kamiswiss-ccxt
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A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
860 lines (822 loc) • 33.5 kB
JavaScript
'use strict';
// ----------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { InsufficientFunds, ArgumentsRequired, ExchangeError, InvalidOrder, InvalidAddress, AuthenticationError, NotSupported, OrderNotFound } = require ('./base/errors');
// ----------------------------------------------------------------------------
module.exports = class gdax extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'gdax',
'name': 'GDAX',
'countries': [ 'US' ],
'rateLimit': 1000,
'userAgent': this.userAgents['chrome'],
'has': {
'cancelAllOrders': true,
'CORS': true,
'deposit': true,
'fetchAccounts': true,
'fetchClosedOrders': true,
'fetchDepositAddress': true,
'createDepositAddress': true,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderTrades': true,
'fetchOrders': true,
'fetchTransactions': true,
'withdraw': true,
},
'timeframes': {
'1m': 60,
'5m': 300,
'15m': 900,
'1h': 3600,
'6h': 21600,
'1d': 86400,
},
'urls': {
'test': 'https://api-public.sandbox.gdax.com',
'logo': 'https://user-images.githubusercontent.com/1294454/27766527-b1be41c6-5edb-11e7-95f6-5b496c469e2c.jpg',
'api': 'https://api.gdax.com',
'www': 'https://www.gdax.com',
'doc': 'https://docs.gdax.com',
'fees': [
'https://www.gdax.com/fees',
'https://support.gdax.com/customer/en/portal/topics/939402-depositing-and-withdrawing-funds/articles',
],
},
'requiredCredentials': {
'apiKey': true,
'secret': true,
'password': true,
},
'api': {
'public': {
'get': [
'currencies',
'products',
'products/{id}/book',
'products/{id}/candles',
'products/{id}/stats',
'products/{id}/ticker',
'products/{id}/trades',
'time',
],
},
'private': {
'get': [
'accounts',
'accounts/{id}',
'accounts/{id}/holds',
'accounts/{id}/ledger',
'accounts/{id}/transfers',
'coinbase-accounts',
'coinbase-accounts/{id}/addresses',
'fills',
'funding',
'orders',
'orders/{id}',
'otc/orders',
'payment-methods',
'position',
'reports/{id}',
'users/self/trailing-volume',
],
'post': [
'conversions',
'deposits/coinbase-account',
'deposits/payment-method',
'coinbase-accounts/{id}/addresses',
'funding/repay',
'orders',
'position/close',
'profiles/margin-transfer',
'reports',
'withdrawals/coinbase',
'withdrawals/crypto',
'withdrawals/payment-method',
],
'delete': [
'orders',
'orders/{id}',
],
},
},
'fees': {
'trading': {
'tierBased': true, // complicated tier system per coin
'percentage': true,
'maker': 0.15 / 100, // highest fee of all tiers
'taker': 0.25 / 100, // highest fee of all tiers
},
'funding': {
'tierBased': false,
'percentage': false,
'withdraw': {
'BCH': 0,
'BTC': 0,
'LTC': 0,
'ETH': 0,
'EUR': 0.15,
'USD': 25,
},
'deposit': {
'BCH': 0,
'BTC': 0,
'LTC': 0,
'ETH': 0,
'EUR': 0.15,
'USD': 10,
},
},
},
'exceptions': {
'exact': {
'Insufficient funds': InsufficientFunds,
'NotFound': OrderNotFound,
'Invalid API Key': AuthenticationError,
'invalid signature': AuthenticationError,
'Invalid Passphrase': AuthenticationError,
'Invalid order id': InvalidOrder,
},
'broad': {
'Order already done': OrderNotFound,
'order not found': OrderNotFound,
'price too small': InvalidOrder,
'price too precise': InvalidOrder,
},
},
});
}
async fetchMarkets (params = {}) {
const response = await this.publicGetProducts (params);
const result = [];
for (let i = 0; i < response.length; i++) {
const market = response[i];
const id = this.safeString (market, 'id');
const baseId = this.safeString (market, 'base_currency');
const quoteId = this.safeString (market, 'quote_currency');
const base = this.commonCurrencyCode (baseId);
const quote = this.commonCurrencyCode (quoteId);
const symbol = base + '/' + quote;
const priceLimits = {
'min': this.safeFloat (market, 'quote_increment'),
'max': undefined,
};
const precision = {
'amount': 8,
'price': this.precisionFromString (this.safeString (market, 'quote_increment')),
};
let taker = this.fees['trading']['taker']; // does not seem right
if ((base === 'ETH') || (base === 'LTC')) {
taker = 0.003;
}
const active = market['status'] === 'online';
result.push (this.extend (this.fees['trading'], {
'id': id,
'symbol': symbol,
'baseId': baseId,
'quoteId': quoteId,
'base': base,
'quote': quote,
'precision': precision,
'limits': {
'amount': {
'min': this.safeFloat (market, 'base_min_size'),
'max': this.safeFloat (market, 'base_max_size'),
},
'price': priceLimits,
'cost': {
'min': this.safeFloat (market, 'min_market_funds'),
'max': this.safeFloat (market, 'max_market_funds'),
},
},
'taker': taker,
'active': active,
'info': market,
}));
}
return result;
}
async fetchAccounts (params = {}) {
const response = await this.privateGetAccounts (params);
//
// [
// {
// id: '4aac9c60-cbda-4396-9da4-4aa71e95fba0',
// currency: 'BTC',
// balance: '0.0000000000000000',
// available: '0',
// hold: '0.0000000000000000',
// profile_id: 'b709263e-f42a-4c7d-949a-a95c83d065da'
// },
// {
// id: 'f75fa69a-1ad1-4a80-bd61-ee7faa6135a3',
// currency: 'USDC',
// balance: '0.0000000000000000',
// available: '0',
// hold: '0.0000000000000000',
// profile_id: 'b709263e-f42a-4c7d-949a-a95c83d065da'
// },
// ]
//
const result = [];
for (let i = 0; i < response.length; i++) {
const account = response[i];
const accountId = this.safeString (account, 'id');
const currencyId = this.safeString (account, 'currency');
const code = this.commonCurrencyCode (currencyId);
result.push ({
'id': accountId,
'type': undefined,
'currency': code,
'info': account,
});
}
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
const response = await this.privateGetAccounts (params);
const result = { 'info': response };
for (let i = 0; i < response.length; i++) {
const balance = response[i];
const currencyId = this.safeString (balance, 'currency');
const code = this.commonCurrencyCode (currencyId);
const account = {
'free': this.safeFloat (balance, 'available'),
'used': this.safeFloat (balance, 'hold'),
'total': this.safeFloat (balance, 'balance'),
};
result[code] = account;
}
return this.parseBalance (result);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'id': this.marketId (symbol),
'level': 2, // 1 best bidask, 2 aggregated, 3 full
};
const response = await this.publicGetProductsIdBook (this.extend (request, params));
return this.parseOrderBook (response);
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'id': market['id'],
};
const ticker = await this.publicGetProductsIdTicker (this.extend (request, params));
const timestamp = this.parse8601 (this.safeValue (ticker, 'time'));
const bid = this.safeFloat (ticker, 'bid');
const ask = this.safeFloat (ticker, 'ask');
const last = this.safeFloat (ticker, 'price');
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': undefined,
'low': undefined,
'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': this.safeFloat (ticker, 'volume'),
'quoteVolume': undefined,
'info': ticker,
};
}
parseTrade (trade, market = undefined) {
const timestamp = this.parse8601 (this.safeString2 (trade, 'time', 'created_at'));
let symbol = undefined;
if (market === undefined) {
const marketId = this.safeString (trade, 'product_id');
market = this.safeValue (this.markets_by_id, marketId);
}
if (market) {
symbol = market['symbol'];
}
let feeRate = undefined;
let feeCurrency = undefined;
let takerOrMaker = undefined;
if (market !== undefined) {
feeCurrency = market['quote'];
if ('liquidity' in trade) {
takerOrMaker = (trade['liquidity'] === 'T') ? 'taker' : 'maker';
feeRate = market[takerOrMaker];
}
}
const feeCost = this.safeFloat2 (trade, 'fill_fees', 'fee');
const fee = {
'cost': feeCost,
'currency': feeCurrency,
'rate': feeRate,
};
let type = undefined;
const id = this.safeString (trade, 'trade_id');
let side = (trade['side'] === 'buy') ? 'sell' : 'buy';
const orderId = this.safeString (trade, 'order_id');
// GDAX returns inverted side to fetchMyTrades vs fetchTrades
if (orderId !== undefined) {
side = (trade['side'] === 'buy') ? 'buy' : 'sell';
}
const price = this.safeFloat (trade, 'price');
const amount = this.safeFloat (trade, 'size');
return {
'id': id,
'order': orderId,
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'type': type,
'takerOrMaker': takerOrMaker,
'side': side,
'price': price,
'amount': amount,
'fee': fee,
'cost': price * amount,
};
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
// as of 2018-08-23
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' fetchMyTrades requires a symbol argument');
}
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'product_id': market['id'],
};
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this.privateGetFills (this.extend (request, params));
return this.parseTrades (response, market, since, limit);
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'id': market['id'], // fixes issue #2
};
const response = await this.publicGetProductsIdTrades (this.extend (request, params));
return this.parseTrades (response, market, since, limit);
}
parseOHLCV (ohlcv, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
return [
ohlcv[0] * 1000,
ohlcv[3],
ohlcv[2],
ohlcv[1],
ohlcv[4],
ohlcv[5],
];
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const granularity = this.timeframes[timeframe];
const request = {
'id': market['id'],
'granularity': granularity,
};
if (since !== undefined) {
request['start'] = this.ymdhms (since);
if (limit === undefined) {
// https://docs.gdax.com/#get-historic-rates
limit = 300; // max = 300
}
request['end'] = this.ymdhms (this.sum (limit * granularity * 1000, since));
}
const response = await this.publicGetProductsIdCandles (this.extend (request, params));
return this.parseOHLCVs (response, market, timeframe, since, limit);
}
async fetchTime (params = {}) {
const response = await this.publicGetTime (params);
return this.parse8601 (this.parse8601 (response, 'iso'));
}
parseOrderStatus (status) {
const statuses = {
'pending': 'open',
'active': 'open',
'open': 'open',
'done': 'closed',
'canceled': 'canceled',
'canceling': 'open',
};
return this.safeString (statuses, status, status);
}
parseOrder (order, market = undefined) {
const timestamp = this.parse8601 (order['created_at']);
let symbol = undefined;
if (market === undefined) {
const marketId = this.safeString (order, 'product_id');
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
}
}
const status = this.parseOrderStatus (this.safeString (order, 'status'));
const price = this.safeFloat (order, 'price');
let amount = this.safeFloat2 (order, 'size', 'funds');
if (amount === undefined) {
amount = this.safeFloat (order, 'specified_funds');
}
const filled = this.safeFloat (order, 'filled_size');
let remaining = undefined;
if (amount !== undefined) {
if (filled !== undefined) {
remaining = amount - filled;
}
}
const cost = this.safeFloat (order, 'executed_value');
const fee = {
'cost': this.safeFloat (order, 'fill_fees'),
'currency': undefined,
'rate': undefined,
};
if (market !== undefined) {
symbol = market['symbol'];
}
const id = this.safeString (order, 'id');
const type = this.safeString (order, 'type');
const side = this.safeString (order, 'side');
return {
'id': id,
'info': order,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'status': status,
'symbol': symbol,
'type': type,
'side': side,
'price': price,
'cost': cost,
'amount': amount,
'filled': filled,
'remaining': remaining,
'fee': fee,
};
}
async fetchOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'id': id,
};
const response = await this.privateGetOrdersId (this.extend (request, params));
return this.parseOrder (response);
}
async fetchOrderTrades (id, symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
}
const request = {
'order_id': id,
};
const response = await this.privateGetFills (this.extend (request, params));
return this.parseTrades (response, market, since, limit);
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'status': 'all',
};
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
request['product_id'] = market['id'];
}
const response = await this.privateGetOrders (this.extend (request, params));
return this.parseOrders (response, market, since, limit);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {};
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
request['product_id'] = market['id'];
}
const response = await this.privateGetOrders (this.extend (request, params));
return this.parseOrders (response, market, since, limit);
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'status': 'done',
};
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
request['product_id'] = market['id'];
}
const response = await this.privateGetOrders (this.extend (request, params));
return this.parseOrders (response, market, since, limit);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
// let oid = this.nonce ().toString ();
const request = {
'product_id': this.marketId (symbol),
'side': side,
'size': this.amountToPrecision (symbol, amount),
'type': type,
};
if (type === 'limit') {
request['price'] = this.priceToPrecision (symbol, price);
}
const response = await this.privatePostOrders (this.extend (request, params));
return this.parseOrder (response);
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
return await this.privateDeleteOrdersId ({ 'id': id });
}
async cancelAllOrders (symbol = undefined, params = {}) {
return await this.privateDeleteOrders (params);
}
calculateFee (symbol, type, side, amount, price, takerOrMaker = 'taker', params = {}) {
let market = this.markets[symbol];
let rate = market[takerOrMaker];
let cost = amount * price;
let currency = market['quote'];
return {
'type': takerOrMaker,
'currency': currency,
'rate': rate,
'cost': parseFloat (this.currencyToPrecision (currency, rate * cost)),
};
}
async fetchPaymentMethods (params = {}) {
return await this.privateGetPaymentMethods (params);
}
async deposit (code, amount, address, params = {}) {
await this.loadMarkets ();
const currency = this.currency (code);
const request = {
'currency': currency['id'],
'amount': amount,
};
let method = 'privatePostDeposits';
if ('payment_method_id' in params) {
// deposit from a payment_method, like a bank account
method += 'PaymentMethod';
} else if ('coinbase_account_id' in params) {
// deposit into GDAX account from a Coinbase account
method += 'CoinbaseAccount';
} else {
// deposit methodotherwise we did not receive a supported deposit location
// relevant docs link for the Googlers
// https://docs.gdax.com/#deposits
throw new NotSupported (this.id + ' deposit() requires one of `coinbase_account_id` or `payment_method_id` extra params');
}
const response = await this[method] (this.extend (request, params));
if (!response) {
throw new ExchangeError (this.id + ' deposit() error: ' + this.json (response));
}
return {
'info': response,
'id': response['id'],
};
}
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,
};
let method = 'privatePostWithdrawals';
if ('payment_method_id' in params) {
method += 'PaymentMethod';
} else if ('coinbase_account_id' in params) {
method += 'CoinbaseAccount';
} else {
method += 'Crypto';
request['crypto_address'] = address;
}
const response = await this[method] (this.extend (request, params));
if (!response) {
throw new ExchangeError (this.id + ' withdraw() error: ' + this.json (response));
}
return {
'info': response,
'id': response['id'],
};
}
async fetchTransactions (code = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
await this.loadAccounts ();
let currency = undefined;
let id = this.safeString (params, 'id'); // account id
if (id === undefined) {
if (code === undefined) {
throw new ArgumentsRequired (this.id + ' fetchTransactions() requires a currency code argument if no account id specified in params');
}
currency = this.currency (code);
const accountsByCurrencyCode = this.indexBy (this.accounts, 'currency');
const account = this.safeValue (accountsByCurrencyCode, code);
if (account === undefined) {
throw new ExchangeError (this.id + ' fetchTransactions() could not find account id for ' + code);
}
id = account['id'];
}
const request = {
'id': id,
};
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this.privateGetAccountsIdTransfers (this.extend (request, params));
for (let i = 0; i < response.length; i++) {
response[i]['currency'] = code;
}
return this.parseTransactions (response, currency, since, limit);
}
parseTransactionStatus (transaction) {
const canceled = this.safeValue (transaction, 'canceled_at');
if (canceled) {
return 'canceled';
}
const processed = this.safeValue (transaction, 'processed_at');
const completed = this.safeValue (transaction, 'completed_at');
if (processed && completed) {
return 'ok';
} else if (processed && !completed) {
return 'failed';
} else {
return 'pending';
}
}
parseTransaction (transaction, currency = undefined) {
const details = this.safeValue (transaction, 'details', {});
const id = this.safeString (transaction, 'id');
const txid = this.safeString (details, 'crypto_transaction_hash');
const timestamp = this.parse8601 (this.safeString (transaction, 'created_at'));
const updated = this.parse8601 (this.safeString (transaction, 'processed_at'));
let code = undefined;
const currencyId = this.safeString (transaction, 'currency');
if (currencyId in this.currencies_by_id) {
currency = this.currencies_by_id[currencyId];
code = currency['code'];
} else {
code = this.commonCurrencyCode (currencyId);
}
let fee = undefined;
const status = this.parseTransactionStatus (transaction);
const amount = this.safeFloat (transaction, 'amount');
let type = this.safeString (transaction, 'type');
let address = this.safeString (details, 'crypto_address');
const tag = this.safeString (details, 'destination_tag');
address = this.safeString (transaction, 'crypto_address', address);
if (type === 'withdraw') {
type = 'withdrawal';
address = this.safeString (details, 'sent_to_address', address);
}
return {
'info': transaction,
'id': id,
'txid': txid,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'address': address,
'tag': tag,
'type': type,
'amount': amount,
'currency': code,
'status': status,
'updated': updated,
'fee': fee,
};
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let request = '/' + this.implodeParams (path, params);
const query = this.omit (params, this.extractParams (path));
if (method === 'GET') {
if (Object.keys (query).length) {
request += '?' + this.urlencode (query);
}
}
let url = this.urls['api'] + request;
if (api === 'private') {
this.checkRequiredCredentials ();
const nonce = this.nonce ().toString ();
let payload = '';
if (method !== 'GET') {
if (Object.keys (query).length) {
body = this.json (query);
payload = body;
}
}
// let payload = (body) ? body : '';
const what = nonce + method + request + payload;
const secret = this.base64ToBinary (this.secret);
const signature = this.hmac (this.encode (what), secret, 'sha256', 'base64');
headers = {
'CB-ACCESS-KEY': this.apiKey,
'CB-ACCESS-SIGN': this.decode (signature),
'CB-ACCESS-TIMESTAMP': nonce,
'CB-ACCESS-PASSPHRASE': this.password,
'Content-Type': 'application/json',
};
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
async fetchDepositAddress (code, params = {}) {
await this.loadMarkets ();
const currency = this.currency (code);
let accounts = this.safeValue (this.options, 'coinbaseAccounts');
if (accounts === undefined) {
accounts = await this.privateGetCoinbaseAccounts ();
this.options['coinbaseAccounts'] = accounts; // cache it
this.options['coinbaseAccountsByCurrencyId'] = this.indexBy (accounts, 'currency');
}
const currencyId = currency['id'];
const account = this.safeValue (this.options['coinbaseAccountsByCurrencyId'], currencyId);
if (account === undefined) {
// eslint-disable-next-line quotes
throw new InvalidAddress (this.id + " fetchDepositAddress() could not find currency code " + code + " with id = " + currencyId + " in this.options['coinbaseAccountsByCurrencyId']");
}
const request = {
'id': account['id'],
};
const response = await this.privateGetCoinbaseAccountsIdAddresses (this.extend (request, params));
const address = this.safeString (response, 'address');
const tag = this.safeString (response, 'destination_tag');
return {
'currency': code,
'address': this.checkAddress (address),
'tag': tag,
'info': response,
};
}
async createDepositAddress (code, params = {}) {
await this.loadMarkets ();
const currency = this.currency (code);
let accounts = this.safeValue (this.options, 'coinbaseAccounts');
if (accounts === undefined) {
accounts = await this.privateGetCoinbaseAccounts ();
this.options['coinbaseAccounts'] = accounts; // cache it
this.options['coinbaseAccountsByCurrencyId'] = this.indexBy (accounts, 'currency');
}
const currencyId = currency['id'];
const account = this.safeValue (this.options['coinbaseAccountsByCurrencyId'], currencyId);
if (account === undefined) {
// eslint-disable-next-line quotes
throw new InvalidAddress (this.id + " fetchDepositAddress() could not find currency code " + code + " with id = " + currencyId + " in this.options['coinbaseAccountsByCurrencyId']");
}
const request = {
'id': account['id'],
};
const response = await this.privatePostCoinbaseAccountsIdAddresses (this.extend (request, params));
const address = this.safeString (response, 'address');
const tag = this.safeString (response, 'destination_tag');
return {
'currency': code,
'address': this.checkAddress (address),
'tag': tag,
'info': response,
};
}
handleErrors (code, reason, url, method, headers, body, response) {
if ((code === 400) || (code === 404)) {
if (body[0] === '{') {
let message = response['message'];
let feedback = this.id + ' ' + message;
const exact = this.exceptions['exact'];
if (message in exact) {
throw new exact[message] (feedback);
}
const broad = this.exceptions['broad'];
const broadKey = this.findBroadlyMatchedKey (broad, message);
if (broadKey !== undefined) {
throw new broad[broadKey] (feedback);
}
throw new ExchangeError (feedback); // unknown message
}
throw new ExchangeError (this.id + ' ' + body);
}
}
async request (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
const response = await this.fetch2 (path, api, method, params, headers, body);
if ('message' in response) {
throw new ExchangeError (this.id + ' ' + this.json (response));
}
return response;
}
};