyCode (quoteId);
let symbol = base + '/' + quote;
id = 't' + id;
baseId = this.getCurrencyId (baseId);
quoteId = this.getCurrencyId (quoteId);
let precision = {
'price': market['price_precision'],
'amount': market['price_precision'],
};
let limits = {
'amount': {
'min': this.safeFloat (market, 'minimum_order_size'),
'max': this.safeFloat (market, 'maximum_order_size'),
},
'price': {
'min': Math.pow (10, -precision['price']),
'max': Math.pow (10, precision['price']),
},
};
limits['cost'] = {
'min': limits['amount']['min'] * limits['price']['min'],
'max': undefined,
};
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'active': true,
'precision': precision,
'limits': limits,
'info': market,
});
}
return result;
}
async fetchBalance (params = {}) {
// this api call does not return the 'used' amount - use the v1 version instead (which also returns zero balances)
await this.loadMarkets ();
let response = await this.privatePostAuthRWallets ();
let balanceType = this.safeString (params, 'type', 'exchange');
let result = { 'info': response };
for (let b = 0; b < response.length; b++) {
let balance = response[b];
let accountType = balance[0];
let currency = balance[1];
let total = balance[2];
let available = balance[4];
if (accountType === balanceType) {
let code = currency;
if (currency in this.currencies_by_id) {
code = this.currencies_by_id[currency]['code'];
} else if (currency[0] === 't') {
currency = currency.slice (1);
code = currency.toUpperCase ();
code = this.commonCurrencyCode (code);
} else {
code = this.commonCurrencyCode (code);
}
let account = this.account ();
account['total'] = total;
if (!available) {
if (available === 0) {
account['free'] = 0;
account['used'] = total;
} else {
account['free'] = total;
}
} else {
account['free'] = available;
account['used'] = account['total'] - account['free'];
}
result[code] = account;
}
}
return this.parseBalance (result);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const precision = this.safeValue (this.options, 'precision', 'R0');
const request = {
'symbol': this.marketId (symbol),
'precision': precision,
};
if (limit !== undefined) {
request['len'] = limit; // 25 or 100
}
const fullRequest = this.extend (request, params);
const orderbook = await this.publicGetBookSymbolPrecision (fullRequest);
const timestamp = this.milliseconds ();
const result = {
'bids': [],
'asks': [],
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'nonce': undefined,
};
const priceIndex = (fullRequest['precision'] === precision) ? 1 : 0;
for (let i = 0; i < orderbook.length; i++) {
const order = orderbook[i];
const price = order[priceIndex];
const amount = Math.abs (order[2]);
const side = (order[2] > 0) ? 'bids' : 'asks';
result[side].push ([ price, amount ]);
}
result['bids'] = this.sortBy (result['bids'], 0, true);
result['asks'] = this.sortBy (result['asks'], 0);
return result;
}
parseTicker (ticker, market = undefined) {
let timestamp = this.milliseconds ();
let symbol = undefined;
if (market)
symbol = market['symbol'];
let length = ticker.length;
let last = ticker[length - 4];
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': ticker[length - 2],
'low': ticker[length - 1],
'bid': ticker[length - 10],
'bidVolume': undefined,
'ask': ticker[length - 8],
'askVolume': undefined,
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': ticker[length - 6],
'percentage': ticker[length - 5] * 100,
'average': undefined,
'baseVolume': ticker[length - 3],
'quoteVolume': undefined,
'info': ticker,
};
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
let request = {};
if (symbols !== undefined) {
let ids = this.marketIds (symbols);
request['symbols'] = ids.join (',');
} else {
request['symbols'] = 'ALL';
}
let tickers = await this.publicGetTickers (this.extend (request, params));
let result = {};
for (let i = 0; i < tickers.length; i++) {
let ticker = tickers[i];
let id = ticker[0];
if (id in this.markets_by_id) {
let market = this.markets_by_id[id];
let symbol = market['symbol'];
result[symbol] = this.parseTicker (ticker, market);
}
}
return result;
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let ticker = await this.publicGetTickerSymbol (this.extend ({
'symbol': market['id'],
}, params));
return this.parseTicker (ticker, market);
}
parseTrade (trade, market = undefined) {
//
// fetchTrades (public)
//
// [
// ID,
// MTS, // timestamp
// AMOUNT,
// PRICE
// ]
//
// fetchMyTrades (private)
//
// [
// ID,
// PAIR,
// MTS_CREATE,
// ORDER_ID,
// EXEC_AMOUNT,
// EXEC_PRICE,
// ORDER_TYPE,
// ORDER_PRICE,
// MAKER,
// FEE,
// FEE_CURRENCY,
// ...
// ]
//
const tradeLength = trade.length;
const isPrivate = (tradeLength > 5);
const id = trade[0].toString ();
const amountIndex = isPrivate ? 4 : 2;
let amount = trade[amountIndex];
let cost = undefined;
const priceIndex = isPrivate ? 5 : 3;
const price = trade[priceIndex];
let side = undefined;
let orderId = undefined;
let takerOrMaker = undefined;
let type = undefined;
let fee = undefined;
let symbol = undefined;
const timestampIndex = isPrivate ? 2 : 1;
const timestamp = trade[timestampIndex];
if (isPrivate) {
const marketId = trade[1];
if (marketId !== undefined) {
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
symbol = market['symbol'];
} else {
symbol = marketId;
}
}
orderId = trade[3];
takerOrMaker = (trade[8] === 1) ? 'maker' : 'taker';
const feeCost = trade[9];
const feeCurrency = this.commonCurrencyCode (trade[10]);
if (feeCost !== undefined) {
fee = {
'cost': Math.abs (feeCost),
'currency': feeCurrency,
};
}
const orderType = trade[6];
type = this.safeString (this.options['orderTypes'], orderType);
}
if (symbol === undefined) {
if (market !== undefined) {
symbol = market['symbol'];
}
}
if (amount !== undefined) {
side = (amount < 0) ? 'sell' : 'buy';
amount = Math.abs (amount);
if (cost === undefined) {
if (price !== undefined) {
cost = amount * price;
}
}
}
return {
'id': id,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'order': orderId,
'side': side,
'type': type,
'takerOrMaker': takerOrMaker,
'price': price,
'amount': amount,
'cost': cost,
'fee': fee,
'info': trade,
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let sort = '-1';
let request = {
'symbol': market['id'],
};
if (since !== undefined) {
request['start'] = since;
sort = '1';
}
if (limit !== undefined) {
request['limit'] = limit; // default 120, max 5000
}
request['sort'] = sort;
let response = await this.publicGetTradesSymbolHist (this.extend (request, params));
//
// [
// [
// ID,
// MTS, // timestamp
// AMOUNT,
// PRICE
// ]
// ]
//
let trades = this.sortBy (response, 1);
return this.parseTrades (trades, market, undefined, limit);
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = 100, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
if (limit === undefined) {
limit = 100; // default 100, max 5000
}
if (since === undefined) {
since = this.milliseconds () - this.parseTimeframe (timeframe) * limit * 1000;
}
let request = {
'symbol': market['id'],
'timeframe': this.timeframes[timeframe],
'sort': 1,
'start': since,
'limit': limit,
};
let response = await this.publicGetCandlesTradeTimeframeSymbolHist (this.extend (request, params));
return this.parseOHLCVs (response, market, timeframe, since, limit);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
throw new NotSupported (this.id + ' createOrder not implemented yet');
}
cancelOrder (id, symbol = undefined, params = {}) {
throw new NotSupported (this.id + ' cancelOrder not implemented yet');
}
async fetchOrder (id, symbol = undefined, params = {}) {
throw new NotSupported (this.id + ' fetchOrder not implemented yet');
}
async fetchDepositAddress (currency, params = {}) {
throw new NotSupported (this.id + ' fetchDepositAddress() not implemented yet.');
}
async withdraw (code, amount, address, tag = undefined, params = {}) {
throw new NotSupported (this.id + ' withdraw not implemented yet');
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
// this.has['fetchMyTrades'] is set to false
// https://github.com/ccxt/ccxt/issues/4971
await this.loadMarkets ();
let market = undefined;
let request = {
'end': this.milliseconds (),
};
if (since !== undefined) {
request['start'] = since;
}
if (limit !== undefined) {
request['limit'] = limit; // default 25, max 1000
}
let method = 'privatePostAuthRTradesHist';
if (symbol !== undefined) {
market = this.market (symbol);
request['symbol'] = market['id'];
method = 'privatePostAuthRTradesSymbolHist';
}
const response = await this[method] (this.extend (request, params));
//
// [
// [
// ID,
// PAIR,
// MTS_CREATE,
// ORDER_ID,
// EXEC_AMOUNT,
// EXEC_PRICE,
// ORDER_TYPE,
// ORDER_PRICE,
// MAKER,
// FEE,
// FEE_CURRENCY,
// ...
// ],
// ...
// ]
//
return this.parseTrades (response, market, since, limit);
}
nonce () {
return this.milliseconds ();
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let request = '/' + this.implodeParams (path, params);
let query = this.omit (params, this.extractParams (path));
if (api === 'v1')
request = api + request;
else
request = this.version + request;
let url = this.urls['api'][api] + '/' + request;
if (api === 'public') {
if (Object.keys (query).length) {
url += '?' + this.urlencode (query);
}
}
if (api === 'private') {
this.checkRequiredCredentials ();
let nonce = this.nonce ().toString ();
body = this.json (query);
let auth = '/api/' + request + nonce + body;
let signature = this.hmac (this.encode (auth), this.encode (this.secret), 'sha384');
headers = {
'bfx-nonce': nonce,
'bfx-apikey': this.apiKey,
'bfx-signature': signature,
'Content-Type': 'application/json',
};
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
async request (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let response = await this.fetch2 (path, api, method, params, headers, body);
if (response) {
if ('message' in response) {
if (response['message'].indexOf ('not enough exchange balance') >= 0)
throw new InsufficientFunds (this.id + ' ' + this.json (response));
throw new ExchangeError (this.id + ' ' + this.json (response));
}
return response;
} else if (response === '') {
throw new ExchangeError (this.id + ' returned empty response');
}
return response;
}
};