# -*- coding: utf-8 -*- # PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN: # https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code from ccxt.async_support.base.exchange import Exchange from ccxt.base.errors import ExchangeError from ccxt.base.errors import AuthenticationError from ccxt.base.errors import PermissionDenied from ccxt.base.errors import ArgumentsRequired from ccxt.base.errors import BadRequest from ccxt.base.errors import InsufficientFunds from ccxt.base.errors import InvalidOrder from ccxt.base.errors import OrderNotFound from ccxt.base.errors import DDoSProtection from ccxt.base.errors import ExchangeNotAvailable from ccxt.base.decimal_to_precision import TICK_SIZE class bitmex(Exchange): def describe(self): return self.deep_extend(super(bitmex, self).describe(), { 'id': 'bitmex', 'name': 'BitMEX', 'countries': ['SC'], # Seychelles 'version': 'v1', 'userAgent': None, 'rateLimit': 2000, 'pro': True, 'has': { 'cancelAllOrders': True, 'cancelOrder': True, 'CORS': False, 'createOrder': True, 'editOrder': True, 'fetchBalance': True, 'fetchClosedOrders': True, 'fetchLedger': True, 'fetchMarkets': True, 'fetchMyTrades': True, 'fetchOHLCV': True, 'fetchOpenOrders': True, 'fetchOrder': True, 'fetchOrderBook': True, 'fetchOrders': True, 'fetchTicker': True, 'fetchTickers': True, 'fetchTrades': True, 'fetchTransactions': 'emulated', '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', 'announcement/urgent', 'funding', 'instrument', 'instrument/active', 'instrument/activeAndIndices', 'instrument/activeIntervals', 'instrument/compositeIndex', 'instrument/indices', 'insurance', 'leaderboard', 'liquidation', 'orderBook', 'orderBook/L2', 'quote', 'quote/bucketed', 'schema', 'schema/websocketHelp', 'settlement', 'stats', 'stats/history', 'trade', 'trade/bucketed', ], }, 'private': { 'get': [ 'apiKey', 'chat', 'chat/channels', 'chat/connected', 'execution', 'execution/tradeHistory', 'notification', 'order', 'position', 'user', 'user/affiliateStatus', 'user/checkReferralCode', 'user/commission', 'user/depositAddress', 'user/executionHistory', 'user/margin', 'user/minWithdrawalFee', 'user/wallet', 'user/walletHistory', 'user/walletSummary', ], 'post': [ 'apiKey', 'apiKey/disable', 'apiKey/enable', 'chat', 'order', 'order/bulk', 'order/cancelAllAfter', 'order/closePosition', 'position/isolate', 'position/leverage', 'position/riskLimit', 'position/transferMargin', 'user/cancelWithdrawal', 'user/confirmEmail', 'user/confirmEnableTFA', 'user/confirmWithdrawal', 'user/disableTFA', 'user/logout', 'user/logoutAll', 'user/preferences', 'user/requestEnableTFA', 'user/requestWithdrawal', ], 'put': [ 'order', 'order/bulk', 'user', ], 'delete': [ 'apiKey', 'order', 'order/all', ], }, }, '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"}} }, }, '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, }, }) async def fetch_markets(self, params={}): response = await self.publicGetInstrumentActiveAndIndices(params) result = [] for i in range(0, len(response)): market = response[i] active = (market['state'] != 'Unlisted') id = market['symbol'] baseId = market['underlying'] quoteId = market['quoteCurrency'] basequote = baseId + quoteId base = self.safe_currency_code(baseId) quote = self.safe_currency_code(quoteId) swap = (id == basequote) # 'positionCurrency' may be empty("", as Bitmex currently returns for ETHUSD) # so let's take the quote currency first and then adjust if needed positionId = self.safe_string_2(market, 'positionCurrency', 'quoteCurrency') type = None future = False prediction = False position = self.safe_currency_code(positionId) symbol = id if swap: type = 'swap' symbol = base + '/' + quote elif id.find('B_') >= 0: prediction = True type = 'prediction' else: future = True type = 'future' precision = { 'amount': None, 'price': None, } lotSize = self.safe_float(market, 'lotSize') tickSize = self.safe_float(market, 'tickSize') if lotSize is not None: precision['amount'] = lotSize if tickSize is not None: precision['price'] = tickSize limits = { 'amount': { 'min': None, 'max': None, }, 'price': { 'min': tickSize, 'max': self.safe_float(market, 'maxPrice'), }, 'cost': { 'min': None, 'max': None, }, } limitField = 'cost' if (position == quote) else 'amount' limits[limitField] = { 'min': lotSize, 'max': self.safe_float(market, 'maxOrderQty'), } result.append({ 'id': id, 'symbol': symbol, 'base': base, 'quote': quote, 'baseId': baseId, 'quoteId': quoteId, 'active': active, 'precision': precision, 'limits': limits, 'taker': self.safe_float(market, 'takerFee'), 'maker': self.safe_float(market, 'makerFee'), 'type': type, 'spot': False, 'swap': swap, 'future': future, 'prediction': prediction, 'info': market, }) return result def parse_balance_response(self, 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 # } # ] # result = {'info': response} for i in range(0, len(response)): balance = response[i] currencyId = self.safe_string(balance, 'currency') code = self.safe_currency_code(currencyId) account = self.account() free = self.safe_float(balance, 'availableMargin') total = self.safe_float(balance, 'marginBalance') if code == 'BTC': if free is not None: free /= 100000000 if total is not None: total /= 100000000 account['free'] = free account['total'] = total result[code] = account return self.parse_balance(result) async def fetch_balance(self, params={}): await self.load_markets() request = { 'currency': 'all', } response = await self.privateGetUserMargin(self.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 self.parse_balance_response(response) async def fetch_order_book(self, symbol, limit=None, params={}): await self.load_markets() market = self.market(symbol) request = { 'symbol': market['id'], } if limit is not None: request['depth'] = limit response = await self.publicGetOrderBookL2(self.extend(request, params)) result = { 'bids': [], 'asks': [], 'timestamp': None, 'datetime': None, 'nonce': None, } for i in range(0, len(response)): order = response[i] side = 'asks' if (order['side'] == 'Sell') else 'bids' amount = self.safe_float(order, 'size') price = self.safe_float(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 is not None: result[side].append([price, amount]) result['bids'] = self.sort_by(result['bids'], 0, True) result['asks'] = self.sort_by(result['asks'], 0) return result async def fetch_order(self, id, symbol=None, params={}): filter = { 'filter': { 'orderID': id, }, } response = await self.fetch_orders(symbol, None, None, self.deep_extend(filter, params)) numResults = len(response) if numResults == 1: return response[0] raise OrderNotFound(self.id + ': The order ' + id + ' not found.') async def fetch_orders(self, symbol=None, since=None, limit=None, params={}): await self.load_markets() market = None request = {} if symbol is not None: market = self.market(symbol) request['symbol'] = market['id'] if since is not None: request['startTime'] = self.iso8601(since) if limit is not None: request['count'] = limit request = self.deep_extend(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 self hack. if 'filter' in request: request['filter'] = self.json(request['filter']) response = await self.privateGetOrder(request) return self.parse_orders(response, market, since, limit) async def fetch_open_orders(self, symbol=None, since=None, limit=None, params={}): request = { 'filter': { 'open': True, }, } return await self.fetch_orders(symbol, since, limit, self.deep_extend(request, params)) async def fetch_closed_orders(self, symbol=None, since=None, limit=None, params={}): # Bitmex barfs if you set 'open': False in the filter... orders = await self.fetch_orders(symbol, since, limit, params) return self.filter_by(orders, 'status', 'closed') async def fetch_my_trades(self, symbol=None, since=None, limit=None, params={}): await self.load_markets() market = None request = {} if symbol is not None: market = self.market(symbol) request['symbol'] = market['id'] if since is not None: request['startTime'] = self.iso8601(since) if limit is not None: request['count'] = limit request = self.deep_extend(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 self hack. if 'filter' in request: request['filter'] = self.json(request['filter']) response = await self.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 self.parse_trades(response, market, since, limit) def parse_ledger_entry_type(self, type): types = { 'Withdrawal': 'transaction', 'RealisedPNL': 'margin', 'UnrealisedPNL': 'margin', 'Deposit': 'transaction', 'Transfer': 'transfer', 'AffiliatePayout': 'referral', } return self.safe_string(types, type, type) def parse_ledger_entry(self, item, currency=None): # # { # 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 # } # id = self.safe_string(item, 'transactID') account = self.safe_string(item, 'account') referenceId = self.safe_string(item, 'tx') referenceAccount = None type = self.parse_ledger_entry_type(self.safe_string(item, 'transactType')) currencyId = self.safe_string(item, 'currency') code = self.safe_currency_code(currencyId, currency) amount = self.safe_float(item, 'amount') if amount is not None: amount = amount / 100000000 timestamp = self.parse8601(self.safe_string(item, 'transactTime')) if timestamp is None: # 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 feeCost = self.safe_float(item, 'fee', 0) if feeCost is not None: feeCost = feeCost / 100000000 fee = { 'cost': feeCost, 'currency': code, } after = self.safe_float(item, 'walletBalance') if after is not None: after = after / 100000000 before = self.sum(after, -amount) direction = None if amount < 0: direction = 'out' amount = abs(amount) else: direction = 'in' status = self.parse_transaction_status(self.safe_string(item, 'transactStatus')) return { 'id': id, 'info': item, 'timestamp': timestamp, 'datetime': self.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 def fetch_ledger(self, code=None, since=None, limit=None, params={}): await self.load_markets() currency = None if code is not None: currency = self.currency(code) request = { # 'start': 123, } # # if since is not None: # # date-based pagination not supported # } # if limit is not None: request['count'] = limit response = await self.privateGetUserWalletHistory(self.extend(request, params)) # # [ # { # 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" # } # ] # return self.parse_ledger(response, currency, since, limit) async def fetch_transactions(self, code=None, since=None, limit=None, params={}): await self.load_markets() request = { # 'start': 123, } # # if since is not None: # # date-based pagination not supported # } # if limit is not None: request['count'] = limit response = await self.privateGetUserWalletHistory(self.extend(request, params)) transactions = self.filter_by_array(response, 'transactType', ['Withdrawal', 'Deposit'], False) currency = None if code is not None: currency = self.currency(code) return self.parse_transactions(transactions, currency, since, limit) def parse_transaction_status(self, status): statuses = { 'Canceled': 'canceled', 'Completed': 'ok', 'Pending': 'pending', } return self.safe_string(statuses, status, status) def parse_transaction(self, transaction, currency=None): # # { # 'transactID': 'ffe699c2-95ee-4c13-91f9-0faf41daec25', # 'account': 123456, # 'currency': 'XBt', # 'transactType': 'Withdrawal', # 'amount': -100100000, # 'fee': 100000, # 'transactStatus': 'Completed', # 'address': '385cR5DM96n1HvBDMzLHPYcw89fZAXULJP', # 'tx': '3BMEXabcdefghijklmnopqrstuvwxyz123', # 'text': '', # 'transactTime': '2019-01-02T01:00:00.000Z', # 'walletBalance': 99900000, # 'marginBalance': None, # 'timestamp': '2019-01-02T13:00:00.000Z' # } # id = self.safe_string(transaction, 'transactID') # For deposits, transactTime == timestamp # For withdrawals, transactTime is submission, timestamp is processed transactTime = self.parse8601(self.safe_string(transaction, 'transactTime')) timestamp = self.parse8601(self.safe_string(transaction, 'timestamp')) type = self.safe_string_lower(transaction, 'transactType') # Deposits have no from address or to address, withdrawals have both address = None addressFrom = None addressTo = None if type == 'withdrawal': address = self.safe_string(transaction, 'address') addressFrom = self.safe_string(transaction, 'tx') addressTo = address amount = self.safe_integer(transaction, 'amount') if amount is not None: amount = abs(amount) / 10000000 feeCost = self.safe_integer(transaction, 'fee') if feeCost is not None: feeCost = feeCost / 10000000 fee = { 'cost': feeCost, 'currency': 'BTC', } status = self.safe_string(transaction, 'transactStatus') if status is not None: status = self.parse_transaction_status(status) return { 'info': transaction, 'id': id, 'txid': None, 'timestamp': transactTime, 'datetime': self.iso8601(transactTime), 'addressFrom': addressFrom, 'address': address, 'addressTo': addressTo, 'tagFrom': None, 'tag': None, 'tagTo': None, 'type': type, 'amount': amount, # BTC is the only currency on Bitmex 'currency': 'BTC', 'status': status, 'updated': timestamp, 'comment': None, 'fee': fee, } async def fetch_ticker(self, symbol, params={}): await self.load_markets() market = self.market(symbol) if not market['active']: raise ExchangeError(self.id + ': symbol ' + symbol + ' is delisted') tickers = await self.fetch_tickers([symbol], params) ticker = self.safe_value(tickers, symbol) if ticker is None: raise ExchangeError(self.id + ' ticker symbol ' + symbol + ' not found') return ticker async def fetch_tickers(self, symbols=None, params={}): await self.load_markets() response = await self.publicGetInstrumentActiveAndIndices(params) result = {} for i in range(0, len(response)): ticker = self.parse_ticker(response[i]) symbol = self.safe_string(ticker, 'symbol') if symbol is not None: result[symbol] = ticker return self.filter_by_array(result, 'symbol', symbols) def parse_ticker(self, ticker, market=None): # # { symbol: "ETHH19", # rootSymbol: "ETH", # state: "Open", # typ: "FFCCSX", # listing: "2018-12-17T04:00:00.000Z", # front: "2019-02-22T12:00:00.000Z", # expiry: "2019-03-29T12:00:00.000Z", # settle: "2019-03-29T12:00:00.000Z", # relistInterval: null, # inverseLeg: "", # sellLeg: "", # buyLeg: "", # optionStrikePcnt: null, # optionStrikeRound: null, # optionStrikePrice: null, # optionMultiplier: null, # positionCurrency: "ETH", # underlying: "ETH", # quoteCurrency: "XBT", # underlyingSymbol: "ETHXBT=", # reference: "BMEX", # referenceSymbol: ".BETHXBT30M", # calcInterval: null, # publishInterval: null, # publishTime: null, # maxOrderQty: 100000000, # maxPrice: 10, # lotSize: 1, # tickSize: 0.00001, # multiplier: 100000000, # settlCurrency: "XBt", # underlyingToPositionMultiplier: 1, # underlyingToSettleMultiplier: null, # quoteToSettleMultiplier: 100000000, # isQuanto: False, # isInverse: False, # initMargin: 0.02, # maintMargin: 0.01, # riskLimit: 5000000000, # riskStep: 5000000000, # limit: null, # capped: False, # taxed: True, # deleverage: True, # makerFee: -0.0005, # takerFee: 0.0025, # settlementFee: 0, # insuranceFee: 0, # fundingBaseSymbol: "", # fundingQuoteSymbol: "", # fundingPremiumSymbol: "", # fundingTimestamp: null, # fundingInterval: null, # fundingRate: null, # indicativeFundingRate: null, # rebalanceTimestamp: null, # rebalanceInterval: null, # openingTimestamp: "2019-02-13T08:00:00.000Z", # closingTimestamp: "2019-02-13T09:00:00.000Z", # sessionInterval: "2000-01-01T01:00:00.000Z", # prevClosePrice: 0.03347, # limitDownPrice: null, # limitUpPrice: null, # bankruptLimitDownPrice: null, # bankruptLimitUpPrice: null, # prevTotalVolume: 1386531, # totalVolume: 1387062, # volume: 531, # volume24h: 17118, # prevTotalTurnover: 4741294246000, # totalTurnover: 4743103466000, # turnover: 1809220000, # turnover24h: 57919845000, # homeNotional24h: 17118, # foreignNotional24h: 579.19845, # prevPrice24h: 0.03349, # vwap: 0.03383564, # highPrice: 0.03458, # lowPrice: 0.03329, # lastPrice: 0.03406, # lastPriceProtected: 0.03406, # lastTickDirection: "ZeroMinusTick", # lastChangePcnt: 0.017, # bidPrice: 0.03406, # midPrice: 0.034065, # askPrice: 0.03407, # impactBidPrice: 0.03406, # impactMidPrice: 0.034065, # impactAskPrice: 0.03407, # hasLiquidity: True, # openInterest: 83679, # openValue: 285010674000, # fairMethod: "ImpactMidPrice", # fairBasisRate: 0, # fairBasis: 0, # fairPrice: 0.03406, # markMethod: "FairPrice", # markPrice: 0.03406, # indicativeTaxRate: 0, # indicativeSettlePrice: 0.03406, # optionUnderlyingPrice: null, # settledPrice: null, # timestamp: "2019-02-13T08:40:30.000Z", # } # symbol = None marketId = self.safe_string(ticker, 'symbol') market = self.safe_value(self.markets_by_id, marketId, market) if market is not None: symbol = market['symbol'] timestamp = self.parse8601(self.safe_string(ticker, 'timestamp')) open = self.safe_float(ticker, 'prevPrice24h') last = self.safe_float(ticker, 'lastPrice') change = None percentage = None if last is not None and open is not None: change = last - open if open > 0: percentage = change / open * 100 return { 'symbol': symbol, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'high': self.safe_float(ticker, 'highPrice'), 'low': self.safe_float(ticker, 'lowPrice'), 'bid': self.safe_float(ticker, 'bidPrice'), 'bidVolume': None, 'ask': self.safe_float(ticker, 'askPrice'), 'askVolume': None, 'vwap': self.safe_float(ticker, 'vwap'), 'open': open, 'close': last, 'last': last, 'previousClose': None, 'change': change, 'percentage': percentage, 'average': self.sum(open, last) / 2, 'baseVolume': self.safe_float(ticker, 'homeNotional24h'), 'quoteVolume': self.safe_float(ticker, 'foreignNotional24h'), 'info': ticker, } def parse_ohlcv(self, ohlcv, market=None): # # { # "timestamp":"2015-09-25T13:38:00.000Z", # "symbol":"XBTUSD", # "open":237.45, # "high":237.45, # "low":237.45, # "close":237.45, # "trades":0, # "volume":0, # "vwap":null, # "lastSize":null, # "turnover":0, # "homeNotional":0, # "foreignNotional":0 # } # return [ self.parse8601(self.safe_string(ohlcv, 'timestamp')), self.safe_float(ohlcv, 'open'), self.safe_float(ohlcv, 'high'), self.safe_float(ohlcv, 'low'), self.safe_float(ohlcv, 'close'), self.safe_float(ohlcv, 'volume'), ] async def fetch_ohlcv(self, symbol, timeframe='1m', since=None, limit=None, params={}): await self.load_markets() # send JSON key/value pairs, such as {"key": "value"} # filter by individual fields and do advanced queries on timestamps # filter = {'key': 'value'} # send a bare series(e.g. XBU) to nearest expiring contract in that series # you can also send a timeframe, e.g. XBU:monthly # timeframes: daily, weekly, monthly, quarterly, and biquarterly market = self.market(symbol) request = { 'symbol': market['id'], 'binSize': self.timeframes[timeframe], 'partial': True, # True == include yet-incomplete current bins # 'filter': filter, # filter by individual fields and do advanced queries # 'columns': [], # will return all columns if omitted # 'start': 0, # starting point for results(wtf?) # 'reverse': False, # True == newest first # 'endTime': '', # ending date filter for results } if limit is not None: request['count'] = limit # default 100, max 500 duration = self.parse_timeframe(timeframe) * 1000 fetchOHLCVOpenTimestamp = self.safe_value(self.options, 'fetchOHLCVOpenTimestamp', True) # if since is not set, they will return candles starting from 2017-01-01 if since is not None: timestamp = since if fetchOHLCVOpenTimestamp: timestamp = self.sum(timestamp, duration) ymdhms = self.ymdhms(timestamp) request['startTime'] = ymdhms # starting date filter for results else: request['reverse'] = True response = await self.publicGetTradeBucketed(self.extend(request, params)) # # [ # {"timestamp":"2015-09-25T13:38:00.000Z","symbol":"XBTUSD","open":237.45,"high":237.45,"low":237.45,"close":237.45,"trades":0,"volume":0,"vwap":null,"lastSize":null,"turnover":0,"homeNotional":0,"foreignNotional":0}, # {"timestamp":"2015-09-25T13:39:00.000Z","symbol":"XBTUSD","open":237.45,"high":237.45,"low":237.45,"close":237.45,"trades":0,"volume":0,"vwap":null,"lastSize":null,"turnover":0,"homeNotional":0,"foreignNotional":0}, # {"timestamp":"2015-09-25T13:40:00.000Z","symbol":"XBTUSD","open":237.45,"high":237.45,"low":237.45,"close":237.45,"trades":0,"volume":0,"vwap":null,"lastSize":null,"turnover":0,"homeNotional":0,"foreignNotional":0} # ] # result = self.parse_ohlcvs(response, market, timeframe, since, limit) if fetchOHLCVOpenTimestamp: # bitmex returns the candle's close timestamp - https://github.com/ccxt/ccxt/issues/4446 # we can emulate the open timestamp by shifting all the timestamps one place # so the previous close becomes the current open, and we drop the first candle for i in range(0, len(result)): result[i][0] = result[i][0] - duration return result def parse_trade(self, trade, market=None): # # fetchTrades(public) # # { # timestamp: '2018-08-28T00:00:02.735Z', # symbol: 'XBTUSD', # side: 'Buy', # size: 2000, # price: 6906.5, # tickDirection: 'PlusTick', # trdMatchID: 'b9a42432-0a46-6a2f-5ecc-c32e9ca4baf8', # grossValue: 28958000, # homeNotional: 0.28958, # foreignNotional: 2000 # } # # fetchMyTrades(private) # # { # "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" # } # timestamp = self.parse8601(self.safe_string(trade, 'timestamp')) price = self.safe_float_2(trade, 'avgPx', 'price') amount = self.safe_float_2(trade, 'size', 'lastQty') id = self.safe_string(trade, 'trdMatchID') order = self.safe_string(trade, 'orderID') side = self.safe_string_lower(trade, 'side') # price * amount doesn't work for all symbols(e.g. XBT, ETH) cost = self.safe_float(trade, 'execCost') if cost is not None: cost = abs(cost) / 100000000 fee = None if 'execComm' in trade: feeCost = self.safe_float(trade, 'execComm') feeCost = feeCost / 100000000 currencyId = self.safe_string(trade, 'settlCurrency') feeCurrency = self.safe_currency_code(currencyId) feeRate = self.safe_float(trade, 'commission') fee = { 'cost': feeCost, 'currency': feeCurrency, 'rate': feeRate, } takerOrMaker = None if fee is not None: takerOrMaker = 'maker' if (fee['cost'] < 0) else 'taker' marketId = self.safe_string(trade, 'symbol') symbol = self.safe_symbol(marketId, market) type = self.safe_string_lower(trade, 'ordType') return { 'info': trade, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'symbol': symbol, 'id': id, 'order': order, 'type': type, 'takerOrMaker': takerOrMaker, 'side': side, 'price': price, 'cost': cost, 'amount': amount, 'fee': fee, } def parse_order_status(self, status): statuses = { 'New': 'open', 'PartiallyFilled': 'open', 'Filled': 'closed', 'DoneForDay': 'open', 'Canceled': 'canceled', 'PendingCancel': 'open', 'PendingNew': 'open', 'Rejected': 'rejected', 'Expired': 'expired', 'Stopped': 'open', 'Untriggered': 'open', 'Triggered': 'open', } return self.safe_string(statuses, status, status) def parse_time_in_force(self, timeInForce): timeInForces = { 'Day': 'Day', 'GoodTillCancel': 'GTC', 'ImmediateOrCancel': 'IOC', 'FillOrKill': 'FOK', } return self.safe_string(timeInForces, timeInForce, timeInForce) def parse_order(self, order, market=None): # # { # "orderID":"56222c7a-9956-413a-82cf-99f4812c214b", # "clOrdID":"", # "clOrdLinkID":"", # "account":1455728, # "symbol":"XBTUSD", # "side":"Sell", # "simpleOrderQty":null, # "orderQty":1, # "price":40000, # "displayQty":null, # "stopPx":null, # "pegOffsetValue":null, # "pegPriceType":"", # "currency":"USD", # "settlCurrency":"XBt", # "ordType":"Limit", # "timeInForce":"GoodTillCancel", # "execInst":"", # "contingencyType":"", # "exDestination":"XBME", # "ordStatus":"New", # "triggered":"", # "workingIndicator":true, # "ordRejReason":"", # "simpleLeavesQty":null, # "leavesQty":1, # "simpleCumQty":null, # "cumQty":0, # "avgPx":null, # "multiLegReportingType":"SingleSecurity", # "text":"Submitted via API.", # "transactTime":"2021-01-02T21:38:49.246Z", # "timestamp":"2021-01-02T21:38:49.246Z" # } # status = self.parse_order_status(self.safe_string(order, 'ordStatus')) marketId = self.safe_string(order, 'symbol') symbol = self.safe_symbol(marketId, market) timestamp = self.parse8601(self.safe_string(order, 'timestamp')) lastTradeTimestamp = self.parse8601(self.safe_string(order, 'transactTime')) price = self.safe_float(order, 'price') amount = self.safe_float(order, 'orderQty') filled = self.safe_float(order, 'cumQty', 0.0) remaining = None if amount is not None: if filled is not None: remaining = max(amount - filled, 0.0) average = self.safe_float(order, 'avgPx') cost = None if filled is not None: if average is not None: cost = average * filled elif price is not None: cost = price * filled id = self.safe_string(order, 'orderID') type = self.safe_string_lower(order, 'ordType') side = self.safe_string_lower(order, 'side') clientOrderId = self.safe_string(order, 'clOrdID') timeInForce = self.parse_time_in_force(self.safe_string(order, 'timeInForce')) stopPrice = self.safe_float(order, 'stopPx') execInst = self.safe_string(order, 'execInst') postOnly = (execInst == 'ParticipateDoNotInitiate') return { 'info': order, 'id': id, 'clientOrderId': clientOrderId, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'lastTradeTimestamp': lastTradeTimestamp, 'symbol': symbol, 'type': type, 'timeInForce': timeInForce, 'postOnly': postOnly, 'side': side, 'price': price, 'stopPrice': stopPrice, 'amount': amount, 'cost': cost, 'average': average, 'filled': filled, 'remaining': remaining, 'status': status, 'fee': None, 'trades': None, } async def fetch_trades(self, symbol, since=None, limit=None, params={}): await self.load_markets() market = self.market(symbol) request = { 'symbol': market['id'], } if since is not None: request['startTime'] = self.iso8601(since) else: # by default reverse=false, i.e. trades are fetched since the time of market inception(year 2015 for XBTUSD) request['reverse'] = True if limit is not None: request['count'] = limit response = await self.publicGetTrade(self.extend(request, params)) # # [ # { # timestamp: '2018-08-28T00:00:02.735Z', # symbol: 'XBTUSD', # side: 'Buy', # size: 2000, # price: 6906.5, # tickDirection: 'PlusTick', # trdMatchID: 'b9a42432-0a46-6a2f-5ecc-c32e9ca4baf8', # grossValue: 28958000, # homeNotional: 0.28958, # foreignNotional: 2000 # }, # { # timestamp: '2018-08-28T00:00:03.778Z', # symbol: 'XBTUSD', # side: 'Sell', # size: 1000, # price: 6906, # tickDirection: 'MinusTick', # trdMatchID: '0d4f1682-5270-a800-569b-4a0eb92db97c', # grossValue: 14480000, # homeNotional: 0.1448, # foreignNotional: 1000 # }, # ] # return self.parse_trades(response, market, since, limit) async def create_order(self, symbol, type, side, amount, price=None, params={}): await self.load_markets() market = self.market(symbol) orderType = self.capitalize(type) request = { 'symbol': market['id'], 'side': self.capitalize(side), 'orderQty': float(self.amount_to_precision(symbol, amount)), 'ordType': orderType, } if (orderType == 'Stop') or (orderType == 'StopLimit') or (orderType == 'MarketIfTouched') or (orderType == 'LimitIfTouched'): stopPrice = self.safe_float_2(params, 'stopPx', 'stopPrice') if stopPrice is None: raise ArgumentsRequired(self.id + ' createOrder() requires a stopPx or stopPrice parameter for the ' + orderType + ' order type') else: request['stopPx'] = float(self.price_to_precision(symbol, stopPrice)) params = self.omit(params, ['stopPx', 'stopPrice']) if (orderType == 'Limit') or (orderType == 'StopLimit') or (orderType == 'LimitIfTouched'): request['price'] = float(self.price_to_precision(symbol, price)) clientOrderId = self.safe_string_2(params, 'clOrdID', 'clientOrderId') if clientOrderId is not None: request['clOrdID'] = clientOrderId params = self.omit(params, ['clOrdID', 'clientOrderId']) response = await self.privatePostOrder(self.extend(request, params)) return self.parse_order(response, market) async def edit_order(self, id, symbol, type, side, amount=None, price=None, params={}): await self.load_markets() request = {} origClOrdID = self.safe_string_2(params, 'origClOrdID', 'clientOrderId') if origClOrdID is not None: request['origClOrdID'] = origClOrdID clientOrderId = self.safe_string(params, 'clOrdID', 'clientOrderId') if clientOrderId is not None: request['clOrdID'] = clientOrderId params = self.omit(params, ['origClOrdID', 'clOrdID', 'clientOrderId']) else: request['orderID'] = id if amount is not None: request['orderQty'] = amount if price is not None: request['price'] = price response = await self.privatePutOrder(self.extend(request, params)) return self.parse_order(response) async def cancel_order(self, id, symbol=None, params={}): await self.load_markets() # https://github.com/ccxt/ccxt/issues/6507 clientOrderId = self.safe_string_2(params, 'clOrdID', 'clientOrderId') request = {} if clientOrderId is None: request['orderID'] = id else: request['clOrdID'] = clientOrderId params = self.omit(params, ['clOrdID', 'clientOrderId']) response = await self.privateDeleteOrder(self.extend(request, params)) order = self.safe_value(response, 0, {}) error = self.safe_string(order, 'error') if error is not None: if error.find('Unable to cancel order due to existing state') >= 0: raise OrderNotFound(self.id + ' cancelOrder() failed: ' + error) return self.parse_order(order) async def cancel_all_orders(self, symbol=None, params={}): await self.load_markets() request = {} market = None if symbol is not None: market = self.market(symbol) request['symbol'] = market['id'] response = await self.privateDeleteOrderAll(self.extend(request, params)) # # [ # { # "orderID": "string", # "clOrdID": "string", # "clOrdLinkID": "string", # "account": 0, # "symbol": "string", # "side": "string", # "simpleOrderQty": 0, # "orderQty": 0, # "price": 0, # "displayQty": 0, # "stopPx": 0, # "pegOffsetValue": 0, # "pegPriceType": "string", # "currency": "string", # "settlCurrency": "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, # "multiLegReportingType": "string", # "text": "string", # "transactTime": "2020-06-01T09:36:35.290Z", # "timestamp": "2020-06-01T09:36:35.290Z" # } # ] # return self.parse_orders(response, market) async def fetch_positions(self, symbols=None, since=None, limit=None, params={}): await self.load_markets() response = await self.privateGetPosition(params) # [ # { # "account": 0, # "symbol": "string", # "currency": "string", # "underlying": "string", # "quoteCurrency": "string", # "commission": 0, # "initMarginReq": 0, # "maintMarginReq": 0, # "riskLimit": 0, # "leverage": 0, # "crossMargin": True, # "deleveragePercentile": 0, # "rebalancedPnl": 0, # "prevRealisedPnl": 0, # "prevUnrealisedPnl": 0, # "prevClosePrice": 0, # "openingTimestamp": "2020-11-09T06:53:59.892Z", # "openingQty": 0, # "openingCost": 0, # "openingComm": 0, # "openOrderBuyQty": 0, # "openOrderBuyCost": 0, # "openOrderBuyPremium": 0, # "openOrderSellQty": 0, # "openOrderSellCost": 0, # "openOrderSellPremium": 0, # "execBuyQty": 0, # "execBuyCost": 0, # "execSellQty": 0, # "execSellCost": 0, # "execQty": 0, # "execCost": 0, # "execComm": 0, # "currentTimestamp": "2020-11-09T06:53:59.893Z", # "currentQty": 0, # "currentCost": 0, # "currentComm": 0, # "realisedCost": 0, # "unrealisedCost": 0, # "grossOpenCost": 0, # "grossOpenPremium": 0, # "grossExecCost": 0, # "isOpen": True, # "markPrice": 0, # "markValue": 0, # "riskValue": 0, # "homeNotional": 0, # "foreignNotional": 0, # "posState": "string", # "posCost": 0, # "posCost2": 0, # "posCross": 0, # "posInit": 0, # "posComm": 0, # "posLoss": 0, # "posMargin": 0, # "posMaint": 0, # "posAllowance": 0, # "taxableMargin": 0, # "initMargin": 0, # "maintMargin": 0, # "sessionMargin": 0, # "targetExcessMargin": 0, # "varMargin": 0, # "realisedGrossPnl": 0, # "realisedTax": 0, # "realisedPnl": 0, # "unrealisedGrossPnl": 0, # "longBankrupt": 0, # "shortBankrupt": 0, # "taxBase": 0, # "indicativeTaxRate": 0, # "indicativeTax": 0, # "unrealisedTax": 0, # "unrealisedPnl": 0, # "unrealisedPnlPcnt": 0, # "unrealisedRoePcnt": 0, # "simpleQty": 0, # "simpleCost": 0, # "simpleValue": 0, # "simplePnl": 0, # "simplePnlPcnt": 0, # "avgCostPrice": 0, # "avgEntryPrice": 0, # "breakEvenPrice": 0, # "marginCallPrice": 0, # "liquidationPrice": 0, # "bankruptPrice": 0, # "timestamp": "2020-11-09T06:53:59.894Z", # "lastPrice": 0, # "lastValue": 0 # } # ] # # todo unify parsePosition/parsePositions return response def is_fiat(self, currency): if currency == 'EUR': return True if currency == 'PLN': return True return False async def withdraw(self, code, amount, address, tag=None, params={}): self.check_address(address) await self.load_markets() # currency = self.currency(code) if code != 'BTC': raise ExchangeError(self.id + ' supoprts BTC withdrawals only, other currencies coming soon...') request = { 'currency': 'XBt', # temporarily 'amount': amount, 'address': address, # 'otpToken': '123456', # requires if two-factor auth(OTP) is enabled # 'fee': 0.001, # bitcoin network fee } response = await self.privatePostUserRequestWithdrawal(self.extend(request, params)) return { 'info': response, 'id': self.safe_string(response, 'transactID'), } def handle_errors(self, code, reason, url, method, headers, body, response, requestHeaders, requestBody): if response is None: return if code == 429: raise DDoSProtection(self.id + ' ' + body) if code >= 400: error = self.safe_value(response, 'error', {}) message = self.safe_string(error, 'message') feedback = self.id + ' ' + body self.throw_exactly_matched_exception(self.exceptions['exact'], message, feedback) self.throw_broadly_matched_exception(self.exceptions['broad'], message, feedback) if code == 400: raise BadRequest(feedback) raise ExchangeError(feedback) # unknown message def nonce(self): return self.milliseconds() def sign(self, path, api='public', method='GET', params={}, headers=None, body=None): query = '/api/' + self.version + '/' + path if method == 'GET': if params: query += '?' + self.urlencode(params) else: format = self.safe_string(params, '_format') if format is not None: query += '?' + self.urlencode({'_format': format}) params = self.omit(params, '_format') url = self.urls['api'][api] + query if self.apiKey and self.secret: auth = method + query expires = self.safe_integer(self.options, 'api-expires') headers = { 'Content-Type': 'application/json', 'api-key': self.apiKey, } expires = self.sum(self.seconds(), expires) expires = str(expires) auth += expires headers['api-expires'] = expires if method == 'POST' or method == 'PUT' or method == 'DELETE': if params: body = self.json(params) auth += body headers['api-signature'] = self.hmac(self.encode(auth), self.encode(self.secret)) return {'url': url, 'method': method, 'body': body, 'headers': headers}