488 lines
18 KiB
JavaScript
488 lines
18 KiB
JavaScript
'use strict';
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// ---------------------------------------------------------------------------
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const Exchange = require ('./base/Exchange');
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const { ExchangeError, ArgumentsRequired, OrderNotFound } = require ('./base/errors');
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// ---------------------------------------------------------------------------
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module.exports = class bitflyer extends Exchange {
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describe () {
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return this.deepExtend (super.describe (), {
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'id': 'bitflyer',
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'name': 'bitFlyer',
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'countries': [ 'JP' ],
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'version': 'v1',
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'rateLimit': 1000, // their nonce-timestamp is in seconds...
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'has': {
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'CORS': false,
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'withdraw': true,
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'fetchMyTrades': true,
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'fetchOrders': true,
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'fetchOrder': 'emulated',
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'fetchOpenOrders': 'emulated',
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'fetchClosedOrders': 'emulated',
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},
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'urls': {
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'logo': 'https://user-images.githubusercontent.com/1294454/28051642-56154182-660e-11e7-9b0d-6042d1e6edd8.jpg',
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'api': 'https://api.bitflyer.jp',
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'www': 'https://bitflyer.jp',
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'doc': 'https://lightning.bitflyer.com/docs?lang=en',
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},
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'api': {
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'public': {
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'get': [
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'getmarkets/usa', // new (wip)
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'getmarkets/eu', // new (wip)
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'getmarkets', // or 'markets'
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'getboard', // ...
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'getticker',
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'getexecutions',
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'gethealth',
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'getboardstate',
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'getchats',
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],
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},
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'private': {
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'get': [
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'getpermissions',
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'getbalance',
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'getbalancehistory',
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'getcollateral',
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'getcollateralhistory',
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'getcollateralaccounts',
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'getaddresses',
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'getcoinins',
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'getcoinouts',
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'getbankaccounts',
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'getdeposits',
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'getwithdrawals',
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'getchildorders',
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'getparentorders',
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'getparentorder',
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'getexecutions',
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'getpositions',
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'gettradingcommission',
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],
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'post': [
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'sendcoin',
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'withdraw',
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'sendchildorder',
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'cancelchildorder',
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'sendparentorder',
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'cancelparentorder',
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'cancelallchildorders',
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],
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},
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},
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'fees': {
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'trading': {
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'maker': 0.2 / 100,
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'taker': 0.2 / 100,
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},
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'BTC/JPY': {
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'maker': 0.15 / 100,
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'taker': 0.15 / 100,
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},
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},
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});
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}
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async fetchMarkets (params = {}) {
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const jp_markets = await this.publicGetGetmarkets (params);
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const us_markets = await this.publicGetGetmarketsUsa (params);
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const eu_markets = await this.publicGetGetmarketsEu (params);
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let markets = this.arrayConcat (jp_markets, us_markets);
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markets = this.arrayConcat (markets, eu_markets);
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const result = [];
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for (let i = 0; i < markets.length; i++) {
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const market = markets[i];
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const id = this.safeString (market, 'product_code');
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const currencies = id.split ('_');
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let baseId = undefined;
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let quoteId = undefined;
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let base = undefined;
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let quote = undefined;
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const numCurrencies = currencies.length;
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if (numCurrencies === 1) {
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baseId = id.slice (0, 3);
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quoteId = id.slice (3, 6);
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} else if (numCurrencies === 2) {
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baseId = currencies[0];
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quoteId = currencies[1];
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} else {
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baseId = currencies[1];
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quoteId = currencies[2];
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}
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base = this.safeCurrencyCode (baseId);
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quote = this.safeCurrencyCode (quoteId);
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const symbol = (numCurrencies === 2) ? (base + '/' + quote) : id;
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const fees = this.safeValue (this.fees, symbol, this.fees['trading']);
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let maker = this.safeValue (fees, 'maker', this.fees['trading']['maker']);
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let taker = this.safeValue (fees, 'taker', this.fees['trading']['taker']);
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let spot = true;
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let future = false;
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let type = 'spot';
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if (('alias' in market) || (currencies[0] === 'FX')) {
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type = 'future';
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future = true;
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spot = false;
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maker = 0.0;
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taker = 0.0;
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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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'maker': maker,
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'taker': taker,
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'type': type,
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'spot': spot,
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'future': future,
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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 response = await this.privateGetGetbalance (params);
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//
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// [
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// {
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// "currency_code": "JPY",
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// "amount": 1024078,
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// "available": 508000
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// },
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// {
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// "currency_code": "BTC",
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// "amount": 10.24,
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// "available": 4.12
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// },
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// {
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// "currency_code": "ETH",
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// "amount": 20.48,
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// "available": 16.38
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// }
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// ]
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//
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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_code');
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const code = this.safeCurrencyCode (currencyId);
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const account = this.account ();
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account['total'] = this.safeFloat (balance, 'amount');
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account['free'] = this.safeFloat (balance, 'available');
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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 request = {
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'product_code': this.marketId (symbol),
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};
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const orderbook = await this.publicGetGetboard (this.extend (request, params));
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return this.parseOrderBook (orderbook, undefined, 'bids', 'asks', 'price', 'size');
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}
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async fetchTicker (symbol, params = {}) {
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await this.loadMarkets ();
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const request = {
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'product_code': this.marketId (symbol),
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};
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const ticker = await this.publicGetGetticker (this.extend (request, params));
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const timestamp = this.parse8601 (this.safeString (ticker, 'timestamp'));
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const last = this.safeFloat (ticker, 'ltp');
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return {
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'symbol': symbol,
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'timestamp': timestamp,
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'datetime': this.iso8601 (timestamp),
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'high': undefined,
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'low': undefined,
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'bid': this.safeFloat (ticker, 'best_bid'),
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'bidVolume': undefined,
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'ask': this.safeFloat (ticker, 'best_ask'),
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'askVolume': undefined,
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'vwap': undefined,
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'open': undefined,
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'close': last,
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'last': last,
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'previousClose': undefined,
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'change': undefined,
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'percentage': undefined,
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'average': undefined,
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'baseVolume': this.safeFloat (ticker, 'volume_by_product'),
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'quoteVolume': undefined,
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'info': ticker,
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};
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}
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parseTrade (trade, market = undefined) {
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let side = this.safeStringLower (trade, 'side');
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if (side !== undefined) {
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if (side.length < 1) {
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side = undefined;
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}
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}
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let order = undefined;
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if (side !== undefined) {
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const id = side + '_child_order_acceptance_id';
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if (id in trade) {
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order = trade[id];
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}
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}
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if (order === undefined) {
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order = this.safeString (trade, 'child_order_acceptance_id');
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}
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const timestamp = this.parse8601 (this.safeString (trade, 'exec_date'));
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const price = this.safeFloat (trade, 'price');
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const amount = this.safeFloat (trade, 'size');
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let cost = undefined;
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if (amount !== undefined) {
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if (price !== undefined) {
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cost = price * amount;
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}
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}
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const id = this.safeString (trade, 'id');
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let symbol = undefined;
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if (market !== undefined) {
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symbol = market['symbol'];
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}
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return {
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'id': id,
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'info': trade,
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'timestamp': timestamp,
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'datetime': this.iso8601 (timestamp),
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'symbol': symbol,
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'order': order,
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'type': undefined,
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'side': side,
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'takerOrMaker': undefined,
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'price': price,
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'amount': amount,
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'cost': cost,
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'fee': undefined,
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};
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}
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async fetchTrades (symbol, since = undefined, 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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'product_code': market['id'],
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};
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const response = await this.publicGetGetexecutions (this.extend (request, params));
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return this.parseTrades (response, market, since, limit);
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}
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async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
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await this.loadMarkets ();
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const request = {
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'product_code': this.marketId (symbol),
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'child_order_type': type.toUpperCase (),
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'side': side.toUpperCase (),
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'price': price,
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'size': amount,
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};
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const result = await this.privatePostSendchildorder (this.extend (request, params));
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// { "status": - 200, "error_message": "Insufficient funds", "data": null }
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const id = this.safeString (result, 'child_order_acceptance_id');
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return {
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'info': result,
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'id': id,
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};
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}
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async cancelOrder (id, symbol = undefined, params = {}) {
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if (symbol === undefined) {
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throw new ArgumentsRequired (this.id + ' cancelOrder() requires a `symbol` argument');
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}
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await this.loadMarkets ();
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const request = {
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'product_code': this.marketId (symbol),
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'child_order_acceptance_id': id,
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};
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return await this.privatePostCancelchildorder (this.extend (request, params));
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}
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parseOrderStatus (status) {
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const statuses = {
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'ACTIVE': 'open',
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'COMPLETED': 'closed',
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'CANCELED': 'canceled',
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'EXPIRED': 'canceled',
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'REJECTED': 'canceled',
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};
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return this.safeString (statuses, status, status);
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}
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parseOrder (order, market = undefined) {
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const timestamp = this.parse8601 (this.safeString (order, 'child_order_date'));
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const amount = this.safeFloat (order, 'size');
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const remaining = this.safeFloat (order, 'outstanding_size');
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const filled = this.safeFloat (order, 'executed_size');
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const price = this.safeFloat (order, 'price');
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const cost = price * filled;
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const status = this.parseOrderStatus (this.safeString (order, 'child_order_state'));
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const type = this.safeStringLower (order, 'child_order_type');
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const side = this.safeStringLower (order, 'side');
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let symbol = undefined;
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if (market === undefined) {
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const marketId = this.safeString (order, 'product_code');
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if (marketId in this.markets_by_id) {
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market = this.markets_by_id[marketId];
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}
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}
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if (market !== undefined) {
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symbol = market['symbol'];
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}
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let fee = undefined;
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const feeCost = this.safeFloat (order, 'total_commission');
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if (feeCost !== undefined) {
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fee = {
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'cost': feeCost,
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'currency': undefined,
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'rate': undefined,
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};
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}
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const id = this.safeString (order, 'child_order_acceptance_id');
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return {
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'id': id,
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'info': order,
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'timestamp': timestamp,
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'datetime': this.iso8601 (timestamp),
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'lastTradeTimestamp': undefined,
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'status': status,
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'symbol': symbol,
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'type': type,
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'side': side,
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'price': price,
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'cost': cost,
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'amount': amount,
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'filled': filled,
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'remaining': remaining,
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'fee': fee,
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};
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}
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async fetchOrders (symbol = undefined, since = undefined, limit = 100, params = {}) {
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if (symbol === undefined) {
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throw new ArgumentsRequired (this.id + ' fetchOrders() requires a `symbol` argument');
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}
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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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'product_code': market['id'],
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'count': limit,
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};
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const response = await this.privateGetGetchildorders (this.extend (request, params));
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let orders = this.parseOrders (response, market, since, limit);
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if (symbol !== undefined) {
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orders = this.filterBy (orders, 'symbol', symbol);
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}
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return orders;
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}
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async fetchOpenOrders (symbol = undefined, since = undefined, limit = 100, params = {}) {
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const request = {
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'child_order_state': 'ACTIVE',
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};
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return await this.fetchOrders (symbol, since, limit, this.extend (request, params));
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}
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async fetchClosedOrders (symbol = undefined, since = undefined, limit = 100, params = {}) {
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const request = {
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'child_order_state': 'COMPLETED',
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};
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return await this.fetchOrders (symbol, since, limit, this.extend (request, params));
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}
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async fetchOrder (id, symbol = undefined, params = {}) {
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if (symbol === undefined) {
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throw new ArgumentsRequired (this.id + ' fetchOrder() requires a `symbol` argument');
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}
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const orders = await this.fetchOrders (symbol);
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const ordersById = this.indexBy (orders, 'id');
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if (id in ordersById) {
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return ordersById[id];
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}
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throw new OrderNotFound (this.id + ' No order found with id ' + id);
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}
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async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
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if (symbol === undefined) {
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throw new ArgumentsRequired (this.id + ' fetchMyTrades requires a `symbol` argument');
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}
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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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'product_code': market['id'],
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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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const response = await this.privateGetGetexecutions (this.extend (request, params));
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return this.parseTrades (response, market, since, limit);
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}
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async withdraw (code, amount, address, tag = undefined, params = {}) {
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this.checkAddress (address);
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await this.loadMarkets ();
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if (code !== 'JPY' && code !== 'USD' && code !== 'EUR') {
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throw new ExchangeError (this.id + ' allows withdrawing JPY, USD, EUR only, ' + code + ' is not supported');
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}
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const currency = this.currency (code);
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const request = {
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'currency_code': currency['id'],
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'amount': amount,
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// 'bank_account_id': 1234,
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};
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const response = await this.privatePostWithdraw (this.extend (request, params));
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const id = this.safeString (response, 'message_id');
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return {
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'info': response,
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'id': id,
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};
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}
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sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
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let request = '/' + this.version + '/';
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if (api === 'private') {
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request += 'me/';
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}
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request += path;
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if (method === 'GET') {
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if (Object.keys (params).length) {
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request += '?' + this.urlencode (params);
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}
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}
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const url = this.urls['api'] + request;
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if (api === 'private') {
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this.checkRequiredCredentials ();
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const nonce = this.nonce ().toString ();
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let auth = [ nonce, method, request ].join ('');
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if (Object.keys (params).length) {
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if (method !== 'GET') {
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body = this.json (params);
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auth += body;
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}
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}
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headers = {
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'ACCESS-KEY': this.apiKey,
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'ACCESS-TIMESTAMP': nonce,
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'ACCESS-SIGN': this.hmac (this.encode (auth), this.encode (this.secret)),
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'Content-Type': 'application/json',
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};
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}
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return { 'url': url, 'method': method, 'body': body, 'headers': headers };
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}
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};
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