kamiswiss-ccxt
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
832 lines (805 loc) • 32 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, ArgumentsRequired, InvalidNonce, OrderNotFound, InvalidOrder, InsufficientFunds, AuthenticationError, DDoSProtection } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class liquid extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'liquid',
'name': 'Liquid',
'countries': [ 'JP', 'CN', 'TW' ],
'version': '2',
'rateLimit': 1000,
'has': {
'CORS': false,
'fetchTickers': true,
'fetchOrder': true,
'fetchOrders': true,
'fetchOpenOrders': true,
'fetchClosedOrders': true,
'fetchMyTrades': true,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/45798859-1a872600-bcb4-11e8-8746-69291ce87b04.jpg',
'api': 'https://api.liquid.com',
'www': 'https://www.liquid.com',
'doc': [
'https://developers.liquid.com',
],
'fees': 'https://help.liquid.com/getting-started-with-liquid/the-platform/fee-structure',
'referral': 'https://www.liquid.com?affiliate=SbzC62lt30976',
},
'api': {
'public': {
'get': [
'currencies',
'products',
'products/{id}',
'products/{id}/price_levels',
'executions',
'ir_ladders/{currency}',
],
},
'private': {
'get': [
'accounts/balance',
'accounts/main_asset',
'accounts/{id}',
'crypto_accounts',
'executions/me',
'fiat_accounts',
'loan_bids',
'loans',
'orders',
'orders/{id}',
'orders/{id}/trades',
'orders/{id}/executions',
'trades',
'trades/{id}/loans',
'trading_accounts',
'trading_accounts/{id}',
'transactions',
],
'post': [
'fiat_accounts',
'loan_bids',
'orders',
],
'put': [
'loan_bids/{id}/close',
'loans/{id}',
'orders/{id}',
'orders/{id}/cancel',
'trades/{id}',
'trades/{id}/close',
'trades/close_all',
'trading_accounts/{id}',
],
},
},
'skipJsonOnStatusCodes': [401],
'exceptions': {
'API rate limit exceeded. Please retry after 300s': DDoSProtection,
'API Authentication failed': AuthenticationError,
'Nonce is too small': InvalidNonce,
'Order not found': OrderNotFound,
'Can not update partially filled order': InvalidOrder,
'Can not update non-live order': OrderNotFound,
'not_enough_free_balance': InsufficientFunds,
'must_be_positive': InvalidOrder,
'less_than_order_size': InvalidOrder,
},
'commonCurrencies': {
'WIN': 'WCOIN',
'HOT': 'HOT Token',
},
'options': {
'cancelOrderException': true,
},
});
}
async fetchCurrencies (params = {}) {
let response = await this.publicGetCurrencies (params);
//
// [
// {
// currency_type: 'fiat',
// currency: 'USD',
// symbol: '$',
// assets_precision: 2,
// quoting_precision: 5,
// minimum_withdrawal: '15.0',
// withdrawal_fee: 5,
// minimum_fee: null,
// minimum_order_quantity: null,
// display_precision: 2,
// depositable: true,
// withdrawable: true,
// discount_fee: 0.5,
// },
// ]
//
let result = {};
for (let i = 0; i < response.length; i++) {
let currency = response[i];
let id = this.safeString (currency, 'currency');
let code = this.commonCurrencyCode (id);
let active = currency['depositable'] && currency['withdrawable'];
let amountPrecision = this.safeInteger (currency, 'display_precision');
let pricePrecision = this.safeInteger (currency, 'quoting_precision');
let precision = Math.max (amountPrecision, pricePrecision);
result[code] = {
'id': id,
'code': code,
'info': currency,
'name': code,
'active': active,
'fee': this.safeFloat (currency, 'withdrawal_fee'),
'precision': precision,
'limits': {
'amount': {
'min': Math.pow (10, -amountPrecision),
'max': Math.pow (10, amountPrecision),
},
'price': {
'min': Math.pow (10, -pricePrecision),
'max': Math.pow (10, pricePrecision),
},
'cost': {
'min': undefined,
'max': undefined,
},
'withdraw': {
'min': this.safeFloat (currency, 'minimum_withdrawal'),
'max': undefined,
},
},
};
}
return result;
}
async fetchMarkets (params = {}) {
let markets = await this.publicGetProducts ();
//
// [
// {
// id: '7',
// product_type: 'CurrencyPair',
// code: 'CASH',
// name: ' CASH Trading',
// market_ask: 8865.79147,
// market_bid: 8853.95988,
// indicator: 1,
// currency: 'SGD',
// currency_pair_code: 'BTCSGD',
// symbol: 'S$',
// btc_minimum_withdraw: null,
// fiat_minimum_withdraw: null,
// pusher_channel: 'product_cash_btcsgd_7',
// taker_fee: 0,
// maker_fee: 0,
// low_market_bid: '8803.25579',
// high_market_ask: '8905.0',
// volume_24h: '15.85443468',
// last_price_24h: '8807.54625',
// last_traded_price: '8857.77206',
// last_traded_quantity: '0.00590974',
// quoted_currency: 'SGD',
// base_currency: 'BTC',
// disabled: false,
// },
// ]
//
let currencies = await this.fetchCurrencies ();
let currenciesByCode = this.indexBy (currencies, 'code');
let result = [];
for (let i = 0; i < markets.length; i++) {
let market = markets[i];
let id = market['id'].toString ();
let baseId = market['base_currency'];
let quoteId = market['quoted_currency'];
let base = this.commonCurrencyCode (baseId);
let quote = this.commonCurrencyCode (quoteId);
let symbol = base + '/' + quote;
let maker = this.safeFloat (market, 'maker_fee');
let taker = this.safeFloat (market, 'taker_fee');
let active = !market['disabled'];
let baseCurrency = this.safeValue (currenciesByCode, base);
let quoteCurrency = this.safeValue (currenciesByCode, quote);
let precision = {
'amount': 8,
'price': 8,
};
let minAmount = undefined;
if (baseCurrency !== undefined) {
minAmount = this.safeFloat (baseCurrency['info'], 'minimum_order_quantity');
precision['amount'] = this.safeInteger (baseCurrency['info'], 'quoting_precision');
}
let minPrice = undefined;
if (quoteCurrency !== undefined) {
precision['price'] = this.safeInteger (quoteCurrency['info'], 'display_precision');
minPrice = Math.pow (10, -precision['price']);
}
let minCost = undefined;
if (minPrice !== undefined) {
if (minAmount !== undefined) {
minCost = minPrice * minAmount;
}
}
let limits = {
'amount': {
'min': minAmount,
'max': undefined,
},
'price': {
'min': minPrice,
'max': undefined,
},
'cost': {
'min': minCost,
'max': undefined,
},
};
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'maker': maker,
'taker': taker,
'limits': limits,
'precision': precision,
'active': active,
'info': market,
});
}
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
let balances = await this.privateGetAccountsBalance (params);
let result = { 'info': balances };
for (let b = 0; b < balances.length; b++) {
let balance = balances[b];
let currencyId = balance['currency'];
let code = currencyId;
if (currencyId in this.currencies_by_id) {
code = this.currencies_by_id[currencyId]['code'];
}
let total = parseFloat (balance['balance']);
let account = {
'free': total,
'used': 0.0,
'total': total,
};
result[code] = account;
}
return this.parseBalance (result);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
let orderbook = await this.publicGetProductsIdPriceLevels (this.extend ({
'id': this.marketId (symbol),
}, params));
return this.parseOrderBook (orderbook, undefined, 'buy_price_levels', 'sell_price_levels');
}
parseTicker (ticker, market = undefined) {
const timestamp = this.milliseconds ();
let last = undefined;
if ('last_traded_price' in ticker) {
if (ticker['last_traded_price']) {
const length = ticker['last_traded_price'].length;
if (length > 0) {
last = this.safeFloat (ticker, 'last_traded_price');
}
}
}
let symbol = undefined;
if (market === undefined) {
const marketId = this.safeString (ticker, 'id');
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
} else {
const baseId = this.safeString (ticker, 'base_currency');
const quoteId = this.safeString (ticker, 'quoted_currency');
if (symbol in this.markets) {
market = this.markets[symbol];
} else {
symbol = this.commonCurrencyCode (baseId) + '/' + this.commonCurrencyCode (quoteId);
}
}
}
if (market !== undefined) {
symbol = market['symbol'];
}
let change = undefined;
let percentage = undefined;
let average = undefined;
const open = this.safeFloat (ticker, 'last_price_24h');
if (open !== undefined && last !== undefined) {
change = last - open;
average = this.sum (last, open) / 2;
if (open > 0) {
percentage = change / open * 100;
}
}
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeFloat (ticker, 'high_market_ask'),
'low': this.safeFloat (ticker, 'low_market_bid'),
'bid': this.safeFloat (ticker, 'market_bid'),
'bidVolume': undefined,
'ask': this.safeFloat (ticker, 'market_ask'),
'askVolume': undefined,
'vwap': undefined,
'open': open,
'close': last,
'last': last,
'previousClose': undefined,
'change': change,
'percentage': percentage,
'average': average,
'baseVolume': this.safeFloat (ticker, 'volume_24h'),
'quoteVolume': undefined,
'info': ticker,
};
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
const response = await this.publicGetProducts (params);
const result = {};
for (let i = 0; i < response.length; i++) {
const ticker = this.parseTicker (response[i]);
const symbol = ticker['symbol'];
result[symbol] = ticker;
}
return result;
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'id': market['id'],
};
const response = await this.publicGetProductsId (this.extend (request, params));
return this.parseTicker (response, market);
}
parseTrade (trade, market) {
// { id: 12345,
// quantity: "6.789",
// price: "98765.4321",
// taker_side: "sell",
// created_at: 1512345678,
// my_side: "buy" }
const timestamp = this.safeInteger (trade, 'created_at') * 1000;
const orderId = this.safeString (trade, 'order_id');
// 'taker_side' gets filled for both fetchTrades and fetchMyTrades
const takerSide = this.safeString (trade, 'taker_side');
// 'my_side' gets filled for fetchMyTrades only and may differ from 'taker_side'
const mySide = this.safeString (trade, 'my_side');
const side = (mySide !== undefined) ? mySide : takerSide;
let takerOrMaker = undefined;
if (mySide !== undefined) {
takerOrMaker = (takerSide === mySide) ? 'taker' : 'maker';
}
let cost = undefined;
const price = this.safeFloat (trade, 'price');
const amount = this.safeFloat (trade, 'quantity');
if (price !== undefined) {
if (amount !== undefined) {
cost = price * amount;
}
}
const id = this.safeString (trade, 'id');
return {
'info': trade,
'id': id,
'order': orderId,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': market['symbol'],
'type': undefined,
'side': side,
'takerOrMaker': takerOrMaker,
'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 = {
'product_id': market['id'],
};
if (limit !== undefined) {
request['limit'] = limit;
}
if (since !== undefined) {
// timestamp should be in seconds, whereas we use milliseconds in since and everywhere
request['timestamp'] = parseInt (since / 1000);
}
const response = await this.publicGetExecutions (this.extend (request, params));
const result = (since !== undefined) ? response : response['models'];
return this.parseTrades (result, market, since, limit);
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
// the `with_details` param is undocumented - it adds the order_id to the results
const request = {
'product_id': market['id'],
'with_details': true,
};
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this.privateGetExecutionsMe (this.extend (request, params));
return this.parseTrades (response['models'], market, since, limit);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'order_type': type,
'product_id': this.marketId (symbol),
'side': side,
'quantity': this.amountToPrecision (symbol, amount),
};
if (type === 'limit') {
request['price'] = this.priceToPrecision (symbol, price);
}
const response = await this.privatePostOrders (this.extend (request, params));
//
// {
// "id": 2157474,
// "order_type": "limit",
// "quantity": "0.01",
// "disc_quantity": "0.0",
// "iceberg_total_quantity": "0.0",
// "side": "sell",
// "filled_quantity": "0.0",
// "price": "500.0",
// "created_at": 1462123639,
// "updated_at": 1462123639,
// "status": "live",
// "leverage_level": 1,
// "source_exchange": "QUOINE",
// "product_id": 1,
// "product_code": "CASH",
// "funding_currency": "USD",
// "currency_pair_code": "BTCUSD",
// "order_fee": "0.0"
// }
//
return this.parseOrder (response);
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
const request = {
'id': id,
};
const response = await this.privatePutOrdersIdCancel (this.extend (request, params));
const order = this.parseOrder (response);
if (order['status'] === 'closed') {
if (this.options['cancelOrderException']) {
throw new OrderNotFound (this.id + ' order closed already: ' + this.json (response));
}
}
return order;
}
async editOrder (id, symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
if (price === undefined) {
throw new ArgumentsRequired (this.id + ' editOrder requires the price argument');
}
const request = {
'order': {
'quantity': this.amountToPrecision (symbol, amount),
'price': this.priceToPrecision (symbol, price),
},
'id': id,
};
const response = await this.privatePutOrdersId (this.extend (request, params));
return this.parseOrder (response);
}
parseOrderStatus (status) {
const statuses = {
'live': 'open',
'filled': 'closed',
'cancelled': 'canceled',
};
return this.safeString (statuses, status, status);
}
parseOrder (order, market = undefined) {
//
// createOrder
//
// {
// "id": 2157474,
// "order_type": "limit",
// "quantity": "0.01",
// "disc_quantity": "0.0",
// "iceberg_total_quantity": "0.0",
// "side": "sell",
// "filled_quantity": "0.0",
// "price": "500.0",
// "created_at": 1462123639,
// "updated_at": 1462123639,
// "status": "live",
// "leverage_level": 1,
// "source_exchange": "QUOINE",
// "product_id": 1,
// "product_code": "CASH",
// "funding_currency": "USD",
// "currency_pair_code": "BTCUSD",
// "order_fee": "0.0"
// }
//
// fetchOrder, fetchOrders, fetchOpenOrders, fetchClosedOrders
//
// {
// "id": 2157479,
// "order_type": "limit",
// "quantity": "0.01",
// "disc_quantity": "0.0",
// "iceberg_total_quantity": "0.0",
// "side": "sell",
// "filled_quantity": "0.01",
// "price": "500.0",
// "created_at": 1462123639,
// "updated_at": 1462123639,
// "status": "filled",
// "leverage_level": 2,
// "source_exchange": "QUOINE",
// "product_id": 1,
// "product_code": "CASH",
// "funding_currency": "USD",
// "currency_pair_code": "BTCUSD",
// "order_fee": "0.0",
// "executions": [
// {
// "id": 4566133,
// "quantity": "0.01",
// "price": "500.0",
// "taker_side": "buy",
// "my_side": "sell",
// "created_at": 1465396785
// }
// ]
// }
//
const orderId = this.safeString (order, 'id');
let timestamp = this.safeInteger (order, 'created_at');
if (timestamp !== undefined) {
timestamp = timestamp * 1000;
}
let marketId = this.safeString (order, 'product_id');
market = this.safeValue (this.markets_by_id, marketId);
const status = this.parseOrderStatus (this.safeString (order, 'status'));
const amount = this.safeFloat (order, 'quantity');
let filled = this.safeFloat (order, 'filled_quantity');
const price = this.safeFloat (order, 'price');
let symbol = undefined;
let feeCurrency = undefined;
if (market !== undefined) {
symbol = market['symbol'];
feeCurrency = market['quote'];
}
let type = order['order_type'];
let tradeCost = 0;
let tradeFilled = 0;
let average = this.safeFloat (order, 'average_price');
const trades = this.parseTrades (this.safeValue (order, 'executions', []), market, undefined, undefined, {
'order': orderId,
'type': type,
});
const numTrades = trades.length;
for (let i = 0; i < numTrades; i++) {
// php copies values upon assignment, but not references them
// todo rewrite this (shortly)
let trade = trades[i];
trade['order'] = orderId;
trade['type'] = type;
tradeFilled = this.sum (tradeFilled, trade['amount']);
tradeCost = this.sum (tradeCost, trade['cost']);
}
let cost = undefined;
let lastTradeTimestamp = undefined;
if (numTrades > 0) {
lastTradeTimestamp = trades[numTrades - 1]['timestamp'];
if (!average && (tradeFilled > 0)) {
average = tradeCost / tradeFilled;
}
if (cost === undefined) {
cost = tradeCost;
}
if (filled === undefined) {
filled = tradeFilled;
}
}
let remaining = undefined;
if (amount !== undefined && filled !== undefined) {
remaining = amount - filled;
}
const side = this.safeString (order, 'side');
return {
'id': orderId,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': lastTradeTimestamp,
'type': type,
'status': status,
'symbol': symbol,
'side': side,
'price': price,
'amount': amount,
'filled': filled,
'cost': cost,
'remaining': remaining,
'average': average,
'trades': trades,
'fee': {
'currency': feeCurrency,
'cost': this.safeFloat (order, 'order_fee'),
},
'info': order,
};
}
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 fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = undefined;
const request = {
// 'funding_currency': market['quoteId'], // filter orders based on "funding" currency (quote currency)
// 'product_id': market['id'],
// 'status': 'live', // 'filled', 'cancelled'
// 'trading_type': 'spot', // 'margin', 'cfd'
'with_details': 1, // return full order details including executions
};
if (symbol !== undefined) {
market = this.market (symbol);
request['product_id'] = market['id'];
}
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this.privateGetOrders (this.extend (request, params));
//
// {
// "models": [
// {
// "id": 2157474,
// "order_type": "limit",
// "quantity": "0.01",
// "disc_quantity": "0.0",
// "iceberg_total_quantity": "0.0",
// "side": "sell",
// "filled_quantity": "0.0",
// "price": "500.0",
// "created_at": 1462123639,
// "updated_at": 1462123639,
// "status": "live",
// "leverage_level": 1,
// "source_exchange": "QUOINE",
// "product_id": 1,
// "product_code": "CASH",
// "funding_currency": "USD",
// "currency_pair_code": "BTCUSD",
// "order_fee": "0.0",
// "executions": [], // optional
// }
// ],
// "current_page": 1,
// "total_pages": 1
// }
//
const orders = this.safeValue (response, 'models', []);
return this.parseOrders (orders, market, since, limit);
}
fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
const request = { 'status': 'live' };
return this.fetchOrders (symbol, since, limit, this.extend (request, params));
}
fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
const request = { 'status': 'filled' };
return this.fetchOrders (symbol, since, limit, this.extend (request, params));
}
nonce () {
return this.milliseconds ();
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let url = '/' + this.implodeParams (path, params);
const query = this.omit (params, this.extractParams (path));
headers = {
'X-Quoine-API-Version': this.version,
'Content-Type': 'application/json',
};
if (api === 'private') {
this.checkRequiredCredentials ();
if (method === 'GET') {
if (Object.keys (query).length) {
url += '?' + this.urlencode (query);
}
} else if (Object.keys (query).length) {
body = this.json (query);
}
const nonce = this.nonce ();
const request = {
'path': url,
'nonce': nonce,
'token_id': this.apiKey,
'iat': Math.floor (nonce / 1000), // issued at
};
headers['X-Quoine-Auth'] = this.jwt (request, this.secret);
} else {
if (Object.keys (query).length) {
url += '?' + this.urlencode (query);
}
}
url = this.urls['api'] + url;
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors (code, reason, url, method, headers, body, response) {
if (code >= 200 && code < 300) {
return;
}
const exceptions = this.exceptions;
if (code === 401) {
// expected non-json response
if (body in exceptions) {
throw new exceptions[body] (this.id + ' ' + body);
} else {
return;
}
}
if (code === 429) {
throw new DDoSProtection (this.id + ' ' + body);
}
if (response === undefined) {
return;
}
const feedback = this.id + ' ' + body;
const message = this.safeString (response, 'message');
const errors = this.safeValue (response, 'errors');
if (message !== undefined) {
//
// { "message": "Order not found" }
//
if (message in exceptions) {
throw new exceptions[message] (feedback);
}
} else if (errors !== undefined) {
//
// { "errors": { "user": ["not_enough_free_balance"] }}
// { "errors": { "quantity": ["less_than_order_size"] }}
// { "errors": { "order": ["Can not update partially filled order"] }}
//
const types = Object.keys (errors);
for (let i = 0; i < types.length; i++) {
const type = types[i];
const errorMessages = errors[type];
for (let j = 0; j < errorMessages.length; j++) {
const message = errorMessages[j];
if (message in exceptions) {
throw new exceptions[message] (feedback);
}
}
}
} else {
throw new ExchangeError (feedback);
}
}
};