preidman-ccxt
Version:
A JavaScript / Python / PHP cryptocurrency trading library with support for 100+ exchanges
430 lines (405 loc) • 16.1 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, ArgumentsRequired } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class luno extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'luno',
'name': 'luno',
'countries': [ 'GB', 'SG', 'ZA' ],
'rateLimit': 1000,
'version': '1',
'has': {
'CORS': false,
'fetchTickers': true,
'fetchOrder': true,
'fetchOrders': true,
'fetchOpenOrders': true,
'fetchClosedOrders': true,
'fetchMyTrades': true,
'fetchTradingFees': true,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27766607-8c1a69d8-5ede-11e7-930c-540b5eb9be24.jpg',
'api': 'https://api.mybitx.com/api',
'www': 'https://www.luno.com',
'doc': [
'https://www.luno.com/en/api',
'https://npmjs.org/package/bitx',
'https://github.com/bausmeier/node-bitx',
],
},
'api': {
'public': {
'get': [
'orderbook',
'orderbook_top',
'ticker',
'tickers',
'trades',
],
},
'private': {
'get': [
'accounts/{id}/pending',
'accounts/{id}/transactions',
'balance',
'fee_info',
'funding_address',
'listorders',
'listtrades',
'orders/{id}',
'quotes/{id}',
'withdrawals',
'withdrawals/{id}',
],
'post': [
'accounts',
'postorder',
'marketorder',
'stoporder',
'funding_address',
'withdrawals',
'send',
'quotes',
'oauth2/grant',
],
'put': [
'quotes/{id}',
],
'delete': [
'quotes/{id}',
'withdrawals/{id}',
],
},
},
});
}
async fetchMarkets (params = {}) {
let markets = await this.publicGetTickers ();
let result = [];
for (let p = 0; p < markets['tickers'].length; p++) {
let market = markets['tickers'][p];
let id = market['pair'];
let base = id.slice (0, 3);
let quote = id.slice (3, 6);
base = this.commonCurrencyCode (base);
quote = this.commonCurrencyCode (quote);
let symbol = base + '/' + quote;
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'info': market,
});
}
return result;
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
let response = await this.privateGetBalance ();
let wallets = response['balance'];
let result = { 'info': response };
for (let b = 0; b < wallets.length; b++) {
let wallet = wallets[b];
let currency = this.commonCurrencyCode (wallet['asset']);
let reserved = parseFloat (wallet['reserved']);
let unconfirmed = parseFloat (wallet['unconfirmed']);
let balance = parseFloat (wallet['balance']);
let account = {
'free': 0.0,
'used': this.sum (reserved, unconfirmed),
'total': this.sum (balance, unconfirmed),
};
account['free'] = account['total'] - account['used'];
result[currency] = account;
}
return this.parseBalance (result);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
let method = 'publicGetOrderbook';
if (limit !== undefined) {
if (limit <= 100) {
method += 'Top'; // get just the top of the orderbook when limit is low
}
}
let orderbook = await this[method] (this.extend ({
'pair': this.marketId (symbol),
}, params));
let timestamp = orderbook['timestamp'];
return this.parseOrderBook (orderbook, timestamp, 'bids', 'asks', 'price', 'volume');
}
parseOrder (order, market = undefined) {
let timestamp = order['creation_timestamp'];
let status = (order['state'] === 'PENDING') ? 'open' : 'closed';
let side = (order['type'] === 'ASK') ? 'sell' : 'buy';
if (market === undefined)
market = this.findMarket (order['pair']);
let symbol = market['symbol'];
let price = this.safeFloat (order, 'limit_price');
let amount = this.safeFloat (order, 'limit_volume');
let quoteFee = this.safeFloat (order, 'fee_counter');
let baseFee = this.safeFloat (order, 'fee_base');
let filled = this.safeFloat (order, 'base');
let cost = this.safeFloat (order, 'counter');
let remaining = undefined;
if (amount !== undefined) {
if (filled !== undefined) {
remaining = Math.max (0, amount - filled);
}
}
let fee = { 'currency': undefined };
if (quoteFee) {
fee['side'] = 'quote';
fee['cost'] = quoteFee;
} else {
fee['side'] = 'base';
fee['cost'] = baseFee;
}
return {
'id': order['order_id'],
'datetime': this.iso8601 (timestamp),
'timestamp': timestamp,
'lastTradeTimestamp': undefined,
'status': status,
'symbol': symbol,
'type': undefined,
'side': side,
'price': price,
'amount': amount,
'filled': filled,
'cost': cost,
'remaining': remaining,
'trades': undefined,
'fee': fee,
'info': order,
};
}
async fetchOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
let response = await this.privateGetOrdersId (this.extend ({
'id': id,
}, params));
return this.parseOrder (response);
}
async fetchOrdersByState (state = undefined, symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let request = {};
let market = undefined;
if (state !== undefined) {
request['state'] = state;
}
if (symbol !== undefined) {
market = this.market (symbol);
request['pair'] = market['id'];
}
let response = await this.privateGetListorders (this.extend (request, params));
let orders = this.safeValue (response, 'orders', []);
return this.parseOrders (orders, market, since, limit);
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
return await this.fetchOrdersByState (undefined, symbol, since, limit, params);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
return await this.fetchOrdersByState ('PENDING', symbol, since, limit, params);
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
return await this.fetchOrdersByState ('COMPLETE', symbol, since, limit, params);
}
parseTicker (ticker, market = undefined) {
let timestamp = ticker['timestamp'];
let symbol = undefined;
if (market)
symbol = market['symbol'];
let last = this.safeFloat (ticker, 'last_trade');
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': undefined,
'low': undefined,
'bid': this.safeFloat (ticker, 'bid'),
'bidVolume': undefined,
'ask': this.safeFloat (ticker, 'ask'),
'askVolume': undefined,
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': this.safeFloat (ticker, 'rolling_24_hour_volume'),
'quoteVolume': undefined,
'info': ticker,
};
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
let response = await this.publicGetTickers (params);
let tickers = this.indexBy (response['tickers'], 'pair');
let ids = Object.keys (tickers);
let result = {};
for (let i = 0; i < ids.length; i++) {
let id = ids[i];
let market = this.markets_by_id[id];
let symbol = market['symbol'];
let ticker = tickers[id];
result[symbol] = this.parseTicker (ticker, market);
}
return result;
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let ticker = await this.publicGetTicker (this.extend ({
'pair': market['id'],
}, params));
return this.parseTicker (ticker, market);
}
parseTrade (trade, market) {
// For public trade data (is_buy === True) indicates 'buy' side but for private trade data
// is_buy indicates maker or taker. The value of "type" (ASK/BID) indicate sell/buy side.
// Private trade data includes ID field which public trade data does not.
let order = this.safeString (trade, 'order_id');
let takerOrMaker = undefined;
let side = undefined;
if (order !== undefined) {
side = (trade['type'] === 'ASK') ? 'sell' : 'buy';
if (side === 'sell' && trade['is_buy']) {
takerOrMaker = 'maker';
} else if (side === 'buy' && !trade['is_buy']) {
takerOrMaker = 'maker';
} else {
takerOrMaker = 'taker';
}
} else {
side = (trade['is_buy']) ? 'buy' : 'sell';
}
let feeBase = this.safeFloat (trade, 'fee_base');
let feeCounter = this.safeFloat (trade, 'fee_counter');
let feeCurrency = undefined;
let feeCost = undefined;
if (feeBase !== undefined) {
if (feeBase !== 0.0) {
feeCurrency = market['base'];
feeCost = feeBase;
}
} else if (feeCounter !== undefined) {
if (feeCounter !== 0.0) {
feeCurrency = market['quote'];
feeCost = feeCounter;
}
}
return {
'info': trade,
'id': undefined,
'timestamp': trade['timestamp'],
'datetime': this.iso8601 (trade['timestamp']),
'symbol': market['symbol'],
'order': order,
'type': undefined,
'side': side,
'takerOrMaker': takerOrMaker,
'price': this.safeFloat (trade, 'price'),
'amount': this.safeFloat (trade, 'volume'),
// Does not include potential fee costs
'cost': this.safeFloat (trade, 'counter'),
'fee': {
'cost': feeCost,
'currency': feeCurrency,
},
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let request = {
'pair': market['id'],
};
if (since !== undefined)
request['since'] = since;
let response = await this.publicGetTrades (this.extend (request, params));
let trades = this.safeValue (response, 'trades', []);
return this.parseTrades (trades, market, since, limit);
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (symbol === undefined)
throw new ArgumentsRequired (this.id + ' fetchMyTrades requires a symbol argument');
await this.loadMarkets ();
let market = this.market (symbol);
let request = {
'pair': market['id'],
};
if (since !== undefined)
request['since'] = since;
if (limit !== undefined)
request['limit'] = limit;
let response = await this.privateGetListtrades (this.extend (request, params));
let trades = this.safeValue (response, 'trades', []);
return this.parseTrades (trades, market, since, limit);
}
async fetchTradingFees (params = {}) {
await this.loadMarkets ();
let response = await this.privateGetFeeInfo (params);
return {
'info': response,
'maker': this.safeFloat (response, 'maker_fee'),
'taker': this.safeFloat (response, 'taker_fee'),
};
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
let method = 'privatePost';
let order = { 'pair': this.marketId (symbol) };
if (type === 'market') {
method += 'Marketorder';
order['type'] = side.toUpperCase ();
if (side === 'buy')
order['counter_volume'] = amount;
else
order['base_volume'] = amount;
} else {
method += 'Postorder';
order['volume'] = amount;
order['price'] = price;
if (side === 'buy')
order['type'] = 'BID';
else
order['type'] = 'ASK';
}
let response = await this[method] (this.extend (order, params));
return {
'info': response,
'id': response['order_id'],
};
}
async cancelOrder (id, symbol = undefined, params = {}) {
await this.loadMarkets ();
return await this.privatePostStoporder ({ 'order_id': id });
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let url = this.urls['api'] + '/' + this.version + '/' + this.implodeParams (path, params);
let query = this.omit (params, this.extractParams (path));
if (Object.keys (query).length)
url += '?' + this.urlencode (query);
if (api === 'private') {
this.checkRequiredCredentials ();
let auth = this.encode (this.apiKey + ':' + this.secret);
auth = this.stringToBase64 (auth);
headers = { 'Authorization': 'Basic ' + this.decode (auth) };
}
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 ('error' in response)
throw new ExchangeError (this.id + ' ' + this.json (response));
return response;
}
};