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bitmex.js
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bitmex.js
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'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { TICK_SIZE } = require ('./base/functions/number');
const { AuthenticationError, BadRequest, DDoSProtection, ExchangeError, ExchangeNotAvailable, InsufficientFunds, InvalidOrder, OrderNotFound, PermissionDenied, ArgumentsRequired, BadSymbol } = require ('./base/errors');
const Precise = require ('./base/Precise');
// ---------------------------------------------------------------------------
module.exports = class bitmex extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'bitmex',
'name': 'BitMEX',
'countries': [ 'SC' ], // Seychelles
'version': 'v1',
'userAgent': undefined,
// cheapest endpoints are 10 requests per second (trading)
// 10 per second => rateLimit = 1000ms / 10 = 100ms
// 120 per minute => 2 per second => weight = 5 (authenticated)
// 30 per minute => 0.5 per second => weight = 20 (unauthenticated)
'rateLimit': 100,
'pro': true,
'has': {
'CORS': undefined,
'spot': true,
'margin': false,
'swap': true,
'future': true,
'option': false,
'addMargin': undefined,
'cancelAllOrders': true,
'cancelOrder': true,
'cancelOrders': true,
'createOrder': true,
'createReduceOnlyOrder': true,
'editOrder': true,
'fetchBalance': true,
'fetchClosedOrders': true,
'fetchDepositAddress': true,
'fetchDepositAddresses': false,
'fetchDepositAddressesByNetwork': false,
'fetchFundingHistory': false,
'fetchFundingRate': false,
'fetchFundingRateHistory': true,
'fetchFundingRates': true,
'fetchIndexOHLCV': false,
'fetchLedger': true,
'fetchLeverage': false,
'fetchLeverageTiers': false,
'fetchMarketLeverageTiers': false,
'fetchMarkets': true,
'fetchMarkOHLCV': false,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': true,
'fetchPosition': false,
'fetchPositions': true,
'fetchPositionsRisk': false,
'fetchPremiumIndexOHLCV': false,
'fetchTicker': true,
'fetchTickers': true,
'fetchTrades': true,
'fetchTransactions': 'emulated',
'fetchTransfer': false,
'fetchTransfers': false,
'reduceMargin': undefined,
'setLeverage': true,
'setMargin': undefined,
'setMarginMode': true,
'setPositionMode': false,
'transfer': false,
'withdraw': true,
},
'timeframes': {
'1m': '1m',
'5m': '5m',
'1h': '1h',
'1d': '1d',
},
'urls': {
'test': {
'public': 'https://testnet.bitmex.com',
'private': 'https://testnet.bitmex.com',
},
'logo': 'https://user-images.githubusercontent.com/1294454/27766319-f653c6e6-5ed4-11e7-933d-f0bc3699ae8f.jpg',
'api': {
'public': 'https://www.bitmex.com',
'private': 'https://www.bitmex.com',
},
'www': 'https://www.bitmex.com',
'doc': [
'https://www.bitmex.com/app/apiOverview',
'https://github.com/BitMEX/api-connectors/tree/master/official-http',
],
'fees': 'https://www.bitmex.com/app/fees',
'referral': 'https://www.bitmex.com/register/upZpOX',
},
'api': {
'public': {
'get': {
'announcement': 5,
'announcement/urgent': 5,
'funding': 5,
'instrument': 5,
'instrument/active': 5,
'instrument/activeAndIndices': 5,
'instrument/activeIntervals': 5,
'instrument/compositeIndex': 5,
'instrument/indices': 5,
'insurance': 5,
'leaderboard': 5,
'liquidation': 5,
'orderBook': 5,
'orderBook/L2': 5,
'quote': 5,
'quote/bucketed': 5,
'schema': 5,
'schema/websocketHelp': 5,
'settlement': 5,
'stats': 5,
'stats/history': 5,
'trade': 5,
'trade/bucketed': 5,
'wallet/assets': 5,
'wallet/networks': 5,
},
},
'private': {
'get': {
'apiKey': 5,
'chat': 5,
'chat/channels': 5,
'chat/connected': 5,
'execution': 5,
'execution/tradeHistory': 5,
'notification': 5,
'order': 5,
'position': 5,
'user': 5,
'user/affiliateStatus': 5,
'user/checkReferralCode': 5,
'user/commission': 5,
'user/depositAddress': 5,
'user/executionHistory': 5,
'user/margin': 5,
'user/minWithdrawalFee': 5,
'user/wallet': 5,
'user/walletHistory': 5,
'user/walletSummary': 5,
'wallet/assets': 5,
'wallet/networks': 5,
'userEvent': 5,
},
'post': {
'apiKey': 5,
'apiKey/disable': 5,
'apiKey/enable': 5,
'chat': 5,
'order': 1,
'order/bulk': 5,
'order/cancelAllAfter': 5,
'order/closePosition': 5,
'position/isolate': 1,
'position/leverage': 1,
'position/riskLimit': 5,
'position/transferMargin': 1,
'user/cancelWithdrawal': 5,
'user/confirmEmail': 5,
'user/confirmEnableTFA': 5,
'user/confirmWithdrawal': 5,
'user/disableTFA': 5,
'user/logout': 5,
'user/logoutAll': 5,
'user/preferences': 5,
'user/requestEnableTFA': 5,
'user/requestWithdrawal': 5,
},
'put': {
'order': 1,
'order/bulk': 5,
'user': 5,
},
'delete': {
'apiKey': 5,
'order': 1,
'order/all': 1,
},
},
},
'exceptions': {
'exact': {
'Invalid API Key.': AuthenticationError,
'This key is disabled.': PermissionDenied,
'Access Denied': PermissionDenied,
'Duplicate clOrdID': InvalidOrder,
'orderQty is invalid': InvalidOrder,
'Invalid price': InvalidOrder,
'Invalid stopPx for ordType': InvalidOrder,
},
'broad': {
'Signature not valid': AuthenticationError,
'overloaded': ExchangeNotAvailable,
'Account has insufficient Available Balance': InsufficientFunds,
'Service unavailable': ExchangeNotAvailable, // {"error":{"message":"Service unavailable","name":"HTTPError"}}
'Server Error': ExchangeError, // {"error":{"message":"Server Error","name":"HTTPError"}}
'Unable to cancel order due to existing state': InvalidOrder,
'We require all new traders to verify': PermissionDenied, // {"message":"We require all new traders to verify their identity before their first deposit. Please visit bitmex.com/verify to complete the process.","name":"HTTPError"}
},
},
'precisionMode': TICK_SIZE,
'options': {
// https://blog.bitmex.com/api_announcement/deprecation-of-api-nonce-header/
// https://github.com/ccxt/ccxt/issues/4789
'api-expires': 5, // in seconds
'fetchOHLCVOpenTimestamp': true,
'networks': {
'BTC': 'btc',
'ETH': 'eth',
'BSC': 'bsc',
'BNB': 'bsc',
'TRON': 'tron',
'ERC20': 'eth',
'BEP20': 'bsc',
'TRC20': 'tron',
'TRX': 'tron',
'AVAX': 'avax',
'NEAR': 'near',
'XTZ': 'xtz',
'DOT': 'dot',
'SOL': 'sol',
},
'networksById': {
'btc': 'BTC',
'eth': 'ERC20',
'bsc': 'BSC',
'tron': 'TRX',
'avax': 'AVAX',
'near': 'NEAR',
'xtz': 'XTZ',
'dot': 'DOT',
'sol': 'SOL',
},
},
'commonCurrencies': {
'USDt': 'USDT',
'XBt': 'BTC',
'XBT': 'BTC',
'Gwei': 'ETH',
'GWEI': 'ETH',
'LAMP': 'SOL',
'LAMp': 'SOL',
},
});
}
async fetchMarkets (params = {}) {
/**
* @method
* @name bitmex#fetchMarkets
* @description retrieves data on all markets for bitmex
* @param {object} params extra parameters specific to the exchange api endpoint
* @returns {[object]} an array of objects representing market data
*/
const response = await this.publicGetInstrumentActiveAndIndices (params);
//
// {
// "symbol": "LTCUSDT",
// "rootSymbol": "LTC",
// "state": "Open",
// "typ": "FFWCSX",
// "listing": "2021-11-10T04:00:00.000Z",
// "front": "2021-11-10T04:00:00.000Z",
// "expiry": null,
// "settle": null,
// "listedSettle": null,
// "relistInterval": null,
// "inverseLeg": "",
// "sellLeg": "",
// "buyLeg": "",
// "optionStrikePcnt": null,
// "optionStrikeRound": null,
// "optionStrikePrice": null,
// "optionMultiplier": null,
// "positionCurrency": "LTC",
// "underlying": "LTC",
// "quoteCurrency": "USDT",
// "underlyingSymbol": "LTCT=",
// "reference": "BMEX",
// "referenceSymbol": ".BLTCT",
// "calcInterval": null,
// "publishInterval": null,
// "publishTime": null,
// "maxOrderQty": 1000000000,
// "maxPrice": 1000000,
// "lotSize": 1000,
// "tickSize": 0.01,
// "multiplier": 100,
// "settlCurrency": "USDt",
// "underlyingToPositionMultiplier": 10000,
// "underlyingToSettleMultiplier": null,
// "quoteToSettleMultiplier": 1000000,
// "isQuanto": false,
// "isInverse": false,
// "initMargin": 0.03,
// "maintMargin": 0.015,
// "riskLimit": 1000000000000,
// "riskStep": 1000000000000,
// "limit": null,
// "capped": false,
// "taxed": true,
// "deleverage": true,
// "makerFee": -0.0001,
// "takerFee": 0.0005,
// "settlementFee": 0,
// "insuranceFee": 0,
// "fundingBaseSymbol": ".LTCBON8H",
// "fundingQuoteSymbol": ".USDTBON8H",
// "fundingPremiumSymbol": ".LTCUSDTPI8H",
// "fundingTimestamp": "2022-01-14T20:00:00.000Z",
// "fundingInterval": "2000-01-01T08:00:00.000Z",
// "fundingRate": 0.0001,
// "indicativeFundingRate": 0.0001,
// "rebalanceTimestamp": null,
// "rebalanceInterval": null,
// "openingTimestamp": "2022-01-14T17:00:00.000Z",
// "closingTimestamp": "2022-01-14T18:00:00.000Z",
// "sessionInterval": "2000-01-01T01:00:00.000Z",
// "prevClosePrice": 138.511,
// "limitDownPrice": null,
// "limitUpPrice": null,
// "bankruptLimitDownPrice": null,
// "bankruptLimitUpPrice": null,
// "prevTotalVolume": 12699024000,
// "totalVolume": 12702160000,
// "volume": 3136000,
// "volume24h": 114251000,
// "prevTotalTurnover": 232418052349000,
// "totalTurnover": 232463353260000,
// "turnover": 45300911000,
// "turnover24h": 1604331340000,
// "homeNotional24h": 11425.1,
// "foreignNotional24h": 1604331.3400000003,
// "prevPrice24h": 135.48,
// "vwap": 140.42165,
// "highPrice": 146.42,
// "lowPrice": 135.08,
// "lastPrice": 144.36,
// "lastPriceProtected": 144.36,
// "lastTickDirection": "MinusTick",
// "lastChangePcnt": 0.0655,
// "bidPrice": 143.75,
// "midPrice": 143.855,
// "askPrice": 143.96,
// "impactBidPrice": 143.75,
// "impactMidPrice": 143.855,
// "impactAskPrice": 143.96,
// "hasLiquidity": true,
// "openInterest": 38103000,
// "openValue": 547963053300,
// "fairMethod": "FundingRate",
// "fairBasisRate": 0.1095,
// "fairBasis": 0.004,
// "fairPrice": 143.811,
// "markMethod": "FairPrice",
// "markPrice": 143.811,
// "indicativeTaxRate": null,
// "indicativeSettlePrice": 143.807,
// "optionUnderlyingPrice": null,
// "settledPriceAdjustmentRate": null,
// "settledPrice": null,
// "timestamp": "2022-01-14T17:49:55.000Z"
// }
//
const result = [];
for (let i = 0; i < response.length; i++) {
const market = response[i];
const id = this.safeString (market, 'symbol');
const baseId = this.safeString (market, 'underlying');
const quoteId = this.safeString (market, 'quoteCurrency');
const settleId = this.safeString (market, 'settlCurrency', '');
const base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const settle = this.safeCurrencyCode (settleId);
const basequote = baseId + quoteId;
const swap = (id === basequote);
// 'positionCurrency' may be empty ("", as Bitmex currently returns for ETHUSD)
// so let's take the settlCurrency first and then adjust if needed
let type = undefined;
let future = false;
let prediction = false;
let index = false;
let symbol = base + '/' + quote + ':' + settle;
const expiryDatetime = this.safeString (market, 'expiry');
const expiry = this.parse8601 (expiryDatetime);
const inverse = this.safeValue (market, 'isInverse');
const status = this.safeString (market, 'state');
let active = status !== 'Unlisted';
if (swap) {
type = 'swap';
} else if (id.indexOf ('B_') >= 0) {
prediction = true;
type = 'prediction';
symbol = id;
} else if (expiry !== undefined) {
future = true;
type = 'future';
symbol = symbol + '-' + this.yymmdd (expiry);
} else {
index = true;
type = 'index';
symbol = id;
active = false;
}
const positionId = this.safeString2 (market, 'positionCurrency', 'underlying');
const position = this.safeCurrencyCode (positionId);
const positionIsQuote = (position === quote);
const maxOrderQty = this.safeNumber (market, 'maxOrderQty');
const contract = !index;
const initMargin = this.safeString (market, 'initMargin', '1');
const maxLeverage = this.parseNumber (Precise.stringDiv ('1', initMargin));
const multiplierString = Precise.stringAbs (this.safeString (market, 'multiplier'));
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'settle': settle,
'baseId': baseId,
'quoteId': quoteId,
'settleId': settleId,
'type': type,
'spot': false,
'margin': false,
'swap': swap,
'future': future,
'option': false,
'prediction': prediction,
'index': index,
'active': active,
'contract': contract,
'linear': contract ? !inverse : undefined,
'inverse': contract ? inverse : undefined,
'taker': this.safeNumber (market, 'takerFee'),
'maker': this.safeNumber (market, 'makerFee'),
'contractSize': this.parseNumber (multiplierString),
'expiry': expiry,
'expiryDatetime': expiryDatetime,
'strike': this.safeNumber (market, 'optionStrikePrice'),
'optionType': undefined,
'precision': {
'amount': this.safeNumber (market, 'lotSize'),
'price': this.safeNumber (market, 'tickSize'),
'quote': this.safeNumber (market, 'tickSize'),
'base': this.safeNumber (market, 'tickSize'),
},
'limits': {
'leverage': {
'min': contract ? this.parseNumber ('1') : undefined,
'max': contract ? maxLeverage : undefined,
},
'amount': {
'min': undefined,
'max': positionIsQuote ? undefined : maxOrderQty,
},
'price': {
'min': undefined,
'max': this.safeNumber (market, 'maxPrice'),
},
'cost': {
'min': undefined,
'max': positionIsQuote ? maxOrderQty : undefined,
},
},
'info': market,
});
}
return result;
}
parseBalance (response) {
//
// [
// {
// "account":1455728,
// "currency":"XBt",
// "riskLimit":1000000000000,
// "prevState":"",
// "state":"",
// "action":"",
// "amount":263542,
// "pendingCredit":0,
// "pendingDebit":0,
// "confirmedDebit":0,
// "prevRealisedPnl":0,
// "prevUnrealisedPnl":0,
// "grossComm":0,
// "grossOpenCost":0,
// "grossOpenPremium":0,
// "grossExecCost":0,
// "grossMarkValue":0,
// "riskValue":0,
// "taxableMargin":0,
// "initMargin":0,
// "maintMargin":0,
// "sessionMargin":0,
// "targetExcessMargin":0,
// "varMargin":0,
// "realisedPnl":0,
// "unrealisedPnl":0,
// "indicativeTax":0,
// "unrealisedProfit":0,
// "syntheticMargin":null,
// "walletBalance":263542,
// "marginBalance":263542,
// "marginBalancePcnt":1,
// "marginLeverage":0,
// "marginUsedPcnt":0,
// "excessMargin":263542,
// "excessMarginPcnt":1,
// "availableMargin":263542,
// "withdrawableMargin":263542,
// "timestamp":"2020-08-03T12:01:01.246Z",
// "grossLastValue":0,
// "commission":null
// }
// ]
//
const result = { 'info': response };
for (let i = 0; i < response.length; i++) {
const balance = response[i];
const currencyId = this.safeString (balance, 'currency');
const code = this.safeCurrencyCode (currencyId);
const account = this.account ();
let free = this.safeString (balance, 'availableMargin');
let total = this.safeString (balance, 'marginBalance');
if (code !== 'USDT') {
// tmp fix until this PR gets merged
// https://github.com/ccxt/ccxt/pull/15311
const symbol = code + '_USDT';
const market = this.safeMarket (symbol);
const info = this.safeValue (market, 'info', {});
const multiplier = this.safeString (info, 'underlyingToPositionMultiplier');
if (multiplier !== undefined) {
free = Precise.stringDiv (free, multiplier);
total = Precise.stringDiv (total, multiplier);
} else {
free = Precise.stringDiv (free, '1e8');
total = Precise.stringDiv (total, '1e8');
}
} else {
free = Precise.stringDiv (free, '1e6');
total = Precise.stringDiv (total, '1e6');
}
account['free'] = free;
account['total'] = total;
result[code] = account;
}
return this.safeBalance (result);
}
async fetchBalance (params = {}) {
/**
* @method
* @name bitmex#fetchBalance
* @description query for balance and get the amount of funds available for trading or funds locked in orders
* @param {object} params extra parameters specific to the bitmex api endpoint
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/en/latest/manual.html?#balance-structure}
*/
await this.loadMarkets ();
const request = {
'currency': 'all',
};
const response = await this.privateGetUserMargin (this.extend (request, params));
//
// [
// {
// "account":1455728,
// "currency":"XBt",
// "riskLimit":1000000000000,
// "prevState":"",
// "state":"",
// "action":"",
// "amount":263542,
// "pendingCredit":0,
// "pendingDebit":0,
// "confirmedDebit":0,
// "prevRealisedPnl":0,
// "prevUnrealisedPnl":0,
// "grossComm":0,
// "grossOpenCost":0,
// "grossOpenPremium":0,
// "grossExecCost":0,
// "grossMarkValue":0,
// "riskValue":0,
// "taxableMargin":0,
// "initMargin":0,
// "maintMargin":0,
// "sessionMargin":0,
// "targetExcessMargin":0,
// "varMargin":0,
// "realisedPnl":0,
// "unrealisedPnl":0,
// "indicativeTax":0,
// "unrealisedProfit":0,
// "syntheticMargin":null,
// "walletBalance":263542,
// "marginBalance":263542,
// "marginBalancePcnt":1,
// "marginLeverage":0,
// "marginUsedPcnt":0,
// "excessMargin":263542,
// "excessMarginPcnt":1,
// "availableMargin":263542,
// "withdrawableMargin":263542,
// "timestamp":"2020-08-03T12:01:01.246Z",
// "grossLastValue":0,
// "commission":null
// }
// ]
//
return this.parseBalance (response);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
/**
* @method
* @name bitmex#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 {int|undefined} limit the maximum amount of order book entries to return
* @param {object} params extra parameters specific to the bitmex 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'],
};
if (limit !== undefined) {
request['depth'] = limit;
}
const response = await this.publicGetOrderBookL2 (this.extend (request, params));
const result = {
'symbol': symbol,
'bids': [],
'asks': [],
'timestamp': undefined,
'datetime': undefined,
'nonce': undefined,
};
for (let i = 0; i < response.length; i++) {
const order = response[i];
const side = (order['side'] === 'Sell') ? 'asks' : 'bids';
const amount = this.safeNumber (order, 'size');
const price = this.safeNumber (order, 'price');
// https://github.com/ccxt/ccxt/issues/4926
// https://github.com/ccxt/ccxt/issues/4927
// the exchange sometimes returns null price in the orderbook
if (price !== undefined) {
result[side].push ([ price, amount ]);
}
}
result['bids'] = this.sortBy (result['bids'], 0, true);
result['asks'] = this.sortBy (result['asks'], 0);
return result;
}
async fetchOrder (id, symbol = undefined, params = {}) {
/**
* @method
* @name bitmex#fetchOrder
* @description fetches information on an order made by the user
* @param {string|undefined} symbol unified symbol of the market the order was made in
* @param {object} params extra parameters specific to the bitmex api endpoint
* @returns {object} An [order structure]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure}
*/
const filter = {
'filter': {
'orderID': id,
},
};
const response = await this.fetchOrders (symbol, undefined, undefined, this.deepExtend (filter, params));
const numResults = response.length;
if (numResults === 1) {
return response[0];
}
throw new OrderNotFound (this.id + ': The order ' + id + ' not found.');
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name bitmex#fetchOrders
* @description fetches information on multiple orders made by the user
* @param {string|undefined} symbol unified market symbol of the market orders were made in
* @param {int|undefined} since the earliest time in ms to fetch orders for
* @param {int|undefined} limit the maximum number of orde structures to retrieve
* @param {object} params extra parameters specific to the bitmex api endpoint
* @returns {[object]} a list of [order structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure}
*/
await this.loadMarkets ();
let market = undefined;
let request = {};
if (symbol !== undefined) {
market = this.market (symbol);
request['symbol'] = market['id'];
}
if (since !== undefined) {
request['startTime'] = this.iso8601 (since);
}
if (limit !== undefined) {
request['count'] = limit;
}
request = this.deepExtend (request, params);
// why the hassle? urlencode in python is kinda broken for nested dicts.
// E.g. self.urlencode({"filter": {"open": True}}) will return "filter={'open':+True}"
// Bitmex doesn't like that. Hence resorting to this hack.
if ('filter' in request) {
request['filter'] = this.json (request['filter']);
}
const response = await this.privateGetOrder (request);
return this.parseOrders (response, market, since, limit);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name bitmex#fetchOpenOrders
* @description fetch all unfilled currently open orders
* @param {string|undefined} symbol unified market symbol
* @param {int|undefined} since the earliest time in ms to fetch open orders for
* @param {int|undefined} limit the maximum number of open orders structures to retrieve
* @param {object} params extra parameters specific to the bitmex api endpoint
* @returns {[object]} a list of [order structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure}
*/
const request = {
'filter': {
'open': true,
},
};
return await this.fetchOrders (symbol, since, limit, this.deepExtend (request, params));
}
async fetchClosedOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name bitmex#fetchClosedOrders
* @description fetches information on multiple closed orders made by the user
* @param {string|undefined} symbol unified market symbol of the market orders were made in
* @param {int|undefined} since the earliest time in ms to fetch orders for
* @param {int|undefined} limit the maximum number of orde structures to retrieve
* @param {object} params extra parameters specific to the bitmex api endpoint
* @returns {[object]} a list of [order structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure}
*/
// Bitmex barfs if you set 'open': false in the filter...
const orders = await this.fetchOrders (symbol, since, limit, params);
return this.filterBy (orders, 'status', 'closed');
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name bitmex#fetchMyTrades
* @description fetch all trades made by the user
* @param {string|undefined} symbol unified market symbol
* @param {int|undefined} since the earliest time in ms to fetch trades for
* @param {int|undefined} limit the maximum number of trades structures to retrieve
* @param {object} params extra parameters specific to the bitmex 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;
let request = {};
if (symbol !== undefined) {
market = this.market (symbol);
request['symbol'] = market['id'];
}
if (since !== undefined) {
request['startTime'] = this.iso8601 (since);
}
if (limit !== undefined) {
request['count'] = limit;
}
request = this.deepExtend (request, params);
// why the hassle? urlencode in python is kinda broken for nested dicts.
// E.g. self.urlencode({"filter": {"open": True}}) will return "filter={'open':+True}"
// Bitmex doesn't like that. Hence resorting to this hack.
if ('filter' in request) {
request['filter'] = this.json (request['filter']);
}
const response = await this.privateGetExecutionTradeHistory (request);
//
// [
// {
// "execID": "string",
// "orderID": "string",
// "clOrdID": "string",
// "clOrdLinkID": "string",
// "account": 0,
// "symbol": "string",
// "side": "string",
// "lastQty": 0,
// "lastPx": 0,
// "underlyingLastPx": 0,
// "lastMkt": "string",
// "lastLiquidityInd": "string",
// "simpleOrderQty": 0,
// "orderQty": 0,
// "price": 0,
// "displayQty": 0,
// "stopPx": 0,
// "pegOffsetValue": 0,
// "pegPriceType": "string",
// "currency": "string",
// "settlCurrency": "string",
// "execType": "string",
// "ordType": "string",
// "timeInForce": "string",
// "execInst": "string",
// "contingencyType": "string",
// "exDestination": "string",
// "ordStatus": "string",
// "triggered": "string",
// "workingIndicator": true,
// "ordRejReason": "string",
// "simpleLeavesQty": 0,
// "leavesQty": 0,
// "simpleCumQty": 0,
// "cumQty": 0,
// "avgPx": 0,
// "commission": 0,
// "tradePublishIndicator": "string",
// "multiLegReportingType": "string",
// "text": "string",
// "trdMatchID": "string",
// "execCost": 0,
// "execComm": 0,
// "homeNotional": 0,
// "foreignNotional": 0,
// "transactTime": "2019-03-05T12:47:02.762Z",
// "timestamp": "2019-03-05T12:47:02.762Z"
// }
// ]
//
return this.parseTrades (response, market, since, limit);
}
parseLedgerEntryType (type) {
const types = {
'Withdrawal': 'transaction',
'RealisedPNL': 'margin',
'UnrealisedPNL': 'margin',
'Deposit': 'transaction',
'Transfer': 'transfer',
'AffiliatePayout': 'referral',
};
return this.safeString (types, type, type);
}
parseLedgerEntry (item, currency = undefined) {
//
// {
// transactID: "69573da3-7744-5467-3207-89fd6efe7a47",
// account: 24321,
// currency: "XBt",
// transactType: "Withdrawal", // "AffiliatePayout", "Transfer", "Deposit", "RealisedPNL", ...
// amount: -1000000,
// fee: 300000,
// transactStatus: "Completed", // "Canceled", ...
// address: "1Ex4fkF4NhQaQdRWNoYpqiPbDBbq18Kdd9",
// tx: "3BMEX91ZhhKoWtsH9QRb5dNXnmnGpiEetA",
// text: "",
// transactTime: "2017-03-21T20:05:14.388Z",
// walletBalance: 0, // balance after
// marginBalance: null,
// timestamp: "2017-03-22T13:09:23.514Z"
// }
//
// ButMEX returns the unrealized pnl from the wallet history endpoint.
// The unrealized pnl transaction has an empty timestamp.
// It is not related to historical pnl it has status set to "Pending".
// Therefore it's not a part of the history at all.
// https://github.com/ccxt/ccxt/issues/6047
//
// {
// "transactID":"00000000-0000-0000-0000-000000000000",
// "account":121210,
// "currency":"XBt",
// "transactType":"UnrealisedPNL",
// "amount":-5508,
// "fee":0,
// "transactStatus":"Pending",
// "address":"XBTUSD",
// "tx":"",
// "text":"",
// "transactTime":null, # ←---------------------------- null
// "walletBalance":139198767,
// "marginBalance":139193259,
// "timestamp":null # ←---------------------------- null
// }
//
const id = this.safeString (item, 'transactID');
const account = this.safeString (item, 'account');
const referenceId = this.safeString (item, 'tx');
const referenceAccount = undefined;
const type = this.parseLedgerEntryType (this.safeString (item, 'transactType'));
const currencyId = this.safeString (item, 'currency');
const code = this.safeCurrencyCode (currencyId, currency);
let amount = this.safeNumber (item, 'amount');
if (amount !== undefined) {
amount = amount / 100000000;
}
let timestamp = this.parse8601 (this.safeString (item, 'transactTime'));
if (timestamp === undefined) {
// https://github.com/ccxt/ccxt/issues/6047
// set the timestamp to zero, 1970 Jan 1 00:00:00
// for unrealized pnl and other transactions without a timestamp
timestamp = 0; // see comments above
}
let feeCost = this.safeNumber (item, 'fee', 0);
if (feeCost !== undefined) {
feeCost = feeCost / 100000000;
}
const fee = {
'cost': feeCost,
'currency': code,
};
let after = this.safeNumber (item, 'walletBalance');
if (after !== undefined) {
after = after / 100000000;
}
const before = this.sum (after, -amount);
let direction = undefined;
if (amount < 0) {
direction = 'out';
amount = Math.abs (amount);
} else {
direction = 'in';
}
const status = this.parseTransactionStatus (this.safeString (item, 'transactStatus'));
return {
'id': id,
'info': item,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'direction': direction,
'account': account,
'referenceId': referenceId,
'referenceAccount': referenceAccount,
'type': type,
'currency': code,
'amount': amount,
'before': before,
'after': after,
'status': status,
'fee': fee,
};
}
async fetchLedger (code = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name bitmex#fetchLedger
* @description fetch the history of changes, actions done by the user or operations that altered balance of the user
* @param {string|undefined} code unified currency code, default is undefined
* @param {int|undefined} since timestamp in ms of the earliest ledger entry, default is undefined
* @param {int|undefined} limit max number of ledger entrys to return, default is undefined
* @param {object} params extra parameters specific to the bitmex api endpoint
* @returns {object} a [ledger structure]{@link https://docs.ccxt.com/en/latest/manual.html#ledger-structure}
*/
await this.loadMarkets ();
let currency = undefined;
if (code !== undefined) {
currency = this.currency (code);
}
const request = {
// 'start': 123,
};
//
// if (since !== undefined) {
// // date-based pagination not supported
// }
//
if (limit !== undefined) {
request['count'] = limit;
}
const response = await this.privateGetUserWalletHistory (this.extend (request, params));
//
// [
// {
// transactID: "69573da3-7744-5467-3207-89fd6efe7a47",
// account: 24321,
// currency: "XBt",
// transactType: "Withdrawal", // "AffiliatePayout", "Transfer", "Deposit", "RealisedPNL", ...