# -*- 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 import math from ccxt.base.errors import ExchangeError from ccxt.base.errors import AuthenticationError 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.errors import InvalidNonce from ccxt.base.decimal_to_precision import ROUND from ccxt.base.decimal_to_precision import TICK_SIZE class currencycom(Exchange): def describe(self): return self.deep_extend(super(currencycom, self).describe(), { 'id': 'currencycom', 'name': 'Currency.com', 'countries': ['BY'], # Belarus 'rateLimit': 500, 'certified': True, 'pro': True, 'version': 'v1', # new metainfo interface 'has': { 'cancelOrder': True, 'CORS': False, 'createOrder': True, 'fetchAccounts': True, 'fetchBalance': True, 'fetchMarkets': True, 'fetchMyTrades': True, 'fetchOHLCV': True, 'fetchOpenOrders': True, 'fetchOrderBook': True, 'fetchTicker': True, 'fetchTickers': True, 'fetchTime': True, 'fetchTradingFees': True, 'fetchTrades': True, }, 'timeframes': { '1m': '1m', '3m': '3m', '5m': '5m', '15m': '15m', '30m': '30m', '1h': '1h', '4h': '4h', '1d': '1d', '1w': '1w', }, 'urls': { 'logo': 'https://user-images.githubusercontent.com/1294454/83718672-36745c00-a63e-11ea-81a9-677b1f789a4d.jpg', 'api': { 'public': 'https://api-adapter.backend.currency.com/api', 'private': 'https://api-adapter.backend.currency.com/api', }, 'www': 'https://www.currency.com', 'referral': 'https://currency.com/trading/signup?c=362jaimv&pid=referral', 'doc': [ 'https://currency.com/api', ], 'fees': 'https://currency.com/fees-charges', }, 'api': { 'public': { 'get': [ 'time', 'exchangeInfo', 'depth', 'aggTrades', 'klines', 'ticker/24hr', ], }, 'private': { 'get': [ 'leverageSettings', 'openOrders', 'tradingPositions', 'account', 'myTrades', ], 'post': [ 'order', 'updateTradingPosition', 'updateTradingOrder', 'closeTradingPosition', ], 'delete': [ 'order', ], }, }, 'fees': { 'trading': { 'tierBased': False, 'percentage': True, 'taker': 0.002, 'maker': 0.002, }, }, 'precisionMode': TICK_SIZE, # exchange-specific options 'options': { 'defaultTimeInForce': 'GTC', # 'GTC' = Good To Cancel(default), 'IOC' = Immediate Or Cancel, 'FOK' = Fill Or Kill 'warnOnFetchOpenOrdersWithoutSymbol': True, 'recvWindow': 5 * 1000, # 5 sec, default 'timeDifference': 0, # the difference between system clock and Binance clock 'adjustForTimeDifference': False, # controls the adjustment logic upon instantiation 'parseOrderToPrecision': False, # force amounts and costs in parseOrder to precision 'newOrderRespType': { 'market': 'FULL', # 'ACK' for order id, 'RESULT' for full order or 'FULL' for order with fills 'limit': 'RESULT', # we change it from 'ACK' by default to 'RESULT' 'stop': 'RESULT', }, }, 'exceptions': { 'broad': { 'FIELD_VALIDATION_ERROR Cancel is available only for LIMIT order': InvalidOrder, 'API key does not exist': AuthenticationError, 'Order would trigger immediately.': InvalidOrder, 'Account has insufficient balance for requested action.': InsufficientFunds, 'Rest API trading is not enabled.': ExchangeNotAvailable, }, 'exact': { '-1000': ExchangeNotAvailable, # {"code":-1000,"msg":"An unknown error occured while processing the request."} '-1013': InvalidOrder, # createOrder -> 'invalid quantity'/'invalid price'/MIN_NOTIONAL '-1021': InvalidNonce, # 'your time is ahead of server' '-1022': AuthenticationError, # {"code":-1022,"msg":"Signature for self request is not valid."} '-1100': InvalidOrder, # createOrder(symbol, 1, asdf) -> 'Illegal characters found in parameter 'price' '-1104': ExchangeError, # Not all sent parameters were read, read 8 parameters but was sent 9 '-1025': AuthenticationError, # {"code":-1025,"msg":"Invalid API-key, IP, or permissions for action"} '-1128': BadRequest, # {"code":-1128,"msg":"Combination of optional parameters invalid."} '-2010': ExchangeError, # generic error code for createOrder -> 'Account has insufficient balance for requested action.', {"code":-2010,"msg":"Rest API trading is not enabled."}, etc... '-2011': OrderNotFound, # cancelOrder(1, 'BTC/USDT') -> 'UNKNOWN_ORDER' '-2013': OrderNotFound, # fetchOrder(1, 'BTC/USDT') -> 'Order does not exist' '-2014': AuthenticationError, # {"code":-2014, "msg": "API-key format invalid."} '-2015': AuthenticationError, # "Invalid API-key, IP, or permissions for action." }, }, 'commonCurrencies': { 'IQ': 'iQIYI', }, }) def nonce(self): return self.milliseconds() - self.options['timeDifference'] async def fetch_time(self, params={}): response = await self.publicGetTime(params) # # { # "serverTime": 1590998366609 # } # return self.safe_integer(response, 'serverTime') async def load_time_difference(self, params={}): response = await self.publicGetTime(params) after = self.milliseconds() self.options['timeDifference'] = int(after - response['serverTime']) return self.options['timeDifference'] async def fetch_markets(self, params={}): response = await self.publicGetExchangeInfo(params) # # { # "timezone":"UTC", # "serverTime":1603252990096, # "rateLimits":[ # {"rateLimitType":"REQUEST_WEIGHT","interval":"MINUTE","intervalNum":1,"limit":1200}, # {"rateLimitType":"ORDERS","interval":"SECOND","intervalNum":1,"limit":10}, # {"rateLimitType":"ORDERS","interval":"DAY","intervalNum":1,"limit":864000}, # ], # "exchangeFilters":[], # "symbols":[ # { # "symbol":"EVK", # "name":"Evonik", # "status":"BREAK", # "baseAsset":"EVK", # "baseAssetPrecision":3, # "quoteAsset":"EUR", # "quoteAssetId":"EUR", # "quotePrecision":3, # "orderTypes":["LIMIT","MARKET"], # "filters":[ # {"filterType":"LOT_SIZE","minQty":"1","maxQty":"27000","stepSize":"1"}, # {"filterType":"MIN_NOTIONAL","minNotional":"23"} # ], # "marketType":"SPOT", # "country":"DE", # "sector":"Basic Materials", # "industry":"Diversified Chemicals", # "tradingHours":"UTC; Mon 07:02 - 15:30; Tue 07:02 - 15:30; Wed 07:02 - 15:30; Thu 07:02 - 15:30; Fri 07:02 - 15:30", # "tickSize":0.005, # "tickValue":0.11125, # "exchangeFee":0.05 # }, # { # "symbol":"BTC/USD_LEVERAGE", # "name":"Bitcoin / USD", # "status":"TRADING", # "baseAsset":"BTC", # "baseAssetPrecision":3, # "quoteAsset":"USD", # "quoteAssetId":"USD_LEVERAGE", # "quotePrecision":3, # "orderTypes":["LIMIT","MARKET","STOP"], # "filters":[ # {"filterType":"LOT_SIZE","minQty":"0.001","maxQty":"100","stepSize":"0.001"}, # {"filterType":"MIN_NOTIONAL","minNotional":"13"} # ], # "marketType":"LEVERAGE", # "longRate":-0.01, # "shortRate":0.01, # "swapChargeInterval":480, # "country":"", # "sector":"", # "industry":"", # "tradingHours":"UTC; Mon - 21:00, 21:05 -; Tue - 21:00, 21:05 -; Wed - 21:00, 21:05 -; Thu - 21:00, 21:05 -; Fri - 21:00, 22:01 -; Sat - 21:00, 21:05 -; Sun - 20:00, 21:05 -", # "tickSize":0.05, # "tickValue":610.20875, # "makerFee":-0.025, # "takerFee":0.075 # }, # ] # } # if self.options['adjustForTimeDifference']: await self.load_time_difference() markets = self.safe_value(response, 'symbols') result = [] for i in range(0, len(markets)): market = markets[i] id = self.safe_string(market, 'symbol') baseId = self.safe_string(market, 'baseAsset') quoteId = self.safe_string(market, 'quoteAsset') base = self.safe_currency_code(baseId) quote = self.safe_currency_code(quoteId) symbol = base + '/' + quote if id.find('/') >= 0: symbol = id filters = self.safe_value(market, 'filters', []) filtersByType = self.index_by(filters, 'filterType') precision = { 'amount': 1 / math.pow(1, self.safe_integer(market, 'baseAssetPrecision')), 'price': self.safe_float(market, 'tickSize'), } status = self.safe_string(market, 'status') active = (status == 'TRADING') type = self.safe_string_lower(market, 'marketType') if type == 'leverage': type = 'margin' spot = (type == 'spot') margin = (type == 'margin') entry = { 'id': id, 'symbol': symbol, 'base': base, 'quote': quote, 'baseId': baseId, 'quoteId': quoteId, 'type': type, 'spot': spot, 'margin': margin, 'info': market, 'active': active, 'precision': precision, 'limits': { 'amount': { 'min': math.pow(10, -precision['amount']), 'max': None, }, 'price': { 'min': None, 'max': None, }, 'cost': { 'min': -1 * math.log10(precision['amount']), 'max': None, }, }, } exchangeFee = self.safe_float_2(market, 'exchangeFee', 'tradingFee') makerFee = self.safe_float(market, 'makerFee', exchangeFee) takerFee = self.safe_float(market, 'takerFee', exchangeFee) if makerFee is not None: entry['maker'] = makerFee / 100 if takerFee is not None: entry['taker'] = takerFee / 100 if 'PRICE_FILTER' in filtersByType: filter = self.safe_value(filtersByType, 'PRICE_FILTER', {}) entry['precision']['price'] = self.safe_float(filter, 'tickSize') # PRICE_FILTER reports zero values for maxPrice # since they updated filter types in November 2018 # https://github.com/ccxt/ccxt/issues/4286 # therefore limits['price']['max'] doesn't have any meaningful value except None entry['limits']['price'] = { 'min': self.safe_float(filter, 'minPrice'), 'max': None, } maxPrice = self.safe_float(filter, 'maxPrice') if (maxPrice is not None) and (maxPrice > 0): entry['limits']['price']['max'] = maxPrice if 'LOT_SIZE' in filtersByType: filter = self.safe_value(filtersByType, 'LOT_SIZE', {}) entry['precision']['amount'] = self.safe_float(filter, 'stepSize') entry['limits']['amount'] = { 'min': self.safe_float(filter, 'minQty'), 'max': self.safe_float(filter, 'maxQty'), } if 'MARKET_LOT_SIZE' in filtersByType: filter = self.safe_value(filtersByType, 'MARKET_LOT_SIZE', {}) entry['limits']['market'] = { 'min': self.safe_float(filter, 'minQty'), 'max': self.safe_float(filter, 'maxQty'), } if 'MIN_NOTIONAL' in filtersByType: filter = self.safe_value(filtersByType, 'MIN_NOTIONAL', {}) entry['limits']['cost']['min'] = self.safe_float(filter, 'minNotional') result.append(entry) return result def calculate_fee(self, symbol, type, side, amount, price, takerOrMaker='taker', params={}): market = self.markets[symbol] key = 'quote' rate = market[takerOrMaker] cost = amount * rate precision = market['precision']['price'] if side == 'sell': cost *= price else: key = 'base' precision = market['precision']['amount'] cost = self.decimal_to_precision(cost, ROUND, precision, self.precisionMode) return { 'type': takerOrMaker, 'currency': market[key], 'rate': rate, 'cost': float(cost), } async def fetch_accounts(self, params={}): response = await self.privateGetAccount(params) # # { # "makerCommission":0.20, # "takerCommission":0.20, # "buyerCommission":0.20, # "sellerCommission":0.20, # "canTrade":true, # "canWithdraw":true, # "canDeposit":true, # "updateTime":1591056268, # "balances":[ # { # "accountId":5470306579272968, # "collateralCurrency":true, # "asset":"ETH", # "free":0.0, # "locked":0.0, # "default":false, # }, # ] # } # accounts = self.safe_value(response, 'balances', []) result = [] for i in range(0, len(accounts)): account = accounts[i] accountId = self.safe_integer(account, 'accountId') currencyId = self.safe_string(account, 'asset') currencyCode = self.safe_currency_code(currencyId) result.append({ 'id': accountId, 'type': None, 'currency': currencyCode, 'info': response, }) return result async def fetch_trading_fees(self, params={}): await self.load_markets() response = await self.privateGetAccount(params) return { 'info': response, 'maker': self.safe_float(response, 'makerCommission'), 'taker': self.safe_float(response, 'takerCommission'), } def parse_balance_response(self, response): # # { # "makerCommission":0.20, # "takerCommission":0.20, # "buyerCommission":0.20, # "sellerCommission":0.20, # "canTrade":true, # "canWithdraw":true, # "canDeposit":true, # "updateTime":1591056268, # "balances":[ # { # "accountId":5470306579272968, # "collateralCurrency":true, # "asset":"ETH", # "free":0.0, # "locked":0.0, # "default":false, # }, # ] # } # result = {'info': response} balances = self.safe_value(response, 'balances', []) for i in range(0, len(balances)): balance = balances[i] currencyId = self.safe_string(balance, 'asset') code = self.safe_currency_code(currencyId) account = self.account() account['free'] = self.safe_float(balance, 'free') account['used'] = self.safe_float(balance, 'locked') result[code] = account return self.parse_balance(result) async def fetch_balance(self, params={}): await self.load_markets() response = await self.privateGetAccount(params) # # { # "makerCommission":0.20, # "takerCommission":0.20, # "buyerCommission":0.20, # "sellerCommission":0.20, # "canTrade":true, # "canWithdraw":true, # "canDeposit":true, # "updateTime":1591056268, # "balances":[ # { # "accountId":5470306579272968, # "collateralCurrency":true, # "asset":"ETH", # "free":0.0, # "locked":0.0, # "default":false, # }, # ] # } # 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['limit'] = limit # default 100, max 1000, valid limits 5, 10, 20, 50, 100, 500, 1000, 5000 response = await self.publicGetDepth(self.extend(request, params)) # # { # "lastUpdateId":1590999849037, # "asks":[ # [0.02495,60.0000], # [0.02496,120.0000], # [0.02497,240.0000], # ], # "bids":[ # [0.02487,60.0000], # [0.02486,120.0000], # [0.02485,240.0000], # ] # } # orderbook = self.parse_order_book(response) orderbook['nonce'] = self.safe_integer(response, 'lastUpdateId') return orderbook def parse_ticker(self, ticker, market=None): # # fetchTicker # # { # "symbol":"ETH/BTC", # "priceChange":"0.00030", # "priceChangePercent":"1.21", # "weightedAvgPrice":"0.02481", # "prevClosePrice":"0.02447", # "lastPrice":"0.02477", # "lastQty":"60.0", # "bidPrice":"0.02477", # "askPrice":"0.02484", # "openPrice":"0.02447", # "highPrice":"0.02524", # "lowPrice":"0.02438", # "volume":"11.97", # "quoteVolume":"0.298053", # "openTime":1590969600000, # "closeTime":1591000072693 # } # # fetchTickers # # { # "symbol":"EVK", # "highPrice":"22.57", # "lowPrice":"22.16", # "volume":"1", # "quoteVolume":"22.2", # "openTime":1590699364000, # "closeTime":1590785764000 # } # timestamp = self.safe_integer(ticker, 'closeTime') marketId = self.safe_string(ticker, 'symbol') symbol = self.safe_symbol(marketId, market) last = self.safe_float(ticker, 'lastPrice') open = self.safe_float(ticker, 'openPrice') average = None if (open is not None) and (last is not None): average = self.sum(open, last) / 2 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': self.safe_float(ticker, 'bidQty'), 'ask': self.safe_float(ticker, 'askPrice'), 'askVolume': self.safe_float(ticker, 'askQty'), 'vwap': self.safe_float(ticker, 'weightedAvgPrice'), 'open': open, 'close': last, 'last': last, 'previousClose': self.safe_float(ticker, 'prevClosePrice'), # previous day close 'change': self.safe_float(ticker, 'priceChange'), 'percentage': self.safe_float(ticker, 'priceChangePercent'), 'average': average, 'baseVolume': self.safe_float(ticker, 'volume'), 'quoteVolume': self.safe_float(ticker, 'quoteVolume'), 'info': ticker, } async def fetch_ticker(self, symbol, params={}): await self.load_markets() market = self.market(symbol) request = { 'symbol': market['id'], } response = await self.publicGetTicker24hr(self.extend(request, params)) # # { # "symbol":"ETH/BTC", # "priceChange":"0.00030", # "priceChangePercent":"1.21", # "weightedAvgPrice":"0.02481", # "prevClosePrice":"0.02447", # "lastPrice":"0.02477", # "lastQty":"60.0", # "bidPrice":"0.02477", # "askPrice":"0.02484", # "openPrice":"0.02447", # "highPrice":"0.02524", # "lowPrice":"0.02438", # "volume":"11.97", # "quoteVolume":"0.298053", # "openTime":1590969600000, # "closeTime":1591000072693 # } # return self.parse_ticker(response, market) def parse_tickers(self, rawTickers, symbols=None): tickers = [] for i in range(0, len(rawTickers)): tickers.append(self.parse_ticker(rawTickers[i])) return self.filter_by_array(tickers, 'symbol', symbols) async def fetch_tickers(self, symbols=None, params={}): await self.load_markets() response = await self.publicGetTicker24hr(params) # # [ # { # "symbol":"EVK", # "highPrice":"22.57", # "lowPrice":"22.16", # "volume":"1", # "quoteVolume":"22.2", # "openTime":1590699364000, # "closeTime":1590785764000 # } # ] # return self.parse_tickers(response, symbols) def parse_ohlcv(self, ohlcv, market=None): # # [ # 1590971040000, # "0.02454", # "0.02456", # "0.02452", # "0.02456", # 249 # ] # return [ self.safe_integer(ohlcv, 0), self.safe_float(ohlcv, 1), self.safe_float(ohlcv, 2), self.safe_float(ohlcv, 3), self.safe_float(ohlcv, 4), self.safe_float(ohlcv, 5), ] async def fetch_ohlcv(self, symbol, timeframe='1m', since=None, limit=None, params={}): await self.load_markets() market = self.market(symbol) request = { 'symbol': market['id'], 'interval': self.timeframes[timeframe], } if since is not None: request['startTime'] = since if limit is not None: request['limit'] = limit # default 500, max 1000 response = await self.publicGetKlines(self.extend(request, params)) # # [ # [1590971040000,"0.02454","0.02456","0.02452","0.02456",249], # [1590971100000,"0.02455","0.02457","0.02452","0.02456",300], # [1590971160000,"0.02455","0.02456","0.02453","0.02454",286], # ] # return self.parse_ohlcvs(response, market, timeframe, since, limit) def parse_trade(self, trade, market=None): # # fetchTrades(public aggregate trades) # # { # "a":1658318071, # "p":"0.02476", # "q":"0.0", # "T":1591001423382, # "m":false # } # # createOrder fills(private) # # { # "price": "9807.05", # "qty": "0.01", # "commission": "0", # "commissionAsset": "dUSD" # } # # fetchMyTrades # # { # "symbol": "BNBBTC", # "id": 28457, # "orderId": 100234, # "price": "4.00000100", # "qty": "12.00000000", # "commission": "10.10000000", # "commissionAsset": "BNB", # "time": 1499865549590, # "isBuyer": True, # "isMaker": False, # "isBestMatch": True # } # timestamp = self.safe_integer_2(trade, 'T', 'time') price = self.safe_float_2(trade, 'p', 'price') amount = self.safe_float_2(trade, 'q', 'qty') id = self.safe_string_2(trade, 'a', 'id') side = None orderId = self.safe_string(trade, 'orderId') if 'm' in trade: side = 'sell' if trade['m'] else 'buy' # self is reversed intentionally elif 'isBuyerMaker' in trade: side = 'sell' if trade['isBuyerMaker'] else 'buy' else: if 'isBuyer' in trade: side = 'buy' if (trade['isBuyer']) else 'sell' # self is a True side fee = None if 'commission' in trade: fee = { 'cost': self.safe_float(trade, 'commission'), 'currency': self.safe_currency_code(self.safe_string(trade, 'commissionAsset')), } takerOrMaker = None if 'isMaker' in trade: takerOrMaker = 'maker' if trade['isMaker'] else 'taker' marketId = self.safe_string(trade, 'symbol') symbol = self.safe_symbol(marketId, market) return { 'info': trade, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'symbol': symbol, 'id': id, 'order': orderId, 'type': None, 'takerOrMaker': takerOrMaker, 'side': side, 'price': price, 'amount': amount, 'cost': price * amount, 'fee': fee, } async def fetch_trades(self, symbol, since=None, limit=None, params={}): await self.load_markets() market = self.market(symbol) request = { 'symbol': market['id'], # 'limit': 500, # default 500, max 1000 } if limit is not None: request['limit'] = limit # default 500, max 1000 response = await self.publicGetAggTrades(self.extend(request, params)) # # [ # { # "a":1658318071, # "p":"0.02476", # "q":"0.0", # "T":1591001423382, # "m":false # } # ] # return self.parse_trades(response, market, since, limit) def parse_order_status(self, status): statuses = { 'NEW': 'open', 'PARTIALLY_FILLED': 'open', 'FILLED': 'closed', 'CANCELED': 'canceled', 'PENDING_CANCEL': 'canceling', # currently unused 'REJECTED': 'rejected', 'EXPIRED': 'expired', } return self.safe_string(statuses, status, status) def parse_order(self, order, market=None): # # { # "symbol": "BTC/USD", # "orderId": "00000000-0000-0000-0000-0000000c0263", # "clientOrderId": "00000000-0000-0000-0000-0000000c0263", # "transactTime": 1589878206426, # "price": "9825.66210000", # "origQty": "0.01", # "executedQty": "0.01", # "status": "FILLED", # "timeInForce": "FOK", # "type": "MARKET", # "side": "BUY", # "fills": [ # { # "price": "9807.05", # "qty": "0.01", # "commission": "0", # "commissionAsset": "dUSD" # } # ] # } # status = self.parse_order_status(self.safe_string(order, 'status')) marketId = self.safe_string(order, 'symbol') symbol = self.safe_symbol(marketId, market, '/') timestamp = None if 'time' in order: timestamp = self.safe_integer(order, 'time') elif 'transactTime' in order: timestamp = self.safe_integer(order, 'transactTime') price = self.safe_float(order, 'price') amount = self.safe_float(order, 'origQty') filled = self.safe_float(order, 'executedQty') remaining = None cost = self.safe_float(order, 'cummulativeQuoteQty') if filled is not None: if amount is not None: remaining = amount - filled if self.options['parseOrderToPrecision']: remaining = float(self.amount_to_precision(symbol, remaining)) remaining = max(remaining, 0.0) if price is not None: if cost is None: cost = price * filled id = self.safe_string(order, 'orderId') type = self.safe_string_lower(order, 'type') if type == 'market': if price == 0.0: if (cost is not None) and (filled is not None): if (cost > 0) and (filled > 0): price = cost / filled side = self.safe_string_lower(order, 'side') fee = None trades = None fills = self.safe_value(order, 'fills') if fills is not None: trades = self.parse_trades(fills, market) numTrades = len(trades) if numTrades > 0: cost = trades[0]['cost'] fee = { 'cost': trades[0]['fee']['cost'], 'currency': trades[0]['fee']['currency'], } for i in range(1, len(trades)): cost = self.sum(cost, trades[i]['cost']) fee['cost'] = self.sum(fee['cost'], trades[i]['fee']['cost']) average = None if cost is not None: if filled: average = cost / filled if self.options['parseOrderToPrecision']: cost = float(self.cost_to_precision(symbol, cost)) timeInForce = self.safe_string(order, 'timeInForce') return { 'info': order, 'id': id, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'lastTradeTimestamp': None, 'symbol': symbol, 'type': type, 'timeInForce': timeInForce, 'side': side, 'price': price, 'stopPrice': None, 'amount': amount, 'cost': cost, 'average': average, 'filled': filled, 'remaining': remaining, 'status': status, 'fee': fee, 'trades': trades, } async def create_order(self, symbol, type, side, amount, price=None, params={}): await self.load_markets() market = self.market(symbol) accountId = None if market['margin']: accountId = self.safe_integer(params, 'accountId') if accountId is None: raise ArgumentsRequired(self.id + ' createOrder() requires an accountId parameter for ' + market['type'] + ' market ' + symbol) uppercaseType = type.upper() newOrderRespType = self.safe_value(self.options['newOrderRespType'], type, 'RESULT') request = { 'symbol': market['id'], 'quantity': self.amount_to_precision(symbol, amount), 'type': uppercaseType, 'side': side.upper(), 'newOrderRespType': newOrderRespType, # 'RESULT' for full order or 'FULL' for order with fills # 'leverage': 1, # 'accountId': 5470306579272968, # required for leverage markets # 'takeProfit': '123.45', # 'stopLoss': '54.321' # 'guaranteedStopLoss': '54.321', } if uppercaseType == 'LIMIT': request['price'] = self.price_to_precision(symbol, price) request['timeInForce'] = self.options['defaultTimeInForce'] # 'GTC' = Good To Cancel(default), 'IOC' = Immediate Or Cancel, 'FOK' = Fill Or Kill elif uppercaseType == 'STOP': request['price'] = self.price_to_precision(symbol, price) response = await self.privatePostOrder(self.extend(request, params)) # # { # "symbol": "BTC/USD", # "orderId": "00000000-0000-0000-0000-0000000c0263", # "clientOrderId": "00000000-0000-0000-0000-0000000c0263", # "transactTime": 1589878206426, # "price": "9825.66210000", # "origQty": "0.01", # "executedQty": "0.01", # "status": "FILLED", # "timeInForce": "FOK", # "type": "MARKET", # "side": "BUY", # "fills": [ # { # "price": "9807.05", # "qty": "0.01", # "commission": "0", # "commissionAsset": "dUSD" # } # ] # } # return self.parse_order(response, market) async def fetch_open_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'] elif self.options['warnOnFetchOpenOrdersWithoutSymbol']: symbols = self.symbols numSymbols = len(symbols) fetchOpenOrdersRateLimit = int(numSymbols / 2) raise ExchangeError(self.id + ' fetchOpenOrders() WARNING: fetching open orders without specifying a symbol is rate-limited to one call per ' + str(fetchOpenOrdersRateLimit) + ' seconds. Do not call self method frequently to avoid ban. Set ' + self.id + '.options["warnOnFetchOpenOrdersWithoutSymbol"] = False to suppress self warning message.') response = await self.privateGetOpenOrders(self.extend(request, params)) return self.parse_orders(response, market, since, limit) async def cancel_order(self, id, symbol=None, params={}): if symbol is None: raise ArgumentsRequired(self.id + ' cancelOrder() requires a symbol argument') await self.load_markets() market = self.market(symbol) origClientOrderId = self.safe_value(params, 'origClientOrderId') request = { 'symbol': market['id'], # 'orderId': int(id), # 'origClientOrderId': id, } if origClientOrderId is None: request['orderId'] = id else: request['origClientOrderId'] = origClientOrderId response = await self.privateDeleteOrder(self.extend(request, params)) # # { # "symbol":"ETH/USD", # "orderId":"00000000-0000-0000-0000-00000024383b", # "clientOrderId":"00000000-0000-0000-0000-00000024383b", # "price":"150", # "origQty":"0.1", # "executedQty":"0.0", # "status":"CANCELED", # "timeInForce":"GTC", # "type":"LIMIT", # "side":"BUY" # } # return self.parse_order(response, market) async def fetch_my_trades(self, symbol=None, since=None, limit=None, params={}): if symbol is None: raise ArgumentsRequired(self.id + ' fetchMyTrades() requires a symbol argument') await self.load_markets() market = self.market(symbol) request = { 'symbol': market['id'], } if limit is not None: request['limit'] = limit response = await self.privateGetMyTrades(self.extend(request, params)) # # [ # { # "symbol": "BNBBTC", # "id": 28457, # "orderId": 100234, # "price": "4.00000100", # "qty": "12.00000000", # "commission": "10.10000000", # "commissionAsset": "BNB", # "time": 1499865549590, # "isBuyer": True, # "isMaker": False, # "isBestMatch": True # } # ] # return self.parse_trades(response, market, since, limit) def sign(self, path, api='public', method='GET', params={}, headers=None, body=None): url = self.urls['api'][api] + '/' + self.version + '/' + path if path == 'historicalTrades': headers = { 'X-MBX-APIKEY': self.apiKey, } if api == 'private': self.check_required_credentials() query = self.urlencode(self.extend({ 'timestamp': self.nonce(), 'recvWindow': self.options['recvWindow'], }, params)) signature = self.hmac(self.encode(query), self.encode(self.secret)) query += '&' + 'signature=' + signature headers = { 'X-MBX-APIKEY': self.apiKey, } if (method == 'GET') or (method == 'DELETE'): url += '?' + query else: body = query headers['Content-Type'] = 'application/x-www-form-urlencoded' else: if params: url += '?' + self.urlencode(params) return {'url': url, 'method': method, 'body': body, 'headers': headers} def handle_errors(self, httpCode, reason, url, method, headers, body, response, requestHeaders, requestBody): if (httpCode == 418) or (httpCode == 429): raise DDoSProtection(self.id + ' ' + str(httpCode) + ' ' + reason + ' ' + body) # error response in a form: {"code": -1013, "msg": "Invalid quantity."} # following block cointains legacy checks against message patterns in "msg" property # will switch "code" checks eventually, when we know all of them if httpCode >= 400: if body.find('Price * QTY is zero or less') >= 0: raise InvalidOrder(self.id + ' order cost = amount * price is zero or less ' + body) if body.find('LOT_SIZE') >= 0: raise InvalidOrder(self.id + ' order amount should be evenly divisible by lot size ' + body) if body.find('PRICE_FILTER') >= 0: raise InvalidOrder(self.id + ' order price is invalid, i.e. exceeds allowed price precision, exceeds min price or max price limits or is invalid float value in general, use self.price_to_precision(symbol, amount) ' + body) if response is None: return # fallback to default error handler # # {"code":-1128,"msg":"Combination of optional parameters invalid."} # errorCode = self.safe_string(response, 'code') if (errorCode is not None) and (errorCode != '0'): feedback = self.id + ' ' + self.json(response) self.throw_exactly_matched_exception(self.exceptions['exact'], errorCode, feedback) message = self.safe_string(response, 'msg') self.throw_broadly_matched_exception(self.exceptions['broad'], message, feedback) raise ExchangeError(feedback)