# -*- 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 BadSymbol from ccxt.base.errors import InsufficientFunds from ccxt.base.errors import InvalidOrder from ccxt.base.errors import OrderNotFound from ccxt.base.errors import ExchangeNotAvailable from ccxt.base.decimal_to_precision import TICK_SIZE class delta(Exchange): def describe(self): return self.deep_extend(super(delta, self).describe(), { 'id': 'delta', 'name': 'Delta Exchange', 'countries': ['VC'], # Saint Vincent and the Grenadines 'rateLimit': 300, 'version': 'v2', # new metainfo interface 'has': { 'cancelAllOrders': True, 'cancelOrder': True, 'createOrder': True, 'editOrder': True, 'fetchBalance': True, 'fetchClosedOrders': True, 'fetchDepositAddress': True, 'fetchCurrencies': True, 'fetchLedger': True, 'fetchMarkets': True, 'fetchMyTrades': True, 'fetchOHLCV': True, 'fetchOpenOrders': True, 'fetchOrderBook': True, 'fetchStatus': True, 'fetchTicker': True, 'fetchTickers': True, 'fetchTime': True, 'fetchTrades': True, }, 'timeframes': { '1m': '1m', '3m': '3m', '5m': '5m', '15m': '15m', '30m': '30m', '1h': '1h', '2h': '2h', '4h': '4h', '6h': '6h', '1d': '1d', '7d': '7d', '1w': '1w', '2w': '2w', '1M': '30d', }, 'urls': { 'logo': 'https://user-images.githubusercontent.com/1294454/99450025-3be60a00-2931-11eb-9302-f4fd8d8589aa.jpg', 'test': { 'public': 'https://testnet-api.delta.exchange', 'private': 'https://testnet-api.delta.exchange', }, 'api': { 'public': 'https://api.delta.exchange', 'private': 'https://api.delta.exchange', }, 'www': 'https://www.delta.exchange', 'doc': [ 'https://docs.delta.exchange', ], 'fees': 'https://www.delta.exchange/fees', 'referral': 'https://www.delta.exchange/app/signup/?code=IULYNB', }, 'api': { 'public': { 'get': [ 'assets', 'settings', 'indices', 'products', 'tickers', 'tickers/{symbol}', 'l2orderbook/{symbol}', 'trades/{symbol}', 'history/candles', 'history/sparklines', ], }, 'private': { 'get': [ 'orders', 'orders/leverage', 'positions', 'positions/margined', 'orders/history', 'fills', 'fills/history/download/csv', 'wallet/balances', 'wallet/transactions', 'wallet/transactions/download', 'deposits/address', ], 'post': [ 'orders', 'orders/batch', 'orders/leverage', 'positions/change_margin', ], 'put': [ 'orders', 'orders/batch', ], 'delete': [ 'orders', 'orders/all', 'orders/batch', ], }, }, 'fees': { 'trading': { 'tierBased': True, 'percentage': True, 'taker': 0.15 / 100, 'maker': 0.10 / 100, 'tiers': { 'taker': [ [0, 0.15 / 100], [100, 0.13 / 100], [250, 0.13 / 100], [1000, 0.1 / 100], [5000, 0.09 / 100], [10000, 0.075 / 100], [20000, 0.065 / 100], ], 'maker': [ [0, 0.1 / 100], [100, 0.1 / 100], [250, 0.09 / 100], [1000, 0.075 / 100], [5000, 0.06 / 100], [10000, 0.05 / 100], [20000, 0.05 / 100], ], }, }, }, 'precisionMode': TICK_SIZE, 'requiredCredentials': { 'apiKey': True, 'secret': False, }, 'exceptions': { 'exact': { # Margin required to place order with selected leverage and quantity is insufficient. 'insufficient_margin': InsufficientFunds, # {"error":{"code":"insufficient_margin","context":{"available_balance":"0.000000000000000000","required_additional_balance":"1.618626000000000000000000000"}},"success":false} 'order_size_exceed_available': InvalidOrder, # The order book doesn't have sufficient liquidity, hence the order couldnt be filled, for example, ioc orders 'risk_limits_breached': BadRequest, # orders couldn't be placed as it will breach allowed risk limits. 'invalid_contract': BadSymbol, # The contract/product is either doesn't exist or has already expired. 'immediate_liquidation': InvalidOrder, # Order will cause immediate liquidation. 'out_of_bankruptcy': InvalidOrder, # Order prices are out of position bankruptcy limits. 'self_matching_disrupted_post_only': InvalidOrder, # Self matching is not allowed during auction. 'immediate_execution_post_only': InvalidOrder, # orders couldn't be placed as it includes post only orders which will be immediately executed 'bad_schema': BadRequest, # {"error":{"code":"bad_schema","context":{"schema_errors":[{"code":"validation_error","message":"id is required","param":""}]}},"success":false} 'invalid_api_key': AuthenticationError, # {"success":false,"error":{"code":"invalid_api_key"}} 'invalid_signature': AuthenticationError, # {"success":false,"error":{"code":"invalid_signature"}} 'open_order_not_found': OrderNotFound, # {"error":{"code":"open_order_not_found"},"success":false} 'unavailable': ExchangeNotAvailable, # {"error":{"code":"unavailable"},"success":false} }, 'broad': { }, }, }) async def fetch_time(self, params={}): response = await self.publicGetSettings(params) # # { # "result":{ # "server_time":1605472733766141, # "deto_referral_mining_daily_reward":"25000", # "deto_total_reward_pool":"100000000", # "deto_trade_mining_daily_reward":"75000", # "kyc_deposit_limit":"20", # "kyc_withdrawal_limit":"2", # "under_maintenance":"false" # }, # "success":true # } # result = self.safe_value(response, 'result', {}) return self.safe_integer_product(result, 'server_time', 0.001) async def fetch_status(self, params={}): response = await self.publicGetSettings(params) result = self.safe_value(response, 'result', {}) underMaintenance = self.safe_value(result, 'under_maintenance') status = 'maintenance' if (underMaintenance == 'true') else 'ok' updated = self.safe_integer_product(result, 'server_time', 0.001) self.status = self.extend(self.status, { 'status': status, 'updated': updated, }) return self.status async def fetch_currencies(self, params={}): response = await self.publicGetAssets(params) # # { # "result":[ # { # "base_withdrawal_fee":"0.0005", # "deposit_status":"enabled", # "id":2, # "interest_credit":true, # "interest_slabs":[ # {"limit":"0.1","rate":"0"}, # {"limit":"1","rate":"0.05"}, # {"limit":"5","rate":"0.075"}, # {"limit":"10","rate":"0.1"}, # {"limit":"9999999999999999","rate":"0"} # ], # "kyc_deposit_limit":"10", # "kyc_withdrawal_limit":"2", # "min_withdrawal_amount":"0.001", # "minimum_precision":4, # "name":"Bitcoin", # "precision":8, # "sort_priority":1, # "symbol":"BTC", # "variable_withdrawal_fee":"0", # "withdrawal_status":"enabled" # }, # ], # "success":true # } # currencies = self.safe_value(response, 'result', []) result = {} for i in range(0, len(currencies)): currency = currencies[i] id = self.safe_string(currency, 'symbol') numericId = self.safe_integer(currency, 'id') code = self.safe_currency_code(id) depositStatus = self.safe_string(currency, 'deposit_status') withdrawalStatus = self.safe_string(currency, 'withdrawal_status') depositsEnabled = (depositStatus == 'enabled') withdrawalsEnabled = (withdrawalStatus == 'enabled') active = depositsEnabled and withdrawalsEnabled precision = self.safe_integer(currency, 'precision') result[code] = { 'id': id, 'numericId': numericId, 'code': code, 'name': self.safe_string(currency, 'name'), 'info': currency, # the original payload 'active': active, 'fee': self.safe_float(currency, 'base_withdrawal_fee'), 'precision': 1 / math.pow(10, precision), 'limits': { 'amount': {'min': None, 'max': None}, 'price': {'min': None, 'max': None}, 'cost': {'min': None, 'max': None}, 'withdraw': { 'min': self.safe_float(currency, 'min_withdrawal_amount'), 'max': None, }, }, } return result async def load_markets(self, reload=False, params={}): markets = await super(delta, self).load_markets(reload, params) currenciesByNumericId = self.safe_value(self.options, 'currenciesByNumericId') if (currenciesByNumericId is None) or reload: self.options['currenciesByNumericId'] = self.index_by(self.currencies, 'numericId') marketsByNumericId = self.safe_value(self.options, 'marketsByNumericId') if (marketsByNumericId is None) or reload: self.options['marketsByNumericId'] = self.index_by(self.markets, 'numericId') return markets async def fetch_markets(self, params={}): response = await self.publicGetProducts(params) # # { # "meta":{ # "after":null, # "before":null, # "limit":100, # "total_count":81 # }, # "result":[ # { # "annualized_funding":"5.475000000000000000", # "is_quanto":false, # "ui_config":{ # "default_trading_view_candle":"15", # "leverage_slider_values":[1,3,5,10,25,50], # "price_clubbing_values":[0.001,0.005,0.05,0.1,0.5,1,5], # "show_bracket_orders":false, # "sort_priority":29, # "tags":[] # }, # "basis_factor_max_limit":"0.15", # "symbol":"P-LINK-D-151120", # "id":1584, # "default_leverage":"5.000000000000000000", # "maker_commission_rate":"0.0005", # "contract_unit_currency":"LINK", # "strike_price":"12.507948", # "settling_asset":{ # # asset structure # }, # "auction_start_time":null, # "auction_finish_time":null, # "settlement_time":"2020-11-15T12:00:00Z", # "launch_time":"2020-11-14T11:55:05Z", # "spot_index":{ # # index structure # }, # "trading_status":"operational", # "tick_size":"0.001", # "position_size_limit":100000, # "notional_type":"vanilla", # vanilla, inverse # "price_band":"0.4", # "barrier_price":null, # "description":"Daily LINK PUT options quoted in USDT and settled in USDT", # "insurance_fund_margin_contribution":"1", # "quoting_asset":{ # # asset structure # }, # "liquidation_penalty_factor":"0.2", # "product_specs":{"max_volatility":3,"min_volatility":0.3,"spot_price_band":"0.40"}, # "initial_margin_scaling_factor":"0.0001", # "underlying_asset":{ # # asset structure # }, # "state":"live", # "contract_value":"1", # "initial_margin":"2", # "impact_size":5000, # "settlement_price":null, # "contract_type":"put_options", # put_options, call_options, move_options, perpetual_futures, interest_rate_swaps, futures, spreads # "taker_commission_rate":"0.0005", # "maintenance_margin":"1", # "short_description":"LINK Daily PUT Options", # "maintenance_margin_scaling_factor":"0.00005", # "funding_method":"mark_price", # "max_leverage_notional":"20000" # }, # ], # "success":true # } # markets = self.safe_value(response, 'result', []) result = [] for i in range(0, len(markets)): market = markets[i] type = self.safe_string(market, 'contract_type') # settlingAsset = self.safe_value(market, 'settling_asset', {}) quotingAsset = self.safe_value(market, 'quoting_asset', {}) underlyingAsset = self.safe_value(market, 'underlying_asset', {}) baseId = self.safe_string(underlyingAsset, 'symbol') quoteId = self.safe_string(quotingAsset, 'symbol') id = self.safe_string(market, 'symbol') numericId = self.safe_integer(market, 'id') base = self.safe_currency_code(baseId) quote = self.safe_currency_code(quoteId) symbol = id swap = False future = False option = False if type == 'perpetual_futures': type = 'swap' swap = True future = False option = False symbol = base + '/' + quote elif (type == 'call_options') or (type == 'put_options') or (type == 'move_options'): type = 'option' swap = False option = True future = False elif type == 'futures': type = 'future' swap = False option = False future = True precision = { 'amount': 1.0, # number of contracts 'price': self.safe_float(market, 'tick_size'), } limits = { 'amount': { 'min': 1.0, 'max': self.safe_float(market, 'position_size_limit'), }, 'price': { 'min': precision['price'], 'max': None, }, 'cost': { 'min': self.safe_float(market, 'min_size'), 'max': None, }, } state = self.safe_string(market, 'state') active = (state == 'live') maker = self.safe_float(market, 'maker_commission_rate') taker = self.safe_float(market, 'taker_commission_rate') result.append({ 'id': id, 'numericId': numericId, 'symbol': symbol, 'base': base, 'quote': quote, 'baseId': baseId, 'quoteId': quoteId, 'type': type, 'option': option, 'swap': swap, 'future': future, 'maker': maker, 'taker': taker, 'precision': precision, 'limits': limits, 'info': market, 'active': active, }) return result def parse_ticker(self, ticker, market=None): # # fetchTicker, fetchTickers # # { # "close":15837.5, # "high":16354, # "low":15751.5, # "mark_price":"15820.100867", # "open":16140.5, # "product_id":139, # "size":640552, # "spot_price":"15827.050000000001", # "symbol":"BTCUSDT", # "timestamp":1605373550208262, # "turnover":10298630.3735, # "turnover_symbol":"USDT", # "turnover_usd":10298630.3735, # "volume":640.5520000000001 # } # timestamp = self.safe_integer_product(ticker, 'timestamp', 0.001) marketId = self.safe_string(ticker, 'symbol') symbol = self.safe_symbol(marketId, market) last = self.safe_float(ticker, 'close') open = self.safe_float(ticker, 'open') change = None average = None percentage = None if (open is not None) and (last is not None): change = last - open average = self.sum(last, open) / 2 if open != 0.0: percentage = (change / open) * 100 baseVolume = self.safe_float(ticker, 'volume') quoteVolume = self.safe_float(ticker, 'turnover') vwap = self.vwap(baseVolume, quoteVolume) return { 'symbol': symbol, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'high': self.safe_float(ticker, 'high'), 'low': self.safe_float(ticker, 'low'), 'bid': None, 'bidVolume': None, 'ask': None, 'askVolume': None, 'vwap': vwap, 'open': open, 'close': last, 'last': last, 'previousClose': None, 'change': change, 'percentage': percentage, 'average': average, 'baseVolume': baseVolume, 'quoteVolume': 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.publicGetTickersSymbol(self.extend(request, params)) # # { # "result":{ # "close":15837.5, # "high":16354, # "low":15751.5, # "mark_price":"15820.100867", # "open":16140.5, # "product_id":139, # "size":640552, # "spot_price":"15827.050000000001", # "symbol":"BTCUSDT", # "timestamp":1605373550208262, # "turnover":10298630.3735, # "turnover_symbol":"USDT", # "turnover_usd":10298630.3735, # "volume":640.5520000000001 # }, # "success":true # } # result = self.safe_value(response, 'result', {}) return self.parse_ticker(result, market) async def fetch_tickers(self, symbols=None, params={}): await self.load_markets() response = await self.publicGetTickers(params) # # { # "result":[ # { # "close":0.003966, # "high":0.004032, # "low":0.003606, # "mark_price":"0.00396328", # "open":0.003996, # "product_id":1327, # "size":6242, # "spot_price":"0.0039555", # "symbol":"AAVEBTC", # "timestamp":1605374143864107, # "turnover":23.997904999999996, # "turnover_symbol":"BTC", # "turnover_usd":387957.4544782897, # "volume":6242 # }, # ], # "success":true # } # tickers = self.safe_value(response, 'result', []) result = {} for i in range(0, len(tickers)): ticker = self.parse_ticker(tickers[i]) symbol = ticker['symbol'] result[symbol] = ticker return self.filter_by_array(result, 'symbol', symbols) async def fetch_order_book(self, symbol, limit=None, params={}): await self.load_markets() request = { 'symbol': self.market_id(symbol), } if limit is not None: request['depth'] = limit response = await self.publicGetL2orderbookSymbol(self.extend(request, params)) # # { # "result":{ # "buy":[ # {"price":"15814.0","size":912}, # {"price":"15813.5","size":1279}, # {"price":"15813.0","size":1634}, # ], # "sell":[ # {"price":"15814.5","size":625}, # {"price":"15815.0","size":982}, # {"price":"15815.5","size":1328}, # ], # "symbol":"BTCUSDT" # }, # "success":true # } # result = self.safe_value(response, 'result', {}) return self.parse_order_book(result, None, 'buy', 'sell', 'price', 'size') def parse_trade(self, trade, market=None): # # public fetchTrades # # { # "buyer_role":"maker", # "price":"15896.5", # "seller_role":"taker", # "size":241, # "symbol":"BTCUSDT", # "timestamp":1605376684714595 # } # # private fetchMyTrades # # { # "commission":"0.008335000000000000", # "created_at":"2020-11-16T19:07:19Z", # "fill_type":"normal", # "id":"e7ff05c233a74245b72381f8dd91d1ce", # "meta_data":{ # "effective_commission_rate":"0.0005", # "order_price":"16249", # "order_size":1, # "order_type":"market_order", # "order_unfilled_size":0, # "trading_fee_credits_used":"0" # }, # "order_id":"152999629", # "price":"16669", # "product":{ # "contract_type":"perpetual_futures", # "contract_unit_currency":"BTC", # "contract_value":"0.001", # "id":139, # "notional_type":"vanilla", # "quoting_asset":{"minimum_precision":2,"precision":6,"symbol":"USDT"}, # "settling_asset":{"minimum_precision":2,"precision":6,"symbol":"USDT"}, # "symbol":"BTCUSDT", # "tick_size":"0.5", # "underlying_asset":{"minimum_precision":4,"precision":8,"symbol":"BTC"} # }, # "product_id":139, # "role":"taker", # "side":"sell", # "size":1 # } # id = self.safe_string(trade, 'id') orderId = self.safe_string(trade, 'order_id') timestamp = self.parse8601(self.safe_string(trade, 'created_at')) timestamp = self.safe_integer_product(trade, 'timestamp', 0.001, timestamp) price = self.safe_float(trade, 'price') amount = self.safe_float(trade, 'size') cost = None if (amount is not None) and (price is not None): cost = amount * price product = self.safe_value(trade, 'product', {}) marketId = self.safe_string(product, 'symbol') symbol = self.safe_symbol(marketId, market) sellerRole = self.safe_string(trade, 'seller_role') side = self.safe_string(trade, 'side') if side is None: if sellerRole == 'taker': side = 'sell' elif sellerRole == 'maker': side = 'buy' takerOrMaker = self.safe_string(trade, 'role') metaData = self.safe_value(trade, 'meta_data', {}) type = self.safe_string(metaData, 'order_type') if type is not None: type = type.replace('_order', '') feeCost = self.safe_float(trade, 'commission') fee = None if feeCost is not None: settlingAsset = self.safe_value(product, 'settling_asset', {}) feeCurrencyId = self.safe_string(settlingAsset, 'symbol') feeCurrencyCode = self.safe_currency_code(feeCurrencyId) fee = { 'cost': feeCost, 'currency': feeCurrencyCode, } return { 'id': id, 'order': orderId, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'symbol': symbol, 'type': type, 'side': side, 'price': price, 'amount': amount, 'cost': cost, 'takerOrMaker': takerOrMaker, 'fee': fee, 'info': trade, } async def fetch_trades(self, symbol, since=None, limit=None, params={}): await self.load_markets() market = self.market(symbol) request = { 'symbol': market['id'], } response = await self.publicGetTradesSymbol(self.extend(request, params)) # # { # "result":[ # { # "buyer_role":"maker", # "price":"15896.5", # "seller_role":"taker", # "size":241, # "symbol":"BTCUSDT", # "timestamp":1605376684714595 # } # ], # "success":true # } # result = self.safe_value(response, 'result', []) return self.parse_trades(result, market, since, limit) def parse_ohlcv(self, ohlcv, market=None): # # { # "time":1605393120, # "open":15989, # "high":15989, # "low":15987.5, # "close":15987.5, # "volume":565 # } # return [ self.safe_timestamp(ohlcv, 'time'), 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() market = self.market(symbol) request = { 'symbol': market['id'], 'resolution': self.timeframes[timeframe], } duration = self.parse_timeframe(timeframe) limit = limit if limit else 2000 # max 2000 if since is None: end = self.seconds() request['end'] = end request['start'] = end - limit * duration else: start = int(since / 1000) request['start'] = start request['end'] = self.sum(start, limit * duration) response = await self.publicGetHistoryCandles(self.extend(request, params)) # # { # "success":true, # "result":[ # {"time":1605393120,"open":15989,"high":15989,"low":15987.5,"close":15987.5,"volume":565}, # {"time":1605393180,"open":15966,"high":15966,"low":15959,"close":15959,"volume":24}, # {"time":1605393300,"open":15973,"high":15973,"low":15973,"close":15973,"volume":1288}, # ] # } # result = self.safe_value(response, 'result', []) return self.parse_ohlcvs(result, market, timeframe, since, limit) async def fetch_balance(self, params={}): await self.load_markets() response = await self.privateGetWalletBalances(params) # # { # "result":[ # { # "asset_id":1, # "available_balance":"0", # "balance":"0", # "commission":"0", # "id":154883, # "interest_credit":"0", # "order_margin":"0", # "pending_referral_bonus":"0", # "pending_trading_fee_credit":"0", # "position_margin":"0", # "trading_fee_credit":"0", # "user_id":22142 # }, # ], # "success":true # } # balances = self.safe_value(response, 'result', []) result = {'info': response} currenciesByNumericId = self.safe_value(self.options, 'currenciesByNumericId', {}) for i in range(0, len(balances)): balance = balances[i] currencyId = self.safe_string(balance, 'asset_id') currency = self.safe_value(currenciesByNumericId, currencyId) code = currencyId if (currency is None) else currency['code'] account = self.account() account['total'] = self.safe_float(balance, 'balance') account['free'] = self.safe_float(balance, 'available_balance') result[code] = account return self.parse_balance(result) async def fetch_position(self, symbol, params=None): await self.load_markets() market = self.market(symbol) request = { 'product_id': market['numericId'], } response = await self.privateGetPositions(self.extend(request, params)) # # { # "result":{ # "entry_price":null, # "size":0, # "timestamp":1605454074268079 # }, # "success":true # } # result = self.safe_value(response, 'result', {}) return result async def fetch_positions(self, symbols=None, since=None, limit=None, params={}): await self.load_markets() response = await self.privateGetPositionsMargined(params) # # { # "success": True, # "result": [ # { # "user_id": 0, # "size": 0, # "entry_price": "string", # "margin": "string", # "liquidation_price": "string", # "bankruptcy_price": "string", # "adl_level": 0, # "product_id": 0 # } # ] # } # result = self.safe_value(response, 'result', []) return result def parse_order_status(self, status): statuses = { 'open': 'open', 'pending': 'open', 'closed': 'closed', 'cancelled': 'canceled', } return self.safe_string(statuses, status, status) def parse_order(self, order, market=None): # # createOrder, cancelOrder, editOrder, fetchOpenOrders, fetchClosedOrders # # { # "average_fill_price":null, # "bracket_order":null, # "bracket_stop_loss_limit_price":null, # "bracket_stop_loss_price":null, # "bracket_take_profit_limit_price":null, # "bracket_take_profit_price":null, # "bracket_trail_amount":null, # "cancellation_reason":null, # "client_order_id":null, # "close_on_trigger":"false", # "commission":"0", # "created_at":"2020-11-16T02:38:26Z", # "id":152870626, # "limit_price":"10000", # "meta_data":{"source":"api"}, # "order_type":"limit_order", # "paid_commission":"0", # "product_id":139, # "reduce_only":false, # "side":"buy", # "size":0, # "state":"open", # "stop_order_type":null, # "stop_price":null, # "stop_trigger_method":"mark_price", # "time_in_force":"gtc", # "trail_amount":null, # "unfilled_size":0, # "user_id":22142 # } # id = self.safe_string(order, 'id') clientOrderId = self.safe_string(order, 'client_order_id') timestamp = self.parse8601(self.safe_string(order, 'created_at')) marketId = self.safe_string(order, 'product_id') marketsByNumericId = self.safe_value(self.options, 'marketsByNumericId', {}) market = self.safe_value(marketsByNumericId, marketId, market) symbol = marketId if (market is None) else market['symbol'] status = self.parse_order_status(self.safe_string(order, 'state')) side = self.safe_string(order, 'side') type = self.safe_string(order, 'order_type') type = type.replace('_order', '') price = self.safe_float(order, 'limit_price') amount = self.safe_float(order, 'size') remaining = self.safe_float(order, 'unfilled_size') filled = None if (amount is not None) and (remaining is not None): filled = max(0, amount - remaining) cost = None average = self.safe_float(order, 'average_fill_price') if (average is not None) and filled: cost = average * filled fee = None feeCost = self.safe_float(order, 'paid_commission') if feeCost is not None: feeCurrencyCode = None if market is not None: settlingAsset = self.safe_value(market['info'], 'settling_asset', {}) feeCurrencyId = self.safe_string(settlingAsset, 'symbol') feeCurrencyCode = self.safe_currency_code(feeCurrencyId) fee = { 'cost': feeCost, 'currency': feeCurrencyCode, } return { 'info': order, 'id': id, 'clientOrderId': clientOrderId, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'lastTradeTimestamp': None, 'symbol': symbol, 'type': type, 'side': side, 'price': price, 'amount': amount, 'cost': cost, 'average': average, 'filled': filled, 'remaining': remaining, 'status': status, 'fee': fee, 'trades': None, } async def create_order(self, symbol, type, side, amount, price=None, params={}): await self.load_markets() orderType = type + '_order' market = self.market(symbol) request = { 'product_id': market['numericId'], # 'limit_price': self.price_to_precision(symbol, price), 'size': self.amount_to_precision(symbol, amount), 'side': side, 'order_type': orderType, # 'client_order_id': 'string', # 'time_in_force': 'gtc', # gtc, ioc, fok # 'post_only': 'false', # 'true', # 'reduce_only': 'false', # 'true', } if type == 'limit': request['limit_price'] = self.price_to_precision(symbol, price) clientOrderId = self.safe_string_2(params, 'clientOrderId', 'client_order_id') params = self.omit(params, ['clientOrderId', 'client_order_id']) if clientOrderId is not None: request['client_order_id'] = clientOrderId response = await self.privatePostOrders(self.extend(request, params)) # # { # "result":{ # "average_fill_price":null, # "bracket_order":null, # "bracket_stop_loss_limit_price":null, # "bracket_stop_loss_price":null, # "bracket_take_profit_limit_price":null, # "bracket_take_profit_price":null, # "bracket_trail_amount":null, # "cancellation_reason":null, # "client_order_id":null, # "close_on_trigger":"false", # "commission":"0", # "created_at":"2020-11-16T02:38:26Z", # "id":152870626, # "limit_price":"10000", # "meta_data":{"source":"api"}, # "order_type":"limit_order", # "paid_commission":"0", # "product_id":139, # "reduce_only":false, # "side":"buy", # "size":0, # "state":"open", # "stop_order_type":null, # "stop_price":null, # "stop_trigger_method":"mark_price", # "time_in_force":"gtc", # "trail_amount":null, # "unfilled_size":0, # "user_id":22142 # }, # "success":true # } # result = self.safe_value(response, 'result', {}) return self.parse_order(result, market) async def edit_order(self, id, symbol, type, side, amount, price=None, params={}): await self.load_markets() market = self.market(symbol) request = { 'id': int(id), 'product_id': market['numericId'], # 'limit_price': self.price_to_precision(symbol, price), # 'size': self.amount_to_precision(symbol, amount), } if amount is not None: request['size'] = int(self.amount_to_precision(symbol, amount)) if price is not None: request['limit_price'] = self.price_to_precision(symbol, price) response = await self.privatePutOrders(self.extend(request, params)) # # { # "success": True, # "result": { # "id": "ashb1212", # "product_id": 27, # "limit_price": "9200", # "side": "buy", # "size": 100, # "unfilled_size": 50, # "user_id": 1, # "order_type": "limit_order", # "state": "open", # "created_at": "..." # } # } # result = self.safe_value(response, 'result') return self.parse_order(result, market) 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) request = { 'id': int(id), 'product_id': market['numericId'], } response = await self.privateDeleteOrders(self.extend(request, params)) # # { # "result":{ # "average_fill_price":null, # "bracket_order":null, # "bracket_stop_loss_limit_price":null, # "bracket_stop_loss_price":null, # "bracket_take_profit_limit_price":null, # "bracket_take_profit_price":null, # "bracket_trail_amount":null, # "cancellation_reason":"cancelled_by_user", # "client_order_id":null, # "close_on_trigger":"false", # "commission":"0", # "created_at":"2020-11-16T02:38:26Z", # "id":152870626, # "limit_price":"10000", # "meta_data":{"source":"api"}, # "order_type":"limit_order", # "paid_commission":"0", # "product_id":139, # "reduce_only":false, # "side":"buy", # "size":0, # "state":"cancelled", # "stop_order_type":null, # "stop_price":null, # "stop_trigger_method":"mark_price", # "time_in_force":"gtc", # "trail_amount":null, # "unfilled_size":0, # "user_id":22142 # }, # "success":true # } # result = self.safe_value(response, 'result') return self.parse_order(result, market) async def cancel_all_orders(self, symbol=None, params={}): if symbol is None: raise ArgumentsRequired(self.id + ' cancelAllOrders() requires a symbol argument') await self.load_markets() market = self.market(symbol) request = { 'product_id': market['numericId'], # 'cancel_limit_orders': 'true', # 'cancel_stop_orders': 'true', } response = self.privateDeleteOrdersAll(self.extend(request, params)) # # { # "result":{}, # "success":true # } # return response async def fetch_open_orders(self, symbol=None, since=None, limit=None, params={}): return await self.fetch_orders_with_method('privateGetOrders', symbol, since, limit, params) async def fetch_closed_orders(self, symbol=None, since=None, limit=None, params={}): return await self.fetch_orders_with_method('privateGetOrdersHistory', symbol, since, limit, params) async def fetch_orders_with_method(self, method, symbol=None, since=None, limit=None, params={}): await self.load_markets() request = { # 'product_ids': market['id'], # comma-separated # 'contract_types': types, # comma-separated, futures, perpetual_futures, call_options, put_options, interest_rate_swaps, move_options, spreads # 'order_types': types, # comma-separated, market, limit, stop_market, stop_limit, all_stop # 'start_time': since * 1000, # 'end_time': self.microseconds(), # 'after': string, # after cursor for pagination # 'before': string, # before cursor for pagination # 'page_size': limit, # number of records per page } market = None if symbol is not None: market = self.market(symbol) request['product_ids'] = market['numericId'] # accepts a comma-separated list of ids if since is not None: request['start_time'] = str(since) + '000' if limit is not None: request['page_size'] = limit response = await getattr(self, method)(self.extend(request, params)) # # { # "success": True, # "result": [ # { # "id": "ashb1212", # "product_id": 27, # "limit_price": "9200", # "side": "buy", # "size": 100, # "unfilled_size": 50, # "user_id": 1, # "order_type": "limit_order", # "state": "open", # "created_at": "..." # } # ], # "meta": { # "after": "string", # "before": "string" # } # } # result = self.safe_value(response, 'result', []) return self.parse_orders(result, market, since, limit) async def fetch_my_trades(self, symbol=None, since=None, limit=None, params={}): await self.load_markets() request = { # 'product_ids': market['id'], # comma-separated # 'contract_types': types, # comma-separated, futures, perpetual_futures, call_options, put_options, interest_rate_swaps, move_options, spreads # 'start_time': since * 1000, # 'end_time': self.microseconds(), # 'after': string, # after cursor for pagination # 'before': string, # before cursor for pagination # 'page_size': limit, # number of records per page } market = None if symbol is not None: market = self.market(symbol) request['product_ids'] = market['numericId'] # accepts a comma-separated list of ids if since is not None: request['start_time'] = str(since) + '000' if limit is not None: request['page_size'] = limit response = await self.privateGetFills(self.extend(request, params)) # # { # "meta":{ # "after":null, # "before":null, # "limit":10, # "total_count":2 # }, # "result":[ # { # "commission":"0.008335000000000000", # "created_at":"2020-11-16T19:07:19Z", # "fill_type":"normal", # "id":"e7ff05c233a74245b72381f8dd91d1ce", # "meta_data":{ # "effective_commission_rate":"0.0005", # "order_price":"16249", # "order_size":1, # "order_type":"market_order", # "order_unfilled_size":0, # "trading_fee_credits_used":"0" # }, # "order_id":"152999629", # "price":"16669", # "product":{ # "contract_type":"perpetual_futures", # "contract_unit_currency":"BTC", # "contract_value":"0.001", # "id":139, # "notional_type":"vanilla", # "quoting_asset":{"minimum_precision":2,"precision":6,"symbol":"USDT"}, # "settling_asset":{"minimum_precision":2,"precision":6,"symbol":"USDT"}, # "symbol":"BTCUSDT", # "tick_size":"0.5", # "underlying_asset":{"minimum_precision":4,"precision":8,"symbol":"BTC"} # }, # "product_id":139, # "role":"taker", # "side":"sell", # "size":1 # } # ], # "success":true # } # result = self.safe_value(response, 'result', []) return self.parse_trades(result, market, since, limit) async def fetch_ledger(self, code=None, since=None, limit=None, params={}): await self.load_markets() request = { # 'asset_id': currency['numericId'], # 'end_time': self.seconds(), # 'after': 'string', # after cursor for pagination # 'before': 'string', # before cursor for pagination # 'page_size': limit, } currency = None if code is not None: currency = self.currency(code) request['asset_id'] = currency['numericId'] if limit is not None: request['page_size'] = limit response = await self.privateGetWalletTransactions(self.extend(request, params)) # # { # "meta":{"after":null,"before":null,"limit":10,"total_count":1}, # "result":[ # { # "amount":"29.889184", # "asset_id":5, # "balance":"29.889184", # "created_at":"2020-11-15T21:25:01Z", # "meta_data":{ # "deposit_id":3884, # "transaction_id":"0x41a60174849828530abb5008e98fc63c9b598288743ec4ba9620bcce900a3b8d" # }, # "transaction_type":"deposit", # "user_id":22142, # "uuid":"70bb5679da3c4637884e2dc63efaa846" # } # ], # "success":true # } # result = self.safe_value(response, 'result', []) return self.parse_ledger(result, currency, since, limit) def parse_ledger_entry_type(self, type): types = { 'pnl': 'pnl', 'deposit': 'transaction', 'withdrawal': 'transaction', 'commission': 'fee', 'conversion': 'trade', # 'perpetual_futures_funding': 'perpetual_futures_funding', # 'withdrawal_cancellation': 'withdrawal_cancellation', 'referral_bonus': 'referral', 'commission_rebate': 'rebate', # 'promo_credit': 'promo_credit', } return self.safe_string(types, type, type) def parse_ledger_entry(self, item, currency=None): # # { # "amount":"29.889184", # "asset_id":5, # "balance":"29.889184", # "created_at":"2020-11-15T21:25:01Z", # "meta_data":{ # "deposit_id":3884, # "transaction_id":"0x41a60174849828530abb5008e98fc63c9b598288743ec4ba9620bcce900a3b8d" # }, # "transaction_type":"deposit", # "user_id":22142, # "uuid":"70bb5679da3c4637884e2dc63efaa846" # } # id = self.safe_string(item, 'uuid') direction = None account = None metaData = self.safe_value(item, 'meta_data', {}) referenceId = self.safe_string(metaData, 'transaction_id') referenceAccount = None type = self.safe_string(item, 'transaction_type') if (type == 'deposit') or (type == 'commission_rebate') or (type == 'referral_bonus') or (type == 'pnl') or (type == 'withdrawal_cancellation') or (type == 'promo_credit'): direction = 'in' elif (type == 'withdrawal') or (type == 'commission') or (type == 'conversion') or (type == 'perpetual_futures_funding'): direction = 'out' type = self.parse_ledger_entry_type(type) currencyId = self.safe_integer(item, 'asset_id') currenciesByNumericId = self.safe_value(self.options, 'currenciesByNumericId') currency = self.safe_value(currenciesByNumericId, currencyId, currency) code = None if (currency is None) else currency['code'] amount = self.safe_float(item, 'amount') timestamp = self.parse8601(self.safe_string(item, 'created_at')) after = self.safe_float(item, 'balance') before = max(0, after - amount) status = 'ok' return { 'info': item, 'id': id, 'direction': direction, 'account': account, 'referenceId': referenceId, 'referenceAccount': referenceAccount, 'type': type, 'currency': code, 'amount': amount, 'before': before, 'after': after, 'status': status, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'fee': None, } async def fetch_deposit_address(self, code, params={}): await self.load_markets() currency = self.currency(code) request = { 'asset_symbol': currency['id'], } response = await self.privateGetDepositsAddress(self.extend(request, params)) # # { # "success":true, # "result":{ # "id":19628, # "user_id":22142, # "address":"0x0eda26523397534f814d553a065d8e46b4188e9a", # "status":"active", # "updated_at":"2020-11-15T20:25:53.000Z", # "created_at":"2020-11-15T20:25:53.000Z", # "asset_symbol":"USDT", # "custodian":"onc" # } # } # result = self.safe_value(response, 'result', {}) address = self.safe_string(result, 'address') self.check_address(address) return { 'currency': code, 'address': address, 'tag': None, 'info': response, } def sign(self, path, api='public', method='GET', params={}, headers=None, body=None): requestPath = '/' + self.version + '/' + self.implode_params(path, params) url = self.urls['api'][api] + requestPath query = self.omit(params, self.extract_params(path)) if api == 'public': if query: url += '?' + self.urlencode(query) elif api == 'private': self.check_required_credentials() timestamp = str(self.seconds()) headers = { 'api-key': self.apiKey, 'timestamp': timestamp, } auth = method + timestamp + requestPath if (method == 'GET') or (method == 'DELETE'): if query: queryString = '?' + self.urlencode(query) auth += queryString url += queryString else: body = self.json(query) auth += body headers['Content-Type'] = 'application/json' signature = self.hmac(self.encode(auth), self.encode(self.secret)) headers['signature'] = signature return {'url': url, 'method': method, 'body': body, 'headers': headers} def handle_errors(self, code, reason, url, method, headers, body, response, requestHeaders, requestBody): if response is None: return # # {"error":{"code":"insufficient_margin","context":{"available_balance":"0.000000000000000000","required_additional_balance":"1.618626000000000000000000000"}},"success":false} # error = self.safe_value(response, 'error', {}) errorCode = self.safe_string(error, 'code') if errorCode is not None: feedback = self.id + ' ' + body self.throw_exactly_matched_exception(self.exceptions['exact'], errorCode, feedback) self.throw_broadly_matched_exception(self.exceptions['broad'], errorCode, feedback) raise ExchangeError(feedback) # unknown message