# -*- 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.base.exchange import Exchange import math import json from ccxt.base.errors import ExchangeError from ccxt.base.errors import AuthenticationError from ccxt.base.errors import PermissionDenied from ccxt.base.errors import AccountSuspended from ccxt.base.errors import ArgumentsRequired from ccxt.base.errors import BadRequest from ccxt.base.errors import BadSymbol from ccxt.base.errors import InsufficientFunds from ccxt.base.errors import InvalidOrder from ccxt.base.errors import OrderNotFound from ccxt.base.errors import OrderImmediatelyFillable from ccxt.base.errors import NotSupported from ccxt.base.errors import DDoSProtection from ccxt.base.errors import RateLimitExceeded from ccxt.base.errors import ExchangeNotAvailable from ccxt.base.errors import InvalidNonce from ccxt.base.decimal_to_precision import ROUND from ccxt.base.decimal_to_precision import TRUNCATE class binance(Exchange): def describe(self): return self.deep_extend(super(binance, self).describe(), { 'id': 'binance', 'name': 'Binance', 'countries': ['JP', 'MT'], # Japan, Malta 'rateLimit': 500, 'certified': True, 'pro': True, # new metainfo interface 'has': { 'cancelAllOrders': True, 'cancelOrder': True, 'CORS': False, 'createOrder': True, 'fetchCurrencies': True, 'fetchBalance': True, 'fetchBidsAsks': True, 'fetchClosedOrders': 'emulated', 'fetchDepositAddress': True, 'fetchDeposits': True, 'fetchFundingFees': True, 'fetchMarkets': True, 'fetchMyTrades': True, 'fetchOHLCV': True, 'fetchOpenOrders': True, 'fetchOrder': True, 'fetchOrders': True, 'fetchOrderBook': True, 'fetchStatus': True, 'fetchTicker': True, 'fetchTickers': True, 'fetchTime': True, 'fetchTrades': True, 'fetchTradingFee': True, 'fetchTradingFees': True, 'fetchTransactions': False, '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/1294454/29604020-d5483cdc-87ee-11e7-94c7-d1a8d9169293.jpg', 'test': { 'dapiPublic': 'https://testnet.binancefuture.com/dapi/v1', 'dapiPrivate': 'https://testnet.binancefuture.com/dapi/v1', 'fapiPublic': 'https://testnet.binancefuture.com/fapi/v1', 'fapiPrivate': 'https://testnet.binancefuture.com/fapi/v1', 'fapiPrivateV2': 'https://testnet.binancefuture.com/fapi/v2', 'public': 'https://testnet.binance.vision/api/v3', 'private': 'https://testnet.binance.vision/api/v3', 'v3': 'https://testnet.binance.vision/api/v3', 'v1': 'https://testnet.binance.vision/api/v1', }, 'api': { 'wapi': 'https://api.binance.com/wapi/v3', 'sapi': 'https://api.binance.com/sapi/v1', 'dapiPublic': 'https://dapi.binance.com/dapi/v1', 'dapiPrivate': 'https://dapi.binance.com/dapi/v1', 'dapiData': 'https://dapi.binance.com/futures/data', 'fapiPublic': 'https://fapi.binance.com/fapi/v1', 'fapiPrivate': 'https://fapi.binance.com/fapi/v1', 'fapiData': 'https://fapi.binance.com/futures/data', 'fapiPrivateV2': 'https://fapi.binance.com/fapi/v2', 'public': 'https://api.binance.com/api/v3', 'private': 'https://api.binance.com/api/v3', 'v3': 'https://api.binance.com/api/v3', 'v1': 'https://api.binance.com/api/v1', }, 'www': 'https://www.binance.com', 'referral': 'https://www.binance.com/?ref=10205187', 'doc': [ 'https://binance-docs.github.io/apidocs/spot/en', ], 'api_management': 'https://www.binance.com/en/usercenter/settings/api-management', 'fees': 'https://www.binance.com/en/fee/schedule', }, 'api': { # the API structure below will need 3-layer apidefs 'sapi': { 'get': [ 'accountSnapshot', # these endpoints require self.apiKey 'margin/asset', 'margin/pair', 'margin/allAssets', 'margin/allPairs', 'margin/priceIndex', # these endpoints require self.apiKey + self.secret 'asset/assetDividend', 'asset/transfer', 'margin/loan', 'margin/repay', 'margin/account', 'margin/transfer', 'margin/interestHistory', 'margin/forceLiquidationRec', 'margin/order', 'margin/openOrders', 'margin/allOrders', 'margin/myTrades', 'margin/maxBorrowable', 'margin/maxTransferable', 'margin/isolated/transfer', 'margin/isolated/account', 'margin/isolated/pair', 'margin/isolated/allPairs', 'futures/transfer', 'futures/loan/borrow/history', 'futures/loan/repay/history', 'futures/loan/wallet', 'futures/loan/configs', 'futures/loan/calcAdjustLevel', 'futures/loan/calcMaxAdjustAmount', 'futures/loan/adjustCollateral/history', 'futures/loan/liquidationHistory', # https://binance-docs.github.io/apidocs/spot/en/#withdraw-sapi 'capital/config/getall', # get networks for withdrawing USDT ERC20 vs USDT Omni 'capital/deposit/address', 'capital/deposit/hisrec', 'capital/deposit/subAddress', 'capital/deposit/subHisrec', 'capital/withdraw/history', 'sub-account/futures/account', 'sub-account/futures/accountSummary', 'sub-account/futures/positionRisk', 'sub-account/futures/internalTransfer', 'sub-account/margin/account', 'sub-account/margin/accountSummary', 'sub-account/spotSummary', 'sub-account/status', 'sub-account/transfer/subUserHistory', 'sub-account/universalTransfer', # lending endpoints 'lending/daily/product/list', 'lending/daily/userLeftQuota', 'lending/daily/userRedemptionQuota', 'lending/daily/token/position', 'lending/union/account', 'lending/union/purchaseRecord', 'lending/union/redemptionRecord', 'lending/union/interestHistory', 'lending/project/list', 'lending/project/position/list', # mining endpoints 'mining/pub/algoList', 'mining/pub/coinList', 'mining/worker/detail', 'mining/worker/list', 'mining/payment/list', 'mining/statistics/user/status', 'mining/statistics/user/list', # liquid swap endpoints 'bswap/pools', 'bswap/liquidity', 'bswap/liquidityOps', 'bswap/quote', 'bswap/swap', # leveraged token endpoints 'blvt/tokenInfo', 'blvt/subscribe/record', 'blvt/redeem/record', 'blvt/userLimit', # broker api 'apiReferral/ifNewUser', 'apiReferral/customization', 'apiReferral/userCustomization', 'apiReferral/rebate/recentRecord', 'apiReferral/rebate/historicalRecord', 'apiReferral/kickback/recentRecord', 'apiReferral/kickback/historicalRecord', ], 'post': [ 'asset/dust', 'asset/transfer', 'account/disableFastWithdrawSwitch', 'account/enableFastWithdrawSwitch', 'capital/withdraw/apply', 'margin/transfer', 'margin/loan', 'margin/repay', 'margin/order', 'margin/isolated/create', 'margin/isolated/transfer', 'sub-account/margin/transfer', 'sub-account/margin/enable', 'sub-account/margin/enable', 'sub-account/futures/enable', 'sub-account/futures/transfer', 'sub-account/futures/internalTransfer', 'sub-account/transfer/subToSub', 'sub-account/transfer/subToMaster', 'sub-account/universalTransfer', 'userDataStream', 'userDataStream/isolated', 'futures/transfer', 'futures/loan/borrow', 'futures/loan/repay', 'futures/loan/adjustCollateral', # lending 'lending/customizedFixed/purchase', 'lending/daily/purchase', 'lending/daily/redeem', # liquid swap endpoints 'bswap/liquidityAdd', 'bswap/liquidityRemove', 'bswap/swap', # leveraged token endpoints 'blvt/subscribe', 'blvt/redeem', # broker api 'apiReferral/customization', 'apiReferral/userCustomization', 'apiReferral/rebate/historicalRecord', 'apiReferral/kickback/historicalRecord', ], 'put': [ 'userDataStream', 'userDataStream/isolated', ], 'delete': [ 'margin/openOrders', 'margin/order', 'userDataStream', 'userDataStream/isolated', ], }, 'wapi': { 'post': [ 'withdraw', 'sub-account/transfer', ], 'get': [ 'depositHistory', 'withdrawHistory', 'depositAddress', 'accountStatus', 'systemStatus', 'apiTradingStatus', 'userAssetDribbletLog', 'tradeFee', 'assetDetail', 'sub-account/list', 'sub-account/transfer/history', 'sub-account/assets', ], }, 'dapiPublic': { 'get': [ 'ping', 'time', 'exchangeInfo', 'depth', 'trades', 'historicalTrades', 'aggTrades', 'premiumIndex', 'fundingRate', 'klines', 'continuousKlines', 'indexPriceKlines', 'markPriceKlines', 'ticker/24hr', 'ticker/price', 'ticker/bookTicker', 'allForceOrders', 'openInterest', ], }, 'dapiData': { 'get': [ 'openInterestHist', 'topLongShortAccountRatio', 'topLongShortPositionRatio', 'globalLongShortAccountRatio', 'takerBuySellVol', 'basis', ], }, 'dapiPrivate': { 'get': [ 'positionSide/dual', 'order', 'openOrder', 'openOrders', 'allOrders', 'balance', 'account', 'positionMargin/history', 'positionRisk', 'userTrades', 'income', 'leverageBracket', 'forceOrders', 'adlQuantile', ], 'post': [ 'positionSide/dual', 'order', 'batchOrders', 'countdownCancelAll', 'leverage', 'marginType', 'positionMargin', 'listenKey', ], 'put': [ 'listenKey', ], 'delete': [ 'order', 'allOpenOrders', 'batchOrders', 'listenKey', ], }, 'fapiPublic': { 'get': [ 'ping', 'time', 'exchangeInfo', 'depth', 'trades', 'historicalTrades', 'aggTrades', 'klines', 'continuousKlines', 'fundingRate', 'premiumIndex', 'ticker/24hr', 'ticker/price', 'ticker/bookTicker', 'allForceOrders', 'openInterest', 'indexInfo', ], }, 'fapiData': { 'get': [ 'openInterestHist', 'topLongShortAccountRatio', 'topLongShortPositionRatio', 'globalLongShortAccountRatio', 'takerlongshortRatio', ], }, 'fapiPrivate': { 'get': [ 'allForceOrders', 'allOrders', 'openOrder', 'openOrders', 'order', 'account', 'balance', 'leverageBracket', 'positionMargin/history', 'positionRisk', 'positionSide/dual', 'userTrades', 'income', # broker endpoints 'apiReferral/ifNewUser', 'apiReferral/customization', 'apiReferral/userCustomization', 'apiReferral/traderNum', 'apiReferral/overview', 'apiReferral/tradeVol', 'apiReferral/rebateVol', 'apiReferral/traderSummary', ], 'post': [ 'batchOrders', 'positionSide/dual', 'positionMargin', 'marginType', 'order', 'leverage', 'listenKey', 'countdownCancelAll', # broker endpoints 'apiReferral/customization', 'apiReferral/userCustomization', ], 'put': [ 'listenKey', ], 'delete': [ 'batchOrders', 'order', 'allOpenOrders', 'listenKey', ], }, 'fapiPrivateV2': { 'get': [ 'account', 'balance', 'positionRisk', ], }, 'v3': { 'get': [ 'ticker/price', 'ticker/bookTicker', ], }, 'public': { 'get': [ 'ping', 'time', 'depth', 'trades', 'aggTrades', 'historicalTrades', 'klines', 'ticker/24hr', 'ticker/price', 'ticker/bookTicker', 'exchangeInfo', ], 'put': ['userDataStream'], 'post': ['userDataStream'], 'delete': ['userDataStream'], }, 'private': { 'get': [ 'allOrderList', # oco 'openOrderList', # oco 'orderList', # oco 'order', 'openOrders', 'allOrders', 'account', 'myTrades', ], 'post': [ 'order/oco', 'order', 'order/test', ], 'delete': [ 'openOrders', # added on 2020-04-25 for canceling all open orders per symbol 'orderList', # oco 'order', ], }, }, 'fees': { 'trading': { 'tierBased': False, 'percentage': True, 'taker': 0.001, 'maker': 0.001, }, }, 'commonCurrencies': { 'BCC': 'BCC', # kept for backward-compatibility https://github.com/ccxt/ccxt/issues/4848 'YOYO': 'YOYOW', }, # exchange-specific options 'options': { # 'fetchTradesMethod': 'publicGetAggTrades', # publicGetTrades, publicGetHistoricalTrades 'defaultTimeInForce': 'GTC', # 'GTC' = Good To Cancel(default), 'IOC' = Immediate Or Cancel 'defaultType': 'spot', # 'spot', 'future', 'margin', 'delivery' 'hasAlreadyAuthenticatedSuccessfully': False, 'warnOnFetchOpenOrdersWithoutSymbol': True, 'recvWindow': 5 * 1000, # 5 sec, binance default 'timeDifference': 0, # the difference between system clock and Binance clock 'adjustForTimeDifference': False, # controls the adjustment logic upon instantiation 'parseOrderToPrecision': False, # force amounts and costs in parseOrder to precision 'newOrderRespType': { 'market': 'FULL', # 'ACK' for order id, 'RESULT' for full order or 'FULL' for order with fills 'limit': 'RESULT', # we change it from 'ACK' by default to 'RESULT' }, 'quoteOrderQty': True, # whether market orders support amounts in quote currency 'broker': { 'spot': 'x-R4BD3S82', 'margin': 'x-R4BD3S82', 'future': 'x-xcKtGhcu', 'delivery': 'x-xcKtGhcu', }, }, # https://binance-docs.github.io/apidocs/spot/en/#error-codes-2 'exceptions': { 'System abnormality': ExchangeError, # {"code":-1000,"msg":"System abnormality"} 'You are not authorized to execute self request.': PermissionDenied, # {"msg":"You are not authorized to execute self request."} 'API key does not exist': AuthenticationError, 'Order would trigger immediately.': OrderImmediatelyFillable, 'Stop price would trigger immediately.': OrderImmediatelyFillable, # {"code":-2010,"msg":"Stop price would trigger immediately."} 'Order would immediately match and take.': OrderImmediatelyFillable, # {"code":-2010,"msg":"Order would immediately match and take."} 'Account has insufficient balance for requested action.': InsufficientFunds, 'Rest API trading is not enabled.': ExchangeNotAvailable, "You don't have permission.": PermissionDenied, # {"msg":"You don't have permission.","success":false} 'Market is closed.': ExchangeNotAvailable, # {"code":-1013,"msg":"Market is closed."} 'Too many requests.': DDoSProtection, # {"msg":"Too many requests. Please try again later.","success":false} '-1000': ExchangeNotAvailable, # {"code":-1000,"msg":"An unknown error occured while processing the request."} '-1001': ExchangeNotAvailable, # 'Internal error; unable to process your request. Please try again.' '-1002': AuthenticationError, # 'You are not authorized to execute self request.' '-1003': RateLimitExceeded, # {"code":-1003,"msg":"Too much request weight used, current limit is 1200 request weight per 1 MINUTE. Please use the websocket for live updates to avoid polling the API."} '-1013': InvalidOrder, # createOrder -> 'invalid quantity'/'invalid price'/MIN_NOTIONAL '-1015': RateLimitExceeded, # 'Too many new orders; current limit is %s orders per %s.' '-1016': ExchangeNotAvailable, # 'This service is no longer available.', '-1020': BadRequest, # 'This operation is not supported.' '-1021': InvalidNonce, # 'your time is ahead of server' '-1022': AuthenticationError, # {"code":-1022,"msg":"Signature for self request is not valid."} '-1100': BadRequest, # createOrder(symbol, 1, asdf) -> 'Illegal characters found in parameter 'price' '-1101': BadRequest, # Too many parameters; expected %s and received %s. '-1102': BadRequest, # Param %s or %s must be sent, but both were empty '-1103': BadRequest, # An unknown parameter was sent. '-1104': BadRequest, # Not all sent parameters were read, read 8 parameters but was sent 9 '-1105': BadRequest, # Parameter %s was empty. '-1106': BadRequest, # Parameter %s sent when not required. '-1111': BadRequest, # Precision is over the maximum defined for self asset. '-1112': InvalidOrder, # No orders on book for symbol. '-1114': BadRequest, # TimeInForce parameter sent when not required. '-1115': BadRequest, # Invalid timeInForce. '-1116': BadRequest, # Invalid orderType. '-1117': BadRequest, # Invalid side. '-1118': BadRequest, # New client order ID was empty. '-1119': BadRequest, # Original client order ID was empty. '-1120': BadRequest, # Invalid interval. '-1121': BadSymbol, # Invalid symbol. '-1125': AuthenticationError, # This listenKey does not exist. '-1127': BadRequest, # More than %s hours between startTime and endTime. '-1128': BadRequest, # {"code":-1128,"msg":"Combination of optional parameters invalid."} '-1130': BadRequest, # Data sent for paramter %s is not valid. '-1131': BadRequest, # recvWindow must be less than 60000 '-2010': ExchangeError, # generic error code for createOrder -> 'Account has insufficient balance for requested action.', {"code":-2010,"msg":"Rest API trading is not enabled."}, etc... '-2011': OrderNotFound, # cancelOrder(1, 'BTC/USDT') -> 'UNKNOWN_ORDER' '-2013': OrderNotFound, # fetchOrder(1, 'BTC/USDT') -> 'Order does not exist' '-2014': AuthenticationError, # {"code":-2014, "msg": "API-key format invalid."} '-2015': AuthenticationError, # "Invalid API-key, IP, or permissions for action." '-2019': InsufficientFunds, # {"code":-2019,"msg":"Margin is insufficient."} '-3005': InsufficientFunds, # {"code":-3005,"msg":"Transferring out not allowed. Transfer out amount exceeds max amount."} '-3008': InsufficientFunds, # {"code":-3008,"msg":"Borrow not allowed. Your borrow amount has exceed maximum borrow amount."} '-3010': ExchangeError, # {"code":-3010,"msg":"Repay not allowed. Repay amount exceeds borrow amount."} '-3022': AccountSuspended, # You account's trading is banned. '-4028': BadRequest, # {"code":-4028,"msg":"Leverage 100 is not valid"} }, }) def currency_to_precision(self, currency, fee): return self.number_to_string(fee) def nonce(self): return self.milliseconds() - self.options['timeDifference'] def fetch_time(self, params={}): type = self.safe_string_2(self.options, 'fetchTime', 'defaultType', 'spot') method = 'publicGetTime' if type == 'future': method = 'fapiPublicGetTime' elif type == 'delivery': method = 'dapiPublicGetTime' response = getattr(self, method)(params) return self.safe_integer(response, 'serverTime') def load_time_difference(self, params={}): serverTime = self.fetch_time(params) after = self.milliseconds() self.options['timeDifference'] = after - serverTime return self.options['timeDifference'] def fetch_currencies(self, params={}): # self endpoint requires authentication # while fetchCurrencies is a public API method by design # therefore we check the keys here # and fallback to generating the currencies from the markets if not self.check_required_credentials(False): return None # sandbox/testnet does not support sapi endpoints apiBackup = self.safe_string(self.urls, 'apiBackup') if apiBackup is not None: return None response = self.sapiGetCapitalConfigGetall(params) result = {} for i in range(0, len(response)): # # { # coin: 'LINK', # depositAllEnable: True, # withdrawAllEnable: True, # name: 'ChainLink', # free: '0.06168', # locked: '0', # freeze: '0', # withdrawing: '0', # ipoing: '0', # ipoable: '0', # storage: '0', # isLegalMoney: False, # trading: True, # networkList: [ # { # network: 'BNB', # coin: 'LINK', # withdrawIntegerMultiple: '0', # isDefault: False, # depositEnable: True, # withdrawEnable: True, # depositDesc: '', # withdrawDesc: '', # specialTips: 'Both a MEMO and an Address are required to successfully deposit your LINK BEP2 tokens to Binance.', # name: 'BEP2', # resetAddressStatus: False, # addressRegex: '^(bnb1)[0-9a-z]{38}$', # memoRegex: '^[0-9A-Za-z\\-_]{1,120}$', # withdrawFee: '0.002', # withdrawMin: '0.01', # withdrawMax: '9999999', # minConfirm: 1, # unLockConfirm: 0 # }, # { # network: 'BSC', # coin: 'LINK', # withdrawIntegerMultiple: '0.00000001', # isDefault: False, # depositEnable: True, # withdrawEnable: True, # depositDesc: '', # withdrawDesc: '', # specialTips: '', # name: 'BEP20(BSC)', # resetAddressStatus: False, # addressRegex: '^(0x)[0-9A-Fa-f]{40}$', # memoRegex: '', # withdrawFee: '0.005', # withdrawMin: '0.01', # withdrawMax: '9999999', # minConfirm: 15, # unLockConfirm: 0 # }, # { # network: 'ETH', # coin: 'LINK', # withdrawIntegerMultiple: '0.00000001', # isDefault: True, # depositEnable: True, # withdrawEnable: True, # depositDesc: '', # withdrawDesc: '', # name: 'ERC20', # resetAddressStatus: False, # addressRegex: '^(0x)[0-9A-Fa-f]{40}$', # memoRegex: '', # withdrawFee: '0.34', # withdrawMin: '0.68', # withdrawMax: '0', # minConfirm: 12, # unLockConfirm: 0 # } # ] # } # entry = response[i] id = self.safe_string(entry, 'coin') name = self.safe_string(entry, 'name') code = self.safe_currency_code(id) precision = None isWithdrawEnabled = True isDepositEnabled = True networkList = self.safe_value(entry, 'networkList', []) fees = {} fee = None for j in range(0, len(networkList)): networkItem = networkList[j] name = self.safe_string(networkItem, 'name') withdrawFee = self.safe_float(networkItem, 'withdrawFee') depositEnable = self.safe_value(networkItem, 'depositEnable') withdrawEnable = self.safe_value(networkItem, 'withdrawEnable') isDepositEnabled = isDepositEnabled or depositEnable isWithdrawEnabled = isWithdrawEnabled or withdrawEnable fees[name] = withdrawFee isDefault = self.safe_value(networkItem, 'isDefault') if isDefault or fee is None: fee = withdrawFee trading = self.safe_value(entry, 'trading') active = (isWithdrawEnabled and isDepositEnabled and trading) result[code] = { 'id': id, 'name': name, 'code': code, 'precision': precision, 'info': entry, 'active': active, 'fee': fee, 'fees': fees, 'limits': self.limits, } return result def fetch_markets(self, params={}): defaultType = self.safe_string_2(self.options, 'fetchMarkets', 'defaultType', 'spot') type = self.safe_string(params, 'type', defaultType) query = self.omit(params, 'type') if (type != 'spot') and (type != 'future') and (type != 'margin') and (type != 'delivery'): raise ExchangeError(self.id + " does not support '" + type + "' type, set exchange.options['defaultType'] to 'spot', 'margin', 'delivery' or 'future'") # eslint-disable-line quotes method = 'publicGetExchangeInfo' if type == 'future': method = 'fapiPublicGetExchangeInfo' elif type == 'delivery': method = 'dapiPublicGetExchangeInfo' response = getattr(self, method)(query) # # spot / margin # # { # "timezone":"UTC", # "serverTime":1575416692969, # "rateLimits":[ # {"rateLimitType":"REQUEST_WEIGHT","interval":"MINUTE","intervalNum":1,"limit":1200}, # {"rateLimitType":"ORDERS","interval":"SECOND","intervalNum":10,"limit":100}, # {"rateLimitType":"ORDERS","interval":"DAY","intervalNum":1,"limit":200000} # ], # "exchangeFilters":[], # "symbols":[ # { # "symbol":"ETHBTC", # "status":"TRADING", # "baseAsset":"ETH", # "baseAssetPrecision":8, # "quoteAsset":"BTC", # "quotePrecision":8, # "baseCommissionPrecision":8, # "quoteCommissionPrecision":8, # "orderTypes":["LIMIT","LIMIT_MAKER","MARKET","STOP_LOSS_LIMIT","TAKE_PROFIT_LIMIT"], # "icebergAllowed":true, # "ocoAllowed":true, # "quoteOrderQtyMarketAllowed":true, # "isSpotTradingAllowed":true, # "isMarginTradingAllowed":true, # "filters":[ # {"filterType":"PRICE_FILTER","minPrice":"0.00000100","maxPrice":"100000.00000000","tickSize":"0.00000100"}, # {"filterType":"PERCENT_PRICE","multiplierUp":"5","multiplierDown":"0.2","avgPriceMins":5}, # {"filterType":"LOT_SIZE","minQty":"0.00100000","maxQty":"100000.00000000","stepSize":"0.00100000"}, # {"filterType":"MIN_NOTIONAL","minNotional":"0.00010000","applyToMarket":true,"avgPriceMins":5}, # {"filterType":"ICEBERG_PARTS","limit":10}, # {"filterType":"MARKET_LOT_SIZE","minQty":"0.00000000","maxQty":"63100.00000000","stepSize":"0.00000000"}, # {"filterType":"MAX_NUM_ALGO_ORDERS","maxNumAlgoOrders":5} # ] # }, # ], # } # # futures/usdt-margined(fapi) # # { # "timezone":"UTC", # "serverTime":1575417244353, # "rateLimits":[ # {"rateLimitType":"REQUEST_WEIGHT","interval":"MINUTE","intervalNum":1,"limit":1200}, # {"rateLimitType":"ORDERS","interval":"MINUTE","intervalNum":1,"limit":1200} # ], # "exchangeFilters":[], # "symbols":[ # { # "symbol":"BTCUSDT", # "status":"TRADING", # "maintMarginPercent":"2.5000", # "requiredMarginPercent":"5.0000", # "baseAsset":"BTC", # "quoteAsset":"USDT", # "pricePrecision":2, # "quantityPrecision":3, # "baseAssetPrecision":8, # "quotePrecision":8, # "filters":[ # {"minPrice":"0.01","maxPrice":"100000","filterType":"PRICE_FILTER","tickSize":"0.01"}, # {"stepSize":"0.001","filterType":"LOT_SIZE","maxQty":"1000","minQty":"0.001"}, # {"stepSize":"0.001","filterType":"MARKET_LOT_SIZE","maxQty":"1000","minQty":"0.001"}, # {"limit":200,"filterType":"MAX_NUM_ORDERS"}, # {"multiplierDown":"0.8500","multiplierUp":"1.1500","multiplierDecimal":"4","filterType":"PERCENT_PRICE"} # ], # "orderTypes":["LIMIT","MARKET","STOP"], # "timeInForce":["GTC","IOC","FOK","GTX"] # } # ] # } # # delivery/coin-margined(dapi) # # { # "timezone": "UTC", # "serverTime": 1597667052958, # "rateLimits": [ # {"rateLimitType":"REQUEST_WEIGHT","interval":"MINUTE","intervalNum":1,"limit":6000}, # {"rateLimitType":"ORDERS","interval":"MINUTE","intervalNum":1,"limit":6000} # ], # "exchangeFilters": [], # "symbols": [ # { # "symbol": "BTCUSD_200925", # "pair": "BTCUSD", # "contractType": "CURRENT_QUARTER", # "deliveryDate": 1601020800000, # "onboardDate": 1590739200000, # "contractStatus": "TRADING", # "contractSize": 100, # "marginAsset": "BTC", # "maintMarginPercent": "2.5000", # "requiredMarginPercent": "5.0000", # "baseAsset": "BTC", # "quoteAsset": "USD", # "pricePrecision": 1, # "quantityPrecision": 0, # "baseAssetPrecision": 8, # "quotePrecision": 8, # "equalQtyPrecision": 4, # "filters": [ # {"minPrice":"0.1","maxPrice":"100000","filterType":"PRICE_FILTER","tickSize":"0.1"}, # {"stepSize":"1","filterType":"LOT_SIZE","maxQty":"100000","minQty":"1"}, # {"stepSize":"0","filterType":"MARKET_LOT_SIZE","maxQty":"100000","minQty":"1"}, # {"limit":200,"filterType":"MAX_NUM_ORDERS"}, # {"multiplierDown":"0.9500","multiplierUp":"1.0500","multiplierDecimal":"4","filterType":"PERCENT_PRICE"} # ], # "orderTypes": ["LIMIT","MARKET","STOP","STOP_MARKET","TAKE_PROFIT","TAKE_PROFIT_MARKET","TRAILING_STOP_MARKET"], # "timeInForce": ["GTC","IOC","FOK","GTX"] # }, # { # "symbol": "BTCUSD_PERP", # "pair": "BTCUSD", # "contractType": "PERPETUAL", # "deliveryDate": 4133404800000, # "onboardDate": 1596006000000, # "contractStatus": "TRADING", # "contractSize": 100, # "marginAsset": "BTC", # "maintMarginPercent": "2.5000", # "requiredMarginPercent": "5.0000", # "baseAsset": "BTC", # "quoteAsset": "USD", # "pricePrecision": 1, # "quantityPrecision": 0, # "baseAssetPrecision": 8, # "quotePrecision": 8, # "equalQtyPrecision": 4, # "filters": [ # {"minPrice":"0.1","maxPrice":"100000","filterType":"PRICE_FILTER","tickSize":"0.1"}, # {"stepSize":"1","filterType":"LOT_SIZE","maxQty":"100000","minQty":"1"}, # {"stepSize":"1","filterType":"MARKET_LOT_SIZE","maxQty":"100000","minQty":"1"}, # {"limit":200,"filterType":"MAX_NUM_ORDERS"}, # {"multiplierDown":"0.8500","multiplierUp":"1.1500","multiplierDecimal":"4","filterType":"PERCENT_PRICE"} # ], # "orderTypes": ["LIMIT","MARKET","STOP","STOP_MARKET","TAKE_PROFIT","TAKE_PROFIT_MARKET","TRAILING_STOP_MARKET"], # "timeInForce": ["GTC","IOC","FOK","GTX"] # } # ] # } # if self.options['adjustForTimeDifference']: self.load_time_difference() markets = self.safe_value(response, 'symbols') result = [] for i in range(0, len(markets)): market = markets[i] spot = (type == 'spot') future = (type == 'future') delivery = (type == 'delivery') id = self.safe_string(market, 'symbol') lowercaseId = self.safe_string_lower(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) contractType = self.safe_string(market, 'contractType') idSymbol = (future or delivery) and (contractType != 'PERPETUAL') symbol = id if idSymbol else (base + '/' + quote) filters = self.safe_value(market, 'filters', []) filtersByType = self.index_by(filters, 'filterType') precision = { 'base': self.safe_integer(market, 'baseAssetPrecision'), 'quote': self.safe_integer(market, 'quotePrecision'), 'amount': self.safe_integer(market, 'baseAssetPrecision'), 'price': self.safe_integer(market, 'quotePrecision'), } status = self.safe_string_2(market, 'status', 'contractStatus') active = (status == 'TRADING') margin = self.safe_value(market, 'isMarginTradingAllowed', future or delivery) entry = { 'id': id, 'lowercaseId': lowercaseId, 'symbol': symbol, 'base': base, 'quote': quote, 'baseId': baseId, 'quoteId': quoteId, 'info': market, 'type': type, 'spot': spot, 'margin': margin, 'future': future, 'delivery': delivery, 'active': active, 'precision': precision, 'limits': { 'amount': { 'min': math.pow(10, -precision['amount']), 'max': None, }, 'price': { 'min': None, 'max': None, }, 'cost': { 'min': None, 'max': None, }, }, } if 'PRICE_FILTER' in filtersByType: filter = self.safe_value(filtersByType, 'PRICE_FILTER', {}) # PRICE_FILTER reports zero values for maxPrice # since they updated filter types in November 2018 # https://github.com/ccxt/ccxt/issues/4286 # therefore limits['price']['max'] doesn't have any meaningful value except None entry['limits']['price'] = { 'min': self.safe_float(filter, 'minPrice'), 'max': None, } maxPrice = self.safe_float(filter, 'maxPrice') if (maxPrice is not None) and (maxPrice > 0): entry['limits']['price']['max'] = maxPrice entry['precision']['price'] = self.precision_from_string(filter['tickSize']) if 'LOT_SIZE' in filtersByType: filter = self.safe_value(filtersByType, 'LOT_SIZE', {}) stepSize = self.safe_string(filter, 'stepSize') entry['precision']['amount'] = self.precision_from_string(stepSize) entry['limits']['amount'] = { 'min': self.safe_float(filter, 'minQty'), 'max': self.safe_float(filter, 'maxQty'), } if 'MARKET_LOT_SIZE' in filtersByType: filter = self.safe_value(filtersByType, 'MARKET_LOT_SIZE', {}) entry['limits']['market'] = { 'min': self.safe_float(filter, 'minQty'), 'max': self.safe_float(filter, 'maxQty'), } if 'MIN_NOTIONAL' in filtersByType: filter = self.safe_value(filtersByType, 'MIN_NOTIONAL', {}) entry['limits']['cost']['min'] = self.safe_float_2(filter, 'minNotional', 'notional') result.append(entry) return result def calculate_fee(self, symbol, type, side, amount, price, takerOrMaker='taker', params={}): market = self.markets[symbol] key = 'quote' rate = market[takerOrMaker] cost = amount * rate precision = market['precision']['price'] if side == 'sell': cost *= price else: key = 'base' precision = market['precision']['amount'] cost = self.decimal_to_precision(cost, ROUND, precision, self.precisionMode) return { 'type': takerOrMaker, 'currency': market[key], 'rate': rate, 'cost': float(cost), } def fetch_balance(self, params={}): self.load_markets() defaultType = self.safe_string_2(self.options, 'fetchBalance', 'defaultType', 'spot') type = self.safe_string(params, 'type', defaultType) method = 'privateGetAccount' if type == 'future': options = self.safe_value(self.options, 'future', {}) fetchBalanceOptions = self.safe_value(options, 'fetchBalance', {}) method = self.safe_string(fetchBalanceOptions, 'method', 'fapiPrivateV2GetAccount') elif type == 'delivery': options = self.safe_value(self.options, 'delivery', {}) fetchBalanceOptions = self.safe_value(options, 'fetchBalance', {}) method = self.safe_string(fetchBalanceOptions, 'method', 'dapiPrivateGetAccount') elif type == 'margin': method = 'sapiGetMarginAccount' query = self.omit(params, 'type') response = getattr(self, method)(query) # # spot # # { # makerCommission: 10, # takerCommission: 10, # buyerCommission: 0, # sellerCommission: 0, # canTrade: True, # canWithdraw: True, # canDeposit: True, # updateTime: 1575357359602, # accountType: "MARGIN", # balances: [ # {asset: "BTC", free: "0.00219821", locked: "0.00000000" }, # ] # } # # margin # # { # "borrowEnabled":true, # "marginLevel":"999.00000000", # "totalAssetOfBtc":"0.00000000", # "totalLiabilityOfBtc":"0.00000000", # "totalNetAssetOfBtc":"0.00000000", # "tradeEnabled":true, # "transferEnabled":true, # "userAssets":[ # {"asset":"MATIC","borrowed":"0.00000000","free":"0.00000000","interest":"0.00000000","locked":"0.00000000","netAsset":"0.00000000"}, # {"asset":"VET","borrowed":"0.00000000","free":"0.00000000","interest":"0.00000000","locked":"0.00000000","netAsset":"0.00000000"}, # {"asset":"USDT","borrowed":"0.00000000","free":"0.00000000","interest":"0.00000000","locked":"0.00000000","netAsset":"0.00000000"} # ], # } # # futures(fapi) # # fapiPrivateGetAccount # # { # "feeTier":0, # "canTrade":true, # "canDeposit":true, # "canWithdraw":true, # "updateTime":0, # "totalInitialMargin":"0.00000000", # "totalMaintMargin":"0.00000000", # "totalWalletBalance":"4.54000000", # "totalUnrealizedProfit":"0.00000000", # "totalMarginBalance":"4.54000000", # "totalPositionInitialMargin":"0.00000000", # "totalOpenOrderInitialMargin":"0.00000000", # "maxWithdrawAmount":"4.54000000", # "assets":[ # { # "asset":"USDT", # "walletBalance":"4.54000000", # "unrealizedProfit":"0.00000000", # "marginBalance":"4.54000000", # "maintMargin":"0.00000000", # "initialMargin":"0.00000000", # "positionInitialMargin":"0.00000000", # "openOrderInitialMargin":"0.00000000", # "maxWithdrawAmount":"4.54000000" # } # ], # "positions":[ # { # "symbol":"BTCUSDT", # "initialMargin":"0.00000", # "maintMargin":"0.00000", # "unrealizedProfit":"0.00000000", # "positionInitialMargin":"0.00000", # "openOrderInitialMargin":"0.00000" # } # ] # } # # fapiPrivateV2GetAccount # # { # "feeTier":0, # "canTrade":true, # "canDeposit":true, # "canWithdraw":true, # "updateTime":0, # "totalInitialMargin":"0.00000000", # "totalMaintMargin":"0.00000000", # "totalWalletBalance":"0.00000000", # "totalUnrealizedProfit":"0.00000000", # "totalMarginBalance":"0.00000000", # "totalPositionInitialMargin":"0.00000000", # "totalOpenOrderInitialMargin":"0.00000000", # "totalCrossWalletBalance":"0.00000000", # "totalCrossUnPnl":"0.00000000", # "availableBalance":"0.00000000", # "maxWithdrawAmount":"0.00000000", # "assets":[ # { # "asset":"BNB", # "walletBalance":"0.01000000", # "unrealizedProfit":"0.00000000", # "marginBalance":"0.01000000", # "maintMargin":"0.00000000", # "initialMargin":"0.00000000", # "positionInitialMargin":"0.00000000", # "openOrderInitialMargin":"0.00000000", # "maxWithdrawAmount":"0.01000000", # "crossWalletBalance":"0.01000000", # "crossUnPnl":"0.00000000", # "availableBalance":"0.01000000" # } # ], # "positions":[ # { # "symbol":"BTCUSDT", # "initialMargin":"0", # "maintMargin":"0", # "unrealizedProfit":"0.00000000", # "positionInitialMargin":"0", # "openOrderInitialMargin":"0", # "leverage":"20", # "isolated":false, # "entryPrice":"0.00000", # "maxNotional":"5000000", # "positionSide":"BOTH" # }, # ] # } # # fapiPrivateV2GetBalance # # [ # { # "accountAlias":"FzFzXquXXqoC", # "asset":"BNB", # "balance":"0.01000000", # "crossWalletBalance":"0.01000000", # "crossUnPnl":"0.00000000", # "availableBalance":"0.01000000", # "maxWithdrawAmount":"0.01000000" # } # ] # result = {'info': response} if (type == 'spot') or (type == 'margin'): balances = self.safe_value_2(response, 'balances', 'userAssets', []) for i in range(0, len(balances)): balance = balances[i] currencyId = self.safe_string(balance, 'asset') code = self.safe_currency_code(currencyId) account = self.account() account['free'] = self.safe_float(balance, 'free') account['used'] = self.safe_float(balance, 'locked') result[code] = account else: balances = response if not isinstance(response, list): balances = self.safe_value(response, 'assets', []) for i in range(0, len(balances)): balance = balances[i] currencyId = self.safe_string(balance, 'asset') code = self.safe_currency_code(currencyId) account = self.account() account['free'] = self.safe_float(balance, 'availableBalance') account['used'] = self.safe_float(balance, 'initialMargin') account['total'] = self.safe_float_2(balance, 'marginBalance', 'balance') result[code] = account return self.parse_balance(result) def fetch_order_book(self, symbol, limit=None, params={}): self.load_markets() market = self.market(symbol) request = { 'symbol': market['id'], } if limit is not None: request['limit'] = limit # default 100, max 5000, see https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md#order-book method = 'publicGetDepth' if market['future']: method = 'fapiPublicGetDepth' elif market['delivery']: method = 'dapiPublicGetDepth' response = getattr(self, method)(self.extend(request, params)) orderbook = self.parse_order_book(response) orderbook['nonce'] = self.safe_integer(response, 'lastUpdateId') return orderbook def parse_ticker(self, ticker, market=None): # # { # symbol: 'ETHBTC', # priceChange: '0.00068700', # priceChangePercent: '2.075', # weightedAvgPrice: '0.03342681', # prevClosePrice: '0.03310300', # lastPrice: '0.03378900', # lastQty: '0.07700000', # bidPrice: '0.03378900', # bidQty: '7.16800000', # askPrice: '0.03379000', # askQty: '24.00000000', # openPrice: '0.03310200', # highPrice: '0.03388900', # lowPrice: '0.03306900', # volume: '205478.41000000', # quoteVolume: '6868.48826294', # openTime: 1601469986932, # closeTime: 1601556386932, # firstId: 196098772, # lastId: 196186315, # count: 87544 # } # timestamp = self.safe_integer(ticker, 'closeTime') marketId = self.safe_string(ticker, 'symbol') symbol = self.safe_symbol(marketId, market) last = self.safe_float(ticker, 'lastPrice') return { 'symbol': symbol, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'high': self.safe_float(ticker, 'highPrice'), 'low': self.safe_float(ticker, 'lowPrice'), 'bid': self.safe_float(ticker, 'bidPrice'), 'bidVolume': self.safe_float(ticker, 'bidQty'), 'ask': self.safe_float(ticker, 'askPrice'), 'askVolume': self.safe_float(ticker, 'askQty'), 'vwap': self.safe_float(ticker, 'weightedAvgPrice'), 'open': self.safe_float(ticker, 'openPrice'), 'close': last, 'last': last, 'previousClose': self.safe_float(ticker, 'prevClosePrice'), # previous day close 'change': self.safe_float(ticker, 'priceChange'), 'percentage': self.safe_float(ticker, 'priceChangePercent'), 'average': None, 'baseVolume': self.safe_float(ticker, 'volume'), 'quoteVolume': self.safe_float(ticker, 'quoteVolume'), 'info': ticker, } def fetch_status(self, params={}): response = self.wapiGetSystemStatus(params) status = self.safe_value(response, 'status') if status is not None: status = 'ok' if (status == 0) else 'maintenance' self.status = self.extend(self.status, { 'status': status, 'updated': self.milliseconds(), }) return self.status def fetch_ticker(self, symbol, params={}): self.load_markets() market = self.market(symbol) request = { 'symbol': market['id'], } method = 'publicGetTicker24hr' if market['future']: method = 'fapiPublicGetTicker24hr' elif market['delivery']: method = 'dapiPublicGetTicker24hr' response = getattr(self, method)(self.extend(request, params)) if isinstance(response, list): firstTicker = self.safe_value(response, 0, {}) return self.parse_ticker(firstTicker, market) 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) def fetch_bids_asks(self, symbols=None, params={}): self.load_markets() defaultType = self.safe_string_2(self.options, 'fetchBidsAsks', 'defaultType', 'spot') type = self.safe_string(params, 'type', defaultType) query = self.omit(params, 'type') method = None if type == 'future': method = 'fapiPublicGetTickerBookTicker' elif type == 'delivery': method = 'dapiPublicGetTickerBookTicker' else: method = 'publicGetTickerBookTicker' response = getattr(self, method)(query) return self.parse_tickers(response, symbols) def fetch_tickers(self, symbols=None, params={}): self.load_markets() defaultType = self.safe_string_2(self.options, 'fetchTickers', 'defaultType', 'spot') type = self.safe_string(params, 'type', defaultType) query = self.omit(params, 'type') defaultMethod = None if type == 'future': defaultMethod = 'fapiPublicGetTicker24hr' elif type == 'delivery': defaultMethod = 'dapiPublicGetTicker24hr' else: defaultMethod = 'publicGetTicker24hr' method = self.safe_string(self.options, 'fetchTickersMethod', defaultMethod) response = getattr(self, method)(query) return self.parse_tickers(response, symbols) def parse_ohlcv(self, ohlcv, market=None): # # [ # 1591478520000, # "0.02501300", # "0.02501800", # "0.02500000", # "0.02500000", # "22.19000000", # 1591478579999, # "0.55490906", # 40, # "10.92900000", # "0.27336462", # "0" # ] # 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), ] def fetch_ohlcv(self, symbol, timeframe='1m', since=None, limit=None, params={}): self.load_markets() market = self.market(symbol) # binance docs say that the default limit 500, max 1500 for futures, max 1000 for spot markets # the reality is that the time range wider than 500 candles won't work right defaultLimit = 500 maxLimit = 1500 limit = defaultLimit if (limit is None) else min(limit, maxLimit) request = { 'symbol': market['id'], 'interval': self.timeframes[timeframe], 'limit': limit, } duration = self.parse_timeframe(timeframe) if since is not None: request['startTime'] = since if since > 0: endTime = self.sum(since, limit * duration * 1000 - 1) now = self.milliseconds() request['endTime'] = min(now, endTime) method = 'publicGetKlines' if market['future']: method = 'fapiPublicGetKlines' elif market['delivery']: method = 'dapiPublicGetKlines' response = getattr(self, method)(self.extend(request, params)) # # [ # [1591478520000,"0.02501300","0.02501800","0.02500000","0.02500000","22.19000000",1591478579999,"0.55490906",40,"10.92900000","0.27336462","0"], # [1591478580000,"0.02499600","0.02500900","0.02499400","0.02500300","21.34700000",1591478639999,"0.53370468",24,"7.53800000","0.18850725","0"], # [1591478640000,"0.02500800","0.02501100","0.02500300","0.02500800","154.14200000",1591478699999,"3.85405839",97,"5.32300000","0.13312641","0"], # ] # return self.parse_ohlcvs(response, market, timeframe, since, limit) def parse_trade(self, trade, market=None): if 'isDustTrade' in trade: return self.parse_dust_trade(trade, market) # # aggregate trades # https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md#compressedaggregate-trades-list # # { # "a": 26129, # Aggregate tradeId # "p": "0.01633102", # Price # "q": "4.70443515", # Quantity # "f": 27781, # First tradeId # "l": 27781, # Last tradeId # "T": 1498793709153, # Timestamp # "m": True, # Was the buyer the maker? # "M": True # Was the trade the best price match? # } # # recent public trades and old public trades # https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md#recent-trades-list # https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md#old-trade-lookup-market_data # # { # "id": 28457, # "price": "4.00000100", # "qty": "12.00000000", # "time": 1499865549590, # "isBuyerMaker": True, # "isBestMatch": True # } # # private trades # https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md#account-trade-list-user_data # # { # "symbol": "BNBBTC", # "id": 28457, # "orderId": 100234, # "price": "4.00000100", # "qty": "12.00000000", # "commission": "10.10000000", # "commissionAsset": "BNB", # "time": 1499865549590, # "isBuyer": True, # "isMaker": False, # "isBestMatch": True # } # # futures trades # https://binance-docs.github.io/apidocs/futures/en/#account-trade-list-user_data # # { # "accountId": 20, # "buyer": False, # "commission": "-0.07819010", # "commissionAsset": "USDT", # "counterPartyId": 653, # "id": 698759, # "maker": False, # "orderId": 25851813, # "price": "7819.01", # "qty": "0.002", # "quoteQty": "0.01563", # "realizedPnl": "-0.91539999", # "side": "SELL", # "symbol": "BTCUSDT", # "time": 1569514978020 # } # { # "symbol": "BTCUSDT", # "id": 477128891, # "orderId": 13809777875, # "side": "SELL", # "price": "38479.55", # "qty": "0.001", # "realizedPnl": "-0.00009534", # "marginAsset": "USDT", # "quoteQty": "38.47955", # "commission": "-0.00076959", # "commissionAsset": "USDT", # "time": 1612733566708, # "positionSide": "BOTH", # "maker": True, # "buyer": False # } # timestamp = self.safe_integer_2(trade, 'T', 'time') price = self.safe_float_2(trade, 'p', 'price') amount = self.safe_float_2(trade, 'q', 'qty') id = self.safe_string_2(trade, 'a', 'id') side = None orderId = self.safe_string(trade, 'orderId') if 'm' in trade: side = 'sell' if trade['m'] else 'buy' # self is reversed intentionally elif 'isBuyerMaker' in trade: side = 'sell' if trade['isBuyerMaker'] else 'buy' elif 'side' in trade: side = self.safe_string_lower(trade, 'side') else: if 'isBuyer' in trade: side = 'buy' if trade['isBuyer'] else 'sell' # self is a True side fee = None if 'commission' in trade: fee = { 'cost': self.safe_float(trade, 'commission'), 'currency': self.safe_currency_code(self.safe_string(trade, 'commissionAsset')), } takerOrMaker = None if 'isMaker' in trade: takerOrMaker = 'maker' if trade['isMaker'] else 'taker' if 'maker' in trade: takerOrMaker = 'maker' if trade['maker'] else 'taker' marketId = self.safe_string(trade, 'symbol') symbol = self.safe_symbol(marketId, market) cost = None if (price is not None) and (amount is not None): cost = price * amount return { 'info': trade, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'symbol': symbol, 'id': id, 'order': orderId, 'type': None, 'side': side, 'takerOrMaker': takerOrMaker, 'price': price, 'amount': amount, 'cost': cost, 'fee': fee, } def fetch_trades(self, symbol, since=None, limit=None, params={}): self.load_markets() market = self.market(symbol) request = { 'symbol': market['id'], # 'fromId': 123, # ID to get aggregate trades from INCLUSIVE. # 'startTime': 456, # Timestamp in ms to get aggregate trades from INCLUSIVE. # 'endTime': 789, # Timestamp in ms to get aggregate trades until INCLUSIVE. # 'limit': 500, # default = 500, maximum = 1000 } defaultType = self.safe_string_2(self.options, 'fetchTrades', 'defaultType', 'spot') type = self.safe_string(params, 'type', defaultType) query = self.omit(params, 'type') defaultMethod = None if type == 'future': defaultMethod = 'fapiPublicGetAggTrades' elif type == 'delivery': defaultMethod = 'dapiPublicGetAggTrades' else: defaultMethod = 'publicGetAggTrades' method = self.safe_string(self.options, 'fetchTradesMethod', defaultMethod) if method == 'publicGetAggTrades': if since is not None: request['startTime'] = since # https://github.com/ccxt/ccxt/issues/6400 # https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md#compressedaggregate-trades-list request['endTime'] = self.sum(since, 3600000) if type == 'future': method = 'fapiPublicGetAggTrades' elif type == 'delivery': method = 'dapiPublicGetAggTrades' elif method == 'publicGetHistoricalTrades': if type == 'future': method = 'fapiPublicGetHistoricalTrades' elif type == 'delivery': method = 'dapiPublicGetHistoricalTrades' if limit is not None: request['limit'] = limit # default = 500, maximum = 1000 # # Caveats: # - default limit(500) applies only if no other parameters set, trades up # to the maximum limit may be returned to satisfy other parameters # - if both limit and time window is set and time window contains more # trades than the limit then the last trades from the window are returned # - 'tradeId' accepted and returned by self method is "aggregate" trade id # which is different from actual trade id # - setting both fromId and time window results in error response = getattr(self, method)(self.extend(request, query)) # # aggregate trades # # [ # { # "a": 26129, # Aggregate tradeId # "p": "0.01633102", # Price # "q": "4.70443515", # Quantity # "f": 27781, # First tradeId # "l": 27781, # Last tradeId # "T": 1498793709153, # Timestamp # "m": True, # Was the buyer the maker? # "M": True # Was the trade the best price match? # } # ] # # recent public trades and historical public trades # # [ # { # "id": 28457, # "price": "4.00000100", # "qty": "12.00000000", # "time": 1499865549590, # "isBuyerMaker": True, # "isBestMatch": True # } # ] # return self.parse_trades(response, market, since, limit) def parse_order_status(self, status): statuses = { 'NEW': 'open', 'PARTIALLY_FILLED': 'open', 'FILLED': 'closed', 'CANCELED': 'canceled', 'PENDING_CANCEL': 'canceling', # currently unused 'REJECTED': 'rejected', 'EXPIRED': 'expired', } return self.safe_string(statuses, status, status) def parse_order(self, order, market=None): # # spot # # { # "symbol": "LTCBTC", # "orderId": 1, # "clientOrderId": "myOrder1", # "price": "0.1", # "origQty": "1.0", # "executedQty": "0.0", # "cummulativeQuoteQty": "0.0", # "status": "NEW", # "timeInForce": "GTC", # "type": "LIMIT", # "side": "BUY", # "stopPrice": "0.0", # "icebergQty": "0.0", # "time": 1499827319559, # "updateTime": 1499827319559, # "isWorking": True # } # # futures # # { # "symbol": "BTCUSDT", # "orderId": 1, # "clientOrderId": "myOrder1", # "price": "0.1", # "origQty": "1.0", # "executedQty": "1.0", # "cumQuote": "10.0", # "status": "NEW", # "timeInForce": "GTC", # "type": "LIMIT", # "side": "BUY", # "stopPrice": "0.0", # "updateTime": 1499827319559 # } # status = self.parse_order_status(self.safe_string(order, 'status')) marketId = self.safe_string(order, 'symbol') symbol = self.safe_symbol(marketId, market) timestamp = None if 'time' in order: timestamp = self.safe_integer(order, 'time') elif 'transactTime' in order: timestamp = self.safe_integer(order, 'transactTime') price = self.safe_float(order, 'price') amount = self.safe_float(order, 'origQty') filled = self.safe_float(order, 'executedQty') remaining = None # - Spot/Margin market: cummulativeQuoteQty # - Futures market: cumQuote. # Note self is not the actual cost, since Binance futures uses leverage to calculate margins. cost = self.safe_float_2(order, 'cummulativeQuoteQty', 'cumQuote') if filled is not None: if amount is not None: remaining = amount - filled if self.options['parseOrderToPrecision']: remaining = float(self.amount_to_precision(symbol, remaining)) remaining = max(remaining, 0.0) if price is not None: if cost is None: cost = price * filled id = self.safe_string(order, 'orderId') type = self.safe_string_lower(order, 'type') if type == 'market': if price == 0.0: if (cost is not None) and (filled is not None): if (cost > 0) and (filled > 0): price = cost / filled if self.options['parseOrderToPrecision']: price = float(self.price_to_precision(symbol, price)) elif type == 'limit_maker': type = 'limit' side = self.safe_string_lower(order, 'side') fee = None trades = None fills = self.safe_value(order, 'fills') if fills is not None: trades = self.parse_trades(fills, market) numTrades = len(trades) if numTrades > 0: cost = trades[0]['cost'] fee = { 'cost': trades[0]['fee']['cost'], 'currency': trades[0]['fee']['currency'], } for i in range(1, len(trades)): cost = self.sum(cost, trades[i]['cost']) fee['cost'] = self.sum(fee['cost'], trades[i]['fee']['cost']) average = None if cost is not None: if filled: average = cost / filled if self.options['parseOrderToPrecision']: average = float(self.price_to_precision(symbol, average)) if self.options['parseOrderToPrecision']: cost = float(self.cost_to_precision(symbol, cost)) clientOrderId = self.safe_string(order, 'clientOrderId') timeInForce = self.safe_string(order, 'timeInForce') postOnly = (type == 'limit_maker') or (timeInForce == 'GTX') stopPrice = self.safe_float(order, 'stopPrice') return { 'info': order, 'id': id, 'clientOrderId': clientOrderId, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'lastTradeTimestamp': None, 'symbol': symbol, 'type': type, 'timeInForce': timeInForce, 'postOnly': postOnly, 'side': side, 'price': price, 'stopPrice': stopPrice, 'amount': amount, 'cost': cost, 'average': average, 'filled': filled, 'remaining': remaining, 'status': status, 'fee': fee, 'trades': trades, } def create_order(self, symbol, type, side, amount, price=None, params={}): self.load_markets() market = self.market(symbol) defaultType = self.safe_string_2(self.options, 'createOrder', 'defaultType', market['type']) orderType = self.safe_string(params, 'type', defaultType) clientOrderId = self.safe_string_2(params, 'newClientOrderId', 'clientOrderId') params = self.omit(params, ['type', 'newClientOrderId', 'clientOrderId']) method = 'privatePostOrder' if orderType == 'future': method = 'fapiPrivatePostOrder' elif orderType == 'delivery': method = 'dapiPrivatePostOrder' elif orderType == 'margin': method = 'sapiPostMarginOrder' # the next 5 lines are added to support for testing orders if market['spot']: test = self.safe_value(params, 'test', False) if test: method += 'Test' params = self.omit(params, 'test') uppercaseType = type.upper() validOrderTypes = self.safe_value(market['info'], 'orderTypes') if not self.in_array(uppercaseType, validOrderTypes): raise InvalidOrder(self.id + ' ' + type + ' is not a valid order type in ' + market['type'] + ' market ' + symbol) request = { 'symbol': market['id'], 'type': uppercaseType, 'side': side.upper(), } if clientOrderId is None: broker = self.safe_value(self.options, 'broker') if broker: brokerId = self.safe_string(broker, orderType) if brokerId is not None: request['newClientOrderId'] = brokerId + self.uuid22() else: request['newClientOrderId'] = clientOrderId if market['spot']: request['newOrderRespType'] = self.safe_value(self.options['newOrderRespType'], type, 'RESULT') # 'ACK' for order id, 'RESULT' for full order or 'FULL' for order with fills # additional required fields depending on the order type timeInForceIsRequired = False priceIsRequired = False stopPriceIsRequired = False quantityIsRequired = False # # spot/margin # # LIMIT timeInForce, quantity, price # MARKET quantity or quoteOrderQty # STOP_LOSS quantity, stopPrice # STOP_LOSS_LIMIT timeInForce, quantity, price, stopPrice # TAKE_PROFIT quantity, stopPrice # TAKE_PROFIT_LIMIT timeInForce, quantity, price, stopPrice # LIMIT_MAKER quantity, price # # futures # # LIMIT timeInForce, quantity, price # MARKET quantity # STOP/TAKE_PROFIT quantity, price, stopPrice # STOP_MARKET stopPrice # TAKE_PROFIT_MARKET stopPrice # TRAILING_STOP_MARKET callbackRate # if uppercaseType == 'MARKET': quoteOrderQty = self.safe_value(self.options, 'quoteOrderQty', False) if quoteOrderQty: quoteOrderQty = self.safe_float(params, 'quoteOrderQty') precision = market['precision']['price'] if quoteOrderQty is not None: request['quoteOrderQty'] = self.decimal_to_precision(quoteOrderQty, TRUNCATE, precision, self.precisionMode) params = self.omit(params, 'quoteOrderQty') elif price is not None: request['quoteOrderQty'] = self.decimal_to_precision(amount * price, TRUNCATE, precision, self.precisionMode) else: quantityIsRequired = True else: quantityIsRequired = True elif uppercaseType == 'LIMIT': priceIsRequired = True timeInForceIsRequired = True quantityIsRequired = True elif (uppercaseType == 'STOP_LOSS') or (uppercaseType == 'TAKE_PROFIT'): stopPriceIsRequired = True quantityIsRequired = True if market['future']: priceIsRequired = True elif (uppercaseType == 'STOP_LOSS_LIMIT') or (uppercaseType == 'TAKE_PROFIT_LIMIT'): quantityIsRequired = True stopPriceIsRequired = True priceIsRequired = True timeInForceIsRequired = True elif uppercaseType == 'LIMIT_MAKER': priceIsRequired = True quantityIsRequired = True elif uppercaseType == 'STOP': quantityIsRequired = True stopPriceIsRequired = True priceIsRequired = True elif (uppercaseType == 'STOP_MARKET') or (uppercaseType == 'TAKE_PROFIT_MARKET'): closePosition = self.safe_value(params, 'closePosition') if closePosition is None: quantityIsRequired = True stopPriceIsRequired = True elif uppercaseType == 'TRAILING_STOP_MARKET': quantityIsRequired = True callbackRate = self.safe_float(params, 'callbackRate') if callbackRate is None: raise InvalidOrder(self.id + ' createOrder() requires a callbackRate extra param for a ' + type + ' order') if quantityIsRequired: request['quantity'] = self.amount_to_precision(symbol, amount) if priceIsRequired: if price is None: raise InvalidOrder(self.id + ' createOrder() requires a price argument for a ' + type + ' order') request['price'] = self.price_to_precision(symbol, price) if timeInForceIsRequired: request['timeInForce'] = self.options['defaultTimeInForce'] # 'GTC' = Good To Cancel(default), 'IOC' = Immediate Or Cancel if stopPriceIsRequired: stopPrice = self.safe_float(params, 'stopPrice') if stopPrice is None: raise InvalidOrder(self.id + ' createOrder() requires a stopPrice extra param for a ' + type + ' order') else: params = self.omit(params, 'stopPrice') request['stopPrice'] = self.price_to_precision(symbol, stopPrice) response = getattr(self, method)(self.extend(request, params)) return self.parse_order(response, market) def fetch_order(self, id, symbol=None, params={}): if symbol is None: raise ArgumentsRequired(self.id + ' fetchOrder() requires a symbol argument') self.load_markets() market = self.market(symbol) defaultType = self.safe_string_2(self.options, 'fetchOrder', 'defaultType', market['type']) type = self.safe_string(params, 'type', defaultType) method = 'privateGetOrder' if type == 'future': method = 'fapiPrivateGetOrder' elif type == 'delivery': method = 'dapiPrivateGetOrder' elif type == 'margin': method = 'sapiGetMarginOrder' request = { 'symbol': market['id'], } clientOrderId = self.safe_value_2(params, 'origClientOrderId', 'clientOrderId') if clientOrderId is not None: request['origClientOrderId'] = clientOrderId else: request['orderId'] = id query = self.omit(params, ['type', 'clientOrderId', 'origClientOrderId']) response = getattr(self, method)(self.extend(request, query)) return self.parse_order(response, market) def fetch_orders(self, symbol=None, since=None, limit=None, params={}): if symbol is None: raise ArgumentsRequired(self.id + ' fetchOrders() requires a symbol argument') self.load_markets() market = self.market(symbol) defaultType = self.safe_string_2(self.options, 'fetchOrders', 'defaultType', market['type']) type = self.safe_string(params, 'type', defaultType) method = 'privateGetAllOrders' if type == 'future': method = 'fapiPrivateGetAllOrders' elif type == 'delivery': method = 'dapiPrivateGetAllOrders' elif type == 'margin': method = 'sapiGetMarginAllOrders' request = { 'symbol': market['id'], } if since is not None: request['startTime'] = since if limit is not None: request['limit'] = limit query = self.omit(params, 'type') response = getattr(self, method)(self.extend(request, query)) # # spot # # [ # { # "symbol": "LTCBTC", # "orderId": 1, # "clientOrderId": "myOrder1", # "price": "0.1", # "origQty": "1.0", # "executedQty": "0.0", # "cummulativeQuoteQty": "0.0", # "status": "NEW", # "timeInForce": "GTC", # "type": "LIMIT", # "side": "BUY", # "stopPrice": "0.0", # "icebergQty": "0.0", # "time": 1499827319559, # "updateTime": 1499827319559, # "isWorking": True # } # ] # # futures # # [ # { # "symbol": "BTCUSDT", # "orderId": 1, # "clientOrderId": "myOrder1", # "price": "0.1", # "origQty": "1.0", # "executedQty": "1.0", # "cumQuote": "10.0", # "status": "NEW", # "timeInForce": "GTC", # "type": "LIMIT", # "side": "BUY", # "stopPrice": "0.0", # "updateTime": 1499827319559 # } # ] # return self.parse_orders(response, market, since, limit) def fetch_open_orders(self, symbol=None, since=None, limit=None, params={}): self.load_markets() market = None query = None type = None request = {} if symbol is not None: market = self.market(symbol) request['symbol'] = market['id'] defaultType = self.safe_string_2(self.options, 'fetchOpenOrders', 'defaultType', market['type']) type = self.safe_string(params, 'type', defaultType) query = self.omit(params, 'type') elif self.options['warnOnFetchOpenOrdersWithoutSymbol']: symbols = self.symbols numSymbols = len(symbols) fetchOpenOrdersRateLimit = int(numSymbols / 2) raise ExchangeError(self.id + ' fetchOpenOrders WARNING: fetching open orders without specifying a symbol is rate-limited to one call per ' + str(fetchOpenOrdersRateLimit) + ' seconds. Do not call self method frequently to avoid ban. Set ' + self.id + '.options["warnOnFetchOpenOrdersWithoutSymbol"] = False to suppress self warning message.') else: defaultType = self.safe_string_2(self.options, 'fetchOpenOrders', 'defaultType', 'spot') type = self.safe_string(params, 'type', defaultType) query = self.omit(params, 'type') method = 'privateGetOpenOrders' if type == 'future': method = 'fapiPrivateGetOpenOrders' elif type == 'delivery': method = 'dapiPrivateGetOpenOrders' elif type == 'margin': method = 'sapiGetMarginOpenOrders' response = getattr(self, method)(self.extend(request, query)) return self.parse_orders(response, market, since, limit) def fetch_closed_orders(self, symbol=None, since=None, limit=None, params={}): orders = self.fetch_orders(symbol, since, limit, params) return self.filter_by(orders, 'status', 'closed') def cancel_order(self, id, symbol=None, params={}): if symbol is None: raise ArgumentsRequired(self.id + ' cancelOrder() requires a symbol argument') self.load_markets() market = self.market(symbol) defaultType = self.safe_string_2(self.options, 'fetchOpenOrders', 'defaultType', market['type']) type = self.safe_string(params, 'type', defaultType) # https://github.com/ccxt/ccxt/issues/6507 origClientOrderId = self.safe_value_2(params, 'origClientOrderId', 'clientOrderId') request = { 'symbol': market['id'], # 'orderId': id, # 'origClientOrderId': id, } if origClientOrderId is None: request['orderId'] = id else: request['origClientOrderId'] = origClientOrderId method = 'privateDeleteOrder' if type == 'future': method = 'fapiPrivateDeleteOrder' elif type == 'delivery': method = 'dapiPrivateDeleteOrder' elif type == 'margin': method = 'sapiDeleteMarginOrder' query = self.omit(params, ['type', 'origClientOrderId', 'clientOrderId']) response = getattr(self, method)(self.extend(request, query)) return self.parse_order(response) def cancel_all_orders(self, symbol=None, params={}): if symbol is None: raise ArgumentsRequired(self.id + ' cancelAllOrders() requires a symbol argument') self.load_markets() market = self.market(symbol) request = { 'symbol': market['id'], } defaultType = self.safe_string_2(self.options, 'cancelAllOrders', 'defaultType', 'spot') type = self.safe_string(params, 'type', defaultType) query = self.omit(params, 'type') method = 'privateDeleteOpenOrders' if type == 'margin': method = 'sapiDeleteMarginOpenOrders' elif type == 'future': method = 'fapiPrivateDeleteAllOpenOrders' elif type == 'delivery': method = 'dapiPrivateDeleteAllOpenOrders' response = getattr(self, method)(self.extend(request, query)) if isinstance(response, list): return self.parse_orders(response, market) else: return response def fetch_positions(self, symbols=None, since=None, limit=None, params={}): self.load_markets() response = self.fetch_balance(params) info = self.safe_value(response, 'info', {}) # # futures, delivery # # { # "feeTier":0, # "canTrade":true, # "canDeposit":true, # "canWithdraw":true, # "updateTime":0, # "assets":[ # { # "asset":"ETH", # "walletBalance":"0.09886711", # "unrealizedProfit":"0.00000000", # "marginBalance":"0.09886711", # "maintMargin":"0.00000000", # "initialMargin":"0.00000000", # "positionInitialMargin":"0.00000000", # "openOrderInitialMargin":"0.00000000", # "maxWithdrawAmount":"0.09886711", # "crossWalletBalance":"0.09886711", # "crossUnPnl":"0.00000000", # "availableBalance":"0.09886711" # } # ], # "positions":[ # { # "symbol":"BTCUSD_201225", # "initialMargin":"0", # "maintMargin":"0", # "unrealizedProfit":"0.00000000", # "positionInitialMargin":"0", # "openOrderInitialMargin":"0", # "leverage":"20", # "isolated":false, # "positionSide":"BOTH", # "entryPrice":"0.00000000", # "maxQty":"250", # "maxNotional" on futures # }, # ] # } # positions = self.safe_value_2(info, 'positions', 'userAssets', []) # todo unify parsePosition/parsePositions return positions def fetch_my_trades(self, symbol=None, since=None, limit=None, params={}): if symbol is None: raise ArgumentsRequired(self.id + ' fetchMyTrades() requires a symbol argument') self.load_markets() market = self.market(symbol) defaultType = self.safe_string_2(self.options, 'fetchMyTrades', 'defaultType', market['type']) type = self.safe_string(params, 'type', defaultType) params = self.omit(params, 'type') method = None if type == 'spot': method = 'privateGetMyTrades' elif type == 'margin': method = 'sapiGetMarginMyTrades' elif type == 'future': method = 'fapiPrivateGetUserTrades' elif type == 'delivery': method = 'dapiPrivateGetUserTrades' request = { 'symbol': market['id'], } if since is not None: request['startTime'] = since if limit is not None: request['limit'] = limit response = getattr(self, method)(self.extend(request, params)) # # spot trade # # [ # { # "symbol": "BNBBTC", # "id": 28457, # "orderId": 100234, # "price": "4.00000100", # "qty": "12.00000000", # "commission": "10.10000000", # "commissionAsset": "BNB", # "time": 1499865549590, # "isBuyer": True, # "isMaker": False, # "isBestMatch": True, # } # ] # # futures trade # # [ # { # "accountId": 20, # "buyer": False, # "commission": "-0.07819010", # "commissionAsset": "USDT", # "counterPartyId": 653, # "id": 698759, # "maker": False, # "orderId": 25851813, # "price": "7819.01", # "qty": "0.002", # "quoteQty": "0.01563", # "realizedPnl": "-0.91539999", # "side": "SELL", # "symbol": "BTCUSDT", # "time": 1569514978020 # } # ] # return self.parse_trades(response, market, since, limit) def fetch_my_dust_trades(self, symbol=None, since=None, limit=None, params={}): # # Binance provides an opportunity to trade insignificant(i.e. non-tradable and non-withdrawable) # token leftovers(of any asset) into `BNB` coin which in turn can be used to pay trading fees with it. # The corresponding trades history is called the `Dust Log` and can be requested via the following end-point: # https://github.com/binance-exchange/binance-official-api-docs/blob/master/wapi-api.md#dustlog-user_data # self.load_markets() response = self.wapiGetUserAssetDribbletLog(params) # {success: True, # results: {total: 1, # rows: [{ transfered_total: "1.06468458", # service_charge_total: "0.02172826", # tran_id: 2701371634, # logs: [{ tranId: 2701371634, # serviceChargeAmount: "0.00012819", # uid: "35103861", # amount: "0.8012", # operateTime: "2018-10-07 17:56:07", # transferedAmount: "0.00628141", # fromAsset: "ADA" }], # operate_time: "2018-10-07 17:56:06" }]}} results = self.safe_value(response, 'results', {}) rows = self.safe_value(results, 'rows', []) data = [] for i in range(0, len(rows)): logs = rows[i]['logs'] for j in range(0, len(logs)): logs[j]['isDustTrade'] = True data.append(logs[j]) trades = self.parse_trades(data, None, since, limit) return self.filter_by_since_limit(trades, since, limit) def parse_dust_trade(self, trade, market=None): # { tranId: 2701371634, # serviceChargeAmount: "0.00012819", # uid: "35103861", # amount: "0.8012", # operateTime: "2018-10-07 17:56:07", # transferedAmount: "0.00628141", # fromAsset: "ADA" }, orderId = self.safe_string(trade, 'tranId') timestamp = self.parse8601(self.safe_string(trade, 'operateTime')) tradedCurrency = self.safe_currency_code(self.safe_string(trade, 'fromAsset')) earnedCurrency = self.currency('BNB')['code'] applicantSymbol = earnedCurrency + '/' + tradedCurrency tradedCurrencyIsQuote = False if applicantSymbol in self.markets: tradedCurrencyIsQuote = True # # Warning # Binance dust trade `fee` is already excluded from the `BNB` earning reported in the `Dust Log`. # So the parser should either set the `fee.cost` to `0` or add it on top of the earned # BNB `amount`(or `cost` depending on the trade `side`). The second of the above options # is much more illustrative and therefore preferable. # fee = { 'currency': earnedCurrency, 'cost': self.safe_float(trade, 'serviceChargeAmount'), } symbol = None amount = None cost = None side = None if tradedCurrencyIsQuote: symbol = applicantSymbol amount = self.sum(self.safe_float(trade, 'transferedAmount'), fee['cost']) cost = self.safe_float(trade, 'amount') side = 'buy' else: symbol = tradedCurrency + '/' + earnedCurrency amount = self.safe_float(trade, 'amount') cost = self.sum(self.safe_float(trade, 'transferedAmount'), fee['cost']) side = 'sell' price = None if cost is not None: if amount: price = cost / amount id = None type = None takerOrMaker = None return { 'id': id, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'symbol': symbol, 'order': orderId, 'type': type, 'takerOrMaker': takerOrMaker, 'side': side, 'amount': amount, 'price': price, 'cost': cost, 'fee': fee, 'info': trade, } def fetch_deposits(self, code=None, since=None, limit=None, params={}): self.load_markets() currency = None request = {} if code is not None: currency = self.currency(code) request['asset'] = currency['id'] if since is not None: request['startTime'] = since # max 3 months range https://github.com/ccxt/ccxt/issues/6495 request['endTime'] = self.sum(since, 7776000000) response = self.wapiGetDepositHistory(self.extend(request, params)) # # { success: True, # depositList: [{insertTime: 1517425007000, # amount: 0.3, # address: "0x0123456789abcdef", # addressTag: "", # txId: "0x0123456789abcdef", # asset: "ETH", # status: 1 }]} # return self.parse_transactions(response['depositList'], currency, since, limit) def fetch_withdrawals(self, code=None, since=None, limit=None, params={}): self.load_markets() currency = None request = {} if code is not None: currency = self.currency(code) request['asset'] = currency['id'] if since is not None: request['startTime'] = since # max 3 months range https://github.com/ccxt/ccxt/issues/6495 request['endTime'] = self.sum(since, 7776000000) response = self.wapiGetWithdrawHistory(self.extend(request, params)) # # {withdrawList: [{ amount: 14, # address: "0x0123456789abcdef...", # successTime: 1514489710000, # transactionFee: 0.01, # addressTag: "", # txId: "0x0123456789abcdef...", # id: "0123456789abcdef...", # asset: "ETH", # applyTime: 1514488724000, # status: 6 }, # { amount: 7600, # address: "0x0123456789abcdef...", # successTime: 1515323226000, # transactionFee: 0.01, # addressTag: "", # txId: "0x0123456789abcdef...", # id: "0123456789abcdef...", # asset: "ICN", # applyTime: 1515322539000, # status: 6 } ], # success: True } # return self.parse_transactions(response['withdrawList'], currency, since, limit) def parse_transaction_status_by_type(self, status, type=None): statusesByType = { 'deposit': { '0': 'pending', '1': 'ok', }, 'withdrawal': { '0': 'pending', # Email Sent '1': 'canceled', # Cancelled(different from 1 = ok in deposits) '2': 'pending', # Awaiting Approval '3': 'failed', # Rejected '4': 'pending', # Processing '5': 'failed', # Failure '6': 'ok', # Completed }, } statuses = self.safe_value(statusesByType, type, {}) return self.safe_string(statuses, status, status) def parse_transaction(self, transaction, currency=None): # # fetchDeposits # # { # insertTime: 1517425007000, # amount: 0.3, # address: "0x0123456789abcdef", # addressTag: "", # txId: "0x0123456789abcdef", # asset: "ETH", # status: 1 # } # # fetchWithdrawals # # { # amount: 14, # address: "0x0123456789abcdef...", # successTime: 1514489710000, # transactionFee: 0.01, # addressTag: "", # txId: "0x0123456789abcdef...", # id: "0123456789abcdef...", # asset: "ETH", # applyTime: 1514488724000, # status: 6 # } # id = self.safe_string(transaction, 'id') address = self.safe_string(transaction, 'address') tag = self.safe_string(transaction, 'addressTag') # set but unused if tag is not None: if len(tag) < 1: tag = None txid = self.safe_string(transaction, 'txId') if (txid is not None) and (txid.find('Internal transfer ') >= 0): txid = txid[18:] currencyId = self.safe_string(transaction, 'asset') code = self.safe_currency_code(currencyId, currency) timestamp = None insertTime = self.safe_integer(transaction, 'insertTime') applyTime = self.safe_integer(transaction, 'applyTime') type = self.safe_string(transaction, 'type') if type is None: if (insertTime is not None) and (applyTime is None): type = 'deposit' timestamp = insertTime elif (insertTime is None) and (applyTime is not None): type = 'withdrawal' timestamp = applyTime status = self.parse_transaction_status_by_type(self.safe_string(transaction, 'status'), type) amount = self.safe_float(transaction, 'amount') feeCost = self.safe_float(transaction, 'transactionFee') fee = None if feeCost is not None: fee = {'currency': code, 'cost': feeCost} updated = self.safe_integer(transaction, 'successTime') return { 'info': transaction, 'id': id, 'txid': txid, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'address': address, 'addressTo': address, 'addressFrom': None, 'tag': tag, 'tagTo': tag, 'tagFrom': None, 'type': type, 'amount': amount, 'currency': code, 'status': status, 'updated': updated, 'fee': fee, } def fetch_deposit_address(self, code, params={}): self.load_markets() currency = self.currency(code) request = { 'coin': currency['id'], # 'network': 'ETH', # 'BSC', 'XMR', you can get network and isDefault in networkList in the response of sapiGetCapitalConfigDetail } # has support for the 'network' parameter # https://binance-docs.github.io/apidocs/spot/en/#deposit-address-supporting-network-user_data response = self.sapiGetCapitalDepositAddress(self.extend(request, params)) # # { # currency: 'XRP', # address: 'rEb8TK3gBgk5auZkwc6sHnwrGVJH8DuaLh', # tag: '108618262', # info: { # coin: 'XRP', # address: 'rEb8TK3gBgk5auZkwc6sHnwrGVJH8DuaLh', # tag: '108618262', # url: 'https://bithomp.com/explorer/rEb8TK3gBgk5auZkwc6sHnwrGVJH8DuaLh' # } # } # address = self.safe_string(response, 'address') tag = self.safe_string(response, 'tag') self.check_address(address) return { 'currency': code, 'address': address, 'tag': tag, 'info': response, } def fetch_funding_fees(self, codes=None, params={}): response = self.wapiGetAssetDetail(params) # # { # "success": True, # "assetDetail": { # "CTR": { # "minWithdrawAmount": "70.00000000", #min withdraw amount # "depositStatus": False,//deposit status # "withdrawFee": 35, # withdraw fee # "withdrawStatus": True, #withdraw status # "depositTip": "Delisted, Deposit Suspended" #reason # }, # "SKY": { # "minWithdrawAmount": "0.02000000", # "depositStatus": True, # "withdrawFee": 0.01, # "withdrawStatus": True # } # } # } # detail = self.safe_value(response, 'assetDetail', {}) ids = list(detail.keys()) withdrawFees = {} for i in range(0, len(ids)): id = ids[i] code = self.safe_currency_code(id) withdrawFees[code] = self.safe_float(detail[id], 'withdrawFee') return { 'withdraw': withdrawFees, 'deposit': {}, 'info': response, } def withdraw(self, code, amount, address, tag=None, params={}): self.check_address(address) self.load_markets() currency = self.currency(code) # name is optional, can be overrided via params name = address[0:20] request = { 'asset': currency['id'], 'address': address, 'amount': float(amount), 'name': name, # name is optional, can be overrided via params # https://binance-docs.github.io/apidocs/spot/en/#withdraw-sapi # issue sapiGetCapitalConfigGetall() to get networks for withdrawing USDT ERC20 vs USDT Omni # 'network': 'ETH', # 'BTC', 'TRX', etc, optional } if tag is not None: request['addressTag'] = tag response = self.wapiPostWithdraw(self.extend(request, params)) return { 'info': response, 'id': self.safe_string(response, 'id'), } def parse_trading_fee(self, fee, market=None): # # { # "symbol": "ADABNB", # "maker": 0.9000, # "taker": 1.0000 # } # marketId = self.safe_string(fee, 'symbol') symbol = self.safe_symbol(marketId) return { 'info': fee, 'symbol': symbol, 'maker': self.safe_float(fee, 'maker'), 'taker': self.safe_float(fee, 'taker'), } def fetch_trading_fee(self, symbol, params={}): self.load_markets() market = self.market(symbol) request = { 'symbol': market['id'], } response = self.wapiGetTradeFee(self.extend(request, params)) # # { # "tradeFee": [ # { # "symbol": "ADABNB", # "maker": 0.9000, # "taker": 1.0000 # } # ], # "success": True # } # tradeFee = self.safe_value(response, 'tradeFee', []) first = self.safe_value(tradeFee, 0, {}) return self.parse_trading_fee(first) def fetch_trading_fees(self, params={}): self.load_markets() response = self.wapiGetTradeFee(params) # # { # "tradeFee": [ # { # "symbol": "ADABNB", # "maker": 0.9000, # "taker": 1.0000 # } # ], # "success": True # } # tradeFee = self.safe_value(response, 'tradeFee', []) result = {} for i in range(0, len(tradeFee)): fee = self.parse_trading_fee(tradeFee[i]) symbol = fee['symbol'] result[symbol] = fee return result def sign(self, path, api='public', method='GET', params={}, headers=None, body=None): if not (api in self.urls['api']): raise NotSupported(self.id + ' does not have a testnet/sandbox URL for ' + api + ' endpoints') url = self.urls['api'][api] url += '/' + path if api == 'wapi': url += '.html' userDataStream = (path == 'userDataStream') or (path == 'listenKey') if path == 'historicalTrades': if self.apiKey: headers = { 'X-MBX-APIKEY': self.apiKey, } else: raise AuthenticationError(self.id + ' historicalTrades endpoint requires `apiKey` credential') elif userDataStream: if self.apiKey: # v1 special case for userDataStream body = self.urlencode(params) headers = { 'X-MBX-APIKEY': self.apiKey, 'Content-Type': 'application/x-www-form-urlencoded', } else: raise AuthenticationError(self.id + ' userDataStream endpoint requires `apiKey` credential') if (api == 'private') or (api == 'sapi') or (api == 'wapi' and path != 'systemStatus') or (api == 'dapiPrivate') or (api == 'fapiPrivate') or (api == 'fapiPrivateV2'): self.check_required_credentials() query = None recvWindow = self.safe_integer(self.options, 'recvWindow', 5000) if (api == 'sapi') and (path == 'asset/dust'): query = self.urlencode_with_array_repeat(self.extend({ 'timestamp': self.nonce(), 'recvWindow': recvWindow, }, params)) elif (path == 'batchOrders') or (path.find('sub-account') >= 0): query = self.rawencode(self.extend({ 'timestamp': self.nonce(), 'recvWindow': recvWindow, }, params)) else: query = self.urlencode(self.extend({ 'timestamp': self.nonce(), 'recvWindow': recvWindow, }, params)) signature = self.hmac(self.encode(query), self.encode(self.secret)) query += '&' + 'signature=' + signature headers = { 'X-MBX-APIKEY': self.apiKey, } if (method == 'GET') or (method == 'DELETE') or (api == 'wapi'): url += '?' + query else: body = query headers['Content-Type'] = 'application/x-www-form-urlencoded' else: # userDataStream endpoints are public, but POST, PUT, DELETE # therefore they don't accept URL query arguments # https://github.com/ccxt/ccxt/issues/5224 if not userDataStream: if params: url += '?' + self.urlencode(params) return {'url': url, 'method': method, 'body': body, 'headers': headers} def handle_errors(self, code, reason, url, method, headers, body, response, requestHeaders, requestBody): if (code == 418) or (code == 429): raise DDoSProtection(self.id + ' ' + str(code) + ' ' + reason + ' ' + body) # error response in a form: {"code": -1013, "msg": "Invalid quantity."} # following block cointains legacy checks against message patterns in "msg" property # will switch "code" checks eventually, when we know all of them if code >= 400: if body.find('Price * QTY is zero or less') >= 0: raise InvalidOrder(self.id + ' order cost = amount * price is zero or less ' + body) if body.find('LOT_SIZE') >= 0: raise InvalidOrder(self.id + ' order amount should be evenly divisible by lot size ' + body) if body.find('PRICE_FILTER') >= 0: raise InvalidOrder(self.id + ' order price is invalid, i.e. exceeds allowed price precision, exceeds min price or max price limits or is invalid float value in general, use self.price_to_precision(symbol, amount) ' + body) if response is None: return # fallback to default error handler # check success value for wapi endpoints # response in format {'msg': 'The coin does not exist.', 'success': True/false} success = self.safe_value(response, 'success', True) if not success: message = self.safe_string(response, 'msg') parsedMessage = None if message is not None: try: parsedMessage = json.loads(message) except Exception as e: # do nothing parsedMessage = None if parsedMessage is not None: response = parsedMessage message = self.safe_string(response, 'msg') if message is not None: self.throw_exactly_matched_exception(self.exceptions, message, self.id + ' ' + message) # checks against error codes error = self.safe_string(response, 'code') if error is not None: # https://github.com/ccxt/ccxt/issues/6501 # https://github.com/ccxt/ccxt/issues/7742 if (error == '200') or (error == '0'): return # a workaround for {"code":-2015,"msg":"Invalid API-key, IP, or permissions for action."} # despite that their message is very confusing, it is raised by Binance # on a temporary ban, the API key is valid, but disabled for a while if (error == '-2015') and self.options['hasAlreadyAuthenticatedSuccessfully']: raise DDoSProtection(self.id + ' temporary banned: ' + body) feedback = self.id + ' ' + body self.throw_exactly_matched_exception(self.exceptions, error, feedback) raise ExchangeError(feedback) if not success: raise ExchangeError(self.id + ' ' + body) def request(self, path, api='public', method='GET', params={}, headers=None, body=None): response = self.fetch2(path, api, method, params, headers, body) # a workaround for {"code":-2015,"msg":"Invalid API-key, IP, or permissions for action."} if (api == 'private') or (api == 'wapi'): self.options['hasAlreadyAuthenticatedSuccessfully'] = True return response