# -*- 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 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 InvalidAddress from ccxt.base.errors import InvalidOrder from ccxt.base.errors import OrderNotFound from ccxt.base.errors import RateLimitExceeded from ccxt.base.errors import ExchangeNotAvailable from ccxt.base.errors import OnMaintenance from ccxt.base.decimal_to_precision import ROUND from ccxt.base.decimal_to_precision import TRUNCATE from ccxt.base.decimal_to_precision import DECIMAL_PLACES from ccxt.base.decimal_to_precision import SIGNIFICANT_DIGITS class bitvavo(Exchange): def describe(self): return self.deep_extend(super(bitvavo, self).describe(), { 'id': 'bitvavo', 'name': 'Bitvavo', 'countries': ['NL'], # Netherlands 'rateLimit': 500, 'version': 'v2', 'certified': True, 'pro': True, 'has': { 'CORS': False, 'publicAPI': True, 'privateAPI': True, 'cancelAllOrders': True, 'cancelOrder': True, 'createOrder': True, 'editOrder': True, 'fetchBalance': True, 'fetchCurrencies': True, 'fetchDepositAddress': True, 'fetchDeposits': True, 'fetchMyTrades': True, 'fetchOHLCV': True, 'fetchOpenOrders': True, 'fetchOrder': True, 'fetchOrders': True, 'fetchOrderBook': True, 'fetchMarkets': True, 'fetchTicker': True, 'fetchTickers': True, 'fetchTime': True, 'fetchTrades': True, 'fetchWithdrawals': True, 'withdraw': True, }, 'timeframes': { '1m': '1m', '5m': '5m', '15m': '15m', '30m': '30m', '1h': '1h', '2h': '2h', '4h': '4h', '6h': '6h', '8h': '8h', '12h': '12h', '1d': '1d', }, 'urls': { 'logo': 'https://user-images.githubusercontent.com/1294454/83165440-2f1cf200-a116-11ea-9046-a255d09fb2ed.jpg', 'api': { 'public': 'https://api.bitvavo.com', 'private': 'https://api.bitvavo.com', }, 'www': 'https://bitvavo.com/', 'doc': 'https://docs.bitvavo.com/', 'fees': 'https://bitvavo.com/en/fees', 'referral': 'https://bitvavo.com/?a=24F34952F7', }, 'api': { 'public': { 'get': [ 'time', 'markets', 'assets', '{market}/book', '{market}/trades', '{market}/candles', 'ticker/price', 'ticker/book', 'ticker/24h', ], }, 'private': { 'get': [ 'order', 'orders', 'ordersOpen', 'trades', 'balance', 'deposit', 'depositHistory', 'withdrawalHistory', ], 'post': [ 'order', 'withdrawal', ], 'put': [ 'order', ], 'delete': [ 'order', 'orders', ], }, }, 'fees': { 'trading': { 'tierBased': True, 'percentage': True, 'taker': 0.25 / 100, 'maker': 0.20 / 100, 'tiers': { 'taker': [ [0, 0.0025], [50000, 0.0024], [100000, 0.0022], [250000, 0.0020], [500000, 0.0018], [1000000, 0.0016], [2500000, 0.0014], [5000000, 0.0012], [10000000, 0.0010], ], 'maker': [ [0, 0.0020], [50000, 0.0015], [100000, 0.0010], [250000, 0.0006], [500000, 0.0003], [1000000, 0.0001], [2500000, -0.0001], [5000000, -0.0003], [10000000, -0.0005], ], }, }, }, 'requiredCredentials': { 'apiKey': True, 'secret': True, }, 'exceptions': { 'exact': { '101': ExchangeError, # Unknown error. Operation may or may not have succeeded. '102': BadRequest, # Invalid JSON. '103': RateLimitExceeded, # You have been rate limited. Please observe the Bitvavo-Ratelimit-AllowAt header to see when you can send requests again. Failure to respect self limit will result in an IP ban. The default value is 1000 weighted requests per minute. Please contact support if you wish to increase self limit. '104': RateLimitExceeded, # You have been rate limited by the number of new orders. The default value is 100 new orders per second or 100.000 new orders per day. Please update existing orders instead of cancelling and creating orders. Please contact support if you wish to increase self limit. '105': PermissionDenied, # Your IP or API key has been banned for not respecting the rate limit. The ban expires at ${expiryInMs}. '107': ExchangeNotAvailable, # The matching engine is overloaded. Please wait 500ms and resubmit your order. '108': ExchangeNotAvailable, # The matching engine could not process your order in time. Please consider increasing the access window or resubmit your order. '109': ExchangeNotAvailable, # The matching engine did not respond in time. Operation may or may not have succeeded. '110': BadRequest, # Invalid endpoint. Please check url and HTTP method. '200': BadRequest, # ${param} url parameter is not supported. Please note that parameters are case-sensitive and use body parameters for PUT and POST requests. '201': BadRequest, # ${param} body parameter is not supported. Please note that parameters are case-sensitive and use url parameters for GET and DELETE requests. '202': BadRequest, # ${param} order parameter is not supported. Please note that certain parameters are only allowed for market or limit orders. '203': BadSymbol, # {"errorCode":203,"error":"symbol parameter is required."} '204': BadRequest, # ${param} parameter is not supported. '205': BadRequest, # ${param} parameter is invalid. '206': BadRequest, # Use either ${paramA} or ${paramB}. The usage of both parameters at the same time is not supported. '210': InvalidOrder, # Amount exceeds the maximum allowed amount(1000000000). '211': InvalidOrder, # Price exceeds the maximum allowed amount(100000000000). '212': InvalidOrder, # Amount is below the minimum allowed amount for self asset. '213': InvalidOrder, # Price is below the minimum allowed amount(0.000000000000001). '214': InvalidOrder, # Price is too detailed '215': InvalidOrder, # Price is too detailed. A maximum of 15 digits behind the decimal point are allowed. '216': InsufficientFunds, # {"errorCode":216,"error":"You do not have sufficient balance to complete self operation."} '217': InvalidOrder, # {"errorCode":217,"error":"Minimum order size in quote currency is 5 EUR or 0.001 BTC."} '230': ExchangeError, # The order is rejected by the matching engine. '231': ExchangeError, # The order is rejected by the matching engine. TimeInForce must be GTC when markets are paused. '232': BadRequest, # You must change at least one of amount, amountRemaining, price, timeInForce, selfTradePrevention or postOnly. '233': InvalidOrder, # {"errorCode":233,"error":"Order must be active(status new or partiallyFilled) to allow updating/cancelling."} '234': InvalidOrder, # Market orders cannot be updated. '235': ExchangeError, # You can only have 100 open orders on each book. '236': BadRequest, # You can only update amount or amountRemaining, not both. '240': OrderNotFound, # {"errorCode":240,"error":"No order found. Please be aware that simultaneously updating the same order may return self error."} '300': AuthenticationError, # Authentication is required for self endpoint. '301': AuthenticationError, # {"errorCode":301,"error":"API Key must be of length 64."} '302': AuthenticationError, # Timestamp is invalid. This must be a timestamp in ms. See Bitvavo-Access-Timestamp header or timestamp parameter for websocket. '303': AuthenticationError, # Window must be between 100 and 60000 ms. '304': AuthenticationError, # Request was not received within acceptable window(default 30s, or custom with Bitvavo-Access-Window header) of Bitvavo-Access-Timestamp header(or timestamp parameter for websocket). # '304': AuthenticationError, # Authentication is required for self endpoint. '305': AuthenticationError, # {"errorCode":305,"error":"No active API key found."} '306': AuthenticationError, # No active API key found. Please ensure that you have confirmed the API key by e-mail. '307': PermissionDenied, # This key does not allow access from self IP. '308': AuthenticationError, # {"errorCode":308,"error":"The signature length is invalid(HMAC-SHA256 should return a 64 length hexadecimal string)."} '309': AuthenticationError, # {"errorCode":309,"error":"The signature is invalid."} '310': PermissionDenied, # This key does not allow trading actions. '311': PermissionDenied, # This key does not allow showing account information. '312': PermissionDenied, # This key does not allow withdrawal of funds. '315': BadRequest, # Websocket connections may not be used in a browser. Please use REST requests for self. '317': AccountSuspended, # This account is locked. Please contact support. '400': ExchangeError, # Unknown error. Please contact support with a copy of your request. '401': ExchangeError, # Deposits for self asset are not available at self time. '402': PermissionDenied, # You need to verify your identitiy before you can deposit and withdraw digital assets. '403': PermissionDenied, # You need to verify your phone number before you can deposit and withdraw digital assets. '404': OnMaintenance, # Could not complete self operation, because our node cannot be reached. Possibly under maintenance. '405': ExchangeError, # You cannot withdraw digital assets during a cooldown period. This is the result of newly added bank accounts. '406': BadRequest, # {"errorCode":406,"error":"Your withdrawal is too small."} '407': ExchangeError, # Internal transfer is not possible. '408': InsufficientFunds, # {"errorCode":408,"error":"You do not have sufficient balance to complete self operation."} '409': InvalidAddress, # {"errorCode":409,"error":"This is not a verified bank account."} '410': ExchangeError, # Withdrawals for self asset are not available at self time. '411': BadRequest, # You can not transfer assets to yourself. '412': InvalidAddress, # {"errorCode":412,"error":"eth_address_invalid."} '413': InvalidAddress, # This address violates the whitelist. '414': ExchangeError, # You cannot withdraw assets within 2 minutes of logging in. }, 'broad': { 'start parameter is invalid': BadRequest, # {"errorCode":205,"error":"start parameter is invalid."} 'symbol parameter is invalid': BadSymbol, # {"errorCode":205,"error":"symbol parameter is invalid."} 'amount parameter is invalid': InvalidOrder, # {"errorCode":205,"error":"amount parameter is invalid."} 'orderId parameter is invalid': InvalidOrder, # {"errorCode":205,"error":"orderId parameter is invalid."} }, }, 'options': { 'BITVAVO-ACCESS-WINDOW': 10000, # default 10 sec 'fetchCurrencies': { 'expires': 1000, # 1 second }, }, 'precisionMode': SIGNIFICANT_DIGITS, 'commonCurrencies': { 'MIOTA': 'IOTA', # https://github.com/ccxt/ccxt/issues/7487 }, }) def currency_to_precision(self, currency, fee): return self.decimal_to_precision(fee, 0, self.currencies[currency]['precision']) def amount_to_precision(self, symbol, amount): # https://docs.bitfinex.com/docs/introduction#amount-precision # The amount field allows up to 8 decimals. # Anything exceeding self will be rounded to the 8th decimal. return self.decimal_to_precision(amount, TRUNCATE, self.markets[symbol]['precision']['amount'], DECIMAL_PLACES) def price_to_precision(self, symbol, price): price = self.decimal_to_precision(price, ROUND, self.markets[symbol]['precision']['price'], self.precisionMode) # https://docs.bitfinex.com/docs/introduction#price-precision # The precision level of all trading prices is based on significant figures. # All pairs on Bitfinex use up to 5 significant digits and up to 8 decimals(e.g. 1.2345, 123.45, 1234.5, 0.00012345). # Prices submit with a precision larger than 5 will be cut by the API. return self.decimal_to_precision(price, TRUNCATE, 8, DECIMAL_PLACES) def fetch_time(self, params={}): response = self.publicGetTime(params) # # {"time": 1590379519148} # return self.safe_integer(response, 'time') def fetch_markets(self, params={}): response = self.publicGetMarkets(params) currencies = self.fetch_currencies_from_cache(params) currenciesById = self.index_by(currencies, 'symbol') # # [ # { # "market":"ADA-BTC", # "status":"trading", # "trading" "halted" "auction" # "base":"ADA", # "quote":"BTC", # "pricePrecision":5, # "minOrderInBaseAsset":"100", # "minOrderInQuoteAsset":"0.001", # "orderTypes": ["market", "limit"] # } # ] # result = [] for i in range(0, len(response)): market = response[i] id = self.safe_string(market, 'market') baseId = self.safe_string(market, 'base') quoteId = self.safe_string(market, 'quote') base = self.safe_currency_code(baseId) quote = self.safe_currency_code(quoteId) symbol = base + '/' + quote status = self.safe_string(market, 'status') active = (status == 'trading') baseCurrency = self.safe_value(currenciesById, baseId) amountPrecision = None if baseCurrency is not None: amountPrecision = self.safe_integer(baseCurrency, 'decimals', 8) precision = { 'price': self.safe_integer(market, 'pricePrecision'), 'amount': amountPrecision, } result.append({ 'id': id, 'symbol': symbol, 'base': base, 'quote': quote, 'baseId': baseId, 'quoteId': quoteId, 'info': market, 'active': active, 'precision': precision, 'limits': { 'amount': { 'min': self.safe_float(market, 'minOrderInBaseAsset'), 'max': None, }, 'price': { 'min': None, 'max': None, }, 'cost': { 'min': self.safe_float(market, 'minOrderInQuoteAsset'), 'max': None, }, }, }) return result def fetch_currencies_from_cache(self, params={}): # self method is now redundant # currencies are now fetched before markets options = self.safe_value(self.options, 'fetchCurrencies', {}) timestamp = self.safe_integer(options, 'timestamp') expires = self.safe_integer(options, 'expires', 1000) now = self.milliseconds() if (timestamp is None) or ((now - timestamp) > expires): response = self.publicGetAssets(params) self.options['fetchCurrencies'] = self.extend(options, { 'response': response, 'timestamp': now, }) return self.safe_value(self.options['fetchCurrencies'], 'response') def fetch_currencies(self, params={}): response = self.fetch_currencies_from_cache(params) # # [ # { # "symbol":"ADA", # "name":"Cardano", # "decimals":6, # "depositFee":"0", # "depositConfirmations":15, # "depositStatus":"OK", # "OK", "MAINTENANCE", "DELISTED" # "withdrawalFee":"0.2", # "withdrawalMinAmount":"0.2", # "withdrawalStatus":"OK", # "OK", "MAINTENANCE", "DELISTED" # "networks": ["Mainnet"], # "ETH", "NEO", "ONT", "SEPA", "VET" # "message":"", # }, # ] # result = {} for i in range(0, len(response)): currency = response[i] id = self.safe_string(currency, 'symbol') code = self.safe_currency_code(id) depositStatus = self.safe_value(currency, 'depositStatus') deposit = (depositStatus == 'OK') withdrawalStatus = self.safe_value(currency, 'withdrawalStatus') withdrawal = (withdrawalStatus == 'OK') active = deposit and withdrawal name = self.safe_string(currency, 'name') precision = self.safe_integer(currency, 'decimals', 8) result[code] = { 'id': id, 'info': currency, 'code': code, 'name': name, 'active': active, 'fee': self.safe_float(currency, 'withdrawalFee'), 'precision': precision, 'limits': { 'amount': { 'min': None, 'max': None, }, 'price': { 'min': None, 'max': None, }, 'cost': { 'min': None, 'max': None, }, 'withdraw': { 'min': self.safe_float(currency, 'withdrawalMinAmount'), 'max': None, }, }, } return result def fetch_ticker(self, symbol, params={}): self.load_markets() market = self.market(symbol) request = { 'market': market['id'], } response = self.publicGetTicker24h(self.extend(request, params)) # # { # "market":"ETH-BTC", # "open":"0.022578", # "high":"0.023019", # "low":"0.022573", # "last":"0.023019", # "volume":"25.16366324", # "volumeQuote":"0.57333305", # "bid":"0.023039", # "bidSize":"0.53500578", # "ask":"0.023041", # "askSize":"0.47859202", # "timestamp":1590381666900 # } # return self.parse_ticker(response, market) def parse_ticker(self, ticker, market=None): # # fetchTicker # # { # "market":"ETH-BTC", # "open":"0.022578", # "high":"0.023019", # "low":"0.022573", # "last":"0.023019", # "volume":"25.16366324", # "volumeQuote":"0.57333305", # "bid":"0.023039", # "bidSize":"0.53500578", # "ask":"0.023041", # "askSize":"0.47859202", # "timestamp":1590381666900 # } # marketId = self.safe_string(ticker, 'market') symbol = self.safe_symbol(marketId, market, '-') timestamp = self.safe_integer(ticker, 'timestamp') last = self.safe_float(ticker, 'last') baseVolume = self.safe_float(ticker, 'volume') quoteVolume = self.safe_float(ticker, 'volumeQuote') vwap = self.vwap(baseVolume, quoteVolume) change = None percentage = None average = None open = self.safe_float(ticker, 'open') if (open is not None) and (last is not None): change = last - open if open > 0: percentage = change / open * 100 average = self.sum(open, last) / 2 result = { 'symbol': symbol, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'high': self.safe_float(ticker, 'high'), 'low': self.safe_float(ticker, 'low'), 'bid': self.safe_float(ticker, 'bid'), 'bidVolume': self.safe_float(ticker, 'bidSize'), 'ask': self.safe_float(ticker, 'ask'), 'askVolume': self.safe_float(ticker, 'askSize'), 'vwap': vwap, 'open': open, 'close': last, 'last': last, 'previousClose': None, # previous day close 'change': change, 'percentage': percentage, 'average': average, 'baseVolume': baseVolume, 'quoteVolume': quoteVolume, 'info': ticker, } return result def parse_tickers(self, tickers, symbols=None): result = [] for i in range(0, len(tickers)): result.append(self.parse_ticker(tickers[i])) return self.filter_by_array(result, 'symbol', symbols) def fetch_tickers(self, symbols=None, params={}): self.load_markets() response = self.publicGetTicker24h(params) # # [ # { # "market":"ADA-BTC", # "open":"0.0000059595", # "high":"0.0000059765", # "low":"0.0000059595", # "last":"0.0000059765", # "volume":"2923.172", # "volumeQuote":"0.01743483", # "bid":"0.0000059515", # "bidSize":"1117.630919", # "ask":"0.0000059585", # "askSize":"809.999739", # "timestamp":1590382266324 # } # ] # return self.parse_tickers(response, symbols) def fetch_trades(self, symbol, since=None, limit=None, params={}): self.load_markets() market = self.market(symbol) request = { 'market': market['id'], # 'limit': 500, # default 500, max 1000 # 'start': since, # 'end': self.milliseconds(), # 'tradeIdFrom': '57b1159b-6bf5-4cde-9e2c-6bd6a5678baf', # 'tradeIdTo': '57b1159b-6bf5-4cde-9e2c-6bd6a5678baf', } if limit is not None: request['limit'] = limit if since is not None: request['start'] = since response = self.publicGetMarketTrades(self.extend(request, params)) # # [ # { # "id":"94154c98-6e8b-4e33-92a8-74e33fc05650", # "timestamp":1590382761859, # "amount":"0.06026079", # "price":"8095.3", # "side":"buy" # } # ] # return self.parse_trades(response, market, since, limit) def parse_trade(self, trade, market=None): # # fetchTrades(public) # # { # "id":"94154c98-6e8b-4e33-92a8-74e33fc05650", # "timestamp":1590382761859, # "amount":"0.06026079", # "price":"8095.3", # "side":"buy" # } # # createOrder, fetchOpenOrders, fetchOrders, editOrder(private) # # { # "id":"b0c86aa5-6ed3-4a2d-ba3a-be9a964220f4", # "timestamp":1590505649245, # "amount":"0.249825", # "price":"183.49", # "taker":true, # "fee":"0.12038925", # "feeCurrency":"EUR", # "settled":true # } # # fetchMyTrades(private) # # { # "id":"b0c86aa5-6ed3-4a2d-ba3a-be9a964220f4", # "orderId":"af76d6ce-9f7c-4006-b715-bb5d430652d0", # "timestamp":1590505649245, # "market":"ETH-EUR", # "side":"sell", # "amount":"0.249825", # "price":"183.49", # "taker":true, # "fee":"0.12038925", # "feeCurrency":"EUR", # "settled":true # } # # watchMyTrades(private) # # { # event: 'fill', # timestamp: 1590964470132, # market: 'ETH-EUR', # orderId: '85d082e1-eda4-4209-9580-248281a29a9a', # fillId: '861d2da5-aa93-475c-8d9a-dce431bd4211', # side: 'sell', # amount: '0.1', # price: '211.46', # taker: True, # fee: '0.056', # feeCurrency: 'EUR' # } # price = self.safe_float(trade, 'price') amount = self.safe_float(trade, 'amount') cost = None if (price is not None) and (amount is not None): cost = price * amount timestamp = self.safe_integer(trade, 'timestamp') side = self.safe_string(trade, 'side') id = self.safe_string_2(trade, 'id', 'fillId') marketId = self.safe_integer(trade, 'market') symbol = self.safe_symbol(marketId, market, '-') taker = self.safe_value(trade, 'taker') takerOrMaker = None if taker is not None: takerOrMaker = 'taker' if taker else 'maker' feeCost = self.safe_float(trade, 'fee') fee = None if feeCost is not None: feeCurrencyId = self.safe_string(trade, 'feeCurrency') feeCurrencyCode = self.safe_currency_code(feeCurrencyId) fee = { 'cost': feeCost, 'currency': feeCurrencyCode, } orderId = self.safe_string(trade, 'orderId') return { 'info': trade, 'id': id, 'symbol': symbol, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'order': orderId, 'type': None, 'side': side, 'takerOrMaker': takerOrMaker, 'price': price, 'amount': amount, 'cost': cost, 'fee': fee, } def fetch_order_book(self, symbol, limit=None, params={}): self.load_markets() request = { 'market': self.market_id(symbol), } if limit is not None: request['depth'] = limit response = self.publicGetMarketBook(self.extend(request, params)) # # { # "market":"BTC-EUR", # "nonce":35883831, # "bids":[ # ["8097.4","0.6229099"], # ["8097.2","0.64151283"], # ["8097.1","0.24966294"], # ], # "asks":[ # ["8097.5","1.36916911"], # ["8098.8","0.33462248"], # ["8099.3","1.12908646"], # ] # } # orderbook = self.parse_order_book(response) orderbook['nonce'] = self.safe_integer(response, 'nonce') return orderbook def parse_ohlcv(self, ohlcv, market=None): # # [ # 1590383700000, # "8088.5", # "8088.5", # "8088.5", # "8088.5", # "0.04788623" # ] # 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) request = { 'market': market['id'], 'interval': self.timeframes[timeframe], # 'limit': 1440, # default 1440, max 1440 # 'start': since, # 'end': self.milliseconds(), } if since is not None: request['start'] = since if limit is not None: request['limit'] = limit # default 1440, max 1440 response = self.publicGetMarketCandles(self.extend(request, params)) # # [ # [1590383700000,"8088.5","8088.5","8088.5","8088.5","0.04788623"], # [1590383580000,"8091.3","8091.5","8091.3","8091.5","0.04931221"], # [1590383520000,"8090.3","8092.7","8090.3","8092.5","0.04001286"], # ] # return self.parse_ohlcvs(response, market, timeframe, since, limit) def fetch_balance(self, params={}): self.load_markets() response = self.privateGetBalance(params) # # [ # { # "symbol": "BTC", # "available": "1.57593193", # "inOrder": "0.74832374" # } # ] # result = {'info': response} for i in range(0, len(response)): balance = response[i] currencyId = self.safe_string(balance, 'symbol') code = self.safe_currency_code(currencyId) account = { 'free': self.safe_float(balance, 'available'), 'used': self.safe_float(balance, 'inOrder'), } result[code] = account return self.parse_balance(result) def fetch_deposit_address(self, code, params={}): self.load_markets() currency = self.currency(code) request = { 'symbol': currency['id'], } response = self.privateGetDeposit(self.extend(request, params)) # # { # "address": "0x449889e3234514c45d57f7c5a571feba0c7ad567", # "paymentId": "10002653" # } # address = self.safe_string(response, 'address') tag = self.safe_string(response, 'paymentId') self.check_address(address) return { 'currency': code, 'address': address, 'tag': tag, 'info': response, } def create_order(self, symbol, type, side, amount, price=None, params={}): self.load_markets() market = self.market(symbol) request = { 'market': market['id'], 'side': side, 'orderType': type, # 'market', 'limit', 'stopLoss', 'stopLossLimit', 'takeProfit', 'takeProfitLimit' # 'amount': self.amount_to_precision(symbol, amount), # 'price': self.price_to_precision(symbol, price), # 'amountQuote': self.cost_to_precision(symbol, cost), # 'timeInForce': 'GTC', # 'GTC', 'IOC', 'FOK' # 'selfTradePrevention': 'decrementAndCancel', # 'decrementAndCancel', 'cancelOldest', 'cancelNewest', 'cancelBoth' # 'postOnly': False, # 'disableMarketProtection': False, # don't cancel if the next fill price is 10% worse than the best fill price # 'responseRequired': True, # False is faster } isStopLimit = (type == 'stopLossLimit') or (type == 'takeProfitLimit') isStopMarket = (type == 'stopLoss') or (type == 'takeProfit') if type == 'market': cost = None if price is not None: cost = amount * price else: cost = self.safe_float_2(params, 'cost', 'amountQuote') if cost is not None: precision = market['precision']['price'] request['amountQuote'] = self.decimal_to_precision(cost, TRUNCATE, precision, self.precisionMode) else: request['amount'] = self.amount_to_precision(symbol, amount) params = self.omit(params, ['cost', 'amountQuote']) elif type == 'limit': request['price'] = self.price_to_precision(symbol, price) request['amount'] = self.amount_to_precision(symbol, amount) elif isStopMarket or isStopLimit: stopPrice = self.safe_float_2(params, 'stopPrice', 'triggerAmount') if stopPrice is None: if isStopLimit: raise ArgumentsRequired(self.id + ' createOrder requires a stopPrice parameter for a ' + type + ' order') elif isStopMarket: if price is None: raise ArgumentsRequired(self.id + ' createOrder requires a price argument or a stopPrice parameter for a ' + type + ' order') else: stopPrice = price if isStopLimit: request['price'] = self.price_to_precision(symbol, price) params = self.omit(params, ['stopPrice', 'triggerAmount']) request['triggerAmount'] = self.price_to_precision(symbol, stopPrice) request['triggerType'] = 'price' request['amount'] = self.amount_to_precision(symbol, amount) response = self.privatePostOrder(self.extend(request, params)) # # { # "orderId":"af76d6ce-9f7c-4006-b715-bb5d430652d0", # "market":"ETH-EUR", # "created":1590505649241, # "updated":1590505649241, # "status":"filled", # "side":"sell", # "orderType":"market", # "amount":"0.249825", # "amountRemaining":"0", # "onHold":"0", # "onHoldCurrency":"ETH", # "filledAmount":"0.249825", # "filledAmountQuote":"45.84038925", # "feePaid":"0.12038925", # "feeCurrency":"EUR", # "fills":[ # { # "id":"b0c86aa5-6ed3-4a2d-ba3a-be9a964220f4", # "timestamp":1590505649245, # "amount":"0.249825", # "price":"183.49", # "taker":true, # "fee":"0.12038925", # "feeCurrency":"EUR", # "settled":true # } # ], # "selfTradePrevention":"decrementAndCancel", # "visible":false, # "disableMarketProtection":false # } # return self.parse_order(response, market) def edit_order(self, id, symbol, type, side, amount=None, price=None, params={}): self.load_markets() market = self.market(symbol) request = {} amountRemaining = self.safe_float(params, 'amountRemaining') params = self.omit(params, 'amountRemaining') if price is not None: request['price'] = self.price_to_precision(symbol, price) if amount is not None: request['amount'] = self.amount_to_precision(symbol, amount) if amountRemaining is not None: request['amountRemaining'] = self.amount_to_precision(symbol, amountRemaining) request = self.extend(request, params) if request: request['orderId'] = id request['market'] = market['id'] response = self.privatePutOrder(self.extend(request, params)) return self.parse_order(response, market) else: raise ArgumentsRequired(self.id + ' editOrder() requires an amount argument, or a price argument, or non-empty params') 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) request = { 'orderId': id, 'market': market['id'], } response = self.privateDeleteOrder(self.extend(request, params)) # # { # "orderId": "2e7ce7fc-44e2-4d80-a4a7-d079c4750b61" # } # return self.parse_order(response, market) def cancel_all_orders(self, symbol=None, params={}): self.load_markets() request = {} market = None if symbol is not None: market = self.market(symbol) request['market'] = market['id'] response = self.privateDeleteOrders(self.extend(request, params)) # # [ # { # "orderId": "1be6d0df-d5dc-4b53-a250-3376f3b393e6" # } # ] # return self.parse_orders(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() self.load_markets() market = self.market(symbol) request = { 'orderId': id, 'market': market['id'], } response = self.privateGetOrder(self.extend(request, params)) # # { # "orderId":"af76d6ce-9f7c-4006-b715-bb5d430652d0", # "market":"ETH-EUR", # "created":1590505649241, # "updated":1590505649241, # "status":"filled", # "side":"sell", # "orderType":"market", # "amount":"0.249825", # "amountRemaining":"0", # "onHold":"0", # "onHoldCurrency":"ETH", # "filledAmount":"0.249825", # "filledAmountQuote":"45.84038925", # "feePaid":"0.12038925", # "feeCurrency":"EUR", # "fills":[ # { # "id":"b0c86aa5-6ed3-4a2d-ba3a-be9a964220f4", # "timestamp":1590505649245, # "amount":"0.249825", # "price":"183.49", # "taker":true, # "fee":"0.12038925", # "feeCurrency":"EUR", # "settled":true # } # ], # "selfTradePrevention":"decrementAndCancel", # "visible":false, # "disableMarketProtection":false # } # 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) request = { 'market': market['id'], # 'limit': 500, # 'start': since, # 'end': self.milliseconds(), # 'orderIdFrom': 'af76d6ce-9f7c-4006-b715-bb5d430652d0', # 'orderIdTo': 'af76d6ce-9f7c-4006-b715-bb5d430652d0', } if since is not None: request['start'] = since if limit is not None: request['limit'] = limit # default 500, max 1000 response = self.privateGetOrders(self.extend(request, params)) # # [ # { # "orderId":"af76d6ce-9f7c-4006-b715-bb5d430652d0", # "market":"ETH-EUR", # "created":1590505649241, # "updated":1590505649241, # "status":"filled", # "side":"sell", # "orderType":"market", # "amount":"0.249825", # "amountRemaining":"0", # "onHold":"0", # "onHoldCurrency":"ETH", # "filledAmount":"0.249825", # "filledAmountQuote":"45.84038925", # "feePaid":"0.12038925", # "feeCurrency":"EUR", # "fills":[ # { # "id":"b0c86aa5-6ed3-4a2d-ba3a-be9a964220f4", # "timestamp":1590505649245, # "amount":"0.249825", # "price":"183.49", # "taker":true, # "fee":"0.12038925", # "feeCurrency":"EUR", # "settled":true # } # ], # "selfTradePrevention":"decrementAndCancel", # "visible":false, # "disableMarketProtection":false # } # ] # return self.parse_orders(response, market, since, limit) def fetch_open_orders(self, symbol=None, since=None, limit=None, params={}): self.load_markets() request = { # 'market': market['id'], # rate limit 25 without a market, 1 with market specified } market = None if symbol is not None: market = self.market(symbol) request['market'] = market['id'] response = self.privateGetOrdersOpen(self.extend(request, params)) # # [ # { # "orderId":"af76d6ce-9f7c-4006-b715-bb5d430652d0", # "market":"ETH-EUR", # "created":1590505649241, # "updated":1590505649241, # "status":"filled", # "side":"sell", # "orderType":"market", # "amount":"0.249825", # "amountRemaining":"0", # "onHold":"0", # "onHoldCurrency":"ETH", # "filledAmount":"0.249825", # "filledAmountQuote":"45.84038925", # "feePaid":"0.12038925", # "feeCurrency":"EUR", # "fills":[ # { # "id":"b0c86aa5-6ed3-4a2d-ba3a-be9a964220f4", # "timestamp":1590505649245, # "amount":"0.249825", # "price":"183.49", # "taker":true, # "fee":"0.12038925", # "feeCurrency":"EUR", # "settled":true # } # ], # "selfTradePrevention":"decrementAndCancel", # "visible":false, # "disableMarketProtection":false # } # ] # return self.parse_orders(response, market, since, limit) def parse_order_status(self, status): statuses = { 'new': 'open', 'canceled': 'canceled', 'canceledAuction': 'canceled', 'canceledSelfTradePrevention': 'canceled', 'canceledIOC': 'canceled', 'canceledFOK': 'canceled', 'canceledMarketProtection': 'canceled', 'canceledPostOnly': 'canceled', 'filled': 'closed', 'partiallyFilled': 'open', 'expired': 'canceled', 'rejected': 'canceled', 'awaitingTrigger': 'open', # https://github.com/ccxt/ccxt/issues/8489 } return self.safe_string(statuses, status, status) def parse_order(self, order, market=None): # # cancelOrder, cancelAllOrders # # { # "orderId": "2e7ce7fc-44e2-4d80-a4a7-d079c4750b61" # } # # createOrder, fetchOrder, fetchOpenOrders, fetchOrders, editOrder # # { # "orderId":"af76d6ce-9f7c-4006-b715-bb5d430652d0", # "market":"ETH-EUR", # "created":1590505649241, # "updated":1590505649241, # "status":"filled", # "side":"sell", # "orderType":"market", # "amount":"0.249825", # "amountRemaining":"0", # "price": "183.49", # limit orders only # "onHold":"0", # "onHoldCurrency":"ETH", # "filledAmount":"0.249825", # "filledAmountQuote":"45.84038925", # "feePaid":"0.12038925", # "feeCurrency":"EUR", # "fills":[ # { # "id":"b0c86aa5-6ed3-4a2d-ba3a-be9a964220f4", # "timestamp":1590505649245, # "amount":"0.249825", # "price":"183.49", # "taker":true, # "fee":"0.12038925", # "feeCurrency":"EUR", # "settled":true # } # ], # "selfTradePrevention":"decrementAndCancel", # "visible":false, # "disableMarketProtection":false # "timeInForce": "GTC", # "postOnly": True, # } # id = self.safe_string(order, 'orderId') timestamp = self.safe_integer(order, 'created') marketId = self.safe_string(order, 'market') symbol = self.safe_symbol(marketId, market, '-') status = self.parse_order_status(self.safe_string(order, 'status')) side = self.safe_string(order, 'side') type = self.safe_string(order, 'orderType') price = self.safe_float(order, 'price') amount = self.safe_float(order, 'amount') remaining = self.safe_float(order, 'amountRemaining') filled = self.safe_float(order, 'filledAmount') remainingCost = self.safe_float(order, 'remainingCost') if (remainingCost is not None) and (remainingCost == 0.0): remaining = 0 if (amount is not None) and (remaining is not None): filled = max(0, amount - remaining) cost = self.safe_float(order, 'filledAmountQuote') average = None if cost is not None: if filled: average = cost / filled fee = None feeCost = self.safe_float(order, 'feePaid') if feeCost is not None: feeCurrencyId = self.safe_string(order, 'feeCurrency') feeCurrencyCode = self.safe_currency_code(feeCurrencyId) fee = { 'cost': feeCost, 'currency': feeCurrencyCode, } lastTradeTimestamp = None rawTrades = self.safe_value(order, 'fills') trades = None if rawTrades is not None: trades = self.parse_trades(rawTrades, market, None, None, { 'symbol': symbol, 'order': id, 'side': side, }) numTrades = len(trades) if numTrades > 0: lastTrade = self.safe_value(trades, numTrades - 1) lastTradeTimestamp = lastTrade['timestamp'] timeInForce = self.safe_string(order, 'timeInForce') postOnly = self.safe_value(order, 'postOnly') # https://github.com/ccxt/ccxt/issues/8489 stopPrice = self.safe_float(order, 'triggerPrice') return { 'info': order, 'id': id, 'clientOrderId': None, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'lastTradeTimestamp': lastTradeTimestamp, '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 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) request = { 'market': market['id'], # 'limit': 500, # 'start': since, # 'end': self.milliseconds(), # 'tradeIdFrom': 'af76d6ce-9f7c-4006-b715-bb5d430652d0', # 'tradeIdTo': 'af76d6ce-9f7c-4006-b715-bb5d430652d0', } if since is not None: request['start'] = since if limit is not None: request['limit'] = limit # default 500, max 1000 response = self.privateGetTrades(self.extend(request, params)) # # [ # { # "id":"b0c86aa5-6ed3-4a2d-ba3a-be9a964220f4", # "orderId":"af76d6ce-9f7c-4006-b715-bb5d430652d0", # "timestamp":1590505649245, # "market":"ETH-EUR", # "side":"sell", # "amount":"0.249825", # "price":"183.49", # "taker":true, # "fee":"0.12038925", # "feeCurrency":"EUR", # "settled":true # } # ] # return self.parse_trades(response, market, since, limit) def withdraw(self, code, amount, address, tag=None, params={}): self.check_address(address) self.load_markets() currency = self.currency(code) request = { 'symbol': currency['id'], 'amount': self.currency_to_precision(code, amount), 'address': address, # address or IBAN # 'internal': False, # transfer to another Bitvavo user address, no fees # 'addWithdrawalFee': False, # True = add the fee on top, otherwise the fee is subtracted from the amount } if tag is not None: request['paymentId'] = tag response = self.privatePostWithdrawal(self.extend(request, params)) # # { # "success": True, # "symbol": "BTC", # "amount": "1.5" # } # return self.parse_transaction(response, currency) def fetch_withdrawals(self, code=None, since=None, limit=None, params={}): self.load_markets() request = { # 'symbol': currency['id'], # 'limit': 500, # default 500, max 1000 # 'start': since, # 'end': self.milliseconds(), } currency = None if code is not None: currency = self.currency(code) request['symbol'] = currency['id'] if since is not None: request['start'] = since if limit is not None: request['limit'] = limit # default 500, max 1000 response = self.privateGetWithdrawalHistory(self.extend(request, params)) # # [ # { # "timestamp":1590531212000, # "symbol":"ETH", # "amount":"0.091", # "fee":"0.009", # "status":"awaiting_bitvavo_inspection", # "address":"0xe42b309f1eE9F0cbf7f54CcF3bc2159eBfA6735b", # "paymentId": "10002653", # "txId": "927b3ea50c5bb52c6854152d305dfa1e27fc01d10464cf10825d96d69d235eb3", # } # ] # return self.parse_transactions(response, currency, since, limit) def fetch_deposits(self, code=None, since=None, limit=None, params={}): self.load_markets() request = { # 'symbol': currency['id'], # 'limit': 500, # default 500, max 1000 # 'start': since, # 'end': self.milliseconds(), } currency = None if code is not None: currency = self.currency(code) request['symbol'] = currency['id'] if since is not None: request['start'] = since if limit is not None: request['limit'] = limit # default 500, max 1000 response = self.privateGetDepositHistory(self.extend(request, params)) # # [ # { # "timestamp":1590492401000, # "symbol":"ETH", # "amount":"0.249825", # "fee":"0", # "status":"completed", # "txId":"0x5167b473fd37811f9ef22364c3d54726a859ef9d98934b3a1e11d7baa8d2c2e2" # } # ] # return self.parse_transactions(response, currency, since, limit) def parse_transaction_status(self, status): statuses = { 'awaiting_processing': 'pending', 'awaiting_email_confirmation': 'pending', 'awaiting_bitvavo_inspection': 'pending', 'approved': 'pending', 'sending': 'pending', 'in_mempool': 'pending', 'processed': 'pending', 'completed': 'ok', 'canceled': 'canceled', } return self.safe_string(statuses, status, status) def parse_transaction(self, transaction, currency=None): # # withdraw # # { # "success": True, # "symbol": "BTC", # "amount": "1.5" # } # # fetchWithdrawals # # { # "timestamp": 1542967486256, # "symbol": "BTC", # "amount": "0.99994", # "address": "BitcoinAddress", # "paymentId": "10002653", # "txId": "927b3ea50c5bb52c6854152d305dfa1e27fc01d10464cf10825d96d69d235eb3", # "fee": "0.00006", # "status": "awaiting_processing" # } # # fetchDeposits # # { # "timestamp":1590492401000, # "symbol":"ETH", # "amount":"0.249825", # "fee":"0", # "status":"completed", # "txId":"0x5167b473fd37811f9ef22364c3d54726a859ef9d98934b3a1e11d7baa8d2c2e2" # } # id = None timestamp = self.safe_integer(transaction, 'timestamp') currencyId = self.safe_string(transaction, 'symbol') code = self.safe_currency_code(currencyId, currency) status = self.parse_transaction_status(self.safe_string(transaction, 'status')) amount = self.safe_float(transaction, 'amount') address = self.safe_string(transaction, 'address') txid = self.safe_string(transaction, 'txId') fee = None feeCost = self.safe_float(transaction, 'fee') if feeCost is not None: fee = { 'cost': feeCost, 'currency': code, } type = None if 'success' in transaction: type = 'withdrawal' else: type = 'deposit' if (status is None) else 'withdrawal' tag = self.safe_string(transaction, 'paymentId') return { 'info': transaction, 'id': id, 'txid': txid, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'addressFrom': None, 'address': address, 'addressTo': address, 'tagFrom': None, 'tag': tag, 'tagTo': tag, 'type': type, 'amount': amount, 'currency': code, 'status': status, 'updated': None, 'fee': fee, } def sign(self, path, api='public', method='GET', params={}, headers=None, body=None): query = self.omit(params, self.extract_params(path)) url = '/' + self.version + '/' + self.implode_params(path, params) getOrDelete = (method == 'GET') or (method == 'DELETE') if getOrDelete: if query: url += '?' + self.urlencode(query) if api == 'private': self.check_required_credentials() payload = '' if not getOrDelete: if query: body = self.json(query) payload = body timestamp = str(self.milliseconds()) auth = timestamp + method + url + payload signature = self.hmac(self.encode(auth), self.encode(self.secret)) accessWindow = self.safe_string(self.options, 'BITVAVO-ACCESS-WINDOW', '10000') headers = { 'BITVAVO-ACCESS-KEY': self.apiKey, 'BITVAVO-ACCESS-SIGNATURE': signature, 'BITVAVO-ACCESS-TIMESTAMP': timestamp, 'BITVAVO-ACCESS-WINDOW': accessWindow, } if not getOrDelete: headers['Content-Type'] = 'application/json' url = self.urls['api'][api] + url return {'url': url, 'method': method, 'body': body, 'headers': headers} def handle_errors(self, httpCode, reason, url, method, headers, body, response, requestHeaders, requestBody): if response is None: return # fallback to default error handler # # {"errorCode":308,"error":"The signature length is invalid(HMAC-SHA256 should return a 64 length hexadecimal string)."} # {"errorCode":203,"error":"symbol parameter is required."} # {"errorCode":205,"error":"symbol parameter is invalid."} # errorCode = self.safe_string(response, 'errorCode') error = self.safe_string(response, 'error') if errorCode is not None: feedback = self.id + ' ' + body self.throw_broadly_matched_exception(self.exceptions['broad'], error, feedback) self.throw_exactly_matched_exception(self.exceptions['exact'], errorCode, feedback) raise ExchangeError(feedback) # unknown message