# -*- 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 # ----------------------------------------------------------------------------- try: basestring # Python 3 except NameError: basestring = str # Python 2 import hashlib from ccxt.base.errors import ExchangeError from ccxt.base.errors import AuthenticationError 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 CancelPending from ccxt.base.errors import RateLimitExceeded from ccxt.base.errors import ExchangeNotAvailable from ccxt.base.decimal_to_precision import TICK_SIZE class ftx(Exchange): def describe(self): return self.deep_extend(super(ftx, self).describe(), { 'id': 'ftx', 'name': 'FTX', 'countries': ['HK'], 'rateLimit': 50, 'certified': True, 'pro': True, 'hostname': 'ftx.com', # or ftx.us 'urls': { 'logo': 'https://user-images.githubusercontent.com/1294454/67149189-df896480-f2b0-11e9-8816-41593e17f9ec.jpg', 'www': 'https://ftx.com', 'api': { 'public': 'https://{hostname}', 'private': 'https://{hostname}', }, 'doc': 'https://github.com/ftexchange/ftx', 'fees': 'https://ftexchange.zendesk.com/hc/en-us/articles/360024479432-Fees', 'referral': 'https://ftx.com/#a=1623029', }, 'has': { 'cancelAllOrders': True, 'cancelOrder': True, 'createOrder': True, 'editOrder': True, 'fetchBalance': True, 'fetchClosedOrders': False, 'fetchCurrencies': True, 'fetchDepositAddress': True, 'fetchDeposits': True, 'fetchFundingFees': False, 'fetchMarkets': True, 'fetchMyTrades': True, 'fetchOHLCV': True, 'fetchOpenOrders': True, 'fetchOrder': True, 'fetchOrderBook': True, 'fetchOrders': True, 'fetchTicker': True, 'fetchTickers': True, 'fetchTrades': True, 'fetchTradingFees': True, 'fetchWithdrawals': True, 'withdraw': True, }, 'timeframes': { '15s': '15', '1m': '60', '5m': '300', '15m': '900', '1h': '3600', '4h': '14400', '1d': '86400', }, 'api': { 'public': { 'get': [ 'coins', 'markets', 'markets/{market_name}', 'markets/{market_name}/orderbook', # ?depth={depth} 'markets/{market_name}/trades', # ?limit={limit}&start_time={start_time}&end_time={end_time} 'markets/{market_name}/candles', # ?resolution={resolution}&limit={limit}&start_time={start_time}&end_time={end_time} # futures 'futures', 'futures/{future_name}', 'futures/{future_name}/stats', 'funding_rates', 'indexes/{index_name}/weights', 'expired_futures', 'indexes/{market_name}/candles', # ?resolution={resolution}&limit={limit}&start_time={start_time}&end_time={end_time} # leverage tokens 'lt/tokens', 'lt/{token_name}', # options 'options/requests', 'options/trades', 'stats/24h_options_volume', 'options/historical_volumes/BTC', 'options/open_interest/BTC', 'options/historical_open_interest/BTC', ], }, 'private': { 'get': [ 'account', 'positions', 'wallet/coins', 'wallet/balances', 'wallet/all_balances', 'wallet/deposit_address/{coin}', # ?method={method} 'wallet/deposits', 'wallet/withdrawals', 'wallet/airdrops', 'wallet/saved_addresses', 'orders', # ?market={market} 'orders/history', # ?market={market} 'orders/{order_id}', 'orders/by_client_id/{client_order_id}', 'conditional_orders', # ?market={market} 'conditional_orders/{conditional_order_id}/triggers', 'conditional_orders/history', # ?market={market} 'spot_margin/borrow_rates', 'spot_margin/lending_rates', 'spot_margin/borrow_summary', 'spot_margin/market_info', # ?market={market} 'spot_margin/borrow_history', 'spot_margin/lending_history', 'spot_margin/offers', 'spot_margin/lending_info', 'fills', # ?market={market} 'funding_payments', # leverage tokens 'lt/balances', 'lt/creations', 'lt/redemptions', # subaccounts 'subaccounts', 'subaccounts/{nickname}/balances', # otc 'otc/quotes/{quoteId}', # options 'options/my_requests', 'options/requests/{request_id}/quotes', 'options/my_quotes', 'options/account_info', 'options/positions', 'options/fills', # staking 'staking/stakes', 'staking/unstake_requests', 'staking/balances', 'staking/staking_rewards', ], 'post': [ 'account/leverage', 'wallet/withdrawals', 'wallet/saved_addresses', 'orders', 'conditional_orders', 'orders/{order_id}/modify', 'orders/by_client_id/{client_order_id}/modify', 'conditional_orders/{order_id}/modify', # spot margin 'spot_margin/offers', # leverage tokens 'lt/{token_name}/create', 'lt/{token_name}/redeem', # subaccounts 'subaccounts', 'subaccounts/update_name', 'subaccounts/transfer', # otc 'otc/quotes/{quote_id}/accept', 'otc/quotes', # options 'options/requests', 'options/requests/{request_id}/quotes', 'options/quotes/{quote_id}/accept', # staking 'staking/unstake_requests', 'srm_stakes/stakes', ], 'delete': [ 'wallet/saved_addresses/{saved_address_id}', 'orders/{order_id}', 'orders/by_client_id/{client_order_id}', 'orders', 'conditional_orders/{order_id}', # subaccounts 'subaccounts', # options 'options/requests/{request_id}', 'options/quotes/{quote_id}', # staking 'staking/unstake_requests/{request_id}', ], }, }, 'fees': { 'trading': { 'tierBased': True, 'percentage': True, 'maker': 0.02 / 100, 'taker': 0.07 / 100, 'tiers': { 'taker': [ [0, 0.07 / 100], [1000000, 0.06 / 100], [5000000, 0.055 / 100], [10000000, 0.05 / 100], [15000000, 0.045 / 100], [35000000, 0.04 / 100], ], 'maker': [ [0, 0.02 / 100], [1000000, 0.02 / 100], [5000000, 0.015 / 100], [10000000, 0.015 / 100], [15000000, 0.01 / 100], [35000000, 0.01 / 100], ], }, }, 'funding': { 'withdraw': {}, }, }, 'exceptions': { 'exact': { 'Please slow down': RateLimitExceeded, # {"error":"Please slow down","success":false} 'Size too small for provide': InvalidOrder, # {"error":"Size too small for provide","success":false} 'Not logged in': AuthenticationError, # {"error":"Not logged in","success":false} 'Not enough balances': InsufficientFunds, # {"error":"Not enough balances","success":false} 'InvalidPrice': InvalidOrder, # {"error":"Invalid price","success":false} 'Size too small': InvalidOrder, # {"error":"Size too small","success":false} 'Missing parameter price': InvalidOrder, # {"error":"Missing parameter price","success":false} 'Order not found': OrderNotFound, # {"error":"Order not found","success":false} 'Order already closed': InvalidOrder, # {"error":"Order already closed","success":false} 'Order already queued for cancellation': CancelPending, # {"error":"Order already queued for cancellation","success":false} }, 'broad': { 'Account does not have enough margin for order': InsufficientFunds, 'Invalid parameter': BadRequest, # {"error":"Invalid parameter start_time","success":false} 'The requested URL was not found on the server': BadRequest, 'No such coin': BadRequest, 'No such market': BadRequest, 'Do not send more than': RateLimitExceeded, 'An unexpected error occurred': ExchangeNotAvailable, # {"error":"An unexpected error occurred, please try again later(58BC21C795).","success":false} 'Please retry request': ExchangeNotAvailable, # {"error":"Please retry request","success":false} 'Please try again': ExchangeNotAvailable, # {"error":"Please try again","success":false} }, }, 'precisionMode': TICK_SIZE, 'options': { # support for canceling conditional orders # https://github.com/ccxt/ccxt/issues/6669 'cancelOrder': { 'method': 'privateDeleteOrdersOrderId', # privateDeleteConditionalOrdersOrderId }, 'fetchOpenOrders': { 'method': 'privateGetOrders', # privateGetConditionalOrders }, 'fetchOrders': { 'method': 'privateGetOrdersHistory', # privateGetConditionalOrdersHistory }, 'sign': { 'ftx.com': 'FTX', 'ftx.us': 'FTXUS', }, }, }) async def fetch_currencies(self, params={}): response = await self.publicGetCoins(params) currencies = self.safe_value(response, 'result', []) # # { # "success":true, # "result": [ # {"id":"BTC","name":"Bitcoin"}, # {"id":"ETH","name":"Ethereum"}, # {"id":"ETHMOON","name":"10X Long Ethereum Token","underlying":"ETH"}, # {"id":"EOSBULL","name":"3X Long EOS Token","underlying":"EOS"}, # ], # } # result = {} for i in range(0, len(currencies)): currency = currencies[i] id = self.safe_string(currency, 'id') code = self.safe_currency_code(id) name = self.safe_string(currency, 'name') result[code] = { 'id': id, 'code': code, 'info': currency, 'type': None, 'name': name, 'active': None, 'fee': None, 'precision': None, 'limits': { 'withdraw': {'min': None, 'max': None}, 'amount': {'min': None, 'max': None}, 'price': {'min': None, 'max': None}, 'cost': {'min': None, 'max': None}, }, } return result async def fetch_markets(self, params={}): response = await self.publicGetMarkets(params) # # { # 'success': True, # "result": [ # { # "ask":170.37, # "baseCurrency":null, # "bid":170.31, # "change1h":-0.019001554672655036, # "change24h":-0.024841165359738997, # "changeBod":-0.03816406029469881, # "enabled":true, # "last":170.37, # "name":"ETH-PERP", # "price":170.37, # "priceIncrement":0.01, # "quoteCurrency":null, # "quoteVolume24h":7742164.59889, # "sizeIncrement":0.001, # "type":"future", # "underlying":"ETH", # "volumeUsd24h":7742164.59889 # }, # { # "ask":170.44, # "baseCurrency":"ETH", # "bid":170.41, # "change1h":-0.018485459257126403, # "change24h":-0.023825887743413515, # "changeBod":-0.037605872388481086, # "enabled":true, # "last":172.72, # "name":"ETH/USD", # "price":170.44, # "priceIncrement":0.01, # "quoteCurrency":"USD", # "quoteVolume24h":382802.0252, # "sizeIncrement":0.001, # "type":"spot", # "underlying":null, # "volumeUsd24h":382802.0252 # }, # ], # } # result = [] markets = self.safe_value(response, 'result', []) for i in range(0, len(markets)): market = markets[i] id = self.safe_string(market, 'name') baseId = self.safe_string_2(market, 'baseCurrency', 'underlying') quoteId = self.safe_string(market, 'quoteCurrency', 'USD') type = self.safe_string(market, 'type') base = self.safe_currency_code(baseId) quote = self.safe_currency_code(quoteId) # check if a market is a spot or future market symbol = self.safe_string(market, 'name') if (type == 'future') else (base + '/' + quote) active = self.safe_value(market, 'enabled') sizeIncrement = self.safe_float(market, 'sizeIncrement') priceIncrement = self.safe_float(market, 'priceIncrement') precision = { 'amount': sizeIncrement, 'price': priceIncrement, } result.append({ 'id': id, 'symbol': symbol, 'base': base, 'quote': quote, 'baseId': baseId, 'quoteId': quoteId, 'type': type, 'future': (type == 'future'), 'spot': (type == 'spot'), 'active': active, 'precision': precision, 'limits': { 'amount': { 'min': sizeIncrement, 'max': None, }, 'price': { 'min': priceIncrement, 'max': None, }, 'cost': { 'min': None, 'max': None, }, }, 'info': market, }) return result def parse_ticker(self, ticker, market=None): # # { # "ask":171.29, # "baseCurrency":null, # base currency for spot markets # "bid":171.24, # "change1h":-0.0012244897959183673, # "change24h":-0.031603346901854366, # "changeBod":-0.03297013492914808, # "enabled":true, # "last":171.44, # "name":"ETH-PERP", # "price":171.29, # "priceIncrement":0.01, # "quoteCurrency":null, # quote currency for spot markets # "quoteVolume24h":8570651.12113, # "sizeIncrement":0.001, # "type":"future", # "underlying":"ETH", # null for spot markets # "volumeUsd24h":8570651.12113, # } # symbol = None marketId = self.safe_string(ticker, 'name') if marketId in self.markets_by_id: market = self.markets_by_id[marketId] else: type = self.safe_string(ticker, 'type') if type == 'future': symbol = marketId else: base = self.safe_currency_code(self.safe_string(ticker, 'baseCurrency')) quote = self.safe_currency_code(self.safe_string(ticker, 'quoteCurrency')) if (base is not None) and (quote is not None): symbol = base + '/' + quote if (symbol is None) and (market is not None): symbol = market['symbol'] last = self.safe_float(ticker, 'last') timestamp = self.safe_timestamp(ticker, 'time', self.milliseconds()) return { 'symbol': symbol, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'high': self.safe_float(ticker, 'high'), 'low': self.safe_float(ticker, 'low'), 'bid': self.safe_float(ticker, 'bid'), 'bidVolume': self.safe_float(ticker, 'bidSize'), 'ask': self.safe_float(ticker, 'ask'), 'askVolume': self.safe_float(ticker, 'askSize'), 'vwap': None, 'open': None, 'close': last, 'last': last, 'previousClose': None, 'change': None, 'percentage': self.safe_float(ticker, 'change24h'), 'average': None, 'baseVolume': None, 'quoteVolume': self.safe_float(ticker, 'quoteVolume24h'), 'info': ticker, } async def fetch_ticker(self, symbol, params={}): await self.load_markets() market = self.market(symbol) request = { 'market_name': market['id'], } response = await self.publicGetMarketsMarketName(self.extend(request, params)) # # { # "success":true, # "result":{ # "ask":171.29, # "baseCurrency":null, # base currency for spot markets # "bid":171.24, # "change1h":-0.0012244897959183673, # "change24h":-0.031603346901854366, # "changeBod":-0.03297013492914808, # "enabled":true, # "last":171.44, # "name":"ETH-PERP", # "price":171.29, # "priceIncrement":0.01, # "quoteCurrency":null, # quote currency for spot markets # "quoteVolume24h":8570651.12113, # "sizeIncrement":0.001, # "type":"future", # "underlying":"ETH", # null for spot markets # "volumeUsd24h":8570651.12113, # } # } # result = self.safe_value(response, 'result', {}) return self.parse_ticker(result, market) def parse_tickers(self, tickers, symbols=None): result = [] for i in range(0, len(tickers)): result.append(self.parse_ticker(tickers[i])) return self.filter_by_array(result, 'symbol', symbols) async def fetch_tickers(self, symbols=None, params={}): await self.load_markets() response = await self.publicGetMarkets(params) # # { # 'success': True, # "result": [ # { # "ask":170.44, # "baseCurrency":"ETH", # "bid":170.41, # "change1h":-0.018485459257126403, # "change24h":-0.023825887743413515, # "changeBod":-0.037605872388481086, # "enabled":true, # "last":172.72, # "name":"ETH/USD", # "price":170.44, # "priceIncrement":0.01, # "quoteCurrency":"USD", # "quoteVolume24h":382802.0252, # "sizeIncrement":0.001, # "type":"spot", # "underlying":null, # "volumeUsd24h":382802.0252 # }, # ], # } # tickers = self.safe_value(response, 'result', []) return self.parse_tickers(tickers, symbols) async def fetch_order_book(self, symbol, limit=None, params={}): await self.load_markets() market = self.market(symbol) request = { 'market_name': market['id'], } if limit is not None: request['depth'] = limit # max 100, default 20 response = await self.publicGetMarketsMarketNameOrderbook(self.extend(request, params)) # # { # "success":true, # "result":{ # "asks":[ # [171.95,279.865], # [171.98,102.42], # [171.99,124.11], # ], # "bids":[ # [171.93,69.749], # [171.9,288.325], # [171.88,87.47], # ], # } # } # result = self.safe_value(response, 'result', {}) return self.parse_order_book(result) def parse_ohlcv(self, ohlcv, market=None): # # { # "close":177.23, # "high":177.45, # "low":177.2, # "open":177.43, # "startTime":"2019-10-17T13:27:00+00:00", # "time":1571318820000.0, # "volume":0.0 # } # return [ self.safe_integer(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'), ] def get_market_id(self, symbol, key, params={}): parts = self.get_market_params(symbol, key, params) return self.safe_string(parts, 1, symbol) def get_market_params(self, symbol, key, params={}): market = None marketId = None if symbol in self.markets: market = self.market(symbol) marketId = market['id'] else: marketId = self.safe_string(params, key, symbol) return [market, marketId] async def fetch_ohlcv(self, symbol, timeframe='1m', since=None, limit=None, params={}): await self.load_markets() market, marketId = self.get_market_params(symbol, 'market_name', params) request = { 'resolution': self.timeframes[timeframe], 'market_name': marketId, } # max 1501 candles, including the current candle when since is not specified limit = 1501 if (limit is None) else limit if since is None: request['end_time'] = self.seconds() request['limit'] = limit request['start_time'] = request['end_time'] - limit * self.parse_timeframe(timeframe) else: request['start_time'] = int(since / 1000) request['limit'] = limit request['end_time'] = self.sum(request['start_time'], limit * self.parse_timeframe(timeframe)) response = await self.publicGetMarketsMarketNameCandles(self.extend(request, params)) # # { # "success": True, # "result":[ # { # "close":177.23, # "high":177.45, # "low":177.2, # "open":177.43, # "startTime":"2019-10-17T13:27:00+00:00", # "time":1571318820000.0, # "volume":0.0 # }, # { # "close":177.26, # "high":177.33, # "low":177.23, # "open":177.23, # "startTime":"2019-10-17T13:28:00+00:00", # "time":1571318880000.0, # "volume":0.0 # }, # ], # } # result = self.safe_value(response, 'result', []) return self.parse_ohlcvs(result, market, timeframe, since, limit) def parse_trade(self, trade, market=None): # # fetchTrades(public) # # { # "id":1715826, # "liquidation":false, # "price":171.62, # "side":"buy", # "size":2.095, # "time":"2019-10-18T12:59:54.288166+00:00" # } # # fetchMyTrades(private) # # { # "fee": 20.1374935, # "feeRate": 0.0005, # "feeCurrency": "USD", # "future": "EOS-0329", # "id": 11215, # "liquidity": "taker", # "market": "EOS-0329", # "baseCurrency": null, # "quoteCurrency": null, # "orderId": 8436981, # "price": 4.201, # "side": "buy", # "size": 9587, # "time": "2019-03-27T19:15:10.204619+00:00", # "type": "order" # } # # { # "baseCurrency": "BTC", # "fee": 0, # "feeCurrency": "USD", # "feeRate": 0, # "future": null, # "id": 664079556, # "liquidity": "taker", # "market": null, # "orderId": null, # "price": 34830.61359, # "quoteCurrency": "USD", # "side": "sell", # "size": 0.0005996, # "time": "2021-01-15T16:05:29.246135+00:00", # "tradeId": null, # "type": "otc" # } # id = self.safe_string(trade, 'id') takerOrMaker = self.safe_string(trade, 'liquidity') marketId = self.safe_string(trade, 'market') symbol = None if marketId in self.markets_by_id: market = self.markets_by_id[marketId] symbol = market['symbol'] else: base = self.safe_currency_code(self.safe_string(trade, 'baseCurrency')) quote = self.safe_currency_code(self.safe_string(trade, 'quoteCurrency')) if (base is not None) and (quote is not None): symbol = base + '/' + quote else: symbol = marketId timestamp = self.parse8601(self.safe_string(trade, 'time')) price = self.safe_float(trade, 'price') amount = self.safe_float(trade, 'size') if (symbol is None) and (market is not None): symbol = market['symbol'] side = self.safe_string(trade, 'side') cost = None if price is not None and amount is not None: cost = price * amount fee = None feeCost = self.safe_float(trade, 'fee') if feeCost is not None: feeCurrencyId = self.safe_string(trade, 'feeCurrency') feeCurrencyCode = self.safe_currency_code(feeCurrencyId) fee = { 'cost': feeCost, 'currency': feeCurrencyCode, 'rate': self.safe_float(trade, 'feeRate'), } orderId = self.safe_string(trade, 'orderId') 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': cost, 'fee': fee, } async def fetch_trades(self, symbol, since=None, limit=None, params={}): await self.load_markets() market, marketId = self.get_market_params(symbol, 'market_name', params) request = { 'market_name': marketId, } if since is not None: request['start_time'] = int(since / 1000) # start_time doesn't work without end_time request['end_time'] = self.seconds() if limit is not None: request['limit'] = limit response = await self.publicGetMarketsMarketNameTrades(self.extend(request, params)) # # { # "success":true, # "result":[ # { # "id":1715826, # "liquidation":false, # "price":171.62, # "side":"buy", # "size":2.095, # "time":"2019-10-18T12:59:54.288166+00:00" # }, # { # "id":1715763, # "liquidation":false, # "price":171.89, # "side":"sell", # "size":1.477, # "time":"2019-10-18T12:58:38.443734+00:00" # }, # ], # } # result = self.safe_value(response, 'result', []) return self.parse_trades(result, market, since, limit) async def fetch_trading_fees(self, params={}): await self.load_markets() response = await self.privateGetAccount(params) # # { # "success": True, # "result": { # "backstopProvider": True, # "collateral": 3568181.02691129, # "freeCollateral": 1786071.456884368, # "initialMarginRequirement": 0.12222384240257728, # "liquidating": False, # "maintenanceMarginRequirement": 0.07177992558058484, # "makerFee": 0.0002, # "marginFraction": 0.5588433331419503, # "openMarginFraction": 0.2447194090423075, # "takerFee": 0.0005, # "totalAccountValue": 3568180.98341129, # "totalPositionSize": 6384939.6992, # "username": "user@domain.com", # "positions": [ # { # "cost": -31.7906, # "entryPrice": 138.22, # "future": "ETH-PERP", # "initialMarginRequirement": 0.1, # "longOrderSize": 1744.55, # "maintenanceMarginRequirement": 0.04, # "netSize": -0.23, # "openSize": 1744.32, # "realizedPnl": 3.39441714, # "shortOrderSize": 1732.09, # "side": "sell", # "size": 0.23, # "unrealizedPnl": 0, # }, # ], # }, # } # result = self.safe_value(response, 'result', {}) return { 'info': response, 'maker': self.safe_float(result, 'makerFee'), 'taker': self.safe_float(result, 'takerFee'), } async def fetch_balance(self, params={}): await self.load_markets() response = await self.privateGetWalletBalances(params) # # { # "success": True, # "result": [ # { # "coin": "USDTBEAR", # "free": 2320.2, # "total": 2340.2 # }, # ], # } # result = { 'info': response, } balances = self.safe_value(response, 'result', []) for i in range(0, len(balances)): balance = balances[i] code = self.safe_currency_code(self.safe_string(balance, 'coin')) account = self.account() account['free'] = self.safe_float(balance, 'free') account['total'] = self.safe_float(balance, 'total') result[code] = account return self.parse_balance(result) def parse_order_status(self, status): statuses = { 'new': 'open', 'open': 'open', 'closed': 'closed', # filled or canceled 'triggered': 'closed', } return self.safe_string(statuses, status, status) def parse_order(self, order, market=None): # # limit orders - fetchOrder, fetchOrders, fetchOpenOrders, createOrder, editOrder # # { # "createdAt": "2019-03-05T09:56:55.728933+00:00", # "filledSize": 0, # "future": "XRP-PERP", # "id": 9596912, # "market": "XRP-PERP", # "price": 0.306525, # "remainingSize": 31431, # "side": "sell", # "size": 31431, # "status": "open", # "type": "limit", # "reduceOnly": False, # "ioc": False, # "postOnly": False, # "clientId": null, # } # # market orders - fetchOrder, fetchOrders, fetchOpenOrders, createOrder # # { # "avgFillPrice": 2666.0, # "clientId": None, # "createdAt": "2020-02-12T00: 53: 49.009726+00: 00", # "filledSize": 0.0007, # "future": None, # "id": 3109208514, # "ioc": True, # "market": "BNBBULL/USD", # "postOnly": False, # "price": None, # "reduceOnly": False, # "remainingSize": 0.0, # "side": "buy", # "size": 0.0007, # "status": "closed", # "type": "market" # } # # createOrder(conditional, "stop", "trailingStop", or "takeProfit") # # { # "createdAt": "2019-03-05T09:56:55.728933+00:00", # "future": "XRP-PERP", # "id": 9596912, # "market": "XRP-PERP", # "triggerPrice": 0.306525, # "orderId": null, # "side": "sell", # "size": 31431, # "status": "open", # "type": "stop", # "orderPrice": null, # "error": null, # "triggeredAt": null, # "reduceOnly": False # } # # editOrder(conditional, stop, trailing stop, take profit) # # { # "createdAt": "2019-03-05T09:56:55.728933+00:00", # "future": "XRP-PERP", # "id": 9596912, # "market": "XRP-PERP", # "triggerPrice": 0.306225, # "orderId": null, # "side": "sell", # "size": 31431, # "status": "open", # "type": "stop", # "orderPrice": null, # "error": null, # "triggeredAt": null, # "reduceOnly": False, # "orderType": "market", # "filledSize": 0, # "avgFillPrice": null, # "retryUntilFilled": False # } # # canceled order with a closed status # # { # "avgFillPrice":null, # "clientId":null, # "createdAt":"2020-09-01T13:45:57.119695+00:00", # "filledSize":0.0, # "future":null, # "id":8553541288, # "ioc":false, # "liquidation":false, # "market":"XRP/USDT", # "postOnly":false, # "price":0.5, # "reduceOnly":false, # "remainingSize":0.0, # "side":"sell", # "size":46.0, # "status":"closed", # "type":"limit" # } # id = self.safe_string(order, 'id') timestamp = self.parse8601(self.safe_string(order, 'createdAt')) status = self.parse_order_status(self.safe_string(order, 'status')) amount = self.safe_float(order, 'size') filled = self.safe_float(order, 'filledSize') remaining = self.safe_float(order, 'remainingSize') if (remaining == 0.0) and (amount is not None) and (filled is not None): remaining = max(amount - filled, 0) if remaining > 0: status = 'canceled' symbol = None marketId = self.safe_string(order, 'market') if marketId is not None: if marketId in self.markets_by_id: market = self.markets_by_id[marketId] symbol = market['symbol'] else: # support for delisted market ids # https://github.com/ccxt/ccxt/issues/7113 symbol = marketId if (symbol is None) and (market is not None): symbol = market['symbol'] side = self.safe_string(order, 'side') type = self.safe_string(order, 'type') average = self.safe_float(order, 'avgFillPrice') price = self.safe_float_2(order, 'price', 'triggerPrice', average) cost = None if filled is not None and price is not None: cost = filled * price lastTradeTimestamp = self.parse8601(self.safe_string(order, 'triggeredAt')) clientOrderId = self.safe_string(order, 'clientId') stopPrice = self.safe_float(order, 'triggerPrice') postOnly = self.safe_value(order, 'postOnly') return { 'info': order, 'id': id, 'clientOrderId': clientOrderId, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'lastTradeTimestamp': lastTradeTimestamp, 'symbol': symbol, 'type': type, 'timeInForce': None, 'postOnly': postOnly, 'side': side, 'price': price, 'stopPrice': stopPrice, 'amount': amount, 'cost': cost, 'average': average, 'filled': filled, 'remaining': remaining, 'status': status, 'fee': None, 'trades': None, } async def create_order(self, symbol, type, side, amount, price=None, params={}): await self.load_markets() market = self.market(symbol) request = { 'market': market['id'], 'side': side, # "buy" or "sell" # 'price': 0.306525, # send null for market orders 'type': type, # "limit", "market", "stop", "trailingStop", or "takeProfit" 'size': float(self.amount_to_precision(symbol, amount)), # 'reduceOnly': False, # optional, default is False # 'ioc': False, # optional, default is False, limit or market orders only # 'postOnly': False, # optional, default is False, limit or market orders only # 'clientId': 'abcdef0123456789', # string, optional, client order id, limit or market orders only } clientOrderId = self.safe_string_2(params, 'clientId', 'clientOrderId') if clientOrderId is not None: request['clientId'] = clientOrderId params = self.omit(params, ['clientId', 'clientOrderId']) priceToPrecision = None if price is not None: priceToPrecision = float(self.price_to_precision(symbol, price)) method = 'privatePostConditionalOrders' if type == 'limit': method = 'privatePostOrders' request['price'] = priceToPrecision elif type == 'market': method = 'privatePostOrders' request['price'] = None elif (type == 'stop') or (type == 'takeProfit'): request['triggerPrice'] = priceToPrecision # request['orderPrice'] = number # optional, order type is limit if self is specified, otherwise market elif type == 'trailingStop': request['trailValue'] = priceToPrecision # negative for "sell", positive for "buy" else: raise InvalidOrder(self.id + ' createOrder() does not support order type ' + type + ', only limit, market, stop, trailingStop, or takeProfit orders are supported') response = await getattr(self, method)(self.extend(request, params)) # # orders # # { # "success": True, # "result": [ # { # "createdAt": "2019-03-05T09:56:55.728933+00:00", # "filledSize": 0, # "future": "XRP-PERP", # "id": 9596912, # "market": "XRP-PERP", # "price": 0.306525, # "remainingSize": 31431, # "side": "sell", # "size": 31431, # "status": "open", # "type": "limit", # "reduceOnly": False, # "ioc": False, # "postOnly": False, # "clientId": null, # } # ] # } # # conditional orders # # { # "success": True, # "result": [ # { # "createdAt": "2019-03-05T09:56:55.728933+00:00", # "future": "XRP-PERP", # "id": 9596912, # "market": "XRP-PERP", # "triggerPrice": 0.306525, # "orderId": null, # "side": "sell", # "size": 31431, # "status": "open", # "type": "stop", # "orderPrice": null, # "error": null, # "triggeredAt": null, # "reduceOnly": False # } # ] # } # # 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 = {} method = None clientOrderId = self.safe_string_2(params, 'client_order_id', 'clientOrderId') triggerPrice = self.safe_float(params, 'triggerPrice') orderPrice = self.safe_float(params, 'orderPrice') trailValue = self.safe_float(params, 'trailValue') params = self.omit(params, ['client_order_id', 'clientOrderId', 'triggerPrice', 'orderPrice', 'trailValue']) triggerPriceIsDefined = (triggerPrice is not None) orderPriceIsDefined = (orderPrice is not None) trailValueIsDefined = (trailValue is not None) if triggerPriceIsDefined or orderPriceIsDefined or trailValueIsDefined: method = 'privatePostConditionalOrdersOrderIdModify' request['order_id'] = id if triggerPriceIsDefined: request['triggerPrice'] = float(self.price_to_precision(symbol, triggerPrice)) if orderPriceIsDefined: # only for stop limit or take profit limit orders request['orderPrice'] = float(self.price_to_precision(symbol, orderPrice)) if trailValueIsDefined: # negative for sell orders, positive for buy orders request['trailValue'] = float(self.price_to_precision(symbol, trailValue)) else: if clientOrderId is None: method = 'privatePostOrdersOrderIdModify' request['order_id'] = id else: method = 'privatePostOrdersByClientIdClientOrderIdModify' request['client_order_id'] = clientOrderId # request['clientId'] = clientOrderId if price is not None: request['price'] = float(self.price_to_precision(symbol, price)) if amount is not None: request['size'] = float(self.amount_to_precision(symbol, amount)) response = await getattr(self, method)(self.extend(request, params)) # # regular order # # { # "success": True, # "result": { # "createdAt": "2019-03-05T11:56:55.728933+00:00", # "filledSize": 0, # "future": "XRP-PERP", # "id": 9596932, # "market": "XRP-PERP", # "price": 0.326525, # "remainingSize": 31431, # "side": "sell", # "size": 31431, # "status": "open", # "type": "limit", # "reduceOnly": False, # "ioc": False, # "postOnly": False, # "clientId": null, # } # } # # conditional trigger order # # { # "success": True, # "result": { # "createdAt": "2019-03-05T09:56:55.728933+00:00", # "future": "XRP-PERP", # "id": 9596912, # "market": "XRP-PERP", # "triggerPrice": 0.306225, # "orderId": null, # "side": "sell", # "size": 31431, # "status": "open", # "type": "stop", # "orderPrice": null, # "error": null, # "triggeredAt": null, # "reduceOnly": False, # "orderType": "market", # "filledSize": 0, # "avgFillPrice": null, # "retryUntilFilled": False # } # } # result = self.safe_value(response, 'result', {}) return self.parse_order(result, market) async def cancel_order(self, id, symbol=None, params={}): await self.load_markets() request = {} # support for canceling conditional orders # https://github.com/ccxt/ccxt/issues/6669 options = self.safe_value(self.options, 'cancelOrder', {}) defaultMethod = self.safe_string(options, 'method', 'privateDeleteOrdersOrderId') method = self.safe_string(params, 'method', defaultMethod) type = self.safe_value(params, 'type') clientOrderId = self.safe_value_2(params, 'client_order_id', 'clientOrderId') if clientOrderId is None: request['order_id'] = int(id) if (type == 'stop') or (type == 'trailingStop') or (type == 'takeProfit'): method = 'privateDeleteConditionalOrdersOrderId' else: request['client_order_id'] = clientOrderId method = 'privateDeleteOrdersByClientIdClientOrderId' query = self.omit(params, ['method', 'type', 'client_order_id', 'clientOrderId']) response = await getattr(self, method)(self.extend(request, query)) # # { # "success": True, # "result": "Order queued for cancelation" # } # result = self.safe_value(response, 'result', {}) return result async def cancel_all_orders(self, symbol=None, params={}): await self.load_markets() conditionalOrdersOnly = self.safe_value(params, 'conditionalOrdersOnly') request = { # 'market': market['id'], # optional # 'conditionalOrdersOnly': False, # cancel conditional orders only # 'limitOrdersOnly': False, # cancel existing limit orders(non-conditional orders) only } if conditionalOrdersOnly: request['conditionalOrdersOnly'] = conditionalOrdersOnly else: request['limitOrdersOnly'] = True marketId = self.get_market_id(symbol, 'market', params) if marketId is not None: request['market'] = marketId response = await self.privateDeleteOrders(self.extend(request, params)) result = self.safe_value(response, 'result', {}) # # { # "success": True, # "result": "Orders queued for cancelation" # } # return result async def fetch_order(self, id, symbol=None, params={}): await self.load_markets() request = {} clientOrderId = self.safe_value_2(params, 'client_order_id', 'clientOrderId') method = 'privateGetOrdersOrderId' if clientOrderId is None: request['order_id'] = id else: request['client_order_id'] = clientOrderId params = self.omit(params, ['client_order_id', 'clientOrderId']) method = 'privateGetOrdersByClientIdClientOrderId' response = await getattr(self, method)(self.extend(request, params)) # # { # "success": True, # "result": { # "createdAt": "2019-03-05T09:56:55.728933+00:00", # "filledSize": 10, # "future": "XRP-PERP", # "id": 9596912, # "market": "XRP-PERP", # "price": 0.306525, # "avgFillPrice": 0.306526, # "remainingSize": 31421, # "side": "sell", # "size": 31431, # "status": "open", # "type": "limit", # "reduceOnly": False, # "ioc": False, # "postOnly": False, # "clientId": null # } # } # result = self.safe_value(response, 'result', {}) return self.parse_order(result) async def fetch_open_orders(self, symbol=None, since=None, limit=None, params={}): await self.load_markets() request = {} market, marketId = self.get_market_params(symbol, 'market', params) if marketId is not None: request['market'] = marketId # support for canceling conditional orders # https://github.com/ccxt/ccxt/issues/6669 options = self.safe_value(self.options, 'fetchOpenOrders', {}) defaultMethod = self.safe_string(options, 'method', 'privateGetOrders') method = self.safe_string(params, 'method', defaultMethod) type = self.safe_value(params, 'type') if (type == 'stop') or (type == 'trailingStop') or (type == 'takeProfit'): method = 'privateGetConditionalOrders' query = self.omit(params, ['method', 'type']) response = await getattr(self, method)(self.extend(request, query)) # # { # "success": True, # "result": [ # { # "createdAt": "2019-03-05T09:56:55.728933+00:00", # "filledSize": 10, # "future": "XRP-PERP", # "id": 9596912, # "market": "XRP-PERP", # "price": 0.306525, # "avgFillPrice": 0.306526, # "remainingSize": 31421, # "side": "sell", # "size": 31431, # "status": "open", # "type": "limit", # "reduceOnly": False, # "ioc": False, # "postOnly": False, # "clientId": null # } # ] # } # result = self.safe_value(response, 'result', []) return self.parse_orders(result, market, since, limit) async def fetch_orders(self, symbol=None, since=None, limit=None, params={}): await self.load_markets() request = {} market, marketId = self.get_market_params(symbol, 'market', params) if marketId is not None: request['market'] = marketId if limit is not None: request['limit'] = limit # default 100, max 100 if since is not None: request['start_time'] = int(since / 1000) # support for canceling conditional orders # https://github.com/ccxt/ccxt/issues/6669 options = self.safe_value(self.options, 'fetchOrders', {}) defaultMethod = self.safe_string(options, 'method', 'privateGetOrdersHistory') method = self.safe_string(params, 'method', defaultMethod) type = self.safe_value(params, 'type') if (type == 'stop') or (type == 'trailingStop') or (type == 'takeProfit'): method = 'privateGetConditionalOrdersHistory' query = self.omit(params, ['method', 'type']) response = await getattr(self, method)(self.extend(request, query)) # # { # "success": True, # "result": [ # { # "createdAt": "2019-03-05T09:56:55.728933+00:00", # "filledSize": 10, # "future": "XRP-PERP", # "id": 9596912, # "market": "XRP-PERP", # "price": 0.306525, # "avgFillPrice": 0.306526, # "remainingSize": 31421, # "side": "sell", # "size": 31431, # "status": "open", # "type": "limit", # "reduceOnly": False, # "ioc": False, # "postOnly": False, # "clientId": null # } # ] # } # 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() market, marketId = self.get_market_params(symbol, 'market', params) request = {} if marketId is not None: request['market'] = marketId if limit is not None: request['limit'] = limit if since is not None: request['start_time'] = int(since / 1000) request['end_time'] = self.seconds() response = await self.privateGetFills(self.extend(request, params)) # # { # "success": True, # "result": [ # { # "fee": 20.1374935, # "feeRate": 0.0005, # "future": "EOS-0329", # "id": 11215, # "liquidity": "taker", # "market": "EOS-0329", # "baseCurrency": null, # "quoteCurrency": null, # "orderId": 8436981, # "price": 4.201, # "side": "buy", # "size": 9587, # "time": "2019-03-27T19:15:10.204619+00:00", # "type": "order" # } # ] # } # trades = self.safe_value(response, 'result', []) return self.parse_trades(trades, market, since, limit) async def withdraw(self, code, amount, address, tag=None, params={}): await self.load_markets() self.check_address(address) currency = self.currency(code) request = { 'coin': currency['id'], 'size': amount, 'address': address, # 'password': 'string', # optional withdrawal password if it is required for your account # 'code': '192837', # optional 2fa code if it is required for your account } if self.password is not None: request['password'] = self.password if tag is not None: request['tag'] = tag response = await self.privatePostWalletWithdrawals(self.extend(request, params)) # # { # "success": True, # "result": { # "coin": "USDTBEAR", # "address": "0x83a127952d266A6eA306c40Ac62A4a70668FE3BE", # "tag": "null", # "fee": 0, # "id": 1, # "size": "20.2", # "status": "requested", # "time": "2019-03-05T09:56:55.728933+00:00", # "txid": "null" # } # } # result = self.safe_value(response, 'result', {}) return self.parse_transaction(result, currency) async def fetch_positions(self, symbols=None, since=None, limit=None, params={}): await self.load_markets() response = await self.privateGetAccount(params) # # { # "result":{ # "backstopProvider":false, # "chargeInterestOnNegativeUsd":false, # "collateral":2830.2567913677476, # "freeCollateral":2829.670741867416, # "initialMarginRequirement":0.05, # "leverage":20.0, # "liquidating":false, # "maintenanceMarginRequirement":0.03, # "makerFee":0.0, # "marginFraction":null, # "openMarginFraction":null, # "positionLimit":null, # "positionLimitUsed":null, # "positions":[ # { # "collateralUsed":0.0, # "cost":0.0, # "entryPrice":null, # "estimatedLiquidationPrice":null, # "future":"XRP-PERP", # "initialMarginRequirement":0.05, # "longOrderSize":0.0, # "maintenanceMarginRequirement":0.03, # "netSize":0.0, # "openSize":0.0, # "realizedPnl":0.016, # "shortOrderSize":0.0, # "side":"buy", # "size":0.0, # "unrealizedPnl":0.0, # } # ], # "spotLendingEnabled":false, # "spotMarginEnabled":false, # "takerFee":0.0007, # "totalAccountValue":2830.2567913677476, # "totalPositionSize":0.0, # "useFttCollateral":true, # "username":"igor.kroitor@gmail.com" # }, # "success":true # } # result = self.safe_value(response, 'result', {}) # todo unify parsePosition/parsePositions return self.safe_value(result, 'positions', []) async def fetch_deposit_address(self, code, params={}): await self.load_markets() currency = self.currency(code) request = { 'coin': currency['id'], } response = await self.privateGetWalletDepositAddressCoin(self.extend(request, params)) # # { # "success": True, # "result": { # "address": "0x83a127952d266A6eA306c40Ac62A4a70668FE3BE", # "tag": "null" # } # } # result = self.safe_value(response, 'result', {}) address = self.safe_string(result, 'address') tag = self.safe_string(result, 'tag') self.check_address(address) return { 'currency': code, 'address': address, 'tag': tag, 'info': response, } def parse_transaction_status(self, status): statuses = { # what are other statuses here? 'confirmed': 'ok', # deposits 'complete': 'ok', # withdrawals } return self.safe_string(statuses, status, status) def parse_transaction(self, transaction, currency=None): # # fetchDeposits # # { # "coin": "TUSD", # "confirmations": 64, # "confirmedTime": "2019-03-05T09:56:55.728933+00:00", # "fee": 0, # "id": 1, # "sentTime": "2019-03-05T09:56:55.735929+00:00", # "size": "99.0", # "status": "confirmed", # "time": "2019-03-05T09:56:55.728933+00:00", # "txid": "0x8078356ae4b06a036d64747546c274af19581f1c78c510b60505798a7ffcaf1" # } # # fetchWithdrawals # # { # "coin": "TUSD", # "address": "0x83a127952d266A6eA306c40Ac62A4a70668FE3BE", # "tag": "null", # "fee": 0, # "id": 1, # "size": "99.0", # "status": "complete", # "time": "2019-03-05T09:56:55.728933+00:00", # "txid": "0x8078356ae4b06a036d64747546c274af19581f1c78c510b60505798a7ffcaf1" # } # # { # "coin": 'BTC', # "id": 1969806, # "notes": 'Transfer to Dd6gi7m2Eg4zzBbPAxuwfEaHs6tYvyUX5hbPpsTcNPXo', # "size": 0.003, # "status": 'complete', # "time": '2021-02-03T20:28:54.918146+00:00' # } # code = self.safe_currency_code(self.safe_string(transaction, 'coin')) id = self.safe_string(transaction, 'id') amount = self.safe_float(transaction, 'size') status = self.parse_transaction_status(self.safe_string(transaction, 'status')) timestamp = self.parse8601(self.safe_string(transaction, 'time')) txid = self.safe_string(transaction, 'txid') tag = None address = self.safe_value(transaction, 'address') if not isinstance(address, basestring): tag = self.safe_string(address, 'tag') address = self.safe_string(address, 'address') if address is None: # parse address from internal transfer notes = self.safe_string(transaction, 'notes') if notes is not None: address = notes[12:] fee = self.safe_float(transaction, 'fee') return { 'info': transaction, 'id': id, 'txid': txid, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'addressFrom': None, 'address': address, 'addressTo': address, 'tagFrom': None, 'tag': tag, 'tagTo': tag, 'type': None, 'amount': amount, 'currency': code, 'status': status, 'updated': None, 'fee': { 'currency': code, 'cost': fee, 'rate': None, }, } async def fetch_deposits(self, code=None, since=None, limit=None, params={}): await self.load_markets() response = await self.privateGetWalletDeposits(params) # # { # "success": True, # "result": { # "coin": "TUSD", # "confirmations": 64, # "confirmedTime": "2019-03-05T09:56:55.728933+00:00", # "fee": 0, # "id": 1, # "sentTime": "2019-03-05T09:56:55.735929+00:00", # "size": "99.0", # "status": "confirmed", # "time": "2019-03-05T09:56:55.728933+00:00", # "txid": "0x8078356ae4b06a036d64747546c274af19581f1c78c510b60505798a7ffcaf1" # } # } # result = self.safe_value(response, 'result', []) currency = None if code is not None: currency = self.currency(code) return self.parse_transactions(result, currency, since, limit, {'type': 'deposit'}) async def fetch_withdrawals(self, code=None, since=None, limit=None, params={}): await self.load_markets() response = await self.privateGetWalletWithdrawals(params) # # { # "success": True, # "result": { # "coin": "TUSD", # "address": "0x83a127952d266A6eA306c40Ac62A4a70668FE3BE", # "tag": "null", # "fee": 0, # "id": 1, # "size": "99.0", # "status": "complete", # "time": "2019-03-05T09:56:55.728933+00:00", # "txid": "0x8078356ae4b06a036d64747546c274af19581f1c78c510b60505798a7ffcaf1" # } # } # result = self.safe_value(response, 'result', []) currency = None if code is not None: currency = self.currency(code) return self.parse_transactions(result, currency, since, limit, {'type': 'withdrawal'}) def sign(self, path, api='public', method='GET', params={}, headers=None, body=None): request = '/api/' + self.implode_params(path, params) query = self.omit(params, self.extract_params(path)) baseUrl = self.implode_params(self.urls['api'][api], {'hostname': self.hostname}) url = baseUrl + request if method != 'POST': if query: suffix = '?' + self.urlencode(query) url += suffix request += suffix if api == 'private': self.check_required_credentials() timestamp = str(self.milliseconds()) auth = timestamp + method + request headers = {} if (method == 'POST') or (method == 'DELETE'): body = self.json(query) auth += body headers['Content-Type'] = 'application/json' signature = self.hmac(self.encode(auth), self.encode(self.secret), hashlib.sha256) options = self.safe_value(self.options, 'sign', {}) headerPrefix = self.safe_string(options, self.hostname, 'FTX') keyField = headerPrefix + '-KEY' tsField = headerPrefix + '-TS' signField = headerPrefix + '-SIGN' headers[keyField] = self.apiKey headers[tsField] = timestamp headers[signField] = 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 # fallback to the default error handler # # {"error":"Invalid parameter start_time","success":false} # {"error":"Not enough balances","success":false} # success = self.safe_value(response, 'success') if not success: feedback = self.id + ' ' + body error = self.safe_string(response, 'error') self.throw_exactly_matched_exception(self.exceptions['exact'], error, feedback) self.throw_broadly_matched_exception(self.exceptions['broad'], error, feedback) raise ExchangeError(feedback) # unknown message