1674 lines
66 KiB
JavaScript
1674 lines
66 KiB
JavaScript
'use strict';
|
|
|
|
// ---------------------------------------------------------------------------
|
|
|
|
const Exchange = require ('./base/Exchange');
|
|
const { BadSymbol, ExchangeNotAvailable, ArgumentsRequired, PermissionDenied, AuthenticationError, ExchangeError, OrderNotFound, DDoSProtection, InvalidNonce, InsufficientFunds, CancelPending, InvalidOrder, InvalidAddress, NotSupported } = require ('./base/errors');
|
|
const { TRUNCATE, DECIMAL_PLACES } = require ('./base/functions/number');
|
|
|
|
// ---------------------------------------------------------------------------
|
|
|
|
module.exports = class kraken extends Exchange {
|
|
describe () {
|
|
return this.deepExtend (super.describe (), {
|
|
'id': 'kraken',
|
|
'name': 'Kraken',
|
|
'countries': [ 'US' ],
|
|
'version': '0',
|
|
'rateLimit': 3000,
|
|
'certified': true,
|
|
'pro': true,
|
|
'has': {
|
|
'createDepositAddress': true,
|
|
'fetchDepositAddress': true,
|
|
'fetchTradingFee': true,
|
|
'fetchTradingFees': true,
|
|
'CORS': false,
|
|
'fetchCurrencies': true,
|
|
'fetchTickers': true,
|
|
'fetchOHLCV': true,
|
|
'fetchOrder': true,
|
|
'fetchOpenOrders': true,
|
|
'fetchClosedOrders': true,
|
|
'fetchMyTrades': true,
|
|
'fetchWithdrawals': true,
|
|
'fetchDeposits': true,
|
|
'withdraw': true,
|
|
'fetchLedgerEntry': true,
|
|
'fetchLedger': true,
|
|
'fetchOrderTrades': 'emulated',
|
|
},
|
|
'marketsByAltname': {},
|
|
'timeframes': {
|
|
'1m': 1,
|
|
'5m': 5,
|
|
'15m': 15,
|
|
'30m': 30,
|
|
'1h': 60,
|
|
'4h': 240,
|
|
'1d': 1440,
|
|
'1w': 10080,
|
|
'2w': 21600,
|
|
},
|
|
'urls': {
|
|
'logo': 'https://user-images.githubusercontent.com/51840849/76173629-fc67fb00-61b1-11ea-84fe-f2de582f58a3.jpg',
|
|
'api': {
|
|
'public': 'https://api.kraken.com',
|
|
'private': 'https://api.kraken.com',
|
|
'zendesk': 'https://kraken.zendesk.com/api/v2/help_center/en-us/articles', // use the public zendesk api to receive article bodies and bypass new anti-spam protections
|
|
},
|
|
'www': 'https://www.kraken.com',
|
|
'doc': 'https://www.kraken.com/features/api',
|
|
'fees': 'https://www.kraken.com/en-us/features/fee-schedule',
|
|
},
|
|
'fees': {
|
|
'trading': {
|
|
'tierBased': true,
|
|
'percentage': true,
|
|
'taker': 0.26 / 100,
|
|
'maker': 0.16 / 100,
|
|
'tiers': {
|
|
'taker': [
|
|
[0, 0.0026],
|
|
[50000, 0.0024],
|
|
[100000, 0.0022],
|
|
[250000, 0.0020],
|
|
[500000, 0.0018],
|
|
[1000000, 0.0016],
|
|
[2500000, 0.0014],
|
|
[5000000, 0.0012],
|
|
[10000000, 0.0001],
|
|
],
|
|
'maker': [
|
|
[0, 0.0016],
|
|
[50000, 0.0014],
|
|
[100000, 0.0012],
|
|
[250000, 0.0010],
|
|
[500000, 0.0008],
|
|
[1000000, 0.0006],
|
|
[2500000, 0.0004],
|
|
[5000000, 0.0002],
|
|
[10000000, 0.0],
|
|
],
|
|
},
|
|
},
|
|
// this is a bad way of hardcoding fees that change on daily basis
|
|
// hardcoding is now considered obsolete, we will remove all of it eventually
|
|
'funding': {
|
|
'tierBased': false,
|
|
'percentage': false,
|
|
'withdraw': {
|
|
'BTC': 0.001,
|
|
'ETH': 0.005,
|
|
'XRP': 0.02,
|
|
'XLM': 0.00002,
|
|
'LTC': 0.02,
|
|
'DOGE': 2,
|
|
'ZEC': 0.00010,
|
|
'ICN': 0.02,
|
|
'REP': 0.01,
|
|
'ETC': 0.005,
|
|
'MLN': 0.003,
|
|
'XMR': 0.05,
|
|
'DASH': 0.005,
|
|
'GNO': 0.01,
|
|
'EOS': 0.5,
|
|
'BCH': 0.001,
|
|
'XTZ': 0.05,
|
|
'USD': 5, // if domestic wire
|
|
'EUR': 5, // if domestic wire
|
|
'CAD': 10, // CAD EFT Withdrawal
|
|
'JPY': 300, // if domestic wire
|
|
},
|
|
'deposit': {
|
|
'BTC': 0,
|
|
'ETH': 0,
|
|
'XRP': 0,
|
|
'XLM': 0,
|
|
'LTC': 0,
|
|
'DOGE': 0,
|
|
'ZEC': 0,
|
|
'ICN': 0,
|
|
'REP': 0,
|
|
'ETC': 0,
|
|
'MLN': 0,
|
|
'XMR': 0,
|
|
'DASH': 0,
|
|
'GNO': 0,
|
|
'EOS': 0,
|
|
'BCH': 0,
|
|
'XTZ': 0.05,
|
|
'USD': 5, // if domestic wire
|
|
'EUR': 0, // free deposit if EUR SEPA Deposit
|
|
'CAD': 5, // if domestic wire
|
|
'JPY': 0, // Domestic Deposit (Free, ¥5,000 deposit minimum)
|
|
},
|
|
},
|
|
},
|
|
'api': {
|
|
'zendesk': {
|
|
'get': [
|
|
// we should really refrain from putting fixed fee numbers and stop hardcoding
|
|
// we will be using their web APIs to scrape all numbers from these articles
|
|
'205893708', // -What-is-the-minimum-order-size-
|
|
'360000292886', // -What-are-the-deposit-fees-
|
|
'201893608', // -What-are-the-withdrawal-fees-
|
|
],
|
|
},
|
|
'public': {
|
|
'get': [
|
|
'Assets',
|
|
'AssetPairs',
|
|
'Depth',
|
|
'OHLC',
|
|
'Spread',
|
|
'Ticker',
|
|
'Time',
|
|
'Trades',
|
|
],
|
|
},
|
|
'private': {
|
|
'post': [
|
|
'AddOrder',
|
|
'AddExport',
|
|
'Balance',
|
|
'CancelOrder',
|
|
'ClosedOrders',
|
|
'DepositAddresses',
|
|
'DepositMethods',
|
|
'DepositStatus',
|
|
'ExportStatus',
|
|
'GetWebSocketsToken',
|
|
'Ledgers',
|
|
'OpenOrders',
|
|
'OpenPositions',
|
|
'QueryLedgers',
|
|
'QueryOrders',
|
|
'QueryTrades',
|
|
'RetrieveExport',
|
|
'RemoveExport',
|
|
'TradeBalance',
|
|
'TradesHistory',
|
|
'TradeVolume',
|
|
'Withdraw',
|
|
'WithdrawCancel',
|
|
'WithdrawInfo',
|
|
'WithdrawStatus',
|
|
],
|
|
},
|
|
},
|
|
'commonCurrencies': {
|
|
'XBT': 'BTC',
|
|
'XDG': 'DOGE',
|
|
},
|
|
'options': {
|
|
'cacheDepositMethodsOnFetchDepositAddress': true, // will issue up to two calls in fetchDepositAddress
|
|
'depositMethods': {},
|
|
'delistedMarketsById': {},
|
|
// cannot withdraw/deposit these
|
|
'inactiveCurrencies': [ 'CAD', 'USD', 'JPY', 'GBP' ],
|
|
'fetchMinOrderAmounts': true,
|
|
},
|
|
'exceptions': {
|
|
'EQuery:Invalid asset pair': BadSymbol, // {"error":["EQuery:Invalid asset pair"]}
|
|
'EAPI:Invalid key': AuthenticationError,
|
|
'EFunding:Unknown withdraw key': ExchangeError,
|
|
'EFunding:Invalid amount': InsufficientFunds,
|
|
'EService:Unavailable': ExchangeNotAvailable,
|
|
'EDatabase:Internal error': ExchangeNotAvailable,
|
|
'EService:Busy': ExchangeNotAvailable,
|
|
'EQuery:Unknown asset': ExchangeError,
|
|
'EAPI:Rate limit exceeded': DDoSProtection,
|
|
'EOrder:Rate limit exceeded': DDoSProtection,
|
|
'EGeneral:Internal error': ExchangeNotAvailable,
|
|
'EGeneral:Temporary lockout': DDoSProtection,
|
|
'EGeneral:Permission denied': PermissionDenied,
|
|
},
|
|
});
|
|
}
|
|
|
|
costToPrecision (symbol, cost) {
|
|
return this.decimalToPrecision (cost, TRUNCATE, this.markets[symbol]['precision']['price'], DECIMAL_PLACES);
|
|
}
|
|
|
|
feeToPrecision (symbol, fee) {
|
|
return this.decimalToPrecision (fee, TRUNCATE, this.markets[symbol]['precision']['amount'], DECIMAL_PLACES);
|
|
}
|
|
|
|
async fetchMinOrderAmounts (params = {}) {
|
|
const response = await this.zendeskGet205893708 (params);
|
|
const article = this.safeValue (response, 'article');
|
|
const html = this.safeString (article, 'body');
|
|
const parts = html.split ('<td class="wysiwyg-text-align-right">');
|
|
const numParts = parts.length;
|
|
if (numParts < 3) {
|
|
throw new NotSupported (this.id + ' fetchMinOrderAmounts HTML page markup has changed: https://kraken.zendesk.com/api/v2/help_center/en-us/articles/205893708');
|
|
}
|
|
const result = {};
|
|
// skip the part before the header and the header itself
|
|
for (let i = 2; i < parts.length; i++) {
|
|
const part = parts[i];
|
|
const chunks = part.split ('</td>');
|
|
const amountAndCode = chunks[0];
|
|
if (amountAndCode !== 'To Be Announced') {
|
|
const pieces = amountAndCode.split (' ');
|
|
const numPieces = pieces.length;
|
|
if (numPieces === 2) {
|
|
const amount = parseFloat (pieces[0]);
|
|
const code = this.safeCurrencyCode (pieces[1]);
|
|
result[code] = amount;
|
|
}
|
|
}
|
|
}
|
|
return result;
|
|
}
|
|
|
|
async fetchMarkets (params = {}) {
|
|
const response = await this.publicGetAssetPairs (params);
|
|
//
|
|
// {
|
|
// "error":[],
|
|
// "result":{
|
|
// "ADAETH":{
|
|
// "altname":"ADAETH",
|
|
// "wsname":"ADA\/ETH",
|
|
// "aclass_base":"currency",
|
|
// "base":"ADA",
|
|
// "aclass_quote":"currency",
|
|
// "quote":"XETH",
|
|
// "lot":"unit",
|
|
// "pair_decimals":7,
|
|
// "lot_decimals":8,
|
|
// "lot_multiplier":1,
|
|
// "leverage_buy":[],
|
|
// "leverage_sell":[],
|
|
// "fees":[
|
|
// [0,0.26],
|
|
// [50000,0.24],
|
|
// [100000,0.22],
|
|
// [250000,0.2],
|
|
// [500000,0.18],
|
|
// [1000000,0.16],
|
|
// [2500000,0.14],
|
|
// [5000000,0.12],
|
|
// [10000000,0.1]
|
|
// ],
|
|
// "fees_maker":[
|
|
// [0,0.16],
|
|
// [50000,0.14],
|
|
// [100000,0.12],
|
|
// [250000,0.1],
|
|
// [500000,0.08],
|
|
// [1000000,0.06],
|
|
// [2500000,0.04],
|
|
// [5000000,0.02],
|
|
// [10000000,0]
|
|
// ],
|
|
// "fee_volume_currency":"ZUSD",
|
|
// "margin_call":80,
|
|
// "margin_stop":40
|
|
// },
|
|
// }
|
|
// }
|
|
//
|
|
const fetchMinOrderAmounts = this.safeValue (this.options, 'fetchMinOrderAmounts', false);
|
|
let limits = {};
|
|
if (fetchMinOrderAmounts) {
|
|
limits = await this.fetchMinOrderAmounts ();
|
|
}
|
|
const keys = Object.keys (response['result']);
|
|
let result = [];
|
|
for (let i = 0; i < keys.length; i++) {
|
|
const id = keys[i];
|
|
const market = response['result'][id];
|
|
const baseId = market['base'];
|
|
const quoteId = market['quote'];
|
|
const base = this.safeCurrencyCode (baseId);
|
|
const quote = this.safeCurrencyCode (quoteId);
|
|
const darkpool = id.indexOf ('.d') >= 0;
|
|
const symbol = darkpool ? market['altname'] : (base + '/' + quote);
|
|
let maker = undefined;
|
|
if ('fees_maker' in market) {
|
|
maker = parseFloat (market['fees_maker'][0][1]) / 100;
|
|
}
|
|
const precision = {
|
|
'amount': market['lot_decimals'],
|
|
'price': market['pair_decimals'],
|
|
};
|
|
let minAmount = Math.pow (10, -precision['amount']);
|
|
if (base in limits) {
|
|
minAmount = limits[base];
|
|
}
|
|
result.push ({
|
|
'id': id,
|
|
'symbol': symbol,
|
|
'base': base,
|
|
'quote': quote,
|
|
'baseId': baseId,
|
|
'quoteId': quoteId,
|
|
'darkpool': darkpool,
|
|
'info': market,
|
|
'altname': market['altname'],
|
|
'maker': maker,
|
|
'taker': parseFloat (market['fees'][0][1]) / 100,
|
|
'active': true,
|
|
'precision': precision,
|
|
'limits': {
|
|
'amount': {
|
|
'min': minAmount,
|
|
'max': Math.pow (10, precision['amount']),
|
|
},
|
|
'price': {
|
|
'min': Math.pow (10, -precision['price']),
|
|
'max': undefined,
|
|
},
|
|
'cost': {
|
|
'min': 0,
|
|
'max': undefined,
|
|
},
|
|
},
|
|
});
|
|
}
|
|
result = this.appendInactiveMarkets (result);
|
|
this.marketsByAltname = this.indexBy (result, 'altname');
|
|
return result;
|
|
}
|
|
|
|
safeCurrencyCode (currencyId, currency = undefined) {
|
|
if (currencyId.length > 3) {
|
|
if ((currencyId.indexOf ('X') === 0) || (currencyId.indexOf ('Z') === 0)) {
|
|
currencyId = currencyId.slice (1);
|
|
}
|
|
}
|
|
return super.safeCurrencyCode (currencyId, currency);
|
|
}
|
|
|
|
appendInactiveMarkets (result) {
|
|
// result should be an array to append to
|
|
const precision = { 'amount': 8, 'price': 8 };
|
|
const costLimits = { 'min': 0, 'max': undefined };
|
|
const priceLimits = { 'min': Math.pow (10, -precision['price']), 'max': undefined };
|
|
const amountLimits = { 'min': Math.pow (10, -precision['amount']), 'max': Math.pow (10, precision['amount']) };
|
|
const limits = { 'amount': amountLimits, 'price': priceLimits, 'cost': costLimits };
|
|
const defaults = {
|
|
'darkpool': false,
|
|
'info': undefined,
|
|
'maker': undefined,
|
|
'taker': undefined,
|
|
'active': false,
|
|
'precision': precision,
|
|
'limits': limits,
|
|
};
|
|
const markets = [
|
|
// { 'id': 'XXLMZEUR', 'symbol': 'XLM/EUR', 'base': 'XLM', 'quote': 'EUR', 'altname': 'XLMEUR' },
|
|
];
|
|
for (let i = 0; i < markets.length; i++) {
|
|
result.push (this.extend (defaults, markets[i]));
|
|
}
|
|
return result;
|
|
}
|
|
|
|
async fetchCurrencies (params = {}) {
|
|
const response = await this.publicGetAssets (params);
|
|
//
|
|
// {
|
|
// "error": [],
|
|
// "result": {
|
|
// "ADA": { "aclass": "currency", "altname": "ADA", "decimals": 8, "display_decimals": 6 },
|
|
// "BCH": { "aclass": "currency", "altname": "BCH", "decimals": 10, "display_decimals": 5 },
|
|
// ...
|
|
// },
|
|
// }
|
|
//
|
|
const currencies = this.safeValue (response, 'result');
|
|
const ids = Object.keys (currencies);
|
|
const result = {};
|
|
for (let i = 0; i < ids.length; i++) {
|
|
const id = ids[i];
|
|
const currency = currencies[id];
|
|
// todo: will need to rethink the fees
|
|
// see: https://support.kraken.com/hc/en-us/articles/201893608-What-are-the-withdrawal-fees-
|
|
// to add support for multiple withdrawal/deposit methods and
|
|
// differentiated fees for each particular method
|
|
const code = this.safeCurrencyCode (this.safeString (currency, 'altname'));
|
|
const precision = this.safeInteger (currency, 'decimals');
|
|
// assumes all currencies are active except those listed above
|
|
const active = !this.inArray (code, this.options['inactiveCurrencies']);
|
|
result[code] = {
|
|
'id': id,
|
|
'code': code,
|
|
'info': currency,
|
|
'name': code,
|
|
'active': active,
|
|
'fee': undefined,
|
|
'precision': precision,
|
|
'limits': {
|
|
'amount': {
|
|
'min': Math.pow (10, -precision),
|
|
'max': Math.pow (10, precision),
|
|
},
|
|
'price': {
|
|
'min': Math.pow (10, -precision),
|
|
'max': Math.pow (10, precision),
|
|
},
|
|
'cost': {
|
|
'min': undefined,
|
|
'max': undefined,
|
|
},
|
|
'withdraw': {
|
|
'min': undefined,
|
|
'max': Math.pow (10, precision),
|
|
},
|
|
},
|
|
};
|
|
}
|
|
return result;
|
|
}
|
|
|
|
async fetchTradingFees (params = {}) {
|
|
await this.loadMarkets ();
|
|
this.checkRequiredCredentials ();
|
|
const response = await this.privatePostTradeVolume (params);
|
|
const tradedVolume = this.safeFloat (response['result'], 'volume');
|
|
const tiers = this.fees['trading']['tiers'];
|
|
let taker = tiers['taker'][1];
|
|
let maker = tiers['maker'][1];
|
|
for (let i = 0; i < tiers['taker'].length; i++) {
|
|
if (tradedVolume >= tiers['taker'][i][0]) {
|
|
taker = tiers['taker'][i][1];
|
|
}
|
|
}
|
|
for (let i = 0; i < tiers['maker'].length; i++) {
|
|
if (tradedVolume >= tiers['maker'][i][0]) {
|
|
maker = tiers['maker'][i][1];
|
|
}
|
|
}
|
|
return {
|
|
'info': response,
|
|
'maker': maker,
|
|
'taker': taker,
|
|
};
|
|
}
|
|
|
|
parseBidAsk (bidask, priceKey = 0, amountKey = 1) {
|
|
const price = this.safeFloat (bidask, priceKey);
|
|
const amount = this.safeFloat (bidask, amountKey);
|
|
const timestamp = this.safeInteger (bidask, 2);
|
|
return [ price, amount, timestamp ];
|
|
}
|
|
|
|
async fetchOrderBook (symbol, limit = undefined, params = {}) {
|
|
await this.loadMarkets ();
|
|
const market = this.market (symbol);
|
|
if (market['darkpool']) {
|
|
throw new ExchangeError (this.id + ' does not provide an order book for darkpool symbol ' + symbol);
|
|
}
|
|
const request = {
|
|
'pair': market['id'],
|
|
};
|
|
if (limit !== undefined) {
|
|
request['count'] = limit; // 100
|
|
}
|
|
const response = await this.publicGetDepth (this.extend (request, params));
|
|
//
|
|
// {
|
|
// "error":[],
|
|
// "result":{
|
|
// "XETHXXBT":{
|
|
// "asks":[
|
|
// ["0.023480","4.000",1586321307],
|
|
// ["0.023490","50.095",1586321306],
|
|
// ["0.023500","28.535",1586321302],
|
|
// ],
|
|
// "bids":[
|
|
// ["0.023470","59.580",1586321307],
|
|
// ["0.023460","20.000",1586321301],
|
|
// ["0.023440","67.832",1586321306],
|
|
// ]
|
|
// }
|
|
// }
|
|
// }
|
|
//
|
|
const result = this.safeValue (response, 'result', {});
|
|
const orderbook = this.safeValue (result, market['id']);
|
|
return this.parseOrderBook (orderbook);
|
|
}
|
|
|
|
parseTicker (ticker, market = undefined) {
|
|
const timestamp = this.milliseconds ();
|
|
let symbol = undefined;
|
|
if (market) {
|
|
symbol = market['symbol'];
|
|
}
|
|
const baseVolume = parseFloat (ticker['v'][1]);
|
|
const vwap = parseFloat (ticker['p'][1]);
|
|
let quoteVolume = undefined;
|
|
if (baseVolume !== undefined && vwap !== undefined) {
|
|
quoteVolume = baseVolume * vwap;
|
|
}
|
|
const last = parseFloat (ticker['c'][0]);
|
|
return {
|
|
'symbol': symbol,
|
|
'timestamp': timestamp,
|
|
'datetime': this.iso8601 (timestamp),
|
|
'high': parseFloat (ticker['h'][1]),
|
|
'low': parseFloat (ticker['l'][1]),
|
|
'bid': parseFloat (ticker['b'][0]),
|
|
'bidVolume': undefined,
|
|
'ask': parseFloat (ticker['a'][0]),
|
|
'askVolume': undefined,
|
|
'vwap': vwap,
|
|
'open': this.safeFloat (ticker, 'o'),
|
|
'close': last,
|
|
'last': last,
|
|
'previousClose': undefined,
|
|
'change': undefined,
|
|
'percentage': undefined,
|
|
'average': undefined,
|
|
'baseVolume': baseVolume,
|
|
'quoteVolume': quoteVolume,
|
|
'info': ticker,
|
|
};
|
|
}
|
|
|
|
async fetchTickers (symbols = undefined, params = {}) {
|
|
await this.loadMarkets ();
|
|
symbols = (symbols === undefined) ? this.symbols : symbols;
|
|
const marketIds = [];
|
|
for (let i = 0; i < this.symbols.length; i++) {
|
|
const symbol = this.symbols[i];
|
|
const market = this.markets[symbol];
|
|
if (market['active'] && !market['darkpool']) {
|
|
marketIds.push (market['id']);
|
|
}
|
|
}
|
|
const request = {
|
|
'pair': marketIds.join (','),
|
|
};
|
|
const response = await this.publicGetTicker (this.extend (request, params));
|
|
const tickers = response['result'];
|
|
const ids = Object.keys (tickers);
|
|
const result = {};
|
|
for (let i = 0; i < ids.length; i++) {
|
|
const id = ids[i];
|
|
const market = this.markets_by_id[id];
|
|
const symbol = market['symbol'];
|
|
const ticker = tickers[id];
|
|
if (this.inArray (symbol, symbols)) {
|
|
result[symbol] = this.parseTicker (ticker, market);
|
|
}
|
|
}
|
|
return result;
|
|
}
|
|
|
|
async fetchTicker (symbol, params = {}) {
|
|
await this.loadMarkets ();
|
|
const darkpool = symbol.indexOf ('.d') >= 0;
|
|
if (darkpool) {
|
|
throw new ExchangeError (this.id + ' does not provide a ticker for darkpool symbol ' + symbol);
|
|
}
|
|
const market = this.market (symbol);
|
|
const request = {
|
|
'pair': market['id'],
|
|
};
|
|
const response = await this.publicGetTicker (this.extend (request, params));
|
|
const ticker = response['result'][market['id']];
|
|
return this.parseTicker (ticker, market);
|
|
}
|
|
|
|
parseOHLCV (ohlcv, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
|
|
return [
|
|
ohlcv[0] * 1000,
|
|
parseFloat (ohlcv[1]),
|
|
parseFloat (ohlcv[2]),
|
|
parseFloat (ohlcv[3]),
|
|
parseFloat (ohlcv[4]),
|
|
parseFloat (ohlcv[6]),
|
|
];
|
|
}
|
|
|
|
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
|
|
await this.loadMarkets ();
|
|
const market = this.market (symbol);
|
|
const request = {
|
|
'pair': market['id'],
|
|
'interval': this.timeframes[timeframe],
|
|
};
|
|
if (since !== undefined) {
|
|
request['since'] = parseInt ((since - 1) / 1000);
|
|
}
|
|
const response = await this.publicGetOHLC (this.extend (request, params));
|
|
const ohlcvs = response['result'][market['id']];
|
|
return this.parseOHLCVs (ohlcvs, market, timeframe, since, limit);
|
|
}
|
|
|
|
parseLedgerEntryType (type) {
|
|
const types = {
|
|
'trade': 'trade',
|
|
'withdrawal': 'transaction',
|
|
'deposit': 'transaction',
|
|
'transfer': 'transfer',
|
|
'margin': 'margin',
|
|
};
|
|
return this.safeString (types, type, type);
|
|
}
|
|
|
|
parseLedgerEntry (item, currency = undefined) {
|
|
//
|
|
// {
|
|
// 'LTFK7F-N2CUX-PNY4SX': {
|
|
// refid: "TSJTGT-DT7WN-GPPQMJ",
|
|
// time: 1520102320.555,
|
|
// type: "trade",
|
|
// aclass: "currency",
|
|
// asset: "XETH",
|
|
// amount: "0.1087194600",
|
|
// fee: "0.0000000000",
|
|
// balance: "0.2855851000"
|
|
// },
|
|
// ...
|
|
// }
|
|
//
|
|
const id = this.safeString (item, 'id');
|
|
let direction = undefined;
|
|
const account = undefined;
|
|
const referenceId = this.safeString (item, 'refid');
|
|
const referenceAccount = undefined;
|
|
const type = this.parseLedgerEntryType (this.safeString (item, 'type'));
|
|
const code = this.safeCurrencyCode (this.safeString (item, 'asset'), currency);
|
|
let amount = this.safeFloat (item, 'amount');
|
|
if (amount < 0) {
|
|
direction = 'out';
|
|
amount = Math.abs (amount);
|
|
} else {
|
|
direction = 'in';
|
|
}
|
|
const time = this.safeFloat (item, 'time');
|
|
let timestamp = undefined;
|
|
if (time !== undefined) {
|
|
timestamp = parseInt (time * 1000);
|
|
}
|
|
const fee = {
|
|
'cost': this.safeFloat (item, 'fee'),
|
|
'currency': code,
|
|
};
|
|
const before = undefined;
|
|
const after = this.safeFloat (item, 'balance');
|
|
const status = 'ok';
|
|
return {
|
|
'info': item,
|
|
'id': id,
|
|
'direction': direction,
|
|
'account': account,
|
|
'referenceId': referenceId,
|
|
'referenceAccount': referenceAccount,
|
|
'type': type,
|
|
'currency': code,
|
|
'amount': amount,
|
|
'before': before,
|
|
'after': after,
|
|
'status': status,
|
|
'timestamp': timestamp,
|
|
'datetime': this.iso8601 (timestamp),
|
|
'fee': fee,
|
|
};
|
|
}
|
|
|
|
async fetchLedger (code = undefined, since = undefined, limit = undefined, params = {}) {
|
|
// https://www.kraken.com/features/api#get-ledgers-info
|
|
await this.loadMarkets ();
|
|
const request = {};
|
|
let currency = undefined;
|
|
if (code !== undefined) {
|
|
currency = this.currency (code);
|
|
request['asset'] = currency['id'];
|
|
}
|
|
if (since !== undefined) {
|
|
request['start'] = parseInt (since / 1000);
|
|
}
|
|
const response = await this.privatePostLedgers (this.extend (request, params));
|
|
// { error: [],
|
|
// result: { ledger: { 'LPUAIB-TS774-UKHP7X': { refid: "A2B4HBV-L4MDIE-JU4N3N",
|
|
// time: 1520103488.314,
|
|
// type: "withdrawal",
|
|
// aclass: "currency",
|
|
// asset: "XETH",
|
|
// amount: "-0.2805800000",
|
|
// fee: "0.0050000000",
|
|
// balance: "0.0000051000" },
|
|
const result = this.safeValue (response, 'result', {});
|
|
const ledger = this.safeValue (result, 'ledger', {});
|
|
const keys = Object.keys (ledger);
|
|
const items = [];
|
|
for (let i = 0; i < keys.length; i++) {
|
|
const key = keys[i];
|
|
const value = ledger[key];
|
|
value['id'] = key;
|
|
items.push (value);
|
|
}
|
|
return this.parseLedger (items, currency, since, limit);
|
|
}
|
|
|
|
async fetchLedgerEntriesByIds (ids, code = undefined, params = {}) {
|
|
// https://www.kraken.com/features/api#query-ledgers
|
|
await this.loadMarkets ();
|
|
ids = ids.join (',');
|
|
const request = this.extend ({
|
|
'id': ids,
|
|
}, params);
|
|
const response = await this.privatePostQueryLedgers (request);
|
|
// { error: [],
|
|
// result: { 'LPUAIB-TS774-UKHP7X': { refid: "A2B4HBV-L4MDIE-JU4N3N",
|
|
// time: 1520103488.314,
|
|
// type: "withdrawal",
|
|
// aclass: "currency",
|
|
// asset: "XETH",
|
|
// amount: "-0.2805800000",
|
|
// fee: "0.0050000000",
|
|
// balance: "0.0000051000" } } }
|
|
const result = response['result'];
|
|
const keys = Object.keys (result);
|
|
const items = [];
|
|
for (let i = 0; i < keys.length; i++) {
|
|
const key = keys[i];
|
|
const value = result[key];
|
|
value['id'] = key;
|
|
items.push (value);
|
|
}
|
|
return this.parseLedger (items);
|
|
}
|
|
|
|
async fetchLedgerEntry (id, code = undefined, params = {}) {
|
|
const items = await this.fetchLedgerEntriesByIds ([ id ], code, params);
|
|
return items[0];
|
|
}
|
|
|
|
parseTrade (trade, market = undefined) {
|
|
//
|
|
// fetchTrades (public)
|
|
//
|
|
// [
|
|
// "0.032310", // price
|
|
// "4.28169434", // amount
|
|
// 1541390792.763, // timestamp
|
|
// "s", // sell or buy
|
|
// "l", // limit or market
|
|
// ""
|
|
// ]
|
|
//
|
|
// fetchOrderTrades (private)
|
|
//
|
|
// {
|
|
// id: 'TIMIRG-WUNNE-RRJ6GT', // injected from outside
|
|
// ordertxid: 'OQRPN2-LRHFY-HIFA7D',
|
|
// postxid: 'TKH2SE-M7IF5-CFI7LT',
|
|
// pair: 'USDCUSDT',
|
|
// time: 1586340086.457,
|
|
// type: 'sell',
|
|
// ordertype: 'market',
|
|
// price: '0.99860000',
|
|
// cost: '22.16892001',
|
|
// fee: '0.04433784',
|
|
// vol: '22.20000000',
|
|
// margin: '0.00000000',
|
|
// misc: ''
|
|
// }
|
|
//
|
|
let timestamp = undefined;
|
|
let side = undefined;
|
|
let type = undefined;
|
|
let price = undefined;
|
|
let amount = undefined;
|
|
let cost = undefined;
|
|
let id = undefined;
|
|
let order = undefined;
|
|
let fee = undefined;
|
|
let symbol = undefined;
|
|
if (Array.isArray (trade)) {
|
|
timestamp = this.safeTimestamp (trade, 2);
|
|
side = (trade[3] === 's') ? 'sell' : 'buy';
|
|
type = (trade[4] === 'l') ? 'limit' : 'market';
|
|
price = this.safeFloat (trade, 0);
|
|
amount = this.safeFloat (trade, 1);
|
|
const tradeLength = trade.length;
|
|
if (tradeLength > 6) {
|
|
id = this.safeString (trade, 6); // artificially added as per #1794
|
|
}
|
|
} else if (typeof trade === 'string') {
|
|
id = trade;
|
|
} else if ('ordertxid' in trade) {
|
|
const marketId = this.safeString (trade, 'pair');
|
|
const foundMarket = this.findMarketByAltnameOrId (marketId);
|
|
if (foundMarket !== undefined) {
|
|
market = foundMarket;
|
|
} else if (marketId !== undefined) {
|
|
// delisted market ids go here
|
|
market = this.getDelistedMarketById (marketId);
|
|
}
|
|
order = trade['ordertxid'];
|
|
id = this.safeString2 (trade, 'id', 'postxid');
|
|
timestamp = this.safeTimestamp (trade, 'time');
|
|
side = this.safeString (trade, 'type');
|
|
type = this.safeString (trade, 'ordertype');
|
|
price = this.safeFloat (trade, 'price');
|
|
amount = this.safeFloat (trade, 'vol');
|
|
if ('fee' in trade) {
|
|
let currency = undefined;
|
|
if (market !== undefined) {
|
|
currency = market['quote'];
|
|
}
|
|
fee = {
|
|
'cost': this.safeFloat (trade, 'fee'),
|
|
'currency': currency,
|
|
};
|
|
}
|
|
}
|
|
if (market !== undefined) {
|
|
symbol = market['symbol'];
|
|
}
|
|
if (price !== undefined) {
|
|
if (amount !== undefined) {
|
|
cost = price * amount;
|
|
}
|
|
}
|
|
return {
|
|
'id': id,
|
|
'order': order,
|
|
'info': trade,
|
|
'timestamp': timestamp,
|
|
'datetime': this.iso8601 (timestamp),
|
|
'symbol': symbol,
|
|
'type': type,
|
|
'side': side,
|
|
'takerOrMaker': undefined,
|
|
'price': price,
|
|
'amount': amount,
|
|
'cost': cost,
|
|
'fee': fee,
|
|
};
|
|
}
|
|
|
|
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
|
|
await this.loadMarkets ();
|
|
const market = this.market (symbol);
|
|
const id = market['id'];
|
|
const request = {
|
|
'pair': id,
|
|
};
|
|
// https://support.kraken.com/hc/en-us/articles/218198197-How-to-pull-all-trade-data-using-the-Kraken-REST-API
|
|
// https://github.com/ccxt/ccxt/issues/5677
|
|
if (since !== undefined) {
|
|
// php does not format it properly
|
|
// therefore we use string concatenation here
|
|
request['since'] = since * 1e6;
|
|
request['since'] = since.toString () + '000000'; // expected to be in nanoseconds
|
|
}
|
|
// https://github.com/ccxt/ccxt/issues/5698
|
|
if (limit !== undefined && limit !== 1000) {
|
|
const fetchTradesWarning = this.safeValue (this.options, 'fetchTradesWarning', true);
|
|
if (fetchTradesWarning) {
|
|
throw new ExchangeError (this.id + ' fetchTrades() cannot serve ' + limit.toString () + " trades without breaking the pagination, see https://github.com/ccxt/ccxt/issues/5698 for more details. Set exchange.options['fetchTradesWarning'] to acknowledge this warning and silence it.");
|
|
}
|
|
}
|
|
const response = await this.publicGetTrades (this.extend (request, params));
|
|
//
|
|
// {
|
|
// "error": [],
|
|
// "result": {
|
|
// "XETHXXBT": [
|
|
// ["0.032310","4.28169434",1541390792.763,"s","l",""]
|
|
// ],
|
|
// "last": "1541439421200678657"
|
|
// }
|
|
// }
|
|
//
|
|
const result = response['result'];
|
|
const trades = result[id];
|
|
// trades is a sorted array: last (most recent trade) goes last
|
|
const length = trades.length;
|
|
if (length <= 0) {
|
|
return [];
|
|
}
|
|
const lastTrade = trades[length - 1];
|
|
const lastTradeId = this.safeString (result, 'last');
|
|
lastTrade.push (lastTradeId);
|
|
return this.parseTrades (trades, market, since, limit);
|
|
}
|
|
|
|
async fetchBalance (params = {}) {
|
|
const response = await this.privatePostBalance (params);
|
|
const balances = this.safeValue (response, 'result', {});
|
|
const result = { 'info': balances };
|
|
const currencyIds = Object.keys (balances);
|
|
for (let i = 0; i < currencyIds.length; i++) {
|
|
const currencyId = currencyIds[i];
|
|
const code = this.safeCurrencyCode (currencyId);
|
|
const account = this.account ();
|
|
account['total'] = this.safeFloat (balances, currencyId);
|
|
result[code] = account;
|
|
}
|
|
return this.parseBalance (result);
|
|
}
|
|
|
|
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
|
|
await this.loadMarkets ();
|
|
const market = this.market (symbol);
|
|
const request = {
|
|
'pair': market['id'],
|
|
'type': side,
|
|
'ordertype': type,
|
|
'volume': this.amountToPrecision (symbol, amount),
|
|
};
|
|
const priceIsDefined = (price !== undefined);
|
|
const marketOrder = (type === 'market');
|
|
const limitOrder = (type === 'limit');
|
|
const shouldIncludePrice = limitOrder || (!marketOrder && priceIsDefined);
|
|
if (shouldIncludePrice) {
|
|
request['price'] = this.priceToPrecision (symbol, price);
|
|
}
|
|
const response = await this.privatePostAddOrder (this.extend (request, params));
|
|
let id = this.safeValue (response['result'], 'txid');
|
|
if (id !== undefined) {
|
|
if (Array.isArray (id)) {
|
|
const length = id.length;
|
|
id = (length > 1) ? id : id[0];
|
|
}
|
|
}
|
|
const clientOrderId = this.safeString (params, 'userref');
|
|
return {
|
|
'id': id,
|
|
'clientOrderId': clientOrderId,
|
|
'info': response,
|
|
'timestamp': undefined,
|
|
'datetime': undefined,
|
|
'lastTradeTimestamp': undefined,
|
|
'symbol': symbol,
|
|
'type': type,
|
|
'side': side,
|
|
'price': price,
|
|
'amount': amount,
|
|
'cost': undefined,
|
|
'average': undefined,
|
|
'filled': undefined,
|
|
'remaining': undefined,
|
|
'status': undefined,
|
|
'fee': undefined,
|
|
'trades': undefined,
|
|
};
|
|
}
|
|
|
|
findMarketByAltnameOrId (id) {
|
|
if (id in this.marketsByAltname) {
|
|
return this.marketsByAltname[id];
|
|
} else if (id in this.markets_by_id) {
|
|
return this.markets_by_id[id];
|
|
}
|
|
return undefined;
|
|
}
|
|
|
|
getDelistedMarketById (id) {
|
|
if (id === undefined) {
|
|
return id;
|
|
}
|
|
let market = this.safeValue (this.options['delistedMarketsById'], id);
|
|
if (market !== undefined) {
|
|
return market;
|
|
}
|
|
const baseIdStart = 0;
|
|
let baseIdEnd = 3;
|
|
let quoteIdStart = 3;
|
|
let quoteIdEnd = 6;
|
|
if (id.length === 8) {
|
|
baseIdEnd = 4;
|
|
quoteIdStart = 4;
|
|
quoteIdEnd = 8;
|
|
} else if (id.length === 7) {
|
|
baseIdEnd = 4;
|
|
quoteIdStart = 4;
|
|
quoteIdEnd = 7;
|
|
}
|
|
const baseId = id.slice (baseIdStart, baseIdEnd);
|
|
const quoteId = id.slice (quoteIdStart, quoteIdEnd);
|
|
const base = this.safeCurrencyCode (baseId);
|
|
const quote = this.safeCurrencyCode (quoteId);
|
|
const symbol = base + '/' + quote;
|
|
market = {
|
|
'symbol': symbol,
|
|
'base': base,
|
|
'quote': quote,
|
|
'baseId': baseId,
|
|
'quoteId': quoteId,
|
|
};
|
|
this.options['delistedMarketsById'][id] = market;
|
|
return market;
|
|
}
|
|
|
|
parseOrderStatus (status) {
|
|
const statuses = {
|
|
'pending': 'open', // order pending book entry
|
|
'open': 'open',
|
|
'closed': 'closed',
|
|
'canceled': 'canceled',
|
|
'expired': 'expired',
|
|
};
|
|
return this.safeString (statuses, status, status);
|
|
}
|
|
|
|
parseOrder (order, market = undefined) {
|
|
const description = this.safeValue (order, 'descr', {});
|
|
const side = this.safeString (description, 'type');
|
|
const type = this.safeString (description, 'ordertype');
|
|
const marketId = this.safeString (description, 'pair');
|
|
const foundMarket = this.findMarketByAltnameOrId (marketId);
|
|
let symbol = undefined;
|
|
if (foundMarket !== undefined) {
|
|
market = foundMarket;
|
|
} else if (marketId !== undefined) {
|
|
// delisted market ids go here
|
|
market = this.getDelistedMarketById (marketId);
|
|
}
|
|
const timestamp = this.safeTimestamp (order, 'opentm');
|
|
const amount = this.safeFloat (order, 'vol');
|
|
const filled = this.safeFloat (order, 'vol_exec');
|
|
const remaining = amount - filled;
|
|
let fee = undefined;
|
|
const cost = this.safeFloat (order, 'cost');
|
|
let price = this.safeFloat (description, 'price');
|
|
if ((price === undefined) || (price === 0)) {
|
|
price = this.safeFloat (description, 'price2');
|
|
}
|
|
if ((price === undefined) || (price === 0)) {
|
|
price = this.safeFloat (order, 'price', price);
|
|
}
|
|
const average = this.safeFloat (order, 'price');
|
|
if (market !== undefined) {
|
|
symbol = market['symbol'];
|
|
if ('fee' in order) {
|
|
const flags = order['oflags'];
|
|
const feeCost = this.safeFloat (order, 'fee');
|
|
fee = {
|
|
'cost': feeCost,
|
|
'rate': undefined,
|
|
};
|
|
if (flags.indexOf ('fciq') >= 0) {
|
|
fee['currency'] = market['quote'];
|
|
} else if (flags.indexOf ('fcib') >= 0) {
|
|
fee['currency'] = market['base'];
|
|
}
|
|
}
|
|
}
|
|
const status = this.parseOrderStatus (this.safeString (order, 'status'));
|
|
const id = this.safeString (order, 'id');
|
|
const clientOrderId = this.safeString (order, 'userref');
|
|
const rawTrades = this.safeValue (order, 'trades');
|
|
let trades = undefined;
|
|
if (rawTrades !== undefined) {
|
|
trades = this.parseTrades (rawTrades, market, undefined, undefined, { 'order': id });
|
|
}
|
|
return {
|
|
'id': id,
|
|
'clientOrderId': clientOrderId,
|
|
'info': order,
|
|
'timestamp': timestamp,
|
|
'datetime': this.iso8601 (timestamp),
|
|
'lastTradeTimestamp': undefined,
|
|
'status': status,
|
|
'symbol': symbol,
|
|
'type': type,
|
|
'side': side,
|
|
'price': price,
|
|
'cost': cost,
|
|
'amount': amount,
|
|
'filled': filled,
|
|
'average': average,
|
|
'remaining': remaining,
|
|
'fee': fee,
|
|
'trades': trades,
|
|
};
|
|
}
|
|
|
|
parseOrders (orders, market = undefined, since = undefined, limit = undefined, params = {}) {
|
|
const result = [];
|
|
const ids = Object.keys (orders);
|
|
let symbol = undefined;
|
|
if (market !== undefined) {
|
|
symbol = market['symbol'];
|
|
}
|
|
for (let i = 0; i < ids.length; i++) {
|
|
const id = ids[i];
|
|
const order = this.extend ({ 'id': id }, orders[id]);
|
|
result.push (this.extend (this.parseOrder (order, market), params));
|
|
}
|
|
return this.filterBySymbolSinceLimit (result, symbol, since, limit);
|
|
}
|
|
|
|
async fetchOrder (id, symbol = undefined, params = {}) {
|
|
await this.loadMarkets ();
|
|
const clientOrderId = this.safeValue2 (params, 'userref', 'clientOrderId');
|
|
const request = {
|
|
'trades': true, // whether or not to include trades in output (optional, default false)
|
|
// 'txid': id, // do not comma separate a list of ids - use fetchOrdersByIds instead
|
|
// 'userref': 'optional', // restrict results to given user reference id (optional)
|
|
};
|
|
let query = params;
|
|
if (clientOrderId !== undefined) {
|
|
request['userref'] = clientOrderId;
|
|
query = this.omit (params, [ 'userref', 'clientOrderId' ]);
|
|
} else {
|
|
request['txid'] = id;
|
|
}
|
|
const response = await this.privatePostQueryOrders (this.extend (request, query));
|
|
//
|
|
// {
|
|
// "error":[],
|
|
// "result":{
|
|
// "OTLAS3-RRHUF-NDWH5A":{
|
|
// "refid":null,
|
|
// "userref":null,
|
|
// "status":"closed",
|
|
// "reason":null,
|
|
// "opentm":1586822919.3342,
|
|
// "closetm":1586822919.365,
|
|
// "starttm":0,
|
|
// "expiretm":0,
|
|
// "descr":{
|
|
// "pair":"XBTUSDT",
|
|
// "type":"sell",
|
|
// "ordertype":"market",
|
|
// "price":"0",
|
|
// "price2":"0",
|
|
// "leverage":"none",
|
|
// "order":"sell 0.21804000 XBTUSDT @ market",
|
|
// "close":""
|
|
// },
|
|
// "vol":"0.21804000",
|
|
// "vol_exec":"0.21804000",
|
|
// "cost":"1493.9",
|
|
// "fee":"3.8",
|
|
// "price":"6851.5",
|
|
// "stopprice":"0.00000",
|
|
// "limitprice":"0.00000",
|
|
// "misc":"",
|
|
// "oflags":"fciq",
|
|
// "trades":["TT5UC3-GOIRW-6AZZ6R"]
|
|
// }
|
|
// }
|
|
// }
|
|
//
|
|
const orders = this.safeValue (response, 'result', []);
|
|
const order = this.parseOrder (this.extend ({ 'id': id }, orders[id]));
|
|
return this.extend ({ 'info': response }, order);
|
|
}
|
|
|
|
async fetchOrderTrades (id, symbol = undefined, since = undefined, limit = undefined, params = {}) {
|
|
const orderTrades = this.safeValue (params, 'trades');
|
|
const tradeIds = [];
|
|
if (orderTrades === undefined) {
|
|
throw new ArgumentsRequired (this.id + " fetchOrderTrades requires a unified order structure in the params argument or a 'trades' param (an array of trade id strings)");
|
|
} else {
|
|
for (let i = 0; i < orderTrades.length; i++) {
|
|
const orderTrade = orderTrades[i];
|
|
if (typeof orderTrade === 'string') {
|
|
tradeIds.push (orderTrade);
|
|
} else {
|
|
tradeIds.push (orderTrade['id']);
|
|
}
|
|
}
|
|
}
|
|
await this.loadMarkets ();
|
|
const options = this.safeValue (this.options, 'fetchOrderTrades', {});
|
|
const batchSize = this.safeInteger (options, 'batchSize', 20);
|
|
let numBatches = parseInt (tradeIds / batchSize);
|
|
numBatches = this.sum (numBatches, 1);
|
|
const numTradeIds = tradeIds.length;
|
|
let result = [];
|
|
for (let j = 0; j < numBatches; j++) {
|
|
const requestIds = [];
|
|
for (let k = 0; k < batchSize; k++) {
|
|
const index = this.sum (j * batchSize, k);
|
|
if (index < numTradeIds) {
|
|
requestIds.push (tradeIds[index]);
|
|
}
|
|
}
|
|
const request = {
|
|
'txid': requestIds.join (','),
|
|
};
|
|
const response = await this.privatePostQueryTrades (request);
|
|
//
|
|
// {
|
|
// error: [],
|
|
// result: {
|
|
// 'TIMIRG-WUNNE-RRJ6GT': {
|
|
// ordertxid: 'OQRPN2-LRHFY-HIFA7D',
|
|
// postxid: 'TKH2SE-M7IF5-CFI7LT',
|
|
// pair: 'USDCUSDT',
|
|
// time: 1586340086.457,
|
|
// type: 'sell',
|
|
// ordertype: 'market',
|
|
// price: '0.99860000',
|
|
// cost: '22.16892001',
|
|
// fee: '0.04433784',
|
|
// vol: '22.20000000',
|
|
// margin: '0.00000000',
|
|
// misc: ''
|
|
// }
|
|
// }
|
|
// }
|
|
//
|
|
const rawTrades = this.safeValue (response, 'result');
|
|
const ids = Object.keys (rawTrades);
|
|
for (let i = 0; i < ids.length; i++) {
|
|
rawTrades[ids[i]]['id'] = ids[i];
|
|
}
|
|
const trades = this.parseTrades (rawTrades, undefined, since, limit);
|
|
const tradesFilteredBySymbol = this.filterBySymbol (trades, symbol);
|
|
result = this.arrayConcat (result, tradesFilteredBySymbol);
|
|
}
|
|
return result;
|
|
}
|
|
|
|
async fetchOrdersByIds (ids, symbol = undefined, params = {}) {
|
|
await this.loadMarkets ();
|
|
const response = await this.privatePostQueryOrders (this.extend ({
|
|
'trades': true, // whether or not to include trades in output (optional, default false)
|
|
'txid': ids.join (','), // comma delimited list of transaction ids to query info about (20 maximum)
|
|
}, params));
|
|
const result = this.safeValue (response, 'result', {});
|
|
const orders = [];
|
|
const orderIds = Object.keys (result);
|
|
for (let i = 0; i < orderIds.length; i++) {
|
|
const id = orderIds[i];
|
|
const item = result[id];
|
|
const order = this.parseOrder (this.extend ({ 'id': id }, item));
|
|
orders.push (order);
|
|
}
|
|
return orders;
|
|
}
|
|
|
|
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
|
|
await this.loadMarkets ();
|
|
const request = {
|
|
// 'type': 'all', // any position, closed position, closing position, no position
|
|
// 'trades': false, // whether or not to include trades related to position in output
|
|
// 'start': 1234567890, // starting unix timestamp or trade tx id of results (exclusive)
|
|
// 'end': 1234567890, // ending unix timestamp or trade tx id of results (inclusive)
|
|
// 'ofs' = result offset
|
|
};
|
|
if (since !== undefined) {
|
|
request['start'] = parseInt (since / 1000);
|
|
}
|
|
const response = await this.privatePostTradesHistory (this.extend (request, params));
|
|
//
|
|
// {
|
|
// "error": [],
|
|
// "result": {
|
|
// "trades": {
|
|
// "GJ3NYQ-XJRTF-THZABF": {
|
|
// "ordertxid": "TKH2SE-ZIF5E-CFI7LT",
|
|
// "postxid": "OEN3VX-M7IF5-JNBJAM",
|
|
// "pair": "XICNXETH",
|
|
// "time": 1527213229.4491,
|
|
// "type": "sell",
|
|
// "ordertype": "limit",
|
|
// "price": "0.001612",
|
|
// "cost": "0.025792",
|
|
// "fee": "0.000026",
|
|
// "vol": "16.00000000",
|
|
// "margin": "0.000000",
|
|
// "misc": ""
|
|
// },
|
|
// ...
|
|
// },
|
|
// "count": 9760,
|
|
// },
|
|
// }
|
|
//
|
|
const trades = response['result']['trades'];
|
|
const ids = Object.keys (trades);
|
|
for (let i = 0; i < ids.length; i++) {
|
|
trades[ids[i]]['id'] = ids[i];
|
|
}
|
|
const result = this.parseTrades (trades, undefined, since, limit);
|
|
if (symbol === undefined) {
|
|
return result;
|
|
}
|
|
return this.filterBySymbol (result, symbol);
|
|
}
|
|
|
|
async cancelOrder (id, symbol = undefined, params = {}) {
|
|
await this.loadMarkets ();
|
|
let response = undefined;
|
|
try {
|
|
response = await this.privatePostCancelOrder (this.extend ({
|
|
'txid': id,
|
|
}, params));
|
|
} catch (e) {
|
|
if (this.last_http_response) {
|
|
if (this.last_http_response.indexOf ('EOrder:Unknown order') >= 0) {
|
|
throw new OrderNotFound (this.id + ' cancelOrder() error ' + this.last_http_response);
|
|
}
|
|
}
|
|
throw e;
|
|
}
|
|
return response;
|
|
}
|
|
|
|
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
|
|
await this.loadMarkets ();
|
|
const request = {};
|
|
if (since !== undefined) {
|
|
request['start'] = parseInt (since / 1000);
|
|
}
|
|
const response = await this.privatePostOpenOrders (this.extend (request, params));
|
|
const orders = this.parseOrders (response['result']['open'], undefined, since, limit);
|
|
if (symbol === undefined) {
|
|
return orders;
|
|
}
|
|
return this.filterBySymbol (orders, symbol);
|
|
}
|
|
|
|
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
|
|
await this.loadMarkets ();
|
|
const request = {};
|
|
if (since !== undefined) {
|
|
request['start'] = parseInt (since / 1000);
|
|
}
|
|
const response = await this.privatePostClosedOrders (this.extend (request, params));
|
|
const orders = this.parseOrders (response['result']['closed'], undefined, since, limit);
|
|
if (symbol === undefined) {
|
|
return orders;
|
|
}
|
|
return this.filterBySymbol (orders, symbol);
|
|
}
|
|
|
|
async fetchDepositMethods (code, params = {}) {
|
|
await this.loadMarkets ();
|
|
const currency = this.currency (code);
|
|
const request = {
|
|
'asset': currency['id'],
|
|
};
|
|
const response = await this.privatePostDepositMethods (this.extend (request, params));
|
|
return response['result'];
|
|
}
|
|
|
|
parseTransactionStatus (status) {
|
|
// IFEX transaction states
|
|
const statuses = {
|
|
'Initial': 'pending',
|
|
'Pending': 'pending',
|
|
'Success': 'ok',
|
|
'Settled': 'pending',
|
|
'Failure': 'failed',
|
|
'Partial': 'ok',
|
|
};
|
|
return this.safeString (statuses, status, status);
|
|
}
|
|
|
|
parseTransaction (transaction, currency = undefined) {
|
|
//
|
|
// fetchDeposits
|
|
//
|
|
// { method: "Ether (Hex)",
|
|
// aclass: "currency",
|
|
// asset: "XETH",
|
|
// refid: "Q2CANKL-LBFVEE-U4Y2WQ",
|
|
// txid: "0x57fd704dab1a73c20e24c8696099b695d596924b401b261513cfdab23…",
|
|
// info: "0x615f9ba7a9575b0ab4d571b2b36b1b324bd83290",
|
|
// amount: "7.9999257900",
|
|
// fee: "0.0000000000",
|
|
// time: 1529223212,
|
|
// status: "Success" }
|
|
//
|
|
// fetchWithdrawals
|
|
//
|
|
// { method: "Ether",
|
|
// aclass: "currency",
|
|
// asset: "XETH",
|
|
// refid: "A2BF34S-O7LBNQ-UE4Y4O",
|
|
// txid: "0x288b83c6b0904d8400ef44e1c9e2187b5c8f7ea3d838222d53f701a15b5c274d",
|
|
// info: "0x7cb275a5e07ba943fee972e165d80daa67cb2dd0",
|
|
// amount: "9.9950000000",
|
|
// fee: "0.0050000000",
|
|
// time: 1530481750,
|
|
// status: "Success" }
|
|
//
|
|
const id = this.safeString (transaction, 'refid');
|
|
const txid = this.safeString (transaction, 'txid');
|
|
const timestamp = this.safeTimestamp (transaction, 'time');
|
|
const currencyId = this.safeString (transaction, 'asset');
|
|
const code = this.safeCurrencyCode (currencyId, currency);
|
|
const address = this.safeString (transaction, 'info');
|
|
const amount = this.safeFloat (transaction, 'amount');
|
|
const status = this.parseTransactionStatus (this.safeString (transaction, 'status'));
|
|
const type = this.safeString (transaction, 'type'); // injected from the outside
|
|
let feeCost = this.safeFloat (transaction, 'fee');
|
|
if (feeCost === undefined) {
|
|
if (type === 'deposit') {
|
|
feeCost = 0;
|
|
}
|
|
}
|
|
return {
|
|
'info': transaction,
|
|
'id': id,
|
|
'currency': code,
|
|
'amount': amount,
|
|
'address': address,
|
|
'tag': undefined,
|
|
'status': status,
|
|
'type': type,
|
|
'updated': undefined,
|
|
'txid': txid,
|
|
'timestamp': timestamp,
|
|
'datetime': this.iso8601 (timestamp),
|
|
'fee': {
|
|
'currency': code,
|
|
'cost': feeCost,
|
|
},
|
|
};
|
|
}
|
|
|
|
parseTransactionsByType (type, transactions, code = undefined, since = undefined, limit = undefined) {
|
|
const result = [];
|
|
for (let i = 0; i < transactions.length; i++) {
|
|
const transaction = this.parseTransaction (this.extend ({
|
|
'type': type,
|
|
}, transactions[i]));
|
|
result.push (transaction);
|
|
}
|
|
return this.filterByCurrencySinceLimit (result, code, since, limit);
|
|
}
|
|
|
|
async fetchDeposits (code = undefined, since = undefined, limit = undefined, params = {}) {
|
|
// https://www.kraken.com/en-us/help/api#deposit-status
|
|
if (code === undefined) {
|
|
throw new ArgumentsRequired (this.id + ' fetchDeposits requires a currency code argument');
|
|
}
|
|
await this.loadMarkets ();
|
|
const currency = this.currency (code);
|
|
const request = {
|
|
'asset': currency['id'],
|
|
};
|
|
const response = await this.privatePostDepositStatus (this.extend (request, params));
|
|
//
|
|
// { error: [],
|
|
// result: [ { method: "Ether (Hex)",
|
|
// aclass: "currency",
|
|
// asset: "XETH",
|
|
// refid: "Q2CANKL-LBFVEE-U4Y2WQ",
|
|
// txid: "0x57fd704dab1a73c20e24c8696099b695d596924b401b261513cfdab23…",
|
|
// info: "0x615f9ba7a9575b0ab4d571b2b36b1b324bd83290",
|
|
// amount: "7.9999257900",
|
|
// fee: "0.0000000000",
|
|
// time: 1529223212,
|
|
// status: "Success" } ] }
|
|
//
|
|
return this.parseTransactionsByType ('deposit', response['result'], code, since, limit);
|
|
}
|
|
|
|
async fetchWithdrawals (code = undefined, since = undefined, limit = undefined, params = {}) {
|
|
// https://www.kraken.com/en-us/help/api#withdraw-status
|
|
if (code === undefined) {
|
|
throw new ArgumentsRequired (this.id + ' fetchWithdrawals requires a currency code argument');
|
|
}
|
|
await this.loadMarkets ();
|
|
const currency = this.currency (code);
|
|
const request = {
|
|
'asset': currency['id'],
|
|
};
|
|
const response = await this.privatePostWithdrawStatus (this.extend (request, params));
|
|
//
|
|
// { error: [],
|
|
// result: [ { method: "Ether",
|
|
// aclass: "currency",
|
|
// asset: "XETH",
|
|
// refid: "A2BF34S-O7LBNQ-UE4Y4O",
|
|
// txid: "0x298c83c7b0904d8400ef43e1c9e2287b518f7ea3d838822d53f704a1565c274d",
|
|
// info: "0x7cb275a5e07ba943fee972e165d80daa67cb2dd0",
|
|
// amount: "9.9950000000",
|
|
// fee: "0.0050000000",
|
|
// time: 1530481750,
|
|
// status: "Success" } ] }
|
|
//
|
|
return this.parseTransactionsByType ('withdrawal', response['result'], code, since, limit);
|
|
}
|
|
|
|
async createDepositAddress (code, params = {}) {
|
|
const request = {
|
|
'new': 'true',
|
|
};
|
|
const response = await this.fetchDepositAddress (code, this.extend (request, params));
|
|
const address = this.safeString (response, 'address');
|
|
this.checkAddress (address);
|
|
return {
|
|
'currency': code,
|
|
'address': address,
|
|
'info': response,
|
|
};
|
|
}
|
|
|
|
async fetchDepositAddress (code, params = {}) {
|
|
await this.loadMarkets ();
|
|
const currency = this.currency (code);
|
|
// eslint-disable-next-line quotes
|
|
let method = this.safeString (params, 'method');
|
|
if (method === undefined) {
|
|
if (this.options['cacheDepositMethodsOnFetchDepositAddress']) {
|
|
// cache depositMethods
|
|
if (!(code in this.options['depositMethods'])) {
|
|
this.options['depositMethods'][code] = await this.fetchDepositMethods (code);
|
|
}
|
|
method = this.options['depositMethods'][code][0]['method'];
|
|
} else {
|
|
throw new ArgumentsRequired (this.id + ' fetchDepositAddress() requires an extra `method` parameter. Use fetchDepositMethods ("' + code + '") to get a list of available deposit methods or enable the exchange property .options["cacheDepositMethodsOnFetchDepositAddress"] = true');
|
|
}
|
|
}
|
|
const request = {
|
|
'asset': currency['id'],
|
|
'method': method,
|
|
};
|
|
const response = await this.privatePostDepositAddresses (this.extend (request, params)); // overwrite methods
|
|
const result = response['result'];
|
|
const numResults = result.length;
|
|
if (numResults < 1) {
|
|
throw new InvalidAddress (this.id + ' privatePostDepositAddresses() returned no addresses');
|
|
}
|
|
const address = this.safeString (result[0], 'address');
|
|
const tag = this.safeString2 (result[0], 'tag', 'memo');
|
|
this.checkAddress (address);
|
|
return {
|
|
'currency': code,
|
|
'address': address,
|
|
'tag': tag,
|
|
'info': response,
|
|
};
|
|
}
|
|
|
|
async withdraw (code, amount, address, tag = undefined, params = {}) {
|
|
this.checkAddress (address);
|
|
if ('key' in params) {
|
|
await this.loadMarkets ();
|
|
const currency = this.currency (code);
|
|
const request = {
|
|
'asset': currency['id'],
|
|
'amount': amount,
|
|
// 'address': address, // they don't allow withdrawals to direct addresses
|
|
};
|
|
const response = await this.privatePostWithdraw (this.extend (request, params));
|
|
return {
|
|
'info': response,
|
|
'id': response['result'],
|
|
};
|
|
}
|
|
throw new ExchangeError (this.id + " withdraw requires a 'key' parameter (withdrawal key name, as set up on your account)");
|
|
}
|
|
|
|
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
|
|
let url = '/' + this.version + '/' + api + '/' + path;
|
|
if (api === 'public') {
|
|
if (Object.keys (params).length) {
|
|
url += '?' + this.urlencode (params);
|
|
}
|
|
} else if (api === 'private') {
|
|
this.checkRequiredCredentials ();
|
|
const nonce = this.nonce ().toString ();
|
|
body = this.urlencode (this.extend ({ 'nonce': nonce }, params));
|
|
const auth = this.encode (nonce + body);
|
|
const hash = this.hash (auth, 'sha256', 'binary');
|
|
const binary = this.stringToBinary (this.encode (url));
|
|
const binhash = this.binaryConcat (binary, hash);
|
|
const secret = this.base64ToBinary (this.secret);
|
|
const signature = this.hmac (binhash, secret, 'sha512', 'base64');
|
|
headers = {
|
|
'API-Key': this.apiKey,
|
|
'API-Sign': this.decode (signature),
|
|
'Content-Type': 'application/x-www-form-urlencoded',
|
|
};
|
|
} else {
|
|
url = '/' + path;
|
|
}
|
|
url = this.urls['api'][api] + url;
|
|
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
|
|
}
|
|
|
|
nonce () {
|
|
return this.milliseconds ();
|
|
}
|
|
|
|
handleErrors (code, reason, url, method, headers, body, response, requestHeaders, requestBody) {
|
|
if (code === 520) {
|
|
throw new ExchangeNotAvailable (this.id + ' ' + code.toString () + ' ' + reason);
|
|
}
|
|
// todo: rewrite this for "broad" exceptions matching
|
|
if (body.indexOf ('Invalid order') >= 0) {
|
|
throw new InvalidOrder (this.id + ' ' + body);
|
|
}
|
|
if (body.indexOf ('Invalid nonce') >= 0) {
|
|
throw new InvalidNonce (this.id + ' ' + body);
|
|
}
|
|
if (body.indexOf ('Insufficient funds') >= 0) {
|
|
throw new InsufficientFunds (this.id + ' ' + body);
|
|
}
|
|
if (body.indexOf ('Cancel pending') >= 0) {
|
|
throw new CancelPending (this.id + ' ' + body);
|
|
}
|
|
if (body.indexOf ('Invalid arguments:volume') >= 0) {
|
|
throw new InvalidOrder (this.id + ' ' + body);
|
|
}
|
|
if (body[0] === '{') {
|
|
if (typeof response !== 'string') {
|
|
if ('error' in response) {
|
|
const numErrors = response['error'].length;
|
|
if (numErrors) {
|
|
const message = this.id + ' ' + body;
|
|
for (let i = 0; i < response['error'].length; i++) {
|
|
const error = response['error'][i];
|
|
this.throwExactlyMatchedException (this.exceptions, error, message);
|
|
}
|
|
throw new ExchangeError (message);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
};
|