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ftx.js
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'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { TICK_SIZE } = require ('./base/functions/number');
const { ExchangeError, InvalidOrder, BadRequest, InsufficientFunds, OrderNotFound, AuthenticationError, RateLimitExceeded, ExchangeNotAvailable, CancelPending, ArgumentsRequired, PermissionDenied, BadSymbol, DuplicateOrderId, BadResponse } = require ('./base/errors');
const Precise = require ('./base/Precise');
// ---------------------------------------------------------------------------
module.exports = class ftx extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'ftx',
'name': 'FTX',
'countries': [ 'BS' ], // Bahamas
// hard limit of 6 requests per 200ms => 30 requests per 1000ms => 1000ms / 30 = 33.3333 ms between requests
// 10 withdrawal requests per 30 seconds = (1000ms / rateLimit) / (1/3) = 90.1
// cancels do not count towards rateLimit
// only 'order-making' requests count towards ratelimit
'rateLimit': 33.34,
'certified': true,
'pro': true,
'hostname': 'ftx.com', // or ftx.us
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/67149189-df896480-f2b0-11e9-8816-41593e17f9ec.jpg',
'www': 'https://ftx.com',
'api': {
'public': 'https://{hostname}',
'private': 'https://{hostname}',
},
'doc': 'https://github.com/ftexchange/ftx',
'fees': 'https://ftexchange.zendesk.com/hc/en-us/articles/360024479432-Fees',
'referral': {
'url': 'https://ftx.com/#a=ccxt',
'discount': 0.05,
},
},
'has': {
'CORS': undefined,
'spot': true,
'margin': true,
'swap': true,
'future': true,
'option': false,
'cancelAllOrders': true,
'cancelOrder': true,
'createOrder': true,
'createReduceOnlyOrder': true,
'editOrder': true,
'fetchBalance': true,
'fetchBorrowRate': true,
'fetchBorrowRateHistories': true,
'fetchBorrowRateHistory': true,
'fetchBorrowRates': true,
'fetchClosedOrders': undefined,
'fetchCurrencies': true,
'fetchDepositAddress': true,
'fetchDeposits': true,
'fetchFundingFees': undefined,
'fetchFundingHistory': true,
'fetchFundingRate': true,
'fetchFundingRateHistory': true,
'fetchFundingRates': false,
'fetchIndexOHLCV': true,
'fetchMarkets': true,
'fetchMarkOHLCV': false,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': true,
'fetchOrderTrades': true,
'fetchPosition': false,
'fetchPositions': true,
'fetchPositionsRisk': false,
'fetchPremiumIndexOHLCV': false,
'fetchTicker': true,
'fetchTickers': true,
'fetchTime': false,
'fetchTrades': true,
'fetchTradingFee': false,
'fetchTradingFees': true,
'fetchWithdrawals': true,
'reduceMargin': false,
'setLeverage': true,
'setMarginMode': false, // FTX only supports cross margin
'setPositionMode': false,
'withdraw': true,
},
'timeframes': {
'15s': '15',
'1m': '60',
'5m': '300',
'15m': '900',
'1h': '3600',
'4h': '14400',
'1d': '86400',
'3d': '259200',
'1w': '604800',
'2w': '1209600',
'1M': '2592000',
},
'api': {
'public': {
'get': {
'coins': 1,
// markets
'markets': 1,
'markets/{market_name}': 1,
'markets/{market_name}/orderbook': 1, // ?depth={depth}
'markets/{market_name}/trades': 1, // ?limit={limit}&start_time={start_time}&end_time={end_time}
'markets/{market_name}/candles': 1, // ?resolution={resolution}&limit={limit}&start_time={start_time}&end_time={end_time}
// futures
'futures': 1,
'futures/{future_name}': 1,
'futures/{future_name}/stats': 1,
'funding_rates': 1,
'indexes/{index_name}/weights': 1,
'expired_futures': 1,
'indexes/{market_name}/candles': 1, // ?resolution={resolution}&limit={limit}&start_time={start_time}&end_time={end_time}
// wallet
'wallet/coins': 1,
// leverage tokens
'lt/tokens': 1,
'lt/{token_name}': 1,
// etfs
'etfs/rebalance_info': 1,
// options
'options/requests': 1,
'options/trades': 1,
'options/historical_volumes/BTC': 1,
'stats/24h_options_volume': 1,
'options/open_interest/BTC': 1,
'options/historical_open_interest/BTC': 1,
// spot margin
'spot_margin/history': 1,
'spot_margin/borrow_summary': 1,
// nfts
'nft/nfts': 1,
'nft/{nft_id}': 1,
'nft/{nft_id}/trades': 1,
'nft/all_trades': 1,
'nft/{nft_id}/account_info': 1,
'nft/collections': 1,
// ftx pay
'ftxpay/apps/{user_specific_id}/details': 1,
},
'post': {
'ftxpay/apps/{user_specific_id}/orders': 1,
},
},
'private': {
'get': {
// subaccounts
'subaccounts': 1,
'subaccounts/{nickname}/balances': 1,
// account
'account': 1,
'positions': 1,
// wallet
'wallet/balances': 1,
'wallet/all_balances': 1,
'wallet/deposit_address/{coin}': 1, // ?method={method}
'wallet/deposits': 1,
'wallet/withdrawals': 1,
'wallet/airdrops': 1,
'wallet/withdrawal_fee': 1,
'wallet/saved_addresses': 1,
// orders
'orders': 1, // ?market={market}
'orders/history': 1, // ?market={market}
'orders/{order_id}': 1,
'orders/by_client_id/{client_order_id}': 1,
// conditional orders
'conditional_orders': 1, // ?market={market}
'conditional_orders/{conditional_order_id}/triggers': 1,
'conditional_orders/history': 1, // ?market={market}
'fills': 1, // ?market={market}
'funding_payments': 1,
// leverage tokens
'lt/balances': 1,
'lt/creations': 1,
'lt/redemptions': 1,
// options
'options/my_requests': 1,
'options/requests/{request_id}/quotes': 1,
'options/my_quotes': 1,
'options/account_info': 1,
'options/positions': 1,
'options/fills': 1,
// staking
'staking/stakes': 1,
'staking/unstake_requests': 1,
'staking/balances': 1,
'staking/staking_rewards': 1,
// otc
'otc/quotes/{quoteId}': 1,
// spot margin
'spot_margin/borrow_rates': 1,
'spot_margin/lending_rates': 1,
'spot_margin/market_info': 1, // ?market={market}
'spot_margin/borrow_history': 1,
'spot_margin/lending_history': 1,
'spot_margin/offers': 1,
'spot_margin/lending_info': 1,
// nfts
'nft/balances': 1,
'nft/bids': 1,
'nft/deposits': 1,
'nft/withdrawals': 1,
'nft/fills': 1,
'nft/gallery/{gallery_id}': 1,
'nft/gallery_settings': 1,
// latency statistics
'stats/latency_stats': 1,
// pnl
'pnl/historical_changes': 1,
},
'post': {
// subaccounts
'subaccounts': 1,
'subaccounts/update_name': 1,
'subaccounts/transfer': 1,
// account
'account/leverage': 1,
// wallet
'wallet/withdrawals': 90,
'wallet/saved_addresses': 1,
// orders
'orders': 1,
'conditional_orders': 1,
'orders/{order_id}/modify': 1,
'orders/by_client_id/{client_order_id}/modify': 1,
'conditional_orders/{order_id}/modify': 1,
// leverage tokens
'lt/{token_name}/create': 1,
'lt/{token_name}/redeem': 1,
// options
'options/requests': 1,
'options/requests/{request_id}/quotes': 1,
'options/quotes/{quote_id}/accept': 1,
// staking
'staking/unstake_requests': 1,
'srm_stakes/stakes': 1,
// otc
'otc/quotes/{quote_id}/accept': 1,
'otc/quotes': 1,
// spot margin
'spot_margin/offers': 1,
// nfts
'nft/offer': 1,
'nft/buy': 1,
'nft/auction': 1,
'nft/edit_auction': 1,
'nft/cancel_auction': 1,
'nft/bids': 1,
'nft/redeem': 1,
'nft/gallery_settings': 1,
// ftx pay
'ftxpay/apps/{user_specific_id}/orders': 1,
},
'delete': {
// subaccounts
'subaccounts': 1,
// wallet
'wallet/saved_addresses/{saved_address_id}': 1,
// orders
'orders/{order_id}': 1,
'orders/by_client_id/{client_order_id}': 1,
'orders': 1,
'conditional_orders/{order_id}': 1,
// options
'options/requests/{request_id}': 1,
'options/quotes/{quote_id}': 1,
// staking
'staking/unstake_requests/{request_id}': 1,
},
},
},
'fees': {
'trading': {
'tierBased': true,
'percentage': true,
'maker': this.parseNumber ('0.0002'),
'taker': this.parseNumber ('0.0007'),
'tiers': {
'taker': [
[ this.parseNumber ('0'), this.parseNumber ('0.0007') ],
[ this.parseNumber ('2000000'), this.parseNumber ('0.0006') ],
[ this.parseNumber ('5000000'), this.parseNumber ('0.00055') ],
[ this.parseNumber ('10000000'), this.parseNumber ('0.0005') ],
[ this.parseNumber ('25000000'), this.parseNumber ('0.0045') ],
[ this.parseNumber ('50000000'), this.parseNumber ('0.0004') ],
],
'maker': [
[ this.parseNumber ('0'), this.parseNumber ('0.0002') ],
[ this.parseNumber ('2000000'), this.parseNumber ('0.00015') ],
[ this.parseNumber ('5000000'), this.parseNumber ('0.0001') ],
[ this.parseNumber ('10000000'), this.parseNumber ('0.00005') ],
[ this.parseNumber ('25000000'), this.parseNumber ('0') ],
[ this.parseNumber ('50000000'), this.parseNumber ('0') ],
],
},
},
'funding': {
'withdraw': {},
},
},
'exceptions': {
'exact': {
'Slow down': RateLimitExceeded, // {"error":"Slow down","success":false}
'Size too small for provide': InvalidOrder, // {"error":"Size too small for provide","success":false}
'Not enough balances': InsufficientFunds, // {"error":"Not enough balances","success":false}
'InvalidPrice': InvalidOrder, // {"error":"Invalid price","success":false}
'Size too small': InvalidOrder, // {"error":"Size too small","success":false}
'Size too large': InvalidOrder, // {"error":"Size too large","success":false}
'Invalid price': InvalidOrder, // {"success":false,"error":"Invalid price"}
'Missing parameter price': InvalidOrder, // {"error":"Missing parameter price","success":false}
'Order not found': OrderNotFound, // {"error":"Order not found","success":false}
'Order already closed': InvalidOrder, // {"error":"Order already closed","success":false}
'Trigger price too high': InvalidOrder, // {"error":"Trigger price too high","success":false}
'Trigger price too low': InvalidOrder, // {"error":"Trigger price too low","success":false}
'Order already queued for cancellation': CancelPending, // {"error":"Order already queued for cancellation","success":false}
'Duplicate client order ID': DuplicateOrderId, // {"error":"Duplicate client order ID","success":false}
'Spot orders cannot be reduce-only': InvalidOrder, // {"error":"Spot orders cannot be reduce-only","success":false}
'Invalid reduce-only order': InvalidOrder, // {"error":"Invalid reduce-only order","success":false}
'Account does not have enough balances': InsufficientFunds, // {"success":false,"error":"Account does not have enough balances"}
'Not authorized for subaccount-specific access': PermissionDenied, // {"success":false,"error":"Not authorized for subaccount-specific access"}
'Not approved to trade this product': PermissionDenied, // {"success":false,"error":"Not approved to trade this product"}
},
'broad': {
// {"error":"Not logged in","success":false}
// {"error":"Not logged in: Invalid API key","success":false}
'Not logged in': AuthenticationError,
'Account does not have enough margin for order': InsufficientFunds,
'Invalid parameter': BadRequest, // {"error":"Invalid parameter start_time","success":false}
'The requested URL was not found on the server': BadRequest,
'No such coin': BadRequest,
'No such subaccount': AuthenticationError,
'No such future': BadSymbol,
'No such market': BadSymbol,
'Do not send more than': RateLimitExceeded,
'An unexpected error occurred': ExchangeNotAvailable, // {"error":"An unexpected error occurred, please try again later (58BC21C795).","success":false}
'Please retry request': ExchangeNotAvailable, // {"error":"Please retry request","success":false}
'Please try again': ExchangeNotAvailable, // {"error":"Please try again","success":false}
'Try again': ExchangeNotAvailable, // {"error":"Try again","success":false}
'Only have permissions for subaccount': PermissionDenied, // {"success":false,"error":"Only have permissions for subaccount *sub_name*"}
},
},
'precisionMode': TICK_SIZE,
'options': {
// support for canceling conditional orders
// https://github.com/ccxt/ccxt/issues/6669
'cancelOrder': {
'method': 'privateDeleteOrdersOrderId', // privateDeleteConditionalOrdersOrderId
},
'fetchOpenOrders': {
'method': 'privateGetOrders', // privateGetConditionalOrders
},
'fetchOrders': {
'method': 'privateGetOrdersHistory', // privateGetConditionalOrdersHistory
},
'sign': {
'ftx.com': 'FTX',
'ftx.us': 'FTXUS',
},
'networks': {
'SOL': 'sol',
'SPL': 'sol',
'TRX': 'trx',
'TRC20': 'trx',
'ETH': 'erc20',
'ERC20': 'erc20',
'OMNI': 'omni',
'BEP2': 'bep2',
'BNB': 'bep2',
'BEP20': 'bsc',
'BSC': 'bsc',
},
},
'commonCurrencies': {
'STARS': 'StarLaunch',
},
});
}
async fetchCurrencies (params = {}) {
const response = await this.publicGetCoins (params);
const currencies = this.safeValue (response, 'result', []);
//
// {
// "success":true,
// "result": [
// {"id":"BTC","name":"Bitcoin"},
// {"id":"ETH","name":"Ethereum"},
// {"id":"ETHMOON","name":"10X Long Ethereum Token","underlying":"ETH"},
// {"id":"EOSBULL","name":"3X Long EOS Token","underlying":"EOS"},
// ],
// }
//
const result = {};
for (let i = 0; i < currencies.length; i++) {
const currency = currencies[i];
const id = this.safeString (currency, 'id');
const code = this.safeCurrencyCode (id);
const name = this.safeString (currency, 'name');
result[code] = {
'id': id,
'code': code,
'info': currency,
'type': undefined,
'name': name,
'active': undefined,
'deposit': undefined,
'withdraw': undefined,
'fee': undefined,
'precision': undefined,
'limits': {
'withdraw': { 'min': undefined, 'max': undefined },
'amount': { 'min': undefined, 'max': undefined },
},
};
}
return result;
}
async fetchMarkets (params = {}) {
const response = await this.publicGetMarkets (params);
//
// {
// 'success': true,
// "result": [
// {
// "ask":170.37,
// "baseCurrency":null,
// "bid":170.31,
// "change1h":-0.019001554672655036,
// "change24h":-0.024841165359738997,
// "changeBod":-0.03816406029469881,
// "enabled":true,
// "last":170.37,
// "name":"ETH-PERP",
// "price":170.37,
// "priceIncrement":0.01,
// "quoteCurrency":null,
// "quoteVolume24h":7742164.59889,
// "sizeIncrement":0.001,
// "type":"future",
// "underlying":"ETH",
// "volumeUsd24h":7742164.59889
// },
// {
// "ask":170.44,
// "baseCurrency":"ETH",
// "bid":170.41,
// "change1h":-0.018485459257126403,
// "change24h":-0.023825887743413515,
// "changeBod":-0.037605872388481086,
// "enabled":true,
// "last":172.72,
// "name":"ETH/USD",
// "price":170.44,
// "priceIncrement":0.01,
// "quoteCurrency":"USD",
// "quoteVolume24h":382802.0252,
// "sizeIncrement":0.001,
// "type":"spot",
// "underlying":null,
// "volumeUsd24h":382802.0252
// },
// ],
// }
//
// {
// name: "BTC-PERP",
// enabled: true,
// postOnly: false,
// priceIncrement: "1.0",
// sizeIncrement: "0.0001",
// minProvideSize: "0.001",
// last: "60397.0",
// bid: "60387.0",
// ask: "60388.0",
// price: "60388.0",
// type: "future",
// baseCurrency: null,
// quoteCurrency: null,
// underlying: "BTC",
// restricted: false,
// highLeverageFeeExempt: true,
// change1h: "-0.0036463231533270636",
// change24h: "-0.01844838515677064",
// changeBod: "-0.010130151132675475",
// quoteVolume24h: "2892083192.6099",
// volumeUsd24h: "2892083192.6099"
// }
//
let allFuturesResponse = undefined;
if (this.has['future']) {
allFuturesResponse = await this.publicGetFutures ();
}
//
// {
// success: true,
// result: [
// {
// name: "1INCH-PERP",
// underlying: "1INCH",
// description: "1INCH Token Perpetual Futures",
// type: "perpetual",
// expiry: null,
// perpetual: true,
// expired: false,
// enabled: true,
// postOnly: false,
// priceIncrement: "0.0001",
// sizeIncrement: "1.0",
// last: "2.5556",
// bid: "2.5555",
// ask: "2.5563",
// index: "2.5612449804010833",
// mark: "2.5587",
// imfFactor: "0.0005",
// lowerBound: "2.4315",
// upperBound: "2.6893",
// underlyingDescription: "1INCH Token",
// expiryDescription: "Perpetual",
// moveStart: null,
// marginPrice: "2.5587",
// positionLimitWeight: "20.0",
// group: "perpetual",
// change1h: "0.00799716356760164",
// change24h: "0.004909276569004792",
// changeBod: "0.008394419484511705",
// volumeUsd24h: "17834492.0818",
// volume: "7224898.0",
// openInterest: "5597917.0",
// openInterestUsd: "14323390.2279",
// },
// ...
// ],
// }
//
const result = [];
const markets = this.safeValue (response, 'result', []);
const allFutures = this.safeValue (allFuturesResponse, 'result', []);
const allFuturesDict = this.indexBy (allFutures, 'name');
for (let i = 0; i < markets.length; i++) {
const market = markets[i];
const id = this.safeString (market, 'name');
const future = this.safeValue (allFuturesDict, id);
const marketType = this.safeString (market, 'type');
const contract = (marketType === 'future');
const baseId = this.safeString2 (market, 'baseCurrency', 'underlying');
const quoteId = this.safeString (market, 'quoteCurrency', 'USD');
const settleId = contract ? 'USD' : undefined;
let base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const settle = this.safeCurrencyCode (settleId);
const spot = !contract;
const margin = !contract;
const perpetual = this.safeValue (future, 'perpetual', false);
const swap = perpetual;
const option = false;
const isFuture = contract && !swap;
let expiry = undefined;
const expiryDatetime = this.safeString (future, 'expiry');
let type = 'spot';
let symbol = base + '/' + quote;
if (swap) {
type = 'swap';
symbol = base + '/' + quote + ':' + settle;
} else if (isFuture) {
type = 'future';
expiry = this.parse8601 (expiryDatetime);
if (expiry === undefined) {
throw new BadResponse (this.id + " symbol '" + id + "' is a future contract but with invalid expiry datetime: " + expiryDatetime);
}
const parsedId = id.split ('-');
const length = parsedId.length;
if (length > 2) {
// handling for MOVE contracts
// BTC-MOVE-2022Q1
// BTC-MOVE-0106
// BTC-MOVE-WK-0121
parsedId.pop ();
// remove expiry
// [ 'BTC', 'MOVE' ]
// [ 'BTC', 'MOVE' ]
// [ 'BTC', 'MOVE', 'WK' ]
base = parsedId.join ('-');
}
symbol = base + '/' + quote + ':' + settle + '-' + this.yymmdd (expiry, '');
}
// check if a market is a spot or future market
const sizeIncrement = this.safeString (market, 'sizeIncrement');
const minProvideSize = this.safeString (market, 'minProvideSize');
let minAmountString = sizeIncrement;
if (minProvideSize !== undefined) {
minAmountString = Precise.stringGt (minProvideSize, sizeIncrement) ? sizeIncrement : minProvideSize;
}
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'settle': settle,
'baseId': baseId,
'quoteId': quoteId,
'settleId': settleId,
'type': type,
'spot': spot,
'margin': margin,
'swap': swap,
'future': isFuture,
'option': option,
'active': this.safeValue (market, 'enabled'),
'contract': contract,
'linear': contract ? true : undefined,
'inverse': contract ? false : undefined,
'contractSize': this.parseNumber ('1'),
'expiry': expiry,
'expiryDatetime': this.iso8601 (expiry),
'strike': undefined,
'optionType': undefined,
'precision': {
'amount': this.parseNumber (sizeIncrement),
'price': this.safeNumber (market, 'priceIncrement'),
},
'limits': {
'leverage': {
'min': this.parseNumber ('1'),
'max': this.parseNumber ('20'),
},
'amount': {
'min': this.parseNumber (minAmountString),
'max': undefined,
},
'price': {
'min': undefined,
'max': undefined,
},
'cost': {
'min': undefined,
'max': undefined,
},
},
'info': market,
});
}
return result;
}
parseTicker (ticker, market = undefined) {
//
// {
// "ask":171.29,
// "baseCurrency":null, // base currency for spot markets
// "bid":171.24,
// "change1h":-0.0012244897959183673,
// "change24h":-0.031603346901854366,
// "changeBod":-0.03297013492914808,
// "enabled":true,
// "last":171.44,
// "name":"ETH-PERP",
// "price":171.29,
// "priceIncrement":0.01,
// "quoteCurrency":null, // quote currency for spot markets
// "quoteVolume24h":8570651.12113,
// "sizeIncrement":0.001,
// "type":"future",
// "underlying":"ETH", // null for spot markets
// "volumeUsd24h":8570651.12113,
// }
//
const marketId = this.safeString (ticker, 'name');
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
}
const symbol = this.safeSymbol (marketId, market);
const last = this.safeString (ticker, 'last');
const timestamp = this.safeTimestamp (ticker, 'time', this.milliseconds ());
let percentage = this.safeString (ticker, 'change24h');
if (percentage !== undefined) {
percentage = Precise.stringMul (percentage, '100');
}
return this.safeTicker ({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeString (ticker, 'high'),
'low': this.safeString (ticker, 'low'),
'bid': this.safeString (ticker, 'bid'),
'bidVolume': this.safeString (ticker, 'bidSize'),
'ask': this.safeString (ticker, 'ask'),
'askVolume': this.safeString (ticker, 'askSize'),
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': percentage,
'average': undefined,
'baseVolume': undefined,
'quoteVolume': this.safeString (ticker, 'quoteVolume24h'),
'info': ticker,
}, market, false);
}
async fetchTicker (symbol, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'market_name': market['id'],
};
const response = await this.publicGetMarketsMarketName (this.extend (request, params));
//
// {
// "success":true,
// "result":{
// "ask":171.29,
// "baseCurrency":null, // base currency for spot markets
// "bid":171.24,
// "change1h":-0.0012244897959183673,
// "change24h":-0.031603346901854366,
// "changeBod":-0.03297013492914808,
// "enabled":true,
// "last":171.44,
// "name":"ETH-PERP",
// "price":171.29,
// "priceIncrement":0.01,
// "quoteCurrency":null, // quote currency for spot markets
// "quoteVolume24h":8570651.12113,
// "sizeIncrement":0.001,
// "type":"future",
// "underlying":"ETH", // null for spot markets
// "volumeUsd24h":8570651.12113,
// }
// }
//
const result = this.safeValue (response, 'result', {});
return this.parseTicker (result, market);
}
async fetchTickers (symbols = undefined, params = {}) {
await this.loadMarkets ();
const response = await this.publicGetMarkets (params);
//
// {
// 'success': true,
// "result": [
// {
// "ask":170.44,
// "baseCurrency":"ETH",
// "bid":170.41,
// "change1h":-0.018485459257126403,
// "change24h":-0.023825887743413515,
// "changeBod":-0.037605872388481086,
// "enabled":true,
// "last":172.72,
// "name":"ETH/USD",
// "price":170.44,
// "priceIncrement":0.01,
// "quoteCurrency":"USD",
// "quoteVolume24h":382802.0252,
// "sizeIncrement":0.001,
// "type":"spot",
// "underlying":null,
// "volumeUsd24h":382802.0252
// },
// ],
// }
//
const tickers = this.safeValue (response, 'result', []);
return this.parseTickers (tickers, symbols);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'market_name': market['id'],
};
if (limit !== undefined) {
request['depth'] = limit; // max 100, default 20
}
const response = await this.publicGetMarketsMarketNameOrderbook (this.extend (request, params));
//
// {
// "success":true,
// "result":{
// "asks":[
// [171.95,279.865],
// [171.98,102.42],
// [171.99,124.11],
// ],
// "bids":[
// [171.93,69.749],
// [171.9,288.325],
// [171.88,87.47],
// ],
// }
// }
//
const result = this.safeValue (response, 'result', {});
return this.parseOrderBook (result, symbol);
}
parseOHLCV (ohlcv, market = undefined) {
//
// {
// "close":177.23,
// "high":177.45,
// "low":177.2,
// "open":177.43,
// "startTime":"2019-10-17T13:27:00+00:00",
// "time":1571318820000.0,
// "volume":0.0
// }
//
return [
this.safeInteger (ohlcv, 'time'),
this.safeNumber (ohlcv, 'open'),
this.safeNumber (ohlcv, 'high'),
this.safeNumber (ohlcv, 'low'),
this.safeNumber (ohlcv, 'close'),
this.safeNumber (ohlcv, 'volume'),
];
}
getMarketId (symbol, key, params = {}) {
const parts = this.getMarketParams (symbol, key, params);
return this.safeString (parts, 1, symbol);
}
getMarketParams (symbol, key, params = {}) {
let market = undefined;
let marketId = undefined;
if (symbol in this.markets) {
market = this.market (symbol);
marketId = market['id'];
} else {
marketId = this.safeString (params, key, symbol);
}
return [ market, marketId ];
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
await this.loadMarkets ();
const [ market, marketId ] = this.getMarketParams (symbol, 'market_name', params);
const request = {
'resolution': this.timeframes[timeframe],
'market_name': marketId,
};
const price = this.safeString (params, 'price');
params = this.omit (params, 'price');
// max 1501 candles, including the current candle when since is not specified
limit = (limit === undefined) ? 1501 : limit;
if (since === undefined) {
request['end_time'] = this.seconds ();
request['limit'] = limit;
request['start_time'] = request['end_time'] - limit * this.parseTimeframe (timeframe);
} else {
request['start_time'] = parseInt (since / 1000);
request['limit'] = limit;
request['end_time'] = this.sum (request['start_time'], limit * this.parseTimeframe (timeframe));
}
let method = 'publicGetMarketsMarketNameCandles';
if (price === 'index') {
if (symbol in this.markets) {
request['market_name'] = market['baseId'];
}
method = 'publicGetIndexesMarketNameCandles';
}
const response = await this[method] (this.extend (request, params));
//
// {
// "success": true,
// "result":[
// {
// "close":177.23,
// "high":177.45,
// "low":177.2,
// "open":177.43,
// "startTime":"2019-10-17T13:27:00+00:00",
// "time":1571318820000.0,
// "volume":0.0
// },
// {
// "close":177.26,
// "high":177.33,
// "low":177.23,
// "open":177.23,
// "startTime":"2019-10-17T13:28:00+00:00",
// "time":1571318880000.0,
// "volume":0.0
// },
// ],
// }
//
const result = this.safeValue (response, 'result', []);
return this.parseOHLCVs (result, market, timeframe, since, limit);
}
async fetchIndexOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
const request = {
'price': 'index',
};
return await this.fetchOHLCV (symbol, timeframe, since, limit, this.extend (request, params));
}
parseTrade (trade, market = undefined) {
//
// fetchTrades (public)
//
// {
// "id":1715826,
// "liquidation":false,
// "price":171.62,
// "side":"buy",
// "size":2.095,
// "time":"2019-10-18T12:59:54.288166+00:00"
// }
//
// fetchMyTrades (private)
//
// {
// "fee": 20.1374935,
// "feeRate": 0.0005,
// "feeCurrency": "USD",
// "future": "EOS-0329",
// "id": 11215,
// "liquidity": "taker",
// "market": "EOS-0329",
// "baseCurrency": null,
// "quoteCurrency": null,
// "orderId": 8436981,
// "price": 4.201,
// "side": "buy",
// "size": 9587,
// "time": "2019-03-27T19:15:10.204619+00:00",
// "type": "order"
// }
//
// {
// "baseCurrency": "BTC",
// "fee": 0,
// "feeCurrency": "USD",
// "feeRate": 0,
// "future": null,
// "id": 664079556,
// "liquidity": "taker",
// "market": null,
// "orderId": null,
// "price": 34830.61359,
// "quoteCurrency": "USD",
// "side": "sell",
// "size": 0.0005996,
// "time": "2021-01-15T16:05:29.246135+00:00",
// "tradeId": null,
// "type": "otc"
// }
//
// with -ve fee
// {
// "id": 1171258927,
// "fee": -0.0000713875,
// "side": "sell",
// "size": 1,
// "time": "2021-03-11T13:34:35.523627+00:00",
// "type": "order",
// "price": 14.2775,
// "future": null,
// "market": "SOL/USD",
// "feeRate": -0.000005,
// "orderId": 33182929044,
// "tradeId": 582936801,
// "liquidity": "maker",
// "feeCurrency": "USD",
// "baseCurrency": "SOL",
// "quoteCurrency": "USD"
// }
//
// // from OTC order
// {
// "id": 1172129651,
// "fee": 0,
// "side": "sell",
// "size": 1.47568846,
// "time": "2021-03-11T15:04:46.893383+00:00",
// "type": "otc",
// "price": 14.60932598,
// "future": null,
// "market": null,
// "feeRate": 0,
// "orderId": null,