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bitfinex.php
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<?php
namespace ccxt;
class bitfinex extends Exchange {
public function describe () {
return array_replace_recursive (parent::describe (), array (
'id' => 'bitfinex',
'name' => 'Bitfinex',
'countries' => 'VG',
'version' => 'v1',
'rateLimit' => 1500,
'hasCORS' => false,
// old metainfo interface
'hasFetchOrder' => true,
'hasFetchTickers' => true,
'hasDeposit' => true,
'hasWithdraw' => true,
'hasFetchOHLCV' => true,
'hasFetchOpenOrders' => true,
'hasFetchClosedOrders' => true,
// new metainfo interface
'has' => array (
'fetchOHLCV' => true,
'fetchTickers' => true,
'fetchOrder' => true,
'fetchOpenOrders' => true,
'fetchClosedOrders' => true,
'fetchMyTrades' => true,
'withdraw' => true,
'deposit' => true,
),
'timeframes' => array (
'1m' => '1m',
'5m' => '5m',
'15m' => '15m',
'30m' => '30m',
'1h' => '1h',
'3h' => '3h',
'6h' => '6h',
'12h' => '12h',
'1d' => '1D',
'1w' => '7D',
'2w' => '14D',
'1M' => '1M',
),
'urls' => array (
'logo' => 'https://user-images.githubusercontent.com/1294454/27766244-e328a50c-5ed2-11e7-947b-041416579bb3.jpg',
'api' => 'https://api.bitfinex.com',
'www' => 'https://www.bitfinex.com',
'doc' => array (
'https://bitfinex.readme.io/v1/docs',
'https://github.com/bitfinexcom/bitfinex-api-node',
),
),
'api' => array (
'v2' => array (
'get' => array (
'candles/trade:{timeframe}:{symbol}/{section}',
'candles/trade:{timeframe}:{symbol}/last',
'candles/trade:{timeframe}:{symbol}/hist',
),
),
'public' => array (
'get' => array (
'book/{symbol}',
// 'candles/{symbol}',
'lendbook/{currency}',
'lends/{currency}',
'pubticker/{symbol}',
'stats/{symbol}',
'symbols',
'symbols_details',
'tickers',
'today',
'trades/{symbol}',
),
),
'private' => array (
'post' => array (
'account_fees',
'account_infos',
'balances',
'basket_manage',
'credits',
'deposit/new',
'funding/close',
'history',
'history/movements',
'key_info',
'margin_infos',
'mytrades',
'mytrades_funding',
'offer/cancel',
'offer/new',
'offer/status',
'offers',
'offers/hist',
'order/cancel',
'order/cancel/all',
'order/cancel/multi',
'order/cancel/replace',
'order/new',
'order/new/multi',
'order/status',
'orders',
'orders/hist',
'position/claim',
'positions',
'summary',
'taken_funds',
'total_taken_funds',
'transfer',
'unused_taken_funds',
'withdraw',
),
),
),
'fees' => array (
'trading' => array (
'tierBased' => true,
'percentage' => true,
'maker' => 0.1 / 100,
'taker' => 0.2 / 100,
'tiers' => array (
'taker' => [
[0, 0.2 / 100],
[500000, 0.2 / 100],
[1000000, 0.2 / 100],
[2500000, 0.2 / 100],
[5000000, 0.2 / 100],
[7500000, 0.2 / 100],
[10000000, 0.18 / 100],
[15000000, 0.16 / 100],
[20000000, 0.14 / 100],
[25000000, 0.12 / 100],
[30000000, 0.1 / 100],
],
'maker' => [
[0, 0.1 / 100],
[500000, 0.08 / 100],
[1000000, 0.06 / 100],
[2500000, 0.04 / 100],
[5000000, 0.02 / 100],
[7500000, 0],
[10000000, 0],
[15000000, 0],
[20000000, 0],
[25000000, 0],
[30000000, 0],
],
),
),
'funding' => array (
'tierBased' => false, // true for tier-based/progressive
'percentage' => false, // fixed commission
'deposit' => array (
'BTC' => 0.0005,
'IOTA' => 0.5,
'ETH' => 0.01,
'BCH' => 0.01,
'LTC' => 0.1,
'EOS' => 0.1,
'XMR' => 0.04,
'SAN' => 0.1,
'DASH' => 0.01,
'ETC' => 0.01,
'XPR' => 0.02,
'YYW' => 0.1,
'NEO' => 0,
'ZEC' => 0.1,
'BTG' => 0,
'OMG' => 0.1,
'DATA' => 1,
'QASH' => 1,
'ETP' => 0.01,
'QTUM' => 0.01,
'EDO' => 0.5,
'AVT' => 0.5,
'USDT' => 0,
),
'withdraw' => array (
'BTC' => 0.0005,
'IOTA' => 0.5,
'ETH' => 0.01,
'BCH' => 0.01,
'LTC' => 0.1,
'EOS' => 0.1,
'XMR' => 0.04,
'SAN' => 0.1,
'DASH' => 0.01,
'ETC' => 0.01,
'XPR' => 0.02,
'YYW' => 0.1,
'NEO' => 0,
'ZEC' => 0.1,
'BTG' => 0,
'OMG' => 0.1,
'DATA' => 1,
'QASH' => 1,
'ETP' => 0.01,
'QTUM' => 0.01,
'EDO' => 0.5,
'AVT' => 0.5,
'USDT' => 5,
),
),
),
));
}
public function common_currency_code ($currency) {
$currencies = array (
'DSH' => 'DASH', // Bitfinex names Dash as DSH, instead of DASH
'QTM' => 'QTUM',
'BCC' => 'CST_BCC',
'BCU' => 'CST_BCU',
'IOT' => 'IOTA',
'DAT' => 'DATA',
);
return (is_array ($currencies) && array_key_exists ($currency, $currencies)) ? $currencies[$currency] : $currency;
}
public function fetch_markets () {
$markets = $this->publicGetSymbolsDetails ();
$result = array ();
for ($p = 0; $p < count ($markets); $p++) {
$market = $markets[$p];
$id = strtoupper ($market['pair']);
$baseId = mb_substr ($id, 0, 3);
$quoteId = mb_substr ($id, 3, 6);
$base = $this->common_currency_code($baseId);
$quote = $this->common_currency_code($quoteId);
$symbol = $base . '/' . $quote;
$precision = array (
'price' => $market['price_precision'],
'amount' => $market['price_precision'],
);
$limits = array (
'amount' => array (
'min' => floatval ($market['minimum_order_size']),
'max' => floatval ($market['maximum_order_size']),
),
'price' => array (
'min' => pow (10, -$precision['price']),
'max' => pow (10, $precision['price']),
),
);
$limits['cost'] = array (
'min' => $limits['amount']['min'] * $limits['price']['min'],
'max' => null,
);
$result[] = array_merge ($this->fees['trading'], array (
'id' => $id,
'symbol' => $symbol,
'base' => $base,
'quote' => $quote,
'baseId' => $baseId,
'quoteId' => $quoteId,
'active' => true,
'precision' => $precision,
'limits' => $limits,
'lot' => pow (10, -$precision['amount']),
'info' => $market,
));
}
return $result;
}
public function fetch_balance ($params = array ()) {
$this->load_markets();
$balanceType = $this->safe_string($params, 'type', 'exchange');
$balances = $this->privatePostBalances ();
$result = array ( 'info' => $balances );
for ($i = 0; $i < count ($balances); $i++) {
$balance = $balances[$i];
if ($balance['type'] === $balanceType) {
$currency = $balance['currency'];
$uppercase = strtoupper ($currency);
$uppercase = $this->common_currency_code($uppercase);
$account = $this->account ();
$account['free'] = floatval ($balance['available']);
$account['total'] = floatval ($balance['amount']);
$account['used'] = $account['total'] - $account['free'];
$result[$uppercase] = $account;
}
}
return $this->parse_balance($result);
}
public function fetch_order_book ($symbol, $params = array ()) {
$this->load_markets();
$orderbook = $this->publicGetBookSymbol (array_merge (array (
'symbol' => $this->market_id($symbol),
), $params));
return $this->parse_order_book($orderbook, null, 'bids', 'asks', 'price', 'amount');
}
public function fetch_tickers ($symbols = null, $params = array ()) {
$this->load_markets();
$tickers = $this->publicGetTickers ($params);
$result = array ();
for ($i = 0; $i < count ($tickers); $i++) {
$ticker = $tickers[$i];
if (is_array ($ticker) && array_key_exists ('pair', $ticker)) {
$id = $ticker['pair'];
if (is_array ($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, $market);
} else {
throw new ExchangeError ($this->id . ' fetchTickers() failed to recognize $symbol ' . $id . ' ' . $this->json ($ticker));
}
} else {
throw new ExchangeError ($this->id . ' fetchTickers() response not recognized ' . $this->json ($tickers));
}
}
return $result;
}
public function fetch_ticker ($symbol, $params = array ()) {
$this->load_markets();
$market = $this->market ($symbol);
$ticker = $this->publicGetPubtickerSymbol (array_merge (array (
'symbol' => $market['id'],
), $params));
return $this->parse_ticker($ticker, $market);
}
public function parse_ticker ($ticker, $market = null) {
$timestamp = floatval ($ticker['timestamp']) * 1000;
$symbol = null;
if ($market) {
$symbol = $market['symbol'];
} else if (is_array ($ticker) && array_key_exists ('pair', $ticker)) {
$id = $ticker['pair'];
if (is_array ($this->markets_by_id) && array_key_exists ($id, $this->markets_by_id)) {
$market = $this->markets_by_id[$id];
$symbol = $market['symbol'];
} else {
throw new ExchangeError ($this->id . ' unrecognized $ticker $symbol ' . $id . ' ' . $this->json ($ticker));
}
}
return array (
'symbol' => $symbol,
'timestamp' => $timestamp,
'datetime' => $this->iso8601 ($timestamp),
'high' => floatval ($ticker['high']),
'low' => floatval ($ticker['low']),
'bid' => floatval ($ticker['bid']),
'ask' => floatval ($ticker['ask']),
'vwap' => null,
'open' => null,
'close' => null,
'first' => null,
'last' => floatval ($ticker['last_price']),
'change' => null,
'percentage' => null,
'average' => floatval ($ticker['mid']),
'baseVolume' => floatval ($ticker['volume']),
'quoteVolume' => null,
'info' => $ticker,
);
}
public function parse_trade ($trade, $market) {
$timestamp = intval (floatval ($trade['timestamp'])) * 1000;
$side = strtolower ($trade['type']);
$orderId = $this->safe_string($trade, 'order_id');
$price = floatval ($trade['price']);
$amount = floatval ($trade['amount']);
$cost = $price * $amount;
return array (
'id' => (string) $trade['tid'],
'info' => $trade,
'timestamp' => $timestamp,
'datetime' => $this->iso8601 ($timestamp),
'symbol' => $market['symbol'],
'type' => null,
'order' => $orderId,
'side' => $side,
'price' => $price,
'amount' => $amount,
'cost' => $cost,
'fee' => null,
);
}
public function fetch_trades ($symbol, $since = null, $limit = null, $params = array ()) {
$this->load_markets();
$market = $this->market ($symbol);
$response = $this->publicGetTradesSymbol (array_merge (array (
'symbol' => $market['id'],
), $params));
return $this->parse_trades($response, $market, $since, $limit);
}
public function fetch_my_trades ($symbol = null, $since = null, $limit = null, $params = array ()) {
$this->load_markets();
$market = $this->market ($symbol);
$request = array ( 'symbol' => $market['id'] );
if ($limit) {
$request['limit_trades'] = $limit;
}
if ($since) {
$request['timestamp'] = intval ($since / 1000);
}
$response = $this->privatePostMytrades (array_merge ($request, $params));
return $this->parse_trades($response, $market, $since, $limit);
}
public function create_order ($symbol, $type, $side, $amount, $price = null, $params = array ()) {
$this->load_markets();
$orderType = $type;
if (($type === 'limit') || ($type === 'market'))
$orderType = 'exchange ' . $type;
// $amount = $this->amount_to_precision($symbol, $amount);
$order = array (
'symbol' => $this->market_id($symbol),
'amount' => (string) $amount,
'side' => $side,
'type' => $orderType,
'ocoorder' => false,
'buy_price_oco' => 0,
'sell_price_oco' => 0,
);
if ($type === 'market') {
$order['price'] = (string) $this->nonce ();
} else {
// $price = $this->price_to_precision($symbol, $price);
$order['price'] = (string) $price;
}
$result = $this->privatePostOrderNew (array_merge ($order, $params));
return $this->parse_order ($result);
}
public function cancel_order ($id, $symbol = null, $params = array ()) {
$this->load_markets();
return $this->privatePostOrderCancel (array ( 'order_id' => intval ($id) ));
}
public function parse_order ($order, $market = null) {
$side = $order['side'];
$open = $order['is_live'];
$canceled = $order['is_cancelled'];
$status = null;
if ($open) {
$status = 'open';
} else if ($canceled) {
$status = 'canceled';
} else {
$status = 'closed';
}
$symbol = null;
if (!$market) {
$exchange = strtoupper ($order['symbol']);
if (is_array ($this->markets_by_id) && array_key_exists ($exchange, $this->markets_by_id)) {
$market = $this->markets_by_id[$exchange];
}
}
if ($market)
$symbol = $market['symbol'];
$orderType = $order['type'];
$exchange = mb_strpos ($orderType, 'exchange ') !== false;
if ($exchange) {
$parts = explode (' ', $order['type']);
$orderType = $parts[1];
}
$timestamp = intval (floatval ($order['timestamp']) * 1000);
$result = array (
'info' => $order,
'id' => (string) $order['id'],
'timestamp' => $timestamp,
'datetime' => $this->iso8601 ($timestamp),
'symbol' => $symbol,
'type' => $orderType,
'side' => $side,
'price' => $this->safe_float($order, 'price'),
'average' => floatval ($order['avg_execution_price']),
'amount' => floatval ($order['original_amount']),
'remaining' => floatval ($order['remaining_amount']),
'filled' => floatval ($order['executed_amount']),
'status' => $status,
'fee' => null,
);
return $result;
}
public function fetch_open_orders ($symbol = null, $since = null, $limit = null, $params = array ()) {
$this->load_markets();
$response = $this->privatePostOrders ($params);
$orders = $this->parse_orders($response, null, $since, $limit);
if ($symbol)
$orders = $this->filter_by($orders, 'symbol', $symbol);
return $orders;
}
public function fetch_closed_orders ($symbol = null, $since = null, $limit = null, $params = array ()) {
$this->load_markets();
$request = array ();
if ($limit)
$request['limit'] = $limit;
$response = $this->privatePostOrdersHist (array_merge ($request, $params));
$orders = $this->parse_orders($response, null, $since, $limit);
if ($symbol)
$orders = $this->filter_by($orders, 'symbol', $symbol);
$orders = $this->filter_by($orders, 'status', 'closed');
return $orders;
}
public function fetch_order ($id, $symbol = null, $params = array ()) {
$this->load_markets();
$response = $this->privatePostOrderStatus (array_merge (array (
'order_id' => intval ($id),
), $params));
return $this->parse_order($response);
}
public function parse_ohlcv ($ohlcv, $market = null, $timeframe = '1m', $since = null, $limit = null) {
return [
$ohlcv[0],
$ohlcv[1],
$ohlcv[3],
$ohlcv[4],
$ohlcv[2],
$ohlcv[5],
];
}
public function fetch_ohlcv ($symbol, $timeframe = '1m', $since = null, $limit = null, $params = array ()) {
$this->load_markets();
$market = $this->market ($symbol);
$v2id = 't' . $market['id'];
$request = array (
'symbol' => $v2id,
'timeframe' => $this->timeframes[$timeframe],
'sort' => 1,
);
if ($limit)
$request['limit'] = $limit;
if ($since)
$request['start'] = $since;
$request = array_merge ($request, $params);
$response = $this->v2GetCandlesTradeTimeframeSymbolHist ($request);
return $this->parse_ohlcvs($response, $market, $timeframe, $since, $limit);
}
public function get_currency_name ($currency) {
if ($currency === 'BTC') {
return 'bitcoin';
} else if ($currency === 'LTC') {
return 'litecoin';
} else if ($currency === 'ETH') {
return 'ethereum';
} else if ($currency === 'ETC') {
return 'ethereumc';
} else if ($currency === 'OMNI') {
return 'mastercoin'; // ???
} else if ($currency === 'ZEC') {
return 'zcash';
} else if ($currency === 'XMR') {
return 'monero';
} else if ($currency === 'USD') {
return 'wire';
} else if ($currency === 'DASH') {
return 'dash';
} else if ($currency === 'XRP') {
return 'ripple';
} else if ($currency === 'EOS') {
return 'eos';
} else if ($currency === 'BCH') {
return 'bcash';
} else if ($currency === 'USDT') {
return 'tetheruso';
}
throw new NotSupported ($this->id . ' ' . $currency . ' not supported for withdrawal');
}
public function create_deposit_address ($currency, $params = array ()) {
$response = $this->fetch_deposit_address ($currency, array_merge (array (
'renew' => 1,
), $params));
return array (
'currency' => $currency,
'address' => $response['address'],
'status' => 'ok',
'info' => $response['info'],
);
}
public function fetch_deposit_address ($currency, $params = array ()) {
$name = $this->get_currency_name ($currency);
$request = array (
'method' => $name,
'wallet_name' => 'exchange',
'renew' => 0, // a value of 1 will generate a new address
);
$response = $this->privatePostDepositNew (array_merge ($request, $params));
return array (
'currency' => $currency,
'address' => $response['address'],
'status' => 'ok',
'info' => $response,
);
}
public function withdraw ($currency, $amount, $address, $params = array ()) {
$name = $this->get_currency_name ($currency);
$request = array (
'withdraw_type' => $name,
'walletselected' => 'exchange',
'amount' => (string) $amount,
'address' => $address,
);
$responses = $this->privatePostWithdraw (array_merge ($request, $params));
$response = $responses[0];
return array (
'info' => $response,
'id' => $response['withdrawal_id'],
);
}
public function nonce () {
return $this->milliseconds ();
}
public function sign ($path, $api = 'public', $method = 'GET', $params = array (), $headers = null, $body = null) {
$request = '/' . $this->implode_params($path, $params);
if ($api === 'v2') {
$request = '/' . $api . $request;
} else {
$request = '/' . $this->version . $request;
}
$query = $this->omit ($params, $this->extract_params($path));
$url = $this->urls['api'] . $request;
if (($api === 'public') || (mb_strpos ($path, '/hist') !== false)) {
if ($query) {
$suffix = '?' . $this->urlencode ($query);
$url .= $suffix;
$request .= $suffix;
}
}
if ($api === 'private') {
$this->check_required_credentials();
$nonce = $this->nonce ();
$query = array_merge (array (
'nonce' => (string) $nonce,
'request' => $request,
), $query);
$query = $this->json ($query);
$query = $this->encode ($query);
$payload = base64_encode ($query);
$secret = $this->encode ($this->secret);
$signature = $this->hmac ($payload, $secret, 'sha384');
$headers = array (
'X-BFX-APIKEY' => $this->apiKey,
'X-BFX-PAYLOAD' => $this->decode ($payload),
'X-BFX-SIGNATURE' => $signature,
);
}
return array ( 'url' => $url, 'method' => $method, 'body' => $body, 'headers' => $headers );
}
public function handle_errors ($code, $reason, $url, $method, $headers, $body) {
if ($code >= 400) {
if ($body[0] === "{") {
$response = json_decode ($body, $as_associative_array = true);
$message = $response['message'];
$error = $this->id . ' ' . $message;
if ($code === 400) {
if (mb_strpos ($message, 'Key price should be a decimal number') !== false) {
throw new InvalidOrder ($error);
} else if (mb_strpos ($message, 'Invalid order => not enough exchange balance') !== false) {
throw new InsufficientFunds ($error);
} else if (mb_strpos ($message, 'Order could not be cancelled.') !== false) {
throw new OrderNotFound ($error);
} else if (mb_strpos ($message, 'Invalid order') !== false) {
throw new InvalidOrder ($error);
} else if (mb_strpos ($message, 'Order price must be positive.') !== false) {
throw new InvalidOrder ($error);
} else if (mb_strpos ($message, 'Key amount should be a decimal number') !== false) {
throw new InvalidOrder ($error);
}
} else if ($code === 404) {
if (mb_strpos ($message, 'No such order found.') !== false) {
throw new OrderNotFound ($error);
}
}
}
throw new ExchangeError ($this->id . ' ' . $body);
}
}
public function request ($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 ('message', $response)) {
throw new ExchangeError ($this->id . ' ' . $this->json ($response));
}
return $response;
}
}