bitfinex.js

'use strict';

//  ---------------------------------------------------------------------------

const Exchange = require ('./base/Exchange');
const { NotSupported, DDoSProtection, AuthenticationError, ExchangeError, InsufficientFunds, InvalidOrder, OrderNotFound, InvalidNonce } = require ('./base/errors');

//  ---------------------------------------------------------------------------

module.exports = class bitfinex extends Exchange {
    describe () {
        return this.deepExtend (super.describe (), {
            'id': 'bitfinex',
            'name': 'Bitfinex',
            'countries': 'VG',
            'version': 'v1',
            'rateLimit': 1500,
            // new metainfo interface
            'has': {
                'CORS': false,
                'createDepositAddress': true,
                'deposit': true,
                'fetchClosedOrders': true,
                'fetchDepositAddress': true,
                'fetchFees': true,
                'fetchFundingFees': true,
                'fetchMyTrades': true,
                'fetchOHLCV': true,
                'fetchOpenOrders': true,
                'fetchOrder': true,
                'fetchTickers': true,
                'fetchTradingFees': true,
                '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',
            },
            'urls': {
                'logo': 'https://user-images.githubusercontent.com/1294454/27766244-e328a50c-5ed2-11e7-947b-041416579bb3.jpg',
                'api': 'https://api.bitfinex.com',
                'www': 'https://www.bitfinex.com',
                'doc': [
                    'https://bitfinex.readme.io/v1/docs',
                    'https://github.com/bitfinexcom/bitfinex-api-node',
                ],
            },
            'api': {
                'v2': {
                    'get': [
                        'candles/trade:{timeframe}:{symbol}/{section}',
                        'candles/trade:{timeframe}:{symbol}/last',
                        'candles/trade:{timeframe}:{symbol}/hist',
                    ],
                },
                'public': {
                    'get': [
                        'book/{symbol}',
                        // 'candles/{symbol}',
                        'lendbook/{currency}',
                        'lends/{currency}',
                        'pubticker/{symbol}',
                        'stats/{symbol}',
                        'symbols',
                        'symbols_details',
                        'tickers',
                        'today',
                        'trades/{symbol}',
                    ],
                },
                'private': {
                    'post': [
                        'account_fees',
                        'account_infos',
                        'balances',
                        'basket_manage',
                        'credits',
                        'deposit/new',
                        'funding/close',
                        'history',
                        'history/movements',
                        'key_info',
                        'margin_infos',
                        'mytrades',
                        'mytrades_funding',
                        'offer/cancel',
                        'offer/new',
                        'offer/status',
                        'offers',
                        'offers/hist',
                        'order/cancel',
                        'order/cancel/all',
                        'order/cancel/multi',
                        'order/cancel/replace',
                        'order/new',
                        'order/new/multi',
                        'order/status',
                        'orders',
                        'orders/hist',
                        'position/claim',
                        'positions',
                        'summary',
                        'taken_funds',
                        'total_taken_funds',
                        'transfer',
                        'unused_taken_funds',
                        'withdraw',
                    ],
                },
            },
            'fees': {
                'trading': {
                    'tierBased': true,
                    'percentage': true,
                    'maker': 0.1 / 100,
                    'taker': 0.2 / 100,
                    'tiers': {
                        'taker': [
                            [0, 0.2 / 100],
                            [500000, 0.2 / 100],
                            [1000000, 0.2 / 100],
                            [2500000, 0.2 / 100],
                            [5000000, 0.2 / 100],
                            [7500000, 0.2 / 100],
                            [10000000, 0.18 / 100],
                            [15000000, 0.16 / 100],
                            [20000000, 0.14 / 100],
                            [25000000, 0.12 / 100],
                            [30000000, 0.1 / 100],
                        ],
                        'maker': [
                            [0, 0.1 / 100],
                            [500000, 0.08 / 100],
                            [1000000, 0.06 / 100],
                            [2500000, 0.04 / 100],
                            [5000000, 0.02 / 100],
                            [7500000, 0],
                            [10000000, 0],
                            [15000000, 0],
                            [20000000, 0],
                            [25000000, 0],
                            [30000000, 0],
                        ],
                    },
                },
                'funding': {
                    'tierBased': false, // true for tier-based/progressive
                    'percentage': false, // fixed commission
                    'deposit': {
                        'BTC': 0.0005,
                        'IOTA': 0.5,
                        'ETH': 0.01,
                        'BCH': 0.01,
                        'LTC': 0.1,
                        'EOS': 0.1,
                        'XMR': 0.04,
                        'SAN': 0.1,
                        'DASH': 0.01,
                        'ETC': 0.01,
                        'XRP': 0.02,
                        'YYW': 0.1,
                        'NEO': 0,
                        'ZEC': 0.1,
                        'BTG': 0,
                        'OMG': 0.1,
                        'DATA': 1,
                        'QASH': 1,
                        'ETP': 0.01,
                        'QTUM': 0.01,
                        'EDO': 0.5,
                        'AVT': 0.5,
                        'USDT': 0,
                    },
                    'withdraw': {
                        'BTC': 0.0008,
                        'IOTA': 0.5,
                        'ETH': 0.01,
                        'ETC': 0.01,
                        'BCH': 0.0001,
                        'LTC': 0.001,
                        'EOS': 0.8609,
                        'XMR': 0.04,
                        'SAN': 3.2779,
                        'DASH': 0.01,
                        'XRP': 0.02,
                        'YYW': 40.543,
                        'NEO': 0,
                        'ZEC': 0.001,
                        'BTG': 0,
                        'OMG': 0.5897,
                        'DATA': 52.405,
                        'FUN': 90.402,
                        'GNT': 15.435,
                        'MNA': 76.821,
                        'BAT': 17.223,
                        'SPK': 24.708,
                        'QASH': 6.1629,
                        'ETP': 0.01,
                        'QTUM': 0.01,
                        'EDO': 2.5238,
                        'AVT': 3.2495,
                        'USDT': 20.0,
                        'ZRX': 5.6442,
                        'TNB': 87.511,
                        'SNT': 32.736,
                    },
                },
            },
            'exceptions': {
                'exact': {
                    'Order could not be cancelled.': OrderNotFound, // non-existent order
                    'No such order found.': OrderNotFound, // ?
                    'Order price must be positive.': InvalidOrder, // on price <= 0
                    'Could not find a key matching the given X-BFX-APIKEY.': AuthenticationError,
                    'This API key does not have permission for this action': AuthenticationError, // authenticated but not authorized
                    'Key price should be a decimal number, e.g. "123.456"': InvalidOrder, // on isNaN (price)
                    'Key amount should be a decimal number, e.g. "123.456"': InvalidOrder, // on isNaN (amount)
                    'ERR_RATE_LIMIT': DDoSProtection,
                    'Nonce is too small.': InvalidNonce,
                },
                'broad': {
                    'Invalid order: not enough exchange balance for ': InsufficientFunds, // when buying cost is greater than the available quote currency
                    'Invalid order: minimum size for ': InvalidOrder, // when amount below limits.amount.min
                    'Invalid order': InvalidOrder, // ?
                },
            },
        });
    }

    commonCurrencyCode (currency) {
        const currencies = {
            'DSH': 'DASH', // Bitfinex names Dash as DSH, instead of DASH
            'QTM': 'QTUM',
            'BCC': 'CST_BCC',
            'BCU': 'CST_BCU',
            'IOT': 'IOTA',
            'DAT': 'DATA',
        };
        return (currency in currencies) ? currencies[currency] : currency;
    }

    async fetchFundingFees (params = {}) {
        await this.loadMarkets ();
        const response = await this.privatePostAccountFees (params);
        const fees = response['withdraw'];
        const withdraw = {};
        const ids = Object.keys (fees);
        for (let i = 0; i < ids.length; i++) {
            const id = ids[i];
            let code = id;
            if (id in this.currencies_by_id) {
                let currency = this.currencies_by_id[id];
                code = currency['code'];
            }
            withdraw[code] = this.safeFloat (fees, id);
        }
        return {
            'info': response,
            'withdraw': withdraw,
            'deposit': withdraw,  // only for deposits of less than $1000
        };
    }

    async fetchTradingFees (params = {}) {
        await this.loadMarkets ();
        let response = await this.privatePostSummary (params);
        return {
            'info': response,
            'maker': this.safeFloat (response, 'maker_fee'),
            'taker': this.safeFloat (response, 'taker_fee'),
        };
    }

    async loadFees () {
        // // PHP does flat copying for arrays
        // // setting fees on the exchange instance isn't portable, unfortunately...
        // // this should probably go into the base class as well
        // let funding = this.fees['funding'];
        // const fees = await this.fetchFundingFees ();
        // funding = this.deepExtend (funding, fees);
        // return funding;
        throw new NotSupported (this.id + ' loadFees() not implemented yet');
    }

    async fetchFees () {  // this can be removed since it is now dealt with in the base class
        let fundingFees = await this.fetchFundingFees ();
        let tradingFees = await this.fetchTradingFees ();
        return this.deepExtend (fundingFees, tradingFees);
    }

    async fetchMarkets () {
        let markets = await this.publicGetSymbolsDetails ();
        let result = [];
        for (let p = 0; p < markets.length; p++) {
            let market = markets[p];
            let id = market['pair'].toUpperCase ();
            let baseId = id.slice (0, 3);
            let quoteId = id.slice (3, 6);
            let base = this.commonCurrencyCode (baseId);
            let quote = this.commonCurrencyCode (quoteId);
            let symbol = base + '/' + quote;
            let precision = {
                'price': market['price_precision'],
                'amount': market['price_precision'],
            };
            let limits = {
                'amount': {
                    'min': parseFloat (market['minimum_order_size']),
                    'max': parseFloat (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,
                'lot': Math.pow (10, -precision['amount']),
                'info': market,
            });
        }
        return result;
    }

    async fetchBalance (params = {}) {
        await this.loadMarkets ();
        let balanceType = this.safeString (params, 'type', 'exchange');
        let balances = await this.privatePostBalances ();
        let result = { 'info': balances };
        for (let i = 0; i < balances.length; i++) {
            let balance = balances[i];
            if (balance['type'] === balanceType) {
                let currency = balance['currency'];
                let uppercase = currency.toUpperCase ();
                uppercase = this.commonCurrencyCode (uppercase);
                let account = this.account ();
                account['free'] = parseFloat (balance['available']);
                account['total'] = parseFloat (balance['amount']);
                account['used'] = account['total'] - account['free'];
                result[uppercase] = account;
            }
        }
        return this.parseBalance (result);
    }

    async fetchOrderBook (symbol, limit = undefined, params = {}) {
        await this.loadMarkets ();
        let request = {
            'symbol': this.marketId (symbol),
        };
        if (typeof limit !== 'undefined') {
            request['limit_bids'] = limit;
            request['limit_asks'] = limit;
        }
        let orderbook = await this.publicGetBookSymbol (this.extend (request, params));
        return this.parseOrderBook (orderbook, undefined, 'bids', 'asks', 'price', 'amount');
    }

    async fetchTickers (symbols = undefined, params = {}) {
        await this.loadMarkets ();
        let tickers = await this.publicGetTickers (params);
        let result = {};
        for (let i = 0; i < tickers.length; i++) {
            let ticker = tickers[i];
            if ('pair' in ticker) {
                let id = ticker['pair'];
                if (id in this.markets_by_id) {
                    let market = this.markets_by_id[id];
                    let symbol = market['symbol'];
                    result[symbol] = this.parseTicker (ticker, market);
                } else {
                    throw new ExchangeError (this.id + ' fetchTickers() failed to recognize symbol ' + id + ' ' + this.json (ticker));
                }
            } else {
                throw new ExchangeError (this.id + ' fetchTickers() response not recognized ' + this.json (tickers));
            }
        }
        return result;
    }

    async fetchTicker (symbol, params = {}) {
        await this.loadMarkets ();
        let market = this.market (symbol);
        let ticker = await this.publicGetPubtickerSymbol (this.extend ({
            'symbol': market['id'],
        }, params));
        return this.parseTicker (ticker, market);
    }

    parseTicker (ticker, market = undefined) {
        let timestamp = parseFloat (ticker['timestamp']) * 1000;
        let symbol = undefined;
        if (market) {
            symbol = market['symbol'];
        } else if ('pair' in ticker) {
            let id = ticker['pair'];
            if (id in this.markets_by_id) {
                market = this.markets_by_id[id];
                symbol = market['symbol'];
            } else {
                throw new ExchangeError (this.id + ' unrecognized ticker symbol ' + id + ' ' + this.json (ticker));
            }
        }
        return {
            'symbol': symbol,
            'timestamp': timestamp,
            'datetime': this.iso8601 (timestamp),
            'high': parseFloat (ticker['high']),
            'low': parseFloat (ticker['low']),
            'bid': parseFloat (ticker['bid']),
            'ask': parseFloat (ticker['ask']),
            'vwap': undefined,
            'open': undefined,
            'close': undefined,
            'first': undefined,
            'last': parseFloat (ticker['last_price']),
            'change': undefined,
            'percentage': undefined,
            'average': parseFloat (ticker['mid']),
            'baseVolume': parseFloat (ticker['volume']),
            'quoteVolume': undefined,
            'info': ticker,
        };
    }

    parseTrade (trade, market) {
        let timestamp = parseInt (parseFloat (trade['timestamp'])) * 1000;
        let side = trade['type'].toLowerCase ();
        let orderId = this.safeString (trade, 'order_id');
        let price = parseFloat (trade['price']);
        let amount = parseFloat (trade['amount']);
        let cost = price * amount;
        let fee = undefined;
        if ('fee_amount' in trade) {
            let feeCost = this.safeFloat (trade, 'fee_amount');
            let feeCurrency = this.safeString (trade, 'fee_currency');
            if (feeCurrency in this.currencies_by_id)
                feeCurrency = this.currencies_by_id[feeCurrency]['code'];
            fee = {
                'cost': feeCost,
                'currency': feeCurrency,
            };
        }
        return {
            'id': trade['tid'].toString (),
            'info': trade,
            'timestamp': timestamp,
            'datetime': this.iso8601 (timestamp),
            'symbol': market['symbol'],
            'type': undefined,
            'order': orderId,
            'side': side,
            'price': price,
            'amount': amount,
            'cost': cost,
            'fee': fee,
        };
    }

    async fetchTrades (symbol, since = undefined, limit = 50, params = {}) {
        await this.loadMarkets ();
        let market = this.market (symbol);
        let request = {
            'symbol': market['id'],
            'limit_trades': limit,
        };
        if (typeof since !== 'undefined')
            request['timestamp'] = parseInt (since / 1000);
        let response = await this.publicGetTradesSymbol (this.extend (request, params));
        return this.parseTrades (response, market, since, limit);
    }

    async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
        await this.loadMarkets ();
        let market = this.market (symbol);
        let request = { 'symbol': market['id'] };
        if (typeof limit !== 'undefined')
            request['limit_trades'] = limit;
        if (typeof since !== 'undefined')
            request['timestamp'] = parseInt (since / 1000);
        let response = await this.privatePostMytrades (this.extend (request, params));
        return this.parseTrades (response, market, since, limit);
    }

    async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
        await this.loadMarkets ();
        let orderType = type;
        if ((type === 'limit') || (type === 'market'))
            orderType = 'exchange ' + type;
        // amount = this.amountToPrecision (symbol, amount);
        let order = {
            'symbol': this.marketId (symbol),
            'amount': amount.toString (),
            'side': side,
            'type': orderType,
            'ocoorder': false,
            'buy_price_oco': 0,
            'sell_price_oco': 0,
        };
        if (type === 'market') {
            order['price'] = this.nonce ().toString ();
        } else {
            // price = this.priceToPrecision (symbol, price);
            order['price'] = price.toString ();
        }
        let result = await this.privatePostOrderNew (this.extend (order, params));
        return this.parseOrder (result);
    }

    async cancelOrder (id, symbol = undefined, params = {}) {
        await this.loadMarkets ();
        return await this.privatePostOrderCancel ({ 'order_id': parseInt (id) });
    }

    parseOrder (order, market = undefined) {
        let side = order['side'];
        let open = order['is_live'];
        let canceled = order['is_cancelled'];
        let status = undefined;
        if (open) {
            status = 'open';
        } else if (canceled) {
            status = 'canceled';
        } else {
            status = 'closed';
        }
        let symbol = undefined;
        if (!market) {
            let exchange = order['symbol'].toUpperCase ();
            if (exchange in this.markets_by_id) {
                market = this.markets_by_id[exchange];
            }
        }
        if (market)
            symbol = market['symbol'];
        let orderType = order['type'];
        let exchange = orderType.indexOf ('exchange ') >= 0;
        if (exchange) {
            let parts = order['type'].split (' ');
            orderType = parts[1];
        }
        let timestamp = parseInt (parseFloat (order['timestamp']) * 1000);
        let result = {
            'info': order,
            'id': order['id'].toString (),
            'timestamp': timestamp,
            'datetime': this.iso8601 (timestamp),
            'symbol': symbol,
            'type': orderType,
            'side': side,
            'price': this.safeFloat (order, 'price'),
            'average': this.safeFloat (order, 'avg_execution_price'),
            'amount': this.safeFloat (order, 'original_amount'),
            'remaining': this.safeFloat (order, 'remaining_amount'),
            'filled': this.safeFloat (order, 'executed_amount'),
            'status': status,
            'fee': undefined,
        };
        return result;
    }

    async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
        await this.loadMarkets ();
        let response = await this.privatePostOrders (params);
        let orders = this.parseOrders (response, undefined, since, limit);
        if (symbol)
            orders = this.filterBy (orders, 'symbol', symbol);
        return orders;
    }

    async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
        await this.loadMarkets ();
        let request = {};
        if (typeof limit !== 'undefined')
            request['limit'] = limit;
        let response = await this.privatePostOrdersHist (this.extend (request, params));
        let orders = this.parseOrders (response, undefined, since, limit);
        if (typeof symbol !== 'undefined')
            orders = this.filterBy (orders, 'symbol', symbol);
        orders = this.filterBy (orders, 'status', 'closed');
        return orders;
    }

    async fetchOrder (id, symbol = undefined, params = {}) {
        await this.loadMarkets ();
        let response = await this.privatePostOrderStatus (this.extend ({
            'order_id': parseInt (id),
        }, params));
        return this.parseOrder (response);
    }

    parseOHLCV (ohlcv, market = undefined, timeframe = '1m', since = undefined, limit = undefined) {
        return [
            ohlcv[0],
            ohlcv[1],
            ohlcv[3],
            ohlcv[4],
            ohlcv[2],
            ohlcv[5],
        ];
    }

    async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = 100, params = {}) {
        await this.loadMarkets ();
        let market = this.market (symbol);
        let v2id = 't' + market['id'];
        let request = {
            'symbol': v2id,
            'timeframe': this.timeframes[timeframe],
            'sort': 1,
            'limit': limit,
        };
        if (typeof since !== 'undefined')
            request['start'] = since;
        request = this.extend (request, params);
        let response = await this.v2GetCandlesTradeTimeframeSymbolHist (request);
        return this.parseOHLCVs (response, market, timeframe, since, limit);
    }

    getCurrencyName (currency) {
        const names = {
            'BTC': 'bitcoin',
            'LTC': 'litecoin',
            'ETH': 'ethereum',
            'ETC': 'ethereumc',
            'OMNI': 'mastercoin',
            'ZEC': 'zcash',
            'XMR': 'monero',
            'USD': 'wire',
            'DASH': 'dash',
            'XRP': 'ripple',
            'EOS': 'eos',
            'BCH': 'bcash', // undocumented
            'USDT': 'tetheruso', // undocumented
            'NEO': 'neo', // #1811
            'AVT': 'aventus', // #1811
            'QTUM': 'qtum', // #1811
            'EDO': 'eidoo', // #1811
        };
        if (currency in names)
            return names[currency];
        throw new NotSupported (this.id + ' ' + currency + ' not supported for withdrawal');
    }

    async createDepositAddress (currency, params = {}) {
        let response = await this.fetchDepositAddress (currency, this.extend ({
            'renew': 1,
        }, params));
        let address = this.safeString (response, 'address');
        this.checkAddress (address);
        return {
            'currency': currency,
            'address': address,
            'status': 'ok',
            'info': response['info'],
        };
    }

    async fetchDepositAddress (currency, params = {}) {
        let name = this.getCurrencyName (currency);
        let request = {
            'method': name,
            'wallet_name': 'exchange',
            'renew': 0, // a value of 1 will generate a new address
        };
        let response = await this.privatePostDepositNew (this.extend (request, params));
        let address = response['address'];
        let tag = undefined;
        if ('address_pool' in response) {
            tag = address;
            address = response['address_pool'];
        }
        this.checkAddress (address);
        return {
            'currency': currency,
            'address': address,
            'tag': tag,
            'status': 'ok',
            'info': response,
        };
    }

    async withdraw (currency, amount, address, tag = undefined, params = {}) {
        this.checkAddress (address);
        let name = this.getCurrencyName (currency);
        let request = {
            'withdraw_type': name,
            'walletselected': 'exchange',
            'amount': amount.toString (),
            'address': address,
        };
        if (tag)
            request['payment_id'] = tag;
        let responses = await this.privatePostWithdraw (this.extend (request, params));
        let response = responses[0];
        return {
            'info': response,
            'id': response['withdrawal_id'],
        };
    }

    nonce () {
        return this.milliseconds ();
    }

    sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
        let request = '/' + this.implodeParams (path, params);
        if (api === 'v2') {
            request = '/' + api + request;
        } else {
            request = '/' + this.version + request;
        }
        let query = this.omit (params, this.extractParams (path));
        let url = this.urls['api'] + request;
        if ((api === 'public') || (path.indexOf ('/hist') >= 0)) {
            if (Object.keys (query).length) {
                let suffix = '?' + this.urlencode (query);
                url += suffix;
                request += suffix;
            }
        }
        if (api === 'private') {
            this.checkRequiredCredentials ();
            let nonce = this.nonce ();
            query = this.extend ({
                'nonce': nonce.toString (),
                'request': request,
            }, query);
            query = this.json (query);
            query = this.encode (query);
            let payload = this.stringToBase64 (query);
            let secret = this.encode (this.secret);
            let signature = this.hmac (payload, secret, 'sha384');
            headers = {
                'X-BFX-APIKEY': this.apiKey,
                'X-BFX-PAYLOAD': this.decode (payload),
                'X-BFX-SIGNATURE': signature,
            };
        }
        return { 'url': url, 'method': method, 'body': body, 'headers': headers };
    }

    findBroadlyMatchedKey (map, broadString) {
        const partialKeys = Object.keys (map);
        for (let i = 0; i < partialKeys.length; i++) {
            const partialKey = partialKeys[i];
            if (broadString.indexOf (partialKey) >= 0)
                return partialKey;
        }
        return undefined;
    }

    handleErrors (code, reason, url, method, headers, body) {
        if (body.length < 2)
            return;
        if (code >= 400) {
            if (body[0] === '{') {
                const response = JSON.parse (body);
                const feedback = this.id + ' ' + this.json (response);
                let message = undefined;
                if ('message' in response)
                    message = response['message'];
                else if ('error' in response)
                    message = response['error'];
                else
                    throw new ExchangeError (feedback); // malformed (to our knowledge) response
                const exact = this.exceptions['exact'];
                if (message in exact)
                    throw new exact[message] (feedback);
                const broad = this.exceptions['broad'];
                const broadKey = this.findBroadlyMatchedKey (broad, message);
                if (typeof broadKey !== 'undefined')
                    throw new broad[broadKey] (feedback);
                throw new ExchangeError (feedback); // unknown message
            }
        }
    }
};