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cdax.js
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cdax.js
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'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { AuthenticationError, ExchangeError, PermissionDenied, ExchangeNotAvailable, OnMaintenance, InvalidOrder, OrderNotFound, InsufficientFunds, ArgumentsRequired, BadSymbol, BadRequest, RequestTimeout, NetworkError } = require ('./base/errors');
const { TRUNCATE, TICK_SIZE } = require ('./base/functions/number');
// ---------------------------------------------------------------------------
module.exports = class cdax extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'cdax',
'name': 'CDAX',
'countries': [ 'RU' ],
'rateLimit': 100,
'userAgent': this.userAgents['chrome39'],
'certified': false,
'version': 'v1',
'accounts': undefined,
'accountsById': undefined,
'hostname': 'cdax.io',
'pro': false,
'has': {
'CORS': undefined,
'spot': true,
'margin': undefined, // has but unimplemented
'swap': undefined,
'future': undefined,
'option': undefined,
'cancelAllOrders': true,
'cancelOrder': true,
'cancelOrders': true,
'createOrder': true,
'createStopLimitOrder': false,
'createStopMarketOrder': false,
'createStopOrder': false,
'fetchAccounts': true,
'fetchBalance': true,
'fetchClosedOrders': true,
'fetchCurrencies': true,
'fetchDepositAddress': false,
'fetchDepositAddressesByNetwork': false,
'fetchDeposits': true,
'fetchFundingHistory': false,
'fetchFundingRate': false,
'fetchFundingRateHistory': false,
'fetchFundingRates': false,
'fetchIndexOHLCV': false,
'fetchMarginMode': false,
'fetchMarkets': true,
'fetchMarkOHLCV': false,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': true,
'fetchOrderTrades': true,
'fetchPositionMode': false,
'fetchPremiumIndexOHLCV': false,
'fetchTicker': true,
'fetchTickers': true,
'fetchTime': true,
'fetchTrades': true,
'fetchTradingFee': false,
'fetchTradingFees': false,
'fetchTradingLimits': true,
'fetchWithdrawals': true,
'withdraw': true,
},
'timeframes': {
'1m': '1min',
'5m': '5min',
'15m': '15min',
'30m': '30min',
'1h': '60min',
'4h': '4hour',
'1d': '1day',
'1w': '1week',
'1M': '1mon',
'1y': '1year',
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/102157692-fd406280-3e90-11eb-8d46-4511b617cd17.jpg',
'api': {
'market': 'https://{hostname}/api',
'public': 'https://{hostname}/api',
'private': 'https://{hostname}/api',
},
'www': 'https://cdax.io',
'referral': 'https://cdax.io/invite?invite_code=esc74',
'doc': 'https://github.com/cloudapidoc/API_Docs',
'fees': 'https://cdax.io/about/fee',
},
'api': {
'market': {
'get': {
'history/kline': 1, // 获取K线数据
'detail/merged': 1, // 获取聚合行情(Ticker)
'depth': 1, // 获取 Market Depth 数据
'trade': 1, // 获取 Trade Detail 数据
'history/trade': 1, // 批量获取最近的交易记录
'detail': 1, // 获取 Market Detail 24小时成交量数据
'tickers': 1,
'etp': 1, // 获取杠杆ETP实时净值
},
},
'public': {
'get': {
'common/symbols': 1, // 查询系统支持的所有交易对
'common/currencys': 1, // 查询系统支持的所有币种
'common/timestamp': 1, // 查询系统当前时间
'common/exchange': 1, // order limits
'settings/currencys': 1, // ?language=en-US
},
},
'private': {
'get': {
'account/accounts': 0.2, // 查询当前用户的所有账户(即account-id)
'account/accounts/{id}/balance': 0.2, // 查询指定账户的余额
'account/accounts/{sub-uid}': 1,
'account/history': 4,
'cross-margin/loan-info': 1,
'margin/loan-info': 1, // 查询借币币息率及额度
'fee/fee-rate/get': 1,
'order/openOrders': 0.4,
'order/orders': 0.4,
'order/orders/{id}': 0.4, // 查询某个订单详情
'order/orders/{id}/matchresults': 0.4, // 查询某个订单的成交明细
'order/orders/getClientOrder': 0.4,
'order/history': 1, // 查询当前委托、历史委托
'order/matchresults': 1, // 查询当前成交、历史成交
// 'dw/withdraw-virtual/addresses', // 查询虚拟币提现地址（Deprecated）
'query/deposit-withdraw': 1,
// 'margin/loan-info', // duplicate
'margin/loan-orders': 0.2, // 借贷订单
'margin/accounts/balance': 0.2, // 借贷账户详情
'cross-margin/loan-orders': 1, // 查询借币订单
'cross-margin/accounts/balance': 1, // 借币账户详情
'points/actions': 1,
'points/orders': 1,
'subuser/aggregate-balance': 10,
'stable-coin/exchange_rate': 1,
'stable-coin/quote': 1,
},
'post': {
'account/transfer': 1, // 资产划转(该节点为母用户和子用户进行资产划转的通用接口。)
'futures/transfer': 1,
'order/batch-orders': 0.4,
'order/orders/place': 0.2, // 创建并执行一个新订单 (一步下单， 推荐使用)
'order/orders/submitCancelClientOrder': 0.2,
'order/orders/batchCancelOpenOrders': 0.4,
// 'order/orders', // 创建一个新的订单请求 （仅创建订单，不执行下单）
// 'order/orders/{id}/place', // 执行一个订单 （仅执行已创建的订单）
'order/orders/{id}/submitcancel': 0.2, // 申请撤销一个订单请求
'order/orders/batchcancel': 0.4, // 批量撤销订单
// 'dw/balance/transfer', // 资产划转
'dw/withdraw/api/create': 1, // 申请提现虚拟币
// 'dw/withdraw-virtual/create', // 申请提现虚拟币
// 'dw/withdraw-virtual/{id}/place', // 确认申请虚拟币提现（Deprecated）
'dw/withdraw-virtual/{id}/cancel': 1, // 申请取消提现虚拟币
'dw/transfer-in/margin': 10, // 现货账户划入至借贷账户
'dw/transfer-out/margin': 10, // 借贷账户划出至现货账户
'margin/orders': 10, // 申请借贷
'margin/orders/{id}/repay': 10, // 归还借贷
'cross-margin/transfer-in': 1, // 资产划转
'cross-margin/transfer-out': 1, // 资产划转
'cross-margin/orders': 1, // 申请借币
'cross-margin/orders/{id}/repay': 1, // 归还借币
'stable-coin/exchange': 1,
'subuser/transfer': 10,
},
},
},
'fees': {
'trading': {
'feeSide': 'get',
'tierBased': false,
'percentage': true,
'maker': this.parseNumber ('0.002'),
'taker': this.parseNumber ('0.002'),
},
},
'precisionMode': TICK_SIZE,
'exceptions': {
'broad': {
'contract is restricted of closing positions on API. Please contact customer service': OnMaintenance,
'maintain': OnMaintenance,
},
'exact': {
// err-code
'bad-request': BadRequest,
'base-date-limit-error': BadRequest, // {"status":"error","err-code":"base-date-limit-error","err-msg":"date less than system limit","data":null}
'api-not-support-temp-addr': PermissionDenied, // {"status":"error","err-code":"api-not-support-temp-addr","err-msg":"API withdrawal does not support temporary addresses","data":null}
'timeout': RequestTimeout, // {"ts":1571653730865,"status":"error","err-code":"timeout","err-msg":"Request Timeout"}
'gateway-internal-error': ExchangeNotAvailable, // {"status":"error","err-code":"gateway-internal-error","err-msg":"Failed to load data. Try again later.","data":null}
'account-frozen-balance-insufficient-error': InsufficientFunds, // {"status":"error","err-code":"account-frozen-balance-insufficient-error","err-msg":"trade account balance is not enough, left: `0.0027`","data":null}
'invalid-amount': InvalidOrder, // eg "Paramemter `amount` is invalid."
'order-limitorder-amount-min-error': InvalidOrder, // limit order amount error, min: `0.001`
'order-limitorder-amount-max-error': InvalidOrder, // market order amount error, max: `1000000`
'order-marketorder-amount-min-error': InvalidOrder, // market order amount error, min: `0.01`
'order-limitorder-price-min-error': InvalidOrder, // limit order price error
'order-limitorder-price-max-error': InvalidOrder, // limit order price error
'order-holding-limit-failed': InvalidOrder, // {"status":"error","err-code":"order-holding-limit-failed","err-msg":"Order failed, exceeded the holding limit of this currency","data":null}
'order-orderprice-precision-error': InvalidOrder, // {"status":"error","err-code":"order-orderprice-precision-error","err-msg":"order price precision error, scale: `4`","data":null}
'order-etp-nav-price-max-error': InvalidOrder, // {"status":"error","err-code":"order-etp-nav-price-max-error","err-msg":"Order price cannot be higher than 5% of NAV","data":null}
'order-orderstate-error': OrderNotFound, // canceling an already canceled order
'order-queryorder-invalid': OrderNotFound, // querying a non-existent order
'order-update-error': ExchangeNotAvailable, // undocumented error
'api-signature-check-failed': AuthenticationError,
'api-signature-not-valid': AuthenticationError, // {"status":"error","err-code":"api-signature-not-valid","err-msg":"Signature not valid: Incorrect Access key [Access key错误]","data":null}
'base-record-invalid': OrderNotFound, // https://github.com/ccxt/ccxt/issues/5750
'base-symbol-trade-disabled': BadSymbol, // {"status":"error","err-code":"base-symbol-trade-disabled","err-msg":"Trading is disabled for this symbol","data":null}
'base-symbol-error': BadSymbol, // {"status":"error","err-code":"base-symbol-error","err-msg":"The symbol is invalid","data":null}
'system-maintenance': OnMaintenance, // {"status": "error", "err-code": "system-maintenance", "err-msg": "System is in maintenance!", "data": null}
// err-msg
'invalid symbol': BadSymbol, // {"ts":1568813334794,"status":"error","err-code":"invalid-parameter","err-msg":"invalid symbol"}
'symbol trade not open now': BadSymbol, // {"ts":1576210479343,"status":"error","err-code":"invalid-parameter","err-msg":"symbol trade not open now"}
},
},
'options': {
'defaultNetwork': 'ERC20',
'networks': {
'ETH': 'erc20',
'TRX': 'trc20',
'HRC20': 'hrc20',
'HECO': 'hrc20',
'HT': 'hrc20',
'ALGO': 'algo',
'OMNI': '',
},
// https://github.com/ccxt/ccxt/issues/5376
'fetchOrdersByStatesMethod': 'private_get_order_orders', // 'private_get_order_history' // https://github.com/ccxt/ccxt/pull/5392
'fetchOpenOrdersMethod': 'fetch_open_orders_v1', // 'fetch_open_orders_v2' // https://github.com/ccxt/ccxt/issues/5388
'createMarketBuyOrderRequiresPrice': true,
'fetchBalanceMethod': 'privateGetAccountAccountsIdBalance',
'createOrderMethod': 'privatePostOrderOrdersPlace',
'language': 'en-US',
},
'commonCurrencies': {
// https://github.com/ccxt/ccxt/issues/6081
// https://github.com/ccxt/ccxt/issues/3365
// https://github.com/ccxt/ccxt/issues/2873
'GET': 'Themis', // conflict with GET (Guaranteed Entrance Token, GET Protocol)
'GTC': 'Game.com', // conflict with Gitcoin and Gastrocoin
'HIT': 'HitChain',
'HOT': 'Hydro Protocol', // conflict with HOT (Holo) https://github.com/ccxt/ccxt/issues/4929
// https://github.com/ccxt/ccxt/issues/7399
// https://coinmarketcap.com/currencies/pnetwork/
// https://coinmarketcap.com/currencies/penta/markets/
// https://en.cryptonomist.ch/blog/eidoo/the-edo-to-pnt-upgrade-what-you-need-to-know-updated/
'PNT': 'Penta',
'SBTC': 'Super Bitcoin',
'BIFI': 'Bitcoin File', // conflict with Beefy.Finance https://github.com/ccxt/ccxt/issues/8706
},
});
}
async fetchTime (params = {}) {
/**
* @method
* @name cdax#fetchTime
* @description fetches the current integer timestamp in milliseconds from the exchange server
* @param {object} params extra parameters specific to the cdax api endpoint
* @returns {int} the current integer timestamp in milliseconds from the exchange server
*/
const response = await this.publicGetCommonTimestamp (params);
return this.safeInteger (response, 'data');
}
async fetchTradingLimits (symbols = undefined, params = {}) {
// this method should not be called directly, use loadTradingLimits () instead
// by default it will try load withdrawal fees of all currencies (with separate requests)
// however if you define symbols = [ 'ETH/BTC', 'LTC/BTC' ] in args it will only load those
await this.loadMarkets ();
if (symbols === undefined) {
symbols = this.symbols;
}
const result = {};
for (let i = 0; i < symbols.length; i++) {
const symbol = symbols[i];
result[symbol] = await this.fetchTradingLimitsById (this.marketId (symbol), params);
}
return result;
}
async fetchTradingLimitsById (id, params = {}) {
const request = {
'symbol': id,
};
const response = await this.publicGetCommonExchange (this.extend (request, params));
//
// {
// status: "ok",
// data: {
// 'symbol': "aidocbtc",
// 'buy-limit-must-less-than': 1.1,
// 'sell-limit-must-greater-than': 0.9,
// 'limit-order-must-greater-than': 1,
// 'limit-order-must-less-than': 5000000,
// 'market-buy-order-must-greater-than': 0.0001,
// 'market-buy-order-must-less-than': 100,
// 'market-sell-order-must-greater-than': 1,
// 'market-sell-order-must-less-than': 500000,
// 'circuit-break-when-greater-than': 10000,
// 'circuit-break-when-less-than': 10,
// 'market-sell-order-rate-must-less-than': 0.1,
// 'market-buy-order-rate-must-less-than': 0.1
// }
// }
//
return this.parseTradingLimits (this.safeValue (response, 'data', {}));
}
parseTradingLimits (limits, symbol = undefined, params = {}) {
//
// {
// 'symbol': "aidocbtc",
// 'buy-limit-must-less-than': 1.1,
// 'sell-limit-must-greater-than': 0.9,
// 'limit-order-must-greater-than': 1,
// 'limit-order-must-less-than': 5000000,
// 'market-buy-order-must-greater-than': 0.0001,
// 'market-buy-order-must-less-than': 100,
// 'market-sell-order-must-greater-than': 1,
// 'market-sell-order-must-less-than': 500000,
// 'circuit-break-when-greater-than': 10000,
// 'circuit-break-when-less-than': 10,
// 'market-sell-order-rate-must-less-than': 0.1,
// 'market-buy-order-rate-must-less-than': 0.1
// }
//
return {
'info': limits,
'limits': {
'amount': {
'min': this.safeNumber (limits, 'limit-order-must-greater-than'),
'max': this.safeNumber (limits, 'limit-order-must-less-than'),
},
},
};
}
costToPrecision (symbol, cost) {
return this.decimalToPrecision (cost, TRUNCATE, this.markets[symbol]['precision']['cost'], this.precisionMode);
}
async fetchMarkets (params = {}) {
/**
* @method
* @name cdax#fetchMarkets
* @description retrieves data on all markets for cdax
* @param {object} params extra parameters specific to the exchange api endpoint
* @returns {[object]} an array of objects representing market data
*/
const response = await this.publicGetCommonSymbols (params);
//
// {
// "status": "ok",
// "data": [
// {
// "base-currency": "ckb",
// "quote-currency": "usdt",
// "price-precision": 6,
// "amount-precision": 2,
// "symbol-partition": "default",
// "symbol": "ckbusdt",
// "state": "online",
// "value-precision": 8,
// "min-order-amt": 1,
// "max-order-amt": 140000000,
// "min-order-value": 5,
// "limit-order-min-order-amt": 1,
// "limit-order-max-order-amt": 140000000,
// "limit-order-max-buy-amt": 140000000,
// "limit-order-max-sell-amt": 140000000,
// "sell-market-min-order-amt": 1,
// "sell-market-max-order-amt": 14000000,
// "buy-market-max-order-value": 200000,
// "api-trading": "enabled",
// "tags": ""
// },
// ]
// }
//
const markets = this.safeValue (response, 'data', []);
const numMarkets = markets.length;
if (numMarkets < 1) {
throw new NetworkError (this.id + ' fetchMarkets() returned empty response: ' + this.json (markets));
}
const result = [];
for (let i = 0; i < markets.length; i++) {
const market = markets[i];
const baseId = this.safeString (market, 'base-currency');
const quoteId = this.safeString (market, 'quote-currency');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const state = this.safeString (market, 'state');
result.push ({
'id': baseId + quoteId,
'symbol': base + '/' + quote,
'base': base,
'quote': quote,
'settle': undefined,
'baseId': baseId,
'quoteId': quoteId,
'settleId': undefined,
'type': 'spot',
'spot': true,
'margin': undefined,
'swap': false,
'future': false,
'option': false,
'active': (state === 'online'),
'contract': false,
'linear': undefined,
'inverse': undefined,
'taker': (base === 'OMG') ? 0 : 0.002,
'maker': (base === 'OMG') ? 0 : 0.002,
'contractSize': undefined,
'expiry': undefined,
'expiryDatetime': undefined,
'strike': undefined,
'optionType': undefined,
'precision': {
'amount': this.parseNumber (this.parsePrecision (this.safeString (market, 'amount-precision'))),
'price': this.parseNumber (this.parsePrecision (this.safeString (market, 'price-precision'))),
'cost': this.parseNumber (this.parsePrecision (this.safeString (market, 'value-precision'))),
},
'limits': {
'leverage': {
'min': this.parseNumber ('1'),
'max': this.safeNumber (market, 'leverage-ratio', 1),
'superMax': this.safeNumber (market, 'super-margin-leverage-ratio', 1),
},
'amount': {
'min': this.safeNumber (market, 'min-order-amt'),
'max': this.safeNumber (market, 'max-order-amt'),
},
'price': {
'min': undefined,
'max': undefined,
},
'cost': {
'min': this.safeNumber (market, 'min-order-value', 0),
'max': undefined,
},
},
'info': market,
});
}
return result;
}
parseTicker (ticker, market = undefined) {
//
// fetchTicker
//
// {
// "amount": 26228.672978342216,
// "open": 9078.95,
// "close": 9146.86,
// "high": 9155.41,
// "id": 209988544334,
// "count": 265846,
// "low": 8988.0,
// "version": 209988544334,
// "ask": [ 9146.87, 0.156134 ],
// "vol": 2.3822168242201668E8,
// "bid": [ 9146.86, 0.080758 ],
// }
//
// fetchTickers
// {
// symbol: "bhdht",
// open: 2.3938,
// high: 2.4151,
// low: 2.3323,
// close: 2.3909,
// amount: 628.992,
// vol: 1493.71841095,
// count: 2088,
// bid: 2.3643,
// bidSize: 0.7136,
// ask: 2.4061,
// askSize: 0.4156
// }
//
const symbol = this.safeSymbol (undefined, market);
const timestamp = this.safeInteger (ticker, 'ts');
let bid = undefined;
let bidVolume = undefined;
let ask = undefined;
let askVolume = undefined;
if ('bid' in ticker) {
if (Array.isArray (ticker['bid'])) {
bid = this.safeString (ticker['bid'], 0);
bidVolume = this.safeString (ticker['bid'], 1);
} else {
bid = this.safeString (ticker, 'bid');
bidVolume = this.safeString (ticker, 'bidSize');
}
}
if ('ask' in ticker) {
if (Array.isArray (ticker['ask'])) {
ask = this.safeString (ticker['ask'], 0);
askVolume = this.safeString (ticker['ask'], 1);
} else {
ask = this.safeString (ticker, 'ask');
askVolume = this.safeString (ticker, 'askSize');
}
}
const open = this.safeString (ticker, 'open');
const close = this.safeString (ticker, 'close');
const baseVolume = this.safeString (ticker, 'amount');
const quoteVolume = this.safeString (ticker, 'vol');
return this.safeTicker ({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeString (ticker, 'high'),
'low': this.safeString (ticker, 'low'),
'bid': bid,
'bidVolume': bidVolume,
'ask': ask,
'askVolume': askVolume,
'vwap': undefined,
'open': open,
'close': close,
'last': close,
'previousClose': undefined,
'change': undefined,
'percentage': undefined,
'average': undefined,
'baseVolume': baseVolume,
'quoteVolume': quoteVolume,
'info': ticker,
}, market);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
/**
* @method
* @name cdax#fetchOrderBook
* @description fetches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @param {string} symbol unified symbol of the market to fetch the order book for
* @param {number|undefined} limit the maximum amount of order book entries to return
* @param {object} params extra parameters specific to the cdax api endpoint
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-book-structure} indexed by market symbols
*/
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
'type': 'step0',
};
const response = await this.marketGetDepth (this.extend (request, params));
//
// {
// "status": "ok",
// "ch": "market.btcusdt.depth.step0",
// "ts": 1583474832790,
// "tick": {
// "bids": [
// [ 9100.290000000000000000, 0.200000000000000000 ],
// [ 9099.820000000000000000, 0.200000000000000000 ],
// [ 9099.610000000000000000, 0.205000000000000000 ],
// ],
// "asks": [
// [ 9100.640000000000000000, 0.005904000000000000 ],
// [ 9101.010000000000000000, 0.287311000000000000 ],
// [ 9101.030000000000000000, 0.012121000000000000 ],
// ],
// "ts":1583474832008,
// "version":104999698780
// }
// }
//
if ('tick' in response) {
if (!response['tick']) {
throw new BadSymbol (this.id + ' fetchOrderBook() returned empty response: ' + this.json (response));
}
const tick = this.safeValue (response, 'tick');
const timestamp = this.safeInteger (tick, 'ts', this.safeInteger (response, 'ts'));
const result = this.parseOrderBook (tick, market['symbol'], timestamp);
result['nonce'] = this.safeInteger (tick, 'version');
return result;
}
throw new ExchangeError (this.id + ' fetchOrderBook() returned unrecognized response: ' + this.json (response));
}
async fetchTicker (symbol, params = {}) {
/**
* @method
* @name cdax#fetchTicker
* @description fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @param {string} symbol unified symbol of the market to fetch the ticker for
* @param {object} params extra parameters specific to the cdax api endpoint
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/en/latest/manual.html#ticker-structure}
*/
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
const response = await this.marketGetDetailMerged (this.extend (request, params));
//
// {
// "status": "ok",
// "ch": "market.btcusdt.detail.merged",
// "ts": 1583494336669,
// "tick": {
// "amount": 26228.672978342216,
// "open": 9078.95,
// "close": 9146.86,
// "high": 9155.41,
// "id": 209988544334,
// "count": 265846,
// "low": 8988.0,
// "version": 209988544334,
// "ask": [ 9146.87, 0.156134 ],
// "vol": 2.3822168242201668E8,
// "bid": [ 9146.86, 0.080758 ],
// }
// }
//
const ticker = this.parseTicker (response['tick'], market);
const timestamp = this.safeInteger (response, 'ts');
ticker['timestamp'] = timestamp;
ticker['datetime'] = this.iso8601 (timestamp);
return ticker;
}
async fetchTickers (symbols = undefined, params = {}) {
/**
* @method
* @name cdax#fetchTickers
* @description fetches price tickers for multiple markets, statistical calculations with the information calculated over the past 24 hours each market
* @param {[str]|undefined} symbols unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned
* @param {object} params extra parameters specific to the cdax api endpoint
* @returns {object} an array of [ticker structures]{@link https://docs.ccxt.com/en/latest/manual.html#ticker-structure}
*/
await this.loadMarkets ();
const response = await this.marketGetTickers (params);
const tickers = this.safeValue (response, 'data', []);
const timestamp = this.safeInteger (response, 'ts');
const result = {};
for (let i = 0; i < tickers.length; i++) {
const marketId = this.safeString (tickers[i], 'symbol');
const market = this.safeMarket (marketId);
const symbol = market['symbol'];
const ticker = this.parseTicker (tickers[i], market);
ticker['timestamp'] = timestamp;
ticker['datetime'] = this.iso8601 (timestamp);
result[symbol] = ticker;
}
return this.filterByArray (result, 'symbol', symbols);
}
parseTrade (trade, market = undefined) {
//
// fetchTrades (public)
//
// {
// "id": "112522757755423628681413936",
// "ts": "1638457111917",
// "trade-id": "100454385963",
// "amount": "13.7962",
// "price": "1.697867",
// "direction": "buy"
// }
//
// fetchMyTrades (private)
//
// {
// "symbol": "adausdt",
// "fee-currency": "usdt",
// "source": "spot-api",
// "order-id": "423628498050504",
// "created-at": "1638455779233",
// "role": "taker",
// "price": "1.672487",
// "match-id": "112521868633",
// "trade-id": "100454375614",
// "filled-amount": "6.8",
// "filled-fees": "0.0227458232",
// "filled-points": "0.0",
// "fee-deduct-currency": "",
// "fee-deduct-state": "done",
// "id": "422419583501532",
// "type": "sell-market"
// },
//
// fetchOrderTrades (private)
//
// {
// "symbol": "adausdt",
// "fee-currency": "usdt",
// "source": "spot-api",
// "match-id": "112521868633",
// "trade-id": "100454375614",
// "role": "taker",
// "order-id": "423628498050504",
// "price": "1.672487",
// "created-at": "1638455779233",
// "filled-amount": "6.8",
// "filled-fees": "0.0227458232",
// "filled-points": "0.0",
// "fee-deduct-currency": "",
// "fee-deduct-state": "done",
// "id": "422419583501532",
// "type": "sell-market"
// }
//
const marketId = this.safeString (trade, 'symbol');
const symbol = this.safeSymbol (marketId, market);
const timestamp = this.safeInteger2 (trade, 'ts', 'created-at');
const order = this.safeString (trade, 'order-id');
let side = this.safeString (trade, 'direction');
let type = this.safeString (trade, 'type');
if (type !== undefined) {
const typeParts = type.split ('-');
side = typeParts[0];
type = typeParts[1];
}
const takerOrMaker = this.safeString (trade, 'role');
const priceString = this.safeString (trade, 'price');
const amountString = this.safeString2 (trade, 'filled-amount', 'amount');
let fee = undefined;
let feeCostString = this.safeString (trade, 'filled-fees');
let feeCurrency = this.safeCurrencyCode (this.safeString (trade, 'fee-currency'));
const filledPoints = this.safeString (trade, 'filled-points');
if (filledPoints !== undefined) {
if ((feeCostString === undefined) || (feeCostString === '0.0')) {
feeCostString = filledPoints;
feeCurrency = this.safeCurrencyCode (this.safeString (trade, 'fee-deduct-currency'));
}
}
if (feeCostString !== undefined) {
fee = {
'cost': feeCostString,
'currency': feeCurrency,
};
}
const tradeId = this.safeString2 (trade, 'trade-id', 'tradeId');
const id = this.safeString (trade, 'id', tradeId);
return this.safeTrade ({
'id': id,
'info': trade,
'order': order,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'type': type,
'side': side,
'takerOrMaker': takerOrMaker,
'price': priceString,
'amount': amountString,
'cost': undefined,
'fee': fee,
}, market);
}
async fetchOrderTrades (id, symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name cdax#fetchOrderTrades
* @description fetch all the trades made from a single order
* @param {string} id order id
* @param {string|undefined} symbol unified market symbol
* @param {number|undefined} since the earliest time in ms to fetch trades for
* @param {number|undefined} limit the maximum number of trades to retrieve
* @param {object} params extra parameters specific to the cdax api endpoint
* @returns {[object]} a list of [trade structures]{@link https://docs.ccxt.com/en/latest/manual.html#trade-structure}
*/
await this.loadMarkets ();
const request = {
'id': id,
};
const response = await this.privateGetOrderOrdersIdMatchresults (this.extend (request, params));
return this.parseTrades (response['data'], undefined, since, limit);
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name cdax#fetchMyTrades
* @description fetch all trades made by the user
* @param {string|undefined} symbol unified market symbol
* @param {number|undefined} since the earliest time in ms to fetch trades for
* @param {number|undefined} limit the maximum number of trades structures to retrieve
* @param {object} params extra parameters specific to the cdax api endpoint
* @returns {[object]} a list of [trade structures]{@link https://docs.ccxt.com/en/latest/manual.html#trade-structure}
*/
await this.loadMarkets ();
let market = undefined;
const request = {};
if (symbol !== undefined) {
market = this.market (symbol);
request['symbol'] = market['id'];
}
if (limit !== undefined) {
request['size'] = limit; // 1-100 orders, default is 100
}
if (since !== undefined) {
request['start-time'] = since; // a date within 120 days from today
// request['end-time'] = this.sum (since, 172800000); // 48 hours window
}
const response = await this.privateGetOrderMatchresults (this.extend (request, params));
return this.parseTrades (response['data'], market, since, limit);
}
async fetchTrades (symbol, since = undefined, limit = 1000, params = {}) {
/**
* @method
* @name cdax#fetchTrades
* @description get the list of most recent trades for a particular symbol
* @param {string} symbol unified symbol of the market to fetch trades for
* @param {number|undefined} since timestamp in ms of the earliest trade to fetch
* @param {number|undefined} limit the maximum amount of trades to fetch
* @param {object} params extra parameters specific to the cdax api endpoint
* @returns {[object]} a list of [trade structures]{@link https://docs.ccxt.com/en/latest/manual.html?#public-trades}
*/
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
};
if (limit !== undefined) {
request['size'] = limit;
}
const response = await this.marketGetHistoryTrade (this.extend (request, params));
//
// {
// "status": "ok",
// "ch": "market.btcusdt.trade.detail",
// "ts": 1583497692365,
// "data": [
// {
// "id": 105005170342,
// "ts": 1583497692182,
// "data": [
// {
// "amount": 0.010411000000000000,
// "trade-id": 102090736910,
// "ts": 1583497692182,
// "id": 10500517034273194594947,
// "price": 9096.050000000000000000,
// "direction": "sell"
// }
// ]
// },
// // ...
// ]
// }
//
const data = this.safeValue (response, 'data', []);
let result = [];
for (let i = 0; i < data.length; i++) {
const trades = this.safeValue (data[i], 'data', []);
for (let j = 0; j < trades.length; j++) {
const trade = this.parseTrade (trades[j], market);
result.push (trade);
}
}
result = this.sortBy (result, 'timestamp');
return this.filterBySymbolSinceLimit (result, market['symbol'], since, limit);
}
parseOHLCV (ohlcv, market = undefined) {
//
// {
// "amount":1.2082,
// "open":0.025096,
// "close":0.025095,
// "high":0.025096,
// "id":1591515300,
// "count":6,
// "low":0.025095,
// "vol":0.0303205097
// }
//
return [
this.safeTimestamp (ohlcv, 'id'),
this.safeNumber (ohlcv, 'open'),
this.safeNumber (ohlcv, 'high'),
this.safeNumber (ohlcv, 'low'),
this.safeNumber (ohlcv, 'close'),
this.safeNumber (ohlcv, 'amount'),
];
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = 1000, params = {}) {
/**
* @method
* @name cdax#fetchOHLCV
* @description fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @param {string} symbol unified symbol of the market to fetch OHLCV data for
* @param {string} timeframe the length of time each candle represents
* @param {number|undefined} since timestamp in ms of the earliest candle to fetch
* @param {number|undefined} limit the maximum amount of candles to fetch
* @param {object} params extra parameters specific to the cdax api endpoint
* @returns {[[int]]} A list of candles ordered as timestamp, open, high, low, close, volume
*/
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'symbol': market['id'],
'period': this.timeframes[timeframe],
};
if (limit !== undefined) {
request['size'] = limit;
}
const response = await this.marketGetHistoryKline (this.extend (request, params));
//
// {
// "status":"ok",
// "ch":"market.ethbtc.kline.1min",
// "ts":1591515374371,
// "data":[
// {"amount":0.0,"open":0.025095,"close":0.025095,"high":0.025095,"id":1591515360,"count":0,"low":0.025095,"vol":0.0},
// {"amount":1.2082,"open":0.025096,"close":0.025095,"high":0.025096,"id":1591515300,"count":6,"low":0.025095,"vol":0.0303205097},
// {"amount":0.0648,"open":0.025096,"close":0.025096,"high":0.025096,"id":1591515240,"count":2,"low":0.025096,"vol":0.0016262208},
// ]
// }
//
const data = this.safeValue (response, 'data', []);
return this.parseOHLCVs (data, market, timeframe, since, limit);
}
async fetchAccounts (params = {}) {
/**
* @method
* @name cdax#fetchAccounts
* @description fetch all the accounts associated with a profile
* @param {object} params extra parameters specific to the cdax api endpoint
* @returns {object} a dictionary of [account structures]{@link https://docs.ccxt.com/en/latest/manual.html#account-structure} indexed by the account type
*/
await this.loadMarkets ();
const response = await this.privateGetAccountAccounts (params);
return response['data'];
}
async fetchCurrencies (params = {}) {
/**
* @method
* @name cdax#fetchCurrencies
* @description fetches all available currencies on an exchange
* @param {object} params extra parameters specific to the cdax api endpoint
* @returns {object} an associative dictionary of currencies
*/
const request = {
'language': this.options['language'],
};
const response = await this.publicGetSettingsCurrencys (this.extend (request, params));
//
// {
// "status":"ok",
// "data":[
// {
// "currency-addr-with-tag":false,
// "fast-confirms":12,
// "safe-confirms":12,
// "currency-type":"eth",
// "quote-currency":true,
// "withdraw-enable-timestamp":1609430400000,
// "deposit-enable-timestamp":1609430400000,
// "currency-partition":"all",
// "support-sites":["OTC","INSTITUTION","MINEPOOL"],
// "withdraw-precision":6,
// "visible-assets-timestamp":1508839200000,
// "deposit-min-amount":"1",
// "withdraw-min-amount":"10",
// "show-precision":"8",
// "tags":"",
// "weight":23,
// "full-name":"Tether USDT",
// "otc-enable":1,
// "visible":true,
// "white-enabled":false,
// "country-disabled":false,
// "deposit-enabled":true,
// "withdraw-enabled":true,
// "name":"usdt",
// "state":"online",
// "display-name":"USDT",
// "suspend-withdraw-desc":null,
// "withdraw-desc":"Minimum withdrawal amount: 10 USDT (ERC20). !>_<!To ensure the safety of your funds, your withdrawal request will be manually reviewed if your security strategy or password is changed. Please wait for phone calls or emails from our staff.!>_<!Please make sure that your computer and browser are secure and your information is protected from being tampered or leaked.",
// "suspend-deposit-desc":null,
// "deposit-desc":"Please don’t deposit any other digital assets except USDT to the above address. Otherwise, you may lose your assets permanently. !>_<!Depositing to the above address requires confirmations of the entire network. It will arrive after 12 confirmations, and it will be available to withdraw after 12 confirmations. !>_<!Minimum deposit amount: 1 USDT. Any deposits less than the minimum will not be credited or refunded.!>_<!Your deposit address won’t change often. If there are any changes, we will notify you via announcement or email.!>_<!Please make sure that your computer and browser are secure and your information is protected from being tampered or leaked.",
// "suspend-visible-desc":null
// }
// ]
// }
//
const currencies = this.safeValue (response, 'data', []);
const result = {};
for (let i = 0; i < currencies.length; i++) {