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bitfinex2.js
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'use strict';
// ---------------------------------------------------------------------------
const bitfinex = require ('./bitfinex.js');
const { ExchangeError, InvalidAddress, ArgumentsRequired, InsufficientFunds, AuthenticationError, OrderNotFound, InvalidOrder, BadRequest, InvalidNonce, BadSymbol, OnMaintenance } = require ('./base/errors');
// ---------------------------------------------------------------------------
module.exports = class bitfinex2 extends bitfinex {
describe () {
return this.deepExtend (super.describe (), {
'id': 'bitfinex2',
'name': 'Bitfinex',
'countries': [ 'VG' ],
'version': 'v2',
'certified': false,
'pro': false,
// new metainfo interface
'has': {
'CORS': false,
'cancelAllOrders': true,
'cancelOrder': true,
'createDepositAddress': true,
'createLimitOrder': true,
'createMarketOrder': true,
'createOrder': true,
'deposit': false,
'editOrder': false,
'fetchClosedOrder': true,
'fetchClosedOrders': false,
'fetchCurrencies': true,
'fetchDepositAddress': true,
'fetchFundingFees': false,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenOrder': true,
'fetchOpenOrders': true,
'fetchOrder': false,
'fetchOrderTrades': true,
'fetchStatus': true,
'fetchTickers': true,
'fetchTradingFee': false,
'fetchTradingFees': false,
'fetchTransactions': false,
'withdraw': true,
},
'timeframes': {
'1m': '1m',
'5m': '5m',
'15m': '15m',
'30m': '30m',
'1h': '1h',
'3h': '3h',
'6h': '6h',
'12h': '12h',
'1d': '1D',
'1w': '7D',
'2w': '14D',
'1M': '1M',
},
'rateLimit': 1500,
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27766244-e328a50c-5ed2-11e7-947b-041416579bb3.jpg',
'api': {
'v1': 'https://api.bitfinex.com',
'public': 'https://api-pub.bitfinex.com',
'private': 'https://api.bitfinex.com',
},
'www': 'https://www.bitfinex.com',
'doc': [
'https://docs.bitfinex.com/v2/docs/',
'https://github.com/bitfinexcom/bitfinex-api-node',
],
'fees': 'https://www.bitfinex.com/fees',
},
'api': {
'v1': {
'get': [
'symbols',
'symbols_details',
],
},
'public': {
'get': [
'conf/{config}',
'conf/pub:{action}:{object}',
'conf/pub:{action}:{object}:{detail}',
'conf/pub:map:{object}',
'conf/pub:map:{object}:{detail}',
'conf/pub:map:currency:{detail}',
'conf/pub:map:currency:sym', // maps symbols to their API symbols, BAB > BCH
'conf/pub:map:currency:label', // verbose friendly names, BNT > Bancor
'conf/pub:map:currency:unit', // maps symbols to unit of measure where applicable
'conf/pub:map:currency:undl', // maps derivatives symbols to their underlying currency
'conf/pub:map:currency:pool', // maps symbols to underlying network/protocol they operate on
'conf/pub:map:currency:explorer', // maps symbols to their recognised block explorer URLs
'conf/pub:map:currency:tx:fee', // maps currencies to their withdrawal fees https://github.com/ccxt/ccxt/issues/7745
'conf/pub:map:tx:method',
'conf/pub:list:{object}',
'conf/pub:list:{object}:{detail}',
'conf/pub:list:currency',
'conf/pub:list:pair:exchange',
'conf/pub:list:pair:margin',
'conf/pub:list:competitions',
'conf/pub:info:{object}',
'conf/pub:info:{object}:{detail}',
'conf/pub:info:pair',
'conf/pub:info:tx:status', // [ deposit, withdrawal ] statuses 1 = active, 0 = maintenance
'conf/pub:fees',
'platform/status',
'tickers',
'ticker/{symbol}',
'trades/{symbol}/hist',
'book/{symbol}/{precision}',
'book/{symbol}/P0',
'book/{symbol}/P1',
'book/{symbol}/P2',
'book/{symbol}/P3',
'book/{symbol}/R0',
'stats1/{key}:{size}:{symbol}:{side}/{section}',
'stats1/{key}:{size}:{symbol}:{side}/last',
'stats1/{key}:{size}:{symbol}:{side}/hist',
'stats1/{key}:{size}:{symbol}/{section}',
'stats1/{key}:{size}:{symbol}/last',
'stats1/{key}:{size}:{symbol}/hist',
'stats1/{key}:{size}:{symbol}:long/last',
'stats1/{key}:{size}:{symbol}:long/hist',
'stats1/{key}:{size}:{symbol}:short/last',
'stats1/{key}:{size}:{symbol}:short/hist',
'candles/trade:{timeframe}:{symbol}/{section}',
'candles/trade:{timeframe}:{symbol}/last',
'candles/trade:{timeframe}:{symbol}/hist',
'status/{type}',
'status/deriv',
'liquidations/hist',
'rankings/{key}:{timeframe}:{symbol}/{section}',
'rankings/{key}:{timeframe}:{symbol}/hist',
],
'post': [
'calc/trade/avg',
'calc/fx',
],
},
'private': {
'post': [
// 'auth/r/orders/{symbol}/new', // outdated
// 'auth/r/stats/perf:{timeframe}/hist', // outdated
'auth/r/wallets',
'auth/r/wallets/hist',
'auth/r/orders',
'auth/r/orders/{symbol}',
'auth/w/order/submit',
'auth/w/order/update',
'auth/w/order/cancel',
'auth/w/order/multi',
'auth/w/order/cancel/multi',
'auth/r/orders/{symbol}/hist',
'auth/r/orders/hist',
'auth/r/order/{symbol}:{id}/trades',
'auth/r/trades/{symbol}/hist',
'auth/r/trades/hist',
'auth/r/ledgers/{currency}/hist',
'auth/r/ledgers/hist',
'auth/r/info/margin/{key}',
'auth/r/info/margin/base',
'auth/r/info/margin/sym_all',
'auth/r/positions',
'auth/w/position/claim',
'auth/r/positions/hist',
'auth/r/positions/audit',
'auth/w/deriv/collateral/set',
'auth/r/funding/offers',
'auth/r/funding/offers/{symbol}',
'auth/w/funding/offer/submit',
'auth/w/funding/offer/cancel',
'auth/w/funding/offer/cancel/all',
'auth/w/funding/close',
'auth/w/funding/auto',
'auth/w/funding/keep',
'auth/r/funding/offers/{symbol}/hist',
'auth/r/funding/offers/hist',
'auth/r/funding/loans',
'auth/r/funding/loans/hist',
'auth/r/funding/loans/{symbol}',
'auth/r/funding/loans/{symbol}/hist',
'auth/r/funding/credits',
'auth/r/funding/credits/hist',
'auth/r/funding/credits/{symbol}',
'auth/r/funding/credits/{symbol}/hist',
'auth/r/funding/trades/{symbol}/hist',
'auth/r/funding/trades/hist',
'auth/r/info/funding/{key}',
'auth/r/info/user',
'auth/r/logins/hist',
'auth/w/transfer',
'auth/w/deposit/address',
'auth/w/deposit/invoice',
'auth/w/withdraw',
'auth/r/movements/{currency}/hist',
'auth/r/movements/hist',
'auth/r/alerts',
'auth/w/alert/set',
'auth/w/alert/price:{symbol}:{price}/del',
'auth/w/alert/{type}:{symbol}:{price}/del',
'auth/calc/order/avail',
'auth/w/settings/set',
'auth/r/settings',
'auth/w/settings/del',
],
},
},
'fees': {
'trading': {
'maker': 0.1 / 100,
'taker': 0.2 / 100,
},
'funding': {
'withdraw': {
'BTC': 0.0004,
'BCH': 0.0001,
'ETH': 0.00135,
'EOS': 0.0,
'LTC': 0.001,
'OMG': 0.15097,
'IOT': 0.0,
'NEO': 0.0,
'ETC': 0.01,
'XRP': 0.02,
'ETP': 0.01,
'ZEC': 0.001,
'BTG': 0.0,
'DASH': 0.01,
'XMR': 0.0001,
'QTM': 0.01,
'EDO': 0.23687,
'DAT': 9.8858,
'AVT': 1.1251,
'SAN': 0.35977,
'USDT': 5.0,
'SPK': 16.971,
'BAT': 1.1209,
'GNT': 2.8789,
'SNT': 9.0848,
'QASH': 1.726,
'YYW': 7.9464,
},
},
},
'options': {
'precision': 'R0', // P0, P1, P2, P3, P4, R0
// convert 'EXCHANGE MARKET' to lowercase 'market'
// convert 'EXCHANGE LIMIT' to lowercase 'limit'
// everything else remains uppercase
'exchangeTypes': {
// 'MARKET': undefined,
'EXCHANGE MARKET': 'market',
// 'LIMIT': undefined,
'EXCHANGE LIMIT': 'limit',
// 'STOP': undefined,
// 'EXCHANGE STOP': undefined,
// 'TRAILING STOP': undefined,
// 'EXCHANGE TRAILING STOP': undefined,
// 'FOK': undefined,
// 'EXCHANGE FOK': undefined,
// 'STOP LIMIT': undefined,
// 'EXCHANGE STOP LIMIT': undefined,
// 'IOC': undefined,
// 'EXCHANGE IOC': undefined,
},
// convert 'market' to 'EXCHANGE MARKET'
// convert 'limit' 'EXCHANGE LIMIT'
// everything else remains as is
'orderTypes': {
'market': 'EXCHANGE MARKET',
'limit': 'EXCHANGE LIMIT',
},
'fiat': {
'USD': 'USD',
'EUR': 'EUR',
'JPY': 'JPY',
'GBP': 'GBP',
},
},
'exceptions': {
'exact': {
'10020': BadRequest,
'10100': AuthenticationError,
'10114': InvalidNonce,
'20060': OnMaintenance,
},
'broad': {
'address': InvalidAddress,
'available balance is only': InsufficientFunds,
'not enough exchange balance': InsufficientFunds,
'Order not found': OrderNotFound,
'symbol: invalid': BadSymbol,
'Invalid order': InvalidOrder,
},
},
});
}
isFiat (code) {
return (code in this.options['fiat']);
}
getCurrencyId (code) {
return 'f' + code;
}
async fetchStatus (params = {}) {
//
// [1] // operative
// [0] // maintenance
//
const response = await this.publicGetPlatformStatus (params);
const status = this.safeValue (response, 0);
const formattedStatus = (status === 1) ? 'ok' : 'maintenance';
this.status = this.extend (this.status, {
'status': formattedStatus,
'updated': this.milliseconds (),
});
return this.status;
}
async fetchMarkets (params = {}) {
// todo drop v1 in favor of v2 configs
// pub:list:pair:exchange,pub:list:pair:margin,pub:info:pair
const response = await this.v1GetSymbolsDetails (params);
const result = [];
for (let i = 0; i < response.length; i++) {
const market = response[i];
let id = this.safeStringUpper (market, 'pair');
let baseId = undefined;
let quoteId = undefined;
if (id.indexOf (':') >= 0) {
const parts = id.split (':');
baseId = parts[0];
quoteId = parts[1];
} else {
baseId = id.slice (0, 3);
quoteId = id.slice (3, 6);
}
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const symbol = base + '/' + quote;
id = 't' + id;
baseId = this.getCurrencyId (baseId);
quoteId = this.getCurrencyId (quoteId);
const precision = {
'price': this.safeInteger (market, 'price_precision'),
'amount': 8, // https://github.com/ccxt/ccxt/issues/7310
};
const limits = {
'amount': {
'min': this.safeFloat (market, 'minimum_order_size'),
'max': this.safeFloat (market, 'maximum_order_size'),
},
'price': {
'min': Math.pow (10, -precision['price']),
'max': Math.pow (10, precision['price']),
},
};
limits['cost'] = {
'min': limits['amount']['min'] * limits['price']['min'],
'max': undefined,
};
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'active': true,
'precision': precision,
'limits': limits,
'info': market,
'swap': false,
'spot': false,
'futures': false,
});
}
return result;
}
async fetchCurrencies (params = {}) {
const labels = [
'pub:list:currency',
'pub:map:currency:sym', // maps symbols to their API symbols, BAB > BCH
'pub:map:currency:label', // verbose friendly names, BNT > Bancor
'pub:map:currency:unit', // maps symbols to unit of measure where applicable
'pub:map:currency:undl', // maps derivatives symbols to their underlying currency
'pub:map:currency:pool', // maps symbols to underlying network/protocol they operate on
'pub:map:currency:explorer', // maps symbols to their recognised block explorer URLs
'pub:map:currency:tx:fee', // maps currencies to their withdrawal fees https://github.com/ccxt/ccxt/issues/7745
];
const config = labels.join (',');
const request = {
'config': config,
};
const response = await this.publicGetConfConfig (this.extend (request, params));
//
// [
//
// a list of symbols
// ["AAA","ABS","ADA"],
//
// // sym
// // maps symbols to their API symbols, BAB > BCH
// [
// [ 'BAB', 'BCH' ],
// [ 'CNHT', 'CNHt' ],
// [ 'DSH', 'DASH' ],
// [ 'IOT', 'IOTA' ],
// [ 'LES', 'LEO-EOS' ],
// [ 'LET', 'LEO-ERC20' ],
// [ 'STJ', 'STORJ' ],
// [ 'TSD', 'TUSD' ],
// [ 'UDC', 'USDC' ],
// [ 'USK', 'USDK' ],
// [ 'UST', 'USDt' ],
// [ 'USTF0', 'USDt0' ],
// [ 'XCH', 'XCHF' ],
// [ 'YYW', 'YOYOW' ],
// // ...
// ],
// // label
// // verbose friendly names, BNT > Bancor
// [
// [ 'BAB', 'Bitcoin Cash' ],
// [ 'BCH', 'Bitcoin Cash' ],
// [ 'LEO', 'Unus Sed LEO' ],
// [ 'LES', 'Unus Sed LEO (EOS)' ],
// [ 'LET', 'Unus Sed LEO (ERC20)' ],
// // ...
// ],
// // unit
// // maps symbols to unit of measure where applicable
// [
// [ 'IOT', 'Mi|MegaIOTA' ],
// ],
// // undl
// // maps derivatives symbols to their underlying currency
// [
// [ 'USTF0', 'UST' ],
// [ 'BTCF0', 'BTC' ],
// [ 'ETHF0', 'ETH' ],
// ],
// // pool
// // maps symbols to underlying network/protocol they operate on
// [
// [ 'SAN', 'ETH' ], [ 'OMG', 'ETH' ], [ 'AVT', 'ETH' ], [ 'EDO', 'ETH' ],
// [ 'ESS', 'ETH' ], [ 'ATD', 'EOS' ], [ 'ADD', 'EOS' ], [ 'MTO', 'EOS' ],
// [ 'PNK', 'ETH' ], [ 'BAB', 'BCH' ], [ 'WLO', 'XLM' ], [ 'VLD', 'ETH' ],
// [ 'BTT', 'TRX' ], [ 'IMP', 'ETH' ], [ 'SCR', 'ETH' ], [ 'GNO', 'ETH' ],
// // ...
// ],
// // explorer
// // maps symbols to their recognised block explorer URLs
// [
// [
// 'AIO',
// [
// "https://mainnet.aion.network",
// "https://mainnet.aion.network/#/account/VAL",
// "https://mainnet.aion.network/#/transaction/VAL"
// ]
// ],
// // ...
// ],
// // fee
// // maps currencies to their withdrawal fees
// [
// ["AAA",[0,0]],
// ["ABS",[0,131.3]],
// ["ADA",[0,0.3]],
// ],
// ]
//
const indexed = {
'sym': this.indexBy (this.safeValue (response, 1, []), 0),
'label': this.indexBy (this.safeValue (response, 2, []), 0),
'unit': this.indexBy (this.safeValue (response, 3, []), 0),
'undl': this.indexBy (this.safeValue (response, 4, []), 0),
'pool': this.indexBy (this.safeValue (response, 5, []), 0),
'explorer': this.indexBy (this.safeValue (response, 6, []), 0),
'fees': this.indexBy (this.safeValue (response, 7, []), 0),
};
const ids = this.safeValue (response, 0, []);
const result = {};
for (let i = 0; i < ids.length; i++) {
let id = ids[i];
const code = this.safeCurrencyCode (id);
const label = this.safeValue (indexed['label'], id, []);
const name = this.safeString (label, 1);
const pool = this.safeValue (indexed['pool'], id, []);
const type = this.safeString (pool, 1);
const feeValues = this.safeValue (indexed['fees'], id, []);
const fees = this.safeValue (feeValues, 1, []);
const fee = this.safeFloat (fees, 1);
const precision = 8; // default precision, todo: fix "magic constants"
id = 'f' + id;
result[code] = {
'id': id,
'code': code,
'info': [ id, label, pool, feeValues ],
'type': type,
'name': name,
'active': true,
'fee': fee,
'precision': precision,
'limits': {
'amount': {
'min': 1 / Math.pow (10, precision),
'max': undefined,
},
'price': {
'min': 1 / Math.pow (10, precision),
'max': undefined,
},
'cost': {
'min': undefined,
'max': undefined,
},
'withdraw': {
'min': fee,
'max': undefined,
},
},
};
}
return result;
}
async fetchBalance (params = {}) {
// this api call does not return the 'used' amount - use the v1 version instead (which also returns zero balances)
await this.loadMarkets ();
const response = await this.privatePostAuthRWallets (params);
const balanceType = this.safeString (params, 'type', 'exchange');
const result = { 'info': response };
for (let b = 0; b < response.length; b++) {
const balance = response[b];
const accountType = balance[0];
let currency = balance[1];
const total = balance[2];
const available = balance[4];
if (accountType === balanceType) {
if (currency[0] === 't') {
currency = currency.slice (1);
}
const code = this.safeCurrencyCode (currency);
const account = this.account ();
// do not fill in zeroes and missing values in the parser
// rewrite and unify the following to use the unified parseBalance
account['total'] = total;
if (!available) {
if (available === 0) {
account['free'] = 0;
account['used'] = total;
} else {
account['free'] = total;
}
} else {
account['free'] = available;
account['used'] = account['total'] - account['free'];
}
result[code] = account;
}
}
return this.parseBalance (result);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const precision = this.safeValue (this.options, 'precision', 'R0');
const request = {
'symbol': this.marketId (symbol),
'precision': precision,
};
if (limit !== undefined) {
request['len'] = limit; // 25 or 100
}
const fullRequest = this.extend (request, params);
const orderbook = await this.publicGetBookSymbolPrecision (fullRequest);
const timestamp = this.milliseconds ();
const result = {
'bids': [],
'asks': [],
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'nonce': undefined,
};
const priceIndex = (fullRequest['precision'] === 'R0') ? 1 : 0;
for (let i = 0; i < orderbook.length; i++) {
const order = orderbook[i];
const price = order[priceIndex];
const amount = Math.abs (order[2]);
const side = (order[2] > 0) ? 'bids' : 'asks';
result[side].push ([ price, amount ]);
}
result['bids'] = this.sortBy (result['bids'], 0, true);
result['asks'] = this.sortBy (result['asks'], 0);
return result;
}
parseTicker (ticker, market = undefined) {
const timestamp = this.milliseconds ();
let symbol = undefined;
if (market !== undefined) {
symbol = market['symbol'];
}
const length = ticker.length;
const last = ticker[length - 4];
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': ticker[length - 2],
'low': ticker[length - 1],
'bid': ticker[length - 10],
'bidVolume': undefined,
'ask': ticker[length - 8],
'askVolume': undefined,
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': ticker[length - 6],
'percentage': ticker[length - 5] * 100,
'average': undefined,
'baseVolume': ticker[length - 3],
'quoteVolume': undefined,
'info': ticker,
};
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
const request = {};
if (symbols !== undefined) {
const ids = this.marketIds (symbols);
request['symbols'] = ids.join (',');
} else {
request['symbols'] = 'ALL';
}
const tickers = await this.publicGetTickers (this.extend (request, params));
const result = {};
for (let i = 0; i < tickers.length; i++) {
const ticker = tickers[i];
const id = ticker[0];
if (id in this.markets_by_id) {
const market = this.markets_by_id[id];
const symbol = market['symbol'];
result[symbol] = this.parseTicker (ticker, market);
}
}
return this.filterByArray (result, 'symbol', symbols);
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
const ticker = await this.publicGetTickerSymbol (this.extend (request, params));
return this.parseTicker (ticker, market);
}
parseSymbol (marketId) {
if (marketId === undefined) {
return marketId;
}
marketId = marketId.replace ('t', '');
let baseId = undefined;
let quoteId = undefined;
if (marketId.indexOf (':') >= 0) {
const parts = marketId.split (':');
baseId = parts[0];
quoteId = parts[1];
} else {
baseId = marketId.slice (0, 3);
quoteId = marketId.slice (3, 6);
}
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
return base + '/' + quote;
}
parseTrade (trade, market = undefined) {
//
// fetchTrades (public)
//
// [
// ID,
// MTS, // timestamp
// AMOUNT,
// PRICE
// ]
//
// fetchMyTrades (private)
//
// [
// ID,
// PAIR,
// MTS_CREATE,
// ORDER_ID,
// EXEC_AMOUNT,
// EXEC_PRICE,
// ORDER_TYPE,
// ORDER_PRICE,
// MAKER,
// FEE,
// FEE_CURRENCY,
// ...
// ]
//
const tradeLength = trade.length;
const isPrivate = (tradeLength > 5);
const id = trade[0].toString ();
const amountIndex = isPrivate ? 4 : 2;
let amount = trade[amountIndex];
let cost = undefined;
const priceIndex = isPrivate ? 5 : 3;
const price = trade[priceIndex];
let side = undefined;
let orderId = undefined;
let takerOrMaker = undefined;
let type = undefined;
let fee = undefined;
let symbol = undefined;
const timestampIndex = isPrivate ? 2 : 1;
const timestamp = trade[timestampIndex];
if (isPrivate) {
const marketId = trade[1];
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
symbol = market['symbol'];
} else {
symbol = this.parseSymbol (marketId);
}
orderId = trade[3].toString ();
takerOrMaker = (trade[8] === 1) ? 'maker' : 'taker';
let feeCost = trade[9];
const feeCurrency = this.safeCurrencyCode (trade[10]);
if (feeCost !== undefined) {
feeCost = -feeCost;
if (symbol in this.markets) {
feeCost = this.feeToPrecision (symbol, feeCost);
} else {
const currencyId = 'f' + feeCurrency;
if (currencyId in this.currencies_by_id) {
const currency = this.currencies_by_id[currencyId];
feeCost = this.currencyToPrecision (currency['code'], feeCost);
}
}
fee = {
'cost': parseFloat (feeCost),
'currency': feeCurrency,
};
}
const orderType = trade[6];
type = this.safeString (this.options['exchangeTypes'], orderType);
}
if (symbol === undefined) {
if (market !== undefined) {
symbol = market['symbol'];
}
}
if (amount !== undefined) {
side = (amount < 0) ? 'sell' : 'buy';
amount = Math.abs (amount);
if (cost === undefined) {
if (price !== undefined) {
cost = amount * price;
}
}
}
return {
'id': id,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'order': orderId,
'side': side,
'type': type,
'takerOrMaker': takerOrMaker,
'price': price,
'amount': amount,
'cost': cost,
'fee': fee,
'info': trade,
};
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
let sort = '-1';
const request = {
'symbol': market['id'],
};
if (since !== undefined) {
request['start'] = since;
sort = '1';
}
if (limit !== undefined) {
request['limit'] = limit; // default 120, max 5000
}
request['sort'] = sort;
const response = await this.publicGetTradesSymbolHist (this.extend (request, params));
//
// [
// [
// ID,
// MTS, // timestamp
// AMOUNT,
// PRICE
// ]
// ]
//
const trades = this.sortBy (response, 1);
return this.parseTrades (trades, market, undefined, limit);
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = 100, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
if (limit === undefined) {
limit = 100; // default 100, max 5000
}
if (since === undefined) {
since = this.milliseconds () - this.parseTimeframe (timeframe) * limit * 1000;
}
const request = {
'symbol': market['id'],
'timeframe': this.timeframes[timeframe],
'sort': 1,
'start': since,
'limit': limit,
};
const response = await this.publicGetCandlesTradeTimeframeSymbolHist (this.extend (request, params));
//
// [
// [1591503840000,0.025069,0.025068,0.025069,0.025068,1.97828998],
// [1591504500000,0.025065,0.025065,0.025065,0.025065,1.0164],
// [1591504620000,0.025062,0.025062,0.025062,0.025062,0.5],
// ]
//
return this.parseOHLCVs (response, market, timeframe, since, limit);
}
parseOrderStatus (status) {
if (status === undefined) {
return status;
}
const parts = status.split (' ');
const state = this.safeString (parts, 0);
const statuses = {
'ACTIVE': 'open',
'PARTIALLY': 'open',
'EXECUTED': 'closed',
'CANCELED': 'canceled',
'INSUFFICIENT': 'canceled',
'RSN_DUST': 'rejected',
'RSN_PAUSE': 'rejected',
};
return this.safeString (statuses, state, status);
}
parseOrder (order, market = undefined) {
const id = this.safeString (order, 0);
let symbol = undefined;
const marketId = this.safeString (order, 3);
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
} else {
symbol = this.parseSymbol (marketId);
}
if ((symbol === undefined) && (market !== undefined)) {
symbol = market['symbol'];
}
// https://github.com/ccxt/ccxt/issues/6686
// const timestamp = this.safeTimestamp (order, 5);
const timestamp = this.safeInteger (order, 5);
const remaining = Math.abs (this.safeFloat (order, 6));
const amount = Math.abs (this.safeFloat (order, 7));
const filled = amount - remaining;
const side = (order[7] < 0) ? 'sell' : 'buy';
const orderType = this.safeString (order, 8);
const type = this.safeString (this.safeValue (this.options, 'exchangeTypes'), orderType);
let status = undefined;
const statusString = this.safeString (order, 13);
if (statusString !== undefined) {
const parts = statusString.split (' @ ');
status = this.parseOrderStatus (this.safeString (parts, 0));
}
const price = this.safeFloat (order, 16);
const average = this.safeFloat (order, 17);
const cost = price * filled;
const clientOrderId = this.safeString (order, 2);
return {
'info': order,
'id': id,
'clientOrderId': clientOrderId,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': undefined,
'symbol': symbol,
'type': type,
'side': side,
'price': price,
'amount': amount,
'cost': cost,
'average': average,
'filled': filled,
'remaining': remaining,
'status': status,
'fee': undefined,
'trades': undefined,
};
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const orderTypes = this.safeValue (this.options, 'orderTypes', {});
const orderType = this.safeString (orderTypes, type, type);
amount = (side === 'sell') ? -amount : amount;
const request = {
'symbol': market['id'],
'type': orderType,
'amount': this.numberToString (amount),
};
if (type !== 'market') {
request['price'] = this.numberToString (price);
}
const clientOrderId = this.safeValue2 (params, 'cid', 'clientOrderId');
if (clientOrderId !== undefined) {
request['cid'] = clientOrderId;
params = this.omit (params, [ 'cid', 'clientOrderId' ]);
}
const response = await this.privatePostAuthWOrderSubmit (this.extend (request, params));
//
// [
// 1578784364.748, // Millisecond Time Stamp of the update
// "on-req", // Purpose of notification ('on-req', 'oc-req', 'uca', 'fon-req', 'foc-req')
// null, // Unique ID of the message
// null, // Ignore
// [
// [
// 37271830598, // Order ID
// null, // Group ID
// 1578784364748, // Client Order ID
// "tBTCUST", // Pair
// 1578784364748, // Millisecond timestamp of creation
// 1578784364748, // Millisecond timestamp of update
// -0.005, // Positive means buy, negative means sell
// -0.005, // Original amount
// "EXCHANGE LIMIT", // Order type (LIMIT, MARKET, STOP, TRAILING STOP, EXCHANGE MARKET, EXCHANGE LIMIT, EXCHANGE STOP, EXCHANGE TRAILING STOP, FOK, EXCHANGE FOK, IOC, EXCHANGE IOC)
// null, // Previous order type
// null, // Millisecond timestamp of Time-In-Force: automatic order cancellation
// null, // Ignore
// 0, // Flags (see https://docs.bitfinex.com/docs/flag-values)
// "ACTIVE", // Order Status
// null, // Ignore
// null, // Ignore
// 20000, // Price
// 0, // Average price
// 0, // The trailing price
// 0, // Auxiliary Limit price (for STOP LIMIT)
// null, // Ignore
// null, // Ignore
// null, // Ignore
// 0, // 1 - hidden order
// null, // If another order caused this order to be placed (OCO) this will be that other order's ID
// null, // Ignore
// null, // Ignore
// null, // Ignore
// "API>BFX", // Origin of action: BFX, ETHFX, API>BFX, API>ETHFX
// null, // Ignore
// null, // Ignore
// null // Meta
// ]
// ],
// null, // Error code
// "SUCCESS", // Status (SUCCESS, ERROR, FAILURE, ...)
// "Submitting 1 orders." // Text of the notification
// ]
//
const status = this.safeString (response, 6);
if (status !== 'SUCCESS') {
const errorCode = response[5];
const errorText = response[7];
throw new ExchangeError (this.id + ' ' + response[6] + ': ' + errorText + ' (#' + errorCode + ')');
}
const orders = this.safeValue (response, 4, []);