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binance.js
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"use strict";
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange')
const { ExchangeError, InsufficientFunds, OrderNotFound, InvalidOrder } = require ('./base/errors')
// ---------------------------------------------------------------------------
module.exports = class binance extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'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': {
'fetchTickers': true,
'fetchOHLCV': true,
'fetchMyTrades': true,
'fetchOrder': true,
'fetchOrders': true,
'fetchOpenOrders': true,
'withdraw': true,
},
'timeframes': {
'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': {
'logo': 'https://user-images.githubusercontent.com/1294454/29604020-d5483cdc-87ee-11e7-94c7-d1a8d9169293.jpg',
'api': {
'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': 'https://binance.zendesk.com/hc/en-us/articles/115000429332',
},
'api': {
'web': {
'get': [
'exchange/public/product',
],
},
'wapi': {
'post': [
'withdraw',
],
'get': [
'depositHistory',
'withdrawHistory',
'depositAddress',
],
},
'public': {
'get': [
'ping',
'time',
'depth',
'aggTrades',
'klines',
'ticker/24hr',
'ticker/allPrices',
'ticker/allBookTickers',
],
},
'private': {
'get': [
'order',
'openOrders',
'allOrders',
'account',
'myTrades',
],
'post': [
'order',
'order/test',
'userDataStream',
],
'put': [
'userDataStream'
],
'delete': [
'order',
'userDataStream',
],
},
},
'fees': {
'trading': {
'taker': 0.001,
'maker': 0.001,
},
'funding': {
'withdraw': {
'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': undefined,
'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,
},
},
},
});
}
async fetchMarkets () {
let response = await this.webGetExchangePublicProduct ();
let markets = response['data'];
let result = [];
for (let i = 0; i < markets.length; i++) {
let market = markets[i];
let id = market['symbol'];
let base = this.commonCurrencyCode (market['baseAsset']);
let quote = this.commonCurrencyCode (market['quoteAsset']);
let symbol = base + '/' + quote;
let lot = parseFloat (market['minTrade']);
let tickSize = parseFloat (market['tickSize']);
let precision = {
'amount': this.precisionFromString (market['tickSize']),
'price': this.precisionFromString (market['tickSize']),
};
result.push (this.extend (this.fees['trading'], {
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'info': market,
'lot': lot,
'active': market['active'],
'precision': precision,
'limits': {
'amount': {
'min': lot,
'max': undefined,
},
'price': {
'min': tickSize,
'max': undefined,
},
'cost': {
'min': lot,
'max': undefined,
},
},
}));
}
return result;
}
calculateFee (symbol, type, side, amount, price, takerOrMaker = 'taker', params = {}) {
let market = this.markets[symbol];
let key = 'quote';
let rate = market[takerOrMaker];
let cost = parseFloat (this.costToPrecision (symbol, amount * rate));
if (side == 'sell') {
cost *= price;
} else {
key = 'base';
}
return {
'type': takerOrMaker,
'currency': market[key],
'rate': rate,
'cost': parseFloat (this.feeToPrecision (symbol, cost)),
};
}
async fetchBalance (params = {}) {
await this.loadMarkets ();
let response = await this.privateGetAccount (params);
let result = { 'info': response };
let balances = response['balances'];
for (let i = 0; i < balances.length; i++) {
let balance = balances[i];
let asset = balance['asset'];
let currency = this.commonCurrencyCode (asset);
let account = {
'free': parseFloat (balance['free']),
'used': parseFloat (balance['locked']),
'total': 0.0,
};
account['total'] = this.sum (account['free'], account['used']);
result[currency] = account;
}
return this.parseBalance (result);
}
async fetchOrderBook (symbol, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let orderbook = await this.publicGetDepth (this.extend ({
'symbol': market['id'],
'limit': 100, // default = maximum = 100
}, params));
return this.parseOrderBook (orderbook);
}
parseTicker (ticker, market) {
let timestamp = this.safeInteger (ticker, 'closeTime');
if (typeof timestamp == 'undefined')
timestamp = this.milliseconds ();
let symbol = undefined;
if (market)
symbol = market['symbol'];
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeFloat (ticker, 'highPrice'),
'low': this.safeFloat (ticker, 'lowPrice'),
'bid': this.safeFloat (ticker, 'bidPrice'),
'ask': this.safeFloat (ticker, 'askPrice'),
'vwap': this.safeFloat (ticker, 'weightedAvgPrice'),
'open': this.safeFloat (ticker, 'openPrice'),
'close': this.safeFloat (ticker, 'prevClosePrice'),
'first': undefined,
'last': this.safeFloat (ticker, 'lastPrice'),
'change': this.safeFloat (ticker, 'priceChangePercent'),
'percentage': undefined,
'average': undefined,
'baseVolume': this.safeFloat (ticker, 'volume'),
'quoteVolume': this.safeFloat (ticker, 'quoteVolume'),
'info': ticker,
};
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let response = await this.publicGetTicker24hr (this.extend ({
'symbol': market['id'],
}, params));
return this.parseTicker (response, market);
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
let tickers = await this.publicGetTickerAllBookTickers (params);
let result = {};
for (let i = 0; i < tickers.length; i++) {
let ticker = tickers[i];
let id = ticker['symbol'];
if (id in this.markets_by_id) {
let market = this.markets_by_id[id];
let symbol = market['symbol'];
result[symbol] = this.parseTicker (ticker, market);
}
}
return result;
}
parseOHLCV (ohlcv, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
return [
ohlcv[0],
parseFloat (ohlcv[1]),
parseFloat (ohlcv[2]),
parseFloat (ohlcv[3]),
parseFloat (ohlcv[4]),
parseFloat (ohlcv[5]),
];
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let request = {
'symbol': market['id'],
'interval': this.timeframes[timeframe],
};
request['limit'] = (limit) ? limit : 500; // default == max == 500
if (since)
request['startTime'] = since;
let response = await this.publicGetKlines (this.extend (request, params));
return this.parseOHLCVs (response, market, timeframe, since, limit);
}
parseTrade (trade, market = undefined) {
let timestampField = ('T' in trade) ? 'T' : 'time';
let timestamp = trade[timestampField];
let priceField = ('p' in trade) ? 'p' : 'price';
let price = parseFloat (trade[priceField]);
let amountField = ('q' in trade) ? 'q' : 'qty';
let amount = parseFloat (trade[amountField]);
let idField = ('a' in trade) ? 'a' : 'id';
let id = trade[idField].toString ();
let side = undefined;
let order = undefined;
if ('orderId' in trade)
order = trade['orderId'].toString ();
if ('m' in trade) {
side = trade['m'] ? 'sell' : 'buy'; // this is reversed intentionally
} else {
side = (trade['isBuyer']) ? 'buy' : 'sell'; // this is a true side
}
let fee = undefined;
if ('commission' in trade) {
fee = {
'cost': parseFloat (trade['commission']),
'currency': this.commonCurrencyCode (trade['commissionAsset']),
};
}
return {
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': market['symbol'],
'id': id,
'order': order,
'type': undefined,
'side': side,
'price': price,
'cost': price * amount,
'amount': amount,
'fee': fee,
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let request = {
'symbol': market['id'],
};
if (since)
request['startTime'] = since;
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
let response = await this.publicGetAggTrades (this.extend (request, params));
return this.parseTrades (response, market);
}
parseOrderStatus (status) {
if (status == 'NEW')
return 'open';
if (status == 'PARTIALLY_FILLED')
return 'partial';
if (status == 'FILLED')
return 'closed';
if (status == 'CANCELED')
return 'canceled';
return status.toLowerCase ();
}
parseOrder (order, market = undefined) {
let status = this.parseOrderStatus (order['status']);
let symbol = undefined;
if (market) {
symbol = market['symbol'];
} else {
let id = order['symbol'];
if (id in this.markets_by_id) {
market = this.markets_by_id[id];
symbol = market['symbol'];
}
}
let timestamp = order['time'];
let price = parseFloat (order['price']);
let amount = parseFloat (order['origQty']);
let filled = this.safeFloat (order, 'executedQty', 0.0);
let remaining = Math.max (amount - filled, 0.0);
let result = {
'info': order,
'id': order['orderId'].toString (),
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'type': order['type'].toLowerCase (),
'side': order['side'].toLowerCase (),
'price': price,
'amount': amount,
'cost': price * amount,
'filled': filled,
'remaining': remaining,
'status': status,
'fee': undefined,
};
return result;
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
let market = this.market (symbol);
let order = {
'symbol': market['id'],
'quantity': this.amountToPrecision (symbol, amount),
'type': type.toUpperCase (),
'side': side.toUpperCase (),
};
if (type == 'limit') {
order = this.extend (order, {
'price': this.priceToPrecision (symbol, price),
'timeInForce': 'GTC', // 'GTC' = Good To Cancel (default), 'IOC' = Immediate Or Cancel
});
}
let response = await this.privatePostOrder (this.extend (order, params));
return {
'info': response,
'id': response['orderId'].toString (),
};
}
async fetchOrder (id, symbol = undefined, params = {}) {
if (!symbol)
throw new ExchangeError (this.id + ' fetchOrder requires a symbol param');
await this.loadMarkets ();
let market = this.market (symbol);
let response = await this.privateGetOrder (this.extend ({
'symbol': market['id'],
'orderId': parseInt (id),
}, params));
return this.parseOrder (response, market);
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (!symbol)
throw new ExchangeError (this.id + ' fetchOrders requires a symbol param');
await this.loadMarkets ();
let market = this.market (symbol);
let request = {
'symbol': market['id'],
};
if (limit)
request['limit'] = limit;
let response = await this.privateGetAllOrders (this.extend (request, params));
return this.parseOrders (response, market);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (!symbol)
throw new ExchangeError (this.id + ' fetchOpenOrders requires a symbol param');
await this.loadMarkets ();
let market = this.market (symbol);
let response = await this.privateGetOpenOrders (this.extend ({
'symbol': market['id'],
}, params));
return this.parseOrders (response, market);
}
async cancelOrder (id, symbol = undefined, params = {}) {
if (!symbol)
throw new ExchangeError (this.id + ' cancelOrder requires a symbol param');
let market = this.market (symbol);
let response = undefined;
try {
response = await this.privateDeleteOrder (this.extend ({
'symbol': market['id'],
'orderId': parseInt (id),
// 'origClientOrderId': id,
}, params));
} catch (e) {
if (this.last_http_response.indexOf ('UNKNOWN_ORDER') >= 0)
throw new OrderNotFound (this.id + ' cancelOrder() error: ' + this.last_http_response);
throw e;
}
return response;
}
nonce () {
return this.milliseconds ();
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
if (!symbol)
throw new ExchangeError (this.id + ' fetchMyTrades requires a symbol');
let market = this.market (symbol);
let request = {
'symbol': market['id'],
};
if (limit)
request['limit'] = limit;
let response = await this.privateGetMyTrades (this.extend (request, params));
return this.parseTrades (response, market);
}
commonCurrencyCode (currency) {
if (currency == 'BCC')
return 'BCH';
return currency;
}
currencyId (currency) {
if (currency == 'BCH')
return 'BCC';
return currency;
}
async fetchDepositAddress (currency, params = {}) {
let response = await this.wapiGetDepositAddress (this.extend ({
'asset': this.currencyId (currency),
'recvWindow': 10000000,
}, params));
if ('success' in response) {
if (response['success']) {
let address = this.safeString (response, 'address');
return {
'currency': currency,
'address': address,
'status': 'ok',
'info': response,
};
}
}
throw new ExchangeError (this.id + ' fetchDepositAddress failed: ' + this.last_http_response);
}
async withdraw (currency, amount, address, params = {}) {
let response = await this.wapiPostWithdraw (this.extend ({
'asset': this.currencyId (currency),
'address': address,
'amount': parseFloat (amount),
'recvWindow': 10000000,
}, params));
return {
'info': response,
'id': undefined,
};
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let url = this.urls['api'][api];
url += '/' + path;
if (api == 'wapi')
url += '.html';
if ((api == 'private') || (api == 'wapi')) {
this.checkRequiredCredentials ();
let nonce = this.nonce ();
let query = this.urlencode (this.extend ({ 'timestamp': nonce }, params));
let signature = this.hmac (this.encode (query), this.encode (this.secret));
query += '&' + 'signature=' + signature;
headers = {
'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 (Object.keys (params).length)
url += '?' + this.urlencode (params);
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors (code, reason, url, method, headers, body) {
if (body.indexOf ('MIN_NOTIONAL') >= 0)
throw new InvalidOrder (this.id + ' order cost = amount * price should be > 0.001 BTC ' + body);
if (body.indexOf ('LOT_SIZE') >= 0)
throw new InvalidOrder (this.id + ' order amount should be evenly divisible by lot size, use this.amountToLots (symbol, amount) ' + body);
if (body.indexOf ('PRICE_FILTER') >= 0)
throw new InvalidOrder (this.id + ' order price exceeds allowed price precision or invalid, use this.priceToPrecision (symbol, amount) ' + body);
}
async request (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let response = await this.fetch2 (path, api, method, params, headers, body);
if ('code' in 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;
}
}