# -*- 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 hashlib 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 InvalidAddress from ccxt.base.errors import InvalidOrder from ccxt.base.errors import OrderNotFound from ccxt.base.errors import NotSupported from ccxt.base.errors import DDoSProtection from ccxt.base.errors import ExchangeNotAvailable from ccxt.base.errors import OnMaintenance from ccxt.base.decimal_to_precision import TICK_SIZE class deribit(Exchange): def describe(self): return self.deep_extend(super(deribit, self).describe(), { 'id': 'deribit', 'name': 'Deribit', 'countries': ['NL'], # Netherlands 'version': 'v2', 'userAgent': None, 'rateLimit': 500, 'has': { 'cancelAllOrders': True, 'cancelOrder': True, 'CORS': True, 'createDepositAddress': True, 'createOrder': True, 'editOrder': True, 'fetchBalance': True, 'fetchClosedOrders': True, 'fetchDepositAddress': True, 'fetchDeposits': True, 'fetchMarkets': True, 'fetchMyTrades': True, 'fetchOHLCV': True, 'fetchOpenOrders': True, 'fetchOrder': True, 'fetchOrderBook': True, 'fetchOrders': False, 'fetchOrderTrades': True, 'fetchStatus': True, 'fetchTicker': True, 'fetchTickers': True, 'fetchTime': True, 'fetchTrades': True, 'fetchTransactions': False, 'fetchWithdrawals': True, 'withdraw': True, }, 'timeframes': { '1m': '1', '3m': '3', '5m': '5', '10m': '10', '15m': '15', '30m': '30', '1h': '60', '2h': '120', '3h': '180', '6h': '360', '12h': '720', '1d': '1D', }, 'urls': { 'test': 'https://test.deribit.com', 'logo': 'https://user-images.githubusercontent.com/1294454/41933112-9e2dd65a-798b-11e8-8440-5bab2959fcb8.jpg', 'api': 'https://www.deribit.com', 'www': 'https://www.deribit.com', 'doc': [ 'https://docs.deribit.com/v2', 'https://github.com/deribit', ], 'fees': 'https://www.deribit.com/pages/information/fees', 'referral': 'https://www.deribit.com/reg-1189.4038', }, 'api': { 'public': { 'get': [ # Authentication 'auth', 'exchange_token', 'fork_token', # Session management 'set_heartbeat', 'disable_heartbeat', # Supporting 'get_time', 'hello', 'test', # Subscription management 'subscribe', 'unsubscribe', # Account management 'get_announcements', # Market data 'get_book_summary_by_currency', 'get_book_summary_by_instrument', 'get_contract_size', 'get_currencies', 'get_funding_chart_data', 'get_funding_rate_history', 'get_funding_rate_value', 'get_historical_volatility', 'get_index', 'get_instruments', 'get_last_settlements_by_currency', 'get_last_settlements_by_instrument', 'get_last_trades_by_currency', 'get_last_trades_by_currency_and_time', 'get_last_trades_by_instrument', 'get_last_trades_by_instrument_and_time', 'get_order_book', 'get_trade_volumes', 'get_tradingview_chart_data', 'ticker', ], }, 'private': { 'get': [ # Authentication 'logout', # Session management 'enable_cancel_on_disconnect', 'disable_cancel_on_disconnect', 'get_cancel_on_disconnect', # Subscription management 'subscribe', 'unsubscribe', # Account management 'change_api_key_name', 'change_scope_in_api_key', 'change_subaccount_name', 'create_api_key', 'create_subaccount', 'disable_api_key', 'disable_tfa_for_subaccount', 'enable_api_key', 'get_account_summary', 'get_email_language', 'get_new_announcements', 'get_position', 'get_positions', 'get_subaccounts', 'list_api_keys', 'remove_api_key', 'reset_api_key', 'set_announcement_as_read', 'set_api_key_as_default', 'set_email_for_subaccount', 'set_email_language', 'set_password_for_subaccount', 'toggle_notifications_from_subaccount', 'toggle_subaccount_login', # Block Trade 'execute_block_trade', 'get_block_trade', 'get_last_block_trades_by_currency', 'invalidate_block_trade_signature', 'verify_block_trade', # Trading 'buy', 'sell', 'edit', 'cancel', 'cancel_all', 'cancel_all_by_currency', 'cancel_all_by_instrument', 'cancel_by_label', 'close_position', 'get_margins', 'get_open_orders_by_currency', 'get_open_orders_by_instrument', 'get_order_history_by_currency', 'get_order_history_by_instrument', 'get_order_margin_by_ids', 'get_order_state', 'get_stop_order_history', 'get_user_trades_by_currency', 'get_user_trades_by_currency_and_time', 'get_user_trades_by_instrument', 'get_user_trades_by_instrument_and_time', 'get_user_trades_by_order', 'get_settlement_history_by_instrument', 'get_settlement_history_by_currency', # Wallet 'cancel_transfer_by_id', 'cancel_withdrawal', 'create_deposit_address', 'get_current_deposit_address', 'get_deposits', 'get_transfers', 'get_withdrawals', 'submit_transfer_to_subaccount', 'submit_transfer_to_user', 'withdraw', ], }, }, 'exceptions': { # 0 or absent Success, No error. '9999': PermissionDenied, # 'api_not_enabled' User didn't enable API for the Account. '10000': AuthenticationError, # 'authorization_required' Authorization issue, invalid or absent signature etc. '10001': ExchangeError, # 'error' Some general failure, no public information available. '10002': InvalidOrder, # 'qty_too_low' Order quantity is too low. '10003': InvalidOrder, # 'order_overlap' Rejection, order overlap is found and self-trading is not enabled. '10004': OrderNotFound, # 'order_not_found' Attempt to operate with order that can't be found by specified id. '10005': InvalidOrder, # 'price_too_low ' Price is too low, defines current limit for the operation. '10006': InvalidOrder, # 'price_too_low4idx ' Price is too low for current index, defines current bottom limit for the operation. '10007': InvalidOrder, # 'price_too_high ' Price is too high, defines current up limit for the operation. '10008': InvalidOrder, # 'price_too_high4idx ' Price is too high for current index, defines current up limit for the operation. '10009': InsufficientFunds, # 'not_enough_funds' Account has not enough funds for the operation. '10010': OrderNotFound, # 'already_closed' Attempt of doing something with closed order. '10011': InvalidOrder, # 'price_not_allowed' This price is not allowed for some reason. '10012': InvalidOrder, # 'book_closed' Operation for instrument which order book had been closed. '10013': PermissionDenied, # 'pme_max_total_open_orders ' Total limit of open orders has been exceeded, it is applicable for PME users. '10014': PermissionDenied, # 'pme_max_future_open_orders ' Limit of count of futures' open orders has been exceeded, it is applicable for PME users. '10015': PermissionDenied, # 'pme_max_option_open_orders ' Limit of count of options' open orders has been exceeded, it is applicable for PME users. '10016': PermissionDenied, # 'pme_max_future_open_orders_size ' Limit of size for futures has been exceeded, it is applicable for PME users. '10017': PermissionDenied, # 'pme_max_option_open_orders_size ' Limit of size for options has been exceeded, it is applicable for PME users. '10018': PermissionDenied, # 'non_pme_max_future_position_size ' Limit of size for futures has been exceeded, it is applicable for non-PME users. '10019': PermissionDenied, # 'locked_by_admin' Trading is temporary locked by admin. '10020': ExchangeError, # 'invalid_or_unsupported_instrument' Instrument name is not valid. '10021': InvalidOrder, # 'invalid_amount' Amount is not valid. '10022': InvalidOrder, # 'invalid_quantity' quantity was not recognized as a valid number(for API v1). '10023': InvalidOrder, # 'invalid_price' price was not recognized as a valid number. '10024': InvalidOrder, # 'invalid_max_show' max_show parameter was not recognized as a valid number. '10025': InvalidOrder, # 'invalid_order_id' Order id is missing or its format was not recognized as valid. '10026': InvalidOrder, # 'price_precision_exceeded' Extra precision of the price is not supported. '10027': InvalidOrder, # 'non_integer_contract_amount' Futures contract amount was not recognized as integer. '10028': DDoSProtection, # 'too_many_requests' Allowed request rate has been exceeded. '10029': OrderNotFound, # 'not_owner_of_order' Attempt to operate with not own order. '10030': ExchangeError, # 'must_be_websocket_request' REST request where Websocket is expected. '10031': ExchangeError, # 'invalid_args_for_instrument' Some of arguments are not recognized as valid. '10032': InvalidOrder, # 'whole_cost_too_low' Total cost is too low. '10033': NotSupported, # 'not_implemented' Method is not implemented yet. '10034': InvalidOrder, # 'stop_price_too_high' Stop price is too high. '10035': InvalidOrder, # 'stop_price_too_low' Stop price is too low. '10036': InvalidOrder, # 'invalid_max_show_amount' Max Show Amount is not valid. '10040': ExchangeNotAvailable, # 'retry' Request can't be processed right now and should be retried. '10041': OnMaintenance, # 'settlement_in_progress' Settlement is in progress. Every day at settlement time for several seconds, the system calculates user profits and updates balances. That time trading is paused for several seconds till the calculation is completed. '10043': InvalidOrder, # 'price_wrong_tick' Price has to be rounded to a certain tick size. '10044': InvalidOrder, # 'stop_price_wrong_tick' Stop Price has to be rounded to a certain tick size. '10045': InvalidOrder, # 'can_not_cancel_liquidation_order' Liquidation order can't be canceled. '10046': InvalidOrder, # 'can_not_edit_liquidation_order' Liquidation order can't be edited. '10047': DDoSProtection, # 'matching_engine_queue_full' Reached limit of pending Matching Engine requests for user. '10048': ExchangeError, # 'not_on_self_server' The requested operation is not available on self server. '11008': InvalidOrder, # 'already_filled' This request is not allowed in regards to the filled order. '11029': BadRequest, # 'invalid_arguments' Some invalid input has been detected. '11030': ExchangeError, # 'other_reject ' Some rejects which are not considered as very often, more info may be specified in . '11031': ExchangeError, # 'other_error ' Some errors which are not considered as very often, more info may be specified in . '11035': DDoSProtection, # 'no_more_stops ' Allowed amount of stop orders has been exceeded. '11036': InvalidOrder, # 'invalid_stoppx_for_index_or_last' Invalid StopPx(too high or too low) as to current index or market. '11037': BadRequest, # 'outdated_instrument_for_IV_order' Instrument already not available for trading. '11038': InvalidOrder, # 'no_adv_for_futures' Advanced orders are not available for futures. '11039': InvalidOrder, # 'no_adv_postonly' Advanced post-only orders are not supported yet. '11041': InvalidOrder, # 'not_adv_order' Advanced order properties can't be set if the order is not advanced. '11042': PermissionDenied, # 'permission_denied' Permission for the operation has been denied. '11043': BadRequest, # 'bad_argument' Bad argument has been passed. '11044': InvalidOrder, # 'not_open_order' Attempt to do open order operations with the not open order. '11045': BadRequest, # 'invalid_event' Event name has not been recognized. '11046': BadRequest, # 'outdated_instrument' At several minutes to instrument expiration, corresponding advanced implied volatility orders are not allowed. '11047': BadRequest, # 'unsupported_arg_combination' The specified combination of arguments is not supported. '11048': ExchangeError, # 'wrong_max_show_for_option' Wrong Max Show for options. '11049': BadRequest, # 'bad_arguments' Several bad arguments have been passed. '11050': BadRequest, # 'bad_request' Request has not been parsed properly. '11051': OnMaintenance, # 'system_maintenance' System is under maintenance. '11052': ExchangeError, # 'subscribe_error_unsubscribed' Subscription error. However, subscription may fail without self error, please check list of subscribed channels returned, as some channels can be not subscribed due to wrong input or lack of permissions. '11053': ExchangeError, # 'transfer_not_found' Specified transfer is not found. '11090': InvalidAddress, # 'invalid_addr' Invalid address. '11091': InvalidAddress, # 'invalid_transfer_address' Invalid addres for the transfer. '11092': InvalidAddress, # 'address_already_exist' The address already exists. '11093': DDoSProtection, # 'max_addr_count_exceeded' Limit of allowed addresses has been reached. '11094': ExchangeError, # 'internal_server_error' Some unhandled error on server. Please report to admin. The details of the request will help to locate the problem. '11095': ExchangeError, # 'disabled_deposit_address_creation' Deposit address creation has been disabled by admin. '11096': ExchangeError, # 'address_belongs_to_user' Withdrawal instead of transfer. '12000': AuthenticationError, # 'bad_tfa' Wrong TFA code '12001': DDoSProtection, # 'too_many_subaccounts' Limit of subbacounts is reached. '12002': ExchangeError, # 'wrong_subaccount_name' The input is not allowed as name of subaccount. '12998': AuthenticationError, # 'tfa_over_limit' The number of failed TFA attempts is limited. '12003': AuthenticationError, # 'login_over_limit' The number of failed login attempts is limited. '12004': AuthenticationError, # 'registration_over_limit' The number of registration requests is limited. '12005': AuthenticationError, # 'country_is_banned' The country is banned(possibly via IP check). '12100': ExchangeError, # 'transfer_not_allowed' Transfer is not allowed. Possible wrong direction or other mistake. '12999': AuthenticationError, # 'tfa_used' TFA code is correct but it is already used. Please, use next code. '13000': AuthenticationError, # 'invalid_login' Login name is invalid(not allowed or it contains wrong characters). '13001': AuthenticationError, # 'account_not_activated' Account must be activated. '13002': PermissionDenied, # 'account_blocked' Account is blocked by admin. '13003': AuthenticationError, # 'tfa_required' This action requires TFA authentication. '13004': AuthenticationError, # 'invalid_credentials' Invalid credentials has been used. '13005': AuthenticationError, # 'pwd_match_error' Password confirmation error. '13006': AuthenticationError, # 'security_error' Invalid Security Code. '13007': AuthenticationError, # 'user_not_found' User's security code has been changed or wrong. '13008': ExchangeError, # 'request_failed' Request failed because of invalid input or internal failure. '13009': AuthenticationError, # 'unauthorized' Wrong or expired authorization token or bad signature. For example, please check scope of the token, 'connection' scope can't be reused for other connections. '13010': BadRequest, # 'value_required' Invalid input, missing value. '13011': BadRequest, # 'value_too_short' Input is too short. '13012': PermissionDenied, # 'unavailable_in_subaccount' Subaccount restrictions. '13013': BadRequest, # 'invalid_phone_number' Unsupported or invalid phone number. '13014': BadRequest, # 'cannot_send_sms' SMS sending failed -- phone number is wrong. '13015': BadRequest, # 'invalid_sms_code' Invalid SMS code. '13016': BadRequest, # 'invalid_input' Invalid input. '13017': ExchangeError, # 'subscription_failed' Subscription hailed, invalid subscription parameters. '13018': ExchangeError, # 'invalid_content_type' Invalid content type of the request. '13019': ExchangeError, # 'orderbook_closed' Closed, expired order book. '13020': ExchangeError, # 'not_found' Instrument is not found, invalid instrument name. '13021': PermissionDenied, # 'forbidden' Not enough permissions to execute the request, forbidden. '13025': ExchangeError, # 'method_switched_off_by_admin' API method temporarily switched off by administrator. '-32602': BadRequest, # 'Invalid params' see JSON-RPC spec. '-32601': BadRequest, # 'Method not found' see JSON-RPC spec. '-32700': BadRequest, # 'Parse error' see JSON-RPC spec. '-32000': BadRequest, # 'Missing params' see JSON-RPC spec. }, 'precisionMode': TICK_SIZE, 'options': { 'code': 'BTC', 'fetchBalance': { 'code': 'BTC', }, }, }) async def fetch_time(self, params={}): response = await self.publicGetGetTime(params) # # { # jsonrpc: '2.0', # result: 1583922446019, # usIn: 1583922446019955, # usOut: 1583922446019956, # usDiff: 1, # testnet: False # } # return self.safe_integer(response, 'result') def code_from_options(self, methodName): defaultCode = self.safe_value(self.options, 'code', 'BTC') options = self.safe_value(self.options, methodName, {}) return self.safe_value(options, 'code', defaultCode) async def fetch_status(self, params={}): request = { # 'expected_result': False, # True will trigger an error for testing purposes } await self.publicGetTest(self.extend(request, params)) # # { # jsonrpc: '2.0', # result: {version: '1.2.26'}, # usIn: 1583922623964485, # usOut: 1583922623964487, # usDiff: 2, # testnet: False # } # self.status = self.extend(self.status, { 'status': 'ok', 'updated': self.milliseconds(), }) return self.status async def fetch_markets(self, params={}): currenciesResponse = await self.publicGetGetCurrencies(params) # # { # jsonrpc: '2.0', # result: [ # { # withdrawal_priorities: [ # {value: 0.15, name: 'very_low'}, # {value: 1.5, name: 'very_high'}, # ], # withdrawal_fee: 0.0005, # min_withdrawal_fee: 0.0005, # min_confirmations: 1, # fee_precision: 4, # currency_long: 'Bitcoin', # currency: 'BTC', # coin_type: 'BITCOIN' # } # ], # usIn: 1583761588590479, # usOut: 1583761588590544, # usDiff: 65, # testnet: False # } # currenciesResult = self.safe_value(currenciesResponse, 'result', []) result = [] for i in range(0, len(currenciesResult)): currencyId = self.safe_string(currenciesResult[i], 'currency') request = { 'currency': currencyId, } instrumentsResponse = await self.publicGetGetInstruments(self.extend(request, params)) # # { # jsonrpc: '2.0', # result: [ # { # tick_size: 0.0005, # taker_commission: 0.0004, # strike: 300, # settlement_period: 'week', # quote_currency: 'USD', # option_type: 'call', # min_trade_amount: 1, # maker_commission: 0.0004, # kind: 'option', # is_active: True, # instrument_name: 'ETH-13MAR20-300-C', # expiration_timestamp: 1584086400000, # creation_timestamp: 1582790403000, # contract_size: 1, # base_currency: 'ETH' # }, # ], # usIn: 1583761889500586, # usOut: 1583761889505066, # usDiff: 4480, # testnet: False # } # instrumentsResult = self.safe_value(instrumentsResponse, 'result', []) for k in range(0, len(instrumentsResult)): market = instrumentsResult[k] id = self.safe_string(market, 'instrument_name') baseId = self.safe_string(market, 'base_currency') quoteId = self.safe_string(market, 'quote_currency') base = self.safe_currency_code(baseId) quote = self.safe_currency_code(quoteId) type = self.safe_string(market, 'kind') future = (type == 'future') option = (type == 'option') active = self.safe_value(market, 'is_active') minTradeAmount = self.safe_float(market, 'min_trade_amount') tickSize = self.safe_float(market, 'tick_size') precision = { 'amount': minTradeAmount, 'price': tickSize, } result.append({ 'id': id, 'symbol': id, 'base': base, 'quote': quote, 'active': active, 'precision': precision, 'taker': self.safe_float(market, 'taker_commission'), 'maker': self.safe_float(market, 'maker_commission'), 'limits': { 'amount': { 'min': minTradeAmount, 'max': None, }, 'price': { 'min': tickSize, 'max': None, }, 'cost': { 'min': None, 'max': None, }, }, 'type': type, 'spot': False, 'future': future, 'option': option, 'info': market, }) return result async def fetch_balance(self, params={}): await self.load_markets() code = self.code_from_options('fetchBalance') currency = self.currency(code) request = { 'currency': currency['id'], } response = await self.privateGetGetAccountSummary(self.extend(request, params)) # # { # jsonrpc: '2.0', # result: { # total_pl: 0, # session_upl: 0, # session_rpl: 0, # session_funding: 0, # portfolio_margining_enabled: False, # options_vega: 0, # options_theta: 0, # options_session_upl: 0, # options_session_rpl: 0, # options_pl: 0, # options_gamma: 0, # options_delta: 0, # margin_balance: 0.00062359, # maintenance_margin: 0, # limits: { # non_matching_engine_burst: 300, # non_matching_engine: 200, # matching_engine_burst: 20, # matching_engine: 2 # }, # initial_margin: 0, # futures_session_upl: 0, # futures_session_rpl: 0, # futures_pl: 0, # equity: 0.00062359, # deposit_address: '13tUtNsJSZa1F5GeCmwBywVrymHpZispzw', # delta_total: 0, # currency: 'BTC', # balance: 0.00062359, # available_withdrawal_funds: 0.00062359, # available_funds: 0.00062359 # }, # usIn: 1583775838115975, # usOut: 1583775838116520, # usDiff: 545, # testnet: False # } # result = { 'info': response, } balance = self.safe_value(response, 'result', {}) currencyId = self.safe_string(balance, 'currency') currencyCode = self.safe_currency_code(currencyId) account = self.account() account['free'] = self.safe_float(balance, 'availableFunds') account['used'] = self.safe_float(balance, 'maintenanceMargin') account['total'] = self.safe_float(balance, 'equity') result[currencyCode] = account return self.parse_balance(result) async def create_deposit_address(self, code, params={}): await self.load_markets() currency = self.currency(code) request = { 'currency': currency['id'], } response = await self.privateGetCreateDepositAddress(self.extend(request, params)) # # { # 'jsonrpc': '2.0', # 'id': 7538, # 'result': { # 'address': '2N8udZGBc1hLRCFsU9kGwMPpmYUwMFTuCwB', # 'creation_timestamp': 1550575165170, # 'currency': 'BTC', # 'type': 'deposit' # } # } # 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, } async def fetch_deposit_address(self, code, params={}): await self.load_markets() currency = self.currency(code) request = { 'currency': currency['id'], } response = await self.privateGetGetCurrentDepositAddress(self.extend(request, params)) # # { # jsonrpc: '2.0', # result: { # type: 'deposit', # status: 'ready', # requires_confirmation: True, # currency: 'BTC', # creation_timestamp: 1514694684651, # address: '13tUtNsJSZa1F5GeCmwBywVrymHpZispzw' # }, # usIn: 1583785137274288, # usOut: 1583785137274454, # usDiff: 166, # testnet: False # } # 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 parse_ticker(self, ticker, market=None): # # fetchTicker /public/ticker # # { # timestamp: 1583778859480, # stats: {volume: 60627.57263769, low: 7631.5, high: 8311.5}, # state: 'open', # settlement_price: 7903.21, # open_interest: 111543850, # min_price: 7634, # max_price: 7866.51, # mark_price: 7750.02, # last_price: 7750.5, # instrument_name: 'BTC-PERPETUAL', # index_price: 7748.01, # funding_8h: 0.0000026, # current_funding: 0, # best_bid_price: 7750, # best_bid_amount: 19470, # best_ask_price: 7750.5, # best_ask_amount: 343280 # } # # fetchTicker /public/get_book_summary_by_instrument # fetchTickers /public/get_book_summary_by_currency # # { # volume: 124.1, # underlying_price: 7856.445926872601, # underlying_index: 'SYN.BTC-10MAR20', # quote_currency: 'USD', # open_interest: 121.8, # mid_price: 0.01975, # mark_price: 0.01984559, # low: 0.0095, # last: 0.0205, # interest_rate: 0, # instrument_name: 'BTC-10MAR20-7750-C', # high: 0.0295, # estimated_delivery_price: 7856.29, # creation_timestamp: 1583783678366, # bid_price: 0.0185, # base_currency: 'BTC', # ask_price: 0.021 # }, # timestamp = self.safe_integer_2(ticker, 'timestamp', 'creation_timestamp') marketId = self.safe_string(ticker, 'instrument_name') symbol = self.safe_symbol(marketId, market) last = self.safe_float_2(ticker, 'last_price', 'last') stats = self.safe_value(ticker, 'stats', ticker) return { 'symbol': symbol, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'high': self.safe_float_2(stats, 'high', 'max_price'), 'low': self.safe_float_2(stats, 'low', 'min_price'), 'bid': self.safe_float_2(ticker, 'best_bid_price', 'bid_price'), 'bidVolume': self.safe_float(ticker, 'best_bid_amount'), 'ask': self.safe_float_2(ticker, 'best_ask_price', 'ask_price'), 'askVolume': self.safe_float(ticker, 'best_ask_amount'), 'vwap': None, 'open': None, 'close': last, 'last': last, 'previousClose': None, 'change': None, 'percentage': None, 'average': None, 'baseVolume': None, 'quoteVolume': self.safe_float(stats, 'volume'), 'info': ticker, } async def fetch_ticker(self, symbol, params={}): await self.load_markets() market = self.market(symbol) request = { 'instrument_name': market['id'], } response = await self.publicGetTicker(self.extend(request, params)) # # { # jsonrpc: '2.0', # result: { # timestamp: 1583778859480, # stats: {volume: 60627.57263769, low: 7631.5, high: 8311.5}, # state: 'open', # settlement_price: 7903.21, # open_interest: 111543850, # min_price: 7634, # max_price: 7866.51, # mark_price: 7750.02, # last_price: 7750.5, # instrument_name: 'BTC-PERPETUAL', # index_price: 7748.01, # funding_8h: 0.0000026, # current_funding: 0, # best_bid_price: 7750, # best_bid_amount: 19470, # best_ask_price: 7750.5, # best_ask_amount: 343280 # }, # usIn: 1583778859483941, # usOut: 1583778859484075, # usDiff: 134, # testnet: False # } # result = self.safe_value(response, 'result') return self.parse_ticker(result, market) async def fetch_tickers(self, symbols=None, params={}): await self.load_markets() code = self.code_from_options('fetchTickers') currency = self.currency(code) request = { 'currency': currency['id'], } response = await self.publicGetGetBookSummaryByCurrency(self.extend(request, params)) # # { # jsonrpc: '2.0', # result: [ # { # volume: 124.1, # underlying_price: 7856.445926872601, # underlying_index: 'SYN.BTC-10MAR20', # quote_currency: 'USD', # open_interest: 121.8, # mid_price: 0.01975, # mark_price: 0.01984559, # low: 0.0095, # last: 0.0205, # interest_rate: 0, # instrument_name: 'BTC-10MAR20-7750-C', # high: 0.0295, # estimated_delivery_price: 7856.29, # creation_timestamp: 1583783678366, # bid_price: 0.0185, # base_currency: 'BTC', # ask_price: 0.021 # }, # ], # usIn: 1583783678361966, # usOut: 1583783678372069, # usDiff: 10103, # testnet: False # } # result = self.safe_value(response, 'result', []) tickers = {} for i in range(0, len(result)): ticker = self.parse_ticker(result[i]) symbol = ticker['symbol'] tickers[symbol] = ticker return self.filter_by_array(tickers, 'symbol', symbols) async def fetch_ohlcv(self, symbol, timeframe='1m', since=None, limit=None, params={}): await self.load_markets() market = self.market(symbol) request = { 'instrument_name': market['id'], 'resolution': self.timeframes[timeframe], } duration = self.parse_timeframe(timeframe) now = self.milliseconds() if since is None: if limit is None: raise ArgumentsRequired(self.id + ' fetchOHLCV() requires a since argument or a limit argument') else: request['start_timestamp'] = now - (limit - 1) * duration * 1000 request['end_timestamp'] = now else: request['start_timestamp'] = since if limit is None: request['end_timestamp'] = now else: request['end_timestamp'] = self.sum(since, limit * duration * 1000) response = await self.publicGetGetTradingviewChartData(self.extend(request, params)) # # { # jsonrpc: '2.0', # result: { # volume: [3.6680847969999992, 22.682721123, 3.011587939, 0], # ticks: [1583916960000, 1583917020000, 1583917080000, 1583917140000], # status: 'ok', # open: [7834, 7839, 7833.5, 7833], # low: [7834, 7833.5, 7832.5, 7833], # high: [7839.5, 7839, 7833.5, 7833], # cost: [28740, 177740, 23590, 0], # close: [7839.5, 7833.5, 7833, 7833] # }, # usIn: 1583917166709801, # usOut: 1583917166710175, # usDiff: 374, # testnet: False # } # result = self.safe_value(response, 'result', {}) ohlcvs = self.convert_trading_view_to_ohlcv(result, 'ticks', 'open', 'high', 'low', 'close', 'volume', True) return self.parse_ohlcvs(ohlcvs, market, timeframe, since, limit) def parse_trade(self, trade, market=None): # # fetchTrades(public) # # { # 'trade_seq': 39201926, # 'trade_id':' 64135724', # 'timestamp': 1583174775400, # 'tick_direction': 1, # 'price': 8865.0, # 'instrument_name': 'BTC-PERPETUAL', # 'index_price': 8863.31, # 'direction': 'buy', # 'amount': 10.0 # } # # fetchMyTrades, fetchOrderTrades(private) # # { # "trade_seq": 3, # "trade_id": "ETH-34066", # "timestamp": 1550219814585, # "tick_direction": 1, # "state": "open", # "self_trade": False, # "reduce_only": False, # "price": 0.04, # "post_only": False, # "order_type": "limit", # "order_id": "ETH-334607", # "matching_id": null, # "liquidity": "M", # "iv": 56.83, # "instrument_name": "ETH-22FEB19-120-C", # "index_price": 121.37, # "fee_currency": "ETH", # "fee": 0.0011, # "direction": "buy", # "amount": 11 # } # id = self.safe_string(trade, 'trade_id') marketId = self.safe_string(trade, 'instrument_name') symbol = self.safe_symbol(marketId, market) timestamp = self.safe_integer(trade, 'timestamp') side = self.safe_string(trade, 'direction') price = self.safe_float(trade, 'price') amount = self.safe_float(trade, 'amount') cost = None if amount is not None: if price is not None: cost = amount * price liquidity = self.safe_string(trade, 'liquidity') takerOrMaker = None if liquidity is not None: # M = maker, T = taker, MT = both takerOrMaker = 'maker' if (liquidity == 'M') else 'taker' feeCost = self.safe_float(trade, 'fee') fee = None if feeCost is not None: feeCurrencyId = self.safe_string(trade, 'fee_currency') feeCurrencyCode = self.safe_currency_code(feeCurrencyId) fee = { 'cost': feeCost, 'currency': feeCurrencyCode, } return { 'id': id, 'info': trade, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'symbol': symbol, 'order': self.safe_string(trade, 'order_id'), 'type': self.safe_string(trade, 'order_type'), 'side': side, 'takerOrMaker': takerOrMaker, 'price': price, 'amount': amount, 'cost': cost, 'fee': fee, } async def fetch_trades(self, symbol, since=None, limit=None, params={}): await self.load_markets() market = self.market(symbol) request = { 'instrument_name': market['id'], 'include_old': True, } method = 'publicGetGetLastTradesByInstrument' if (since is None) else 'publicGetGetLastTradesByInstrumentAndTime' if since is not None: request['start_timestamp'] = since if limit is not None: request['count'] = limit # default 10 response = await getattr(self, method)(self.extend(request, params)) # # { # 'jsonrpc': '2.0', # 'result': { # 'trades': [ # { # 'trade_seq': 39201926, # 'trade_id':' 64135724', # 'timestamp': 1583174775400, # 'tick_direction': 1, # 'price': 8865.0, # 'instrument_name': 'BTC-PERPETUAL', # 'index_price': 8863.31, # 'direction': 'buy', # 'amount': 10.0 # }, # ], # 'has_more': True, # }, # 'usIn': 1583779594843931, # 'usOut': 1583779594844446, # 'usDiff': 515, # 'testnet': False # } # result = self.safe_value(response, 'result', {}) trades = self.safe_value(result, 'trades', []) return self.parse_trades(trades, market, since, limit) async def fetch_order_book(self, symbol, limit=None, params={}): await self.load_markets() market = self.market(symbol) request = { 'instrument_name': market['id'], } if limit is not None: request['depth'] = limit response = await self.publicGetGetOrderBook(self.extend(request, params)) # # { # jsonrpc: '2.0', # result: { # timestamp: 1583781354740, # stats: {volume: 61249.66735634, low: 7631.5, high: 8311.5}, # state: 'open', # settlement_price: 7903.21, # open_interest: 111536690, # min_price: 7695.13, # max_price: 7929.49, # mark_price: 7813.06, # last_price: 7814.5, # instrument_name: 'BTC-PERPETUAL', # index_price: 7810.12, # funding_8h: 0.0000031, # current_funding: 0, # change_id: 17538025952, # bids: [ # [7814, 351820], # [7813.5, 207490], # [7813, 32160], # ], # best_bid_price: 7814, # best_bid_amount: 351820, # best_ask_price: 7814.5, # best_ask_amount: 11880, # asks: [ # [7814.5, 11880], # [7815, 18100], # [7815.5, 2640], # ], # }, # usIn: 1583781354745804, # usOut: 1583781354745932, # usDiff: 128, # testnet: False # } # result = self.safe_value(response, 'result', {}) timestamp = self.safe_integer(result, 'timestamp') nonce = self.safe_integer(result, 'change_id') orderbook = self.parse_order_book(result, timestamp) orderbook['nonce'] = nonce return orderbook def parse_order_status(self, status): statuses = { 'open': 'open', 'cancelled': 'canceled', 'filled': 'closed', 'rejected': 'rejected', 'untriggered': 'open', } return self.safe_string(statuses, status, status) def parse_time_in_force(self, timeInForce): timeInForces = { 'good_til_cancelled': 'GTC', 'fill_or_kill': 'FOK', 'immediate_or_cancel': 'IOC', } return self.safe_string(timeInForces, timeInForce, timeInForce) def parse_order(self, order, market=None): # # createOrder # # { # "time_in_force": "good_til_cancelled", # "reduce_only": False, # "profit_loss": 0, # "price": "market_price", # "post_only": False, # "order_type": "market", # "order_state": "filled", # "order_id": "ETH-349249", # "max_show": 40, # "last_update_timestamp": 1550657341322, # "label": "market0000234", # "is_liquidation": False, # "instrument_name": "ETH-PERPETUAL", # "filled_amount": 40, # "direction": "buy", # "creation_timestamp": 1550657341322, # "commission": 0.000139, # "average_price": 143.81, # "api": True, # "amount": 40, # "trades": [], # injected by createOrder # } # timestamp = self.safe_integer(order, 'creation_timestamp') lastUpdate = self.safe_integer(order, 'last_update_timestamp') id = self.safe_string(order, 'order_id') price = self.safe_float(order, 'price') average = self.safe_float(order, 'average_price') amount = self.safe_float(order, 'amount') filled = self.safe_float(order, 'filled_amount') lastTradeTimestamp = None if filled is not None: if filled > 0: lastTradeTimestamp = lastUpdate remaining = None cost = None if filled is not None: if amount is not None: remaining = amount - filled if price is not None: cost = price * filled status = self.parse_order_status(self.safe_string(order, 'order_state')) marketId = self.safe_string(order, 'instrument_name') market = self.safe_market(marketId, market) side = self.safe_string_lower(order, 'direction') feeCost = self.safe_float(order, 'commission') fee = None if feeCost is not None: feeCost = abs(feeCost) fee = { 'cost': feeCost, 'currency': market['base'], } type = self.safe_string(order, 'order_type') # injected in createOrder trades = self.safe_value(order, 'trades') if trades is not None: trades = self.parse_trades(trades, market) timeInForce = self.parse_time_in_force(self.safe_string(order, 'time_in_force')) stopPrice = self.safe_value(order, 'stop_price') postOnly = self.safe_value(order, 'post_only') return { 'info': order, 'id': id, 'clientOrderId': None, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'lastTradeTimestamp': lastTradeTimestamp, 'symbol': market['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': fee, 'trades': trades, } async def fetch_order(self, id, symbol=None, params={}): await self.load_markets() request = { 'order_id': id, } response = await self.privateGetGetOrderState(self.extend(request, params)) # # { # "jsonrpc": "2.0", # "id": 4316, # "result": { # "time_in_force": "good_til_cancelled", # "reduce_only": False, # "profit_loss": 0.051134, # "price": 118.94, # "post_only": False, # "order_type": "limit", # "order_state": "filled", # "order_id": "ETH-331562", # "max_show": 37, # "last_update_timestamp": 1550219810944, # "label": "", # "is_liquidation": False, # "instrument_name": "ETH-PERPETUAL", # "filled_amount": 37, # "direction": "sell", # "creation_timestamp": 1550219749176, # "commission": 0.000031, # "average_price": 118.94, # "api": False, # "amount": 37 # } # } # result = self.safe_value(response, 'result') return self.parse_order(result) async def create_order(self, symbol, type, side, amount, price=None, params={}): await self.load_markets() market = self.market(symbol) request = { 'instrument_name': market['id'], # for perpetual and futures the amount is in USD # for options it is in corresponding cryptocurrency contracts, e.g., BTC or ETH 'amount': self.amount_to_precision(symbol, amount), 'type': type, # limit, stop_limit, market, stop_market, default is limit # 'label': 'string', # user-defined label for the order(maximum 64 characters) # 'price': self.price_to_precision(symbol, 123.45), # only for limit and stop_limit orders # 'time_in_force' : 'good_til_cancelled', # fill_or_kill, immediate_or_cancel # 'max_show': 123.45, # max amount within an order to be shown to other customers, 0 for invisible order # 'post_only': False, # if the new price would cause the order to be filled immediately(as taker), the price will be changed to be just below the spread. # 'reject_post_only': False, # if True the order is put to order book unmodified or request is rejected # 'reduce_only': False, # if True, the order is intended to only reduce a current position # 'stop_price': False, # stop price, required for stop_limit orders # 'trigger': 'index_price', # mark_price, last_price, required for stop_limit orders # 'advanced': 'usd', # 'implv', advanced option order type, options only } priceIsRequired = False stopPriceIsRequired = False if type == 'limit': priceIsRequired = True elif type == 'stop_limit': priceIsRequired = True stopPriceIsRequired = True if priceIsRequired: if price is not None: request['price'] = self.price_to_precision(symbol, price) else: raise ArgumentsRequired(self.id + ' createOrder() requires a price argument for a ' + type + ' order') if stopPriceIsRequired: stopPrice = self.safe_float_2(params, 'stop_price', 'stopPrice') if stopPrice is None: raise ArgumentsRequired(self.id + ' createOrder() requires a stop_price or stopPrice param for a ' + type + ' order') else: request['stop_price'] = self.price_to_precision(symbol, stopPrice) params = self.omit(params, ['stop_price', 'stopPrice']) method = 'privateGet' + self.capitalize(side) response = await getattr(self, method)(self.extend(request, params)) # # { # "jsonrpc": "2.0", # "id": 5275, # "result": { # "trades": [ # { # "trade_seq": 14151, # "trade_id": "ETH-37435", # "timestamp": 1550657341322, # "tick_direction": 2, # "state": "closed", # "self_trade": False, # "price": 143.81, # "order_type": "market", # "order_id": "ETH-349249", # "matching_id": null, # "liquidity": "T", # "label": "market0000234", # "instrument_name": "ETH-PERPETUAL", # "index_price": 143.73, # "fee_currency": "ETH", # "fee": 0.000139, # "direction": "buy", # "amount": 40 # } # ], # "order": { # "time_in_force": "good_til_cancelled", # "reduce_only": False, # "profit_loss": 0, # "price": "market_price", # "post_only": False, # "order_type": "market", # "order_state": "filled", # "order_id": "ETH-349249", # "max_show": 40, # "last_update_timestamp": 1550657341322, # "label": "market0000234", # "is_liquidation": False, # "instrument_name": "ETH-PERPETUAL", # "filled_amount": 40, # "direction": "buy", # "creation_timestamp": 1550657341322, # "commission": 0.000139, # "average_price": 143.81, # "api": True, # "amount": 40 # } # } # } # result = self.safe_value(response, 'result', {}) order = self.safe_value(result, 'order') trades = self.safe_value(result, 'trades', []) order['trades'] = trades return self.parse_order(order, market) async def edit_order(self, id, symbol, type, side, amount=None, price=None, params={}): if amount is None: raise ArgumentsRequired(self.id + ' editOrder() requires an amount argument') if price is None: raise ArgumentsRequired(self.id + ' editOrder() requires a price argument') await self.load_markets() request = { 'order_id': id, # for perpetual and futures the amount is in USD # for options it is in corresponding cryptocurrency contracts, e.g., BTC or ETH 'amount': self.amount_to_precision(symbol, amount), 'price': self.price_to_precision(symbol, price), # required # 'post_only': False, # if the new price would cause the order to be filled immediately(as taker), the price will be changed to be just below the spread. # 'reject_post_only': False, # if True the order is put to order book unmodified or request is rejected # 'reduce_only': False, # if True, the order is intended to only reduce a current position # 'stop_price': False, # stop price, required for stop_limit orders # 'advanced': 'usd', # 'implv', advanced option order type, options only } response = await self.privateGetEdit(self.extend(request, params)) result = self.safe_value(response, 'result', {}) order = self.safe_value(result, 'order') trades = self.safe_value(result, 'trades', []) order['trades'] = trades return self.parse_order(order) async def cancel_order(self, id, symbol=None, params={}): await self.load_markets() request = { 'order_id': id, } response = await self.privateGetCancel(self.extend(request, params)) result = self.safe_value(response, 'result', {}) return self.parse_order(result) async def cancel_all_orders(self, symbol=None, params={}): await self.load_markets() request = {} method = None if symbol is None: method = 'privateGetCancelAll' else: method = 'privateGetCancelAllByInstrument' market = self.market(symbol) request['instrument_name'] = market['id'] response = await getattr(self, method)(self.extend(request, params)) return response async def fetch_open_orders(self, symbol=None, since=None, limit=None, params={}): await self.load_markets() request = {} market = None method = None if symbol is None: code = self.code_from_options('fetchOpenOrders') currency = self.currency(code) request['currency'] = currency['id'] method = 'privateGetGetOpenOrdersByCurrency' else: market = self.market(symbol) request['instrument_name'] = market['id'] method = 'privateGetGetOpenOrdersByInstrument' response = await getattr(self, method)(self.extend(request, params)) result = self.safe_value(response, 'result', []) return self.parse_orders(result, market, since, limit) async def fetch_closed_orders(self, symbol=None, since=None, limit=None, params={}): await self.load_markets() request = {} market = None method = None if symbol is None: code = self.code_from_options('fetchClosedOrders') currency = self.currency(code) request['currency'] = currency['id'] method = 'privateGetGetOrderHistoryByCurrency' else: market = self.market(symbol) request['instrument_name'] = market['id'] method = 'privateGetGetOrderHistoryByInstrument' response = await getattr(self, method)(self.extend(request, params)) result = self.safe_value(response, 'result', []) return self.parse_orders(result, market, since, limit) async def fetch_order_trades(self, id, symbol=None, since=None, limit=None, params={}): await self.load_markets() request = { 'order_id': id, } response = await self.privateGetGetUserTradesByOrder(self.extend(request, params)) # # { # "jsonrpc": "2.0", # "id": 9367, # "result": { # "trades": [ # { # "trade_seq": 3, # "trade_id": "ETH-34066", # "timestamp": 1550219814585, # "tick_direction": 1, # "state": "open", # "self_trade": False, # "reduce_only": False, # "price": 0.04, # "post_only": False, # "order_type": "limit", # "order_id": "ETH-334607", # "matching_id": null, # "liquidity": "M", # "iv": 56.83, # "instrument_name": "ETH-22FEB19-120-C", # "index_price": 121.37, # "fee_currency": "ETH", # "fee": 0.0011, # "direction": "buy", # "amount": 11 # }, # ], # "has_more": True # } # } # result = self.safe_value(response, 'result', {}) trades = self.safe_value(result, 'trades', []) return self.parse_trades(trades, None, since, limit) async def fetch_my_trades(self, symbol=None, since=None, limit=None, params={}): await self.load_markets() request = { 'include_old': True, } market = None method = None if symbol is None: code = self.code_from_options('fetchMyTrades') currency = self.currency(code) request['currency'] = currency['id'] if since is None: method = 'privateGetGetUserTradesByCurrency' else: method = 'privateGetGetUserTradesByCurrencyAndTime' request['start_timestamp'] = since else: market = self.market(symbol) request['instrument_name'] = market['id'] if since is None: method = 'privateGetGetUserTradesByInstrument' else: method = 'privateGetGetUserTradesByInstrumentAndTime' request['start_timestamp'] = since if limit is not None: request['count'] = limit # default 10 response = await getattr(self, method)(self.extend(request, params)) # # { # "jsonrpc": "2.0", # "id": 9367, # "result": { # "trades": [ # { # "trade_seq": 3, # "trade_id": "ETH-34066", # "timestamp": 1550219814585, # "tick_direction": 1, # "state": "open", # "self_trade": False, # "reduce_only": False, # "price": 0.04, # "post_only": False, # "order_type": "limit", # "order_id": "ETH-334607", # "matching_id": null, # "liquidity": "M", # "iv": 56.83, # "instrument_name": "ETH-22FEB19-120-C", # "index_price": 121.37, # "fee_currency": "ETH", # "fee": 0.0011, # "direction": "buy", # "amount": 11 # }, # ], # "has_more": True # } # } # result = self.safe_value(response, 'result', {}) trades = self.safe_value(result, 'trades', []) return self.parse_trades(trades, market, since, limit) async def fetch_deposits(self, code=None, since=None, limit=None, params={}): if code is None: raise ArgumentsRequired(self.id + ' fetchDeposits() requires a currency code argument') await self.load_markets() currency = self.currency(code) request = { 'currency': currency['id'], } if limit is not None: request['count'] = limit response = await self.privateGetGetDeposits(self.extend(request, params)) # # { # "jsonrpc": "2.0", # "id": 5611, # "result": { # "count": 1, # "data": [ # { # "address": "2N35qDKDY22zmJq9eSyiAerMD4enJ1xx6ax", # "amount": 5, # "currency": "BTC", # "received_timestamp": 1549295017670, # "state": "completed", # "transaction_id": "230669110fdaf0a0dbcdc079b6b8b43d5af29cc73683835b9bc6b3406c065fda", # "updated_timestamp": 1549295130159 # } # ] # } # } # result = self.safe_value(response, 'result', {}) data = self.safe_value(result, 'data', []) return self.parse_transactions(data, currency, since, limit, params) async def fetch_withdrawals(self, code=None, since=None, limit=None, params={}): if code is None: raise ArgumentsRequired(self.id + ' fetchWithdrawals() requires a currency code argument') await self.load_markets() currency = self.currency(code) request = { 'currency': currency['id'], } if limit is not None: request['count'] = limit response = await self.privateGetGetWithdrawals(self.extend(request, params)) # # { # "jsonrpc": "2.0", # "id": 2745, # "result": { # "count": 1, # "data": [ # { # "address": "2NBqqD5GRJ8wHy1PYyCXTe9ke5226FhavBz", # "amount": 0.5, # "confirmed_timestamp": null, # "created_timestamp": 1550571443070, # "currency": "BTC", # "fee": 0.0001, # "id": 1, # "priority": 0.15, # "state": "unconfirmed", # "transaction_id": null, # "updated_timestamp": 1550571443070 # } # ] # } # } # result = self.safe_value(response, 'result', {}) data = self.safe_value(result, 'data', []) return self.parse_transactions(data, currency, since, limit, params) def parse_transaction_status(self, status): statuses = { 'completed': 'ok', 'unconfirmed': 'pending', } return self.safe_string(statuses, status, status) def parse_transaction(self, transaction, currency=None): # # fetchWithdrawals # # { # "address": "2NBqqD5GRJ8wHy1PYyCXTe9ke5226FhavBz", # "amount": 0.5, # "confirmed_timestamp": null, # "created_timestamp": 1550571443070, # "currency": "BTC", # "fee": 0.0001, # "id": 1, # "priority": 0.15, # "state": "unconfirmed", # "transaction_id": null, # "updated_timestamp": 1550571443070 # } # # fetchDeposits # # { # "address": "2N35qDKDY22zmJq9eSyiAerMD4enJ1xx6ax", # "amount": 5, # "currency": "BTC", # "received_timestamp": 1549295017670, # "state": "completed", # "transaction_id": "230669110fdaf0a0dbcdc079b6b8b43d5af29cc73683835b9bc6b3406c065fda", # "updated_timestamp": 1549295130159 # } # currencyId = self.safe_string(transaction, 'currency') code = self.safe_currency_code(currencyId, currency) timestamp = self.safe_integer_2(transaction, 'created_timestamp', 'received_timestamp') updated = self.safe_integer(transaction, 'updated_timestamp') status = self.parse_transaction_status(self.safe_string(transaction, 'state')) address = self.safe_string(transaction, 'address') feeCost = self.safe_float(transaction, 'fee') type = 'deposit' fee = None if feeCost is not None: type = 'withdrawal' fee = { 'cost': feeCost, 'currency': code, } return { 'info': transaction, 'id': self.safe_string(transaction, 'id'), 'txid': self.safe_string(transaction, 'transaction_id'), 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'address': address, 'addressTo': address, 'addressFrom': None, 'tag': None, 'tagTo': None, 'tagFrom': None, 'type': type, 'amount': self.safe_float(transaction, 'amount'), 'currency': code, 'status': status, 'updated': updated, 'fee': fee, } async def fetch_position(self, symbol, params={}): await self.load_markets() market = self.market(symbol) request = { 'instrument_name': market['id'], } response = await self.privateGetGetPosition(self.extend(request, params)) # # { # "jsonrpc": "2.0", # "id": 404, # "result": { # "average_price": 0, # "delta": 0, # "direction": "buy", # "estimated_liquidation_price": 0, # "floating_profit_loss": 0, # "index_price": 3555.86, # "initial_margin": 0, # "instrument_name": "BTC-PERPETUAL", # "leverage": 100, # "kind": "future", # "maintenance_margin": 0, # "mark_price": 3556.62, # "open_orders_margin": 0.000165889, # "realized_profit_loss": 0, # "settlement_price": 3555.44, # "size": 0, # "size_currency": 0, # "total_profit_loss": 0 # } # } # # todo unify parsePosition/parsePositions result = self.safe_value(response, 'result') return result async def fetch_positions(self, symbols=None, since=None, limit=None, params={}): await self.load_markets() code = self.code_from_options('fetchPositions') currency = self.currency(code) request = { 'currency': currency['id'], } response = await self.privateGetGetPositions(self.extend(request, params)) # # { # "jsonrpc": "2.0", # "id": 2236, # "result": [ # { # "average_price": 7440.18, # "delta": 0.006687487, # "direction": "buy", # "estimated_liquidation_price": 1.74, # "floating_profit_loss": 0, # "index_price": 7466.79, # "initial_margin": 0.000197283, # "instrument_name": "BTC-PERPETUAL", # "kind": "future", # "leverage": 34, # "maintenance_margin": 0.000143783, # "mark_price": 7476.65, # "open_orders_margin": 0.000197288, # "realized_funding": -1e-8, # "realized_profit_loss": -9e-9, # "settlement_price": 7476.65, # "size": 50, # "size_currency": 0.006687487, # "total_profit_loss": 0.000032781 # } # ] # } # # todo unify parsePosition/parsePositions result = self.safe_value(response, 'result', []) return result async def withdraw(self, code, amount, address, tag=None, params={}): self.check_address(address) await self.load_markets() currency = self.currency(code) request = { 'currency': currency['id'], 'address': address, # must be in the address book 'amount': amount, # 'priority': 'high', # low, mid, high, very_high, extreme_high, insane # 'tfa': '123456', # if enabled } if self.twofa is not None: request['tfa'] = self.oath() response = await self.privateGetWithdraw(self.extend(request, params)) return { 'info': response, 'id': self.safe_string(response, 'id'), } def nonce(self): return self.milliseconds() def sign(self, path, api='public', method='GET', params={}, headers=None, body=None): request = '/' + 'api/' + self.version + '/' + api + '/' + path if api == 'public': if params: request += '?' + self.urlencode(params) if api == 'private': self.check_required_credentials() nonce = str(self.nonce()) timestamp = str(self.milliseconds()) requestBody = '' if params: request += '?' + self.urlencode(params) requestData = method + "\n" + request + "\n" + requestBody + "\n" # eslint-disable-line quotes auth = timestamp + "\n" + nonce + "\n" + requestData # eslint-disable-line quotes signature = self.hmac(self.encode(auth), self.encode(self.secret), hashlib.sha256) headers = { 'Authorization': 'deri-hmac-sha256 id=' + self.apiKey + ',ts=' + timestamp + ',sig=' + signature + ',' + 'nonce=' + nonce, } url = self.urls['api'] + request return {'url': url, 'method': method, 'body': body, 'headers': headers} def handle_errors(self, httpCode, reason, url, method, headers, body, response, requestHeaders, requestBody): if not response: return # fallback to default error handler # # { # jsonrpc: '2.0', # error: { # message: 'Invalid params', # data: {reason: 'invalid currency', param: 'currency'}, # code: -32602 # }, # testnet: False, # usIn: 1583763842150374, # usOut: 1583763842150410, # usDiff: 36 # } # error = self.safe_value(response, 'error') if error is not None: errorCode = self.safe_string(error, 'code') feedback = self.id + ' ' + body self.throw_exactly_matched_exception(self.exceptions, errorCode, feedback) raise ExchangeError(feedback) # unknown message