# -*- 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 BadSymbol from ccxt.base.errors import BadResponse from ccxt.base.errors import NullResponse 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 RateLimitExceeded from ccxt.base.errors import ExchangeNotAvailable from ccxt.base.errors import RequestTimeout from ccxt.base.decimal_to_precision import TRUNCATE from ccxt.base.decimal_to_precision import TICK_SIZE class hbtc(Exchange): def describe(self): return self.deep_extend(super(hbtc, self).describe(), { 'id': 'hbtc', 'name': 'HBTC', 'countries': ['CN'], 'rateLimit': 2000, 'version': 'v1', 'has': { 'cancelOrder': True, 'CORS': False, 'createOrder': True, 'fetchAccounts': True, 'fetchBalance': True, 'fetchBidAsk': True, 'fetchBidsAsks': True, 'fetchClosedOrders': True, 'fetchCurrencies': False, 'fetchDepositAddress': False, 'fetchDeposits': True, 'fetchLedger': True, 'fetchMarkets': True, 'fetchMyTrades': True, 'fetchOHLCV': True, 'fetchOpenOrders': True, 'fetchOrder': True, 'fetchOrderBook': True, 'fetchOrders': False, 'fetchTicker': True, 'fetchTickers': True, 'fetchTime': True, 'fetchTrades': True, 'fetchTradingLimits': True, 'fetchWithdrawals': True, 'withdraw': True, }, 'timeframes': { '1m': '1m', '3m': '3m', '5m': '5m', '15m': '15m', '30m': '30m', '1h': '1h', '2h': '2h', '4h': '4h', '6h': '6h', '8h': '8h', '12h': '12h', '1d': '1d', '3d': '3d', '1w': '1w', '1M': '1M', }, 'urls': { 'logo': 'https://user-images.githubusercontent.com/51840849/80134449-70663300-85a7-11ea-8942-e204cdeaab5d.jpg', # 交易所LOGO 'api': { 'quote': 'https://api.hbtc.com/openapi/quote', # 市场API数据端点 'contract': 'https://api.hbtc.com/openapi/contract', # 合约API数据端点 'option': 'https://api.hbtc.com/openapi/option', # 合约API数据端点 'public': 'https://api.hbtc.com/openapi', # 公共API数据端点 'private': 'https://api.hbtc.com/openapi', # 私有API数据端点 'zendesk': 'https://hbtc.zendesk.com/hc/en-us', }, 'www': 'https://www.hbtc.com', # 公司主页 'referral': 'https://www.hbtc.com/register/O2S8NS', # 邀请链接 'doc': 'https://github.com/bhexopen/BHEX-OpenApi/tree/master/doc', # openapi文档地址 'fees': 'https://hbtc.zendesk.com/hc/zh-cn/articles/360009274694', # 费率介绍 }, 'api': { 'public': { 'get': [ 'ping', 'time', 'brokerInfo', # 查询当前broker交易规则和symbol信息 'getOptions', ], }, 'quote': { 'get': [ 'depth', # 获取深度 'depth/merged', 'trades', # 获取当前最新成交 'klines', # 获取K线数据 'ticker/24hr', # 获取24小时价格变化数据 'ticker/price', 'ticker/bookTicker', 'contract/index', # 获取合约标的指数价格 'contract/depth', # 获取合约深度 'contract/depth/merged', 'contract/trades', # 获取合约最近成交, 'contract/klines', # 获取合约的K线数据 'contract/ticker/24hr', 'option/index', 'option/depth', 'option/depth/merged', 'option/trades', 'option/klines', 'option/ticker/24hr', ], }, 'contract': { 'get': [ # public 'insurance', 'fundingRate', # 获取资金费率信息 # private 'openOrders', # 查询合约当前委托 'historyOrders', # 查询合约历史委托 'getOrder', # 查询合约订单详情 'myTrades', # 查询合约历史成交 'positions', # 查询合约当前持仓 'account', # 查询合约账户信息 ], 'post': [ 'order', # 创建合约订单 'modifyMargin', # 修改保证金 ], 'delete': [ 'order/cancel', # 取消合约订单 'order/batchCancel', ], }, 'option': { 'get': [ 'openOrders', 'positions', 'historyOrders', # 'getOrder', 'myTrades', 'settlements', 'account', ], 'post': [ 'order', ], 'delete': [ 'order/cancel', ], }, 'private': { 'get': [ 'order', # 查询订单 'openOrders', # 查询当前委托 'historyOrders', # 查询历史委托 'account', # 获取当前账户信息 'myTrades', # 查询历史成交 'depositOrders', 'withdrawalOrders', 'withdraw/detail', 'balance_flow', ], 'post': [ 'order', # 创建新订单 'order/test', 'userDataStream', 'subAccount/query', 'transfer', 'user/transfer', 'withdraw', ], 'put': [ 'userDataStream', ], 'delete': [ 'order', # 取消订单 'userDataStream', ], }, }, 'precisionMode': TICK_SIZE, 'fees': { 'trading': { 'tierBased': False, 'percentage': True, 'maker': 0.001, 'taker': 0.001, }, }, 'exceptions': { 'exact': { # general server or network errors '-1000': ExchangeError, # An unknown error occured while processing the request '-1001': ExchangeError, # Internal error, unable to process your request. Please try again '-1002': AuthenticationError, # You are not authorized to execute self request. Request need API Key included in. We suggest that API Key be included in any request '-1003': RateLimitExceeded, # Too many requests, please use the websocket for live updates '-1004': BadRequest, '-1005': PermissionDenied, '-1006': BadResponse, # An unexpected response was received from the message bus. Execution status unknown. OPEN API server find some exception in execute request.Please report to Customer service '-1007': RequestTimeout, # Timeout waiting for response from backend server. Send status unknown, execution status unknown '-1014': InvalidOrder, # Unsupported order combination '-1015': RateLimitExceeded, # Reach the rate limit.Please slow down your request speed '-1016': ExchangeNotAvailable, # This service is no longer available '-1020': NotSupported, # This operation is not supported '-1021': BadRequest, # Timestamp for self request is outside of the recvWindow '-1022': AuthenticationError, # Signature for self request is not valid # request issues '-1100': BadRequest, # Illegal characters found in a parameter '-1101': BadRequest, # Too many parameters sent for self endpoint '-1102': BadRequest, # A mandatory parameter was not sent, was empty/null, or malformed '-1103': BadRequest, # An unknown parameter was sent '-1104': BadRequest, # Not all sent parameters were read '-1105': BadRequest, # A parameter was empty '-1106': BadRequest, # A parameter was sent when not required '-1111': BadRequest, # Precision is over the maximum defined for self asset '-1112': NullResponse, # No orders on book for symbol '-1114': InvalidOrder, # TimeInForce parameter sent when not required '-1115': InvalidOrder, # Invalid timeInForce '-1116': InvalidOrder, # Invalid orderType '-1117': InvalidOrder, # Invalid side '-1118': InvalidOrder, # New client order ID was empty '-1119': InvalidOrder, # Original client order ID was empty '-1120': BadRequest, # Invalid interval '-1121': BadSymbol, # Invalid symbol '-1125': AuthenticationError, # This listenKey does not exist '-1127': BadRequest, # Lookup interval is too big '-1128': BadRequest, # Combination of optional parameters invalid '-1130': BadRequest, # Invalid data sent for a parameter '-1131': InsufficientFunds, '-1132': InvalidOrder, # Order price too high '-1133': InvalidOrder, # Order price lower than the minimum,please check general broker info '-1134': InvalidOrder, # Order price decimal too long,please check general broker info '-1135': InvalidOrder, # Order quantity too large '-1136': InvalidOrder, # Order quantity lower than the minimum '-1137': InvalidOrder, # Order quantity decimal too long '-1138': InvalidOrder, # Order price exceeds permissible range '-1139': InvalidOrder, # Order has been filled '-1140': InvalidOrder, # Transaction amount lower than the minimum '-1141': InvalidOrder, # Duplicate clientOrderId '-1142': InvalidOrder, # Order has been canceled '-1143': OrderNotFound, # Cannot be found on order book '-1144': InvalidOrder, # Order has been locked '-1145': InvalidOrder, # This order type does not support cancellation '-1146': RequestTimeout, # Order creation timeout '-1147': RequestTimeout, # Order cancellation timeout '-1149': InvalidOrder, # Create order failed '-1187': InvalidAddress, # Withdrawal address not in whitelist '-2010': InvalidOrder, # NEW_ORDER_REJECTED '-2011': InvalidOrder, # CANCEL_REJECTED '-2013': OrderNotFound, # Order does not exist '-2014': AuthenticationError, # API-key format invalid '-2015': AuthenticationError, # Invalid API-key, IP, or permissions for action '-2016': ExchangeError, # No trading window could be found for the symbol. Try ticker/24hrs instead }, }, # exchange-specific options 'options': { 'fetchTickers': { 'method': 'quoteGetTicker24hr', }, }, }) async def fetch_time(self, params={}): response = await self.publicGetTime(params) # # { # "serverTime": 1527777538000 # } # return self.safe_integer(response, 'serverTime') def parse_market(self, market, type='spot'): filters = self.safe_value(market, 'filters', []) id = self.safe_string(market, 'symbol') baseId = self.safe_string(market, 'baseAsset') quoteId = self.safe_string(market, 'quoteAsset') base = self.safe_currency_code(baseId) quote = self.safe_currency_code(quoteId) symbol = base + '/' + quote spot = True future = False option = False inverse = False if type == 'future': symbol = id spot = False future = True inverse = self.safe_value(market, 'inverse', False) baseId = self.safe_string(market, 'underlying') base = self.safe_currency_code(baseId) elif type == 'option': symbol = id spot = False option = True amountMin = None amountMax = None priceMin = None priceMax = None costMin = None for j in range(0, len(filters)): filter = filters[j] filterType = self.safe_string(filter, 'filterType') if filterType == 'LOT_SIZE': amountMin = self.safe_float(filter, 'minQty') amountMax = self.safe_float(filter, 'maxQty') if filterType == 'PRICE_FILTER': priceMin = self.safe_float(filter, 'minPrice') priceMax = self.safe_float(filter, 'maxPrice') if filterType == 'MIN_NOTIONAL': costMin = self.safe_float(filter, 'minNotional') if (costMin is None) and (amountMin is not None) and (priceMin is not None): costMin = amountMin * priceMin precision = { 'price': self.safe_float_2(market, 'quotePrecision', 'quoteAssetPrecision'), 'amount': self.safe_float(market, 'baseAssetPrecision'), } limits = { 'amount': { 'min': amountMin, 'max': amountMax, }, 'price': { 'min': priceMin, 'max': priceMax, }, 'cost': { 'min': costMin, 'max': None, }, } return { 'id': id, 'symbol': symbol, 'base': base, 'quote': quote, 'baseId': baseId, 'quoteId': quoteId, 'active': True, 'type': type, 'spot': spot, 'future': future, 'option': option, 'inverse': inverse, 'precision': precision, 'limits': limits, 'info': market, } async def fetch_markets(self, params={}): response = await self.publicGetBrokerInfo(params) # # { # "timezone":"UTC", # "serverTime":"1588015885118", # "brokerFilters":[], # "symbols":[ # { # "filters":[ # {"minPrice":"0.01","maxPrice":"100000.00000000","tickSize":"0.01","filterType":"PRICE_FILTER"}, # {"minQty":"0.0005","maxQty":"100000.00000000","stepSize":"0.000001","filterType":"LOT_SIZE"}, # {"minNotional":"5","filterType":"MIN_NOTIONAL"} # ], # "exchangeId":"301", # "symbol":"BTCUSDT", # "symbolName":"BTCUSDT", # "status":"TRADING", # "baseAsset":"BTC", # "baseAssetPrecision":"0.000001", # "quoteAsset":"USDT", # "quotePrecision":"0.01", # "icebergAllowed":false # }, # ], # "options":[ # { # "filters":[ # {"minPrice":"0.01","maxPrice":"100000.00000000","tickSize":"0.01","filterType":"PRICE_FILTER"}, # {"minQty":"0.01","maxQty":"100000.00000000","stepSize":"0.001","filterType":"LOT_SIZE"}, # {"minNotional":"1","filterType":"MIN_NOTIONAL"} # ], # "exchangeId":"301", # "symbol":"BTC0501CS8500", # "symbolName":"BTC0501CS8500", # "status":"TRADING", # "baseAsset":"BTC0501CS8500", # "baseAssetPrecision":"0.001", # "quoteAsset":"BUSDT", # "quotePrecision":"0.01", # "icebergAllowed":false # }, # ], # "contracts":[ # { # "filters":[ # {"minPrice":"0.1","maxPrice":"100000.00000000","tickSize":"0.1","filterType":"PRICE_FILTER"}, # {"minQty":"1","maxQty":"100000.00000000","stepSize":"1","filterType":"LOT_SIZE"}, # {"minNotional":"0.000001","filterType":"MIN_NOTIONAL"} # ], # "exchangeId":"301", # "symbol":"BTC-PERP-REV", # "symbolName":"BTC-PERP-REV", # "status":"TRADING", # "baseAsset":"BTC-PERP-REV", # "baseAssetPrecision":"1", # "quoteAsset":"USDT", # "quoteAssetPrecision":"0.1", # "icebergAllowed":false, # "inverse":true, # "index":"BTCUSDT", # "marginToken":"TBTC", # "marginPrecision":"0.00000001", # "contractMultiplier":"1.0", # "underlying":"TBTC", # "riskLimits":[ # {"riskLimitId":"200000001","quantity":"1000000.0","initialMargin":"0.01","maintMargin":"0.005"}, # {"riskLimitId":"200000002","quantity":"2000000.0","initialMargin":"0.02","maintMargin":"0.01"}, # {"riskLimitId":"200000003","quantity":"3000000.0","initialMargin":"0.03","maintMargin":"0.015"}, # {"riskLimitId":"200000004","quantity":"4000000.0","initialMargin":"0.04","maintMargin":"0.02"} # ] # }, # { # "filters":[ # {"minPrice":"0.1","maxPrice":"100000.00000000","tickSize":"0.1","filterType":"PRICE_FILTER"}, # {"minQty":"1","maxQty":"100000.00000000","stepSize":"1","filterType":"LOT_SIZE"}, # {"minNotional":"0.000001","filterType":"MIN_NOTIONAL"} # ], # "exchangeId":"301", # "symbol":"BTC-SWAP", # "symbolName":"BTC-SWAP", # "status":"TRADING", # "baseAsset":"BTC-SWAP", # "baseAssetPrecision":"1", # "quoteAsset":"USDT", # "quoteAssetPrecision":"0.1", # "icebergAllowed":false, # "inverse":true, # "index":"BTCUSDT", # "marginToken":"BTC", # "marginPrecision":"0.00000001", # "contractMultiplier":"1.0", # "underlying":"BTC", # "riskLimits":[ # {"riskLimitId":"500000001","quantity":"1000000.0","initialMargin":"0.01","maintMargin":"0.005"}, # {"riskLimitId":"500000002","quantity":"2000000.0","initialMargin":"0.02","maintMargin":"0.01"}, # {"riskLimitId":"500000003","quantity":"3000000.0","initialMargin":"0.03","maintMargin":"0.015"}, # {"riskLimitId":"500000004","quantity":"4000000.0","initialMargin":"0.04","maintMargin":"0.02"} # ] # }, # { # "filters":[ # {"minPrice":"0.1","maxPrice":"100000.00000000","tickSize":"0.1","filterType":"PRICE_FILTER"}, # {"minQty":"1","maxQty":"100000.00000000","stepSize":"1","filterType":"LOT_SIZE"}, # {"minNotional":"0.000000001","filterType":"MIN_NOTIONAL"} # ], # "exchangeId":"301", # "symbol":"BTC-PERP-BUSDT", # "symbolName":"BTC-PERP-BUSDT", # "status":"TRADING", # "baseAsset":"BTC-PERP-BUSDT", # "baseAssetPrecision":"1", # "quoteAsset":"BUSDT", # "quoteAssetPrecision":"0.1", # "icebergAllowed":false, # "inverse":false, # "index":"BTCUSDT", # "marginToken":"BUSDT", # "marginPrecision":"0.0001", # "contractMultiplier":"0.0001", # "underlying":"TBTC", # "riskLimits":[ # {"riskLimitId":"600000132","quantity":"1000000.0","initialMargin":"0.01","maintMargin":"0.005"}, # {"riskLimitId":"600000133","quantity":"2000000.0","initialMargin":"0.02","maintMargin":"0.01"}, # {"riskLimitId":"600000134","quantity":"3000000.0","initialMargin":"0.03","maintMargin":"0.015"}, # {"riskLimitId":"600000135","quantity":"4000000.0","initialMargin":"0.04","maintMargin":"0.02"} # ] # }, # ] # } # result = [] symbols = self.safe_value(response, 'symbols', []) for i in range(0, len(symbols)): market = self.parse_market(symbols[i], 'spot') result.append(market) options = self.safe_value(response, 'options', []) for i in range(0, len(options)): market = self.parse_market(options[i], 'option') result.append(market) contracts = self.safe_value(response, 'contracts', []) for i in range(0, len(contracts)): market = self.parse_market(contracts[i], 'future') result.append(market) return result async def fetch_order_book(self, symbol, limit=None, params={}): await self.load_markets() market = self.market(symbol) request = { 'symbol': market['id'], } if limit is not None: request['limit'] = limit # default 40, max 40 response = await self.quoteGetDepth(self.extend(request, params)) # # { # "time":1588068913453, # "bids":[ # ["0.025278","0.0202"], # ["0.025277","16.1132"], # ["0.025276","7.9056"], # ] # "asks":[ # ["0.025302","5.9999"], # ["0.025303","34.9151"], # ["0.025304","92.391"], # ] # } # timestamp = self.safe_integer(response, 'time') return self.parse_order_book(response, timestamp) async def fetch_ticker(self, symbol, params={}): await self.load_markets() market = self.market(symbol) request = { 'symbol': market['id'], } response = await self.quoteGetTicker24hr(self.extend(request, params)) # # { # "time":1588069860794, # "symbol":"BNB0501PS16", # "bestBidPrice":"0.2129", # "bestAskPrice":"0.3163", # "volume":"33547", # "quoteVolume":"10801.987", # "lastPrice":"0.2625", # "highPrice":"0.3918", # "lowPrice":"0.2625", # "openPrice":"0.362", # } # return self.parse_ticker(response, market) def parse_tickers(self, rawTickers, symbols=None): tickers = [] for i in range(0, len(rawTickers)): tickers.append(self.parse_ticker(rawTickers[i])) return self.filter_by_array(tickers, 'symbol', symbols) async def fetch_bid_ask(self, symbol, params={}): await self.load_markets() market = self.market(symbol) request = { 'symbol': market['id'], } response = await self.quoteGetTickerBookTicker(self.extend(request, params)) # # { # "symbol": "LTCBTC", # "bidPrice": "4.00000000", # "bidQty": "431.00000000", # "askPrice": "4.00000200", # "askQty": "9.00000000" # } # return self.parse_ticker(response, market) async def fetch_bids_asks(self, symbols=None, params={}): await self.load_markets() response = await self.quoteGetTickerBookTicker(params) # # [ # { # "symbol": "LTCBTC", # "bidPrice": "4.00000000", # "bidQty": "431.00000000", # "askPrice": "4.00000200", # "askQty": "9.00000000" # }, # { # "symbol": "ETHBTC", # "bidPrice": "0.07946700", # "bidQty": "9.00000000", # "askPrice": "100000.00000000", # "askQty": "1000.00000000" # }, # ] # return self.parse_tickers(response, symbols) async def fetch_tickers(self, symbols=None, params={}): await self.load_markets() options = self.safe_value(self.options, 'fetchTickers', {}) defaultMethod = self.safe_string(options, 'method', 'quoteGetTicker24hr') defaultType = self.safe_string(options, 'type', 'spot') type = self.safe_string(params, 'type', defaultType) query = self.omit(params, 'type') method = defaultMethod if type == 'future': method = 'quoteGetContractTicker24hr' elif type == 'option': method = 'quoteGetOptionTicker24hr' response = await getattr(self, method)(query) # # [ # { # "time": 1538725500422, # "symbol": "ETHBTC", # "lastPrice": "4.00000200", # "openPrice": "99.00000000", # "highPrice": "100.00000000", # "lowPrice": "0.10000000", # "volume": "8913.30000000" # }, # ] # return self.parse_tickers(response, symbols) async def fetch_balance(self, params={}): await self.load_markets() options = self.safe_value(self.options, 'fetchBalance', {}) defaultType = self.safe_string(options, 'type', 'spot') type = self.safe_string(params, 'type', defaultType) query = self.omit(params, 'type') method = 'privateGetAccount' if type == 'future': method = 'contractGetAccount' elif type == 'option': method = 'optionGetAccount' response = await getattr(self, method)(query) # # spot # # { # 'balances': [ # { # 'asset': 'ALGO', # 'free': '0', # 'locked': '0' # }, # { # 'asset': 'BHT', # 'free': '0', # 'locked': '0' # } # ] # } # # contract # # { # "BUSDT":{ # "total":"1000", # "availableMargin":"1000", # "positionMargin":"0", # "orderMargin":"0", # "tokenId":"BUSDT" # }, # "TBTC":{ # "total":"0.5", # "availableMargin":"0.5", # "positionMargin":"0", # "orderMargin":"0", # "tokenId":"TBTC" # } # } # # option # # { # "optionAsset":"", # "balances":[ # { # "tokenName":"USDT", # "free":"0.0", # "locked":"0.0", # "margin":"0.0" # }, # { # "tokenName":"BUSDT", # "free":"0.0", # "locked":"0.0", # "margin":"0.0" # } # ] # } # balances = self.safe_value(response, 'balances') result = {'info': response} if balances is not None: for i in range(0, len(balances)): balance = balances[i] currencyId = self.safe_string_2(balance, 'asset', 'tokenName') code = self.safe_currency_code(currencyId) account = self.account() account['free'] = self.safe_float(balance, 'free') account['used'] = self.safe_float(balance, 'locked') result[code] = account else: currencyIds = list(response.keys()) for i in range(0, len(currencyIds)): currencyId = currencyIds[i] code = self.safe_currency_code(currencyId) balance = response[currencyId] account = self.account() account['free'] = self.safe_float(balance, 'availableMargin') account['total'] = self.safe_float(balance, 'total') result[code] = account return self.parse_balance(result) async def fetch_trades(self, symbol, since=None, limit=50, params={}): await self.load_markets() market = self.market(symbol) request = { 'symbol': market['id'], } if limit is not None: request['limit'] = limit # default 500, max 1000 response = await self.quoteGetTrades(self.extend(request, params)) # # [ # {"price":"0.025344","time":1588084082060,"qty":"1","isBuyerMaker":false}, # {"price":"0.02535","time":1588084086021,"qty":"0.553","isBuyerMaker":true}, # {"price":"0.025348","time":1588084097037,"qty":"1","isBuyerMaker":false}, # ] # return self.parse_trades(response, market, since, limit) def parse_ohlcv(self, ohlcv, market=None): # # [ # 1587906000000, # open time # "0.1761", # open # "0.1761", # high # "0.1761", # low # "0.1761", # close # "0", # base volume # 0, # close time # "0", # quote volume # 0, # number of trades # "0", # taker buy base asset volume # "0" # taker buy quote asset volume # ] # return [ self.safe_integer(ohlcv, 0), self.safe_float(ohlcv, 1), self.safe_float(ohlcv, 2), self.safe_float(ohlcv, 3), self.safe_float(ohlcv, 4), self.safe_float(ohlcv, 5), ] async def fetch_ohlcv(self, symbol, timeframe='1m', since=None, limit=None, params={}): await self.load_markets() market = self.market(symbol) request = { 'symbol': market['id'], 'interval': self.timeframes[timeframe], } if since is not None: request['startTime'] = since if limit is not None: request['limit'] = limit # default 500, max 500 response = await self.quoteGetKlines(self.extend(request, params)) # # [ # [1587906000000,"0.1761","0.1761","0.1761","0.1761","0",0,"0",0,"0","0"], # [1587906180000,"0.1761","0.1761","0.1761","0.1761","0",0,"0",0,"0","0"], # [1587906360000,"0.1761","0.1848","0.1761","0.1848","53",0,"9.7944",1,"0","0"], # ] # return self.parse_ohlcvs(response, market, timeframe, since, limit) async def fetch_my_trades(self, symbol=None, since=None, limit=None, params={}): await self.load_markets() market = None request = { # if only fromId is set，it will get orders < that fromId in descending order # if only toId is set, it will get orders > that toId in ascending order # if fromId is set and toId is set, it will get orders < that fromId and > that toId in descending order # if fromId is not set and toId it not set, most recent order are returned in descending order # 'fromId': '43287482374', # 'toId': '43287482374', # 'endTime': self.milliseconds(), # optional, spot only } defaultType = self.safe_string(self.options, 'type', 'spot') options = self.safe_value(self.options, 'fetchMyTrades', {}) fetchMyTradesType = self.safe_string(options, 'type', defaultType) type = self.safe_string(params, 'type', fetchMyTradesType) if symbol is not None: market = self.market(symbol) request['symbol'] = market['id'] type = market['type'] query = self.omit(params, 'type') if limit is not None: # spot default 500, max 1000 # futures and options default 20, max 1000 request['limit'] = limit method = 'privateGetMyTrades' if type == 'future': method = 'contractGetMyTrades' else: if type == 'option': method = 'optionGetMyTrades' else: if symbol is None: raise ArgumentsRequired(self.id + ' fetchMyTrades() requires a `symbol` argument for ' + type + ' markets') market = self.market(symbol) request['symbol'] = market['id'] # spot only? if since is not None: request['startTime'] = since if since is not None: request['startTime'] = since response = await getattr(self, method)(self.extend(request, query)) # # spot # # [ # { # "id":"616384027512920576", # "symbol":"TBTCBUSDT", # "orderId":"616384027202542080", # "matchOrderId":"605124954767266560", # "price":"6826.06", # "qty":"0.1", # "commission":"0.682606", # "commissionAsset":"BUSDT", # "time":"1588214701982", # "isBuyer":false, # "isMaker":false, # "fee":{ # "feeTokenId":"BUSDT", # "feeTokenName":"BUSDT", # "fee":"0.682606" # } # } # ] # return self.parse_trades(response, market, since, limit) async def create_order(self, symbol, type, side, amount, price=None, params={}): await self.load_markets() market = self.market(symbol) orderSide = side.upper() orderType = type.upper() request = { 'symbol': market['id'], # BUY or SELL for spot and options 'side': orderSide, # GTC, FOK, IOC for spot and options # GTC, FOK, IOC, LIMIT_MAKER for futures # 'timeInForce': 'GTC', } query = params method = 'privatePostOrder' if market['type'] == 'future': if (orderSide != 'BUY_OPEN') and (orderSide != 'SELL_OPEN') and (orderSide != 'BUY_CLOSE') and (orderSide != 'SELL_CLOSE'): raise NotSupported(self.id + ' createOrder() does not support order side ' + side + ' for ' + market['type'] + ' markets, only BUY_OPEN, SELL_OPEN, BUY_CLOSE and SELL_CLOSE are supported') if (orderType != 'LIMIT') and (orderType != 'STOP'): raise NotSupported(self.id + ' createOrder() does not support order type ' + type + ' for ' + market['type'] + ' markets, only LIMIT and STOP are supported') clientOrderId = self.safe_value(params, 'clientOrderId') if clientOrderId is None: raise ArgumentsRequired(self.id + ' createOrder() requires a clientOrderId parameter for ' + market['type'] + ' markets, supply clientOrderId in the params argument') leverage = self.safe_value(params, 'leverage') if leverage is None and (orderSide == 'BUY_OPEN' or orderSide == 'SELL_OPEN'): raise NotSupported(self.id + ' createOrder() requires a leverage parameter for ' + market['type'] + ' markets if orderSide is BUY_OPEN or SELL_OPEN') method = 'contractPostOrder' priceType = self.safe_string(params, 'priceType') if priceType is None: request['price'] = self.price_to_precision(symbol, price) else: request['priceType'] = priceType if priceType == 'INPUT': request['price'] = self.price_to_precision(symbol, price) request['orderType'] = type.upper() # LIMIT, STOP request['quantity'] = self.amount_to_precision(symbol, amount) # request['leverage'] = 1 # not required for closing orders request['leverage'] = leverage request['clientOrderId'] = clientOrderId # optional # request['priceType'] = 'INPUT', # INPUT, OPPONENT, QUEUE, OVER, MARKET # request['triggerPrice'] = 123.45 else: if market['type'] == 'option': method = 'optionPostOrder' newClientOrderId = self.safe_value_2(params, 'clientOrderId', 'newClientOrderId') if newClientOrderId is not None: request['newClientOrderId'] = newClientOrderId request['type'] = orderType if type == 'limit': request['price'] = self.price_to_precision(symbol, price) request['quantity'] = self.amount_to_precision(symbol, amount) elif type == 'market': # for market buy it requires the amount of quote currency to spend if side == 'buy': createMarketBuyOrderRequiresPrice = self.safe_value(self.options, 'createMarketBuyOrderRequiresPrice', True) if createMarketBuyOrderRequiresPrice: if price is not None: amount = amount * price else: raise InvalidOrder(self.id + " createOrder() requires the price argument with market buy orders to calculate total order cost(amount to spend), where cost = amount * price. Supply a price argument to createOrder() call if you want the cost to be calculated for you from price and amount, or, alternatively, add .options['createMarketBuyOrderRequiresPrice'] = False and supply the total cost value in the 'amount' argument(the exchange-specific behaviour)") precision = market['precision']['price'] request['quantity'] = self.decimal_to_precision(amount, TRUNCATE, precision, self.precisionMode) else: request['quantity'] = self.amount_to_precision(symbol, amount) query = self.omit(query, ['clientOrderId', 'newClientOrderId']) response = await getattr(self, method)(self.extend(request, query)) # # spot # # { # "symbol":"TBTCBUSDT", # "orderId":"616376654496877056", # "clientOrderId":"158821382304516955", # "transactTime":"1588213823080", # "price":"0", # "origQty":"1000", # "executedQty":"0", # "status":"NEW", # "timeInForce":"GTC", # "type":"MARKET", # "side":"BUY" # } # # contract # # { # 'time': '1570759718825', # 'updateTime': '0', # 'orderId': '469961015902208000', # 'clientOrderId': '6423344174', # 'symbol': 'BTC-PERP-REV', # 'price': '8200', # 'leverage': '12.08', # 'origQty': '5', # 'executedQty': '0', # 'avgPrice': '0', # 'marginLocked': '0.00005047', # 'orderType': 'LIMIT', # 'side': 'BUY_OPEN', # 'fees': [], # 'timeInForce': 'GTC', # 'status': 'NEW', # 'priceType': 'INPUT' # } # return self.parse_order(response, market) async def cancel_order(self, id, symbol=None, params={}): await self.load_markets() clientOrderId = self.safe_value_2(params, 'origClientOrderId', 'clientOrderId') request = {} defaultType = self.safe_string(self.options, 'type', 'spot') options = self.safe_value(self.options, 'cancelOrder', {}) cancelOrderType = self.safe_string(options, 'type', defaultType) type = self.safe_string(params, 'type', cancelOrderType) query = self.omit(params, 'type') if clientOrderId is not None: request['origClientOrderId'] = clientOrderId query = self.omit(query, ['origClientOrderId', 'clientOrderId']) else: request['orderId'] = id method = 'privateDeleteOrder' orderType = self.safe_string(query, 'orderType') if orderType is not None: type = 'future' if type == 'future': method = 'contractDeleteOrderCancel' if orderType is None: raise ArgumentsRequired(self.id + " cancelOrder() requires an orderType parameter, pass the {'orderType': 'LIMIT'} or {'orderType': 'STOP'} in params argument") request['orderType'] = orderType else: if type == 'option': method = 'optionDeleteOrderCancel' response = await getattr(self, method)(self.extend(request, query)) # # spot # # { # 'exchangeId': '301', # 'symbol': 'BHTUSDT', # 'clientOrderId': '0', # 'orderId': '499890200602846976', # 'status': 'CANCELED' # } # # futures # # { # "time":"1588353669383", # "updateTime":"0", # "orderId":"617549770304599296", # "clientOrderId":"test-001", # "symbol":"BTC-PERP-REV", # "price":"10000", # "leverage":"1", # "origQty":"100", # "executedQty":"0", # "avgPrice":"0", # "marginLocked":"0", # "orderType":"LIMIT", # "side":"SELL_OPEN", # "fees":[], # "timeInForce":"GTC", # "status":"CANCELED", # "priceType":"INPUT", # } # return self.parse_order(response) async def fetch_open_orders(self, symbol=None, since=None, limit=None, params={}): await self.load_markets() market = None request = { # if orderId is set, it will get orders < that orderId otherwise most recent orders are returned # 'orderId': '43287482374', } defaultType = self.safe_string(self.options, 'type', 'spot') options = self.safe_value(self.options, 'fetchOpenOrders', {}) fetchOpenOrdersType = self.safe_string(options, 'type', defaultType) type = self.safe_string(params, 'type', fetchOpenOrdersType) if symbol is not None: market = self.market(symbol) request['symbol'] = market['id'] type = market['type'] query = self.omit(params, 'type') if limit is not None: request['limit'] = limit # default 500, max 1000 method = 'privateGetOpenOrders' if type == 'future': method = 'contractGetOpenOrders' elif type == 'option': method = 'optionGetOpenOrders' response = await getattr(self, method)(self.extend(request, query)) # # spot # # [ # { # 'orderId': '499902955766523648', # 'clientOrderId': '157432907618453', # 'exchangeId': '301', # 'symbol': 'BHTUSDT', # 'price': '0.01', # 'origQty': '50', # 'executedQty': '0', # 'cummulativeQuoteQty': '0', # 'avgPrice': '0', # 'status': 'NEW', # 'timeInForce': 'GTC', # 'type': 'LIMIT', # 'side': 'BUY', # 'stopPrice': '0.0', # 'icebergQty': '0.0', # 'time': '1574329076202', # 'updateTime': '0', # 'isWorking': True # } # ] # # futures # # [ # { # "time":"1588353669383", # "updateTime":"0", # "orderId":"617549770304599296", # "clientOrderId":"test-001", # "symbol":"BTC-PERP-REV", # "price":"10000", # "leverage":"1", # "origQty":"100", # "executedQty":"0", # "avgPrice":"0", # "marginLocked":"0.01", # "orderType":"LIMIT", # "side":"SELL_OPEN", # "fees":[], # "timeInForce":"GTC", # "status":"NEW", # "priceType":"INPUT" # } # ] # return self.parse_orders(response, market, since, limit) async def fetch_closed_orders(self, symbol=None, since=None, limit=None, params={}): await self.load_markets() market = None request = { # if orderId is set, it will get orders < that orderId otherwise most recent orders are returned # 'orderId': '43287482374', # 'endTime': self.milliseconds(), # optional } defaultType = self.safe_string(self.options, 'type', 'spot') options = self.safe_value(self.options, 'fetchClosedOrders', {}) fetchClosedOrdersType = self.safe_string(options, 'type', defaultType) type = self.safe_string(params, 'type', fetchClosedOrdersType) if symbol is not None: market = self.market(symbol) request['symbol'] = market['id'] type = market['type'] query = self.omit(params, 'type') if limit is not None: request['limit'] = limit # default 500, max 1000 if since is not None: request['startTime'] = since method = 'privateGetHistoryOrders' if type == 'future': method = 'contractGetHistoryOrders' elif type == 'option': method = 'optionGetHistoryOrders' response = await getattr(self, method)(self.extend(request, query)) # # spot # # [ # { # "orderId":"616384027202542080", # "clientOrderId":"158821470194414688", # "exchangeId":"301", # "symbol":"TBTCBUSDT", # "price":"0", # "origQty":"0.1", # "executedQty":"0.1", # "cummulativeQuoteQty":"682.606", # "avgPrice":"6826.06", # "status":"FILLED", # "timeInForce":"GTC", # "type":"MARKET", # "side":"SELL", # "stopPrice":"0.0", # "icebergQty":"0.0", # "time":"1588214701974", # "updateTime":"0", # "isWorking":true # } # ] # return self.parse_orders(response, market, since, limit) async def fetch_order(self, id, symbol=None, params={}): await self.load_markets() clientOrderId = self.safe_value_2(params, 'origClientOrderId', 'clientOrderId') request = {} defaultType = self.safe_string(self.options, 'type', 'spot') options = self.safe_value(self.options, 'fetchOrder', {}) fetchOrderType = self.safe_string(options, 'type', defaultType) type = self.safe_string(params, 'type', fetchOrderType) query = self.omit(params, 'type') if clientOrderId is not None: request['origClientOrderId'] = clientOrderId query = self.omit(query, ['origClientOrderId', 'clientOrderId']) else: request['orderId'] = id method = 'privateGetOrder' if type == 'future': method = 'contractGetGetOrder' elif type == 'option': method = 'optionGetGetOrder' response = await getattr(self, method)(self.extend(request, query)) return self.parse_order(response) async def fetch_deposits(self, code=None, since=None, limit=None, params={}): await self.load_markets() currency = None request = { # 'fromId': 'string', # if fromId is set, it will get deposits > that fromId, otherwise most recent deposits are returned } if code is not None: currency = self.currency(code) if since is not None: request['startTime'] = since if limit is not None: request['limit'] = limit response = await self.privateGetDepositOrders(self.extend(request, params)) # # [ # { # 'time': '1565769575929', # 'orderId': '428100569859739648', # 'token': 'USDT', # 'address': '', # 'addressTag': '', # 'fromAddress': '', # 'fromAddressTag': '', # 'quantity': '1100', # }, # ] # return self.parse_transactions(response, currency, since, limit) async def fetch_withdrawals(self, code=None, since=None, limit=None, params={}): await self.load_markets() currency = None request = { # 'fromId': 'string', # if fromId is set, it will get deposits > that fromId, otherwise most recent deposits are returned } if code is not None: currency = self.currency(code) request['token'] = currency['id'] if since is not None: request['startTime'] = since if limit is not None: request['limit'] = limit # default 500, max 1000 response = await self.privateGetWithdrawalOrders(self.extend(request, params)) # # [ # { # "time":"1536232111669", # "orderId":"90161227158286336", # "accountId":"517256161325920", # "tokenId":"BHC", # "tokenName":"BHC", # "address":"0x815bF1c3cc0f49b8FC66B21A7e48fCb476051209", # "addressExt":"address tag", # "quantity":"14", # Withdrawal qty # "arriveQuantity":"14", # Arrived qty # "statusCode":"PROCESSING_STATUS", # "status":3, # "txid":"", # "txidUrl":"", # "walletHandleTime":"1536232111669", # "feeTokenId":"BHC", # "feeTokenName":"BHC", # "fee":"0.1", # "requiredConfirmNum":0, # Required confirmations # "confirmNum":0, # Confirmations # "kernelId":"", # BEAM and GRIN only # "isInternalTransfer": False # True if self transfer is internal # } # ] # return self.parse_transactions(response, currency, since, limit) async def withdraw(self, code, amount, address, tag=None, params={}): self.check_address(address) await self.load_markets() currency = self.currency(code) clientOrderId = self.safe_string(params, 'clientOrderId', self.uuid()) request = { 'clientOrderId': clientOrderId, 'tokenId': currency['id'], 'address': address, # the withdrawal address must be in current tag list in your PC/APP client 'withdrawQuantity': amount, # 'chainType': 'OMNI', # OMNI, ERC20, TRC20 } if tag is not None: request['addressExt'] = tag response = await self.privatePostWithdraw(self.extend(request, params)) # # { # "status": 0, # "success": True, # "needBrokerAudit": False, # Whether self request needs broker auit # "orderId": "423885103582776064" # Id for successful withdrawal # } # return { 'info': response, 'id': self.safe_string(response, 'orderId'), } async def fetch_accounts(self, params={}): response = await self.privatePostSubAccountQuery(params) # # [ # { # "accountId": "122216245228131", # "accountName": "createSubAccountByCurl", # sub-account name # "accountType": 1, # 1 token trading, 2 options, 3 futures # "accountIndex": 1, # 0 main account, 1 sub-account # }, # ] # result = [] for i in range(0, len(response)): account = response[i] accountId = self.safe_string(account, 'accountId') accountType = self.safe_string(account, 'accountType') type = accountType if accountType == '1': type = 'spot' elif accountType == '2': type = 'option' elif accountType == '3': type = 'future' result.append({ 'id': accountId, 'type': type, 'currency': None, 'info': account, }) return result async def fetch_ledger(self, code=None, since=None, limit=None, params={}): await self.load_markets() request = { 'accountType': 1, # spot 1, options 2, futures 3 'accountIndex': 0, # main 0, sub-account 1 'fromFlowId': '', # flowId to start from 'endFlowId': '', # flowId to end with 'endTime': 1588450533040, } currency = None if code is not None: currency = self.currency(code) request['tokenId'] = currency['id'] if since is not None: request['startTime'] = since if limit is not None: request['limit'] = limit # default 500, max 500 response = await self.privateGetBalanceFlow(self.extend(request, params)) # # [ # { # "id": "539870570957903104", # "accountId": "122216245228131", # "tokenId": "BTC", # "tokenName": "BTC", # "flowTypeValue": 51, # "flowType": "USER_ACCOUNT_TRANSFER", # "flowName": "Transfer", # "change": "-12.5", # "total": "379.624059937852365", # after change # "created": "1579093587214" # }, # { # "id": "536072393645448960", # "accountId": "122216245228131", # "tokenId": "USDT", # "tokenName": "USDT", # "flowTypeValue": 7, # "flowType": "AIRDROP", # "flowName": "Airdrop", # "change": "-2000", # "total": "918662.0917630848", # "created": "1578640809195" # } # ] # return self.parse_ledger(response, currency, since, limit) def parse_ledger_entry(self, item, currency=None): # # { # "id": "539870570957903104", # "accountId": "122216245228131", # "tokenId": "BTC", # "tokenName": "BTC", # "flowTypeValue": 51, # "flowType": "USER_ACCOUNT_TRANSFER", # "flowName": "Transfer", # "change": "-12.5", # "total": "379.624059937852365", # after change # "created": "1579093587214" # } # # { # "id": "536072393645448960", # "accountId": "122216245228131", # "tokenId": "USDT", # "tokenName": "USDT", # "flowTypeValue": 7, # "flowType": "AIRDROP", # "flowName": "Airdrop", # "change": "-2000", # "total": "918662.0917630848", # "created": "1578640809195" # } # currencyId = self.safe_string(item, 'tokenId') code = self.safe_currency_code(currencyId, currency) amount = self.safe_float(item, 'change') after = self.safe_float(item, 'total') direction = 'out' if (amount < 0) else 'in' before = None if after is not None and amount is not None: difference = amount if (direction == 'out') else -amount before = self.sum(after, difference) timestamp = self.safe_integer(item, 'created') type = self.parse_ledger_entry_type(self.safe_string(item, 'flowType')) id = self.safe_string(item, 'id') account = self.safe_string(item, 'accountId') return { 'id': id, 'currency': code, 'account': account, 'referenceAccount': None, 'referenceId': None, 'status': None, 'amount': amount, 'before': before, 'after': after, 'fee': None, 'direction': direction, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'type': type, 'info': item, } def parse_ledger_entry_type(self, type): types = { 'TRADE': 'trade', 'FEE': 'fee', 'TRANSFER': 'transfer', 'DEPOSIT': 'transaction', 'MAKER_REWARD': 'rebate', 'PNL': 'pnl', 'SETTLEMENT': 'settlement', 'LIQUIDATION': 'liquidation', 'FUNDING_SETTLEMENT': 'settlement', 'USER_ACCOUNT_TRANSFER': 'transfer', 'OTC_BUY_COIN': 'trade', 'OTC_SELL_COIN': 'trade', 'OTC_FEE': 'fee', 'OTC_TRADE': 'trade', 'ACTIVITY_AWARD': 'referral', 'INVITATION_REFERRAL_BONUS': 'referral', 'REGISTER_BONUS': 'referral', 'AIRDROP': 'airdrop', 'MINE_REWARD': 'reward', } return self.safe_string(types, type, type) def parse_transaction_status(self, status): statuses = { 'BROKER_AUDITING_STATUS': 'pending', 'BROKER_REJECT_STATUS': 'failed', 'AUDITING_STATUS': 'pending', 'AUDIT_REJECT_STATUS': 'failed', 'PROCESSING_STATUS': 'pending', 'WITHDRAWAL_SUCCESS_STATUS': 'ok', 'WITHDRAWAL_FAILURE_STATUS': 'failed', 'BLOCK_MINING_STATUS': 'ok', } return self.safe_string(statuses, status, status) def parse_transaction(self, transaction, currency=None): # # fetchDeposits # # { # 'time': '1565769575929', # 'orderId': '428100569859739648', # 'token': 'USDT', # 'address': '', # 'addressTag': '', # 'fromAddress': '', # 'fromAddressTag': '', # 'quantity': '1100', # } # # fetchWithdrawals # # { # "time":"1536232111669", # "orderId":"90161227158286336", # "accountId":"517256161325920", # "tokenId":"BHC", # "tokenName":"BHC", # "address":"0x815bF1c3cc0f49b8FC66B21A7e48fCb476051209", # "addressExt":"address tag", # "quantity":"14", # Withdrawal qty # "arriveQuantity":"14", # Arrived qty # "statusCode":"PROCESSING_STATUS", # "status":3, # "txid":"", # "txidUrl":"", # "walletHandleTime":"1536232111669", # "feeTokenId":"BHC", # "feeTokenName":"BHC", # "fee":"0.1", # "requiredConfirmNum":0, # Required confirmations # "confirmNum":0, # Confirmations # "kernelId":"", # BEAM and GRIN only # "isInternalTransfer": False # True if self transfer is internal # } # id = self.safe_string(transaction, 'orderId') address = self.safe_string(transaction, 'address') tag = self.safe_string_2(transaction, 'addressExt', 'addressTag') if tag is not None: if len(tag) < 1: tag = None addressFrom = self.safe_string(transaction, 'fromAddress') tagFrom = self.safe_string(transaction, 'fromAddressTag') if tagFrom is not None: if len(tagFrom) < 1: tagFrom = None currencyId = self.safe_string(transaction, 'tokenId') code = self.safe_currency_code(currencyId, currency) timestamp = self.safe_integer(transaction, 'time') txid = self.safe_string(transaction, 'txid') if txid == '': txid = None type = None status = self.parse_transaction_status(self.safe_string(transaction, 'statusCode')) if status is None: type = 'deposit' status = 'ok' else: type = 'withdrawal' amount = self.safe_float(transaction, 'quantity') feeCost = self.safe_float(transaction, 'fee') fee = None if feeCost is not None: feeCurrencyId = self.safe_string(transaction, 'feeTokenId') feeCurrencyCode = self.safe_currency_code(feeCurrencyId) fee = { 'currency': feeCurrencyCode, 'cost': feeCost, } return { 'info': transaction, 'id': id, 'txid': txid, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'addressFrom': addressFrom, 'address': address, 'addressTo': address, 'tagFrom': tagFrom, 'tag': tag, 'tagTo': tag, 'type': type, 'amount': amount, 'currency': code, 'status': status, 'updated': None, 'fee': fee, } def parse_ticker(self, ticker, market=None): # # fetchTicker, fetchTickers # # { # "time":1588069860794, # "symbol":"BNB0501PS16", # "bestBidPrice":"0.2129", # "bestAskPrice":"0.3163", # "volume":"33547", # "quoteVolume":"10801.987", # "lastPrice":"0.2625", # "highPrice":"0.3918", # "lowPrice":"0.2625", # "openPrice":"0.362", # } # # fetchBidAsk, fetchBidAsks # # { # "symbol": "LTCBTC", # "bidPrice": "4.00000000", # "bidQty": "431.00000000", # "askPrice": "4.00000200", # "askQty": "9.00000000" # } # marketId = self.safe_string(ticker, 'symbol') symbol = self.safe_symbol(marketId, market) timestamp = self.safe_integer(ticker, 'time') open = self.safe_float(ticker, 'openPrice') close = self.safe_float(ticker, 'lastPrice') change = None percentage = None average = None if (open is not None) and (close is not None): change = close - open average = self.sum(open, close) / 2 if (close is not None) and (close > 0): percentage = (change / open) * 100 quoteVolume = self.safe_float(ticker, 'quoteVolume') baseVolume = self.safe_float(ticker, 'volume') vwap = self.vwap(baseVolume, quoteVolume) return { 'symbol': symbol, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'high': self.safe_float(ticker, 'highPrice'), 'low': self.safe_float(ticker, 'lowPrice'), 'bid': self.safe_float_2(ticker, 'bestBidPrice', 'bidPrice'), 'bidVolume': self.safe_float(ticker, 'bidQty'), 'ask': self.safe_float_2(ticker, 'bestAskPrice', 'askPrice'), 'askVolume': self.safe_float(ticker, 'askQty'), 'vwap': vwap, 'open': open, 'close': close, 'last': close, 'previousClose': None, 'change': change, 'percentage': percentage, 'average': average, 'baseVolume': baseVolume, 'quoteVolume': quoteVolume, 'info': ticker, } def parse_trade(self, trade, market): # # fetchTrades(public) # # { # "price":"0.025344", # "time":1588084082060, # "qty":"1", # "isBuyerMaker":false # } # # fetchMyTrades(private) # # spot # # { # "id":"616384027512920576", # "symbol":"TBTCBUSDT", # "orderId":"616384027202542080", # "matchOrderId":"605124954767266560", # "price":"6826.06", # "qty":"0.1", # "commission":"0.682606", # "commissionAsset":"BUSDT", # "time":"1588214701982", # "isBuyer":false, # "isMaker":false, # "fee":{ # "feeTokenId":"BUSDT", # "feeTokenName":"BUSDT", # "fee":"0.682606" # } # } # id = self.safe_string(trade, 'id') timestamp = self.safe_float(trade, 'time') type = None orderId = self.safe_string(trade, 'orderId') price = self.safe_float(trade, 'price') amount = self.safe_float(trade, 'qty') cost = None if price is not None: if amount is not None: cost = price * amount side = None takerOrMaker = None if 'isBuyerMaker' in trade: side = 'sell' if trade['isBuyerMaker'] else 'buy' else: isMaker = self.safe_value(trade, 'isMaker') if isMaker is not None: takerOrMaker = 'maker' if isMaker else 'taker' isBuyer = self.safe_value(trade, 'isBuyer') side = 'buy' if isBuyer else 'sell' fee = None feeCost = self.safe_float(trade, 'commission') if feeCost is not None: feeCurrencyId = self.safe_string(trade, 'commissionAsset') feeCurrencyCode = self.safe_currency_code(feeCurrencyId) fee = { 'cost': feeCost, 'currency': feeCurrencyCode, } symbol = None if (symbol is None) and (market is not None): symbol = market['symbol'] return { 'id': id, 'info': trade, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'symbol': symbol, 'type': type, 'order': orderId, 'side': side, 'takerOrMaker': takerOrMaker, 'price': price, 'amount': amount, 'cost': cost, 'fee': fee, } def parse_order(self, order, market=None): # # createOrder # # { # "symbol":"TBTCBUSDT", # "orderId":"616376654496877056", # "clientOrderId":"158821382304516955", # "transactTime":"1588213823080", # "price":"0", # "origQty":"1000", # "executedQty":"0", # "status":"NEW", # "timeInForce":"GTC", # "type":"MARKET", # "side":"BUY" # } # # fetchOrder, fetchOpenOrders, fetchClosedOrders # # spot # # { # "orderId":"616384027202542080", # "clientOrderId":"158821470194414688", # "exchangeId":"301", # "symbol":"TBTCBUSDT", # "price":"0", # "origQty":"0.1", # "executedQty":"0.1", # "cummulativeQuoteQty":"682.606", # "avgPrice":"6826.06", # "status":"FILLED", # "timeInForce":"GTC", # "type":"MARKET", # "side":"SELL", # "stopPrice":"0.0", # "icebergQty":"0.0", # "time":"1588214701974", # "updateTime":"0", # "isWorking":true # } # # future # # { # time: "1588353669383", # updateTime: "0", # orderId: "617549770304599296", # clientOrderId: "test-001", # symbol: "BTC-PERP-REV", # price: "10000", # leverage: "1", # origQty: "100", # executedQty: "0", # avgPrice: "0", # marginLocked: "0", # orderType: "LIMIT", # side: "SELL_OPEN", # fees: [], # timeInForce: "GTC", # status: "CANCELED", # priceType: "INPUT" # } # # id = self.safe_string(order, 'orderId') clientOrderId = self.safe_string(order, 'clientOrderId') timestamp = self.safe_integer(order, 'time') if timestamp is None: timestamp = self.safe_integer(order, 'transactTime') marketId = self.safe_string(order, 'symbol') symbol = self.safe_symbol(marketId, market) type = self.safe_string_lower(order, 'type') side = self.safe_string_lower(order, 'side') price = self.safe_float(order, 'price') average = self.safe_float(order, 'avgPrice') amount = None cost = self.safe_float(order, 'cummulativeQuoteQty') filled = None remaining = None if type is None: type = self.safe_string_lower(order, 'orderType') if (market is not None) and market['inverse']: cost = self.safe_float(order, 'executedQty') amount = None if cost == 0.0: filled = 0 else: amount = self.safe_float(order, 'origQty') if type == 'market': price = None if side == 'buy': amount = None filled = self.safe_float(order, 'executedQty') if filled is not None: if amount is not None: remaining = amount - filled if average == 0.0: average = None status = self.parse_order_status(self.safe_string(order, 'status')) timeInForce = self.safe_string(order, 'timeInForce') stopPrice = self.safe_float(order, 'stopPrice') result = { 'info': order, 'id': id, 'clientOrderId': clientOrderId, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'lastTradeTimestamp': None, 'symbol': symbol, 'type': type, 'timeInForce': timeInForce, 'side': side, 'price': price, 'stopPrice': stopPrice, 'average': average, 'cost': cost, 'amount': amount, 'filled': filled, 'remaining': remaining, 'status': status, 'trades': None, 'fee': None, 'fees': None, } fees = self.safe_value(order, 'fees', []) numFees = len(fees) if numFees > 0: result['fees'] = [] for i in range(0, len(fees)): feeCost = self.safe_float(fees[i], 'fee') if feeCost is not None: feeCurrencyId = self.safe_string(fees[i], 'feeToken') feeCurrencyCode = self.safe_currency_code(feeCurrencyId) result['fees'].append({ 'cost': feeCost, 'currency': feeCurrencyCode, }) return result def parse_order_status(self, status): statuses = { 'NEW': 'open', 'CANCELED': 'canceled', 'FILLED': 'closed', 'PARTIALLY_FILLED': 'open', 'PENDING_CANCEL': 'canceled', } return self.safe_string(statuses, status, status) def sign(self, path, api='public', method='GET', params={}, headers=None, body=None): url = self.urls['api'][api] + '/' + self.version + '/' + self.implode_params(path, params) query = self.omit(params, self.extract_params(path)) isPublicContract = (api == 'contract') and ((path == 'insurance') or (path == 'fundingRate')) if (api == 'public') or (api == 'quote') or isPublicContract: if params: url += '?' + self.urlencode(params) else: timestamp = self.milliseconds() self.check_required_credentials() request = self.extend({ 'timestamp': timestamp, }, query) # 准备待签名数据 auth = self.urlencode(request) signature = self.hmac(self.encode(auth), self.encode(self.secret), hashlib.sha256) request['signature'] = signature headers = { 'X-BH-APIKEY': self.apiKey, } if method == 'POST': body = self.urlencode(request) headers = self.extend({ 'Content-Type': 'application/x-www-form-urlencoded', }, headers) else: url += '?' + self.urlencode(request) return {'url': url, 'method': method, 'body': body, 'headers': headers} def handle_errors(self, httpCode, reason, url, method, headers, body, response, requestHeaders, requestBody): if response is None: return # fallback to default error handler if 'code' in response: code = self.safe_string(response, 'code') if code != '0': feedback = self.id + ' ' + body self.throw_exactly_matched_exception(self.exceptions['exact'], code, feedback) raise ExchangeError(feedback)