sfccxt
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A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
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JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { ExchangeError, ArgumentsRequired, BadRequest, OrderNotFound, InvalidOrder, InvalidNonce, InsufficientFunds, AuthenticationError, PermissionDenied, NotSupported, OnMaintenance, RateLimitExceeded, ExchangeNotAvailable } = require ('./base/errors');
const { TICK_SIZE } = require ('./base/functions/number');
const Precise = require ('./base/Precise');
// ---------------------------------------------------------------------------
module.exports = class gemini extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'gemini',
'name': 'Gemini',
'countries': [ 'US' ],
// 600 requests a minute = 10 requests per second => 1000ms / 10 = 100ms between requests (private endpoints)
// 120 requests a minute = 2 requests per second => ( 1000ms / rateLimit ) / 2 = 5 (public endpoints)
'rateLimit': 100,
'version': 'v1',
'pro': false,
'has': {
'CORS': undefined,
'spot': true,
'margin': false,
'swap': false,
'future': false,
'option': false,
'addMargin': false,
'cancelOrder': true,
'createDepositAddress': true,
'createMarketOrder': undefined,
'createOrder': true,
'createReduceOnlyOrder': false,
'fetchBalance': true,
'fetchBidsAsks': undefined,
'fetchBorrowRate': false,
'fetchBorrowRateHistories': false,
'fetchBorrowRateHistory': false,
'fetchBorrowRates': false,
'fetchBorrowRatesPerSymbol': false,
'fetchClosedOrders': undefined,
'fetchDepositAddress': undefined, // TODO
'fetchDepositAddressesByNetwork': true,
'fetchDeposits': undefined,
'fetchFundingHistory': false,
'fetchFundingRate': false,
'fetchFundingRateHistory': false,
'fetchFundingRates': false,
'fetchIndexOHLCV': false,
'fetchLeverage': false,
'fetchLeverageTiers': false,
'fetchMarginMode': false,
'fetchMarkets': true,
'fetchMarkOHLCV': false,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenInterestHistory': false,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': undefined,
'fetchPosition': false,
'fetchPositionMode': false,
'fetchPositions': false,
'fetchPositionsRisk': false,
'fetchPremiumIndexOHLCV': false,
'fetchTicker': true,
'fetchTickers': true,
'fetchTrades': true,
'fetchTradingFee': false,
'fetchTradingFees': true,
'fetchTransactions': true,
'fetchWithdrawals': undefined,
'postOnly': true,
'reduceMargin': false,
'setLeverage': false,
'setMarginMode': false,
'setPositionMode': false,
'withdraw': true,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27816857-ce7be644-6096-11e7-82d6-3c257263229c.jpg',
'api': {
'public': 'https://api.gemini.com',
'private': 'https://api.gemini.com',
'web': 'https://docs.gemini.com',
},
'www': 'https://gemini.com/',
'doc': [
'https://docs.gemini.com/rest-api',
'https://docs.sandbox.gemini.com',
],
'test': {
'public': 'https://api.sandbox.gemini.com',
'private': 'https://api.sandbox.gemini.com',
// use the true doc instead of the sandbox doc
// since they differ in parsing
// https://github.com/ccxt/ccxt/issues/7874
// https://github.com/ccxt/ccxt/issues/7894
'web': 'https://docs.gemini.com',
},
'fees': [
'https://gemini.com/api-fee-schedule',
'https://gemini.com/trading-fees',
'https://gemini.com/transfer-fees',
],
},
'api': {
'web': {
'get': [
'rest-api',
],
},
'public': {
'get': {
'v1/symbols': 5,
'v1/symbols/details/{symbol}': 5,
'v1/pubticker/{symbol}': 5,
'v2/ticker/{symbol}': 5,
'v2/candles/{symbol}/{timeframe}': 5,
'v1/trades/{symbol}': 5,
'v1/auction/{symbol}': 5,
'v1/auction/{symbol}/history': 5,
'v1/pricefeed': 5,
'v1/book/{symbol}': 5,
'v1/earn/rates': 5,
},
},
'private': {
'post': {
'v1/order/new': 1,
'v1/order/cancel': 1,
'v1/wrap/{symbol}': 1,
'v1/order/cancel/session': 1,
'v1/order/cancel/all': 1,
'v1/order/status': 1,
'v1/orders': 1,
'v1/mytrades': 1,
'v1/notionalvolume': 1,
'v1/tradevolume': 1,
'v1/clearing/new': 1,
'v1/clearing/status': 1,
'v1/clearing/cancel': 1,
'v1/clearing/confirm': 1,
'v1/balances': 1,
'v1/notionalbalances/{currency}': 1,
'v1/transfers': 1,
'v1/addresses/{network}': 1,
'v1/deposit/{network}/newAddress': 1,
'v1/deposit/{currency}/newAddress': 1,
'v1/withdraw/{currency}': 1,
'v1/account/transfer/{currency}': 1,
'v1/payments/addbank': 1,
'v1/payments/methods': 1,
'v1/payments/sen/withdraw': 1,
'v1/balances/earn': 1,
'v1/earn/interest': 1,
'v1/approvedAddresses/{network}/request': 1,
'v1/approvedAddresses/account/{network}': 1,
'v1/approvedAddresses/{network}/remove': 1,
'v1/account': 1,
'v1/account/create': 1,
'v1/account/list': 1,
'v1/heartbeat': 1,
},
},
},
'precisionMode': TICK_SIZE,
'fees': {
'trading': {
'taker': 0.004,
'maker': 0.002,
},
},
'httpExceptions': {
'400': BadRequest, // Auction not open or paused, ineligible timing, market not open, or the request was malformed, in the case of a private API request, missing or malformed Gemini private API authentication headers
'403': PermissionDenied, // The API key is missing the role necessary to access this private API endpoint
'404': OrderNotFound, // Unknown API entry point or Order not found
'406': InsufficientFunds, // Insufficient Funds
'429': RateLimitExceeded, // Rate Limiting was applied
'500': ExchangeError, // The server encountered an error
'502': ExchangeNotAvailable, // Technical issues are preventing the request from being satisfied
'503': OnMaintenance, // The exchange is down for maintenance
},
'timeframes': {
'1m': '1m',
'5m': '5m',
'15m': '15m',
'30m': '30m',
'1h': '1hr',
'6h': '6hr',
'1d': '1day',
},
'exceptions': {
'exact': {
'AuctionNotOpen': BadRequest, // Failed to place an auction-only order because there is no current auction open for this symbol
'ClientOrderIdTooLong': BadRequest, // The Client Order ID must be under 100 characters
'ClientOrderIdMustBeString': BadRequest, // The Client Order ID must be a string
'ConflictingOptions': BadRequest, // New orders using a combination of order execution options are not supported
'EndpointMismatch': BadRequest, // The request was submitted to an endpoint different than the one in the payload
'EndpointNotFound': BadRequest, // No endpoint was specified
'IneligibleTiming': BadRequest, // Failed to place an auction order for the current auction on this symbol because the timing is not eligible, new orders may only be placed before the auction begins.
'InsufficientFunds': InsufficientFunds, // The order was rejected because of insufficient funds
'InvalidJson': BadRequest, // The JSON provided is invalid
'InvalidNonce': InvalidNonce, // The nonce was not greater than the previously used nonce, or was not present
'InvalidOrderType': InvalidOrder, // An unknown order type was provided
'InvalidPrice': InvalidOrder, // For new orders, the price was invalid
'InvalidQuantity': InvalidOrder, // A negative or otherwise invalid quantity was specified
'InvalidSide': InvalidOrder, // For new orders, and invalid side was specified
'InvalidSignature': AuthenticationError, // The signature did not match the expected signature
'InvalidSymbol': BadRequest, // An invalid symbol was specified
'InvalidTimestampInPayload': BadRequest, // The JSON payload contained a timestamp parameter with an unsupported value.
'Maintenance': OnMaintenance, // The system is down for maintenance
'MarketNotOpen': InvalidOrder, // The order was rejected because the market is not accepting new orders
'MissingApikeyHeader': AuthenticationError, // The X-GEMINI-APIKEY header was missing
'MissingOrderField': InvalidOrder, // A required order_id field was not specified
'MissingRole': AuthenticationError, // The API key used to access this endpoint does not have the required role assigned to it
'MissingPayloadHeader': AuthenticationError, // The X-GEMINI-PAYLOAD header was missing
'MissingSignatureHeader': AuthenticationError, // The X-GEMINI-SIGNATURE header was missing
'NoSSL': AuthenticationError, // You must use HTTPS to access the API
'OptionsMustBeArray': BadRequest, // The options parameter must be an array.
'OrderNotFound': OrderNotFound, // The order specified was not found
'RateLimit': RateLimitExceeded, // Requests were made too frequently. See Rate Limits below.
'System': ExchangeError, // We are experiencing technical issues
'UnsupportedOption': BadRequest, // This order execution option is not supported.
},
'broad': {
'The Gemini Exchange is currently undergoing maintenance.': OnMaintenance, // The Gemini Exchange is currently undergoing maintenance. Please check https://status.gemini.com/ for more information.
'We are investigating technical issues with the Gemini Exchange.': ExchangeNotAvailable, // We are investigating technical issues with the Gemini Exchange. Please check https://status.gemini.com/ for more information.
},
},
'options': {
'fetchMarketsMethod': 'fetch_markets_from_web',
'fetchMarketFromWebRetries': 10,
'fetchMarketsFromAPI': {
'fetchDetailsForAllSymbols': false,
'fetchDetailsForMarketIds': [],
},
'fetchTickerMethod': 'fetchTickerV1', // fetchTickerV1, fetchTickerV2, fetchTickerV1AndV2
'networkIds': {
'bitcoin': 'BTC',
'ethereum': 'ERC20',
'bitcoincash': 'BCH',
'litecoin': 'LTC',
'zcash': 'ZEC',
'filecoin': 'FIL',
'dogecoin': 'DOGE',
'tezos': 'XTZ',
},
'networks': {
'BTC': 'bitcoin',
'ERC20': 'ethereum',
'BCH': 'bitcoincash',
'LTC': 'litecoin',
'ZEC': 'zcash',
'FIL': 'filecoin',
'DOGE': 'dogecoin',
'XTZ': 'tezos',
},
},
});
}
async fetchMarkets (params = {}) {
/**
* @method
* @name gemini#fetchMarkets
* @description retrieves data on all markets for gemini
* @param {object} params extra parameters specific to the exchange api endpoint
* @returns {[object]} an array of objects representing market data
*/
const method = this.safeValue (this.options, 'fetchMarketsMethod', 'fetch_markets_from_api');
return await this[method] (params);
}
async fetchMarketsFromWeb (params = {}) {
// This endpoint so we retry
const maxRetries = this.safeInteger (this.options, 'fetchMarketFromWebRetries', 10);
let response = undefined;
let retry = 0;
while (retry < maxRetries) {
try {
response = await this.webGetRestApi (params);
break;
} catch (e) {
retry = retry + 1;
if (retry === maxRetries) {
throw e;
}
}
}
const sections = response.split ('<h1 id="symbols-and-minimums">Symbols and minimums</h1>');
const numSections = sections.length;
const error = this.id + ' fetchMarketsFromWeb() the ' + this.name + ' API doc HTML markup has changed, breaking the parser of order limits and precision info for ' + this.name + ' markets.';
if (numSections !== 2) {
throw new NotSupported (error);
}
const tables = sections[1].split ('tbody>');
const numTables = tables.length;
if (numTables < 2) {
throw new NotSupported (error);
}
const rows = tables[1].split ("\n<tr>\n"); // eslint-disable-line quotes
const numRows = rows.length;
if (numRows < 2) {
throw new NotSupported (error);
}
const result = [];
// skip the first element (empty string)
for (let i = 1; i < numRows; i++) {
const row = rows[i];
const cells = row.split ("</td>\n"); // eslint-disable-line quotes
const numCells = cells.length;
if (numCells < 5) {
throw new NotSupported (error);
}
// [
// '<td>btcusd', // currency
// '<td>0.00001 BTC (1e-5)', // min order size
// '<td>0.00000001 BTC (1e-8)', // tick size
// '<td>0.01 USD', // quote currency price increment
// '</tr>'
// ]
const marketId = cells[0].replace ('<td>', '');
// const base = this.safeCurrencyCode (baseId);
const minAmountString = cells[1].replace ('<td>', '');
const minAmountParts = minAmountString.split (' ');
const minAmount = this.safeNumber (minAmountParts, 0);
const amountPrecisionString = cells[2].replace ('<td>', '');
const amountPrecisionParts = amountPrecisionString.split (' ');
const idLength = marketId.length - 0;
const startingIndex = idLength - 3;
const pricePrecisionString = cells[3].replace ('<td>', '');
const pricePrecisionParts = pricePrecisionString.split (' ');
const quoteId = this.safeStringLower (pricePrecisionParts, 1, marketId.slice (startingIndex, idLength));
const baseId = this.safeStringLower (amountPrecisionParts, 1, marketId.replace (quoteId, ''));
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
result.push ({
'id': marketId,
'symbol': base + '/' + quote,
'base': base,
'quote': quote,
'settle': undefined,
'baseId': baseId,
'quoteId': quoteId,
'settleId': undefined,
'type': 'spot',
'spot': true,
'margin': false,
'swap': false,
'future': false,
'option': false,
'active': undefined,
'contract': false,
'linear': undefined,
'inverse': undefined,
'contractSize': undefined,
'expiry': undefined,
'expiryDatetime': undefined,
'strike': undefined,
'optionType': undefined,
'precision': {
'amount': this.safeNumber (amountPrecisionParts, 0),
'price': this.safeNumber (pricePrecisionParts, 0),
},
'limits': {
'leverage': {
'min': undefined,
'max': undefined,
},
'amount': {
'min': minAmount,
'max': undefined,
},
'price': {
'min': undefined,
'max': undefined,
},
'cost': {
'min': undefined,
'max': undefined,
},
},
'info': row,
});
}
return result;
}
parseMarketActive (status) {
const statuses = {
'open': true,
'closed': false,
'cancel_only': true,
'post_only': true,
'limit_only': true,
};
return this.safeValue (statuses, status, true);
}
async fetchMarketsFromAPI (params = {}) {
const response = await this.publicGetV1Symbols (params);
//
// [
// "btcusd",
// "linkusd",
// ...
// ]
//
const result = {};
for (let i = 0; i < response.length; i++) {
const marketId = response[i];
const idLength = marketId.length - 0;
const baseId = marketId.slice (0, idLength - 3); // Not true for all markets
const quoteId = marketId.slice (idLength - 3, idLength);
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
result[marketId] = {
'id': marketId,
'symbol': base + '/' + quote,
'swap': false,
'future': false,
'option': false,
'active': undefined,
'contract': false,
'linear': undefined,
'inverse': undefined,
'strike': undefined,
'optionType': undefined,
'precision': {
'price': undefined,
'amount': undefined,
},
'limits': {
'leverage': {
'min': undefined,
'max': undefined,
},
'amount': {
'min': undefined,
'max': undefined,
},
'price': {
'max': undefined,
},
},
'info': marketId,
};
}
const options = this.safeValue (this.options, 'fetchMarketsFromAPI', {});
const fetchDetailsForAllSymbols = this.safeValue (options, 'fetchDetailsForAllSymbols', false);
const fetchDetailsForMarketIds = this.safeValue (options, 'fetchDetailsForMarketIds', []);
let promises = [];
let marketIds = [];
if (fetchDetailsForAllSymbols) {
marketIds = response;
} else {
marketIds = fetchDetailsForMarketIds;
}
for (let i = 0; i < marketIds.length; i++) {
const marketId = marketIds[i];
const method = 'publicGetV1SymbolsDetailsSymbol';
const request = {
'symbol': marketId,
};
promises.push (this[method] (this.extend (request, params)));
//
// {
// "symbol": "BTCUSD",
// "base_currency": "BTC",
// "quote_currency": "USD",
// "tick_size": 1E-8,
// "quote_increment": 0.01,
// "min_order_size": "0.00001",
// "status": "open",
// "wrap_enabled": false
// }
//
}
promises = await Promise.all (promises);
for (let i = 0; i < promises.length; i++) {
const response = promises[i];
const marketId = this.safeStringLower (response, 'symbol');
const baseId = this.safeString (response, 'base_currency');
const base = this.safeCurrencyCode (baseId);
const quoteId = this.safeString (response, 'quote_currency');
const quote = this.safeCurrencyCode (quoteId);
const status = this.safeString (response, 'status');
result[marketId] = ({
'id': marketId,
'symbol': base + '/' + quote,
'base': base,
'quote': quote,
'settle': undefined,
'baseId': baseId,
'quoteId': quoteId,
'settleId': undefined,
'type': 'spot',
'spot': true,
'margin': false,
'swap': false,
'future': false,
'option': false,
'active': this.parseMarketActive (status),
'contract': false,
'linear': undefined,
'inverse': undefined,
'contractSize': undefined,
'expiry': undefined,
'expiryDatetime': undefined,
'strike': undefined,
'optionType': undefined,
'precision': {
'price': this.safeNumber (response, 'quote_increment'),
'amount': this.safeNumber (response, 'tick_size'),
},
'limits': {
'leverage': {
'min': undefined,
'max': undefined,
},
'amount': {
'min': this.safeNumber (response, 'min_order_size'),
'max': undefined,
},
'price': {
'min': undefined,
'max': undefined,
},
'cost': {
'min': undefined,
'max': undefined,
},
},
'info': response,
});
}
return this.toArray (result);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
/**
* @method
* @name gemini#fetchOrderBook
* @description fetches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @param {string} symbol unified symbol of the market to fetch the order book for
* @param {int|undefined} limit the maximum amount of order book entries to return
* @param {object} params extra parameters specific to the gemini api endpoint
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-book-structure} indexed by market symbols
*/
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
if (limit !== undefined) {
request['limit_bids'] = limit;
request['limit_asks'] = limit;
}
const response = await this.publicGetV1BookSymbol (this.extend (request, params));
return this.parseOrderBook (response, market['symbol'], undefined, 'bids', 'asks', 'price', 'amount');
}
async fetchTickerV1 (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
const response = await this.publicGetV1PubtickerSymbol (this.extend (request, params));
//
// {
// "bid":"9117.95",
// "ask":"9117.96",
// "volume":{
// "BTC":"1615.46861748",
// "USD":"14727307.57545006088",
// "timestamp":1594982700000
// },
// "last":"9115.23"
// }
//
return this.parseTicker (response, market);
}
async fetchTickerV2 (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
const response = await this.publicGetV2TickerSymbol (this.extend (request, params));
//
// {
// "symbol":"BTCUSD",
// "open":"9080.58",
// "high":"9184.53",
// "low":"9063.56",
// "close":"9116.08",
// // Hourly prices descending for past 24 hours
// "changes":["9117.33","9105.69","9106.23","9120.35","9098.57","9114.53","9113.55","9128.01","9113.63","9133.49","9133.49","9137.75","9126.73","9103.91","9119.33","9123.04","9124.44","9117.57","9114.22","9102.33","9076.67","9074.72","9074.97","9092.05"],
// "bid":"9115.86",
// "ask":"9115.87"
// }
//
return this.parseTicker (response, market);
}
async fetchTickerV1AndV2 (symbol, params = {}) {
const tickerA = await this.fetchTickerV1 (symbol, params);
const tickerB = await this.fetchTickerV2 (symbol, params);
return this.deepExtend (tickerA, {
'open': tickerB['open'],
'high': tickerB['high'],
'low': tickerB['low'],
'change': tickerB['change'],
'percentage': tickerB['percentage'],
'average': tickerB['average'],
'info': tickerB['info'],
});
}
async fetchTicker (symbol, params = {}) {
/**
* @method
* @name gemini#fetchTicker
* @description fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @param {object} params extra parameters specific to the gemini api endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/en/latest/manual.html#ticker-structure}
*/
const method = this.safeValue (this.options, 'fetchTickerMethod', 'fetchTickerV1');
return await this[method] (symbol, params);
}
parseTicker (ticker, market = undefined) {
//
// fetchTickers
//
// {
// "pair": "BATUSD",
// "price": "0.20687",
// "percentChange24h": "0.0146"
// }
//
// fetchTickerV1
//
// {
// "bid":"9117.95",
// "ask":"9117.96",
// "volume":{
// "BTC":"1615.46861748",
// "USD":"14727307.57545006088",
// "timestamp":1594982700000
// },
// "last":"9115.23"
// }
//
// fetchTickerV2
//
// {
// "symbol":"BTCUSD",
// "open":"9080.58",
// "high":"9184.53",
// "low":"9063.56",
// "close":"9116.08",
// // Hourly prices descending for past 24 hours
// "changes":["9117.33","9105.69","9106.23","9120.35","9098.57","9114.53","9113.55","9128.01","9113.63","9133.49","9133.49","9137.75","9126.73","9103.91","9119.33","9123.04","9124.44","9117.57","9114.22","9102.33","9076.67","9074.72","9074.97","9092.05"],
// "bid":"9115.86",
// "ask":"9115.87"
// }
//
const volume = this.safeValue (ticker, 'volume', {});
const timestamp = this.safeInteger (volume, 'timestamp');
let symbol = undefined;
const marketId = this.safeStringLower (ticker, 'pair');
market = this.safeMarket (marketId, market);
let baseId = undefined;
let quoteId = undefined;
let base = undefined;
let quote = undefined;
if ((marketId !== undefined) && (market === undefined)) {
const idLength = marketId.length - 0;
if (idLength === 7) {
baseId = marketId.slice (0, 4);
quoteId = marketId.slice (4, 7);
} else {
baseId = marketId.slice (0, 3);
quoteId = marketId.slice (3, 6);
}
base = this.safeCurrencyCode (baseId);
quote = this.safeCurrencyCode (quoteId);
symbol = base + '/' + quote;
}
if ((symbol === undefined) && (market !== undefined)) {
symbol = market['symbol'];
baseId = this.safeStringUpper (market, 'baseId');
quoteId = this.safeStringUpper (market, 'quoteId');
}
const price = this.safeString (ticker, 'price');
const last = this.safeString2 (ticker, 'last', 'close', price);
const percentage = this.safeString (ticker, 'percentChange24h');
const open = this.safeString (ticker, 'open');
const baseVolume = this.safeString (volume, baseId);
const quoteVolume = this.safeString (volume, quoteId);
return this.safeTicker ({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeString (ticker, 'high'),
'low': this.safeString (ticker, 'low'),
'bid': this.safeString (ticker, 'bid'),
'bidVolume': undefined,
'ask': this.safeString (ticker, 'ask'),
'askVolume': undefined,
'vwap': undefined,
'open': open,
'close': last,
'last': last,
'previousClose': undefined, // previous day close
'change': undefined,
'percentage': percentage,
'average': undefined,
'baseVolume': baseVolume,
'quoteVolume': quoteVolume,
'info': ticker,
}, market);
}
async fetchTickers (symbols = undefined, params = {}) {
/**
* @method
* @name gemini#fetchTickers
* @description fetches price tickers for multiple markets, statistical calculations with the information calculated over the past 24 hours each market
* @param {[string]|undefined} symbols unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned
* @param {object} params extra parameters specific to the gemini api endpoint
* @returns {object} an array of [ticker structures]{@link https://docs.ccxt.com/en/latest/manual.html#ticker-structure}
*/
await this.loadMarkets ();
const response = await this.publicGetV1Pricefeed (params);
//
// [
// {
// "pair": "BATUSD",
// "price": "0.20687",
// "percentChange24h": "0.0146"
// },
// {
// "pair": "LINKETH",
// "price": "0.018",
// "percentChange24h": "0.0000"
// },
// ]
//
return this.parseTickers (response, symbols);
}
parseTrade (trade, market = undefined) {
//
// public fetchTrades
//
// {
// "timestamp":1601617445,
// "timestampms":1601617445144,
// "tid":14122489752,
// "price":"0.46476",
// "amount":"28.407209",
// "exchange":"gemini",
// "type":"buy"
// }
//
// private fetchTrades
//
// {
// "price":"3900.00",
// "amount":"0.00996",
// "timestamp":1638891173,
// "timestampms":1638891173518,
// "type":"Sell",
// "aggressor":false,
// "fee_currency":"EUR",
// "fee_amount":"0.00",
// "tid":73621746145,
// "order_id":"73621746059",
// "exchange":"gemini",
// "is_auction_fill":false,
// "is_clearing_fill":false,
// "symbol":"ETHEUR",
// "client_order_id":"1638891171610"
// }
//
const timestamp = this.safeInteger (trade, 'timestampms');
const id = this.safeString (trade, 'tid');
const orderId = this.safeString (trade, 'order_id');
const feeCurrencyId = this.safeString (trade, 'fee_currency');
const feeCurrencyCode = this.safeCurrencyCode (feeCurrencyId);
const fee = {
'cost': this.safeString (trade, 'fee_amount'),
'currency': feeCurrencyCode,
};
const priceString = this.safeString (trade, 'price');
const amountString = this.safeString (trade, 'amount');
const side = this.safeStringLower (trade, 'type');
const symbol = this.safeSymbol (undefined, market);
return this.safeTrade ({
'id': id,
'order': orderId,
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'type': undefined,
'side': side,
'takerOrMaker': undefined,
'price': priceString,
'cost': undefined,
'amount': amountString,
'fee': fee,
}, market);
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name gemini#fetchTrades
* @description get the list of most recent trades for a particular symbol
* @see https://docs.gemini.com/rest-api/#trade-history
* @param {string} symbol unified symbol of the market to fetch trades for
* @param {int|undefined} since timestamp in ms of the earliest trade to fetch
* @param {int|undefined} limit the maximum amount of trades to fetch
* @param {object} params extra parameters specific to the gemini api endpoint
* @returns {[object]} a list of [trade structures]{@link https://docs.ccxt.com/en/latest/manual.html?#public-trades}
*/
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
if (limit !== undefined) {
request['limit_trades'] = limit;
}
if (since !== undefined) {
request['timestamp'] = since;
}
const response = await this.publicGetV1TradesSymbol (this.extend (request, params));
//
// [
// {
// "timestamp":1601617445,
// "timestampms":1601617445144,
// "tid":14122489752,
// "price":"0.46476",
// "amount":"28.407209",
// "exchange":"gemini",
// "type":"buy"
// },
// ]
//
return this.parseTrades (response, market, since, limit);
}
parseBalance (response) {
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.safeCurrencyCode (currencyId);
const account = this.account ();
account['free'] = this.safeString (balance, 'available');
account['total'] = this.safeString (balance, 'amount');
result[code] = account;
}
return this.safeBalance (result);
}
async fetchTradingFees (params = {}) {
/**
* @method
* @name gemini#fetchTradingFees
* @description fetch the trading fees for multiple markets
* @param {object} params extra parameters specific to the gemini api endpoint
* @returns {object} a dictionary of [fee structures]{@link https://docs.ccxt.com/en/latest/manual.html#fee-structure} indexed by market symbols
*/
await this.loadMarkets ();
const response = await this.privatePostV1Notionalvolume (params);
//
// {
// "web_maker_fee_bps": 25,
// "web_taker_fee_bps": 35,
// "web_auction_fee_bps": 25,
// "api_maker_fee_bps": 10,
// "api_taker_fee_bps": 35,
// "api_auction_fee_bps": 20,
// "fix_maker_fee_bps": 10,
// "fix_taker_fee_bps": 35,
// "fix_auction_fee_bps": 20,
// "block_maker_fee_bps": 0,
// "block_taker_fee_bps": 50,
// "notional_30d_volume": 150.00,
// "last_updated_ms": 1551371446000,
// "date": "2019-02-28",
// "notional_1d_volume": [
// {
// "date": "2019-02-22",
// "notional_volume": 75.00
// },
// {
// "date": "2019-02-14",
// "notional_volume": 75.00
// }
// ]
// }
//
const makerBps = this.safeString (response, 'api_maker_fee_bps');
const takerBps = this.safeString (response, 'api_taker_fee_bps');
const makerString = Precise.stringDiv (makerBps, '10000');
const takerString = Precise.stringDiv (takerBps, '10000');
const maker = this.parseNumber (makerString);
const taker = this.parseNumber (takerString);
const result = {};
for (let i = 0; i < this.symbols.length; i++) {
const symbol = this.symbols[i];
result[symbol] = {
'info': response,
'symbol': symbol,
'maker': maker,
'taker': taker,
'percentage': true,
'tierBased': true,
};
}
return result;
}
async fetchBalance (params = {}) {
/**
* @method
* @name gemini#fetchBalance
* @description query for balance and get the amount of funds available for trading or funds locked in orders
* @param {object} params extra parameters specific to the gemini api endpoint
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/en/latest/manual.html?#balance-structure}
*/
await this.loadMarkets ();
const response = await this.privatePostV1Balances (params);
return this.parseBalance (response);
}
parseOrder (order, market = undefined) {
//
// createOrder (private)
//
// {
// "order_id":"106027397702",
// "id":"106027397702",
// "symbol":"etheur",
// "exchange":"gemini",
// "avg_execution_price":"2877.48",
// "side":"sell",
// "type":"exchange limit",
// "timestamp":"1650398122",
// "timestampms":1650398122308,
// "is_live":false,
// "is_cancelled":false,
// "is_hidden":false,
// "was_forced":false,
// "executed_amount":"0.014434",
// "client_order_id":"1650398121695",
// "options":[],
// "price":"2800.00",
// "original_amount":"0.014434",
// "remaining_amount":"0"
// }
//
// fetchOrder (private)
//
// {
// "order_id":"106028543717",
// "id":"106028543717",
// "symbol":"etheur",
// "exchange":"gemini",
// "avg_execution_price":"0.00",
// "side":"buy",
// "type":"exchange limit",
// "timestamp":"1650398446",
// "timestampms":1650398446375,
// "is_live":true,
// "is_cancelled":false,
// "is_hidden":false,
// "was_forced":false,
// "executed_amount":"0",
// "client_order_id":"1650398445709",
// "options":[],
// "price":"2000.00",
// "original_amount":"0.01",
// "remaining_amount":"0.01"
// }
//
// fetchOpenOrders (private)
//
// {
// "order_id":"106028543717",
// "id":"106028543717",
// "symbol":"etheur",
// "exchange":"gemini",
// "avg_execution_price":"0.00",
// "side":"buy",
// "type":"exchange limit",
// "timestamp":"1650398446",
// "timestampms":1650398446375,
// "is_live":true,
// "is_cancelled":false,
// "is_hidden":false,
// "was_forced":false,
// "executed_amount":"0",
// "client_order_id":"1650398445709",
// "options":[],
// "price":"2000.00",
// "original_amount":"0.01",
// "remaining_amount":"0.01"
// }
//
// cancelOrder (private)
//
// {
// "order_id":"106028543717",
// "id":"106028543717",
// "symbol":"etheur",
// "exchange":"gemini",
// "avg_execution_price":"0.00",
// "side":"buy",
// "type":"exchange limit",
// "timestamp":"1650398446",
// "timestampms":1650398446375,
// "is_live":false,
// "is_cancelled":true,
// "is_hidden":false,
// "was_forced":false,
// "executed_amount":"0",
// "client_order_id":"1650398445709",
// "reason":"Requested",
// "options":[],
// "price":"2000.00",
// "original_amount":"0.01",
// "remaining_amount":"0.01"
// }
//
const timestamp = this.safeInteger (order, 'timestampms');
const amount = this.safeString (order, 'original_amount');
const remaining = this.safeString (order, 'remaining_amount');
const filled = this.safeString (order, 'executed_amount');
let status = 'closed';
if (order['is_live']) {
status = 'open';
}
if (order['is_cancelled']) {
status = 'canceled';
}
const price = this.safeString (order, 'price');
const average = this.safeString (order, 'avg_execution_price');
let type = this.safeString (order, 'type');
if (type === 'exchange limit') {
type = 'limit';
} else if (type === 'market buy' || type === 'market sell') {
type = 'market';
} else {
type = order['type'];
}
const fee = undefined;
const marketId = this.safeString (order, 'symbol');
const symbol = this.safeSymbol (marketId, market);
const id = this.safeString (order, 'order_id');
const side = this.safeStringLower (order, 'side');
const clientOrderId = this.safeString (order, 'client_order_id');
const optionsArray = this.safeValue (order, 'options', []);
const option = this.safeString (optionsArray, 0);
let timeInForce = 'GTC';
let postOnly = false;
if (option !== undefined) {
if (option === 'immediate-or-cancel') {
timeInForce = 'IOC';
} else if (option === 'fill-or-kill') {
timeInForce = 'FOK';
} else if (option === 'maker-or-cancel') {
timeInForce = 'PO';
postOnly = true;
}
}
return this.safeOrder ({
'id': id,
'clientOrderId': clientOrderId,
'info': order,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'status': status,
'symbol': symbol,
'type': type,
'timeInForce': timeInForce, // default set to GTC
'postOnly': postOnly,
'side': side,
'price': price,
'stopPrice': undefined,
'average': average,
'cost': undefined,
'amount': amount,
'filled': filled,
'remaining': remaining,
'fee': fee,
'trades': undefined,
}, market);
}
async fetchOrder (id, symbol = undefined, params = {}) {
/**
* @method
* @name gemini#fetchOrder
* @description fetches information on an order made by the user
* @param {string|undefined} symbol unified symbol of the market the order was made in
* @param {object} params extra parameters specific to the gemini api endpoint
* @returns {object} An [order structure]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure}
*/
await this.loadMarkets ();
const request = {
'order_id': id,
};
const response = await this.privatePostV1OrderStatus (this.extend (request, params));
//
// {
// "order_id":"106028543717",
// "id":"106028543717",
// "symbol":"etheur",
// "exchange":"gemini",
// "avg_execution_price":"0.00",
// "side":"buy",
// "type":"exchange limit",
// "timestamp":"1650398446",
// "timestampms":1650398446375,
// "is_live":true,
// "is_cancelled":false,
// "is_hidden":false,
// "was_forced":false,
// "executed_amount":"0",
// "client_order_id":"1650398445709",
// "options":[],
// "price":"2000.00",
// "original_amount":"0.01",
// "remaining_amount":"0.01"
// }
//
return this.parseOrder (response);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name gemini#fetchOpenOrders
* @description fetch all unfilled currently open orders
* @param {string|undefined} symbol unified market symbol
* @param {int|undefined} since the earliest time in ms to fetch open orders for
* @param {int|undefined} limit the maximum number of open orders structur