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bybit.php
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<?php
namespace ccxt;
// PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
// https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
use Exception; // a common import
use \ccxt\ExchangeError;
use \ccxt\ArgumentsRequired;
class bybit extends Exchange {
public function describe() {
return $this->deep_extend(parent::describe (), array(
'id' => 'bybit',
'name' => 'Bybit',
'countries' => array( 'VG' ), // British Virgin Islands
'version' => 'v2',
'userAgent' => null,
'rateLimit' => 100,
'has' => array(
'cancelOrder' => true,
'CORS' => true,
'cancelAllOrders' => true,
'createOrder' => true,
'editOrder' => true,
'fetchBalance' => true,
'fetchClosedOrders' => true,
'fetchDeposits' => true,
'fetchLedger' => true,
'fetchMarkets' => true,
'fetchMyTrades' => true,
'fetchOHLCV' => true,
'fetchOpenOrders' => true,
'fetchOrder' => true,
'fetchOrderBook' => true,
'fetchOrders' => true,
'fetchOrderTrades' => true,
'fetchTicker' => true,
'fetchTickers' => true,
'fetchTime' => true,
'fetchTrades' => true,
'fetchTransactions' => false,
'fetchWithdrawals' => true,
),
'timeframes' => array(
'1m' => '1',
'3m' => '3',
'5m' => '5',
'15m' => '15',
'30m' => '30',
'1h' => '60',
'2h' => '120',
'4h' => '240',
'6h' => '360',
'12h' => '720',
'1d' => 'D',
'1w' => 'W',
'1M' => 'M',
'1y' => 'Y',
),
'urls' => array(
'test' => 'https://api-testnet.bybit.com',
'logo' => 'https://user-images.githubusercontent.com/51840849/76547799-daff5b80-649e-11ea-87fb-3be9bac08954.jpg',
'api' => 'https://api.bybit.com',
'www' => 'https://www.bybit.com',
'doc' => array(
'https://bybit-exchange.github.io/docs/inverse/',
'https://bybit-exchange.github.io/docs/linear/',
'https://github.com/bybit-exchange',
),
'fees' => 'https://help.bybit.com/hc/en-us/articles/360039261154',
'referral' => 'https://www.bybit.com/app/register?ref=X7Prm',
),
'api' => array(
'public' => array(
'get' => array(
'orderBook/L2',
'kline/list',
'tickers',
'trading-records',
'symbols',
'liq-records',
'mark-price-kline',
'open-interest',
'big-deal',
'account-ratio',
'time',
'announcement',
),
),
'private' => array(
'get' => array(
'order/list',
'order',
'stop-order/list',
'stop-order',
'position/list',
'wallet/balance',
'execution/list',
'trade/closed-pnl/list',
'account/lcp',
'exchange-order/list',
),
'post' => array(
'order/create',
'order/cancel',
'order/cancelAll',
'order/replace',
'stop-order/create',
'stop-order/cancel',
'stop-order/cancelAll',
'stop-order/replace',
),
),
'openapi' => array(
'get' => array(
'order/list', // deprecated
'stop-order/list', // deprecated
'wallet/risk-limit/list',
'funding/prev-funding-rate',
'funding/prev-funding',
'funding/predicted-funding',
'api-key',
'wallet/fund/records',
'wallet/withdraw/list',
),
'post' => array(
'order/replace', // deprecated
'stop-order/create', // deprecated
'stop-order/cancel', // deprecated
'stop-order/replace', // deprecated
'position/trading-stop',
'wallet/risk-limit',
),
),
'publicLinear' => array(
'get' => array(
'kline',
'recent-trading-records',
'funding/prev-funding-rate',
'mark-price-kline',
'risk-limit',
),
),
'privateLinear' => array(
'get' => array(
'order/list',
'order/search',
'stop-order/list',
'stop-order/search',
'position/list',
'trade/execution/list',
'trade/closed-pnl/list',
'funding/prev-funding',
'funding/predicted-funding',
),
'post' => array(
'order/create',
'order/cancel',
'order/cancel-all',
'order/replace',
'stop-order/create',
'stop-order/cancel',
'stop-order/cancel-all',
'stop-order/replace',
'position/switch-isolated',
'position/set-auto-add-margin',
'tpsl/switch-mode',
'position/set-leverage',
'position/trading-stop',
'position/add-margin',
),
),
'position' => array(
'post' => array(
'change-position-margin',
),
),
'user' => array(
'get' => array(
'leverage', // deprecated
),
'post' => array(
'leverage/save',
),
),
),
'httpExceptions' => array(
'403' => '\\ccxt\\RateLimitExceeded', // Forbidden -- You request too many times
),
'exceptions' => array(
'exact' => array(
'10001' => '\\ccxt\\BadRequest', // parameter error
'10002' => '\\ccxt\\InvalidNonce', // request expired, check your timestamp and recv_window
'10003' => '\\ccxt\\AuthenticationError', // Invalid apikey
'10004' => '\\ccxt\\AuthenticationError', // invalid sign
'10005' => '\\ccxt\\PermissionDenied', // permission denied for current apikey
'10006' => '\\ccxt\\RateLimitExceeded', // too many requests
'10007' => '\\ccxt\\AuthenticationError', // api_key not found in your request parameters
'10010' => '\\ccxt\\PermissionDenied', // request ip mismatch
'10017' => '\\ccxt\\BadRequest', // request path not found or request method is invalid
'20001' => '\\ccxt\\OrderNotFound', // Order not exists
'20003' => '\\ccxt\\InvalidOrder', // missing parameter side
'20004' => '\\ccxt\\InvalidOrder', // invalid parameter side
'20005' => '\\ccxt\\InvalidOrder', // missing parameter symbol
'20006' => '\\ccxt\\InvalidOrder', // invalid parameter symbol
'20007' => '\\ccxt\\InvalidOrder', // missing parameter order_type
'20008' => '\\ccxt\\InvalidOrder', // invalid parameter order_type
'20009' => '\\ccxt\\InvalidOrder', // missing parameter qty
'20010' => '\\ccxt\\InvalidOrder', // qty must be greater than 0
'20011' => '\\ccxt\\InvalidOrder', // qty must be an integer
'20012' => '\\ccxt\\InvalidOrder', // qty must be greater than zero and less than 1 million
'20013' => '\\ccxt\\InvalidOrder', // missing parameter price
'20014' => '\\ccxt\\InvalidOrder', // price must be greater than 0
'20015' => '\\ccxt\\InvalidOrder', // missing parameter time_in_force
'20016' => '\\ccxt\\InvalidOrder', // invalid value for parameter time_in_force
'20017' => '\\ccxt\\InvalidOrder', // missing parameter order_id
'20018' => '\\ccxt\\InvalidOrder', // invalid date format
'20019' => '\\ccxt\\InvalidOrder', // missing parameter stop_px
'20020' => '\\ccxt\\InvalidOrder', // missing parameter base_price
'20021' => '\\ccxt\\InvalidOrder', // missing parameter stop_order_id
'20022' => '\\ccxt\\BadRequest', // missing parameter leverage
'20023' => '\\ccxt\\BadRequest', // leverage must be a number
'20031' => '\\ccxt\\BadRequest', // leverage must be greater than zero
'20070' => '\\ccxt\\BadRequest', // missing parameter margin
'20071' => '\\ccxt\\BadRequest', // margin must be greater than zero
'20084' => '\\ccxt\\BadRequest', // order_id or order_link_id is required
'30001' => '\\ccxt\\BadRequest', // order_link_id is repeated
'30003' => '\\ccxt\\InvalidOrder', // qty must be more than the minimum allowed
'30004' => '\\ccxt\\InvalidOrder', // qty must be less than the maximum allowed
'30005' => '\\ccxt\\InvalidOrder', // price exceeds maximum allowed
'30007' => '\\ccxt\\InvalidOrder', // price exceeds minimum allowed
'30008' => '\\ccxt\\InvalidOrder', // invalid order_type
'30009' => '\\ccxt\\ExchangeError', // no position found
'30010' => '\\ccxt\\InsufficientFunds', // insufficient wallet balance
'30011' => '\\ccxt\\PermissionDenied', // operation not allowed as position is undergoing liquidation
'30012' => '\\ccxt\\PermissionDenied', // operation not allowed as position is undergoing ADL
'30013' => '\\ccxt\\PermissionDenied', // position is in liq or adl status
'30014' => '\\ccxt\\InvalidOrder', // invalid closing order, qty should not greater than size
'30015' => '\\ccxt\\InvalidOrder', // invalid closing order, side should be opposite
'30016' => '\\ccxt\\ExchangeError', // TS and SL must be cancelled first while closing position
'30017' => '\\ccxt\\InvalidOrder', // estimated fill price cannot be lower than current Buy liq_price
'30018' => '\\ccxt\\InvalidOrder', // estimated fill price cannot be higher than current Sell liq_price
'30019' => '\\ccxt\\InvalidOrder', // cannot attach TP/SL params for non-zero position when placing non-opening position order
'30020' => '\\ccxt\\InvalidOrder', // position already has TP/SL params
'30021' => '\\ccxt\\InvalidOrder', // cannot afford estimated position_margin
'30022' => '\\ccxt\\InvalidOrder', // estimated buy liq_price cannot be higher than current mark_price
'30023' => '\\ccxt\\InvalidOrder', // estimated sell liq_price cannot be lower than current mark_price
'30024' => '\\ccxt\\InvalidOrder', // cannot set TP/SL/TS for zero-position
'30025' => '\\ccxt\\InvalidOrder', // trigger price should bigger than 10% of last price
'30026' => '\\ccxt\\InvalidOrder', // price too high
'30027' => '\\ccxt\\InvalidOrder', // price set for Take profit should be higher than Last Traded Price
'30028' => '\\ccxt\\InvalidOrder', // price set for Stop loss should be between Liquidation price and Last Traded Price
'30029' => '\\ccxt\\InvalidOrder', // price set for Stop loss should be between Last Traded Price and Liquidation price
'30030' => '\\ccxt\\InvalidOrder', // price set for Take profit should be lower than Last Traded Price
'30031' => '\\ccxt\\InsufficientFunds', // insufficient available balance for order cost
'30032' => '\\ccxt\\InvalidOrder', // order has been filled or cancelled
'30033' => '\\ccxt\\RateLimitExceeded', // The number of stop orders exceeds maximum limit allowed
'30034' => '\\ccxt\\OrderNotFound', // no order found
'30035' => '\\ccxt\\RateLimitExceeded', // too fast to cancel
'30036' => '\\ccxt\\ExchangeError', // the expected position value after order execution exceeds the current risk limit
'30037' => '\\ccxt\\InvalidOrder', // order already cancelled
'30041' => '\\ccxt\\ExchangeError', // no position found
'30042' => '\\ccxt\\InsufficientFunds', // insufficient wallet balance
'30043' => '\\ccxt\\PermissionDenied', // operation not allowed as position is undergoing liquidation
'30044' => '\\ccxt\\PermissionDenied', // operation not allowed as position is undergoing AD
'30045' => '\\ccxt\\PermissionDenied', // operation not allowed as position is not normal status
'30049' => '\\ccxt\\InsufficientFunds', // insufficient available balance
'30050' => '\\ccxt\\ExchangeError', // any adjustments made will trigger immediate liquidation
'30051' => '\\ccxt\\ExchangeError', // due to risk limit, cannot adjust leverage
'30052' => '\\ccxt\\ExchangeError', // leverage can not less than 1
'30054' => '\\ccxt\\ExchangeError', // position margin is invalid
'30057' => '\\ccxt\\ExchangeError', // requested quantity of contracts exceeds risk limit
'30063' => '\\ccxt\\ExchangeError', // reduce-only rule not satisfied
'30067' => '\\ccxt\\InsufficientFunds', // insufficient available balance
'30068' => '\\ccxt\\ExchangeError', // exit value must be positive
'34026' => '\\ccxt\\ExchangeError', // the limit is no change
),
'broad' => array(
'unknown orderInfo' => '\\ccxt\\OrderNotFound', // array("ret_code":-1,"ret_msg":"unknown orderInfo","ext_code":"","ext_info":"","result":null,"time_now":"1584030414.005545","rate_limit_status":99,"rate_limit_reset_ms":1584030414003,"rate_limit":100)
'invalid api_key' => '\\ccxt\\AuthenticationError', // array("ret_code":10003,"ret_msg":"invalid api_key","ext_code":"","ext_info":"","result":null,"time_now":"1599547085.415797")
),
),
'precisionMode' => TICK_SIZE,
'options' => array(
'marketTypes' => array(
'BTC/USDT' => 'linear',
'ETH/USDT' => 'linear',
'LTC/USDT' => 'linear',
'XTZ/USDT' => 'linear',
'LINK/USDT' => 'linear',
),
'code' => 'BTC',
'cancelAllOrders' => array(
'method' => 'privatePostOrderCancelAll', // privatePostStopOrderCancelAll
),
'recvWindow' => 5 * 1000, // 5 sec default
'timeDifference' => 0, // the difference between system clock and Binance clock
'adjustForTimeDifference' => false, // controls the adjustment logic upon instantiation
),
'fees' => array(
'trading' => array(
'tierBased' => false,
'percentage' => true,
'taker' => 0.00075,
'maker' => -0.00025,
),
'funding' => array(
'tierBased' => false,
'percentage' => false,
'withdraw' => array(),
'deposit' => array(),
),
),
));
}
public function nonce() {
return $this->milliseconds() - $this->options['timeDifference'];
}
public function load_time_difference($params = array ()) {
$serverTime = $this->fetch_time($params);
$after = $this->milliseconds();
$this->options['timeDifference'] = $after - $serverTime;
return $this->options['timeDifference'];
}
public function fetch_time($params = array ()) {
$response = $this->publicGetTime ($params);
//
// {
// ret_code => 0,
// ret_msg => 'OK',
// ext_code => '',
// ext_info => '',
// result => array(),
// time_now => '1583933682.448826'
// }
//
return $this->safe_timestamp($response, 'time_now');
}
public function fetch_markets($params = array ()) {
if ($this->options['adjustForTimeDifference']) {
$this->load_time_difference();
}
$response = $this->publicGetSymbols ($params);
//
// {
// ret_code => 0,
// ret_msg => 'OK',
// ext_code => '',
// ext_info => '',
// $result => array(
// array(
// name => 'BTCUSD',
// base_currency => 'BTC',
// quote_currency => 'USD',
// price_scale => 2,
// taker_fee => '0.00075',
// maker_fee => '-0.00025',
// leverage_filter => array( min_leverage => 1, max_leverage => 100, leverage_step => '0.01' ),
// price_filter => array( min_price => '0.5', max_price => '999999.5', tick_size => '0.5' ),
// lot_size_filter => array( max_trading_qty => 1000000, min_trading_qty => 1, qty_step => 1 )
// ),
// ),
// time_now => '1583930495.454196'
// }
//
// sandbox/testnet
//
// {
// "ret_code":0,
// "ret_msg":"OK",
// "ext_code":"",
// "ext_info":"",
// "$result":array(
// {
// "$symbol":"BTCUSD",
// "symbol_alias":"BTCUSD",
// "$status":"Trading",
// "base_currency":"BTC",
// "quote_currency":"USD",
// "price_scale":2,
// "taker_fee":"0.00075",
// "maker_fee":"-0.00025",
// "leverage_filter":array("min_leverage":1,"max_leverage":100,"leverage_step":"0.01"),
// "price_filter":array("min_price":"0.5","max_price":"999999.5","tick_size":"0.5"),
// "lot_size_filter":array("max_trading_qty":1000000,"min_trading_qty":1,"qty_step":1)
// }
// ),
// "time_now":"1605916574.118500"
// }
//
$markets = $this->safe_value($response, 'result', array());
$options = $this->safe_value($this->options, 'fetchMarkets', array());
$linearQuoteCurrencies = $this->safe_value($options, 'linear', array( 'USDT' => true ));
$result = array();
for ($i = 0; $i < count($markets); $i++) {
$market = $markets[$i];
$id = $this->safe_string_2($market, 'name', 'symbol');
$baseId = $this->safe_string($market, 'base_currency');
$quoteId = $this->safe_string($market, 'quote_currency');
$base = $this->safe_currency_code($baseId);
$quote = $this->safe_currency_code($quoteId);
$linear = (is_array($linearQuoteCurrencies) && array_key_exists($quote, $linearQuoteCurrencies));
$inverse = !$linear;
$symbol = $base . '/' . $quote;
$baseQuote = $base . $quote;
if ($baseQuote !== $id) {
$symbol = $id;
}
$lotSizeFilter = $this->safe_value($market, 'lot_size_filter', array());
$priceFilter = $this->safe_value($market, 'price_filter', array());
$precision = array(
'amount' => $this->safe_float($lotSizeFilter, 'qty_step'),
'price' => $this->safe_float($priceFilter, 'tick_size'),
);
$status = $this->safe_string($market, 'status');
$active = null;
if ($status !== null) {
$active = ($status === 'Trading');
}
$result[] = array(
'id' => $id,
'symbol' => $symbol,
'base' => $base,
'quote' => $quote,
'active' => $active,
'precision' => $precision,
'taker' => $this->safe_float($market, 'taker_fee'),
'maker' => $this->safe_float($market, 'maker_fee'),
'type' => 'future',
'spot' => false,
'future' => true,
'option' => false,
'linear' => $linear,
'inverse' => $inverse,
'limits' => array(
'amount' => array(
'min' => $this->safe_float($lotSizeFilter, 'min_trading_qty'),
'max' => $this->safe_float($lotSizeFilter, 'max_trading_qty'),
),
'price' => array(
'min' => $this->safe_float($priceFilter, 'min_price'),
'max' => $this->safe_float($priceFilter, 'max_price'),
),
'cost' => array(
'min' => null,
'max' => null,
),
),
'info' => $market,
);
}
return $result;
}
public function fetch_balance($params = array ()) {
$this->load_markets();
$request = array();
$coin = $this->safe_string($params, 'coin');
$code = $this->safe_string($params, 'code');
if ($coin !== null) {
$request['coin'] = $coin;
} else if ($code !== null) {
$currency = $this->currency($code);
$request['coin'] = $currency['id'];
}
$response = $this->privateGetWalletBalance (array_merge($request, $params));
//
// {
// ret_code => 0,
// ret_msg => 'OK',
// ext_code => '',
// ext_info => '',
// $result => {
// BTC => array(
// equity => 0,
// available_balance => 0,
// used_margin => 0,
// order_margin => 0,
// position_margin => 0,
// occ_closing_fee => 0,
// occ_funding_fee => 0,
// wallet_balance => 0,
// realised_pnl => 0,
// unrealised_pnl => 0,
// cum_realised_pnl => 0,
// given_cash => 0,
// service_cash => 0
// }
// ),
// time_now => '1583937810.370020',
// rate_limit_status => 119,
// rate_limit_reset_ms => 1583937810367,
// rate_limit => 120
// }
//
$result = array(
'info' => $response,
);
$balances = $this->safe_value($response, 'result', array());
$currencyIds = is_array($balances) ? array_keys($balances) : array();
for ($i = 0; $i < count($currencyIds); $i++) {
$currencyId = $currencyIds[$i];
$balance = $balances[$currencyId];
$code = $this->safe_currency_code($currencyId);
$account = $this->account();
$account['free'] = $this->safe_float($balance, 'available_balance');
$account['used'] = $this->safe_float($balance, 'used_margin');
$account['total'] = $this->safe_float($balance, 'equity');
$result[$code] = $account;
}
return $this->parse_balance($result);
}
public function parse_ticker($ticker, $market = null) {
//
// fetchTicker
//
// {
// $symbol => 'BTCUSD',
// bid_price => '7680',
// ask_price => '7680.5',
// last_price => '7680.00',
// last_tick_direction => 'MinusTick',
// prev_price_24h => '7870.50',
// price_24h_pcnt => '-0.024204',
// high_price_24h => '8035.00',
// low_price_24h => '7671.00',
// prev_price_1h => '7780.00',
// price_1h_pcnt => '-0.012853',
// mark_price => '7683.27',
// index_price => '7682.74',
// open_interest => 188829147,
// open_value => '23670.06',
// total_turnover => '25744224.90',
// turnover_24h => '102997.83',
// total_volume => 225448878806,
// volume_24h => 809919408,
// funding_rate => '0.0001',
// predicted_funding_rate => '0.0001',
// next_funding_time => '2020-03-12T00:00:00Z',
// countdown_hour => 7
// }
//
$timestamp = null;
$marketId = $this->safe_string($ticker, 'symbol');
$symbol = $this->safe_symbol($marketId, $market);
$last = $this->safe_float($ticker, 'last_price');
$open = $this->safe_float($ticker, 'prev_price_24h');
$percentage = $this->safe_float($ticker, 'price_24h_pcnt');
if ($percentage !== null) {
$percentage *= 100;
}
$change = null;
$average = null;
if (($last !== null) && ($open !== null)) {
$change = $last - $open;
$average = $this->sum($open, $last) / 2;
}
$baseVolume = $this->safe_float($ticker, 'turnover_24h');
$quoteVolume = $this->safe_float($ticker, 'volume_24h');
$vwap = $this->vwap($baseVolume, $quoteVolume);
return array(
'symbol' => $symbol,
'timestamp' => $timestamp,
'datetime' => $this->iso8601($timestamp),
'high' => $this->safe_float($ticker, 'high_price_24h'),
'low' => $this->safe_float($ticker, 'low_price_24h'),
'bid' => $this->safe_float($ticker, 'bid_price'),
'bidVolume' => null,
'ask' => $this->safe_float($ticker, 'ask_price'),
'askVolume' => null,
'vwap' => $vwap,
'open' => $open,
'close' => $last,
'last' => $last,
'previousClose' => null,
'change' => $change,
'percentage' => $percentage,
'average' => $average,
'baseVolume' => $baseVolume,
'quoteVolume' => $quoteVolume,
'info' => $ticker,
);
}
public function fetch_ticker($symbol, $params = array ()) {
$this->load_markets();
$market = $this->market($symbol);
$request = array(
'symbol' => $market['id'],
);
$response = $this->publicGetTickers (array_merge($request, $params));
//
// {
// ret_code => 0,
// ret_msg => 'OK',
// ext_code => '',
// ext_info => '',
// $result => array(
// {
// $symbol => 'BTCUSD',
// bid_price => '7680',
// ask_price => '7680.5',
// last_price => '7680.00',
// last_tick_direction => 'MinusTick',
// prev_price_24h => '7870.50',
// price_24h_pcnt => '-0.024204',
// high_price_24h => '8035.00',
// low_price_24h => '7671.00',
// prev_price_1h => '7780.00',
// price_1h_pcnt => '-0.012853',
// mark_price => '7683.27',
// index_price => '7682.74',
// open_interest => 188829147,
// open_value => '23670.06',
// total_turnover => '25744224.90',
// turnover_24h => '102997.83',
// total_volume => 225448878806,
// volume_24h => 809919408,
// funding_rate => '0.0001',
// predicted_funding_rate => '0.0001',
// next_funding_time => '2020-03-12T00:00:00Z',
// countdown_hour => 7
// }
// ),
// time_now => '1583948195.818255'
// }
//
$result = $this->safe_value($response, 'result', array());
$first = $this->safe_value($result, 0);
$timestamp = $this->safe_timestamp($response, 'time_now');
$ticker = $this->parse_ticker($first, $market);
$ticker['timestamp'] = $timestamp;
$ticker['datetime'] = $this->iso8601($timestamp);
return $ticker;
}
public function fetch_tickers($symbols = null, $params = array ()) {
$this->load_markets();
$response = $this->publicGetTickers ($params);
//
// {
// ret_code => 0,
// ret_msg => 'OK',
// ext_code => '',
// ext_info => '',
// $result => array(
// {
// $symbol => 'BTCUSD',
// bid_price => '7680',
// ask_price => '7680.5',
// last_price => '7680.00',
// last_tick_direction => 'MinusTick',
// prev_price_24h => '7870.50',
// price_24h_pcnt => '-0.024204',
// high_price_24h => '8035.00',
// low_price_24h => '7671.00',
// prev_price_1h => '7780.00',
// price_1h_pcnt => '-0.012853',
// mark_price => '7683.27',
// index_price => '7682.74',
// open_interest => 188829147,
// open_value => '23670.06',
// total_turnover => '25744224.90',
// turnover_24h => '102997.83',
// total_volume => 225448878806,
// volume_24h => 809919408,
// funding_rate => '0.0001',
// predicted_funding_rate => '0.0001',
// next_funding_time => '2020-03-12T00:00:00Z',
// countdown_hour => 7
// }
// ),
// time_now => '1583948195.818255'
// }
//
$result = $this->safe_value($response, 'result', array());
$tickers = array();
for ($i = 0; $i < count($result); $i++) {
$ticker = $this->parse_ticker($result[$i]);
$symbol = $ticker['symbol'];
$tickers[$symbol] = $ticker;
}
return $this->filter_by_array($tickers, 'symbol', $symbols);
}
public function parse_ohlcv($ohlcv, $market = null) {
//
// inverse perpetual BTC/USD
//
// {
// symbol => 'BTCUSD',
// interval => '1',
// open_time => 1583952540,
// open => '7760.5',
// high => '7764',
// low => '7757',
// close => '7763.5',
// volume => '1259766',
// turnover => '162.32773718999994'
// }
//
// linear perpetual BTC/USDT
//
// {
// "id":143536,
// "symbol":"BTCUSDT",
// "period":"15",
// "start_at":1587883500,
// "volume":1.035,
// "open":7540.5,
// "high":7541,
// "low":7540.5,
// "close":7541
// }
//
return array(
$this->safe_timestamp_2($ohlcv, 'open_time', 'start_at'),
$this->safe_float($ohlcv, 'open'),
$this->safe_float($ohlcv, 'high'),
$this->safe_float($ohlcv, 'low'),
$this->safe_float($ohlcv, 'close'),
$this->safe_float_2($ohlcv, 'turnover', 'volume'),
);
}
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],
);
$duration = $this->parse_timeframe($timeframe);
$now = $this->seconds();
if ($since === null) {
if ($limit === null) {
throw new ArgumentsRequired($this->id . ' fetchOHLCV requires a $since argument or a $limit argument');
} else {
$request['from'] = $now - $limit * $duration;
}
} else {
$request['from'] = intval($since / 1000);
}
if ($limit !== null) {
$request['limit'] = $limit; // max 200, default 200
}
$marketTypes = $this->safe_value($this->options, 'marketTypes', array());
$marketType = $this->safe_string($marketTypes, $symbol);
$method = ($marketType === 'linear') ? 'publicLinearGetKline' : 'publicGetKlineList';
$response = $this->$method (array_merge($request, $params));
//
// inverse perpetual BTC/USD
//
// {
// ret_code => 0,
// ret_msg => 'OK',
// ext_code => '',
// ext_info => '',
// $result => array(
// array(
// $symbol => 'BTCUSD',
// interval => '1',
// open_time => 1583952540,
// open => '7760.5',
// high => '7764',
// low => '7757',
// close => '7763.5',
// volume => '1259766',
// turnover => '162.32773718999994'
// ),
// ),
// time_now => '1583953082.397330'
// }
//
// linear perpetual BTC/USDT
//
// {
// "ret_code":0,
// "ret_msg":"OK",
// "ext_code":"",
// "ext_info":"",
// "$result":array(
// {
// "id":143536,
// "$symbol":"BTCUSDT",
// "period":"15",
// "start_at":1587883500,
// "volume":1.035,
// "open":7540.5,
// "high":7541,
// "low":7540.5,
// "close":7541
// }
// ),
// "time_now":"1587884120.168077"
// }
//
$result = $this->safe_value($response, 'result', array());
return $this->parse_ohlcvs($result, $market, $timeframe, $since, $limit);
}
public function parse_trade($trade, $market = null) {
//
// fetchTrades (public)
//
// {
// $id => 43785688,
// $symbol => 'BTCUSD',
// $price => 7786,
// qty => 67,
// $side => 'Sell',
// time => '2020-03-11T19:18:30.123Z'
// }
//
// fetchMyTrades, fetchOrderTrades (private)
//
// {
// "closed_size" => 0,
// "cross_seq" => 277136382,
// "exec_fee" => "0.0000001",
// "exec_id" => "256e5ef8-abfe-5772-971b-f944e15e0d68",
// "exec_price" => "8178.5",
// "exec_qty" => 1,
// // the docs say the exec_time field is "abandoned" now
// // the user should use "trade_time_ms"
// "exec_time" => "1571676941.70682",
// "exec_type" => "Trade", //Exec Type Enum
// "exec_value" => "0.00012227",
// "fee_rate" => "0.00075",
// "last_liquidity_ind" => "RemovedLiquidity", //Liquidity Enum
// "leaves_qty" => 0,
// "nth_fill" => 2,
// "order_id" => "7ad50cb1-9ad0-4f74-804b-d82a516e1029",
// "order_link_id" => "",
// "order_price" => "8178",
// "order_qty" => 1,
// "order_type" => "Market", //Order Type Enum
// "$side" => "Buy", //Side Enum
// "$symbol" => "BTCUSD", //Symbol Enum
// "user_id" => 1,
// "trade_time_ms" => 1577480599000
// }
//
$id = $this->safe_string_2($trade, 'id', 'exec_id');
$marketId = $this->safe_string($trade, 'symbol');
$market = $this->safe_market($marketId, $market);
$symbol = $market['symbol'];
$amount = $this->safe_float_2($trade, 'qty', 'exec_qty');
$cost = $this->safe_float($trade, 'exec_value');
$price = $this->safe_float_2($trade, 'exec_price', 'price');
if ($cost === null) {
if ($amount !== null) {
if ($price !== null) {
$cost = $amount * $price;
}
}
}
$timestamp = $this->parse8601($this->safe_string($trade, 'time'));
if ($timestamp === null) {
$timestamp = $this->safe_integer($trade, 'trade_time_ms');
}
$side = $this->safe_string_lower($trade, 'side');
$lastLiquidityInd = $this->safe_string($trade, 'last_liquidity_ind');
$takerOrMaker = ($lastLiquidityInd === 'AddedLiquidity') ? 'maker' : 'taker';
$feeCost = $this->safe_float($trade, 'exec_fee');
$fee = null;
if ($feeCost !== null) {
$feeCurrencyCode = $market['inverse'] ? $market['base'] : $market['quote'];
$fee = array(
'cost' => $feeCost,
'currency' => $feeCurrencyCode,
'rate' => $this->safe_float($trade, 'fee_rate'),
);
}
return array(
'id' => $id,
'info' => $trade,
'timestamp' => $timestamp,
'datetime' => $this->iso8601($timestamp),
'symbol' => $symbol,
'order' => $this->safe_string($trade, 'order_id'),
'type' => $this->safe_string_lower($trade, 'order_type'),
'side' => $side,
'takerOrMaker' => $takerOrMaker,
'price' => $price,
'amount' => $amount,
'cost' => $cost,
'fee' => $fee,
);
}
public function fetch_trades($symbol, $since = null, $limit = null, $params = array ()) {
$this->load_markets();
$market = $this->market($symbol);
$request = array(
'symbol' => $market['id'],
// 'from' => 123, // from id
);
if ($limit !== null) {
$request['count'] = $limit; // default 500, max 1000
}
$marketTypes = $this->safe_value($this->options, 'marketTypes', array());
$marketType = $this->safe_string($marketTypes, $symbol);
$method = ($marketType === 'linear') ? 'publicLinearGetRecentTradingRecords' : 'publicGetTradingRecords';
$response = $this->$method (array_merge($request, $params));
//
// {
// ret_code => 0,
// ret_msg => 'OK',
// ext_code => '',
// ext_info => '',
// $result => array(
// array(
// id => 43785688,
// $symbol => 'BTCUSD',
// price => 7786,
// qty => 67,
// side => 'Sell',
// time => '2020-03-11T19:18:30.123Z'
// ),
// ),
// time_now => '1583954313.393362'
// }
//
$result = $this->safe_value($response, 'result', array());
return $this->parse_trades($result, $market, $since, $limit);
}
public function parse_order_book($orderbook, $timestamp = null, $bidsKey = 'Buy', $asksKey = 'Sell', $priceKey = 'price', $amountKey = 'size') {
$bids = array();
$asks = array();
for ($i = 0; $i < count($orderbook); $i++) {
$bidask = $orderbook[$i];
$side = $this->safe_string($bidask, 'side');
if ($side === 'Buy') {
$bids[] = $this->parse_bid_ask($bidask, $priceKey, $amountKey);
} else if ($side === 'Sell') {
$asks[] = $this->parse_bid_ask($bidask, $priceKey, $amountKey);
} else {
throw new ExchangeError($this->id . ' parseOrderBook encountered an unrecognized $bidask format => ' . $this->json($bidask));
}
}
return array(
'bids' => $this->sort_by($bids, 0, true),
'asks' => $this->sort_by($asks, 0),
'timestamp' => $timestamp,
'datetime' => $this->iso8601($timestamp),
'nonce' => null,
);
}
public function fetch_order_book($symbol, $limit = null, $params = array ()) {
$this->load_markets();
$market = $this->market($symbol);
$request = array(
'symbol' => $market['id'],
);
$response = $this->publicGetOrderBookL2 (array_merge($request, $params));
//
// {
// ret_code => 0,
// ret_msg => 'OK',
// ext_code => '',
// ext_info => '',
// $result => array(
// array( $symbol => 'BTCUSD', price => '7767.5', size => 677956, side => 'Buy' ),
// array( $symbol => 'BTCUSD', price => '7767', size => 580690, side => 'Buy' ),
// array( $symbol => 'BTCUSD', price => '7766.5', size => 475252, side => 'Buy' ),
// array( $symbol => 'BTCUSD', price => '7768', size => 330847, side => 'Sell' ),
// array( $symbol => 'BTCUSD', price => '7768.5', size => 97159, side => 'Sell' ),
// array( $symbol => 'BTCUSD', price => '7769', size => 6508, side => 'Sell' ),
// ),
// time_now => '1583954829.874823'
// }
//
$result = $this->safe_value($response, 'result', array());
$timestamp = $this->safe_timestamp($response, 'time_now');
return $this->parse_order_book($result, $timestamp, 'Buy', 'Sell', 'price', 'size');
}
public function parse_order_status($status) {
$statuses = array(
// basic orders
'Created' => 'open',
'Rejected' => 'rejected', // order is triggered but failed upon being placed
'New' => 'open',
'PartiallyFilled' => 'open',
'Filled' => 'closed',
'Cancelled' => 'canceled',
'PendingCancel' => 'canceling', // the engine has received the cancellation but there is no guarantee that it will be successful
// conditional orders
'Active' => 'open', // order is triggered and placed successfully