# -*- 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.bitfinex import bitfinex import hashlib import math from ccxt.base.errors import ExchangeError from ccxt.base.errors import AuthenticationError from ccxt.base.errors import ArgumentsRequired from ccxt.base.errors import BadRequest from ccxt.base.errors import BadSymbol from ccxt.base.errors import InsufficientFunds from ccxt.base.errors import InvalidAddress from ccxt.base.errors import InvalidOrder from ccxt.base.errors import OrderNotFound from ccxt.base.errors import OnMaintenance from ccxt.base.errors import InvalidNonce class bitfinex2(bitfinex): def describe(self): return self.deep_extend(super(bitfinex2, self).describe(), { 'id': 'bitfinex2', 'name': 'Bitfinex', 'countries': ['VG'], 'version': 'v2', 'certified': False, 'pro': False, # new metainfo interface 'has': { 'CORS': False, 'cancelAllOrders': True, 'cancelOrder': True, 'createDepositAddress': True, 'createLimitOrder': True, 'createMarketOrder': True, 'createOrder': True, 'deposit': False, 'editOrder': False, 'fetchBalance': True, 'fetchClosedOrder': True, 'fetchClosedOrders': False, 'fetchCurrencies': True, 'fetchDepositAddress': True, 'fetchFundingFees': False, 'fetchMyTrades': True, 'fetchOHLCV': True, 'fetchOpenOrder': True, 'fetchOpenOrders': True, 'fetchOrder': False, 'fetchOrderTrades': True, 'fetchStatus': True, 'fetchTickers': True, 'fetchTradingFee': False, 'fetchTradingFees': False, 'fetchTransactions': True, 'withdraw': True, }, 'timeframes': { '1m': '1m', '5m': '5m', '15m': '15m', '30m': '30m', '1h': '1h', '3h': '3h', '4h': '4h', '6h': '6h', '12h': '12h', '1d': '1D', '1w': '7D', '2w': '14D', '1M': '1M', }, 'rateLimit': 1500, 'urls': { 'logo': 'https://user-images.githubusercontent.com/1294454/27766244-e328a50c-5ed2-11e7-947b-041416579bb3.jpg', 'api': { 'v1': 'https://api.bitfinex.com', 'public': 'https://api-pub.bitfinex.com', 'private': 'https://api.bitfinex.com', }, 'www': 'https://www.bitfinex.com', 'doc': [ 'https://docs.bitfinex.com/v2/docs/', 'https://github.com/bitfinexcom/bitfinex-api-node', ], 'fees': 'https://www.bitfinex.com/fees', }, 'api': { 'v1': { 'get': [ 'symbols', 'symbols_details', ], }, 'public': { 'get': [ 'conf/{config}', 'conf/pub:{action}:{object}', 'conf/pub:{action}:{object}:{detail}', 'conf/pub:map:{object}', 'conf/pub:map:{object}:{detail}', 'conf/pub:map:currency:{detail}', 'conf/pub:map:currency:sym', # maps symbols to their API symbols, BAB > BCH 'conf/pub:map:currency:label', # verbose friendly names, BNT > Bancor 'conf/pub:map:currency:unit', # maps symbols to unit of measure where applicable 'conf/pub:map:currency:undl', # maps derivatives symbols to their underlying currency 'conf/pub:map:currency:pool', # maps symbols to underlying network/protocol they operate on 'conf/pub:map:currency:explorer', # maps symbols to their recognised block explorer URLs 'conf/pub:map:currency:tx:fee', # maps currencies to their withdrawal fees https://github.com/ccxt/ccxt/issues/7745 'conf/pub:map:tx:method', 'conf/pub:list:{object}', 'conf/pub:list:{object}:{detail}', 'conf/pub:list:currency', 'conf/pub:list:pair:exchange', 'conf/pub:list:pair:margin', 'conf/pub:list:pair:futures', 'conf/pub:list:competitions', 'conf/pub:info:{object}', 'conf/pub:info:{object}:{detail}', 'conf/pub:info:pair', 'conf/pub:info:tx:status', # [deposit, withdrawal] statuses 1 = active, 0 = maintenance 'conf/pub:fees', 'platform/status', 'tickers', 'ticker/{symbol}', 'trades/{symbol}/hist', 'book/{symbol}/{precision}', 'book/{symbol}/P0', 'book/{symbol}/P1', 'book/{symbol}/P2', 'book/{symbol}/P3', 'book/{symbol}/R0', 'stats1/{key}:{size}:{symbol}:{side}/{section}', 'stats1/{key}:{size}:{symbol}:{side}/last', 'stats1/{key}:{size}:{symbol}:{side}/hist', 'stats1/{key}:{size}:{symbol}/{section}', 'stats1/{key}:{size}:{symbol}/last', 'stats1/{key}:{size}:{symbol}/hist', 'stats1/{key}:{size}:{symbol}:long/last', 'stats1/{key}:{size}:{symbol}:long/hist', 'stats1/{key}:{size}:{symbol}:short/last', 'stats1/{key}:{size}:{symbol}:short/hist', 'candles/trade:{timeframe}:{symbol}/{section}', 'candles/trade:{timeframe}:{symbol}/last', 'candles/trade:{timeframe}:{symbol}/hist', 'status/{type}', 'status/deriv', 'liquidations/hist', 'rankings/{key}:{timeframe}:{symbol}/{section}', 'rankings/{key}:{timeframe}:{symbol}/hist', ], 'post': [ 'calc/trade/avg', 'calc/fx', ], }, 'private': { 'post': [ # 'auth/r/orders/{symbol}/new', # outdated # 'auth/r/stats/perf:{timeframe}/hist', # outdated 'auth/r/wallets', 'auth/r/wallets/hist', 'auth/r/orders', 'auth/r/orders/{symbol}', 'auth/w/order/submit', 'auth/w/order/update', 'auth/w/order/cancel', 'auth/w/order/multi', 'auth/w/order/cancel/multi', 'auth/r/orders/{symbol}/hist', 'auth/r/orders/hist', 'auth/r/order/{symbol}:{id}/trades', 'auth/r/trades/{symbol}/hist', 'auth/r/trades/hist', 'auth/r/ledgers/{currency}/hist', 'auth/r/ledgers/hist', 'auth/r/info/margin/{key}', 'auth/r/info/margin/base', 'auth/r/info/margin/sym_all', 'auth/r/positions', 'auth/w/position/claim', 'auth/r/positions/hist', 'auth/r/positions/audit', 'auth/w/deriv/collateral/set', 'auth/w/deriv/collateral/limits', 'auth/r/funding/offers', 'auth/r/funding/offers/{symbol}', 'auth/w/funding/offer/submit', 'auth/w/funding/offer/cancel', 'auth/w/funding/offer/cancel/all', 'auth/w/funding/close', 'auth/w/funding/auto', 'auth/w/funding/keep', 'auth/r/funding/offers/{symbol}/hist', 'auth/r/funding/offers/hist', 'auth/r/funding/loans', 'auth/r/funding/loans/hist', 'auth/r/funding/loans/{symbol}', 'auth/r/funding/loans/{symbol}/hist', 'auth/r/funding/credits', 'auth/r/funding/credits/hist', 'auth/r/funding/credits/{symbol}', 'auth/r/funding/credits/{symbol}/hist', 'auth/r/funding/trades/{symbol}/hist', 'auth/r/funding/trades/hist', 'auth/r/info/funding/{key}', 'auth/r/info/user', 'auth/r/logins/hist', 'auth/w/transfer', 'auth/w/deposit/address', 'auth/w/deposit/invoice', 'auth/w/withdraw', 'auth/r/movements/{currency}/hist', 'auth/r/movements/hist', 'auth/r/alerts', 'auth/w/alert/set', 'auth/w/alert/price:{symbol}:{price}/del', 'auth/w/alert/{type}:{symbol}:{price}/del', 'auth/calc/order/avail', 'auth/w/settings/set', 'auth/r/settings', 'auth/w/settings/del', ], }, }, 'fees': { 'trading': { 'maker': 0.1 / 100, 'taker': 0.2 / 100, }, 'funding': { 'withdraw': { 'BTC': 0.0004, 'BCH': 0.0001, 'ETH': 0.00135, 'EOS': 0.0, 'LTC': 0.001, 'OMG': 0.15097, 'IOT': 0.0, 'NEO': 0.0, 'ETC': 0.01, 'XRP': 0.02, 'ETP': 0.01, 'ZEC': 0.001, 'BTG': 0.0, 'DASH': 0.01, 'XMR': 0.0001, 'QTM': 0.01, 'EDO': 0.23687, 'DAT': 9.8858, 'AVT': 1.1251, 'SAN': 0.35977, 'USDT': 5.0, 'SPK': 16.971, 'BAT': 1.1209, 'GNT': 2.8789, 'SNT': 9.0848, 'QASH': 1.726, 'YYW': 7.9464, }, }, }, 'options': { 'precision': 'R0', # P0, P1, P2, P3, P4, R0 # convert 'EXCHANGE MARKET' to lowercase 'market' # convert 'EXCHANGE LIMIT' to lowercase 'limit' # everything else remains uppercase 'exchangeTypes': { # 'MARKET': None, 'EXCHANGE MARKET': 'market', # 'LIMIT': None, 'EXCHANGE LIMIT': 'limit', # 'STOP': None, # 'EXCHANGE STOP': None, # 'TRAILING STOP': None, # 'EXCHANGE TRAILING STOP': None, # 'FOK': None, # 'EXCHANGE FOK': None, # 'STOP LIMIT': None, # 'EXCHANGE STOP LIMIT': None, # 'IOC': None, # 'EXCHANGE IOC': None, }, # convert 'market' to 'EXCHANGE MARKET' # convert 'limit' 'EXCHANGE LIMIT' # everything else remains as is 'orderTypes': { 'market': 'EXCHANGE MARKET', 'limit': 'EXCHANGE LIMIT', }, 'fiat': { 'USD': 'USD', 'EUR': 'EUR', 'JPY': 'JPY', 'GBP': 'GBP', }, }, 'exceptions': { 'exact': { '10020': BadRequest, '10100': AuthenticationError, '10114': InvalidNonce, '20060': OnMaintenance, }, 'broad': { 'address': InvalidAddress, 'available balance is only': InsufficientFunds, 'not enough exchange balance': InsufficientFunds, 'Order not found': OrderNotFound, 'symbol: invalid': BadSymbol, 'Invalid order': InvalidOrder, }, }, }) def is_fiat(self, code): return(code in self.options['fiat']) def get_currency_id(self, code): return 'f' + code def fetch_status(self, params={}): # # [1] # operative # [0] # maintenance # response = self.publicGetPlatformStatus(params) status = self.safe_value(response, 0) formattedStatus = 'ok' if (status == 1) else 'maintenance' self.status = self.extend(self.status, { 'status': formattedStatus, 'updated': self.milliseconds(), }) return self.status def fetch_markets(self, params={}): # todo drop v1 in favor of v2 configs # pub:list:pair:exchange,pub:list:pair:margin,pub:list:pair:futures,pub:info:pair v2response = self.publicGetConfPubListPairFutures(params) v1response = self.v1GetSymbolsDetails(params) futuresMarketIds = self.safe_value(v2response, 0, []) result = [] for i in range(0, len(v1response)): market = v1response[i] id = self.safe_string_upper(market, 'pair') spot = True if self.in_array(id, futuresMarketIds): spot = False futures = not spot type = 'spot' if spot else 'futures' baseId = None quoteId = None if id.find(':') >= 0: parts = id.split(':') baseId = parts[0] quoteId = parts[1] else: baseId = id[0:3] quoteId = id[3:6] base = self.safe_currency_code(baseId) quote = self.safe_currency_code(quoteId) symbol = base + '/' + quote id = 't' + id baseId = self.get_currency_id(baseId) quoteId = self.get_currency_id(quoteId) precision = { 'price': self.safe_integer(market, 'price_precision'), 'amount': 8, # https://github.com/ccxt/ccxt/issues/7310 } limits = { 'amount': { 'min': self.safe_float(market, 'minimum_order_size'), 'max': self.safe_float(market, 'maximum_order_size'), }, 'price': { 'min': math.pow(10, -precision['price']), 'max': math.pow(10, precision['price']), }, } limits['cost'] = { 'min': limits['amount']['min'] * limits['price']['min'], 'max': None, } result.append({ 'id': id, 'symbol': symbol, 'base': base, 'quote': quote, 'baseId': baseId, 'quoteId': quoteId, 'active': True, 'precision': precision, 'limits': limits, 'info': market, 'type': type, 'swap': False, 'spot': spot, 'futures': futures, }) return result def fetch_currencies(self, params={}): labels = [ 'pub:list:currency', 'pub:map:currency:sym', # maps symbols to their API symbols, BAB > BCH 'pub:map:currency:label', # verbose friendly names, BNT > Bancor 'pub:map:currency:unit', # maps symbols to unit of measure where applicable 'pub:map:currency:undl', # maps derivatives symbols to their underlying currency 'pub:map:currency:pool', # maps symbols to underlying network/protocol they operate on 'pub:map:currency:explorer', # maps symbols to their recognised block explorer URLs 'pub:map:currency:tx:fee', # maps currencies to their withdrawal fees https://github.com/ccxt/ccxt/issues/7745 ] config = ','.join(labels) request = { 'config': config, } response = self.publicGetConfConfig(self.extend(request, params)) # # [ # # a list of symbols # ["AAA","ABS","ADA"], # # # sym # # maps symbols to their API symbols, BAB > BCH # [ # ['BAB', 'BCH'], # ['CNHT', 'CNHt'], # ['DSH', 'DASH'], # ['IOT', 'IOTA'], # ['LES', 'LEO-EOS'], # ['LET', 'LEO-ERC20'], # ['STJ', 'STORJ'], # ['TSD', 'TUSD'], # ['UDC', 'USDC'], # ['USK', 'USDK'], # ['UST', 'USDt'], # ['USTF0', 'USDt0'], # ['XCH', 'XCHF'], # ['YYW', 'YOYOW'], # # ... # ], # # label # # verbose friendly names, BNT > Bancor # [ # ['BAB', 'Bitcoin Cash'], # ['BCH', 'Bitcoin Cash'], # ['LEO', 'Unus Sed LEO'], # ['LES', 'Unus Sed LEO(EOS)'], # ['LET', 'Unus Sed LEO(ERC20)'], # # ... # ], # # unit # # maps symbols to unit of measure where applicable # [ # ['IOT', 'Mi|MegaIOTA'], # ], # # undl # # maps derivatives symbols to their underlying currency # [ # ['USTF0', 'UST'], # ['BTCF0', 'BTC'], # ['ETHF0', 'ETH'], # ], # # pool # # maps symbols to underlying network/protocol they operate on # [ # ['SAN', 'ETH'], ['OMG', 'ETH'], ['AVT', 'ETH'], ['EDO', 'ETH'], # ['ESS', 'ETH'], ['ATD', 'EOS'], ['ADD', 'EOS'], ['MTO', 'EOS'], # ['PNK', 'ETH'], ['BAB', 'BCH'], ['WLO', 'XLM'], ['VLD', 'ETH'], # ['BTT', 'TRX'], ['IMP', 'ETH'], ['SCR', 'ETH'], ['GNO', 'ETH'], # # ... # ], # # explorer # # maps symbols to their recognised block explorer URLs # [ # [ # 'AIO', # [ # "https://mainnet.aion.network", # "https://mainnet.aion.network/#/account/VAL", # "https://mainnet.aion.network/#/transaction/VAL" # ] # ], # # ... # ], # # fee # # maps currencies to their withdrawal fees # [ # ["AAA",[0,0]], # ["ABS",[0,131.3]], # ["ADA",[0,0.3]], # ], # ] # indexed = { 'sym': self.index_by(self.safe_value(response, 1, []), 0), 'label': self.index_by(self.safe_value(response, 2, []), 0), 'unit': self.index_by(self.safe_value(response, 3, []), 0), 'undl': self.index_by(self.safe_value(response, 4, []), 0), 'pool': self.index_by(self.safe_value(response, 5, []), 0), 'explorer': self.index_by(self.safe_value(response, 6, []), 0), 'fees': self.index_by(self.safe_value(response, 7, []), 0), } ids = self.safe_value(response, 0, []) result = {} for i in range(0, len(ids)): id = ids[i] code = self.safe_currency_code(id) label = self.safe_value(indexed['label'], id, []) name = self.safe_string(label, 1) pool = self.safe_value(indexed['pool'], id, []) type = self.safe_string(pool, 1) feeValues = self.safe_value(indexed['fees'], id, []) fees = self.safe_value(feeValues, 1, []) fee = self.safe_float(fees, 1) precision = 8 # default precision, todo: fix "magic constants" id = 'f' + id result[code] = { 'id': id, 'code': code, 'info': [id, label, pool, feeValues], 'type': type, 'name': name, 'active': True, 'fee': fee, 'precision': precision, 'limits': { 'amount': { 'min': 1 / math.pow(10, precision), 'max': None, }, 'price': { 'min': 1 / math.pow(10, precision), 'max': None, }, 'cost': { 'min': None, 'max': None, }, 'withdraw': { 'min': fee, 'max': None, }, }, } return result def fetch_balance(self, params={}): # self api call does not return the 'used' amount - use the v1 version instead(which also returns zero balances) self.load_markets() response = self.privatePostAuthRWallets(params) balanceType = self.safe_string(params, 'type', 'exchange') result = {'info': response} for b in range(0, len(response)): balance = response[b] accountType = balance[0] currency = balance[1] total = balance[2] available = balance[4] if accountType == balanceType: if currency[0] == 't': currency = currency[1:] code = self.safe_currency_code(currency) account = self.account() # do not fill in zeroes and missing values in the parser # rewrite and unify the following to use the unified parseBalance account['total'] = total if not available: if available == 0: account['free'] = 0 account['used'] = total else: account['free'] = total else: account['free'] = available account['used'] = account['total'] - account['free'] result[code] = account return self.parse_balance(result) def fetch_order_book(self, symbol, limit=None, params={}): self.load_markets() precision = self.safe_value(self.options, 'precision', 'R0') request = { 'symbol': self.market_id(symbol), 'precision': precision, } if limit is not None: request['len'] = limit # 25 or 100 fullRequest = self.extend(request, params) orderbook = self.publicGetBookSymbolPrecision(fullRequest) timestamp = self.milliseconds() result = { 'bids': [], 'asks': [], 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'nonce': None, } priceIndex = 1 if (fullRequest['precision'] == 'R0') else 0 for i in range(0, len(orderbook)): order = orderbook[i] price = order[priceIndex] amount = abs(order[2]) side = 'bids' if (order[2] > 0) else 'asks' result[side].append([price, amount]) result['bids'] = self.sort_by(result['bids'], 0, True) result['asks'] = self.sort_by(result['asks'], 0) return result def parse_ticker(self, ticker, market=None): timestamp = self.milliseconds() symbol = None if market is not None: symbol = market['symbol'] length = len(ticker) last = ticker[length - 4] return { 'symbol': symbol, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'high': ticker[length - 2], 'low': ticker[length - 1], 'bid': ticker[length - 10], 'bidVolume': None, 'ask': ticker[length - 8], 'askVolume': None, 'vwap': None, 'open': None, 'close': last, 'last': last, 'previousClose': None, 'change': ticker[length - 6], 'percentage': ticker[length - 5] * 100, 'average': None, 'baseVolume': ticker[length - 3], 'quoteVolume': None, 'info': ticker, } def fetch_tickers(self, symbols=None, params={}): self.load_markets() request = {} if symbols is not None: ids = self.market_ids(symbols) request['symbols'] = ','.join(ids) else: request['symbols'] = 'ALL' tickers = self.publicGetTickers(self.extend(request, params)) result = {} for i in range(0, len(tickers)): ticker = tickers[i] id = ticker[0] if id in self.markets_by_id: market = self.markets_by_id[id] symbol = market['symbol'] result[symbol] = self.parse_ticker(ticker, market) return self.filter_by_array(result, 'symbol', symbols) def fetch_ticker(self, symbol, params={}): self.load_markets() market = self.market(symbol) request = { 'symbol': market['id'], } ticker = self.publicGetTickerSymbol(self.extend(request, params)) return self.parse_ticker(ticker, market) def parse_symbol(self, marketId): if marketId is None: return marketId marketId = marketId.replace('t', '') baseId = None quoteId = None if marketId.find(':') >= 0: parts = marketId.split(':') baseId = parts[0] quoteId = parts[1] else: baseId = marketId[0:3] quoteId = marketId[3:6] base = self.safe_currency_code(baseId) quote = self.safe_currency_code(quoteId) return base + '/' + quote def parse_trade(self, trade, market=None): # # fetchTrades(public) # # [ # ID, # MTS, # timestamp # AMOUNT, # PRICE # ] # # fetchMyTrades(private) # # [ # ID, # PAIR, # MTS_CREATE, # ORDER_ID, # EXEC_AMOUNT, # EXEC_PRICE, # ORDER_TYPE, # ORDER_PRICE, # MAKER, # FEE, # FEE_CURRENCY, # ... # ] # tradeLength = len(trade) isPrivate = (tradeLength > 5) id = str(trade[0]) amountIndex = 4 if isPrivate else 2 amount = trade[amountIndex] cost = None priceIndex = 5 if isPrivate else 3 price = trade[priceIndex] side = None orderId = None takerOrMaker = None type = None fee = None symbol = None timestampIndex = 2 if isPrivate else 1 timestamp = trade[timestampIndex] if isPrivate: marketId = trade[1] if marketId in self.markets_by_id: market = self.markets_by_id[marketId] symbol = market['symbol'] else: symbol = self.parse_symbol(marketId) orderId = str(trade[3]) takerOrMaker = 'maker' if (trade[8] == 1) else 'taker' feeCost = trade[9] feeCurrency = self.safe_currency_code(trade[10]) if feeCost is not None: feeCost = -feeCost if symbol in self.markets: feeCost = self.fee_to_precision(symbol, feeCost) else: currencyId = 'f' + feeCurrency if currencyId in self.currencies_by_id: currency = self.currencies_by_id[currencyId] feeCost = self.currency_to_precision(currency['code'], feeCost) fee = { 'cost': float(feeCost), 'currency': feeCurrency, } orderType = trade[6] type = self.safe_string(self.options['exchangeTypes'], orderType) if symbol is None: if market is not None: symbol = market['symbol'] if amount is not None: side = 'sell' if (amount < 0) else 'buy' amount = abs(amount) if cost is None: if price is not None: cost = amount * price return { 'id': id, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'symbol': symbol, 'order': orderId, 'side': side, 'type': type, 'takerOrMaker': takerOrMaker, 'price': price, 'amount': amount, 'cost': cost, 'fee': fee, 'info': trade, } def fetch_trades(self, symbol, since=None, limit=None, params={}): self.load_markets() market = self.market(symbol) sort = '-1' request = { 'symbol': market['id'], } if since is not None: request['start'] = since sort = '1' if limit is not None: request['limit'] = limit # default 120, max 5000 request['sort'] = sort response = self.publicGetTradesSymbolHist(self.extend(request, params)) # # [ # [ # ID, # MTS, # timestamp # AMOUNT, # PRICE # ] # ] # trades = self.sort_by(response, 1) return self.parse_trades(trades, market, None, limit) def fetch_ohlcv(self, symbol, timeframe='1m', since=None, limit=100, params={}): self.load_markets() market = self.market(symbol) if limit is None: limit = 100 # default 100, max 5000 if since is None: since = self.milliseconds() - self.parse_timeframe(timeframe) * limit * 1000 request = { 'symbol': market['id'], 'timeframe': self.timeframes[timeframe], 'sort': 1, 'start': since, 'limit': limit, } response = self.publicGetCandlesTradeTimeframeSymbolHist(self.extend(request, params)) # # [ # [1591503840000,0.025069,0.025068,0.025069,0.025068,1.97828998], # [1591504500000,0.025065,0.025065,0.025065,0.025065,1.0164], # [1591504620000,0.025062,0.025062,0.025062,0.025062,0.5], # ] # return self.parse_ohlcvs(response, market, timeframe, since, limit) def parse_order_status(self, status): if status is None: return status parts = status.split(' ') state = self.safe_string(parts, 0) statuses = { 'ACTIVE': 'open', 'PARTIALLY': 'open', 'EXECUTED': 'closed', 'CANCELED': 'canceled', 'INSUFFICIENT': 'canceled', 'RSN_DUST': 'rejected', 'RSN_PAUSE': 'rejected', } return self.safe_string(statuses, state, status) def parse_order(self, order, market=None): id = self.safe_string(order, 0) symbol = None marketId = self.safe_string(order, 3) if marketId in self.markets_by_id: market = self.markets_by_id[marketId] else: symbol = self.parse_symbol(marketId) if (symbol is None) and (market is not None): symbol = market['symbol'] # https://github.com/ccxt/ccxt/issues/6686 # timestamp = self.safe_timestamp(order, 5) timestamp = self.safe_integer(order, 5) remaining = abs(self.safe_float(order, 6)) amount = abs(self.safe_float(order, 7)) filled = amount - remaining side = 'sell' if (order[7] < 0) else 'buy' orderType = self.safe_string(order, 8) type = self.safe_string(self.safe_value(self.options, 'exchangeTypes'), orderType) status = None statusString = self.safe_string(order, 13) if statusString is not None: parts = statusString.split(' @ ') status = self.parse_order_status(self.safe_string(parts, 0)) price = self.safe_float(order, 16) average = self.safe_float(order, 17) cost = price * filled clientOrderId = self.safe_string(order, 2) return { 'info': order, 'id': id, 'clientOrderId': clientOrderId, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'lastTradeTimestamp': None, 'symbol': symbol, 'type': type, 'timeInForce': None, 'postOnly': None, 'side': side, 'price': price, 'stopPrice': None, 'amount': amount, 'cost': cost, 'average': average, 'filled': filled, 'remaining': remaining, 'status': status, 'fee': None, 'trades': None, } def create_order(self, symbol, type, side, amount, price=None, params={}): self.load_markets() market = self.market(symbol) orderTypes = self.safe_value(self.options, 'orderTypes', {}) orderType = self.safe_string_upper(orderTypes, type, type) amount = -amount if (side == 'sell') else amount request = { 'symbol': market['id'], 'type': orderType, 'amount': self.number_to_string(amount), } if (orderType == 'LIMIT') or (orderType == 'EXCHANGE LIMIT'): request['price'] = self.number_to_string(price) elif (orderType == 'STOP') or (orderType == 'EXCHANGE STOP'): stopPrice = self.safe_float(params, 'stopPrice', price) request['price'] = self.number_to_string(stopPrice) elif (orderType == 'STOP LIMIT') or (orderType == 'EXCHANGE STOP LIMIT'): priceAuxLimit = self.safe_float(params, 'price_aux_limit') stopPrice = self.safe_float(params, 'stopPrice') if priceAuxLimit is None: if stopPrice is None: raise ArgumentsRequired(self.id + ' createOrder() requires a stopPrice parameter or a price_aux_limit parameter for a ' + orderType + ' order') else: request['price_aux_limit'] = self.number_to_string(price) else: request['price_aux_limit'] = self.number_to_string(priceAuxLimit) if stopPrice is None: stopPrice = price request['price'] = self.number_to_string(stopPrice) elif (orderType == 'TRAILING STOP') or (orderType == 'EXCHANGE TRAILING STOP'): priceTrailing = self.safe_float(params, 'price_trailing') request['price_trailing'] = self.number_to_string(priceTrailing) stopPrice = self.safe_float(params, 'stopPrice', price) request['price'] = self.number_to_string(stopPrice) elif (orderType == 'FOK') or (orderType == 'EXCHANGE FOK') or (orderType == 'IOC') or (orderType == 'EXCHANGE IOC'): request['price'] = self.number_to_string(price) params = self.omit(params, ['stopPrice', 'price_aux_limit', 'price_trailing']) clientOrderId = self.safe_value_2(params, 'cid', 'clientOrderId') if clientOrderId is not None: request['cid'] = clientOrderId params = self.omit(params, ['cid', 'clientOrderId']) response = self.privatePostAuthWOrderSubmit(self.extend(request, params)) # # [ # 1578784364.748, # Millisecond Time Stamp of the update # "on-req", # Purpose of notification('on-req', 'oc-req', 'uca', 'fon-req', 'foc-req') # null, # Unique ID of the message # null, # Ignore # [ # [ # 37271830598, # Order ID # null, # Group ID # 1578784364748, # Client Order ID # "tBTCUST", # Pair # 1578784364748, # Millisecond timestamp of creation # 1578784364748, # Millisecond timestamp of update # -0.005, # Positive means buy, negative means sell # -0.005, # Original amount # "EXCHANGE LIMIT", # Order type(LIMIT, MARKET, STOP, TRAILING STOP, EXCHANGE MARKET, EXCHANGE LIMIT, EXCHANGE STOP, EXCHANGE TRAILING STOP, FOK, EXCHANGE FOK, IOC, EXCHANGE IOC) # null, # Previous order type # null, # Millisecond timestamp of Time-In-Force: automatic order cancellation # null, # Ignore # 0, # Flags(see https://docs.bitfinex.com/docs/flag-values) # "ACTIVE", # Order Status # null, # Ignore # null, # Ignore # 20000, # Price # 0, # Average price # 0, # The trailing price # 0, # Auxiliary Limit price(for STOP LIMIT) # null, # Ignore # null, # Ignore # null, # Ignore # 0, # 1 - hidden order # null, # If another order caused self order to be placed(OCO) self will be that other order's ID # null, # Ignore # null, # Ignore # null, # Ignore # "API>BFX", # Origin of action: BFX, ETHFX, API>BFX, API>ETHFX # null, # Ignore # null, # Ignore # null # Meta # ] # ], # null, # Error code # "SUCCESS", # Status(SUCCESS, ERROR, FAILURE, ...) # "Submitting 1 orders." # Text of the notification # ] # status = self.safe_string(response, 6) if status != 'SUCCESS': errorCode = response[5] errorText = response[7] raise ExchangeError(self.id + ' ' + response[6] + ': ' + errorText + '(#' + errorCode + ')') orders = self.safe_value(response, 4, []) order = self.safe_value(orders, 0) return self.parse_order(order, market) def cancel_all_orders(self, symbol=None, params={}): request = { 'all': 1, } response = self.privatePostAuthWOrderCancelMulti(self.extend(request, params)) orders = self.safe_value(response, 4, []) return self.parse_orders(orders) def cancel_order(self, id, symbol=None, params={}): cid = self.safe_value_2(params, 'cid', 'clientOrderId') # client order id request = None if cid is not None: cidDate = self.safe_value(params, 'cidDate') # client order id date if cidDate is None: raise InvalidOrder(self.id + " canceling an order by clientOrderId('cid') requires both 'cid' and 'cid_date'('YYYY-MM-DD')") request = { 'cid': cid, 'cid_date': cidDate, } params = self.omit(params, ['cid', 'clientOrderId']) else: request = { 'id': int(id), } response = self.privatePostAuthWOrderCancel(self.extend(request, params)) order = self.safe_value(response, 4) return self.parse_order(order) def fetch_open_order(self, id, symbol=None, params={}): request = { 'id': [int(id)], } orders = self.fetch_open_orders(symbol, None, None, self.extend(request, params)) order = self.safe_value(orders, 0) if order is None: raise OrderNotFound(self.id + ' order ' + id + ' not found') return order def fetch_closed_order(self, id, symbol=None, params={}): request = { 'id': [int(id)], } orders = self.fetch_closed_orders(symbol, None, None, self.extend(request, params)) order = self.safe_value(orders, 0) if order is None: raise OrderNotFound(self.id + ' order ' + id + ' not found') return order def fetch_open_orders(self, symbol=None, since=None, limit=None, params={}): self.load_markets() request = {} market = None response = None if symbol is None: response = self.privatePostAuthROrders(self.extend(request, params)) else: market = self.market(symbol) request['symbol'] = market['id'] response = self.privatePostAuthROrdersSymbol(self.extend(request, params)) return self.parse_orders(response, market, since, limit) def fetch_closed_orders(self, symbol=None, since=None, limit=None, params={}): # returns the most recent closed or canceled orders up to circa two weeks ago self.load_markets() request = {} market = None response = None if symbol is None: response = self.privatePostAuthROrdersHist(self.extend(request, params)) else: market = self.market(symbol) request['symbol'] = market['id'] response = self.privatePostAuthROrdersSymbolHist(self.extend(request, params)) if since is not None: request['start'] = since if limit is not None: request['limit'] = limit # default 25, max 2500 return self.parse_orders(response, market, since, limit) def fetch_order_trades(self, id, symbol=None, since=None, limit=None, params={}): if symbol is None: raise ArgumentsRequired(self.id + ' fetchOrderTrades() requires a symbol argument') self.load_markets() market = self.market(symbol) orderId = int(id) request = { 'id': orderId, 'symbol': market['id'], } # valid for trades upto 10 days old response = self.privatePostAuthROrderSymbolIdTrades(self.extend(request, params)) return self.parse_trades(response, market, since, limit) def fetch_my_trades(self, symbol=None, since=None, limit=None, params={}): self.load_markets() market = None request = { 'end': self.milliseconds(), } if since is not None: request['start'] = since if limit is not None: request['limit'] = limit # default 25, max 1000 method = 'privatePostAuthRTradesHist' if symbol is not None: market = self.market(symbol) request['symbol'] = market['id'] method = 'privatePostAuthRTradesSymbolHist' response = getattr(self, method)(self.extend(request, params)) return self.parse_trades(response, market, since, limit) def create_deposit_address(self, code, params={}): self.load_markets() request = { 'op_renew': 1, } response = self.fetch_deposit_address(code, self.extend(request, params)) return response def fetch_deposit_address(self, code, params={}): self.load_markets() # todo rewrite for https://api-pub.bitfinex.com//v2/conf/pub:map:tx:method name = self.getCurrencyName(code) request = { 'method': name, 'wallet': 'exchange', # 'exchange', 'margin', 'funding' and also old labels 'exchange', 'trading', 'deposit', respectively 'op_renew': 0, # a value of 1 will generate a new address } response = self.privatePostAuthWDepositAddress(self.extend(request, params)) # # [ # 1582269616687, # MTS Millisecond Time Stamp of the update # 'acc_dep', # TYPE Purpose of notification 'acc_dep' for account deposit # null, # MESSAGE_ID unique ID of the message # null, # not documented # [ # null, # PLACEHOLDER # 'BITCOIN', # METHOD Method of deposit # 'BTC', # CURRENCY_CODE Currency code of new address # null, # PLACEHOLDER # '1BC9PZqpUmjyEB54uggn8TFKj49zSDYzqG', # ADDRESS # null, # POOL_ADDRESS # ], # null, # CODE null or integer work in progress # 'SUCCESS', # STATUS Status of the notification, SUCCESS, ERROR, FAILURE # 'success', # TEXT Text of the notification # ] # result = self.safe_value(response, 4, []) poolAddress = self.safe_string(result, 5) address = self.safe_string(result, 4) if (poolAddress is None) else poolAddress tag = None if (poolAddress is None) else self.safe_string(result, 4) self.check_address(address) return { 'currency': code, 'address': address, 'tag': tag, 'info': response, } def parse_transaction_status(self, status): statuses = { 'SUCCESS': 'ok', 'ERROR': 'failed', 'FAILURE': 'failed', 'CANCELED': 'canceled', } return self.safe_string(statuses, status, status) def parse_transaction(self, transaction, currency=None): # # withdraw # # [ # 1582271520931, # MTS Millisecond Time Stamp of the update # "acc_wd-req", # TYPE Purpose of notification 'acc_wd-req' account withdrawal request # null, # MESSAGE_ID unique ID of the message # null, # not documented # [ # 0, # WITHDRAWAL_ID Unique Withdrawal ID # null, # PLACEHOLDER # "bitcoin", # METHOD Method of withdrawal # null, # PAYMENT_ID Payment ID if relevant # "exchange", # WALLET Sending wallet # 1, # AMOUNT Amount of Withdrawal less fee # null, # PLACEHOLDER # null, # PLACEHOLDER # 0.0004, # WITHDRAWAL_FEE Fee on withdrawal # ], # null, # CODE null or integer Work in progress # "SUCCESS", # STATUS Status of the notification, it may vary over time SUCCESS, ERROR, FAILURE # "Invalid bitcoin address(abcdef)", # TEXT Text of the notification # ] # # fetchTransactions # # [ # 13293039, # ID # 'ETH', # CURRENCY # 'ETHEREUM', # CURRENCY_NAME # null, # null, # 1574175052000, # MTS_STARTED # 1574181326000, # MTS_UPDATED # null, # null, # 'CANCELED', # STATUS # null, # null, # -0.24, # AMOUNT, negative for withdrawals # -0.00135, # FEES # null, # null, # 'DESTINATION_ADDRESS', # null, # null, # null, # 'TRANSACTION_ID', # "Purchase of 100 pizzas", # WITHDRAW_TRANSACTION_NOTE # ] # transactionLength = len(transaction) timestamp = None updated = None code = None amount = None id = None status = None tag = None type = None feeCost = None txid = None addressTo = None if transactionLength < 9: data = self.safe_value(transaction, 4, []) timestamp = self.safe_integer(transaction, 0) if currency is not None: code = currency['code'] feeCost = self.safe_float(data, 8) if feeCost is not None: feeCost = -feeCost amount = self.safe_float(data, 5) id = self.safe_value(data, 0) status = 'ok' if id == 0: id = None status = 'failed' tag = self.safe_string(data, 3) type = 'withdrawal' else: id = self.safe_string(transaction, 0) timestamp = self.safe_integer(transaction, 5) updated = self.safe_integer(transaction, 6) status = self.parse_transaction_status(self.safe_string(transaction, 9)) amount = self.safe_float(transaction, 12) if amount is not None: if amount < 0: type = 'withdrawal' else: type = 'deposit' feeCost = self.safe_float(transaction, 13) if feeCost is not None: feeCost = -feeCost addressTo = self.safe_string(transaction, 16) txid = self.safe_string(transaction, 20) return { 'info': transaction, 'id': id, 'txid': txid, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'addressFrom': None, 'address': addressTo, # self is actually the tag for XRP transfers(the address is missing) 'addressTo': addressTo, 'tagFrom': None, 'tag': tag, # refix it properly for the tag from description 'tagTo': tag, 'type': type, 'amount': amount, 'currency': code, 'status': status, 'updated': updated, 'fee': { 'currency': code, 'cost': feeCost, 'rate': None, }, } def fetch_transactions(self, code=None, since=None, limit=None, params={}): self.load_markets() currency = None request = {} method = 'privatePostAuthRMovementsHist' if code is not None: currency = self.currency(code) request['currency'] = currency['id'] method = 'privatePostAuthRMovementsCurrencyHist' if since is not None: request['start'] = since if limit is not None: request['limit'] = limit # max 1000 response = getattr(self, method)(self.extend(request, params)) # # [ # [ # 13293039, # ID # 'ETH', # CURRENCY # 'ETHEREUM', # CURRENCY_NAME # null, # null, # 1574175052000, # MTS_STARTED # 1574181326000, # MTS_UPDATED # null, # null, # 'CANCELED', # STATUS # null, # null, # -0.24, # AMOUNT, negative for withdrawals # -0.00135, # FEES # null, # null, # 'DESTINATION_ADDRESS', # null, # null, # null, # 'TRANSACTION_ID', # "Purchase of 100 pizzas", # WITHDRAW_TRANSACTION_NOTE # ] # ] # return self.parse_transactions(response, currency, since, limit) def withdraw(self, code, amount, address, tag=None, params={}): self.check_address(address) self.load_markets() currency = self.currency(code) # todo rewrite for https://api-pub.bitfinex.com//v2/conf/pub:map:tx:method name = self.getCurrencyName(code) request = { 'method': name, 'wallet': 'exchange', # 'exchange', 'margin', 'funding' and also old labels 'exchange', 'trading', 'deposit', respectively 'amount': self.number_to_string(amount), 'address': address, } if tag is not None: request['payment_id'] = tag response = self.privatePostAuthWWithdraw(self.extend(request, params)) # # [ # 1582271520931, # MTS Millisecond Time Stamp of the update # "acc_wd-req", # TYPE Purpose of notification 'acc_wd-req' account withdrawal request # null, # MESSAGE_ID unique ID of the message # null, # not documented # [ # 0, # WITHDRAWAL_ID Unique Withdrawal ID # null, # PLACEHOLDER # "bitcoin", # METHOD Method of withdrawal # null, # PAYMENT_ID Payment ID if relevant # "exchange", # WALLET Sending wallet # 1, # AMOUNT Amount of Withdrawal less fee # null, # PLACEHOLDER # null, # PLACEHOLDER # 0.0004, # WITHDRAWAL_FEE Fee on withdrawal # ], # null, # CODE null or integer Work in progress # "SUCCESS", # STATUS Status of the notification, it may vary over time SUCCESS, ERROR, FAILURE # "Invalid bitcoin address(abcdef)", # TEXT Text of the notification # ] # text = self.safe_string(response, 7) if text != 'success': self.throw_broadly_matched_exception(self.exceptions['broad'], text, text) transaction = self.parse_transaction(response, currency) return self.extend(transaction, { 'address': address, }) def fetch_positions(self, symbols=None, since=None, limit=None, params={}): self.load_markets() response = self.privatePostPositions(params) # # [ # [ # "tBTCUSD", # SYMBOL # "ACTIVE", # STATUS # 0.0195, # AMOUNT # 8565.0267019, # BASE_PRICE # 0, # MARGIN_FUNDING # 0, # MARGIN_FUNDING_TYPE # -0.33455568705000516, # PL # -0.0003117550117425625, # PL_PERC # 7045.876419249083, # PRICE_LIQ # 3.0673001895895604, # LEVERAGE # null, # _PLACEHOLDER # 142355652, # POSITION_ID # 1574002216000, # MTS_CREATE # 1574002216000, # MTS_UPDATE # null, # _PLACEHOLDER # 0, # TYPE # null, # _PLACEHOLDER # 0, # COLLATERAL # 0, # COLLATERAL_MIN # # META # { # "reason":"TRADE", # "order_id":34271018124, # "liq_stage":null, # "trade_price":"8565.0267019", # "trade_amount":"0.0195", # "order_id_oppo":34277498022 # } # ] # ] # # todo unify parsePosition/parsePositions return response def nonce(self): return self.milliseconds() def sign(self, path, api='public', method='GET', params={}, headers=None, body=None): request = '/' + self.implode_params(path, params) query = self.omit(params, self.extract_params(path)) if api == 'v1': request = api + request else: request = self.version + request url = self.urls['api'][api] + '/' + request if api == 'public': if query: url += '?' + self.urlencode(query) if api == 'private': self.check_required_credentials() nonce = str(self.nonce()) body = self.json(query) auth = '/api/' + request + nonce + body signature = self.hmac(self.encode(auth), self.encode(self.secret), hashlib.sha384) headers = { 'bfx-nonce': nonce, 'bfx-apikey': self.apiKey, 'bfx-signature': signature, 'Content-Type': 'application/json', } return {'url': url, 'method': method, 'body': body, 'headers': headers} def request(self, path, api='public', method='GET', params={}, headers=None, body=None): response = self.fetch2(path, api, method, params, headers, body) if response: if 'message' in response: if response['message'].find('not enough exchange balance') >= 0: raise InsufficientFunds(self.id + ' ' + self.json(response)) raise ExchangeError(self.id + ' ' + self.json(response)) return response elif response == '': raise ExchangeError(self.id + ' returned empty response') return response def handle_errors(self, statusCode, statusText, url, method, responseHeaders, responseBody, response, requestHeaders, requestBody): if statusCode == 500: # See https://docs.bitfinex.com/docs/abbreviations-glossary#section-errorinfo-codes errorCode = self.number_to_string(response[1]) errorText = response[2] feedback = self.id + ' ' + errorText self.throw_exactly_matched_exception(self.exceptions['exact'], errorCode, feedback) self.throw_exactly_matched_exception(self.exceptions['exact'], errorText, feedback) self.throw_broadly_matched_exception(self.exceptions['broad'], errorText, feedback) raise ExchangeError(self.id + ' ' + errorText + '(#' + errorCode + ')')