preidman-ccxt
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 100+ exchanges
562 lines (537 loc) • 21 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ArgumentsRequired, InvalidOrder, OrderNotFound } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class kkex extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'kkex',
'name': 'KKEX',
'countries': [ 'CN', 'US', 'JP' ],
'version': 'v2',
'has': {
'CORS': false,
'fetchBalance': true,
'fetchTickers': true,
'fetchOrders': true,
'fetchOpenOrders': true,
'fetchClosedOrders': true,
'fetchMyTrades': true,
'fetchOHLCV': true,
'createMarketOrder': true,
'fetchOrder': true,
},
'timeframes': {
'1m': '1min',
'5m': '5min',
'15m': '15min',
'30m': '30min',
'1h': '1hour',
'4h': '4hour',
'12h': '12hour',
'1d': '1day',
'1w': '1week',
'1M': '1month',
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/47401462-2e59f800-d74a-11e8-814f-e4ae17b4968a.jpg',
'api': {
'public': 'https://kkex.com/api/v1',
'private': 'https://kkex.com/api/v2',
'v1': 'https://kkex.com/api/v1',
},
'www': 'https://kkex.com',
'doc': 'https://kkex.com/api_wiki/cn/',
'fees': 'https://intercom.help/kkex/fee',
},
'api': {
'public': {
'get': [
'exchange_rate',
'products',
'assets',
'tickers',
'ticker',
'depth',
'trades',
'kline',
],
},
'private': {
'post': [
'profile',
'trade',
'batch_trade',
'cancel_order',
'cancel_all_orders',
'order_history',
'userinfo',
'order_info',
'orders_info',
],
},
'v1': {
'post': [
'process_strategy',
],
},
},
'fees': {
'trading': {
'tierBased': false,
'percentage': true,
'taker': 0.002,
'maker': 0.002,
},
'funding': {
'tierBased': false,
'percentage': false,
'withdraw': {},
'deposit': {},
},
},
'options': {
'lastNonceTimestamp': 0,
},
});
}
async fetchMarkets (params = {}) {
let tickers = await this.publicGetTickers (params);
tickers = tickers['tickers'];
let products = await this.publicGetProducts (params);
products = products['products'];
let markets = [];
for (let k = 0; k < tickers.length; k++) {
let keys = Object.keys (tickers[k]);
markets.push (keys[0]);
}
let result = [];
for (let i = 0; i < markets.length; i++) {
let id = markets[i];
let market = markets[i];
let baseId = '';
let quoteId = '';
let precision = {};
let limits = {};
for (let j = 0; j < products.length; j++) {
let p = products[j];
if (p['mark_asset'] + p['base_asset'] === market) {
quoteId = p['base_asset'];
baseId = p['mark_asset'];
let price_scale_str = p['price_scale'].toString ();
let scale = price_scale_str.length - 1;
precision = {
'price': scale,
'amount': scale,
};
limits = {
'amount': {
'min': Math.max (this.safeFloat (p, 'min_bid_size'), this.safeFloat (p, 'min_ask_size')),
'max': Math.min (this.safeFloat (p, 'max_bid_size'), this.safeFloat (p, 'max_ask_size')),
},
'price': {
'min': this.safeFloat (p, 'min_price'),
'max': this.safeFloat (p, 'max_price'),
},
};
limits['cost'] = {
'min': this.safeFloat (p, 'min_bid_amount'),
'max': this.safeFloat (p, 'max_bid_amount'),
};
}
}
let base = baseId.toUpperCase ();
let quote = quoteId.toUpperCase ();
base = this.commonCurrencyCode (base);
quote = this.commonCurrencyCode (quote);
let symbol = base + '/' + quote;
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'active': true,
'precision': precision,
'limits': limits,
'info': market,
});
}
return result;
}
parseTicker (ticker, market = undefined) {
let timestamp = this.safeInteger (ticker, 'date');
if (timestamp !== undefined) {
timestamp *= 1000;
}
let symbol = undefined;
if (market !== undefined) {
symbol = market['symbol'];
}
let last = this.safeFloat (ticker, 'last');
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeFloat (ticker, 'high'),
'low': this.safeFloat (ticker, 'low'),
'bid': this.safeFloat (ticker, 'buy'),
'bidVolume': undefined,
'ask': this.safeFloat (ticker, 'sell'),
'askVolume': undefined,
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': this.safeFloat (ticker, 'vol'),
'quoteVolume': undefined,
'info': ticker,
};
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
let market = this.markets[symbol];
let response = await this.publicGetTicker (this.extend ({
'symbol': market['id'],
}, params));
let ticker = this.extend (response['ticker'], this.omit (response, 'ticker'));
return this.parseTicker (ticker, market);
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
let response = await this.publicGetTickers (params);
//
// { date: 1540350657,
// tickers: [ { ENUBTC: { sell: "0.00000256",
// buy: "0.00000253",
// last: "0.00000253",
// vol: "138686.828804",
// high: "0.00000278",
// low: "0.00000253",
// open: "0.0000027" } },
// { ENUEOS: { sell: "0.00335",
// buy: "0.002702",
// last: "0.0034",
// vol: "15084.9",
// high: "0.0034",
// low: "0.003189",
// open: "0.003189" } } ],
// result: true }
//
let tickers = response['tickers'];
let result = {};
for (let i = 0; i < tickers.length; i++) {
let ids = Object.keys (tickers[i]);
let id = ids[0];
let market = this.safeValue (this.markets_by_id, id);
if (market !== undefined) {
let symbol = market['symbol'];
let ticker = this.extend (tickers[i][id], this.omit (response, 'tickers'));
result[symbol] = this.parseTicker (ticker, market);
}
}
return result;
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
let request = {
'symbol': this.marketId (symbol),
};
if (limit !== undefined) {
request['size'] = limit;
}
let response = await this.publicGetDepth (this.extend (request, params));
return this.parseOrderBook (response);
}
parseTrade (trade, market = undefined) {
let timestamp = this.safeInteger (trade, 'date_ms');
let datetime = this.iso8601 (timestamp);
let price = this.safeFloat (trade, 'price');
let amount = this.safeFloat (trade, 'amount');
let cost = undefined;
if (price !== undefined) {
if (amount !== undefined) {
cost = amount * price;
}
}
let symbol = undefined;
if (market !== undefined) {
symbol = market['symbol'];
}
let id = this.safeString (trade, 'tid');
let type = undefined;
let side = this.safeString (trade, 'type');
return {
'info': trade,
'id': id,
'timestamp': timestamp,
'datetime': datetime,
'symbol': symbol,
'order': undefined,
'type': type,
'side': side,
'price': price,
'amount': amount,
'cost': cost,
'fee': undefined,
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let response = await this.publicGetTrades (this.extend ({
'symbol': market['id'],
}, params));
return this.parseTrades (response, market, since, limit);
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
let balances = await this.privatePostUserinfo ();
let result = { 'info': balances['info'] };
let funds = balances['info']['funds'];
let assets = Object.keys (funds['free']);
for (let i = 0; i < assets.length; i++) {
let currency = assets[i];
let uppercase = currency.toUpperCase ();
uppercase = this.commonCurrencyCode (uppercase);
let account = this.account ();
account['free'] = parseFloat (funds['free'][currency]);
account['used'] = parseFloat (funds['freezed'][currency]);
account['total'] = account['free'] + account['used'];
result[uppercase] = account;
}
return this.parseBalance (result);
}
async fetchOrder (id, symbol = undefined, params = {}) {
if (!symbol) {
throw new ArgumentsRequired (this.id + ' fetchOrder requires a symbol argument');
}
await this.loadMarkets ();
let market = this.market (symbol);
let request = {
'order_id': id,
'symbol': market['id'],
};
let response = await this.privatePostOrderInfo (this.extend (request, params));
if (response['result']) {
return this.parseOrder (response['order'], market);
}
throw new OrderNotFound (this.id + ' order ' + id + ' not found');
}
parseOHLCV (ohlcv, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
return [
parseInt (ohlcv[0]),
parseFloat (ohlcv[1]),
parseFloat (ohlcv[2]),
parseFloat (ohlcv[3]),
parseFloat (ohlcv[4]),
parseFloat (ohlcv[5]),
];
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let request = {
'symbol': market['id'],
'type': this.timeframes[timeframe],
};
if (since !== undefined) {
// since = this.milliseconds () - this.parseTimeframe (timeframe) * limit * 1000;
request['since'] = since;
}
if (limit !== undefined) {
request['size'] = limit;
}
let response = await this.publicGetKline (this.extend (request, params));
//
// [
// [
// "1521072000000",
// "0.000002",
// "0.00003",
// "0.000002",
// "0.00003",
// "3.106889"
// ],
// [
// "1517356800000",
// "0.1",
// "0.1",
// "0.00000013",
// "0.000001",
// "542832.83114"
// ]
// ]
//
return this.parseOHLCVs (response, market, timeframe, since, limit);
}
parseOrderStatus (status) {
const statuses = {
'-1': 'canceled',
'0': 'open',
'1': 'open',
'2': 'closed',
'3': 'open',
'4': 'canceled',
};
return this.safeString (statuses, status, status);
}
parseOrder (order, market = undefined) {
let symbol = undefined;
if (market !== undefined)
symbol = market['symbol'];
let side = this.safeString (order, 'side');
if (side === undefined) {
side = this.safeString (order, 'type');
}
let timestamp = this.safeInteger (order, 'create_date');
let id = this.safeString2 (order, 'order_id', 'id');
let status = this.parseOrderStatus (this.safeString (order, 'status'));
let price = this.safeFloat (order, 'price');
let amount = this.safeFloat (order, 'amount');
let filled = this.safeFloat (order, 'deal_amount');
let average = this.safeFloat (order, 'avg_price');
average = this.safeFloat (order, 'price_avg', average);
let remaining = undefined;
let cost = undefined;
if (filled !== undefined) {
if (amount !== undefined) {
remaining = amount - filled;
}
if (average !== undefined) {
cost = average * filled;
}
}
return {
'id': id,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'status': status,
'symbol': symbol,
'average': average,
'type': 'limit',
'side': side,
'price': price,
'cost': cost,
'amount': amount,
'filled': filled,
'remaining': remaining,
'fee': undefined,
'info': order,
};
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let request = {
'symbol': market['id'],
'type': side,
};
if (type === 'market') {
// for market buy it requires the amount of quote currency to spend
if (side === 'buy') {
if (this.options['createMarketBuyOrderRequiresPrice']) {
if (price === undefined) {
throw new InvalidOrder (this.id + " createOrder() requires the price argument with market buy orders to calculate total order cost (amount to spend), where cost = amount * price. Supply a price argument to createOrder() call if you want the cost to be calculated for you from price and amount, or, alternatively, add .options['createMarketBuyOrderRequiresPrice'] = false to supply the cost in the amount argument (the exchange-specific behaviour)");
} else {
amount = amount * price;
}
}
request['price'] = this.amountToPrecision (symbol, amount);
} else {
request['amount'] = this.amountToPrecision (symbol, amount);
}
request['type'] += '_' + type;
} else {
request['amount'] = this.amountToPrecision (symbol, amount);
request['price'] = this.priceToPrecision (symbol, price);
}
let response = await this.privatePostTrade (this.extend (request, params));
let id = this.safeString (response, 'order_id');
return {
'info': response,
'id': id,
'datetime': undefined,
'timestamp': undefined,
'lastTradeTimestamp': undefined,
'status': 'open',
'symbol': symbol,
'type': type,
'side': side,
'price': price,
'cost': undefined,
'amount': amount,
'filled': undefined,
'remaining': undefined,
'trades': undefined,
'fee': undefined,
};
}
async cancelOrder (id, symbol = undefined, params = {}) {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' cancelOrder requires a symbol argument');
}
await this.loadMarkets ();
let market = this.market (symbol);
let request = {
'order_id': id,
'symbol': market['id'],
};
return await this.privatePostCancelOrder (this.extend (request, params));
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let request = {
'symbol': market['id'],
};
if (limit !== undefined) {
request['page_length'] = limit; // 20 by default
}
let response = await this.privatePostOrderHistory (this.extend (request, params));
return this.parseOrders (response['orders'], market, since, limit);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
return this.fetchOrders (symbol, since, limit, this.extend ({
'status': 0,
}, params));
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
return this.fetchOrders (symbol, since, limit, this.extend ({
'status': 1,
}, params));
}
nonce () {
return this.milliseconds ();
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let url = this.urls['api'][api] + '/' + path;
if (api === 'public') {
url += '?' + this.urlencode (params);
headers = { 'Content-Type': 'application/json' };
} else {
this.checkRequiredCredentials ();
let nonce = this.nonce ();
let signature = this.extend ({ 'nonce': nonce, 'api_key': this.apiKey }, params);
signature = this.urlencode (this.keysort (signature));
signature += '&secret_key=' + this.secret;
signature = this.hash (this.encode (signature), 'md5');
signature = signature.toUpperCase ();
body = this.extend ({
'api_key': this.apiKey,
'sign': signature,
'nonce': nonce,
}, params);
body = this.urlencode (body);
headers = { 'Content-Type': 'application/x-www-form-urlencoded' };
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
};