1330 lines
53 KiB
JavaScript
1330 lines
53 KiB
JavaScript
'use strict';
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// ---------------------------------------------------------------------------
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const Exchange = require ('./base/Exchange');
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const { TICK_SIZE } = require ('./base/functions/number');
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const { AuthenticationError, BadRequest, DDoSProtection, ExchangeError, ExchangeNotAvailable, InsufficientFunds, InvalidOrder, OrderNotFound, PermissionDenied } = require ('./base/errors');
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// ---------------------------------------------------------------------------
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module.exports = class bitmex extends Exchange {
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describe () {
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return this.deepExtend (super.describe (), {
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'id': 'bitmex',
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'name': 'BitMEX',
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'countries': [ 'SC' ], // Seychelles
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'version': 'v1',
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'userAgent': undefined,
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'rateLimit': 2000,
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'pro': true,
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'has': {
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'CORS': false,
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'fetchOHLCV': true,
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'withdraw': true,
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'editOrder': true,
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'fetchOrder': true,
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'fetchOrders': true,
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'fetchOpenOrders': true,
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'fetchClosedOrders': true,
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'fetchMyTrades': true,
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'fetchLedger': true,
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'fetchTransactions': 'emulated',
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},
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'timeframes': {
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'1m': '1m',
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'5m': '5m',
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'1h': '1h',
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'1d': '1d',
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},
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'urls': {
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'test': {
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'public': 'https://testnet.bitmex.com',
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'private': 'https://testnet.bitmex.com',
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},
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'logo': 'https://user-images.githubusercontent.com/1294454/27766319-f653c6e6-5ed4-11e7-933d-f0bc3699ae8f.jpg',
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'api': {
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'public': 'https://www.bitmex.com',
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'private': 'https://www.bitmex.com',
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},
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'www': 'https://www.bitmex.com',
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'doc': [
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'https://www.bitmex.com/app/apiOverview',
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'https://github.com/BitMEX/api-connectors/tree/master/official-http',
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],
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'fees': 'https://www.bitmex.com/app/fees',
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'referral': 'https://www.bitmex.com/register/upZpOX',
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},
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'api': {
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'public': {
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'get': [
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'announcement',
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'announcement/urgent',
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'funding',
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'instrument',
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'instrument/active',
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'instrument/activeAndIndices',
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'instrument/activeIntervals',
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'instrument/compositeIndex',
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'instrument/indices',
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'insurance',
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'leaderboard',
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'liquidation',
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'orderBook',
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'orderBook/L2',
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'quote',
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'quote/bucketed',
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'schema',
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'schema/websocketHelp',
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'settlement',
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'stats',
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'stats/history',
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'trade',
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'trade/bucketed',
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],
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},
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'private': {
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'get': [
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'apiKey',
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'chat',
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'chat/channels',
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'chat/connected',
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'execution',
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'execution/tradeHistory',
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'notification',
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'order',
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'position',
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'user',
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'user/affiliateStatus',
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'user/checkReferralCode',
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'user/commission',
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'user/depositAddress',
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'user/margin',
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'user/minWithdrawalFee',
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'user/wallet',
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'user/walletHistory',
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'user/walletSummary',
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],
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'post': [
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'apiKey',
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'apiKey/disable',
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'apiKey/enable',
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'chat',
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'order',
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'order/bulk',
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'order/cancelAllAfter',
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'order/closePosition',
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'position/isolate',
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'position/leverage',
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'position/riskLimit',
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'position/transferMargin',
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'user/cancelWithdrawal',
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'user/confirmEmail',
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'user/confirmEnableTFA',
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'user/confirmWithdrawal',
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'user/disableTFA',
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'user/logout',
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'user/logoutAll',
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'user/preferences',
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'user/requestEnableTFA',
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'user/requestWithdrawal',
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],
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'put': [
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'order',
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'order/bulk',
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'user',
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],
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'delete': [
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'apiKey',
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'order',
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'order/all',
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],
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},
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},
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'exceptions': {
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'exact': {
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'Invalid API Key.': AuthenticationError,
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'This key is disabled.': PermissionDenied,
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'Access Denied': PermissionDenied,
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'Duplicate clOrdID': InvalidOrder,
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'orderQty is invalid': InvalidOrder,
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'Invalid price': InvalidOrder,
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'Invalid stopPx for ordType': InvalidOrder,
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},
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'broad': {
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'Signature not valid': AuthenticationError,
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'overloaded': ExchangeNotAvailable,
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'Account has insufficient Available Balance': InsufficientFunds,
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'Service unavailable': ExchangeNotAvailable, // {"error":{"message":"Service unavailable","name":"HTTPError"}}
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},
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},
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'precisionMode': TICK_SIZE,
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'options': {
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// https://blog.bitmex.com/api_announcement/deprecation-of-api-nonce-header/
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// https://github.com/ccxt/ccxt/issues/4789
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'api-expires': 5, // in seconds
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'fetchOHLCVOpenTimestamp': true,
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},
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});
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}
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async fetchMarkets (params = {}) {
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const response = await this.publicGetInstrumentActiveAndIndices (params);
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const result = [];
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for (let i = 0; i < response.length; i++) {
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const market = response[i];
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const active = (market['state'] !== 'Unlisted');
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const id = market['symbol'];
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const baseId = market['underlying'];
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const quoteId = market['quoteCurrency'];
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const basequote = baseId + quoteId;
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const base = this.safeCurrencyCode (baseId);
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const quote = this.safeCurrencyCode (quoteId);
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const swap = (id === basequote);
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// 'positionCurrency' may be empty ("", as Bitmex currently returns for ETHUSD)
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// so let's take the quote currency first and then adjust if needed
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const positionId = this.safeString2 (market, 'positionCurrency', 'quoteCurrency');
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let type = undefined;
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let future = false;
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let prediction = false;
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const position = this.safeCurrencyCode (positionId);
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let symbol = id;
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if (swap) {
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type = 'swap';
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symbol = base + '/' + quote;
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} else if (id.indexOf ('B_') >= 0) {
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prediction = true;
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type = 'prediction';
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} else {
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future = true;
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type = 'future';
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}
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const precision = {
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'amount': undefined,
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'price': undefined,
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};
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const lotSize = this.safeFloat (market, 'lotSize');
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const tickSize = this.safeFloat (market, 'tickSize');
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if (lotSize !== undefined) {
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precision['amount'] = lotSize;
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}
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if (tickSize !== undefined) {
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precision['price'] = tickSize;
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}
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const limits = {
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'amount': {
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'min': undefined,
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'max': undefined,
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},
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'price': {
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'min': tickSize,
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'max': this.safeFloat (market, 'maxPrice'),
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},
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'cost': {
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'min': undefined,
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'max': undefined,
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},
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};
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const limitField = (position === quote) ? 'cost' : 'amount';
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limits[limitField] = {
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'min': lotSize,
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'max': this.safeFloat (market, 'maxOrderQty'),
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};
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result.push ({
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'id': id,
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'symbol': symbol,
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'base': base,
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'quote': quote,
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'baseId': baseId,
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'quoteId': quoteId,
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'active': active,
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'precision': precision,
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'limits': limits,
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'taker': this.safeFloat (market, 'takerFee'),
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'maker': this.safeFloat (market, 'makerFee'),
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'type': type,
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'spot': false,
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'swap': swap,
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'future': future,
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'prediction': prediction,
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'info': market,
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});
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}
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return result;
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}
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async fetchBalance (params = {}) {
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await this.loadMarkets ();
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const request = {
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'currency': 'all',
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};
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const response = await this.privateGetUserMargin (this.extend (request, params));
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const result = { 'info': response };
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for (let i = 0; i < response.length; i++) {
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const balance = response[i];
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const currencyId = this.safeString (balance, 'currency');
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const code = this.safeCurrencyCode (currencyId);
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const account = this.account ();
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account['free'] = this.safeFloat (balance, 'availableMargin');
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account['total'] = this.safeFloat (balance, 'marginBalance');
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if (code === 'BTC') {
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account['free'] = account['free'] * 0.00000001;
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account['total'] = account['total'] * 0.00000001;
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}
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result[code] = account;
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}
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return this.parseBalance (result);
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}
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async fetchOrderBook (symbol, limit = undefined, params = {}) {
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await this.loadMarkets ();
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const market = this.market (symbol);
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const request = {
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'symbol': market['id'],
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};
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if (limit !== undefined) {
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request['depth'] = limit;
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}
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const response = await this.publicGetOrderBookL2 (this.extend (request, params));
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const result = {
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'bids': [],
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'asks': [],
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'timestamp': undefined,
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'datetime': undefined,
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'nonce': undefined,
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};
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for (let i = 0; i < response.length; i++) {
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const order = response[i];
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const side = (order['side'] === 'Sell') ? 'asks' : 'bids';
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const amount = this.safeFloat (order, 'size');
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const price = this.safeFloat (order, 'price');
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// https://github.com/ccxt/ccxt/issues/4926
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// https://github.com/ccxt/ccxt/issues/4927
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// the exchange sometimes returns null price in the orderbook
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if (price !== undefined) {
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result[side].push ([ price, amount ]);
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}
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}
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result['bids'] = this.sortBy (result['bids'], 0, true);
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result['asks'] = this.sortBy (result['asks'], 0);
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return result;
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}
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async fetchOrder (id, symbol = undefined, params = {}) {
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const filter = {
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'filter': {
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'orderID': id,
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},
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};
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const response = await this.fetchOrders (symbol, undefined, undefined, this.deepExtend (filter, params));
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const numResults = response.length;
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if (numResults === 1) {
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return response[0];
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}
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throw new OrderNotFound (this.id + ': The order ' + id + ' not found.');
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}
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async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
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await this.loadMarkets ();
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let market = undefined;
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let request = {};
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if (symbol !== undefined) {
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market = this.market (symbol);
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request['symbol'] = market['id'];
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}
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if (since !== undefined) {
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request['startTime'] = this.iso8601 (since);
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}
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if (limit !== undefined) {
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request['count'] = limit;
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}
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request = this.deepExtend (request, params);
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// why the hassle? urlencode in python is kinda broken for nested dicts.
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// E.g. self.urlencode({"filter": {"open": True}}) will return "filter={'open':+True}"
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// Bitmex doesn't like that. Hence resorting to this hack.
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if ('filter' in request) {
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request['filter'] = this.json (request['filter']);
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}
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const response = await this.privateGetOrder (request);
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return this.parseOrders (response, market, since, limit);
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}
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async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
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const request = {
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'filter': {
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'open': true,
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},
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};
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return await this.fetchOrders (symbol, since, limit, this.deepExtend (request, params));
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}
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async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
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// Bitmex barfs if you set 'open': false in the filter...
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const orders = await this.fetchOrders (symbol, since, limit, params);
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return this.filterBy (orders, 'status', 'closed');
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}
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async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
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await this.loadMarkets ();
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let market = undefined;
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let request = {};
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if (symbol !== undefined) {
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market = this.market (symbol);
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request['symbol'] = market['id'];
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}
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if (since !== undefined) {
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request['startTime'] = this.iso8601 (since);
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}
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if (limit !== undefined) {
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request['count'] = limit;
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}
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request = this.deepExtend (request, params);
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// why the hassle? urlencode in python is kinda broken for nested dicts.
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// E.g. self.urlencode({"filter": {"open": True}}) will return "filter={'open':+True}"
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// Bitmex doesn't like that. Hence resorting to this hack.
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if ('filter' in request) {
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request['filter'] = this.json (request['filter']);
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}
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const response = await this.privateGetExecutionTradeHistory (request);
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//
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// [
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// {
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// "execID": "string",
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// "orderID": "string",
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// "clOrdID": "string",
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// "clOrdLinkID": "string",
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// "account": 0,
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// "symbol": "string",
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// "side": "string",
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// "lastQty": 0,
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// "lastPx": 0,
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// "underlyingLastPx": 0,
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// "lastMkt": "string",
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// "lastLiquidityInd": "string",
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// "simpleOrderQty": 0,
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// "orderQty": 0,
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// "price": 0,
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// "displayQty": 0,
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// "stopPx": 0,
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// "pegOffsetValue": 0,
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// "pegPriceType": "string",
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// "currency": "string",
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// "settlCurrency": "string",
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// "execType": "string",
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// "ordType": "string",
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// "timeInForce": "string",
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// "execInst": "string",
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// "contingencyType": "string",
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// "exDestination": "string",
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// "ordStatus": "string",
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// "triggered": "string",
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// "workingIndicator": true,
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// "ordRejReason": "string",
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// "simpleLeavesQty": 0,
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// "leavesQty": 0,
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// "simpleCumQty": 0,
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// "cumQty": 0,
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// "avgPx": 0,
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// "commission": 0,
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// "tradePublishIndicator": "string",
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// "multiLegReportingType": "string",
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// "text": "string",
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// "trdMatchID": "string",
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// "execCost": 0,
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// "execComm": 0,
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// "homeNotional": 0,
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// "foreignNotional": 0,
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// "transactTime": "2019-03-05T12:47:02.762Z",
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// "timestamp": "2019-03-05T12:47:02.762Z"
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// }
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// ]
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//
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return this.parseTrades (response, market, since, limit);
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}
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parseLedgerEntryType (type) {
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const types = {
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'Withdrawal': 'transaction',
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'RealisedPNL': 'margin',
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'UnrealisedPNL': 'margin',
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'Deposit': 'transaction',
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'Transfer': 'transfer',
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'AffiliatePayout': 'referral',
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};
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return this.safeString (types, type, type);
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}
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parseLedgerEntry (item, currency = undefined) {
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//
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// {
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// transactID: "69573da3-7744-5467-3207-89fd6efe7a47",
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// account: 24321,
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// currency: "XBt",
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// transactType: "Withdrawal", // "AffiliatePayout", "Transfer", "Deposit", "RealisedPNL", ...
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// amount: -1000000,
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// fee: 300000,
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// transactStatus: "Completed", // "Canceled", ...
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// address: "1Ex4fkF4NhQaQdRWNoYpqiPbDBbq18Kdd9",
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// tx: "3BMEX91ZhhKoWtsH9QRb5dNXnmnGpiEetA",
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// text: "",
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// transactTime: "2017-03-21T20:05:14.388Z",
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// walletBalance: 0, // balance after
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// marginBalance: null,
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// timestamp: "2017-03-22T13:09:23.514Z"
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// }
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//
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// ButMEX returns the unrealized pnl from the wallet history endpoint.
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// The unrealized pnl transaction has an empty timestamp.
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// It is not related to historical pnl it has status set to "Pending".
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// Therefore it's not a part of the history at all.
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// https://github.com/ccxt/ccxt/issues/6047
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//
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// {
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// "transactID":"00000000-0000-0000-0000-000000000000",
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// "account":121210,
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// "currency":"XBt",
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// "transactType":"UnrealisedPNL",
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// "amount":-5508,
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// "fee":0,
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// "transactStatus":"Pending",
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// "address":"XBTUSD",
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// "tx":"",
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// "text":"",
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// "transactTime":null, # ←---------------------------- null
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// "walletBalance":139198767,
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// "marginBalance":139193259,
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// "timestamp":null # ←---------------------------- null
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// }
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//
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const id = this.safeString (item, 'transactID');
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const account = this.safeString (item, 'account');
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const referenceId = this.safeString (item, 'tx');
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const referenceAccount = undefined;
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const type = this.parseLedgerEntryType (this.safeString (item, 'transactType'));
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const currencyId = this.safeString (item, 'currency');
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const code = this.safeCurrencyCode (currencyId, currency);
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let amount = this.safeFloat (item, 'amount');
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if (amount !== undefined) {
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amount = amount * 1e-8;
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}
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let timestamp = this.parse8601 (this.safeString (item, 'transactTime'));
|
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if (timestamp === undefined) {
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// https://github.com/ccxt/ccxt/issues/6047
|
|
// set the timestamp to zero, 1970 Jan 1 00:00:00
|
|
// for unrealized pnl and other transactions without a timestamp
|
|
timestamp = 0; // see comments above
|
|
}
|
|
let feeCost = this.safeFloat (item, 'fee', 0);
|
|
if (feeCost !== undefined) {
|
|
feeCost = feeCost * 1e-8;
|
|
}
|
|
const fee = {
|
|
'cost': feeCost,
|
|
'currency': code,
|
|
};
|
|
let after = this.safeFloat (item, 'walletBalance');
|
|
if (after !== undefined) {
|
|
after = after * 1e-8;
|
|
}
|
|
const before = this.sum (after, -amount);
|
|
let direction = undefined;
|
|
if (amount < 0) {
|
|
direction = 'out';
|
|
amount = Math.abs (amount);
|
|
} else {
|
|
direction = 'in';
|
|
}
|
|
const status = this.parseTransactionStatus (this.safeString (item, 'transactStatus'));
|
|
return {
|
|
'id': id,
|
|
'info': item,
|
|
'timestamp': timestamp,
|
|
'datetime': this.iso8601 (timestamp),
|
|
'direction': direction,
|
|
'account': account,
|
|
'referenceId': referenceId,
|
|
'referenceAccount': referenceAccount,
|
|
'type': type,
|
|
'currency': code,
|
|
'amount': amount,
|
|
'before': before,
|
|
'after': after,
|
|
'status': status,
|
|
'fee': fee,
|
|
};
|
|
}
|
|
|
|
async fetchLedger (code = undefined, since = undefined, limit = undefined, params = {}) {
|
|
await this.loadMarkets ();
|
|
let currency = undefined;
|
|
if (code !== undefined) {
|
|
currency = this.currency (code);
|
|
}
|
|
const request = {
|
|
// 'start': 123,
|
|
};
|
|
//
|
|
// if (since !== undefined) {
|
|
// // date-based pagination not supported
|
|
// }
|
|
//
|
|
if (limit !== undefined) {
|
|
request['count'] = limit;
|
|
}
|
|
const response = await this.privateGetUserWalletHistory (this.extend (request, params));
|
|
//
|
|
// [
|
|
// {
|
|
// transactID: "69573da3-7744-5467-3207-89fd6efe7a47",
|
|
// account: 24321,
|
|
// currency: "XBt",
|
|
// transactType: "Withdrawal", // "AffiliatePayout", "Transfer", "Deposit", "RealisedPNL", ...
|
|
// amount: -1000000,
|
|
// fee: 300000,
|
|
// transactStatus: "Completed", // "Canceled", ...
|
|
// address: "1Ex4fkF4NhQaQdRWNoYpqiPbDBbq18Kdd9",
|
|
// tx: "3BMEX91ZhhKoWtsH9QRb5dNXnmnGpiEetA",
|
|
// text: "",
|
|
// transactTime: "2017-03-21T20:05:14.388Z",
|
|
// walletBalance: 0, // balance after
|
|
// marginBalance: null,
|
|
// timestamp: "2017-03-22T13:09:23.514Z"
|
|
// }
|
|
// ]
|
|
//
|
|
return this.parseLedger (response, currency, since, limit);
|
|
}
|
|
|
|
async fetchTransactions (code = undefined, since = undefined, limit = undefined, params = {}) {
|
|
await this.loadMarkets ();
|
|
const request = {
|
|
// 'start': 123,
|
|
};
|
|
//
|
|
// if (since !== undefined) {
|
|
// // date-based pagination not supported
|
|
// }
|
|
//
|
|
if (limit !== undefined) {
|
|
request['count'] = limit;
|
|
}
|
|
const response = await this.privateGetUserWalletHistory (this.extend (request, params));
|
|
const transactions = this.filterByArray (response, 'transactType', [ 'Withdrawal', 'Deposit' ], false);
|
|
let currency = undefined;
|
|
if (code !== undefined) {
|
|
currency = this.currency (code);
|
|
}
|
|
return this.parseTransactions (transactions, currency, since, limit);
|
|
}
|
|
|
|
parseTransactionStatus (status) {
|
|
const statuses = {
|
|
'Canceled': 'canceled',
|
|
'Completed': 'ok',
|
|
'Pending': 'pending',
|
|
};
|
|
return this.safeString (statuses, status, status);
|
|
}
|
|
|
|
parseTransaction (transaction, currency = undefined) {
|
|
//
|
|
// {
|
|
// 'transactID': 'ffe699c2-95ee-4c13-91f9-0faf41daec25',
|
|
// 'account': 123456,
|
|
// 'currency': 'XBt',
|
|
// 'transactType': 'Withdrawal',
|
|
// 'amount': -100100000,
|
|
// 'fee': 100000,
|
|
// 'transactStatus': 'Completed',
|
|
// 'address': '385cR5DM96n1HvBDMzLHPYcw89fZAXULJP',
|
|
// 'tx': '3BMEXabcdefghijklmnopqrstuvwxyz123',
|
|
// 'text': '',
|
|
// 'transactTime': '2019-01-02T01:00:00.000Z',
|
|
// 'walletBalance': 99900000,
|
|
// 'marginBalance': None,
|
|
// 'timestamp': '2019-01-02T13:00:00.000Z'
|
|
// }
|
|
//
|
|
const id = this.safeString (transaction, 'transactID');
|
|
// For deposits, transactTime == timestamp
|
|
// For withdrawals, transactTime is submission, timestamp is processed
|
|
const transactTime = this.parse8601 (this.safeString (transaction, 'transactTime'));
|
|
const timestamp = this.parse8601 (this.safeString (transaction, 'timestamp'));
|
|
const type = this.safeStringLower (transaction, 'transactType');
|
|
// Deposits have no from address or to address, withdrawals have both
|
|
let address = undefined;
|
|
let addressFrom = undefined;
|
|
let addressTo = undefined;
|
|
if (type === 'withdrawal') {
|
|
address = this.safeString (transaction, 'address');
|
|
addressFrom = this.safeString (transaction, 'tx');
|
|
addressTo = address;
|
|
}
|
|
let amount = this.safeInteger (transaction, 'amount');
|
|
if (amount !== undefined) {
|
|
amount = Math.abs (amount) * 1e-8;
|
|
}
|
|
let feeCost = this.safeInteger (transaction, 'fee');
|
|
if (feeCost !== undefined) {
|
|
feeCost = feeCost * 1e-8;
|
|
}
|
|
const fee = {
|
|
'cost': feeCost,
|
|
'currency': 'BTC',
|
|
};
|
|
let status = this.safeString (transaction, 'transactStatus');
|
|
if (status !== undefined) {
|
|
status = this.parseTransactionStatus (status);
|
|
}
|
|
return {
|
|
'info': transaction,
|
|
'id': id,
|
|
'txid': undefined,
|
|
'timestamp': transactTime,
|
|
'datetime': this.iso8601 (transactTime),
|
|
'addressFrom': addressFrom,
|
|
'address': address,
|
|
'addressTo': addressTo,
|
|
'tagFrom': undefined,
|
|
'tag': undefined,
|
|
'tagTo': undefined,
|
|
'type': type,
|
|
'amount': amount,
|
|
// BTC is the only currency on Bitmex
|
|
'currency': 'BTC',
|
|
'status': status,
|
|
'updated': timestamp,
|
|
'comment': undefined,
|
|
'fee': fee,
|
|
};
|
|
}
|
|
|
|
async fetchTicker (symbol, params = {}) {
|
|
await this.loadMarkets ();
|
|
const market = this.market (symbol);
|
|
if (!market['active']) {
|
|
throw new ExchangeError (this.id + ': symbol ' + symbol + ' is delisted');
|
|
}
|
|
const tickers = await this.fetchTickers ([ symbol ], params);
|
|
const ticker = this.safeValue (tickers, symbol);
|
|
if (ticker === undefined) {
|
|
throw new ExchangeError (this.id + ' ticker symbol ' + symbol + ' not found');
|
|
}
|
|
return ticker;
|
|
}
|
|
|
|
async fetchTickers (symbols = undefined, params = {}) {
|
|
await this.loadMarkets ();
|
|
const response = await this.publicGetInstrumentActiveAndIndices (params);
|
|
const result = {};
|
|
for (let i = 0; i < response.length; i++) {
|
|
const ticker = this.parseTicker (response[i]);
|
|
const symbol = this.safeString (ticker, 'symbol');
|
|
if (symbol !== undefined) {
|
|
result[symbol] = ticker;
|
|
}
|
|
}
|
|
return result;
|
|
}
|
|
|
|
parseTicker (ticker, market = undefined) {
|
|
//
|
|
// { symbol: "ETHH19",
|
|
// rootSymbol: "ETH",
|
|
// state: "Open",
|
|
// typ: "FFCCSX",
|
|
// listing: "2018-12-17T04:00:00.000Z",
|
|
// front: "2019-02-22T12:00:00.000Z",
|
|
// expiry: "2019-03-29T12:00:00.000Z",
|
|
// settle: "2019-03-29T12:00:00.000Z",
|
|
// relistInterval: null,
|
|
// inverseLeg: "",
|
|
// sellLeg: "",
|
|
// buyLeg: "",
|
|
// optionStrikePcnt: null,
|
|
// optionStrikeRound: null,
|
|
// optionStrikePrice: null,
|
|
// optionMultiplier: null,
|
|
// positionCurrency: "ETH",
|
|
// underlying: "ETH",
|
|
// quoteCurrency: "XBT",
|
|
// underlyingSymbol: "ETHXBT=",
|
|
// reference: "BMEX",
|
|
// referenceSymbol: ".BETHXBT30M",
|
|
// calcInterval: null,
|
|
// publishInterval: null,
|
|
// publishTime: null,
|
|
// maxOrderQty: 100000000,
|
|
// maxPrice: 10,
|
|
// lotSize: 1,
|
|
// tickSize: 0.00001,
|
|
// multiplier: 100000000,
|
|
// settlCurrency: "XBt",
|
|
// underlyingToPositionMultiplier: 1,
|
|
// underlyingToSettleMultiplier: null,
|
|
// quoteToSettleMultiplier: 100000000,
|
|
// isQuanto: false,
|
|
// isInverse: false,
|
|
// initMargin: 0.02,
|
|
// maintMargin: 0.01,
|
|
// riskLimit: 5000000000,
|
|
// riskStep: 5000000000,
|
|
// limit: null,
|
|
// capped: false,
|
|
// taxed: true,
|
|
// deleverage: true,
|
|
// makerFee: -0.0005,
|
|
// takerFee: 0.0025,
|
|
// settlementFee: 0,
|
|
// insuranceFee: 0,
|
|
// fundingBaseSymbol: "",
|
|
// fundingQuoteSymbol: "",
|
|
// fundingPremiumSymbol: "",
|
|
// fundingTimestamp: null,
|
|
// fundingInterval: null,
|
|
// fundingRate: null,
|
|
// indicativeFundingRate: null,
|
|
// rebalanceTimestamp: null,
|
|
// rebalanceInterval: null,
|
|
// openingTimestamp: "2019-02-13T08:00:00.000Z",
|
|
// closingTimestamp: "2019-02-13T09:00:00.000Z",
|
|
// sessionInterval: "2000-01-01T01:00:00.000Z",
|
|
// prevClosePrice: 0.03347,
|
|
// limitDownPrice: null,
|
|
// limitUpPrice: null,
|
|
// bankruptLimitDownPrice: null,
|
|
// bankruptLimitUpPrice: null,
|
|
// prevTotalVolume: 1386531,
|
|
// totalVolume: 1387062,
|
|
// volume: 531,
|
|
// volume24h: 17118,
|
|
// prevTotalTurnover: 4741294246000,
|
|
// totalTurnover: 4743103466000,
|
|
// turnover: 1809220000,
|
|
// turnover24h: 57919845000,
|
|
// homeNotional24h: 17118,
|
|
// foreignNotional24h: 579.19845,
|
|
// prevPrice24h: 0.03349,
|
|
// vwap: 0.03383564,
|
|
// highPrice: 0.03458,
|
|
// lowPrice: 0.03329,
|
|
// lastPrice: 0.03406,
|
|
// lastPriceProtected: 0.03406,
|
|
// lastTickDirection: "ZeroMinusTick",
|
|
// lastChangePcnt: 0.017,
|
|
// bidPrice: 0.03406,
|
|
// midPrice: 0.034065,
|
|
// askPrice: 0.03407,
|
|
// impactBidPrice: 0.03406,
|
|
// impactMidPrice: 0.034065,
|
|
// impactAskPrice: 0.03407,
|
|
// hasLiquidity: true,
|
|
// openInterest: 83679,
|
|
// openValue: 285010674000,
|
|
// fairMethod: "ImpactMidPrice",
|
|
// fairBasisRate: 0,
|
|
// fairBasis: 0,
|
|
// fairPrice: 0.03406,
|
|
// markMethod: "FairPrice",
|
|
// markPrice: 0.03406,
|
|
// indicativeTaxRate: 0,
|
|
// indicativeSettlePrice: 0.03406,
|
|
// optionUnderlyingPrice: null,
|
|
// settledPrice: null,
|
|
// timestamp: "2019-02-13T08:40:30.000Z",
|
|
// }
|
|
//
|
|
let symbol = undefined;
|
|
const marketId = this.safeString (ticker, 'symbol');
|
|
market = this.safeValue (this.markets_by_id, marketId, market);
|
|
if (market !== undefined) {
|
|
symbol = market['symbol'];
|
|
}
|
|
const timestamp = this.parse8601 (this.safeString (ticker, 'timestamp'));
|
|
const open = this.safeFloat (ticker, 'prevPrice24h');
|
|
const last = this.safeFloat (ticker, 'lastPrice');
|
|
let change = undefined;
|
|
let percentage = undefined;
|
|
if (last !== undefined && open !== undefined) {
|
|
change = last - open;
|
|
if (open > 0) {
|
|
percentage = change / open * 100;
|
|
}
|
|
}
|
|
return {
|
|
'symbol': symbol,
|
|
'timestamp': timestamp,
|
|
'datetime': this.iso8601 (timestamp),
|
|
'high': this.safeFloat (ticker, 'highPrice'),
|
|
'low': this.safeFloat (ticker, 'lowPrice'),
|
|
'bid': this.safeFloat (ticker, 'bidPrice'),
|
|
'bidVolume': undefined,
|
|
'ask': this.safeFloat (ticker, 'askPrice'),
|
|
'askVolume': undefined,
|
|
'vwap': this.safeFloat (ticker, 'vwap'),
|
|
'open': open,
|
|
'close': last,
|
|
'last': last,
|
|
'previousClose': undefined,
|
|
'change': change,
|
|
'percentage': percentage,
|
|
'average': this.sum (open, last) / 2,
|
|
'baseVolume': this.safeFloat (ticker, 'homeNotional24h'),
|
|
'quoteVolume': this.safeFloat (ticker, 'foreignNotional24h'),
|
|
'info': ticker,
|
|
};
|
|
}
|
|
|
|
parseOHLCV (ohlcv, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
|
|
const timestamp = this.parse8601 (this.safeString (ohlcv, 'timestamp'));
|
|
return [
|
|
timestamp,
|
|
this.safeFloat (ohlcv, 'open'),
|
|
this.safeFloat (ohlcv, 'high'),
|
|
this.safeFloat (ohlcv, 'low'),
|
|
this.safeFloat (ohlcv, 'close'),
|
|
this.safeFloat (ohlcv, 'volume'),
|
|
];
|
|
}
|
|
|
|
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
|
|
await this.loadMarkets ();
|
|
// send JSON key/value pairs, such as {"key": "value"}
|
|
// filter by individual fields and do advanced queries on timestamps
|
|
// let filter = { 'key': 'value' };
|
|
// send a bare series (e.g. XBU) to nearest expiring contract in that series
|
|
// you can also send a timeframe, e.g. XBU:monthly
|
|
// timeframes: daily, weekly, monthly, quarterly, and biquarterly
|
|
const market = this.market (symbol);
|
|
const request = {
|
|
'symbol': market['id'],
|
|
'binSize': this.timeframes[timeframe],
|
|
'partial': true, // true == include yet-incomplete current bins
|
|
// 'filter': filter, // filter by individual fields and do advanced queries
|
|
// 'columns': [], // will return all columns if omitted
|
|
// 'start': 0, // starting point for results (wtf?)
|
|
// 'reverse': false, // true == newest first
|
|
// 'endTime': '', // ending date filter for results
|
|
};
|
|
if (limit !== undefined) {
|
|
request['count'] = limit; // default 100, max 500
|
|
}
|
|
const duration = this.parseTimeframe (timeframe) * 1000;
|
|
const fetchOHLCVOpenTimestamp = this.safeValue (this.options, 'fetchOHLCVOpenTimestamp', true);
|
|
// if since is not set, they will return candles starting from 2017-01-01
|
|
if (since !== undefined) {
|
|
let timestamp = since;
|
|
if (fetchOHLCVOpenTimestamp) {
|
|
timestamp = this.sum (timestamp, duration);
|
|
}
|
|
const ymdhms = this.ymdhms (timestamp);
|
|
request['startTime'] = ymdhms; // starting date filter for results
|
|
}
|
|
const response = await this.publicGetTradeBucketed (this.extend (request, params));
|
|
const result = this.parseOHLCVs (response, market, timeframe, since, limit);
|
|
if (fetchOHLCVOpenTimestamp) {
|
|
// bitmex returns the candle's close timestamp - https://github.com/ccxt/ccxt/issues/4446
|
|
// we can emulate the open timestamp by shifting all the timestamps one place
|
|
// so the previous close becomes the current open, and we drop the first candle
|
|
for (let i = 0; i < result.length; i++) {
|
|
result[i][0] = result[i][0] - duration;
|
|
}
|
|
}
|
|
return result;
|
|
}
|
|
|
|
parseTrade (trade, market = undefined) {
|
|
//
|
|
// fetchTrades (public)
|
|
//
|
|
// {
|
|
// timestamp: '2018-08-28T00:00:02.735Z',
|
|
// symbol: 'XBTUSD',
|
|
// side: 'Buy',
|
|
// size: 2000,
|
|
// price: 6906.5,
|
|
// tickDirection: 'PlusTick',
|
|
// trdMatchID: 'b9a42432-0a46-6a2f-5ecc-c32e9ca4baf8',
|
|
// grossValue: 28958000,
|
|
// homeNotional: 0.28958,
|
|
// foreignNotional: 2000
|
|
// }
|
|
//
|
|
// fetchMyTrades (private)
|
|
//
|
|
// {
|
|
// "execID": "string",
|
|
// "orderID": "string",
|
|
// "clOrdID": "string",
|
|
// "clOrdLinkID": "string",
|
|
// "account": 0,
|
|
// "symbol": "string",
|
|
// "side": "string",
|
|
// "lastQty": 0,
|
|
// "lastPx": 0,
|
|
// "underlyingLastPx": 0,
|
|
// "lastMkt": "string",
|
|
// "lastLiquidityInd": "string",
|
|
// "simpleOrderQty": 0,
|
|
// "orderQty": 0,
|
|
// "price": 0,
|
|
// "displayQty": 0,
|
|
// "stopPx": 0,
|
|
// "pegOffsetValue": 0,
|
|
// "pegPriceType": "string",
|
|
// "currency": "string",
|
|
// "settlCurrency": "string",
|
|
// "execType": "string",
|
|
// "ordType": "string",
|
|
// "timeInForce": "string",
|
|
// "execInst": "string",
|
|
// "contingencyType": "string",
|
|
// "exDestination": "string",
|
|
// "ordStatus": "string",
|
|
// "triggered": "string",
|
|
// "workingIndicator": true,
|
|
// "ordRejReason": "string",
|
|
// "simpleLeavesQty": 0,
|
|
// "leavesQty": 0,
|
|
// "simpleCumQty": 0,
|
|
// "cumQty": 0,
|
|
// "avgPx": 0,
|
|
// "commission": 0,
|
|
// "tradePublishIndicator": "string",
|
|
// "multiLegReportingType": "string",
|
|
// "text": "string",
|
|
// "trdMatchID": "string",
|
|
// "execCost": 0,
|
|
// "execComm": 0,
|
|
// "homeNotional": 0,
|
|
// "foreignNotional": 0,
|
|
// "transactTime": "2019-03-05T12:47:02.762Z",
|
|
// "timestamp": "2019-03-05T12:47:02.762Z"
|
|
// }
|
|
//
|
|
const timestamp = this.parse8601 (this.safeString (trade, 'timestamp'));
|
|
const price = this.safeFloat (trade, 'price');
|
|
const amount = this.safeFloat2 (trade, 'size', 'lastQty');
|
|
const id = this.safeString (trade, 'trdMatchID');
|
|
const order = this.safeString (trade, 'orderID');
|
|
const side = this.safeStringLower (trade, 'side');
|
|
// price * amount doesn't work for all symbols (e.g. XBT, ETH)
|
|
let cost = this.safeFloat (trade, 'execCost');
|
|
if (cost !== undefined) {
|
|
cost = Math.abs (cost) / 100000000;
|
|
}
|
|
let fee = undefined;
|
|
if ('execComm' in trade) {
|
|
let feeCost = this.safeFloat (trade, 'execComm');
|
|
feeCost = feeCost / 100000000;
|
|
const currencyId = this.safeString (trade, 'settlCurrency');
|
|
const feeCurrency = this.safeCurrencyCode (currencyId);
|
|
const feeRate = this.safeFloat (trade, 'commission');
|
|
fee = {
|
|
'cost': feeCost,
|
|
'currency': feeCurrency,
|
|
'rate': feeRate,
|
|
};
|
|
}
|
|
let takerOrMaker = undefined;
|
|
if (fee !== undefined) {
|
|
takerOrMaker = (fee['cost'] < 0) ? 'maker' : 'taker';
|
|
}
|
|
let symbol = undefined;
|
|
const marketId = this.safeString (trade, 'symbol');
|
|
if (marketId !== undefined) {
|
|
if (marketId in this.markets_by_id) {
|
|
market = this.markets_by_id[marketId];
|
|
symbol = market['symbol'];
|
|
} else {
|
|
symbol = marketId;
|
|
}
|
|
}
|
|
const type = this.safeStringLower (trade, 'ordType');
|
|
return {
|
|
'info': trade,
|
|
'timestamp': timestamp,
|
|
'datetime': this.iso8601 (timestamp),
|
|
'symbol': symbol,
|
|
'id': id,
|
|
'order': order,
|
|
'type': type,
|
|
'takerOrMaker': takerOrMaker,
|
|
'side': side,
|
|
'price': price,
|
|
'cost': cost,
|
|
'amount': amount,
|
|
'fee': fee,
|
|
};
|
|
}
|
|
|
|
parseOrderStatus (status) {
|
|
const statuses = {
|
|
'New': 'open',
|
|
'PartiallyFilled': 'open',
|
|
'Filled': 'closed',
|
|
'DoneForDay': 'open',
|
|
'Canceled': 'canceled',
|
|
'PendingCancel': 'open',
|
|
'PendingNew': 'open',
|
|
'Rejected': 'rejected',
|
|
'Expired': 'expired',
|
|
'Stopped': 'open',
|
|
'Untriggered': 'open',
|
|
'Triggered': 'open',
|
|
};
|
|
return this.safeString (statuses, status, status);
|
|
}
|
|
|
|
parseOrder (order, market = undefined) {
|
|
const status = this.parseOrderStatus (this.safeString (order, 'ordStatus'));
|
|
let symbol = undefined;
|
|
if (market !== undefined) {
|
|
symbol = market['symbol'];
|
|
} else {
|
|
const marketId = this.safeString (order, 'symbol');
|
|
if (marketId in this.markets_by_id) {
|
|
market = this.markets_by_id[marketId];
|
|
symbol = market['symbol'];
|
|
}
|
|
}
|
|
const timestamp = this.parse8601 (this.safeString (order, 'timestamp'));
|
|
const lastTradeTimestamp = this.parse8601 (this.safeString (order, 'transactTime'));
|
|
const price = this.safeFloat (order, 'price');
|
|
const amount = this.safeFloat (order, 'orderQty');
|
|
const filled = this.safeFloat (order, 'cumQty', 0.0);
|
|
let remaining = undefined;
|
|
if (amount !== undefined) {
|
|
if (filled !== undefined) {
|
|
remaining = Math.max (amount - filled, 0.0);
|
|
}
|
|
}
|
|
const average = this.safeFloat (order, 'avgPx');
|
|
let cost = undefined;
|
|
if (filled !== undefined) {
|
|
if (average !== undefined) {
|
|
cost = average * filled;
|
|
} else if (price !== undefined) {
|
|
cost = price * filled;
|
|
}
|
|
}
|
|
const id = this.safeString (order, 'orderID');
|
|
const type = this.safeStringLower (order, 'ordType');
|
|
const side = this.safeStringLower (order, 'side');
|
|
const clientOrderId = this.safeString (order, 'clOrdID');
|
|
return {
|
|
'info': order,
|
|
'id': id,
|
|
'clientOrderId': clientOrderId,
|
|
'timestamp': timestamp,
|
|
'datetime': this.iso8601 (timestamp),
|
|
'lastTradeTimestamp': lastTradeTimestamp,
|
|
'symbol': symbol,
|
|
'type': type,
|
|
'side': side,
|
|
'price': price,
|
|
'amount': amount,
|
|
'cost': cost,
|
|
'average': average,
|
|
'filled': filled,
|
|
'remaining': remaining,
|
|
'status': status,
|
|
'fee': undefined,
|
|
'trades': undefined,
|
|
};
|
|
}
|
|
|
|
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
|
|
await this.loadMarkets ();
|
|
const market = this.market (symbol);
|
|
const request = {
|
|
'symbol': market['id'],
|
|
};
|
|
if (since !== undefined) {
|
|
request['startTime'] = this.iso8601 (since);
|
|
}
|
|
if (limit !== undefined) {
|
|
request['count'] = limit;
|
|
}
|
|
const response = await this.publicGetTrade (this.extend (request, params));
|
|
//
|
|
// [
|
|
// {
|
|
// timestamp: '2018-08-28T00:00:02.735Z',
|
|
// symbol: 'XBTUSD',
|
|
// side: 'Buy',
|
|
// size: 2000,
|
|
// price: 6906.5,
|
|
// tickDirection: 'PlusTick',
|
|
// trdMatchID: 'b9a42432-0a46-6a2f-5ecc-c32e9ca4baf8',
|
|
// grossValue: 28958000,
|
|
// homeNotional: 0.28958,
|
|
// foreignNotional: 2000
|
|
// },
|
|
// {
|
|
// timestamp: '2018-08-28T00:00:03.778Z',
|
|
// symbol: 'XBTUSD',
|
|
// side: 'Sell',
|
|
// size: 1000,
|
|
// price: 6906,
|
|
// tickDirection: 'MinusTick',
|
|
// trdMatchID: '0d4f1682-5270-a800-569b-4a0eb92db97c',
|
|
// grossValue: 14480000,
|
|
// homeNotional: 0.1448,
|
|
// foreignNotional: 1000
|
|
// },
|
|
// ]
|
|
//
|
|
return this.parseTrades (response, market, since, limit);
|
|
}
|
|
|
|
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
|
|
await this.loadMarkets ();
|
|
const request = {
|
|
'symbol': this.marketId (symbol),
|
|
'side': this.capitalize (side),
|
|
'orderQty': amount,
|
|
'ordType': this.capitalize (type),
|
|
};
|
|
if (price !== undefined) {
|
|
request['price'] = price;
|
|
}
|
|
const response = await this.privatePostOrder (this.extend (request, params));
|
|
const order = this.parseOrder (response);
|
|
const id = this.safeString (order, 'id');
|
|
this.orders[id] = order;
|
|
return this.extend ({ 'info': response }, order);
|
|
}
|
|
|
|
async editOrder (id, symbol, type, side, amount = undefined, price = undefined, params = {}) {
|
|
await this.loadMarkets ();
|
|
const request = {
|
|
'orderID': id,
|
|
};
|
|
if (amount !== undefined) {
|
|
request['orderQty'] = amount;
|
|
}
|
|
if (price !== undefined) {
|
|
request['price'] = price;
|
|
}
|
|
const response = await this.privatePutOrder (this.extend (request, params));
|
|
const order = this.parseOrder (response);
|
|
this.orders[order['id']] = order;
|
|
return this.extend ({ 'info': response }, order);
|
|
}
|
|
|
|
async cancelOrder (id, symbol = undefined, params = {}) {
|
|
await this.loadMarkets ();
|
|
// https://github.com/ccxt/ccxt/issues/6507
|
|
const clOrdID = this.safeValue (params, 'clOrdID');
|
|
const request = {};
|
|
if (clOrdID === undefined) {
|
|
request['orderID'] = id;
|
|
} else {
|
|
request['clOrdID'] = clOrdID;
|
|
}
|
|
const response = await this.privateDeleteOrder (this.extend (request, params));
|
|
let order = response[0];
|
|
const error = this.safeString (order, 'error');
|
|
if (error !== undefined) {
|
|
if (error.indexOf ('Unable to cancel order due to existing state') >= 0) {
|
|
throw new OrderNotFound (this.id + ' cancelOrder() failed: ' + error);
|
|
}
|
|
}
|
|
order = this.parseOrder (order);
|
|
this.orders[order['id']] = order;
|
|
return this.extend ({ 'info': response }, order);
|
|
}
|
|
|
|
isFiat (currency) {
|
|
if (currency === 'EUR') {
|
|
return true;
|
|
}
|
|
if (currency === 'PLN') {
|
|
return true;
|
|
}
|
|
return false;
|
|
}
|
|
|
|
async withdraw (code, amount, address, tag = undefined, params = {}) {
|
|
this.checkAddress (address);
|
|
await this.loadMarkets ();
|
|
// let currency = this.currency (code);
|
|
if (code !== 'BTC') {
|
|
throw new ExchangeError (this.id + ' supoprts BTC withdrawals only, other currencies coming soon...');
|
|
}
|
|
const request = {
|
|
'currency': 'XBt', // temporarily
|
|
'amount': amount,
|
|
'address': address,
|
|
// 'otpToken': '123456', // requires if two-factor auth (OTP) is enabled
|
|
// 'fee': 0.001, // bitcoin network fee
|
|
};
|
|
const response = await this.privatePostUserRequestWithdrawal (this.extend (request, params));
|
|
return {
|
|
'info': response,
|
|
'id': response['transactID'],
|
|
};
|
|
}
|
|
|
|
handleErrors (code, reason, url, method, headers, body, response, requestHeaders, requestBody) {
|
|
if (response === undefined) {
|
|
return;
|
|
}
|
|
if (code === 429) {
|
|
throw new DDoSProtection (this.id + ' ' + body);
|
|
}
|
|
if (code >= 400) {
|
|
const error = this.safeValue (response, 'error', {});
|
|
const message = this.safeString (error, 'message');
|
|
const feedback = this.id + ' ' + body;
|
|
this.throwExactlyMatchedException (this.exceptions['exact'], message, feedback);
|
|
this.throwBroadlyMatchedException (this.exceptions['broad'], message, feedback);
|
|
if (code === 400) {
|
|
throw new BadRequest (feedback);
|
|
}
|
|
throw new ExchangeError (feedback); // unknown message
|
|
}
|
|
}
|
|
|
|
nonce () {
|
|
return this.milliseconds ();
|
|
}
|
|
|
|
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
|
|
let query = '/api/' + this.version + '/' + path;
|
|
if (method === 'GET') {
|
|
if (Object.keys (params).length) {
|
|
query += '?' + this.urlencode (params);
|
|
}
|
|
} else {
|
|
const format = this.safeString (params, '_format');
|
|
if (format !== undefined) {
|
|
query += '?' + this.urlencode ({ '_format': format });
|
|
params = this.omit (params, '_format');
|
|
}
|
|
}
|
|
const url = this.urls['api'][api] + query;
|
|
if (this.apiKey && this.secret) {
|
|
let auth = method + query;
|
|
let expires = this.safeInteger (this.options, 'api-expires');
|
|
headers = {
|
|
'Content-Type': 'application/json',
|
|
'api-key': this.apiKey,
|
|
};
|
|
expires = this.sum (this.seconds (), expires);
|
|
expires = expires.toString ();
|
|
auth += expires;
|
|
headers['api-expires'] = expires;
|
|
if (method === 'POST' || method === 'PUT' || method === 'DELETE') {
|
|
if (Object.keys (params).length) {
|
|
body = this.json (params);
|
|
auth += body;
|
|
}
|
|
}
|
|
headers['api-signature'] = this.hmac (this.encode (auth), this.encode (this.secret));
|
|
}
|
|
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
|
|
}
|
|
};
|