Files
ccxt_with_mt5/ccxt/async_support/mercado.py
lz_db 0fab423a18 add
2025-11-16 12:31:03 +08:00

951 lines
39 KiB
Python

# -*- coding: utf-8 -*-
# PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
# https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
from ccxt.async_support.base.exchange import Exchange
from ccxt.abstract.mercado import ImplicitAPI
import hashlib
from ccxt.base.types import Any, Balances, Currency, Int, Market, Num, Order, OrderBook, OrderSide, OrderType, Str, Ticker, Trade, Transaction
from typing import List
from ccxt.base.errors import ExchangeError
from ccxt.base.errors import ArgumentsRequired
from ccxt.base.errors import InvalidOrder
from ccxt.base.decimal_to_precision import TICK_SIZE
from ccxt.base.precise import Precise
class mercado(Exchange, ImplicitAPI):
def describe(self) -> Any:
return self.deep_extend(super(mercado, self).describe(), {
'id': 'mercado',
'name': 'Mercado Bitcoin',
'countries': ['BR'], # Brazil
'rateLimit': 1000,
'version': 'v3',
'has': {
'CORS': True,
'spot': True,
'margin': False,
'swap': False,
'future': False,
'option': False,
'addMargin': False,
'borrowCrossMargin': False,
'borrowIsolatedMargin': False,
'borrowMargin': False,
'cancelOrder': True,
'closeAllPositions': False,
'closePosition': False,
'createMarketOrder': True,
'createOrder': True,
'createReduceOnlyOrder': False,
'createStopLimitOrder': False,
'createStopMarketOrder': False,
'createStopOrder': False,
'fetchAllGreeks': False,
'fetchBalance': True,
'fetchBorrowInterest': False,
'fetchBorrowRate': False,
'fetchBorrowRateHistories': False,
'fetchBorrowRateHistory': False,
'fetchBorrowRates': False,
'fetchBorrowRatesPerSymbol': False,
'fetchCrossBorrowRate': False,
'fetchCrossBorrowRates': False,
'fetchCurrencies': False,
'fetchDepositAddress': False,
'fetchDepositAddresses': False,
'fetchDepositAddressesByNetwork': False,
'fetchFundingHistory': False,
'fetchFundingInterval': False,
'fetchFundingIntervals': False,
'fetchFundingRate': False,
'fetchFundingRateHistory': False,
'fetchFundingRates': False,
'fetchGreeks': False,
'fetchIndexOHLCV': False,
'fetchIsolatedBorrowRate': False,
'fetchIsolatedBorrowRates': False,
'fetchIsolatedPositions': False,
'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': 'emulated',
'fetchOHLCV': True,
'fetchOpenInterest': False,
'fetchOpenInterestHistory': False,
'fetchOpenInterests': False,
'fetchOpenOrders': True,
'fetchOption': False,
'fetchOptionChain': False,
'fetchOrder': True,
'fetchOrderBook': True,
'fetchOrders': True,
'fetchPosition': False,
'fetchPositionHistory': False,
'fetchPositionMode': False,
'fetchPositions': False,
'fetchPositionsForSymbol': False,
'fetchPositionsHistory': False,
'fetchPositionsRisk': False,
'fetchPremiumIndexOHLCV': False,
'fetchSettlementHistory': False,
'fetchTicker': True,
'fetchTickers': False,
'fetchTrades': True,
'fetchTradingFee': False,
'fetchTradingFees': False,
'fetchUnderlyingAssets': False,
'fetchVolatilityHistory': False,
'reduceMargin': False,
'repayCrossMargin': False,
'repayIsolatedMargin': False,
'setLeverage': False,
'setMargin': False,
'setMarginMode': False,
'setPositionMode': False,
'withdraw': True,
},
'timeframes': {
'15m': '15m',
'1h': '1h',
'3h': '3h',
'1d': '1d',
'1w': '1w',
'1M': '1M',
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27837060-e7c58714-60ea-11e7-9192-f05e86adb83f.jpg',
'api': {
'public': 'https://www.mercadobitcoin.net/api',
'private': 'https://www.mercadobitcoin.net/tapi',
'v4Public': 'https://www.mercadobitcoin.com.br/v4',
'v4PublicNet': 'https://api.mercadobitcoin.net/api/v4',
},
'www': 'https://www.mercadobitcoin.com.br',
'doc': [
'https://www.mercadobitcoin.com.br/api-doc',
'https://www.mercadobitcoin.com.br/trade-api',
],
},
'api': {
'public': {
'get': [
'coins',
'{coin}/orderbook/', # last slash critical
'{coin}/ticker/',
'{coin}/trades/',
'{coin}/trades/{from}/',
'{coin}/trades/{from}/{to}',
'{coin}/day-summary/{year}/{month}/{day}/',
],
},
'private': {
'post': [
'cancel_order',
'get_account_info',
'get_order',
'get_withdrawal',
'list_system_messages',
'list_orders',
'list_orderbook',
'place_buy_order',
'place_sell_order',
'place_market_buy_order',
'place_market_sell_order',
'withdraw_coin',
],
},
'v4Public': {
'get': [
'{coin}/candle/',
],
},
'v4PublicNet': {
'get': [
'candles',
],
},
},
'fees': {
'trading': {
'maker': 0.003,
'taker': 0.007,
},
},
'options': {
'limits': {
'BTC': 0.001,
'BCH': 0.001,
'ETH': 0.01,
'LTC': 0.01,
'XRP': 0.1,
},
},
'features': {
'spot': {
'sandbox': False,
'createOrder': {
'marginMode': False,
'triggerPrice': False,
'triggerPriceType': None,
'triggerDirection': False,
'stopLossPrice': False,
'takeProfitPrice': False,
'attachedStopLossTakeProfit': None,
'timeInForce': {
'IOC': False,
'FOK': False,
'PO': True, # todo
'GTD': False,
},
'hedged': False,
'trailing': False,
'leverage': False,
'marketBuyByCost': True, # todo
'marketBuyRequiresPrice': True,
'selfTradePrevention': False,
'iceberg': False,
},
'createOrders': None,
'fetchMyTrades': {
'marginMode': False,
'limit': None, # todo
'daysBack': 100000, # todo
'untilDays': 100000, # todo
'symbolRequired': True,
},
'fetchOrder': {
'marginMode': False,
'trigger': False,
'trailing': False,
'symbolRequired': True,
},
'fetchOpenOrders': {
'marginMode': False,
'limit': None,
'trigger': False,
'trailing': False,
'symbolRequired': True,
},
'fetchOrders': {
'marginMode': False,
'limit': 500,
'daysBack': 100000,
'untilDays': 100000,
'trigger': False,
'trailing': False,
'symbolRequired': True,
},
'fetchClosedOrders': None,
'fetchOHLCV': {
'limit': 1000,
},
},
'swap': {
'linear': None,
'inverse': None,
},
'future': {
'linear': None,
'inverse': None,
},
},
'precisionMode': TICK_SIZE,
})
async def fetch_markets(self, params={}) -> List[Market]:
"""
retrieves data on all markets for mercado
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict[]: an array of objects representing market data
"""
response = await self.publicGetCoins(params)
#
# [
# "BCH",
# "BTC",
# "ETH",
# "LTC",
# "XRP",
# "MBPRK01",
# "MBPRK02",
# "MBPRK03",
# "MBPRK04",
# "MBCONS01",
# "USDC",
# "WBX",
# "CHZ",
# "MBCONS02",
# "PAXG",
# "MBVASCO01",
# "LINK"
# ]
#
result = []
amountLimits = self.safe_value(self.options, 'limits', {})
for i in range(0, len(response)):
coin = response[i]
baseId = coin
quoteId = 'BRL'
base = self.safe_currency_code(baseId)
quote = self.safe_currency_code(quoteId)
id = quote + base
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': None,
'contract': False,
'linear': None,
'inverse': None,
'contractSize': None,
'expiry': None,
'expiryDatetime': None,
'strike': None,
'optionType': None,
'precision': {
'amount': self.parse_number('1e-8'),
'price': self.parse_number('1e-5'),
},
'limits': {
'leverage': {
'min': None,
'max': None,
},
'amount': {
'min': self.safe_number(amountLimits, baseId),
'max': None,
},
'price': {
'min': self.parse_number('1e-5'),
'max': None,
},
'cost': {
'min': None,
'max': None,
},
},
'created': None,
'info': coin,
})
return result
async 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
: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 <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
"""
await self.load_markets()
market = self.market(symbol)
request: dict = {
'coin': market['base'],
}
response = await self.publicGetCoinOrderbook(self.extend(request, params))
return self.parse_order_book(response, market['symbol'])
def parse_ticker(self, ticker: dict, market: Market = None) -> Ticker:
#
# {
# "high":"103.96000000",
# "low":"95.00000000",
# "vol":"2227.67806598",
# "last":"97.91591000",
# "buy":"95.52760000",
# "sell":"97.91475000",
# "open":"99.79955000",
# "date":1643382606
# }
#
symbol = self.safe_symbol(None, market)
timestamp = self.safe_timestamp(ticker, 'date')
last = self.safe_string(ticker, 'last')
return self.safe_ticker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'high': self.safe_string(ticker, 'high'),
'low': self.safe_string(ticker, 'low'),
'bid': self.safe_string(ticker, 'buy'),
'bidVolume': None,
'ask': self.safe_string(ticker, 'sell'),
'askVolume': None,
'vwap': None,
'open': None,
'close': last,
'last': last,
'previousClose': None,
'change': None,
'percentage': None,
'average': None,
'baseVolume': self.safe_string(ticker, 'vol'),
'quoteVolume': None,
'info': ticker,
}, market)
async 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
: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 <https://docs.ccxt.com/#/?id=ticker-structure>`
"""
await self.load_markets()
market = self.market(symbol)
request: dict = {
'coin': market['base'],
}
response = await self.publicGetCoinTicker(self.extend(request, params))
ticker = self.safe_value(response, 'ticker', {})
#
# {
# "ticker": {
# "high":"1549.82293000",
# "low":"1503.00011000",
# "vol":"81.82827101",
# "last":"1533.15000000",
# "buy":"1533.21018000",
# "sell":"1540.09000000",
# "open":"1524.71089000",
# "date":1643691671
# }
# }
#
return self.parse_ticker(ticker, market)
def parse_trade(self, trade: dict, market: Market = None) -> Trade:
timestamp = self.safe_timestamp_2(trade, 'date', 'executed_timestamp')
market = self.safe_market(None, market)
id = self.safe_string_2(trade, 'tid', 'operation_id')
type = None
side = self.safe_string(trade, 'type')
price = self.safe_string(trade, 'price')
amount = self.safe_string_2(trade, 'amount', 'quantity')
feeCost = self.safe_string(trade, 'fee_rate')
fee = None
if feeCost is not None:
fee = {
'cost': feeCost,
'currency': None,
}
return self.safe_trade({
'id': id,
'info': trade,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'symbol': market['symbol'],
'order': None,
'type': type,
'side': side,
'takerOrMaker': None,
'price': price,
'amount': amount,
'cost': None,
'fee': fee,
}, market)
async 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
: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 <https://docs.ccxt.com/#/?id=public-trades>`
"""
await self.load_markets()
market = self.market(symbol)
method = 'publicGetCoinTrades'
request: dict = {
'coin': market['base'],
}
if since is not None:
method += 'From'
request['from'] = self.parse_to_int(since / 1000)
to = self.safe_integer(params, 'to')
if to is not None:
method += 'To'
response = await getattr(self, method)(self.extend(request, params))
return self.parse_trades(response, market, since, limit)
def parse_balance(self, response) -> Balances:
data = self.safe_value(response, 'response_data', {})
balances = self.safe_value(data, 'balance', {})
result: dict = {'info': response}
currencyIds = list(balances.keys())
for i in range(0, len(currencyIds)):
currencyId = currencyIds[i]
code = self.safe_currency_code(currencyId)
if currencyId in balances:
balance = self.safe_value(balances, currencyId, {})
account = self.account()
account['free'] = self.safe_string(balance, 'available')
account['total'] = self.safe_string(balance, 'total')
result[code] = account
return self.safe_balance(result)
async def fetch_balance(self, params={}) -> Balances:
"""
query for balance and get the amount of funds available for trading or funds locked in orders
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: a `balance structure <https://docs.ccxt.com/#/?id=balance-structure>`
"""
await self.load_markets()
response = await self.privatePostGetAccountInfo(params)
return self.parse_balance(response)
async def create_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}):
"""
create a trade order
: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 <https://docs.ccxt.com/#/?id=order-structure>`
"""
await self.load_markets()
market = self.market(symbol)
request: dict = {
'coin_pair': market['id'],
}
method = self.capitalize(side) + 'Order'
if type == 'limit':
method = 'privatePostPlace' + method
request['limit_price'] = self.price_to_precision(market['symbol'], price)
request['quantity'] = self.amount_to_precision(market['symbol'], amount)
else:
method = 'privatePostPlaceMarket' + method
if side == 'buy':
if price is None:
raise InvalidOrder(self.id + ' createOrder() requires the price argument with market buy orders to calculate total order cost(amount to spend), where cost = amount * price. Supply a price argument to createOrder() call if you want the cost to be calculated for you from price and amount')
amountString = self.number_to_string(amount)
priceString = self.number_to_string(price)
cost = self.parse_to_numeric(Precise.string_mul(amountString, priceString))
request['cost'] = self.price_to_precision(market['symbol'], cost)
else:
request['quantity'] = self.amount_to_precision(market['symbol'], amount)
response = await getattr(self, method)(self.extend(request, params))
# TODO: replace self with a call to parseOrder for unification
return self.safe_order({
'info': response,
'id': str(response['response_data']['order']['order_id']),
}, market)
async def cancel_order(self, id: str, symbol: Str = None, params={}):
"""
cancels an open order
: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 <https://docs.ccxt.com/#/?id=order-structure>`
"""
if symbol is None:
raise ArgumentsRequired(self.id + ' cancelOrder() requires a symbol argument')
await self.load_markets()
market = self.market(symbol)
request: dict = {
'coin_pair': market['id'],
'order_id': id,
}
response = await self.privatePostCancelOrder(self.extend(request, params))
#
# {
# "response_data": {
# "order": {
# "order_id": 2176769,
# "coin_pair": "BRLBCH",
# "order_type": 2,
# "status": 3,
# "has_fills": False,
# "quantity": "0.10000000",
# "limit_price": "1996.15999",
# "executed_quantity": "0.00000000",
# "executed_price_avg": "0.00000",
# "fee": "0.00000000",
# "created_timestamp": "1536956488",
# "updated_timestamp": "1536956499",
# "operations": []
# }
# },
# "status_code": 100,
# "server_unix_timestamp": "1536956499"
# }
#
responseData = self.safe_value(response, 'response_data', {})
order = self.safe_dict(responseData, 'order', {})
return self.parse_order(order, market)
def parse_order_status(self, status: Str):
statuses: dict = {
'2': 'open',
'3': 'canceled',
'4': 'closed',
}
return self.safe_string(statuses, status, status)
def parse_order(self, order: dict, market: Market = None) -> Order:
#
# {
# "order_id": 4,
# "coin_pair": "BRLBTC",
# "order_type": 1,
# "status": 2,
# "has_fills": True,
# "quantity": "2.00000000",
# "limit_price": "900.00000",
# "executed_quantity": "1.00000000",
# "executed_price_avg": "900.00000",
# "fee": "0.00300000",
# "created_timestamp": "1453838494",
# "updated_timestamp": "1453838494",
# "operations": [
# {
# "operation_id": 1,
# "quantity": "1.00000000",
# "price": "900.00000",
# "fee_rate": "0.30",
# "executed_timestamp": "1453838494",
# },
# ],
# }
#
id = self.safe_string(order, 'order_id')
order_type = self.safe_string(order, 'order_type')
side = None
if 'order_type' in order:
side = 'buy' if (order_type == '1') else 'sell'
status = self.parse_order_status(self.safe_string(order, 'status'))
marketId = self.safe_string(order, 'coin_pair')
market = self.safe_market(marketId, market)
timestamp = self.safe_timestamp(order, 'created_timestamp')
fee = {
'cost': self.safe_string(order, 'fee'),
'currency': market['quote'],
}
price = self.safe_string(order, 'limit_price')
# price = self.safe_number(order, 'executed_price_avg', price)
average = self.safe_string(order, 'executed_price_avg')
amount = self.safe_string(order, 'quantity')
filled = self.safe_string(order, 'executed_quantity')
lastTradeTimestamp = self.safe_timestamp(order, 'updated_timestamp')
rawTrades = self.safe_value(order, 'operations', [])
return self.safe_order({
'info': order,
'id': id,
'clientOrderId': None,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'lastTradeTimestamp': lastTradeTimestamp,
'symbol': market['symbol'],
'type': 'limit',
'timeInForce': None,
'postOnly': None,
'side': side,
'price': price,
'triggerPrice': None,
'cost': None,
'average': average,
'amount': amount,
'filled': filled,
'remaining': None,
'status': status,
'fee': fee,
'trades': rawTrades,
}, market)
async def fetch_order(self, id: str, symbol: Str = None, params={}):
"""
fetches information on an order made by the user
: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 <https://docs.ccxt.com/#/?id=order-structure>`
"""
if symbol is None:
raise ArgumentsRequired(self.id + ' fetchOrder() requires a symbol argument')
await self.load_markets()
market = self.market(symbol)
request: dict = {
'coin_pair': market['id'],
'order_id': int(id),
}
response = await self.privatePostGetOrder(self.extend(request, params))
responseData = self.safe_value(response, 'response_data', {})
order = self.safe_dict(responseData, 'order')
return self.parse_order(order, market)
async def withdraw(self, code: str, amount: float, address: str, tag: Str = None, params={}) -> Transaction:
"""
make a withdrawal
:param str code: unified currency code
:param float amount: the amount to withdraw
:param str address: the address to withdraw to
:param str tag:
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: a `transaction structure <https://docs.ccxt.com/#/?id=transaction-structure>`
"""
tag, params = self.handle_withdraw_tag_and_params(tag, params)
self.check_address(address)
await self.load_markets()
currency = self.currency(code)
request: dict = {
'coin': currency['id'],
'quantity': format(amount, '.10f'),
'address': address,
}
if code == 'BRL':
account_ref = ('account_ref' in params)
if not account_ref:
raise ArgumentsRequired(self.id + ' withdraw() requires account_ref parameter to withdraw ' + code)
elif code != 'LTC':
tx_fee = ('tx_fee' in params)
if not tx_fee:
raise ArgumentsRequired(self.id + ' withdraw() requires tx_fee parameter to withdraw ' + code)
if code == 'XRP':
if tag is None:
if not ('destination_tag' in params):
raise ArgumentsRequired(self.id + ' withdraw() requires a tag argument or destination_tag parameter to withdraw ' + code)
else:
request['destination_tag'] = tag
response = await self.privatePostWithdrawCoin(self.extend(request, params))
#
# {
# "response_data": {
# "withdrawal": {
# "id": 1,
# "coin": "BRL",
# "quantity": "300.56",
# "net_quantity": "291.68",
# "fee": "8.88",
# "account": "bco: 341, ag: 1111, cta: 23456-X",
# "status": 1,
# "created_timestamp": "1453912088",
# "updated_timestamp": "1453912088"
# }
# },
# "status_code": 100,
# "server_unix_timestamp": "1453912088"
# }
#
responseData = self.safe_value(response, 'response_data', {})
withdrawal = self.safe_dict(responseData, 'withdrawal')
return self.parse_transaction(withdrawal, currency)
def parse_transaction(self, transaction: dict, currency: Currency = None) -> Transaction:
#
# {
# "id": 1,
# "coin": "BRL",
# "quantity": "300.56",
# "net_quantity": "291.68",
# "fee": "8.88",
# "account": "bco: 341, ag: 1111, cta: 23456-X",
# "status": 1,
# "created_timestamp": "1453912088",
# "updated_timestamp": "1453912088"
# }
#
currency = self.safe_currency(None, currency)
return {
'id': self.safe_string(transaction, 'id'),
'txid': None,
'timestamp': None,
'datetime': None,
'network': None,
'addressFrom': None,
'address': None,
'addressTo': None,
'amount': None,
'type': None,
'currency': currency['code'],
'status': None,
'updated': None,
'tagFrom': None,
'tag': None,
'tagTo': None,
'comment': None,
'internal': None,
'fee': None,
'info': transaction,
}
def parse_ohlcv(self, ohlcv, market: Market = None) -> list:
return [
self.safe_integer(ohlcv, 0),
self.safe_number(ohlcv, 1),
self.safe_number(ohlcv, 2),
self.safe_number(ohlcv, 3),
self.safe_number(ohlcv, 4),
self.safe_number(ohlcv, 5),
]
async def fetch_ohlcv(self, symbol: str, timeframe: str = '15m', since: Int = None, limit: Int = None, params={}) -> List[list]:
"""
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 exchange API endpoint
:returns int[][]: A list of candles ordered, open, high, low, close, volume
"""
await self.load_markets()
market = self.market(symbol)
request: dict = {
'resolution': self.safe_string(self.timeframes, timeframe, timeframe),
'symbol': market['base'] + '-' + market['quote'], # exceptional endpoint, that needs custom symbol syntax
}
if limit is None:
limit = 100 # set some default limit,'s required if user doesn't provide it
if since is not None:
request['from'] = self.parse_to_int(since / 1000)
request['to'] = self.sum(request['from'], limit * self.parse_timeframe(timeframe))
else:
request['to'] = self.seconds()
request['from'] = request['to'] - (limit * self.parse_timeframe(timeframe))
response = await self.v4PublicNetGetCandles(self.extend(request, params))
candles = self.convert_trading_view_to_ohlcv(response, 't', 'o', 'h', 'l', 'c', 'v')
return self.parse_ohlcvs(candles, market, timeframe, since, limit)
async 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
: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 <https://docs.ccxt.com/#/?id=order-structure>`
"""
if symbol is None:
raise ArgumentsRequired(self.id + ' fetchOrders() requires a symbol argument')
await self.load_markets()
market = self.market(symbol)
request: dict = {
'coin_pair': market['id'],
}
response = await self.privatePostListOrders(self.extend(request, params))
responseData = self.safe_value(response, 'response_data', {})
orders = self.safe_list(responseData, 'orders', [])
return self.parse_orders(orders, market, since, limit)
async def fetch_open_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
"""
fetch all unfilled currently open orders
: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 order structures to retrieve
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns Order[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
"""
if symbol is None:
raise ArgumentsRequired(self.id + ' fetchOpenOrders() requires a symbol argument')
await self.load_markets()
market = self.market(symbol)
request: dict = {
'coin_pair': market['id'],
'status_list': '[2]', # open only
}
response = await self.privatePostListOrders(self.extend(request, params))
responseData = self.safe_value(response, 'response_data', {})
orders = self.safe_list(responseData, 'orders', [])
return self.parse_orders(orders, market, since, limit)
async def fetch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
"""
fetch all trades made by the user
: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 <https://docs.ccxt.com/#/?id=trade-structure>`
"""
if symbol is None:
raise ArgumentsRequired(self.id + ' fetchMyTrades() requires a symbol argument')
await self.load_markets()
market = self.market(symbol)
request: dict = {
'coin_pair': market['id'],
'has_fills': True,
}
response = await self.privatePostListOrders(self.extend(request, params))
responseData = self.safe_value(response, 'response_data', {})
ordersRaw = self.safe_value(responseData, 'orders', [])
orders = self.parse_orders(ordersRaw, market, since, limit)
trades = self.orders_to_trades(orders)
return self.filter_by_symbol_since_limit(trades, market['symbol'], since, limit)
def orders_to_trades(self, orders):
result = []
for i in range(0, len(orders)):
trades = self.safe_value(orders[i], 'trades', [])
for y in range(0, len(trades)):
result.append(trades[y])
return result
def sign(self, path, api='public', method='GET', params={}, headers=None, body=None):
url = self.urls['api'][api] + '/'
query = self.omit(params, self.extract_params(path))
if (api == 'public') or (api == 'v4Public') or (api == 'v4PublicNet'):
url += self.implode_params(path, params)
if query:
url += '?' + self.urlencode(query)
else:
self.check_required_credentials()
url += self.version + '/'
nonce = self.nonce()
body = self.urlencode(self.extend({
'tapi_method': path,
'tapi_nonce': nonce,
}, params))
auth = '/tapi/' + self.version + '/' + '?' + body
headers = {
'Content-Type': 'application/x-www-form-urlencoded',
'TAPI-ID': self.apiKey,
'TAPI-MAC': self.hmac(self.encode(auth), self.encode(self.secret), hashlib.sha512),
}
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
#
# todo add a unified standard handleErrors with self.exceptions in describe()
#
# {"status":503,"message":"Maintenancing, try again later","result":null}
#
errorMessage = self.safe_value(response, 'error_message')
if errorMessage is not None:
raise ExchangeError(self.id + ' ' + self.json(response))
return None