# -*- 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.abstract.luno import ImplicitAPI from ccxt.base.types import Account, Any, Balances, Currencies, Currency, DepositAddress, Int, LedgerEntry, Market, Num, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, TradingFeeInterface from typing import List from ccxt.base.errors import ExchangeError from ccxt.base.errors import ArgumentsRequired from ccxt.base.decimal_to_precision import TICK_SIZE from ccxt.base.precise import Precise class luno(Exchange, ImplicitAPI): def describe(self) -> Any: return self.deep_extend(super(luno, self).describe(), { 'id': 'luno', 'name': 'luno', 'countries': ['GB', 'SG', 'ZA'], # 300 calls per minute = 5 calls per second = 1000ms / 5 = 200ms between requests 'rateLimit': 200, 'version': '1', 'pro': True, 'has': { 'CORS': None, 'spot': True, 'margin': False, 'swap': False, 'future': False, 'option': False, 'addMargin': False, 'borrowCrossMargin': False, 'borrowIsolatedMargin': False, 'borrowMargin': False, 'cancelOrder': True, 'closeAllPositions': False, 'closePosition': False, 'createDepositAddress': True, 'createOrder': True, 'createReduceOnlyOrder': False, 'fetchAccounts': True, 'fetchAllGreeks': False, 'fetchBalance': True, 'fetchBorrowInterest': False, 'fetchBorrowRate': False, 'fetchBorrowRateHistories': False, 'fetchBorrowRateHistory': False, 'fetchBorrowRates': False, 'fetchBorrowRatesPerSymbol': False, 'fetchClosedOrders': True, 'fetchCrossBorrowRate': False, 'fetchCrossBorrowRates': False, 'fetchCurrencies': True, 'fetchDepositAddress': True, 'fetchFundingHistory': False, 'fetchFundingInterval': False, 'fetchFundingIntervals': False, 'fetchFundingRate': False, 'fetchFundingRateHistory': False, 'fetchFundingRates': False, 'fetchGreeks': False, 'fetchIndexOHLCV': False, 'fetchIsolatedBorrowRate': False, 'fetchIsolatedBorrowRates': False, 'fetchIsolatedPositions': False, 'fetchLedger': True, 'fetchLeverage': False, 'fetchLeverages': False, 'fetchLeverageTiers': False, 'fetchLiquidations': False, 'fetchLongShortRatio': False, 'fetchLongShortRatioHistory': False, 'fetchMarginAdjustmentHistory': False, 'fetchMarginMode': False, 'fetchMarginModes': False, 'fetchMarketLeverageTiers': False, 'fetchMarkets': True, 'fetchMarkOHLCV': False, 'fetchMarkPrice': False, 'fetchMarkPrices': False, 'fetchMyLiquidations': False, 'fetchMySettlementHistory': False, 'fetchMyTrades': True, 'fetchOHLCV': True, 'fetchOpenInterest': False, 'fetchOpenInterestHistory': False, 'fetchOpenInterests': False, 'fetchOpenOrders': True, 'fetchOption': False, 'fetchOptionChain': False, 'fetchOrder': True, 'fetchOrderBook': True, 'fetchOrders': True, 'fetchPosition': False, 'fetchPositionForSymbolWs': False, 'fetchPositionHistory': False, 'fetchPositionMode': False, 'fetchPositions': False, 'fetchPositionsForSymbol': False, 'fetchPositionsForSymbolWs': False, 'fetchPositionsHistory': False, 'fetchPositionsRisk': False, 'fetchPremiumIndexOHLCV': False, 'fetchSettlementHistory': False, 'fetchTicker': True, 'fetchTickers': True, 'fetchTrades': True, 'fetchTradingFee': True, 'fetchTradingFees': False, 'fetchUnderlyingAssets': False, 'fetchVolatilityHistory': False, 'reduceMargin': False, 'repayCrossMargin': False, 'repayIsolatedMargin': False, 'setLeverage': False, 'setMargin': False, 'setMarginMode': False, 'setPositionMode': False, }, 'urls': { 'referral': 'https://www.luno.com/invite/44893A', 'logo': 'https://user-images.githubusercontent.com/1294454/27766607-8c1a69d8-5ede-11e7-930c-540b5eb9be24.jpg', 'api': { 'public': 'https://api.luno.com/api', 'private': 'https://api.luno.com/api', 'exchange': 'https://api.luno.com/api/exchange', 'exchangePrivate': 'https://api.luno.com/api/exchange', }, 'www': 'https://www.luno.com', 'doc': [ 'https://www.luno.com/en/api', 'https://npmjs.org/package/bitx', 'https://github.com/bausmeier/node-bitx', ], }, 'api': { 'exchange': { 'get': { 'markets': 1, }, }, 'exchangePrivate': { 'get': { 'candles': 1, }, }, 'public': { 'get': { 'orderbook': 1, 'orderbook_top': 1, 'ticker': 1, 'tickers': 1, 'trades': 1, }, }, 'private': { 'get': { 'accounts/{id}/pending': 1, 'accounts/{id}/transactions': 1, 'balance': 1, 'beneficiaries': 1, 'send/networks': 1, 'fee_info': 1, 'funding_address': 1, 'listorders': 1, 'listtrades': 1, 'send_fee': 1, 'orders/{id}': 1, 'withdrawals': 1, 'withdrawals/{id}': 1, 'transfers': 1, # GET /api/exchange/1/move # GET /api/exchange/1/move/list_moves # GET /api/exchange/1/candles # GET /api/exchange/1/transfers # GET /api/exchange/2/listorders # GET /api/exchange/2/orders/{id} # GET /api/exchange/3/order }, 'post': { 'accounts': 1, 'address/validate': 1, 'postorder': 1, 'marketorder': 1, 'stoporder': 1, 'funding_address': 1, 'withdrawals': 1, 'send': 1, 'oauth2/grant': 1, 'beneficiaries': 1, # POST /api/exchange/1/move }, 'put': { 'accounts/{id}/name': 1, }, 'delete': { 'withdrawals/{id}': 1, 'beneficiaries/{id}': 1, }, }, }, 'timeframes': { '1m': 60, '5m': 300, '15m': 900, '30m': 1800, '1h': 3600, '3h': 10800, '4h': 14400, '1d': 86400, '3d': 259200, '1w': 604800, }, 'fees': { 'trading': { 'tierBased': True, # based on volume from your primary currency(not the same for everyone) 'percentage': True, 'taker': self.parse_number('0.001'), 'maker': self.parse_number('0'), }, }, 'precisionMode': TICK_SIZE, 'features': { 'spot': { 'sandbox': False, 'fetchCurrencies': { 'private': True, }, 'createOrder': { 'marginMode': False, 'triggerPrice': True, # todo 'triggerPriceType': None, 'triggerDirection': True, # todo 'stopLossPrice': False, # todo 'takeProfitPrice': False, # todo 'attachedStopLossTakeProfit': None, 'timeInForce': { 'IOC': True, 'FOK': True, 'PO': True, 'GTD': False, }, 'hedged': False, 'trailing': False, 'leverage': False, 'marketBuyByCost': True, 'marketBuyRequiresPrice': False, 'selfTradePrevention': False, 'iceberg': False, }, 'createOrders': None, 'fetchMyTrades': { 'marginMode': False, 'limit': 1000, 'daysBack': 100000, # todo 'untilDays': 100000, # todo 'symbolRequired': True, }, 'fetchOrder': { 'marginMode': False, 'trigger': False, 'trailing': False, 'symbolRequired': False, }, 'fetchOpenOrders': { 'marginMode': False, 'limit': 1000, 'trigger': False, 'trailing': False, 'symbolRequired': False, }, 'fetchOrders': { 'marginMode': False, 'limit': 1000, 'daysBack': 100000, 'untilDays': None, 'trigger': False, 'trailing': False, 'symbolRequired': False, }, 'fetchClosedOrders': { 'marginMode': False, 'limit': 1000, 'daysBack': 100000, 'daysBackCanceled': 1, 'untilDays': None, 'trigger': False, 'trailing': False, 'symbolRequired': False, }, 'fetchOHLCV': { 'limit': None, }, }, 'swap': { 'linear': None, 'inverse': None, }, 'future': { 'linear': None, 'inverse': None, }, }, }) def fetch_currencies(self, params={}) -> Currencies: """ fetches all available currencies on an exchange :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an associative dictionary of currencies """ if not self.check_required_credentials(False): return {} response = self.privateGetSendNetworks(params) # # { # "networks": [ # { # "id": 0, # "name": "Ethereum", # "native_currency": "ETH" # }, # ... # ] # } # currenciesData = self.safe_list(response, 'data', []) result: dict = {} for i in range(0, len(currenciesData)): networkEntry = currenciesData[i] id = self.safe_string(networkEntry, 'native_currency') code = self.safe_currency_code(id) if not (code in result): result[code] = { 'id': id, 'code': code, 'precision': None, 'type': None, 'name': None, 'active': None, 'deposit': None, 'withdraw': None, 'fee': None, 'limits': { 'withdraw': { 'min': None, 'max': None, }, 'deposit': { 'min': None, 'max': None, }, }, 'networks': {}, 'info': {}, } networkId = self.safe_string(networkEntry, 'name') networkCode = self.network_id_to_code(networkId) result[code]['networks'][networkCode] = { 'id': networkId, 'network': networkCode, 'limits': { 'withdraw': { 'min': None, 'max': None, }, 'deposit': { 'min': None, 'max': None, }, }, 'active': None, 'deposit': None, 'withdraw': None, 'fee': None, 'precision': None, 'info': networkEntry, } # add entry in info info = self.safe_list(result[code], 'info', []) info.append(networkEntry) result[code]['info'] = info # only after all entries are formed in currencies, restructure each entry allKeys = list(result.keys()) for i in range(0, len(allKeys)): code = allKeys[i] result[code] = self.safe_currency_structure(result[code]) # self is needed after adding network entry return result def fetch_markets(self, params={}) -> List[Market]: """ retrieves data on all markets for luno https://www.luno.com/en/developers/api#tag/Market/operation/Markets :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: an array of objects representing market data """ response = self.exchangeGetMarkets(params) # # { # "markets":[ # { # "market_id":"BCHXBT", # "trading_status":"ACTIVE", # "base_currency":"BCH", # "counter_currency":"XBT", # "min_volume":"0.01", # "max_volume":"100.00", # "volume_scale":2, # "min_price":"0.0001", # "max_price":"1.00", # "price_scale":6, # "fee_scale":8, # }, # ] # } # result = [] markets = self.safe_value(response, 'markets', []) for i in range(0, len(markets)): market = markets[i] id = self.safe_string(market, 'market_id') baseId = self.safe_string(market, 'base_currency') quoteId = self.safe_string(market, 'counter_currency') base = self.safe_currency_code(baseId) quote = self.safe_currency_code(quoteId) status = self.safe_string(market, 'trading_status') result.append({ 'id': id, 'symbol': base + '/' + quote, 'base': base, 'quote': quote, 'settle': None, 'baseId': baseId, 'quoteId': quoteId, 'settleId': None, 'type': 'spot', 'spot': True, 'margin': False, 'swap': False, 'future': False, 'option': False, 'active': (status == 'ACTIVE'), 'contract': False, 'linear': None, 'inverse': None, 'contractSize': None, 'expiry': None, 'expiryDatetime': None, 'strike': None, 'optionType': None, 'precision': { 'amount': self.parse_number(self.parse_precision(self.safe_string(market, 'volume_scale'))), 'price': self.parse_number(self.parse_precision(self.safe_string(market, 'price_scale'))), }, 'limits': { 'leverage': { 'min': None, 'max': None, }, 'amount': { 'min': self.safe_number(market, 'min_volume'), 'max': self.safe_number(market, 'max_volume'), }, 'price': { 'min': self.safe_number(market, 'min_price'), 'max': self.safe_number(market, 'max_price'), }, 'cost': { 'min': None, 'max': None, }, }, 'created': None, 'info': market, }) return result def fetch_accounts(self, params={}) -> List[Account]: """ fetch all the accounts associated with a profile https://www.luno.com/en/developers/api#tag/Accounts/operation/getBalances :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a dictionary of `account structures ` indexed by the account type """ response = self.privateGetBalance(params) wallets = self.safe_value(response, 'balance', []) result = [] for i in range(0, len(wallets)): account = wallets[i] accountId = self.safe_string(account, 'account_id') currencyId = self.safe_string(account, 'asset') code = self.safe_currency_code(currencyId) result.append({ 'id': accountId, 'type': None, 'currency': code, 'info': account, }) return result def parse_balance(self, response) -> Balances: wallets = self.safe_value(response, 'balance', []) result: dict = { 'info': response, 'timestamp': None, 'datetime': None, } for i in range(0, len(wallets)): wallet = wallets[i] currencyId = self.safe_string(wallet, 'asset') code = self.safe_currency_code(currencyId) reserved = self.safe_string(wallet, 'reserved') unconfirmed = self.safe_string(wallet, 'unconfirmed') balance = self.safe_string(wallet, 'balance') reservedUnconfirmed = Precise.string_add(reserved, unconfirmed) balanceUnconfirmed = Precise.string_add(balance, unconfirmed) if code in result: result[code]['used'] = Precise.string_add(result[code]['used'], reservedUnconfirmed) result[code]['total'] = Precise.string_add(result[code]['total'], balanceUnconfirmed) else: account = self.account() account['used'] = reservedUnconfirmed account['total'] = balanceUnconfirmed result[code] = account return self.safe_balance(result) def fetch_balance(self, params={}) -> Balances: """ query for balance and get the amount of funds available for trading or funds locked in orders https://www.luno.com/en/developers/api#tag/Accounts/operation/getBalances :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `balance structure ` """ self.load_markets() response = self.privateGetBalance(params) # # { # "balance": [ # {'account_id': '119...1336','asset': 'XBT','balance': '0.00','reserved': '0.00',"unconfirmed": "0.00"}, # {'account_id': '66...289','asset': 'XBT','balance': '0.00','reserved': '0.00',"unconfirmed": "0.00"}, # {'account_id': '718...5300','asset': 'ETH','balance': '0.00','reserved': '0.00',"unconfirmed": "0.00"}, # {'account_id': '818...7072','asset': 'ZAR','balance': '0.001417','reserved': '0.00',"unconfirmed": "0.00"}]} # ] # } # return self.parse_balance(response) def fetch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook: """ fetches information on open orders with bid(buy) and ask(sell) prices, volumes and other data https://www.luno.com/en/developers/api#tag/Market/operation/GetOrderBookFull https://www.luno.com/en/developers/api#tag/Market/operation/GetOrderBook :param str symbol: unified symbol of the market to fetch the order book for :param int [limit]: the maximum amount of order book entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures ` indexed by market symbols """ self.load_markets() market = self.market(symbol) request: dict = { 'pair': market['id'], } response = None if limit is not None and limit <= 100: response = self.publicGetOrderbookTop(self.extend(request, params)) else: response = self.publicGetOrderbook(self.extend(request, params)) timestamp = self.safe_integer(response, 'timestamp') return self.parse_order_book(response, market['symbol'], timestamp, 'bids', 'asks', 'price', 'volume') def parse_order_status(self, status: Str): statuses: dict = { # todo add other statuses 'PENDING': 'open', } return self.safe_string(statuses, status, status) def parse_order(self, order: dict, market: Market = None) -> Order: # # { # "base": "string", # "completed_timestamp": "string", # "counter": "string", # "creation_timestamp": "string", # "expiration_timestamp": "string", # "fee_base": "string", # "fee_counter": "string", # "limit_price": "string", # "limit_volume": "string", # "order_id": "string", # "pair": "string", # "state": "PENDING", # "type": "BID" # } # timestamp = self.safe_integer(order, 'creation_timestamp') status = self.parse_order_status(self.safe_string(order, 'state')) status = status if (status == 'open') else status side = None orderType = self.safe_string(order, 'type') if (orderType == 'ASK') or (orderType == 'SELL'): side = 'sell' elif (orderType == 'BID') or (orderType == 'BUY'): side = 'buy' marketId = self.safe_string(order, 'pair') market = self.safe_market(marketId, market) price = self.safe_string(order, 'limit_price') amount = self.safe_string(order, 'limit_volume') quoteFee = self.safe_number(order, 'fee_counter') baseFee = self.safe_number(order, 'fee_base') filled = self.safe_string(order, 'base') cost = self.safe_string(order, 'counter') fee = None if quoteFee is not None: fee = { 'cost': quoteFee, 'currency': market['quote'], } elif baseFee is not None: fee = { 'cost': baseFee, 'currency': market['base'], } id = self.safe_string(order, 'order_id') return self.safe_order({ 'id': id, 'clientOrderId': None, 'datetime': self.iso8601(timestamp), 'timestamp': timestamp, 'lastTradeTimestamp': None, 'status': status, 'symbol': market['symbol'], 'type': None, 'timeInForce': None, 'postOnly': None, 'side': side, 'price': price, 'triggerPrice': None, 'amount': amount, 'filled': filled, 'cost': cost, 'remaining': None, 'trades': None, 'fee': fee, 'info': order, 'average': None, }, market) def fetch_order(self, id: str, symbol: Str = None, params={}): """ fetches information on an order made by the user https://www.luno.com/en/developers/api#tag/Orders/operation/GetOrder :param str id: order id :param str symbol: not used by luno fetchOrder :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: An `order structure ` """ self.load_markets() request: dict = { 'id': id, } response = self.privateGetOrdersId(self.extend(request, params)) return self.parse_order(response) def fetch_orders_by_state(self, state: Str, symbol: Str = None, since: Int = None, limit: Int = None, params={}): self.load_markets() request: dict = {} market = None if state is not None: request['state'] = state if symbol is not None: market = self.market(symbol) request['pair'] = market['id'] response = self.privateGetListorders(self.extend(request, params)) orders = self.safe_list(response, 'orders', []) return self.parse_orders(orders, market, since, limit) def fetch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]: """ fetches information on multiple orders made by the user https://www.luno.com/en/developers/api#tag/Orders/operation/ListOrders :param str symbol: unified market symbol of the market orders were made in :param int [since]: the earliest time in ms to fetch orders for :param int [limit]: the maximum number of order structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :returns Order[]: a list of `order structures ` """ return self.fetch_orders_by_state(None, symbol, since, limit, params) def fetch_open_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]: """ fetch all unfilled currently open orders https://www.luno.com/en/developers/api#tag/Orders/operation/ListOrders :param str symbol: unified market symbol :param int [since]: the earliest time in ms to fetch open orders for :param int [limit]: the maximum number of open orders structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :returns Order[]: a list of `order structures ` """ return self.fetch_orders_by_state('PENDING', symbol, since, limit, params) def fetch_closed_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]: """ fetches information on multiple closed orders made by the user https://www.luno.com/en/developers/api#tag/Orders/operation/ListOrders :param str symbol: unified market symbol of the market orders were made in :param int [since]: the earliest time in ms to fetch orders for :param int [limit]: the maximum number of order structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :returns Order[]: a list of `order structures ` """ return self.fetch_orders_by_state('COMPLETE', symbol, since, limit, params) def parse_ticker(self, ticker: dict, market: Market = None) -> Ticker: # { # "pair":"XBTAUD", # "timestamp":1642201439301, # "bid":"59972.30000000", # "ask":"59997.99000000", # "last_trade":"59997.99000000", # "rolling_24_hour_volume":"1.89510000", # "status":"ACTIVE" # } timestamp = self.safe_integer(ticker, 'timestamp') marketId = self.safe_string(ticker, 'pair') symbol = self.safe_symbol(marketId, market) last = self.safe_string(ticker, 'last_trade') return self.safe_ticker({ 'symbol': symbol, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'high': None, 'low': None, 'bid': self.safe_string(ticker, 'bid'), 'bidVolume': None, 'ask': self.safe_string(ticker, 'ask'), 'askVolume': None, 'vwap': None, 'open': None, 'close': last, 'last': last, 'previousClose': None, 'change': None, 'percentage': None, 'average': None, 'baseVolume': self.safe_string(ticker, 'rolling_24_hour_volume'), 'quoteVolume': None, 'info': ticker, }, market) def fetch_tickers(self, symbols: Strings = None, params={}) -> Tickers: """ fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market https://www.luno.com/en/developers/api#tag/Market/operation/GetTickers :param str[]|None symbols: unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a dictionary of `ticker structures ` """ self.load_markets() symbols = self.market_symbols(symbols) response = self.publicGetTickers(params) tickers = self.index_by(response['tickers'], 'pair') ids = list(tickers.keys()) result: dict = {} for i in range(0, len(ids)): id = ids[i] market = self.safe_market(id) symbol = market['symbol'] ticker = tickers[id] result[symbol] = self.parse_ticker(ticker, market) return self.filter_by_array_tickers(result, 'symbol', symbols) def fetch_ticker(self, symbol: str, params={}) -> Ticker: """ fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market https://www.luno.com/en/developers/api#tag/Market/operation/GetTicker :param str symbol: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `ticker structure ` """ self.load_markets() market = self.market(symbol) request: dict = { 'pair': market['id'], } response = self.publicGetTicker(self.extend(request, params)) # { # "pair":"XBTAUD", # "timestamp":1642201439301, # "bid":"59972.30000000", # "ask":"59997.99000000", # "last_trade":"59997.99000000", # "rolling_24_hour_volume":"1.89510000", # "status":"ACTIVE" # } return self.parse_ticker(response, market) def parse_trade(self, trade: dict, market: Market = None) -> Trade: # # fetchTrades(public) # # { # "sequence":276989, # "timestamp":1648651276949, # "price":"35773.20000000", # "volume":"0.00300000", # "is_buy":false # } # # fetchMyTrades(private) # # { # "pair":"LTCXBT", # "sequence":3256813, # "order_id":"BXEX6XHHDT5EGW2", # "type":"ASK", # "timestamp":1648652135235, # "price":"0.002786", # "volume":"0.10", # "base":"0.10", # "counter":"0.0002786", # "fee_base":"0.0001", # "fee_counter":"0.00", # "is_buy":false, # "client_order_id":"" # } # # For public trade data(is_buy is True) indicates 'buy' side but for private trade data # is_buy indicates maker or taker. The value of "type"(ASK/BID) indicate sell/buy side. # Private trade data includes ID field which public trade data does not. orderId = self.safe_string(trade, 'order_id') id = self.safe_string(trade, 'sequence') takerOrMaker = None side = None if orderId is not None: type = self.safe_string(trade, 'type') if (type == 'ASK') or (type == 'SELL'): side = 'sell' elif (type == 'BID') or (type == 'BUY'): side = 'buy' if side == 'sell' and trade['is_buy']: takerOrMaker = 'maker' elif side == 'buy' and not trade['is_buy']: takerOrMaker = 'maker' else: takerOrMaker = 'taker' else: side = 'buy' if trade['is_buy'] else 'sell' feeBaseString = self.safe_string(trade, 'fee_base') feeCounterString = self.safe_string(trade, 'fee_counter') feeCurrency = None feeCost = None if feeBaseString is not None: if not Precise.string_equals(feeBaseString, '0.0'): feeCurrency = market['base'] feeCost = feeBaseString elif feeCounterString is not None: if not Precise.string_equals(feeCounterString, '0.0'): feeCurrency = market['quote'] feeCost = feeCounterString timestamp = self.safe_integer(trade, 'timestamp') return self.safe_trade({ 'info': trade, 'id': id, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'symbol': market['symbol'], 'order': orderId, 'type': None, 'side': side, 'takerOrMaker': takerOrMaker, 'price': self.safe_string(trade, 'price'), 'amount': self.safe_string_2(trade, 'volume', 'base'), # Does not include potential fee costs 'cost': self.safe_string(trade, 'counter'), 'fee': { 'cost': feeCost, 'currency': feeCurrency, }, }, market) def fetch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]: """ get the list of most recent trades for a particular symbol https://www.luno.com/en/developers/api#tag/Market/operation/ListTrades :param str symbol: unified symbol of the market to fetch trades for :param int [since]: timestamp in ms of the earliest trade to fetch :param int [limit]: the maximum amount of trades to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns Trade[]: a list of `trade structures ` """ self.load_markets() market = self.market(symbol) request: dict = { 'pair': market['id'], } if since is not None: request['since'] = since response = self.publicGetTrades(self.extend(request, params)) # # { # "trades":[ # { # "sequence":276989, # "timestamp":1648651276949, # "price":"35773.20000000", # "volume":"0.00300000", # "is_buy":false # },... # ] # } # trades = self.safe_list(response, 'trades', []) return self.parse_trades(trades, market, since, limit) def fetch_ohlcv(self, symbol: str, timeframe: str = '1m', since: Int = None, limit: Int = None, params={}): """ https://www.luno.com/en/developers/api#tag/Market/operation/GetCandles fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market :param str symbol: unified symbol of the market to fetch OHLCV data for :param str timeframe: the length of time each candle represents :param int [since]: timestamp in ms of the earliest candle to fetch :param int [limit]: the maximum amount of candles to fetch :param dict params: extra parameters specific to the luno api endpoint :returns int[][]: A list of candles ordered, open, high, low, close, volume """ self.load_markets() market = self.market(symbol) request: dict = { 'duration': self.safe_value(self.timeframes, timeframe, timeframe), 'pair': market['id'], } if since is not None: request['since'] = self.parse_to_int(since) else: duration = 1000 * 1000 * self.parse_timeframe(timeframe) request['since'] = self.milliseconds() - duration response = self.exchangePrivateGetCandles(self.extend(request, params)) # # { # "candles": [ # { # "timestamp": 1664055240000, # "open": "19612.65", # "close": "19612.65", # "high": "19612.65", # "low": "19612.65", # "volume": "0.00" # },... # ], # "duration": 60, # "pair": "XBTEUR" # } # ohlcvs = self.safe_list(response, 'candles', []) return self.parse_ohlcvs(ohlcvs, market, timeframe, since, limit) def parse_ohlcv(self, ohlcv, market: Market = None) -> list: # { # "timestamp": 1664055240000, # "open": "19612.65", # "close": "19612.65", # "high": "19612.65", # "low": "19612.65", # "volume": "0.00" # } return [ self.safe_integer(ohlcv, 'timestamp'), self.safe_number(ohlcv, 'open'), self.safe_number(ohlcv, 'high'), self.safe_number(ohlcv, 'low'), self.safe_number(ohlcv, 'close'), self.safe_number(ohlcv, 'volume'), ] def fetch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}): """ fetch all trades made by the user https://www.luno.com/en/developers/api#tag/Orders/operation/ListUserTrades :param str symbol: unified market symbol :param int [since]: the earliest time in ms to fetch trades for :param int [limit]: the maximum number of trades structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :returns Trade[]: a list of `trade structures ` """ if symbol is None: raise ArgumentsRequired(self.id + ' fetchMyTrades() requires a symbol argument') self.load_markets() market = self.market(symbol) request: dict = { 'pair': market['id'], } if since is not None: request['since'] = since if limit is not None: request['limit'] = limit response = self.privateGetListtrades(self.extend(request, params)) # # { # "trades":[ # { # "pair":"LTCXBT", # "sequence":3256813, # "order_id":"BXEX6XHHDT5EGW2", # "type":"ASK", # "timestamp":1648652135235, # "price":"0.002786", # "volume":"0.10", # "base":"0.10", # "counter":"0.0002786", # "fee_base":"0.0001", # "fee_counter":"0.00", # "is_buy":false, # "client_order_id":"" # },... # ] # } # trades = self.safe_list(response, 'trades', []) return self.parse_trades(trades, market, since, limit) def fetch_trading_fee(self, symbol: str, params={}) -> TradingFeeInterface: """ fetch the trading fees for a market https://www.luno.com/en/developers/api#tag/Orders/operation/getFeeInfo :param str symbol: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `fee structure ` """ self.load_markets() market = self.market(symbol) request: dict = { 'pair': market['id'], } response = self.privateGetFeeInfo(self.extend(request, params)) # # { # "maker_fee": "0.00250000", # "taker_fee": "0.00500000", # "thirty_day_volume": "0" # } # return { 'info': response, 'symbol': symbol, 'maker': self.safe_number(response, 'maker_fee'), 'taker': self.safe_number(response, 'taker_fee'), 'percentage': None, 'tierBased': None, } def create_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}): """ create a trade order https://www.luno.com/en/developers/api#tag/Orders/operation/PostMarketOrder https://www.luno.com/en/developers/api#tag/Orders/operation/PostLimitOrder :param str symbol: unified symbol of the market to create an order in :param str type: 'market' or 'limit' :param str side: 'buy' or 'sell' :param float amount: how much of currency you want to trade in units of base currency :param float [price]: the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an `order structure ` """ self.load_markets() market = self.market(symbol) request: dict = { 'pair': market['id'], } response = None if type == 'market': request['type'] = side.upper() # todo add createMarketBuyOrderRequires price logic is implemented in the other exchanges if side == 'buy': request['counter_volume'] = self.amount_to_precision(market['symbol'], amount) else: request['base_volume'] = self.amount_to_precision(market['symbol'], amount) response = self.privatePostMarketorder(self.extend(request, params)) else: request['volume'] = self.amount_to_precision(market['symbol'], amount) request['price'] = self.price_to_precision(market['symbol'], price) request['type'] = 'BID' if (side == 'buy') else 'ASK' response = self.privatePostPostorder(self.extend(request, params)) return self.safe_order({ 'info': response, 'id': response['order_id'], }, market) def cancel_order(self, id: str, symbol: Str = None, params={}): """ cancels an open order https://www.luno.com/en/developers/api#tag/Orders/operation/StopOrder :param str id: order id :param str symbol: unified symbol of the market the order was made in :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: An `order structure ` """ self.load_markets() request: dict = { 'order_id': id, } response = self.privatePostStoporder(self.extend(request, params)) # # { # "success": True # } # return self.safe_order({ 'info': response, }) def fetch_ledger_by_entries(self, code: Str = None, entry=None, limit=None, params={}): # by default without entry number or limit number, return most recent entry if entry is None: entry = -1 if limit is None: limit = 1 since = None request: dict = { 'min_row': entry, 'max_row': self.sum(entry, limit), } return self.fetch_ledger(code, since, limit, self.extend(request, params)) def fetch_ledger(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[LedgerEntry]: """ fetch the history of changes, actions done by the user or operations that altered the balance of the user https://www.luno.com/en/developers/api#tag/Accounts/operation/ListTransactions :param str [code]: unified currency code, default is None :param int [since]: timestamp in ms of the earliest ledger entry, default is None :param int [limit]: max number of ledger entries to return, default is None :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `ledger structure ` """ self.load_markets() self.load_accounts() currency = None id = self.safe_string(params, 'id') # account id min_row = self.safe_value(params, 'min_row') max_row = self.safe_value(params, 'max_row') if id is None: if code is None: raise ArgumentsRequired(self.id + ' fetchLedger() requires a currency code argument if no account id specified in params') currency = self.currency(code) accountsByCurrencyCode = self.index_by(self.accounts, 'currency') account = self.safe_value(accountsByCurrencyCode, code) if account is None: raise ExchangeError(self.id + ' fetchLedger() could not find account id for ' + code) id = account['id'] if min_row is None and max_row is None: max_row = 0 # Default to most recent transactions min_row = -1000 # Maximum number of records supported elif min_row is None or max_row is None: raise ExchangeError(self.id + " fetchLedger() require both params 'max_row' and 'min_row' or neither to be defined") if limit is not None and max_row - min_row > limit: if max_row <= 0: min_row = max_row - limit elif min_row > 0: max_row = min_row + limit if max_row - min_row > 1000: raise ExchangeError(self.id + " fetchLedger() requires the params 'max_row' - 'min_row' <= 1000") request: dict = { 'id': id, 'min_row': min_row, 'max_row': max_row, } response = self.privateGetAccountsIdTransactions(self.extend(params, request)) entries = self.safe_value(response, 'transactions', []) return self.parse_ledger(entries, currency, since, limit) def parse_ledger_comment(self, comment): words = comment.split(' ') types: dict = { 'Withdrawal': 'fee', 'Trading': 'fee', 'Payment': 'transaction', 'Sent': 'transaction', 'Deposit': 'transaction', 'Received': 'transaction', 'Released': 'released', 'Reserved': 'reserved', 'Sold': 'trade', 'Bought': 'trade', 'Failure': 'failed', } referenceId = None firstWord = self.safe_string(words, 0) thirdWord = self.safe_string(words, 2) fourthWord = self.safe_string(words, 3) type = self.safe_string(types, firstWord, None) if (type is None) and (thirdWord == 'fee'): type = 'fee' if (type == 'reserved') and (fourthWord == 'order'): referenceId = self.safe_string(words, 4) return { 'type': type, 'referenceId': referenceId, } def parse_ledger_entry(self, entry, currency: Currency = None) -> LedgerEntry: # details = self.safe_value(entry, 'details', {}) id = self.safe_string(entry, 'row_index') account_id = self.safe_string(entry, 'account_id') timestamp = self.safe_integer(entry, 'timestamp') currencyId = self.safe_string(entry, 'currency') code = self.safe_currency_code(currencyId, currency) currency = self.safe_currency(currencyId, currency) available_delta = self.safe_string(entry, 'available_delta') balance_delta = self.safe_string(entry, 'balance_delta') after = self.safe_string(entry, 'balance') comment = self.safe_string(entry, 'description') before = after amount = '0.0' result = self.parse_ledger_comment(comment) type = result['type'] referenceId = result['referenceId'] direction = None status = None if not Precise.string_equals(balance_delta, '0.0'): before = Precise.string_sub(after, balance_delta) status = 'ok' amount = Precise.string_abs(balance_delta) elif Precise.string_lt(available_delta, '0.0'): status = 'pending' amount = Precise.string_abs(available_delta) elif Precise.string_gt(available_delta, '0.0'): status = 'canceled' amount = Precise.string_abs(available_delta) if Precise.string_gt(balance_delta, '0') or Precise.string_gt(available_delta, '0'): direction = 'in' elif Precise.string_lt(balance_delta, '0') or Precise.string_lt(available_delta, '0'): direction = 'out' return self.safe_ledger_entry({ 'info': entry, 'id': id, 'direction': direction, 'account': account_id, 'referenceId': referenceId, 'referenceAccount': None, 'type': type, 'currency': code, 'amount': self.parse_to_numeric(amount), 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'before': self.parse_to_numeric(before), 'after': self.parse_to_numeric(after), 'status': status, 'fee': None, }, currency) def create_deposit_address(self, code: str, params={}) -> DepositAddress: """ create a currency deposit address https://www.luno.com/en/developers/api#tag/Receive/operation/createFundingAddress :param str code: unified currency code of the currency for the deposit address :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.name]: an optional name for the new address :param int [params.account_id]: an optional account id for the new address :returns dict: an `address structure ` """ self.load_markets() currency = self.currency(code) request: dict = { 'asset': currency['id'], } response = self.privatePostFundingAddress(self.extend(request, params)) # # { # "account_id": "string", # "address": "string", # "address_meta": [ # { # "label": "string", # "value": "string" # } # ], # "asset": "string", # "assigned_at": 0, # "name": "string", # "network": 0, # "qr_code_uri": "string", # "receive_fee": "string", # "total_received": "string", # "total_unconfirmed": "string" # } # return self.parse_deposit_address(response, currency) def fetch_deposit_address(self, code: str, params={}) -> DepositAddress: """ fetch the deposit address for a currency associated with self account https://www.luno.com/en/developers/api#tag/Receive/operation/getFundingAddress :param str code: unified currency code :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.address]: a specific cryptocurrency address to retrieve :returns dict: an `address structure ` """ self.load_markets() currency = self.currency(code) request: dict = { 'asset': currency['id'], } response = self.privateGetFundingAddress(self.extend(request, params)) # # { # "account_id": "string", # "address": "string", # "address_meta": [ # { # "label": "string", # "value": "string" # } # ], # "asset": "string", # "assigned_at": 0, # "name": "string", # "network": 0, # "qr_code_uri": "string", # "receive_fee": "string", # "total_received": "string", # "total_unconfirmed": "string" # } # return self.parse_deposit_address(response, currency) def parse_deposit_address(self, depositAddress, currency: Currency = None) -> DepositAddress: # # { # "account_id": "string", # "address": "string", # "address_meta": [ # { # "label": "string", # "value": "string" # } # ], # "asset": "string", # "assigned_at": 0, # "name": "string", # "network": 0, # "qr_code_uri": "string", # "receive_fee": "string", # "total_received": "string", # "total_unconfirmed": "string" # } # currencyId = self.safe_string_upper(depositAddress, 'currency') code = self.safe_currency_code(currencyId, currency) return { 'info': depositAddress, 'currency': code, 'network': None, 'address': self.safe_string(depositAddress, 'address'), 'tag': self.safe_string(depositAddress, 'name'), } def sign(self, path, api='public', method='GET', params={}, headers=None, body=None): url = self.urls['api'][api] + '/' + self.version + '/' + self.implode_params(path, params) query = self.omit(params, self.extract_params(path)) if query: url += '?' + self.urlencode(query) if (api == 'private') or (api == 'exchangePrivate'): self.check_required_credentials() auth = self.string_to_base64(self.apiKey + ':' + self.secret) headers = { 'Authorization': 'Basic ' + auth, } return {'url': url, 'method': method, 'body': body, 'headers': headers} def handle_errors(self, httpCode: int, reason: str, url: str, method: str, headers: dict, body: str, response, requestHeaders, requestBody): if response is None: return None error = self.safe_value(response, 'error') if error is not None: raise ExchangeError(self.id + ' ' + self.json(response)) return None