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binance.php
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<?php
namespace ccxt;
class binance extends Exchange {
public function describe () {
return array_replace_recursive (parent::describe (), array (
'id' => 'binance',
'name' => 'Binance',
'countries' => 'CN', // China
'rateLimit' => 500,
'hasCORS' => false,
// obsolete metainfo interface
'hasFetchTickers' => true,
'hasFetchOHLCV' => true,
'hasFetchMyTrades' => true,
'hasFetchOrder' => true,
'hasFetchOrders' => true,
'hasFetchOpenOrders' => true,
'hasWithdraw' => true,
// new metainfo interface
'has' => array (
'fetchTickers' => true,
'fetchOHLCV' => true,
'fetchMyTrades' => true,
'fetchOrder' => true,
'fetchOrders' => true,
'fetchOpenOrders' => true,
'withdraw' => true,
),
'timeframes' => array (
'1m' => '1m',
'3m' => '3m',
'5m' => '5m',
'15m' => '15m',
'30m' => '30m',
'1h' => '1h',
'2h' => '2h',
'4h' => '4h',
'6h' => '6h',
'8h' => '8h',
'12h' => '12h',
'1d' => '1d',
'3d' => '3d',
'1w' => '1w',
'1M' => '1M',
),
'urls' => array (
'logo' => 'https://user-images.githubusercontent.com/1294454/29604020-d5483cdc-87ee-11e7-94c7-d1a8d9169293.jpg',
'api' => array (
'web' => 'https://www.binance.com',
'wapi' => 'https://api.binance.com/wapi/v3',
'public' => 'https://api.binance.com/api/v1',
'private' => 'https://api.binance.com/api/v3',
),
'www' => 'https://www.binance.com',
'doc' => 'https://www.binance.com/restapipub.html',
'fees' => array (
'https://binance.zendesk.com/hc/en-us/articles/115000429332',
'https://support.binance.com/hc/en-us/articles/115000583311',
),
),
'api' => array (
'web' => array (
'get' => array (
'exchange/public/product',
),
),
'wapi' => array (
'post' => array (
'withdraw',
),
'get' => array (
'depositHistory',
'withdrawHistory',
'depositAddress',
),
),
'public' => array (
'get' => array (
'exchangeInfo',
'ping',
'time',
'depth',
'aggTrades',
'klines',
'ticker/24hr',
'ticker/allPrices',
'ticker/allBookTickers',
),
),
'private' => array (
'get' => array (
'order',
'openOrders',
'allOrders',
'account',
'myTrades',
),
'post' => array (
'order',
'order/test',
'userDataStream',
),
'put' => array (
'userDataStream'
),
'delete' => array (
'order',
'userDataStream',
),
),
),
'fees' => array (
'trading' => array (
'tierBased' => false,
'percentage' => true,
'taker' => 0.001,
'maker' => 0.001,
),
'funding' => array (
'tierBased' => false,
'percentage' => false,
'withdraw' => array (
'BNB' => 1.0,
'BTC' => 0.0005,
'ETH' => 0.005,
'LTC' => 0.001,
'NEO' => 0.0,
'QTUM' => 0.01,
'SNT' => 50.0,
'BNT' => 0.6,
'EOS' => 2.0,
'BCH' => 0.0005,
'GAS' => 0.0,
'USDT' => 5.0,
'OAX' => 2.0,
'DNT' => 30.0,
'MCO' => 0.15,
'ICN' => 0.5,
'WTC' => 0.2,
'OMG' => 0.1,
'ZRX' => 5.0,
'STRAT' => 0.1,
'SNGLS' => 8.0,
'BQX' => 2.0,
'KNC' => 1.0,
'FUN' => 50.0,
'SNM' => 10.0,
'LINK' => 5.0,
'XVG' => 0.1,
'CTR' => 1.0,
'SALT' => 0.3,
'IOTA' => 0.0,
'MDA' => 0.5,
'MTL' => 0.15,
'SUB' => 10.0,
'ETC' => 0.01,
'MTH' => 10.0,
'ENG' => 2.0,
'AST' => 4.0,
'BTG' => null,
'DASH' => 0.002,
'EVX' => 1.0,
'REQ' => 30.0,
'LRC' => 7.0,
'VIB' => 7.0,
'HSR' => 0.0001,
'TRX' => 500.0,
'POWR' => 15.0,
'ARK' => 0.1,
'YOYO' => 30.0,
'XRP' => 0.15,
'MOD' => 1.0,
'ENJ' => 1.0,
'STORJ' => 2.0,
),
'deposit' => array (
'BNB' => 0,
'BTC' => 0,
'ETH' => 0,
'LTC' => 0,
'NEO' => 0,
'QTUM' => 0,
'SNT' => 0,
'BNT' => 0,
'EOS' => 0,
'BCH' => 0,
'GAS' => 0,
'USDT' => 0,
'OAX' => 0,
'DNT' => 0,
'MCO' => 0,
'ICN' => 0,
'WTC' => 0,
'OMG' => 0,
'ZRX' => 0,
'STRAT' => 0,
'SNGLS' => 0,
'BQX' => 0,
'KNC' => 0,
'FUN' => 0,
'SNM' => 0,
'LINK' => 0,
'XVG' => 0,
'CTR' => 0,
'SALT' => 0,
'IOTA' => 0,
'MDA' => 0,
'MTL' => 0,
'SUB' => 0,
'ETC' => 0,
'MTH' => 0,
'ENG' => 0,
'AST' => 0,
'BTG' => 0,
'DASH' => 0,
'EVX' => 0,
'REQ' => 0,
'LRC' => 0,
'VIB' => 0,
'HSR' => 0,
'TRX' => 0,
'POWR' => 0,
'ARK' => 0,
'YOYO' => 0,
'XRP' => 0,
'MOD' => 0,
'ENJ' => 0,
'STORJ' => 0,
),
),
),
));
}
public function fetch_markets () {
$response = $this->publicGetExchangeInfo ();
$markets = $response['symbols'];
$result = array ();
for ($i = 0; $i < count ($markets); $i++) {
$market = $markets[$i];
$id = $market['symbol'];
$base = $this->common_currency_code($market['baseAsset']);
$quote = $this->common_currency_code($market['quoteAsset']);
$symbol = $base . '/' . $quote;
$filters = $this->index_by($market['filters'], 'filterType');
$precision = array (
'amount' => $market['baseAssetPrecision'],
'price' => $market['quotePrecision'],
);
$active = ($market['status'] == 'TRADING');
$lot = -1 * log10 ($precision['amount']);
$entry = array_merge ($this->fees['trading'], array (
'id' => $id,
'symbol' => $symbol,
'base' => $base,
'quote' => $quote,
'info' => $market,
'lot' => $lot,
'active' => $active,
'precision' => $precision,
'limits' => array (
'amount' => array (
'min' => $lot,
'max' => null,
),
'price' => array (
'min' => -1 * log10 ($precision['price']),
'max' => null,
),
'cost' => array (
'min' => $lot,
'max' => null,
),
),
));
if (is_array ($filters) && array_key_exists ('PRICE_FILTER', $filters)) {
$filter = $filters['PRICE_FILTER'];
$entry['precision']['price'] = $this->precision_from_string($filter['tickSize']);
$entry['limits']['price'] = array (
'min' => floatval ($filter['minPrice']),
'max' => floatval ($filter['maxPrice']),
);
}
if (is_array ($filters) && array_key_exists ('LOT_SIZE', $filters)) {
$filter = $filters['LOT_SIZE'];
$entry['precision']['amount'] = $this->precision_from_string($filter['stepSize']);
$entry['lot'] = floatval ($filter['stepSize']);
$entry['limits']['amount'] = array (
'min' => floatval ($filter['minQty']),
'max' => floatval ($filter['maxQty']),
);
}
if (is_array ($filters) && array_key_exists ('MIN_NOTIONAL', $filters)) {
$entry['limits']['cost']['min'] = floatval ($filters['MIN_NOTIONAL']['minNotional']);
}
$result[] = $entry;
}
return $result;
}
public function calculate_fee ($symbol, $type, $side, $amount, $price, $takerOrMaker = 'taker', $params = array ()) {
$market = $this->markets[$symbol];
$key = 'quote';
$rate = $market[$takerOrMaker];
$cost = floatval ($this->cost_to_precision($symbol, $amount * $rate));
if ($side == 'sell') {
$cost *= $price;
} else {
$key = 'base';
}
return array (
'type' => $takerOrMaker,
'currency' => $market[$key],
'rate' => $rate,
'cost' => floatval ($this->fee_to_precision($symbol, $cost)),
);
}
public function fetch_balance ($params = array ()) {
$this->load_markets();
$response = $this->privateGetAccount ($params);
$result = array ( 'info' => $response );
$balances = $response['balances'];
for ($i = 0; $i < count ($balances); $i++) {
$balance = $balances[$i];
$asset = $balance['asset'];
$currency = $this->common_currency_code($asset);
$account = array (
'free' => floatval ($balance['free']),
'used' => floatval ($balance['locked']),
'total' => 0.0,
);
$account['total'] = $this->sum ($account['free'], $account['used']);
$result[$currency] = $account;
}
return $this->parse_balance($result);
}
public function fetch_order_book ($symbol, $params = array ()) {
$this->load_markets();
$market = $this->market ($symbol);
$orderbook = $this->publicGetDepth (array_merge (array (
'symbol' => $market['id'],
'limit' => 100, // default = maximum = 100
), $params));
return $this->parse_order_book($orderbook);
}
public function parse_ticker ($ticker, $market) {
$timestamp = $this->safe_integer($ticker, 'closeTime');
if ($timestamp === null)
$timestamp = $this->milliseconds ();
$symbol = null;
if ($market)
$symbol = $market['symbol'];
return array (
'symbol' => $symbol,
'timestamp' => $timestamp,
'datetime' => $this->iso8601 ($timestamp),
'high' => $this->safe_float($ticker, 'highPrice'),
'low' => $this->safe_float($ticker, 'lowPrice'),
'bid' => $this->safe_float($ticker, 'bidPrice'),
'ask' => $this->safe_float($ticker, 'askPrice'),
'vwap' => $this->safe_float($ticker, 'weightedAvgPrice'),
'open' => $this->safe_float($ticker, 'openPrice'),
'close' => $this->safe_float($ticker, 'prevClosePrice'),
'first' => null,
'last' => $this->safe_float($ticker, 'lastPrice'),
'change' => $this->safe_float($ticker, 'priceChangePercent'),
'percentage' => null,
'average' => null,
'baseVolume' => $this->safe_float($ticker, 'volume'),
'quoteVolume' => $this->safe_float($ticker, 'quoteVolume'),
'info' => $ticker,
);
}
public function fetch_ticker ($symbol, $params = array ()) {
$this->load_markets();
$market = $this->market ($symbol);
$response = $this->publicGetTicker24hr (array_merge (array (
'symbol' => $market['id'],
), $params));
return $this->parse_ticker($response, $market);
}
public function fetch_tickers ($symbols = null, $params = array ()) {
$this->load_markets();
$tickers = $this->publicGetTickerAllBookTickers ($params);
$result = array ();
for ($i = 0; $i < count ($tickers); $i++) {
$ticker = $tickers[$i];
$id = $ticker['symbol'];
if (is_array ($this->markets_by_id) && array_key_exists ($id, $this->markets_by_id)) {
$market = $this->markets_by_id[$id];
$symbol = $market['symbol'];
$result[$symbol] = $this->parse_ticker($ticker, $market);
}
}
return $result;
}
public function parse_ohlcv ($ohlcv, $market = null, $timeframe = '1m', $since = null, $limit = null) {
return [
$ohlcv[0],
floatval ($ohlcv[1]),
floatval ($ohlcv[2]),
floatval ($ohlcv[3]),
floatval ($ohlcv[4]),
floatval ($ohlcv[5]),
];
}
public function fetch_ohlcv ($symbol, $timeframe = '1m', $since = null, $limit = null, $params = array ()) {
$this->load_markets();
$market = $this->market ($symbol);
$request = array (
'symbol' => $market['id'],
'interval' => $this->timeframes[$timeframe],
);
$request['limit'] = ($limit) ? $limit : 500; // default == max == 500
if ($since)
$request['startTime'] = $since;
$response = $this->publicGetKlines (array_merge ($request, $params));
return $this->parse_ohlcvs($response, $market, $timeframe, $since, $limit);
}
public function parse_trade ($trade, $market = null) {
$timestampField = (is_array ($trade) && array_key_exists ('T', $trade)) ? 'T' : 'time';
$timestamp = $trade[$timestampField];
$priceField = (is_array ($trade) && array_key_exists ('p', $trade)) ? 'p' : 'price';
$price = floatval ($trade[$priceField]);
$amountField = (is_array ($trade) && array_key_exists ('q', $trade)) ? 'q' : 'qty';
$amount = floatval ($trade[$amountField]);
$idField = (is_array ($trade) && array_key_exists ('a', $trade)) ? 'a' : 'id';
$id = (string) $trade[$idField];
$side = null;
$order = null;
if (is_array ($trade) && array_key_exists ('orderId', $trade))
$order = (string) $trade['orderId'];
if (is_array ($trade) && array_key_exists ('m', $trade)) {
$side = $trade['m'] ? 'sell' : 'buy'; // this is reversed intentionally
} else {
$side = ($trade['isBuyer']) ? 'buy' : 'sell'; // this is a true $side
}
$fee = null;
if (is_array ($trade) && array_key_exists ('commission', $trade)) {
$fee = array (
'cost' => floatval ($trade['commission']),
'currency' => $this->common_currency_code($trade['commissionAsset']),
);
}
return array (
'info' => $trade,
'timestamp' => $timestamp,
'datetime' => $this->iso8601 ($timestamp),
'symbol' => $market['symbol'],
'id' => $id,
'order' => $order,
'type' => null,
'side' => $side,
'price' => $price,
'cost' => $price * $amount,
'amount' => $amount,
'fee' => $fee,
);
}
public function fetch_trades ($symbol, $since = null, $limit = null, $params = array ()) {
$this->load_markets();
$market = $this->market ($symbol);
$request = array (
'symbol' => $market['id'],
);
if ($since) {
$request['startTime'] = $since;
$request['endTime'] = $since . 86400000;
}
if ($limit)
$request['limit'] = $limit;
// 'fromId' => 123, // ID to get aggregate trades from INCLUSIVE.
// 'startTime' => 456, // Timestamp in ms to get aggregate trades from INCLUSIVE.
// 'endTime' => 789, // Timestamp in ms to get aggregate trades until INCLUSIVE.
// 'limit' => 500, // default = maximum = 500
$response = $this->publicGetAggTrades (array_merge ($request, $params));
return $this->parse_trades($response, $market, $since, $limit);
}
public function parse_order_status ($status) {
if ($status == 'NEW')
return 'open';
if ($status == 'PARTIALLY_FILLED')
return 'open';
if ($status == 'FILLED')
return 'closed';
if ($status == 'CANCELED')
return 'canceled';
return strtolower ($status);
}
public function parse_order ($order, $market = null) {
$status = $this->parse_order_status($order['status']);
$symbol = null;
if ($market) {
$symbol = $market['symbol'];
} else {
$id = $order['symbol'];
if (is_array ($this->markets_by_id) && array_key_exists ($id, $this->markets_by_id)) {
$market = $this->markets_by_id[$id];
$symbol = $market['symbol'];
}
}
$timestamp = $order['time'];
$price = floatval ($order['price']);
$amount = floatval ($order['origQty']);
$filled = $this->safe_float($order, 'executedQty', 0.0);
$remaining = max ($amount - $filled, 0.0);
$result = array (
'info' => $order,
'id' => (string) $order['orderId'],
'timestamp' => $timestamp,
'datetime' => $this->iso8601 ($timestamp),
'symbol' => $symbol,
'type' => strtolower ($order['type']),
'side' => strtolower ($order['side']),
'price' => $price,
'amount' => $amount,
'cost' => $price * $amount,
'filled' => $filled,
'remaining' => $remaining,
'status' => $status,
'fee' => null,
);
return $result;
}
public function create_order ($symbol, $type, $side, $amount, $price = null, $params = array ()) {
$this->load_markets();
$market = $this->market ($symbol);
$order = array (
'symbol' => $market['id'],
'quantity' => $this->amount_to_precision($symbol, $amount),
'type' => strtoupper ($type),
'side' => strtoupper ($side),
);
if ($type == 'limit') {
$order = array_merge ($order, array (
'price' => $this->price_to_precision($symbol, $price),
'timeInForce' => 'GTC', // 'GTC' = Good To Cancel (default), 'IOC' = Immediate Or Cancel
));
}
$response = $this->privatePostOrder (array_merge ($order, $params));
return array (
'info' => $response,
'id' => (string) $response['orderId'],
);
}
public function fetch_order ($id, $symbol = null, $params = array ()) {
if (!$symbol)
throw new ExchangeError ($this->id . ' fetchOrder requires a $symbol param');
$this->load_markets();
$market = $this->market ($symbol);
$response = $this->privateGetOrder (array_merge (array (
'symbol' => $market['id'],
'orderId' => intval ($id),
), $params));
return $this->parse_order($response, $market);
}
public function fetch_orders ($symbol = null, $since = null, $limit = null, $params = array ()) {
if (!$symbol)
throw new ExchangeError ($this->id . ' fetchOrders requires a $symbol param');
$this->load_markets();
$market = $this->market ($symbol);
$request = array (
'symbol' => $market['id'],
);
if ($limit)
$request['limit'] = $limit;
$response = $this->privateGetAllOrders (array_merge ($request, $params));
return $this->parse_orders($response, $market, $since, $limit);
}
public function fetch_open_orders ($symbol = null, $since = null, $limit = null, $params = array ()) {
if (!$symbol)
throw new ExchangeError ($this->id . ' fetchOpenOrders requires a $symbol param');
$this->load_markets();
$market = $this->market ($symbol);
$response = $this->privateGetOpenOrders (array_merge (array (
'symbol' => $market['id'],
), $params));
return $this->parse_orders($response, $market, $since, $limit);
}
public function cancel_order ($id, $symbol = null, $params = array ()) {
if (!$symbol)
throw new ExchangeError ($this->id . ' cancelOrder requires a $symbol param');
$this->load_markets();
$market = $this->market ($symbol);
$response = null;
try {
$response = $this->privateDeleteOrder (array_merge (array (
'symbol' => $market['id'],
'orderId' => intval ($id),
// 'origClientOrderId' => $id,
), $params));
} catch (Exception $e) {
if (mb_strpos ($this->last_http_response, 'UNKNOWN_ORDER') !== false)
throw new OrderNotFound ($this->id . ' cancelOrder() error => ' . $this->last_http_response);
throw $e;
}
return $response;
}
public function nonce () {
return $this->milliseconds ();
}
public function fetch_my_trades ($symbol = null, $since = null, $limit = null, $params = array ()) {
if (!$symbol)
throw new ExchangeError ($this->id . ' fetchMyTrades requires a symbol');
$this->load_markets();
$market = $this->market ($symbol);
$request = array (
'symbol' => $market['id'],
);
if ($limit)
$request['limit'] = $limit;
$response = $this->privateGetMyTrades (array_merge ($request, $params));
return $this->parse_trades($response, $market, $since, $limit);
}
public function common_currency_code ($currency) {
if ($currency == 'BCC')
return 'BCH';
return $currency;
}
public function currency_id ($currency) {
if ($currency == 'BCH')
return 'BCC';
return $currency;
}
public function fetch_deposit_address ($currency, $params = array ()) {
$response = $this->wapiGetDepositAddress (array_merge (array (
'asset' => $this->currency_id ($currency),
'recvWindow' => 10000000,
), $params));
if (is_array ($response) && array_key_exists ('success', $response)) {
if ($response['success']) {
$address = $this->safe_string($response, 'address');
return array (
'currency' => $currency,
'address' => $address,
'status' => 'ok',
'info' => $response,
);
}
}
throw new ExchangeError ($this->id . ' fetchDepositAddress failed => ' . $this->last_http_response);
}
public function withdraw ($currency, $amount, $address, $params = array ()) {
$response = $this->wapiPostWithdraw (array_merge (array (
'asset' => $this->currency_id ($currency),
'address' => $address,
'amount' => floatval ($amount),
'recvWindow' => 10000000,
), $params));
return array (
'info' => $response,
'id' => null,
);
}
public function sign ($path, $api = 'public', $method = 'GET', $params = array (), $headers = null, $body = null) {
$url = $this->urls['api'][$api];
$url .= '/' . $path;
if ($api == 'wapi')
$url .= '.html';
if (($api == 'private') || ($api == 'wapi')) {
$this->check_required_credentials();
$nonce = $this->milliseconds ();
$query = $this->urlencode (array_merge (array ( 'timestamp' => $nonce ), $params));
$signature = $this->hmac ($this->encode ($query), $this->encode ($this->secret));
$query .= '&' . 'signature=' . $signature;
$headers = array (
'X-MBX-APIKEY' => $this->apiKey,
);
if (($method == 'GET') || ($api == 'wapi')) {
$url .= '?' . $query;
} else {
$body = $query;
$headers['Content-Type'] = 'application/x-www-form-urlencoded';
}
} else {
if ($params)
$url .= '?' . $this->urlencode ($params);
}
return array ( 'url' => $url, 'method' => $method, 'body' => $body, 'headers' => $headers );
}
public function handle_errors ($code, $reason, $url, $method, $headers, $body) {
if ($code >= 400) {
if (mb_strpos ($body, 'MIN_NOTIONAL') !== false)
throw new InvalidOrder ($this->id . ' order cost = amount * price should be > 0.001 BTC ' . $body);
if (mb_strpos ($body, 'LOT_SIZE') !== false)
throw new InvalidOrder ($this->id . ' order amount should be evenly divisible by lot size, use $this->amount_to_lots(symbol, amount) ' . $body);
if (mb_strpos ($body, 'PRICE_FILTER') !== false)
throw new InvalidOrder ($this->id . ' order price exceeds allowed price precision or invalid, use $this->price_to_precision(symbol, amount) ' . $body);
}
}
public function request ($path, $api = 'public', $method = 'GET', $params = array (), $headers = null, $body = null) {
$response = $this->fetch2 ($path, $api, $method, $params, $headers, $body);
if (is_array ($response) && array_key_exists ('code', $response)) {
if ($response['code'] < 0) {
if ($response['code'] == -2010)
throw new InsufficientFunds ($this->id . ' ' . $this->json ($response));
if ($response['code'] == -2011)
throw new OrderNotFound ($this->id . ' ' . $this->json ($response));
throw new ExchangeError ($this->id . ' ' . $this->json ($response));
}
}
return $response;
}
}