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bitmex.js
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'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { TICK_SIZE } = require ('./base/functions/number');
const { AuthenticationError, BadRequest, DDoSProtection, ExchangeError, ExchangeNotAvailable, InsufficientFunds, InvalidOrder, OrderNotFound, PermissionDenied, ArgumentsRequired } = require ('./base/errors');
const Precise = require ('./base/Precise');
// ---------------------------------------------------------------------------
module.exports = class bitmex extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'bitmex',
'name': 'BitMEX',
'countries': [ 'SC' ], // Seychelles
'version': 'v1',
'userAgent': undefined,
'rateLimit': 2000,
'pro': true,
'has': {
'cancelAllOrders': true,
'cancelOrder': true,
'CORS': false,
'createOrder': true,
'editOrder': true,
'fetchBalance': true,
'fetchClosedOrders': true,
'fetchLedger': true,
'fetchMarkets': true,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': true,
'fetchTicker': true,
'fetchTickers': true,
'fetchTrades': true,
'fetchTransactions': 'emulated',
'withdraw': true,
},
'timeframes': {
'1m': '1m',
'5m': '5m',
'1h': '1h',
'1d': '1d',
},
'urls': {
'test': {
'public': 'https://testnet.bitmex.com',
'private': 'https://testnet.bitmex.com',
},
'logo': 'https://user-images.githubusercontent.com/1294454/27766319-f653c6e6-5ed4-11e7-933d-f0bc3699ae8f.jpg',
'api': {
'public': 'https://www.bitmex.com',
'private': 'https://www.bitmex.com',
},
'www': 'https://www.bitmex.com',
'doc': [
'https://www.bitmex.com/app/apiOverview',
'https://github.com/BitMEX/api-connectors/tree/master/official-http',
],
'fees': 'https://www.bitmex.com/app/fees',
'referral': 'https://www.bitmex.com/register/upZpOX',
},
'api': {
'public': {
'get': [
'announcement',
'announcement/urgent',
'funding',
'instrument',
'instrument/active',
'instrument/activeAndIndices',
'instrument/activeIntervals',
'instrument/compositeIndex',
'instrument/indices',
'insurance',
'leaderboard',
'liquidation',
'orderBook',
'orderBook/L2',
'quote',
'quote/bucketed',
'schema',
'schema/websocketHelp',
'settlement',
'stats',
'stats/history',
'trade',
'trade/bucketed',
],
},
'private': {
'get': [
'apiKey',
'chat',
'chat/channels',
'chat/connected',
'execution',
'execution/tradeHistory',
'notification',
'order',
'position',
'user',
'user/affiliateStatus',
'user/checkReferralCode',
'user/commission',
'user/depositAddress',
'user/executionHistory',
'user/margin',
'user/minWithdrawalFee',
'user/wallet',
'user/walletHistory',
'user/walletSummary',
],
'post': [
'apiKey',
'apiKey/disable',
'apiKey/enable',
'chat',
'order',
'order/bulk',
'order/cancelAllAfter',
'order/closePosition',
'position/isolate',
'position/leverage',
'position/riskLimit',
'position/transferMargin',
'user/cancelWithdrawal',
'user/confirmEmail',
'user/confirmEnableTFA',
'user/confirmWithdrawal',
'user/disableTFA',
'user/logout',
'user/logoutAll',
'user/preferences',
'user/requestEnableTFA',
'user/requestWithdrawal',
],
'put': [
'order',
'order/bulk',
'user',
],
'delete': [
'apiKey',
'order',
'order/all',
],
},
},
'exceptions': {
'exact': {
'Invalid API Key.': AuthenticationError,
'This key is disabled.': PermissionDenied,
'Access Denied': PermissionDenied,
'Duplicate clOrdID': InvalidOrder,
'orderQty is invalid': InvalidOrder,
'Invalid price': InvalidOrder,
'Invalid stopPx for ordType': InvalidOrder,
},
'broad': {
'Signature not valid': AuthenticationError,
'overloaded': ExchangeNotAvailable,
'Account has insufficient Available Balance': InsufficientFunds,
'Service unavailable': ExchangeNotAvailable, // {"error":{"message":"Service unavailable","name":"HTTPError"}}
'Server Error': ExchangeError, // {"error":{"message":"Server Error","name":"HTTPError"}}
'Unable to cancel order due to existing state': InvalidOrder,
},
},
'precisionMode': TICK_SIZE,
'options': {
// https://blog.bitmex.com/api_announcement/deprecation-of-api-nonce-header/
// https://github.com/ccxt/ccxt/issues/4789
'api-expires': 5, // in seconds
'fetchOHLCVOpenTimestamp': true,
},
});
}
async fetchMarkets (params = {}) {
const response = await this.publicGetInstrumentActiveAndIndices (params);
const result = [];
for (let i = 0; i < response.length; i++) {
const market = response[i];
const active = (market['state'] !== 'Unlisted');
const id = market['symbol'];
const baseId = market['underlying'];
const quoteId = market['quoteCurrency'];
const basequote = baseId + quoteId;
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const swap = (id === basequote);
// 'positionCurrency' may be empty ("", as Bitmex currently returns for ETHUSD)
// so let's take the quote currency first and then adjust if needed
const positionId = this.safeString2 (market, 'positionCurrency', 'quoteCurrency');
let type = undefined;
let future = false;
let prediction = false;
const position = this.safeCurrencyCode (positionId);
let symbol = id;
if (swap) {
type = 'swap';
symbol = base + '/' + quote;
} else if (id.indexOf ('B_') >= 0) {
prediction = true;
type = 'prediction';
} else {
future = true;
type = 'future';
}
const precision = {
'amount': undefined,
'price': undefined,
};
const lotSize = this.safeNumber (market, 'lotSize');
const tickSize = this.safeNumber (market, 'tickSize');
if (lotSize !== undefined) {
precision['amount'] = lotSize;
}
if (tickSize !== undefined) {
precision['price'] = tickSize;
}
const limits = {
'amount': {
'min': undefined,
'max': undefined,
},
'price': {
'min': tickSize,
'max': this.safeNumber (market, 'maxPrice'),
},
'cost': {
'min': undefined,
'max': undefined,
},
};
const limitField = (position === quote) ? 'cost' : 'amount';
limits[limitField] = {
'min': lotSize,
'max': this.safeNumber (market, 'maxOrderQty'),
};
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'active': active,
'precision': precision,
'limits': limits,
'taker': this.safeNumber (market, 'takerFee'),
'maker': this.safeNumber (market, 'makerFee'),
'type': type,
'spot': false,
'swap': swap,
'future': future,
'prediction': prediction,
'info': market,
});
}
return result;
}
parseBalanceResponse (response) {
//
// [
// {
// "account":1455728,
// "currency":"XBt",
// "riskLimit":1000000000000,
// "prevState":"",
// "state":"",
// "action":"",
// "amount":263542,
// "pendingCredit":0,
// "pendingDebit":0,
// "confirmedDebit":0,
// "prevRealisedPnl":0,
// "prevUnrealisedPnl":0,
// "grossComm":0,
// "grossOpenCost":0,
// "grossOpenPremium":0,
// "grossExecCost":0,
// "grossMarkValue":0,
// "riskValue":0,
// "taxableMargin":0,
// "initMargin":0,
// "maintMargin":0,
// "sessionMargin":0,
// "targetExcessMargin":0,
// "varMargin":0,
// "realisedPnl":0,
// "unrealisedPnl":0,
// "indicativeTax":0,
// "unrealisedProfit":0,
// "syntheticMargin":null,
// "walletBalance":263542,
// "marginBalance":263542,
// "marginBalancePcnt":1,
// "marginLeverage":0,
// "marginUsedPcnt":0,
// "excessMargin":263542,
// "excessMarginPcnt":1,
// "availableMargin":263542,
// "withdrawableMargin":263542,
// "timestamp":"2020-08-03T12:01:01.246Z",
// "grossLastValue":0,
// "commission":null
// }
// ]
//
const result = { 'info': response };
for (let i = 0; i < response.length; i++) {
const balance = response[i];
const currencyId = this.safeString (balance, 'currency');
const code = this.safeCurrencyCode (currencyId);
const account = this.account ();
let free = this.safeString (balance, 'availableMargin');
let total = this.safeString (balance, 'marginBalance');
if (code === 'BTC') {
free = Precise.stringDiv (free, '1e8');
total = Precise.stringDiv (total, '1e8');
}
account['free'] = free;
account['total'] = total;
result[code] = account;
}
return this.parseBalance (result, false);
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
const request = {
'currency': 'all',
};
const response = await this.privateGetUserMargin (this.extend (request, params));
//
// [
// {
// "account":1455728,
// "currency":"XBt",
// "riskLimit":1000000000000,
// "prevState":"",
// "state":"",
// "action":"",
// "amount":263542,
// "pendingCredit":0,
// "pendingDebit":0,
// "confirmedDebit":0,
// "prevRealisedPnl":0,
// "prevUnrealisedPnl":0,
// "grossComm":0,
// "grossOpenCost":0,
// "grossOpenPremium":0,
// "grossExecCost":0,
// "grossMarkValue":0,
// "riskValue":0,
// "taxableMargin":0,
// "initMargin":0,
// "maintMargin":0,
// "sessionMargin":0,
// "targetExcessMargin":0,
// "varMargin":0,
// "realisedPnl":0,
// "unrealisedPnl":0,
// "indicativeTax":0,
// "unrealisedProfit":0,
// "syntheticMargin":null,
// "walletBalance":263542,
// "marginBalance":263542,
// "marginBalancePcnt":1,
// "marginLeverage":0,
// "marginUsedPcnt":0,
// "excessMargin":263542,
// "excessMarginPcnt":1,
// "availableMargin":263542,
// "withdrawableMargin":263542,
// "timestamp":"2020-08-03T12:01:01.246Z",
// "grossLastValue":0,
// "commission":null
// }
// ]
//
return this.parseBalanceResponse (response);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
if (limit !== undefined) {
request['depth'] = limit;
}
const response = await this.publicGetOrderBookL2 (this.extend (request, params));
const result = {
'symbol': symbol,
'bids': [],
'asks': [],
'timestamp': undefined,
'datetime': undefined,
'nonce': undefined,
};
for (let i = 0; i < response.length; i++) {
const order = response[i];
const side = (order['side'] === 'Sell') ? 'asks' : 'bids';
const amount = this.safeNumber (order, 'size');
const price = this.safeNumber (order, 'price');
// https://github.com/ccxt/ccxt/issues/4926
// https://github.com/ccxt/ccxt/issues/4927
// the exchange sometimes returns null price in the orderbook
if (price !== undefined) {
result[side].push ([ price, amount ]);
}
}
result['bids'] = this.sortBy (result['bids'], 0, true);
result['asks'] = this.sortBy (result['asks'], 0);
return result;
}
async fetchOrder (id, symbol = undefined, params = {}) {
const filter = {
'filter': {
'orderID': id,
},
};
const response = await this.fetchOrders (symbol, undefined, undefined, this.deepExtend (filter, params));
const numResults = response.length;
if (numResults === 1) {
return response[0];
}
throw new OrderNotFound (this.id + ': The order ' + id + ' not found.');
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = undefined;
let request = {};
if (symbol !== undefined) {
market = this.market (symbol);
request['symbol'] = market['id'];
}
if (since !== undefined) {
request['startTime'] = this.iso8601 (since);
}
if (limit !== undefined) {
request['count'] = limit;
}
request = this.deepExtend (request, params);
// why the hassle? urlencode in python is kinda broken for nested dicts.
// E.g. self.urlencode({"filter": {"open": True}}) will return "filter={'open':+True}"
// Bitmex doesn't like that. Hence resorting to this hack.
if ('filter' in request) {
request['filter'] = this.json (request['filter']);
}
const response = await this.privateGetOrder (request);
return this.parseOrders (response, market, since, limit);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
const request = {
'filter': {
'open': true,
},
};
return await this.fetchOrders (symbol, since, limit, this.deepExtend (request, params));
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
// Bitmex barfs if you set 'open': false in the filter...
const orders = await this.fetchOrders (symbol, since, limit, params);
return this.filterBy (orders, 'status', 'closed');
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = undefined;
let request = {};
if (symbol !== undefined) {
market = this.market (symbol);
request['symbol'] = market['id'];
}
if (since !== undefined) {
request['startTime'] = this.iso8601 (since);
}
if (limit !== undefined) {
request['count'] = limit;
}
request = this.deepExtend (request, params);
// why the hassle? urlencode in python is kinda broken for nested dicts.
// E.g. self.urlencode({"filter": {"open": True}}) will return "filter={'open':+True}"
// Bitmex doesn't like that. Hence resorting to this hack.
if ('filter' in request) {
request['filter'] = this.json (request['filter']);
}
const response = await this.privateGetExecutionTradeHistory (request);
//
// [
// {
// "execID": "string",
// "orderID": "string",
// "clOrdID": "string",
// "clOrdLinkID": "string",
// "account": 0,
// "symbol": "string",
// "side": "string",
// "lastQty": 0,
// "lastPx": 0,
// "underlyingLastPx": 0,
// "lastMkt": "string",
// "lastLiquidityInd": "string",
// "simpleOrderQty": 0,
// "orderQty": 0,
// "price": 0,
// "displayQty": 0,
// "stopPx": 0,
// "pegOffsetValue": 0,
// "pegPriceType": "string",
// "currency": "string",
// "settlCurrency": "string",
// "execType": "string",
// "ordType": "string",
// "timeInForce": "string",
// "execInst": "string",
// "contingencyType": "string",
// "exDestination": "string",
// "ordStatus": "string",
// "triggered": "string",
// "workingIndicator": true,
// "ordRejReason": "string",
// "simpleLeavesQty": 0,
// "leavesQty": 0,
// "simpleCumQty": 0,
// "cumQty": 0,
// "avgPx": 0,
// "commission": 0,
// "tradePublishIndicator": "string",
// "multiLegReportingType": "string",
// "text": "string",
// "trdMatchID": "string",
// "execCost": 0,
// "execComm": 0,
// "homeNotional": 0,
// "foreignNotional": 0,
// "transactTime": "2019-03-05T12:47:02.762Z",
// "timestamp": "2019-03-05T12:47:02.762Z"
// }
// ]
//
return this.parseTrades (response, market, since, limit);
}
parseLedgerEntryType (type) {
const types = {
'Withdrawal': 'transaction',
'RealisedPNL': 'margin',
'UnrealisedPNL': 'margin',
'Deposit': 'transaction',
'Transfer': 'transfer',
'AffiliatePayout': 'referral',
};
return this.safeString (types, type, type);
}
parseLedgerEntry (item, currency = undefined) {
//
// {
// transactID: "69573da3-7744-5467-3207-89fd6efe7a47",
// account: 24321,
// currency: "XBt",
// transactType: "Withdrawal", // "AffiliatePayout", "Transfer", "Deposit", "RealisedPNL", ...
// amount: -1000000,
// fee: 300000,
// transactStatus: "Completed", // "Canceled", ...
// address: "1Ex4fkF4NhQaQdRWNoYpqiPbDBbq18Kdd9",
// tx: "3BMEX91ZhhKoWtsH9QRb5dNXnmnGpiEetA",
// text: "",
// transactTime: "2017-03-21T20:05:14.388Z",
// walletBalance: 0, // balance after
// marginBalance: null,
// timestamp: "2017-03-22T13:09:23.514Z"
// }
//
// ButMEX returns the unrealized pnl from the wallet history endpoint.
// The unrealized pnl transaction has an empty timestamp.
// It is not related to historical pnl it has status set to "Pending".
// Therefore it's not a part of the history at all.
// https://github.com/ccxt/ccxt/issues/6047
//
// {
// "transactID":"00000000-0000-0000-0000-000000000000",
// "account":121210,
// "currency":"XBt",
// "transactType":"UnrealisedPNL",
// "amount":-5508,
// "fee":0,
// "transactStatus":"Pending",
// "address":"XBTUSD",
// "tx":"",
// "text":"",
// "transactTime":null, # ←---------------------------- null
// "walletBalance":139198767,
// "marginBalance":139193259,
// "timestamp":null # ←---------------------------- null
// }
//
const id = this.safeString (item, 'transactID');
const account = this.safeString (item, 'account');
const referenceId = this.safeString (item, 'tx');
const referenceAccount = undefined;
const type = this.parseLedgerEntryType (this.safeString (item, 'transactType'));
const currencyId = this.safeString (item, 'currency');
const code = this.safeCurrencyCode (currencyId, currency);
let amount = this.safeNumber (item, 'amount');
if (amount !== undefined) {
amount = amount / 100000000;
}
let timestamp = this.parse8601 (this.safeString (item, 'transactTime'));
if (timestamp === undefined) {
// https://github.com/ccxt/ccxt/issues/6047
// set the timestamp to zero, 1970 Jan 1 00:00:00
// for unrealized pnl and other transactions without a timestamp
timestamp = 0; // see comments above
}
let feeCost = this.safeNumber (item, 'fee', 0);
if (feeCost !== undefined) {
feeCost = feeCost / 100000000;
}
const fee = {
'cost': feeCost,
'currency': code,
};
let after = this.safeNumber (item, 'walletBalance');
if (after !== undefined) {
after = after / 100000000;
}
const before = this.sum (after, -amount);
let direction = undefined;
if (amount < 0) {
direction = 'out';
amount = Math.abs (amount);
} else {
direction = 'in';
}
const status = this.parseTransactionStatus (this.safeString (item, 'transactStatus'));
return {
'id': id,
'info': item,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'direction': direction,
'account': account,
'referenceId': referenceId,
'referenceAccount': referenceAccount,
'type': type,
'currency': code,
'amount': amount,
'before': before,
'after': after,
'status': status,
'fee': fee,
};
}
async fetchLedger (code = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let currency = undefined;
if (code !== undefined) {
currency = this.currency (code);
}
const request = {
// 'start': 123,
};
//
// if (since !== undefined) {
// // date-based pagination not supported
// }
//
if (limit !== undefined) {
request['count'] = limit;
}
const response = await this.privateGetUserWalletHistory (this.extend (request, params));
//
// [
// {
// transactID: "69573da3-7744-5467-3207-89fd6efe7a47",
// account: 24321,
// currency: "XBt",
// transactType: "Withdrawal", // "AffiliatePayout", "Transfer", "Deposit", "RealisedPNL", ...
// amount: -1000000,
// fee: 300000,
// transactStatus: "Completed", // "Canceled", ...
// address: "1Ex4fkF4NhQaQdRWNoYpqiPbDBbq18Kdd9",
// tx: "3BMEX91ZhhKoWtsH9QRb5dNXnmnGpiEetA",
// text: "",
// transactTime: "2017-03-21T20:05:14.388Z",
// walletBalance: 0, // balance after
// marginBalance: null,
// timestamp: "2017-03-22T13:09:23.514Z"
// }
// ]
//
return this.parseLedger (response, currency, since, limit);
}
async fetchTransactions (code = undefined, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const request = {
// 'start': 123,
};
//
// if (since !== undefined) {
// // date-based pagination not supported
// }
//
if (limit !== undefined) {
request['count'] = limit;
}
const response = await this.privateGetUserWalletHistory (this.extend (request, params));
const transactions = this.filterByArray (response, 'transactType', [ 'Withdrawal', 'Deposit' ], false);
let currency = undefined;
if (code !== undefined) {
currency = this.currency (code);
}
return this.parseTransactions (transactions, currency, since, limit);
}
parseTransactionStatus (status) {
const statuses = {
'Canceled': 'canceled',
'Completed': 'ok',
'Pending': 'pending',
};
return this.safeString (statuses, status, status);
}
parseTransaction (transaction, currency = undefined) {
//
// {
// 'transactID': 'ffe699c2-95ee-4c13-91f9-0faf41daec25',
// 'account': 123456,
// 'currency': 'XBt',
// 'transactType': 'Withdrawal',
// 'amount': -100100000,
// 'fee': 100000,
// 'transactStatus': 'Completed',
// 'address': '385cR5DM96n1HvBDMzLHPYcw89fZAXULJP',
// 'tx': '3BMEXabcdefghijklmnopqrstuvwxyz123',
// 'text': '',
// 'transactTime': '2019-01-02T01:00:00.000Z',
// 'walletBalance': 99900000,
// 'marginBalance': None,
// 'timestamp': '2019-01-02T13:00:00.000Z'
// }
//
const id = this.safeString (transaction, 'transactID');
// For deposits, transactTime == timestamp
// For withdrawals, transactTime is submission, timestamp is processed
const transactTime = this.parse8601 (this.safeString (transaction, 'transactTime'));
const timestamp = this.parse8601 (this.safeString (transaction, 'timestamp'));
const type = this.safeStringLower (transaction, 'transactType');
// Deposits have no from address or to address, withdrawals have both
let address = undefined;
let addressFrom = undefined;
let addressTo = undefined;
if (type === 'withdrawal') {
address = this.safeString (transaction, 'address');
addressFrom = this.safeString (transaction, 'tx');
addressTo = address;
}
let amount = this.safeInteger (transaction, 'amount');
if (amount !== undefined) {
amount = Math.abs (amount) / 10000000;
}
let feeCost = this.safeInteger (transaction, 'fee');
if (feeCost !== undefined) {
feeCost = feeCost / 10000000;
}
const fee = {
'cost': feeCost,
'currency': 'BTC',
};
let status = this.safeString (transaction, 'transactStatus');
if (status !== undefined) {
status = this.parseTransactionStatus (status);
}
return {
'info': transaction,
'id': id,
'txid': undefined,
'timestamp': transactTime,
'datetime': this.iso8601 (transactTime),
'addressFrom': addressFrom,
'address': address,
'addressTo': addressTo,
'tagFrom': undefined,
'tag': undefined,
'tagTo': undefined,
'type': type,
'amount': amount,
// BTC is the only currency on Bitmex
'currency': 'BTC',
'status': status,
'updated': timestamp,
'comment': undefined,
'fee': fee,
};
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
if (!market['active']) {
throw new ExchangeError (this.id + ': symbol ' + symbol + ' is delisted');
}
const tickers = await this.fetchTickers ([ symbol ], params);
const ticker = this.safeValue (tickers, symbol);
if (ticker === undefined) {
throw new ExchangeError (this.id + ' ticker symbol ' + symbol + ' not found');
}
return ticker;
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
const response = await this.publicGetInstrumentActiveAndIndices (params);
const result = {};
for (let i = 0; i < response.length; i++) {
const ticker = this.parseTicker (response[i]);
const symbol = this.safeString (ticker, 'symbol');
if (symbol !== undefined) {
result[symbol] = ticker;
}
}
return this.filterByArray (result, 'symbol', symbols);
}
parseTicker (ticker, market = undefined) {
//
// { symbol: "ETHH19",
// rootSymbol: "ETH",
// state: "Open",
// typ: "FFCCSX",
// listing: "2018-12-17T04:00:00.000Z",
// front: "2019-02-22T12:00:00.000Z",
// expiry: "2019-03-29T12:00:00.000Z",
// settle: "2019-03-29T12:00:00.000Z",
// relistInterval: null,
// inverseLeg: "",
// sellLeg: "",
// buyLeg: "",
// optionStrikePcnt: null,
// optionStrikeRound: null,
// optionStrikePrice: null,
// optionMultiplier: null,
// positionCurrency: "ETH",
// underlying: "ETH",
// quoteCurrency: "XBT",
// underlyingSymbol: "ETHXBT=",
// reference: "BMEX",
// referenceSymbol: ".BETHXBT30M",
// calcInterval: null,
// publishInterval: null,
// publishTime: null,
// maxOrderQty: 100000000,
// maxPrice: 10,
// lotSize: 1,
// tickSize: 0.00001,
// multiplier: 100000000,
// settlCurrency: "XBt",
// underlyingToPositionMultiplier: 1,
// underlyingToSettleMultiplier: null,
// quoteToSettleMultiplier: 100000000,
// isQuanto: false,
// isInverse: false,
// initMargin: 0.02,
// maintMargin: 0.01,
// riskLimit: 5000000000,
// riskStep: 5000000000,
// limit: null,
// capped: false,
// taxed: true,
// deleverage: true,
// makerFee: -0.0005,
// takerFee: 0.0025,
// settlementFee: 0,
// insuranceFee: 0,
// fundingBaseSymbol: "",
// fundingQuoteSymbol: "",
// fundingPremiumSymbol: "",
// fundingTimestamp: null,
// fundingInterval: null,
// fundingRate: null,
// indicativeFundingRate: null,
// rebalanceTimestamp: null,
// rebalanceInterval: null,
// openingTimestamp: "2019-02-13T08:00:00.000Z",
// closingTimestamp: "2019-02-13T09:00:00.000Z",
// sessionInterval: "2000-01-01T01:00:00.000Z",
// prevClosePrice: 0.03347,
// limitDownPrice: null,
// limitUpPrice: null,
// bankruptLimitDownPrice: null,
// bankruptLimitUpPrice: null,
// prevTotalVolume: 1386531,
// totalVolume: 1387062,
// volume: 531,
// volume24h: 17118,
// prevTotalTurnover: 4741294246000,
// totalTurnover: 4743103466000,
// turnover: 1809220000,
// turnover24h: 57919845000,
// homeNotional24h: 17118,
// foreignNotional24h: 579.19845,
// prevPrice24h: 0.03349,
// vwap: 0.03383564,
// highPrice: 0.03458,
// lowPrice: 0.03329,
// lastPrice: 0.03406,
// lastPriceProtected: 0.03406,
// lastTickDirection: "ZeroMinusTick",
// lastChangePcnt: 0.017,
// bidPrice: 0.03406,
// midPrice: 0.034065,
// askPrice: 0.03407,
// impactBidPrice: 0.03406,
// impactMidPrice: 0.034065,
// impactAskPrice: 0.03407,
// hasLiquidity: true,
// openInterest: 83679,
// openValue: 285010674000,
// fairMethod: "ImpactMidPrice",
// fairBasisRate: 0,
// fairBasis: 0,
// fairPrice: 0.03406,
// markMethod: "FairPrice",
// markPrice: 0.03406,
// indicativeTaxRate: 0,
// indicativeSettlePrice: 0.03406,
// optionUnderlyingPrice: null,
// settledPrice: null,
// timestamp: "2019-02-13T08:40:30.000Z",
// }
//
let symbol = undefined;
const marketId = this.safeString (ticker, 'symbol');
market = this.safeValue (this.markets_by_id, marketId, market);
if (market !== undefined) {
symbol = market['symbol'];
}
const timestamp = this.parse8601 (this.safeString (ticker, 'timestamp'));
const open = this.safeNumber (ticker, 'prevPrice24h');
const last = this.safeNumber (ticker, 'lastPrice');
let change = undefined;
let percentage = undefined;
if (last !== undefined && open !== undefined) {
change = last - open;
if (open > 0) {
percentage = change / open * 100;
}
}
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeNumber (ticker, 'highPrice'),
'low': this.safeNumber (ticker, 'lowPrice'),
'bid': this.safeNumber (ticker, 'bidPrice'),
'bidVolume': undefined,
'ask': this.safeNumber (ticker, 'askPrice'),
'askVolume': undefined,
'vwap': this.safeNumber (ticker, 'vwap'),
'open': open,
'close': last,
'last': last,
'previousClose': undefined,
'change': change,
'percentage': percentage,
'average': this.sum (open, last) / 2,
'baseVolume': this.safeNumber (ticker, 'homeNotional24h'),
'quoteVolume': this.safeNumber (ticker, 'foreignNotional24h'),
'info': ticker,
};
}
parseOHLCV (ohlcv, market = undefined) {
//
// {
// "timestamp":"2015-09-25T13:38:00.000Z",
// "symbol":"XBTUSD",
// "open":237.45,
// "high":237.45,
// "low":237.45,
// "close":237.45,