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Luis Fernando Molina committed 2020-05-10 14:17:33 +02:00
1 parent e91125801d
commit 6368221937
75 files changed
+8943 -4332
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TaskServer/node_modules/ccxt/js/bybit.js
Generated Vendored
+220 -57
View File
@@ -4,7 +4,7 @@
const Exchange = require ('./base/Exchange');
const { TICK_SIZE } = require ('./base/functions/number');
const { AuthenticationError, ExchangeError, ArgumentsRequired, PermissionDenied, InvalidOrder, OrderNotFound, InsufficientFunds, BadRequest, RateLimitExceeded, InvalidNonce } = require ('./base/errors');
const { AuthenticationError, ExchangeError, ArgumentsRequired, PermissionDenied, InvalidOrder, OrderNotFound, InsufficientFunds, BadRequest, RateLimitExceeded, InvalidNonce, NotSupported } = require ('./base/errors');
// ---------------------------------------------------------------------------
@@ -48,7 +48,7 @@ module.exports = class bybit extends Exchange {
'30m': '30',
'1h': '60',
'2h': '120',
'3h': '180',
'4h': '240',
'6h': '360',
'12h': '720',
'1d': 'D',
@@ -63,6 +63,7 @@ module.exports = class bybit extends Exchange {
'www': 'https://www.bybit.com/',
'doc': [
'https://bybit-exchange.github.io/docs/inverse/',
'https://bybit-exchange.github.io/docs/linear/',
'https://github.com/bybit-exchange',
],
'fees': 'https://help.bybit.com/hc/en-us/articles/360039261154',
@@ -116,6 +117,41 @@ module.exports = class bybit extends Exchange {
'position/trading-stop',
],
},
'publicLinear': {
'get': [
'kline',
'recent-trading-records',
'funding/prev-funding-rate',
'mark-price-kline',
],
},
'privateLinear': {
'get': [
'order/list',
'order/search',
'stop-order/list',
'stop-order/search',
'position/list',
'position/set-auto-add-margin',
'position/set-leverage',
'position/switch-isolated',
'position/trading-stop',
'position/add-margin',
'trade/execution/list',
'trade/closed-pnl/list',
'risk-limit',
'funding/prev-funding',
'funding/predicted-funding',
],
'post': [
'order/create',
'order/cancel',
'order/cancelAll',
'stop-order/create',
'stop-order/cancel',
'stop-order/cancelAll',
],
},
'position': {
'post': [
'change-position-margin',
@@ -227,6 +263,9 @@ module.exports = class bybit extends Exchange {
},
'precisionMode': TICK_SIZE,
'options': {
'marketTypes': {
'BTC/USDT': 'linear',
},
'code': 'BTC',
'fetchBalance': {
'code': 'BTC',
@@ -309,6 +348,8 @@ module.exports = class bybit extends Exchange {
// }
//
const markets = this.safeValue (response, 'result', []);
const options = this.safeValue (this.options, 'fetchMarkets', {});
const linearQuoteCurrencies = this.safeValue (options, 'linear', { 'USDT': true });
const result = [];
for (let i = 0; i < markets.length; i++) {
const market = markets[i];
@@ -317,6 +358,8 @@ module.exports = class bybit extends Exchange {
const quoteId = this.safeString (market, 'quote_currency');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const linear = (quote in linearQuoteCurrencies);
const inverse = !linear;
const symbol = base + '/' + quote;
const lotSizeFilter = this.safeValue (market, 'lot_size_filter', {});
const priceFilter = this.safeValue (market, 'price_filter', {});
@@ -333,6 +376,12 @@ module.exports = class bybit extends Exchange {
'precision': precision,
'taker': this.safeFloat (market, 'taker_fee'),
'maker': this.safeFloat (market, 'maker_fee'),
'type': 'future',
'spot': false,
'future': true,
'option': false,
'linear': linear,
'inverse': inverse,
'limits': {
'amount': {
'min': this.safeFloat (lotSizeFilter, 'min_trading_qty'),
@@ -347,10 +396,6 @@ module.exports = class bybit extends Exchange {
'max': undefined,
},
},
'type': 'future',
'spot': false,
'future': true,
'option': false,
'info': market,
});
}
@@ -610,13 +655,25 @@ module.exports = class bybit extends Exchange {
// turnover: '162.32773718999994'
// },
//
// {
// "id":143536,
// "symbol":"BTCUSDT",
// "period":"15",
// "start_at":1587883500,
// "volume":1.035,
// "open":7540.5,
// "high":7541,
// "low":7540.5,
// "close":7541
// }
//
return [
this.safeTimestamp (ohlcv, 'open_time'),
this.safeTimestamp2 (ohlcv, 'open_time', 'start_at'),
this.safeFloat (ohlcv, 'open'),
this.safeFloat (ohlcv, 'high'),
this.safeFloat (ohlcv, 'low'),
this.safeFloat (ohlcv, 'close'),
this.safeFloat (ohlcv, 'turnover'),
this.safeFloat2 (ohlcv, 'turnover', 'volume'),
];
}
@@ -641,7 +698,13 @@ module.exports = class bybit extends Exchange {
if (limit !== undefined) {
request['limit'] = limit; // max 200, default 200
}
const response = await this.publicGetKlineList (this.extend (request, params));
const marketTypes = this.safeValue (this.options, 'marketTypes', {});
const marketType = this.safeString (marketTypes, symbol);
const method = (marketType === 'linear') ? 'publicLinearGetKline' : 'publicGetKlineList';
const response = await this[method] (this.extend (request, params));
//
// inverse perpetual BTC/USD
//
// {
// ret_code: 0,
// ret_msg: 'OK',
@@ -662,6 +725,30 @@ module.exports = class bybit extends Exchange {
// ],
// time_now: '1583953082.397330'
// }
//
// linear perpetual BTC/USDT
//
// {
// "ret_code":0,
// "ret_msg":"OK",
// "ext_code":"",
// "ext_info":"",
// "result":[
// {
// "id":143536,
// "symbol":"BTCUSDT",
// "period":"15",
// "start_at":1587883500,
// "volume":1.035,
// "open":7540.5,
// "high":7541,
// "low":7540.5,
// "close":7541
// }
// ],
// "time_now":"1587884120.168077"
// }
//
const result = this.safeValue (response, 'result', {});
return this.parseOHLCVs (result, market, timeframe, since, limit);
}
@@ -688,6 +775,8 @@ module.exports = class bybit extends Exchange {
// "exec_id": "256e5ef8-abfe-5772-971b-f944e15e0d68",
// "exec_price": "8178.5",
// "exec_qty": 1,
// // the docs say the exec_time field is "abandoned" now
// // the user should use "trade_time_ms"
// "exec_time": "1571676941.70682",
// "exec_type": "Trade", //Exec Type Enum
// "exec_value": "0.00012227",
@@ -702,30 +791,35 @@ module.exports = class bybit extends Exchange {
// "order_type": "Market", //Order Type Enum
// "side": "Buy", //Side Enum
// "symbol": "BTCUSD", //Symbol Enum
// "user_id": 1
// "user_id": 1,
// "trade_time_ms": 1577480599000
// }
//
const id = this.safeString2 (trade, 'id', 'exec_id');
let symbol = undefined;
let base = undefined;
const marketId = this.safeString (trade, 'symbol');
let amount = this.safeFloat2 (trade, 'qty', 'exec_qty');
let cost = this.safeFloat (trade, 'exec_value');
const price = this.safeFloat2 (trade, 'price', 'exec_price');
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
symbol = market['symbol'];
base = market['base'];
}
if ((symbol === undefined) && (market !== undefined)) {
symbol = market['symbol'];
base = market['base'];
if (market !== undefined) {
if (symbol === undefined) {
symbol = market['symbol'];
base = market['base'];
}
// if private trade
if ('exec_fee' in trade) {
if (market['inverse']) {
amount = this.safeFloat (trade, 'exec_value');
cost = this.safeFloat (trade, 'exec_qty');
}
}
}
let timestamp = this.parse8601 (this.safeString (trade, 'time'));
if (timestamp === undefined) {
timestamp = this.safeTimestamp (trade, 'exec_time');
}
const side = this.safeStringLower (trade, 'side');
const price = this.safeFloat2 (trade, 'price', 'exec_price');
const amount = this.safeFloat2 (trade, 'qty', 'exec_qty');
let cost = this.safeFloat (trade, 'exec_value');
if (cost === undefined) {
if (amount !== undefined) {
if (price !== undefined) {
@@ -733,6 +827,11 @@ module.exports = class bybit extends Exchange {
}
}
}
let timestamp = this.parse8601 (this.safeString (trade, 'time'));
if (timestamp === undefined) {
timestamp = this.safeInteger (trade, 'trade_time_ms');
}
const side = this.safeStringLower (trade, 'side');
const lastLiquidityInd = this.safeString (trade, 'last_liquidity_ind');
const takerOrMaker = (lastLiquidityInd === 'AddedLiquidity') ? 'maker' : 'taker';
const feeCost = this.safeFloat (trade, 'exec_fee');
@@ -771,7 +870,10 @@ module.exports = class bybit extends Exchange {
if (limit !== undefined) {
request['count'] = limit; // default 500, max 1000
}
const response = await this.publicGetTradingRecords (this.extend (request, params));
const marketTypes = this.safeValue (this.options, 'marketTypes', {});
const marketType = this.safeString (marketTypes, symbol);
const method = (marketType === 'linear') ? 'publicLinearGetRecentTradingRecords' : 'publicGetTradingRecords';
const response = await this[method] (this.extend (request, params));
//
// {
// ret_code: 0,
@@ -885,8 +987,8 @@ module.exports = class bybit extends Exchange {
// "last_exec_time": 0,
// "last_exec_price": 0,
// "leaves_qty": 1,
// "cum_exec_qty": 0,
// "cum_exec_value": 0,
// "cum_exec_qty": 0, // in contracts, where 1 contract = 1 quote currency unit (USD for inverse contracts)
// "cum_exec_value": 0, // in contract's underlying currency (BTC for inverse contracts)
// "cum_exec_fee": 0,
// "reject_reason": "",
// "order_link_id": "",
@@ -894,18 +996,69 @@ module.exports = class bybit extends Exchange {
// "updated_at": "2019-11-30T11:03:43.455Z"
// }
//
// fetchOrder
//
// {
// "user_id" : 599946,
// "symbol" : "BTCUSD",
// "side" : "Buy",
// "order_type" : "Limit",
// "price" : "7948",
// "qty" : 10,
// "time_in_force" : "GoodTillCancel",
// "order_status" : "Filled",
// "ext_fields" : {
// "o_req_num" : -1600687220498,
// "xreq_type" : "x_create"
// },
// "last_exec_time" : "1588150113.968422",
// "last_exec_price" : "7948",
// "leaves_qty" : 0,
// "leaves_value" : "0",
// "cum_exec_qty" : 10,
// "cum_exec_value" : "0.00125817",
// "cum_exec_fee" : "-0.00000031",
// "reject_reason" : "",
// "cancel_type" : "",
// "order_link_id" : "",
// "created_at" : "2020-04-29T08:45:24.399146Z",
// "updated_at" : "2020-04-29T08:48:33.968422Z",
// "order_id" : "dd2504b9-0157-406a-99e1-efa522373944"
// }
//
const marketId = this.safeString (order, 'symbol');
let symbol = undefined;
let base = undefined;
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
}
const timestamp = this.parse8601 (this.safeString (order, 'created_at'));
const id = this.safeString (order, 'order_id');
const price = this.safeFloat (order, 'price');
const average = this.safeFloat (order, 'average_price');
const amount = this.safeFloat (order, 'qty');
let filled = this.safeFloat (order, 'cum_exec_qty');
let remaining = this.safeFloat (order, 'leaves_qty');
let amount = undefined;
let cost = undefined;
let filled = undefined;
let remaining = undefined;
if (market !== undefined) {
symbol = market['symbol'];
base = market['base'];
if (market['inverse']) {
cost = this.safeFloat (order, 'cum_exec_qty');
filled = this.safeFloat (order, 'cum_exec_value');
remaining = this.safeFloat (order, 'leaves_value');
amount = this.sum (filled, remaining);
} else {
amount = this.safeFloat (order, 'qty');
cost = this.safeFloat (order, 'cum_exec_value');
filled = this.safeFloat (order, 'cum_exec_qty');
remaining = this.safeFloat (order, 'leaves_qty');
}
}
let lastTradeTimestamp = this.safeTimestamp (order, 'last_exec_time');
if (lastTradeTimestamp === 0) {
lastTradeTimestamp = undefined;
}
let cost = this.safeFloat (order, 'cum_exec_value');
if ((filled === undefined) && (amount !== undefined) && (remaining !== undefined)) {
filled = amount - remaining;
}
@@ -920,22 +1073,6 @@ module.exports = class bybit extends Exchange {
}
}
const status = this.parseOrderStatus (this.safeString (order, 'order_status'));
const marketId = this.safeString (order, 'symbol');
let symbol = undefined;
let base = undefined;
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
symbol = market['symbol'];
base = market['base'];
}
if (market !== undefined) {
if (symbol === undefined) {
symbol = market['symbol'];
}
if (base === undefined) {
base = market['base'];
}
}
const side = this.safeStringLower (order, 'side');
let feeCost = this.safeFloat (order, 'cum_exec_fee');
let fee = undefined;
@@ -987,7 +1124,9 @@ module.exports = class bybit extends Exchange {
// conditional orders ---------------------------------------------
// 'stop_order_id': id, // one of stop_order_id or order_link_id is required for conditional orders
};
let method = 'privateGetOrder';
const marketTypes = this.safeValue (this.options, 'marketTypes', {});
const marketType = this.safeString (marketTypes, symbol);
let method = (marketType === 'linear') ? 'privateLinearGetOrderSearch' : 'privateGetOrder';
const stopOrderId = this.safeString (params, 'stop_order_id');
if (stopOrderId === undefined) {
const orderLinkId = this.safeString (params, 'order_link_id');
@@ -995,7 +1134,7 @@ module.exports = class bybit extends Exchange {
request['order_id'] = id;
}
} else {
method = 'privateGetStopOrder';
method = (marketType === 'linear') ? 'privateLinearGetStopOrderSearch' : 'privateGetStopOrder';
}
const response = await this[method] (this.extend (request, params));
//
@@ -1107,12 +1246,14 @@ module.exports = class bybit extends Exchange {
}
const stopPx = this.safeValue (params, 'stop_px');
const basePrice = this.safeValue (params, 'base_price');
let method = 'privatePostOrderCreate';
const marketTypes = this.safeValue (this.options, 'marketTypes', {});
const marketType = this.safeString (marketTypes, symbol);
let method = (marketType === 'linear') ? 'privateLinearPostOrderCreate' : 'privatePostOrderCreate';
if (stopPx !== undefined) {
if (basePrice === undefined) {
throw new ArgumentsRequired (this.id + ' createOrder requires both the stop_px and base_price params for a conditional ' + type + ' order');
} else {
method = 'openapiPostStopOrderCreate';
method = (marketType === 'linear') ? 'privateLinearPostStopOrderCreate' : 'openapiPostStopOrderCreate';
request['stop_px'] = this.priceToPrecision (symbol, stopPx);
request['base_price'] = this.priceToPrecision (symbol, basePrice);
params = this.omit (params, [ 'stop_px', 'base_price' ]);
@@ -1206,6 +1347,11 @@ module.exports = class bybit extends Exchange {
if (symbol === undefined) {
throw new ArgumentsRequired (this.id + ' editOrder requires an symbol argument');
}
const marketTypes = this.safeValue (this.options, 'marketTypes', {});
const marketType = this.safeString (marketTypes, symbol);
if (marketType === 'linear') {
throw new NotSupported (this.id + ' does not support editOrder for ' + marketType + ' ' + symbol + ' market type');
}
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
@@ -1283,7 +1429,9 @@ module.exports = class bybit extends Exchange {
// conditional orders ---------------------------------------------
// 'stop_order_id': id, // one of stop_order_id or order_link_id is required for conditional orders
};
let method = 'privatePostOrderCancel';
const marketTypes = this.safeValue (this.options, 'marketTypes', {});
const marketType = this.safeValue (marketTypes, symbol);
let method = (marketType === 'linear') ? 'privateLinearPostOrderCancel' : 'privatePostOrderCancel';
const stopOrderId = this.safeString (params, 'stop_order_id');
if (stopOrderId === undefined) {
const orderLinkId = this.safeString (params, 'order_link_id');
@@ -1291,7 +1439,7 @@ module.exports = class bybit extends Exchange {
request['order_id'] = id;
}
} else {
method = 'openapiPostStopOrderCancel';
method = (marketType === 'linear') ? 'privateLinearPostStopOrderCancel' : 'openapiPostStopOrderCancel';
}
const response = await this[method] (this.extend (request, params));
const result = this.safeValue (response, 'result', {});
@@ -1308,7 +1456,10 @@ module.exports = class bybit extends Exchange {
'symbol': market['id'],
};
const options = this.safeValue (this.options, 'cancelAllOrders');
const method = this.safeString (options, 'method', 'privatePostOrderCancelAll');
const marketTypes = this.safeValue (this.options, 'marketTypes', {});
const marketType = this.safeString (marketTypes, symbol);
const defaultMethod = (marketType === 'linear') ? 'privateLinearPostOrderCancelAll' : 'privatePostOrderCancelAll';
const method = this.safeString (options, 'method', defaultMethod);
const response = await this[method] (this.extend (request, params));
const result = this.safeValue (response, 'result', []);
return this.parseOrders (result, market);
@@ -1337,7 +1488,9 @@ module.exports = class bybit extends Exchange {
request['limit'] = limit;
}
const options = this.safeValue (this.options, 'fetchOrders', {});
let defaultMethod = 'openapiGetOrderList';
const marketTypes = this.safeValue (this.options, 'marketTypes', {});
const marketType = this.safeString (marketTypes, symbol);
let defaultMethod = (marketType === 'linear') ? 'privateLinearGetOrderList' : 'openapiGetOrderList';
let query = params;
if (('stop_order_id' in params) || ('stop_order_status' in params)) {
let stopOrderStatus = this.safeValue (params, 'stopOrderStatus');
@@ -1348,7 +1501,7 @@ module.exports = class bybit extends Exchange {
request['stop_order_status'] = stopOrderStatus;
query = this.omit (params, 'stop_order_status');
}
defaultMethod = 'openapiGetStopOrderList';
defaultMethod = (marketType === 'linear') ? 'privateLinearGetStopOrderList' : 'openapiGetStopOrderList';
}
const method = this.safeString (options, 'method', defaultMethod);
const response = await this[method] (this.extend (request, query));
@@ -1524,12 +1677,15 @@ module.exports = class bybit extends Exchange {
request['symbol'] = market['id'];
}
if (since !== undefined) {
request['start_time'] = parseInt (since / 1000);
request['start_time'] = since;
}
if (limit !== undefined) {
request['limit'] = limit; // default 20, max 50
}
const response = await this.privateGetExecutionList (this.extend (request, params));
const marketTypes = this.safeValue (this.options, 'marketTypes', {});
const marketType = this.safeString (marketTypes, symbol);
const method = (marketType === 'linear') ? 'privateLinearGetTradeExecutionList' : 'privateGetExecutionList';
const response = await this[method] (this.extend (request, params));
//
// {
// "ret_code": 0,
@@ -1864,6 +2020,11 @@ module.exports = class bybit extends Exchange {
if (Object.keys (params).length) {
request += '?' + this.rawencode (params);
}
} else if (api === 'publicLinear') {
request = '/public/linear/' + request;
if (Object.keys (params).length) {
request += '?' + this.rawencode (params);
}
} else {
this.checkRequiredCredentials ();
if (api === 'openapi') {
@@ -1871,14 +2032,16 @@ module.exports = class bybit extends Exchange {
} else if (api === 'private') {
// private v2
request = '/' + this.version + '/' + api + '/' + request;
} else if (api === 'privateLinear') {
request = '/private/linear/' + request;
} else {
// position, user
request += '/' + api + '/' + request;
request = '/' + api + '/' + request;
}
const timestamp = this.nonce ();
const query = this.extend (params, {
'api_key': this.apiKey,
'recvWindow': this.options['recvWindow'],
'recv_window': this.options['recvWindow'],
'timestamp': timestamp,
});
const auth = this.rawencode (this.keysort (query));