1828 lines
79 KiB
Python
1828 lines
79 KiB
Python
# -*- coding: utf-8 -*-
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# PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
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# https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
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from ccxt.async_support.base.exchange import Exchange
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from ccxt.abstract.onetrading import ImplicitAPI
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from ccxt.base.types import Any, Balances, Currencies, Int, Market, Num, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, TradingFees
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from typing import List
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from ccxt.base.errors import ExchangeError
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from ccxt.base.errors import AuthenticationError
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from ccxt.base.errors import PermissionDenied
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from ccxt.base.errors import ArgumentsRequired
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from ccxt.base.errors import BadRequest
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from ccxt.base.errors import InsufficientFunds
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from ccxt.base.errors import InvalidAddress
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from ccxt.base.errors import InvalidOrder
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from ccxt.base.errors import OrderNotFound
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from ccxt.base.errors import NotSupported
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from ccxt.base.errors import DDoSProtection
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from ccxt.base.errors import ExchangeNotAvailable
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from ccxt.base.decimal_to_precision import TICK_SIZE
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from ccxt.base.precise import Precise
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class onetrading(Exchange, ImplicitAPI):
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def describe(self) -> Any:
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return self.deep_extend(super(onetrading, self).describe(), {
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'id': 'onetrading',
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'name': 'One Trading',
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'countries': ['AT'], # Austria
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'rateLimit': 300,
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'version': 'v1',
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'pro': True,
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# new metainfo interface
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'has': {
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'CORS': None,
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'spot': True,
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'margin': False,
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'swap': False,
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'future': False,
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'option': False,
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'addMargin': False,
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'borrowCrossMargin': False,
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'borrowIsolatedMargin': False,
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'borrowMargin': False,
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'cancelAllOrders': True,
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'cancelOrder': True,
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'cancelOrders': True,
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'closeAllPositions': False,
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'closePosition': False,
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'createDepositAddress': False,
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'createOrder': True,
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'createReduceOnlyOrder': False,
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'createStopLimitOrder': True,
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'createStopMarketOrder': False,
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'createStopOrder': True,
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'fetchAccounts': False,
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'fetchAllGreeks': False,
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'fetchBalance': True,
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'fetchBorrowInterest': False,
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'fetchBorrowRate': False,
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'fetchBorrowRateHistories': False,
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'fetchBorrowRateHistory': False,
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'fetchBorrowRates': False,
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'fetchBorrowRatesPerSymbol': False,
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'fetchClosedOrders': True,
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'fetchCrossBorrowRate': False,
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'fetchCrossBorrowRates': False,
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'fetchCurrencies': True,
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'fetchDeposit': False,
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'fetchDepositAddress': False,
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'fetchDepositAddresses': False,
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'fetchDepositAddressesByNetwork': False,
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'fetchDeposits': False,
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'fetchDepositsWithdrawals': False,
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'fetchFundingHistory': False,
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'fetchFundingInterval': False,
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'fetchFundingIntervals': False,
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'fetchFundingRate': False,
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'fetchFundingRateHistory': False,
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'fetchFundingRates': False,
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'fetchGreeks': False,
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'fetchIndexOHLCV': False,
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'fetchIsolatedBorrowRate': False,
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'fetchIsolatedBorrowRates': False,
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'fetchIsolatedPositions': False,
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'fetchLedger': False,
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'fetchLeverage': False,
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'fetchLeverages': False,
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'fetchLeverageTiers': False,
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'fetchLiquidations': False,
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'fetchLongShortRatio': False,
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'fetchLongShortRatioHistory': False,
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'fetchMarginAdjustmentHistory': False,
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'fetchMarginMode': False,
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'fetchMarginModes': False,
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'fetchMarketLeverageTiers': False,
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'fetchMarkets': True,
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'fetchMarkOHLCV': False,
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'fetchMarkPrice': False,
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'fetchMarkPrices': False,
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'fetchMyLiquidations': False,
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'fetchMySettlementHistory': False,
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'fetchMyTrades': True,
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'fetchOHLCV': True,
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'fetchOpenInterest': False,
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'fetchOpenInterestHistory': False,
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'fetchOpenInterests': False,
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'fetchOpenOrders': True,
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'fetchOption': False,
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'fetchOptionChain': False,
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'fetchOrder': True,
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'fetchOrderBook': True,
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'fetchOrders': False,
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'fetchOrderTrades': True,
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'fetchPosition': False,
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'fetchPositionHistory': False,
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'fetchPositionMode': False,
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'fetchPositions': False,
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'fetchPositionsForSymbol': False,
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'fetchPositionsHistory': False,
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'fetchPositionsRisk': False,
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'fetchPremiumIndexOHLCV': False,
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'fetchSettlementHistory': False,
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'fetchTicker': True,
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'fetchTickers': True,
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'fetchTime': True,
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'fetchTrades': False,
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'fetchTradingFee': False,
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'fetchTradingFees': True,
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'fetchTransactionFee': False,
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'fetchTransactionFees': False,
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'fetchTransactions': False,
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'fetchTransfer': False,
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'fetchTransfers': False,
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'fetchUnderlyingAssets': False,
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'fetchVolatilityHistory': False,
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'fetchWithdrawal': False,
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'fetchWithdrawals': False,
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'reduceMargin': False,
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'repayCrossMargin': False,
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'repayIsolatedMargin': False,
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'setLeverage': False,
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'setMargin': False,
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'setMarginMode': False,
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'setPositionMode': False,
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'transfer': False,
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'withdraw': False,
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},
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'timeframes': {
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'1m': '1/MINUTES',
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'5m': '5/MINUTES',
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'15m': '15/MINUTES',
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'30m': '30/MINUTES',
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'1h': '1/HOURS',
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'4h': '4/HOURS',
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'1d': '1/DAYS',
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'1w': '1/WEEKS',
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'1M': '1/MONTHS',
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},
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'urls': {
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'logo': 'https://github.com/ccxt/ccxt/assets/43336371/bdbc26fd-02f2-4ca7-9f1e-17333690bb1c',
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'api': {
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'public': 'https://api.onetrading.com/fast',
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'private': 'https://api.onetrading.com/fast',
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},
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'www': 'https://onetrading.com/',
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'doc': [
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'https://docs.onetrading.com',
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],
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'fees': 'https://onetrading.com/fees',
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},
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'api': {
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'public': {
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'get': [
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'currencies',
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'candlesticks/{instrument_code}',
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'fees',
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'instruments',
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'order-book/{instrument_code}',
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'market-ticker',
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'market-ticker/{instrument_code}',
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'time',
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],
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},
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'private': {
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'get': [
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'account/balances',
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'account/fees',
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'account/orders',
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'account/orders/{order_id}',
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'account/orders/{order_id}/trades',
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'account/trades',
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'account/trades/{trade_id}',
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],
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'post': [
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'account/orders',
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],
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'delete': [
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'account/orders',
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'account/orders/{order_id}',
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'account/orders/client/{client_id}',
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],
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},
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},
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'fees': {
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'trading': {
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'tierBased': True,
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'percentage': True,
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'taker': self.parse_number('0.0015'),
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'maker': self.parse_number('0.001'),
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'tiers': [
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# volume in BTC
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{
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'taker': [
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[self.parse_number('0'), self.parse_number('0.0015')],
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[self.parse_number('100'), self.parse_number('0.0013')],
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[self.parse_number('250'), self.parse_number('0.0013')],
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[self.parse_number('1000'), self.parse_number('0.001')],
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[self.parse_number('5000'), self.parse_number('0.0009')],
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[self.parse_number('10000'), self.parse_number('0.00075')],
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[self.parse_number('20000'), self.parse_number('0.00065')],
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],
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'maker': [
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[self.parse_number('0'), self.parse_number('0.001')],
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[self.parse_number('100'), self.parse_number('0.001')],
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[self.parse_number('250'), self.parse_number('0.0009')],
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[self.parse_number('1000'), self.parse_number('0.00075')],
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[self.parse_number('5000'), self.parse_number('0.0006')],
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[self.parse_number('10000'), self.parse_number('0.0005')],
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[self.parse_number('20000'), self.parse_number('0.0005')],
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],
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},
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],
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},
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},
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'requiredCredentials': {
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'apiKey': True,
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'secret': False,
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},
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'precisionMode': TICK_SIZE,
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'exceptions': {
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'exact': {
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'INVALID_CLIENT_UUID': InvalidOrder,
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'ORDER_NOT_FOUND': OrderNotFound,
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'ONLY_ONE_ERC20_ADDRESS_ALLOWED': InvalidAddress,
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'DEPOSIT_ADDRESS_NOT_USED': InvalidAddress,
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'INVALID_CREDENTIALS': AuthenticationError,
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'MISSING_CREDENTIALS': AuthenticationError,
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'INVALID_APIKEY': AuthenticationError,
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'INVALID_SCOPES': AuthenticationError,
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'INVALID_SUBJECT': AuthenticationError,
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'INVALID_ISSUER': AuthenticationError,
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'INVALID_AUDIENCE': AuthenticationError,
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'INVALID_DEVICE_ID': AuthenticationError,
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'INVALID_IP_RESTRICTION': AuthenticationError,
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'APIKEY_REVOKED': AuthenticationError,
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'APIKEY_EXPIRED': AuthenticationError,
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'SYNCHRONIZER_TOKEN_MISMATCH': AuthenticationError,
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'SESSION_EXPIRED': AuthenticationError,
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'INTERNAL_ERROR': AuthenticationError,
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'CLIENT_IP_BLOCKED': PermissionDenied,
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'MISSING_PERMISSION': PermissionDenied,
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'ILLEGAL_CHARS': BadRequest,
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'UNSUPPORTED_MEDIA_TYPE': BadRequest,
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'ACCOUNT_HISTORY_TIME_RANGE_TOO_BIG': BadRequest,
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'CANDLESTICKS_TIME_RANGE_TOO_BIG': BadRequest,
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'INVALID_INSTRUMENT_CODE': BadRequest,
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'INVALID_ORDER_TYPE': BadRequest,
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'INVALID_UNIT': BadRequest,
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'INVALID_PERIOD': BadRequest,
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'INVALID_TIME': BadRequest,
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'INVALID_DATE': BadRequest,
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'INVALID_CURRENCY': BadRequest,
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'INVALID_AMOUNT': BadRequest,
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'INVALID_PRICE': BadRequest,
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'INVALID_LIMIT': BadRequest,
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'INVALID_QUERY': BadRequest,
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'INVALID_CURSOR': BadRequest,
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'INVALID_ACCOUNT_ID': BadRequest,
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'INVALID_SIDE': InvalidOrder,
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'INVALID_ACCOUNT_HISTORY_FROM_TIME': BadRequest,
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'INVALID_ACCOUNT_HISTORY_MAX_PAGE_SIZE': BadRequest,
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'INVALID_ACCOUNT_HISTORY_TIME_PERIOD': BadRequest,
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'INVALID_ACCOUNT_HISTORY_TO_TIME': BadRequest,
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'INVALID_CANDLESTICKS_GRANULARITY': BadRequest,
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'INVALID_CANDLESTICKS_UNIT': BadRequest,
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'INVALID_ORDER_BOOK_DEPTH': BadRequest,
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'INVALID_ORDER_BOOK_LEVEL': BadRequest,
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'INVALID_PAGE_CURSOR': BadRequest,
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'INVALID_TIME_RANGE': BadRequest,
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'INVALID_TRADE_ID': BadRequest,
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'INVALID_UI_ACCOUNT_SETTINGS': BadRequest,
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'NEGATIVE_AMOUNT': InvalidOrder,
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'NEGATIVE_PRICE': InvalidOrder,
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'MIN_SIZE_NOT_SATISFIED': InvalidOrder,
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'BAD_AMOUNT_PRECISION': InvalidOrder,
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'BAD_PRICE_PRECISION': InvalidOrder,
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'BAD_TRIGGER_PRICE_PRECISION': InvalidOrder,
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'MAX_OPEN_ORDERS_EXCEEDED': BadRequest,
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'MISSING_PRICE': InvalidOrder,
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'MISSING_ORDER_TYPE': InvalidOrder,
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'MISSING_SIDE': InvalidOrder,
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'MISSING_CANDLESTICKS_PERIOD_PARAM': ArgumentsRequired,
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'MISSING_CANDLESTICKS_UNIT_PARAM': ArgumentsRequired,
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'MISSING_FROM_PARAM': ArgumentsRequired,
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'MISSING_INSTRUMENT_CODE': ArgumentsRequired,
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'MISSING_ORDER_ID': InvalidOrder,
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'MISSING_TO_PARAM': ArgumentsRequired,
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'MISSING_TRADE_ID': ArgumentsRequired,
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'INVALID_ORDER_ID': OrderNotFound,
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'NOT_FOUND': OrderNotFound,
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'INSUFFICIENT_LIQUIDITY': InsufficientFunds,
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'INSUFFICIENT_FUNDS': InsufficientFunds,
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'NO_TRADING': ExchangeNotAvailable,
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'SERVICE_UNAVAILABLE': ExchangeNotAvailable,
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'GATEWAY_TIMEOUT': ExchangeNotAvailable,
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'RATELIMIT': DDoSProtection,
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'CF_RATELIMIT': DDoSProtection,
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'INTERNAL_SERVER_ERROR': ExchangeError,
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},
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'broad': {
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'Order not found.': OrderNotFound,
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},
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},
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'commonCurrencies': {
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'MIOTA': 'IOTA', # https://github.com/ccxt/ccxt/issues/7487
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},
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# exchange-specific options
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'options': {
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'fetchTradingFees': {
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'method': 'fetchPrivateTradingFees', # or 'fetchPublicTradingFees'
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},
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'fiat': ['EUR', 'CHF'],
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},
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'features': {
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'spot': {
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'sandbox': False,
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'createOrder': {
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'marginMode': False,
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'triggerPrice': False,
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'triggerDirection': False,
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'triggerPriceType': None,
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'stopLossPrice': False,
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'takeProfitPrice': False,
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'attachedStopLossTakeProfit': None,
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'timeInForce': {
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'IOC': True,
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'FOK': True,
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'PO': True,
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'GTD': False,
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},
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'hedged': False,
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'trailing': False,
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'leverage': False,
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'marketBuyByCost': False,
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'marketBuyRequiresPrice': False,
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'selfTradePrevention': False,
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'iceberg': False,
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},
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'createOrders': None,
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'fetchMyTrades': {
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'marginMode': False,
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'limit': 100,
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'daysBack': 100000, # todo
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'untilDays': 100000, # todo
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'symbolRequired': False,
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},
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'fetchOrder': {
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'marginMode': False,
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'trigger': False,
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'trailing': False,
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'symbolRequired': False,
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},
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'fetchOpenOrders': {
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'marginMode': False,
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'limit': 100,
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'trigger': False,
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'trailing': False,
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'symbolRequired': False,
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},
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'fetchOrders': None, # todo
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'fetchClosedOrders': {
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'marginMode': False,
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'limit': 100,
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'daysBack': 100000, # todo
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'daysBackCanceled': 1 / 12, # todo
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'untilDays': 100000, # todo
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'trigger': False,
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'trailing': False,
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'symbolRequired': False,
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},
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'fetchOHLCV': {
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'limit': 5000,
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},
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},
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'swap': {
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'linear': None,
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'inverse': None,
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},
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'future': {
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'linear': None,
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'inverse': None,
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},
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},
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})
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async def fetch_time(self, params={}) -> Int:
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"""
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fetches the current integer timestamp in milliseconds from the exchange server
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https://docs.onetrading.com/#time
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns int: the current integer timestamp in milliseconds from the exchange server
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"""
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response = await self.publicGetTime(params)
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#
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# {
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# "iso": "2020-07-10T05:17:26.716Z",
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# "epoch_millis": 1594358246716,
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# }
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#
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return self.safe_integer(response, 'epoch_millis')
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async def fetch_currencies(self, params={}) -> Currencies:
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"""
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fetches all available currencies on an exchange
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https://docs.onetrading.com/#currencies
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: an associative dictionary of currencies
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"""
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response = await self.publicGetCurrencies(params)
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#
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# [
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# {
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# "code": "USDT",
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# "precision": 6,
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# "unified_cryptoasset_id": 825,
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# "name": "Tether USDt",
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# "collateral_percentage": 0
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# },
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# ]
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#
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result: dict = {}
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for i in range(0, len(response)):
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currency = response[i]
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id = self.safe_string(currency, 'code')
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code = self.safe_currency_code(id)
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result[code] = self.safe_currency_structure({
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'id': id,
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'code': code,
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'name': self.safe_string(currency, 'name'),
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'info': currency,
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'active': None,
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'fee': None,
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'precision': self.parse_number(self.parse_precision(self.safe_string(currency, 'precision'))),
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'withdraw': None,
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'deposit': None,
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'limits': {
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'amount': {'min': None, 'max': None},
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'withdraw': {'min': None, 'max': None},
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},
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'networks': {},
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})
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return result
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async def fetch_markets(self, params={}) -> List[Market]:
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"""
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retrieves data on all markets for onetrading
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https://docs.onetrading.com/#instruments
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict[]: an array of objects representing market data
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"""
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response = await self.publicGetInstruments(params)
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#
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# [
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# {
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# "state": "ACTIVE",
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# "base": {code: "ETH", precision: 8},
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# "quote": {code: "CHF", precision: 2},
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# "amount_precision": 4,
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# "market_precision": 2,
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# "min_size": "10.0"
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# }
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# ]
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#
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return self.parse_markets(response)
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def parse_market(self, market: dict) -> Market:
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#
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# {
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# "base":{
|
|
# "code":"BTC",
|
|
# "precision":"5"
|
|
# },
|
|
# "quote":{
|
|
# "code":"USDC",
|
|
# "precision":"2"
|
|
# },
|
|
# "amount_precision":"5",
|
|
# "market_precision":"2",
|
|
# "min_size":"10.0",
|
|
# "min_price":"1000",
|
|
# "max_price":"10000000",
|
|
# "id":"BTC_USDC",
|
|
# "type":"SPOT",
|
|
# "state":"ACTIVE"
|
|
# }
|
|
#
|
|
#
|
|
# {
|
|
# "base": {
|
|
# "code": "BTC",
|
|
# "precision": 5
|
|
# },
|
|
# "quote": {
|
|
# "code": "EUR",
|
|
# "precision": 2
|
|
# },
|
|
# "amount_precision": 5,
|
|
# "market_precision": 2,
|
|
# "min_size": "10.0",
|
|
# "min_price": "1000",
|
|
# "max_price": "10000000",
|
|
# "id": "BTC_EUR_P",
|
|
# "type": "PERP",
|
|
# "state": "ACTIVE"
|
|
# }
|
|
#
|
|
baseAsset = self.safe_dict(market, 'base', {})
|
|
quoteAsset = self.safe_dict(market, 'quote', {})
|
|
baseId = self.safe_string(baseAsset, 'code')
|
|
quoteId = self.safe_string(quoteAsset, 'code')
|
|
id = self.safe_string(market, 'id')
|
|
base = self.safe_currency_code(baseId)
|
|
quote = self.safe_currency_code(quoteId)
|
|
state = self.safe_string(market, 'state')
|
|
type = self.safe_string(market, 'type')
|
|
isPerp = type == 'PERP'
|
|
symbol = base + '/' + quote
|
|
if isPerp:
|
|
symbol = symbol + ':' + quote
|
|
return {
|
|
'id': id,
|
|
'symbol': symbol,
|
|
'base': base,
|
|
'quote': quote,
|
|
'settle': quote if isPerp else None,
|
|
'baseId': baseId,
|
|
'quoteId': quoteId,
|
|
'settleId': quoteId if isPerp else None,
|
|
'type': 'swap' if isPerp else 'spot',
|
|
'spot': not isPerp,
|
|
'margin': False,
|
|
'swap': isPerp,
|
|
'future': False,
|
|
'option': False,
|
|
'active': (state == 'ACTIVE'),
|
|
'contract': isPerp,
|
|
'linear': True if isPerp else None,
|
|
'inverse': False if isPerp else None,
|
|
'contractSize': self.parse_number('1') if isPerp else None,
|
|
'expiry': None,
|
|
'expiryDatetime': None,
|
|
'strike': None,
|
|
'optionType': None,
|
|
'precision': {
|
|
'amount': self.parse_number(self.parse_precision(self.safe_string(market, 'amount_precision'))),
|
|
'price': self.parse_number(self.parse_precision(self.safe_string(market, 'market_precision'))),
|
|
},
|
|
'limits': {
|
|
'leverage': {
|
|
'min': None,
|
|
'max': None,
|
|
},
|
|
'amount': {
|
|
'min': None,
|
|
'max': None,
|
|
},
|
|
'price': {
|
|
'min': None,
|
|
'max': None,
|
|
},
|
|
'cost': {
|
|
'min': self.safe_number(market, 'min_size'),
|
|
'max': None,
|
|
},
|
|
},
|
|
'created': None,
|
|
'info': market,
|
|
}
|
|
|
|
async def fetch_trading_fees(self, params={}) -> TradingFees:
|
|
"""
|
|
fetch the trading fees for multiple markets
|
|
|
|
https://docs.onetrading.com/#fee-groups
|
|
https://docs.onetrading.com/#fees
|
|
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:param str [params.method]: fetchPrivateTradingFees or fetchPublicTradingFees
|
|
:returns dict: a dictionary of `fee structures <https://docs.ccxt.com/#/?id=fee-structure>` indexed by market symbols
|
|
"""
|
|
method = self.safe_string(params, 'method')
|
|
params = self.omit(params, 'method')
|
|
if method is None:
|
|
options = self.safe_value(self.options, 'fetchTradingFees', {})
|
|
method = self.safe_string(options, 'method', 'fetchPrivateTradingFees')
|
|
if method == 'fetchPrivateTradingFees':
|
|
return await self.fetch_private_trading_fees(params)
|
|
elif method == 'fetchPublicTradingFees':
|
|
return await self.fetch_public_trading_fees(params)
|
|
else:
|
|
raise NotSupported(self.id + ' fetchTradingFees() does not support ' + method + ', fetchPrivateTradingFees and fetchPublicTradingFees are supported')
|
|
|
|
async def fetch_public_trading_fees(self, params={}):
|
|
await self.load_markets()
|
|
response = await self.publicGetFees(params)
|
|
#
|
|
# [
|
|
# {
|
|
# 'fee_group_id': 'SPOT',
|
|
# 'display_text': 'The fee plan for spot trading.',
|
|
# 'volume_currency': 'EUR',
|
|
# 'fee_tiers': [
|
|
# {
|
|
# 'volume': '0',
|
|
# 'fee_group_id': 'SPOT',
|
|
# 'maker_fee': '0.1000',
|
|
# 'taker_fee': '0.2000',
|
|
# },
|
|
# {
|
|
# 'volume': '10000',
|
|
# 'fee_group_id': 'SPOT',
|
|
# 'maker_fee': '0.0400',
|
|
# 'taker_fee': '0.0800',
|
|
# },
|
|
# ],
|
|
# },
|
|
# {
|
|
# 'fee_group_id': 'FUTURES',
|
|
# 'display_text': 'The fee plan for futures trading.',
|
|
# 'volume_currency': 'EUR',
|
|
# 'fee_tiers': [
|
|
# {
|
|
# 'volume': '0',
|
|
# 'fee_group_id': 'FUTURES',
|
|
# 'maker_fee': '0.1000',
|
|
# 'taker_fee': '0.2000',
|
|
# },
|
|
# {
|
|
# 'volume': '10000',
|
|
# 'fee_group_id': 'FUTURES',
|
|
# 'maker_fee': '0.0400',
|
|
# 'taker_fee': '0.0800',
|
|
# },
|
|
# ],
|
|
# },
|
|
# ]
|
|
#
|
|
spotFees = self.safe_dict(response, 0, {})
|
|
futuresFees = self.safe_dict(response, 1, {})
|
|
spotFeeTiers = self.safe_list(spotFees, 'fee_tiers', [])
|
|
futuresFeeTiers = self.safe_list(futuresFees, 'fee_tiers', [])
|
|
spotTiers = self.parse_fee_tiers(spotFeeTiers)
|
|
futuresTiers = self.parse_fee_tiers(futuresFeeTiers)
|
|
firstSpotTier = self.safe_dict(spotTiers, 0, {})
|
|
firstFuturesTier = self.safe_dict(futuresTiers, 0, {})
|
|
result: dict = {}
|
|
for i in range(0, len(self.symbols)):
|
|
symbol = self.symbols[i]
|
|
market = self.market(symbol)
|
|
tierObject = firstSpotTier if (market['spot']) else firstFuturesTier
|
|
result[symbol] = {
|
|
'info': spotFees,
|
|
'symbol': symbol,
|
|
'maker': self.safe_number(tierObject, 'maker_fee'),
|
|
'taker': self.safe_number(tierObject, 'taker_fee'),
|
|
'percentage': True,
|
|
'tierBased': True,
|
|
'tiers': spotTiers,
|
|
}
|
|
return result
|
|
|
|
async def fetch_private_trading_fees(self, params={}):
|
|
await self.load_markets()
|
|
response = await self.privateGetAccountFees(params)
|
|
#
|
|
# {
|
|
# "account_id":"b7f4e27e-b34a-493a-b0d4-4bd341a3f2e0",
|
|
# "running_volumes":[
|
|
# {
|
|
# "fee_group_id":"SPOT",
|
|
# "volume":"0",
|
|
# "currency":"EUR"
|
|
# },
|
|
# {
|
|
# "fee_group_id":"FUTURES",
|
|
# "volume":"0",
|
|
# "currency":"EUR"
|
|
# }
|
|
# ],
|
|
# "active_fee_tiers":[
|
|
# {
|
|
# "fee_group_id":"SPOT",
|
|
# "volume":"0",
|
|
# "maker_fee":"0.1000",
|
|
# "taker_fee":"0.2000"
|
|
# },
|
|
# {
|
|
# "fee_group_id":"FUTURES",
|
|
# "volume":"0",
|
|
# "maker_fee":"0.1000",
|
|
# "taker_fee":"0.2000"
|
|
# }
|
|
# ]
|
|
# }
|
|
#
|
|
activeFeeTier = self.safe_list(response, 'active_fee_tiers')
|
|
spotFees = self.safe_dict(activeFeeTier, 0, {})
|
|
futuresFees = self.safe_dict(activeFeeTier, 1, {})
|
|
spotMakerFee = self.safe_string(spotFees, 'maker_fee')
|
|
spotTakerFee = self.safe_string(spotFees, 'taker_fee')
|
|
spotMakerFee = Precise.string_div(spotMakerFee, '100')
|
|
spotTakerFee = Precise.string_div(spotTakerFee, '100')
|
|
# feeTiers = self.safe_value(response, 'fee_tiers')
|
|
futuresMakerFee = self.safe_string(futuresFees, 'maker_fee')
|
|
futuresTakerFee = self.safe_string(futuresFees, 'taker_fee')
|
|
futuresMakerFee = Precise.string_div(futuresMakerFee, '100')
|
|
futuresTakerFee = Precise.string_div(futuresTakerFee, '100')
|
|
result: dict = {}
|
|
# tiers = self.parse_fee_tiers(feeTiers)
|
|
for i in range(0, len(self.symbols)):
|
|
symbol = self.symbols[i]
|
|
market = self.market(symbol)
|
|
makerFee = spotMakerFee if (market['spot']) else futuresMakerFee
|
|
takerFee = spotTakerFee if (market['spot']) else futuresTakerFee
|
|
result[symbol] = {
|
|
'info': response,
|
|
'symbol': symbol,
|
|
'maker': self.parse_number(makerFee),
|
|
'taker': self.parse_number(takerFee),
|
|
'percentage': True,
|
|
'tierBased': True,
|
|
'tiers': None,
|
|
}
|
|
return result
|
|
|
|
def parse_fee_tiers(self, feeTiers, market: Market = None):
|
|
takerFees = []
|
|
makerFees = []
|
|
for i in range(0, len(feeTiers)):
|
|
tier = feeTiers[i]
|
|
volume = self.safe_number(tier, 'volume')
|
|
taker = self.safe_string(tier, 'taker_fee')
|
|
maker = self.safe_string(tier, 'maker_fee')
|
|
maker = Precise.string_div(maker, '100')
|
|
taker = Precise.string_div(taker, '100')
|
|
makerFees.append([volume, self.parse_number(maker)])
|
|
takerFees.append([volume, self.parse_number(taker)])
|
|
return {
|
|
'maker': makerFees,
|
|
'taker': takerFees,
|
|
}
|
|
|
|
def parse_ticker(self, ticker: dict, market: Market = None) -> Ticker:
|
|
#
|
|
# fetchTicker, fetchTickers
|
|
#
|
|
# {
|
|
# "instrument_code":"BTC_EUR",
|
|
# "sequence":602562,
|
|
# "time":"2020-07-10T06:27:34.951Z",
|
|
# "state":"ACTIVE",
|
|
# "is_frozen":0,
|
|
# "quote_volume":"1695555.1783768",
|
|
# "base_volume":"205.67436",
|
|
# "last_price":"8143.91",
|
|
# "best_bid":"8143.71",
|
|
# "best_ask":"8156.9",
|
|
# "price_change":"-147.47",
|
|
# "price_change_percentage":"-1.78",
|
|
# "high":"8337.45",
|
|
# "low":"8110.0"
|
|
# }
|
|
#
|
|
timestamp = self.parse8601(self.safe_string(ticker, 'time'))
|
|
marketId = self.safe_string(ticker, 'instrument_code')
|
|
symbol = self.safe_symbol(marketId, market, '_')
|
|
last = self.safe_string(ticker, 'last_price')
|
|
percentage = self.safe_string(ticker, 'price_change_percentage')
|
|
change = self.safe_string(ticker, 'price_change')
|
|
baseVolume = self.safe_string(ticker, 'base_volume')
|
|
quoteVolume = self.safe_string(ticker, 'quote_volume')
|
|
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, 'best_bid'),
|
|
'bidVolume': None,
|
|
'ask': self.safe_string(ticker, 'best_ask'),
|
|
'askVolume': None,
|
|
'vwap': None,
|
|
'open': None,
|
|
'close': last,
|
|
'last': last,
|
|
'previousClose': None,
|
|
'change': change,
|
|
'percentage': percentage,
|
|
'average': None,
|
|
'baseVolume': baseVolume,
|
|
'quoteVolume': quoteVolume,
|
|
'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
|
|
|
|
https://docs.onetrading.com/#market-ticker-for-instrument
|
|
|
|
: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 = {
|
|
'instrument_code': market['id'],
|
|
}
|
|
response = await self.publicGetMarketTickerInstrumentCode(self.extend(request, params))
|
|
#
|
|
# {
|
|
# "instrument_code":"BTC_EUR",
|
|
# "sequence":602562,
|
|
# "time":"2020-07-10T06:27:34.951Z",
|
|
# "state":"ACTIVE",
|
|
# "is_frozen":0,
|
|
# "quote_volume":"1695555.1783768",
|
|
# "base_volume":"205.67436",
|
|
# "last_price":"8143.91",
|
|
# "best_bid":"8143.71",
|
|
# "best_ask":"8156.9",
|
|
# "price_change":"-147.47",
|
|
# "price_change_percentage":"-1.78",
|
|
# "high":"8337.45",
|
|
# "low":"8110.0"
|
|
# }
|
|
#
|
|
return self.parse_ticker(response, market)
|
|
|
|
async 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://docs.onetrading.com/#market-ticker
|
|
|
|
:param str[] [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 <https://docs.ccxt.com/#/?id=ticker-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
symbols = self.market_symbols(symbols)
|
|
response = await self.publicGetMarketTicker(params)
|
|
#
|
|
# [
|
|
# {
|
|
# "instrument_code":"BTC_EUR",
|
|
# "sequence":602562,
|
|
# "time":"2020-07-10T06:27:34.951Z",
|
|
# "state":"ACTIVE",
|
|
# "is_frozen":0,
|
|
# "quote_volume":"1695555.1783768",
|
|
# "base_volume":"205.67436",
|
|
# "last_price":"8143.91",
|
|
# "best_bid":"8143.71",
|
|
# "best_ask":"8156.9",
|
|
# "price_change":"-147.47",
|
|
# "price_change_percentage":"-1.78",
|
|
# "high":"8337.45",
|
|
# "low":"8110.0"
|
|
# }
|
|
# ]
|
|
#
|
|
result: dict = {}
|
|
for i in range(0, len(response)):
|
|
ticker = self.parse_ticker(response[i])
|
|
symbol = ticker['symbol']
|
|
result[symbol] = ticker
|
|
return self.filter_by_array_tickers(result, 'symbol', symbols)
|
|
|
|
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
|
|
|
|
https://docs.onetrading.com/#order-book
|
|
|
|
: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 = {
|
|
'instrument_code': market['id'],
|
|
# level 1 means only the best bid and ask
|
|
# level 2 is a compiled order book up to market precision
|
|
# level 3 is a full orderbook
|
|
# if you wish to get regular updates about orderbooks please use the Websocket channel
|
|
# heavy usage of self endpoint may result in limited access according to rate limits rules
|
|
# 'level': 3, # default
|
|
}
|
|
if limit is not None:
|
|
request['depth'] = limit
|
|
response = await self.publicGetOrderBookInstrumentCode(self.extend(request, params))
|
|
#
|
|
# level 1
|
|
#
|
|
# {
|
|
# "instrument_code":"BTC_EUR",
|
|
# "time":"2020-07-10T07:39:06.343Z",
|
|
# "asks":{
|
|
# "value":{
|
|
# "price":"8145.29",
|
|
# "amount":"0.96538",
|
|
# "number_of_orders":1
|
|
# }
|
|
# },
|
|
# "bids":{
|
|
# "value":{
|
|
# "price":"8134.0",
|
|
# "amount":"1.5978",
|
|
# "number_of_orders":5
|
|
# }
|
|
# }
|
|
# }
|
|
#
|
|
# level 2
|
|
#
|
|
# {
|
|
# "instrument_code":"BTC_EUR","time":"2020-07-10T07:36:43.538Z",
|
|
# "asks":[
|
|
# {"price":"8146.59","amount":"0.89691","number_of_orders":1},
|
|
# {"price":"8146.89","amount":"1.92062","number_of_orders":1},
|
|
# {"price":"8169.5","amount":"0.0663","number_of_orders":1},
|
|
# ],
|
|
# "bids":[
|
|
# {"price":"8143.49","amount":"0.01329","number_of_orders":1},
|
|
# {"price":"8137.01","amount":"5.34748","number_of_orders":1},
|
|
# {"price":"8137.0","amount":"2.0","number_of_orders":1},
|
|
# ]
|
|
# }
|
|
#
|
|
# level 3
|
|
#
|
|
# {
|
|
# "instrument_code":"BTC_EUR",
|
|
# "time":"2020-07-10T07:32:31.525Z",
|
|
# "bids":[
|
|
# {"price":"8146.79","amount":"0.01537","order_id":"5d717da1-a8f4-422d-afcc-03cb6ab66825"},
|
|
# {"price":"8139.32","amount":"3.66009","order_id":"d0715c68-f28d-4cf1-a450-d56cf650e11c"},
|
|
# {"price":"8137.51","amount":"2.61049","order_id":"085fd6f4-e835-4ca5-9449-a8f165772e60"},
|
|
# ],
|
|
# "asks":[
|
|
# {"price":"8153.49","amount":"0.93384","order_id":"755d3aa3-42b5-46fa-903d-98f42e9ae6c4"},
|
|
# {"price":"8153.79","amount":"1.80456","order_id":"62034cf3-b70d-45ff-b285-ba6307941e7c"},
|
|
# {"price":"8167.9","amount":"0.0018","order_id":"036354e0-71cd-492f-94f2-01f7d4b66422"},
|
|
# ]
|
|
# }
|
|
#
|
|
timestamp = self.parse8601(self.safe_string(response, 'time'))
|
|
return self.parse_order_book(response, market['symbol'], timestamp, 'bids', 'asks', 'price', 'amount')
|
|
|
|
def parse_ohlcv(self, ohlcv, market: Market = None) -> list:
|
|
#
|
|
# {
|
|
# "instrument_code":"BTC_EUR",
|
|
# "granularity":{"unit":"HOURS","period":1},
|
|
# "high":"9252.65",
|
|
# "low":"9115.27",
|
|
# "open":"9250.0",
|
|
# "close":"9132.35",
|
|
# "total_amount":"33.85924",
|
|
# "volume":"311958.9635744",
|
|
# "time":"2020-05-08T22:59:59.999Z",
|
|
# "last_sequence":461123
|
|
# }
|
|
#
|
|
granularity = self.safe_value(ohlcv, 'granularity')
|
|
unit = self.safe_string(granularity, 'unit')
|
|
period = self.safe_string(granularity, 'period')
|
|
units: dict = {
|
|
'MINUTES': 'm',
|
|
'HOURS': 'h',
|
|
'DAYS': 'd',
|
|
'WEEKS': 'w',
|
|
'MONTHS': 'M',
|
|
}
|
|
lowercaseUnit = self.safe_string(units, unit)
|
|
timeframe = period + lowercaseUnit
|
|
durationInSeconds = self.parse_timeframe(timeframe)
|
|
duration = durationInSeconds * 1000
|
|
timestamp = self.parse8601(self.safe_string(ohlcv, 'time'))
|
|
alignedTimestamp = duration * self.parse_to_int(timestamp / duration)
|
|
options = self.safe_value(self.options, 'fetchOHLCV', {})
|
|
volumeField = self.safe_string(options, 'volume', 'total_amount')
|
|
return [
|
|
alignedTimestamp,
|
|
self.safe_number(ohlcv, 'open'),
|
|
self.safe_number(ohlcv, 'high'),
|
|
self.safe_number(ohlcv, 'low'),
|
|
self.safe_number(ohlcv, 'close'),
|
|
self.safe_number(ohlcv, volumeField),
|
|
]
|
|
|
|
async def fetch_ohlcv(self, symbol: str, timeframe: str = '1m', 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
|
|
|
|
https://docs.onetrading.com/#candlesticks
|
|
|
|
: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)
|
|
periodUnit = self.safe_string(self.timeframes, timeframe)
|
|
period, unit = periodUnit.split('/')
|
|
durationInSeconds = self.parse_timeframe(timeframe)
|
|
duration = durationInSeconds * 1000
|
|
if limit is None:
|
|
limit = 1500
|
|
request: dict = {
|
|
'instrument_code': market['id'],
|
|
# 'from': self.iso8601(since),
|
|
# 'to': self.iso8601(self.milliseconds()),
|
|
'period': period,
|
|
'unit': unit,
|
|
}
|
|
if since is None:
|
|
now = self.milliseconds()
|
|
request['to'] = self.iso8601(now)
|
|
request['from'] = self.iso8601(now - limit * duration)
|
|
else:
|
|
request['from'] = self.iso8601(since)
|
|
request['to'] = self.iso8601(self.sum(since, limit * duration))
|
|
response = await self.publicGetCandlesticksInstrumentCode(self.extend(request, params))
|
|
#
|
|
# [
|
|
# {"instrument_code":"BTC_EUR","granularity":{"unit":"HOURS","period":1},"high":"9252.65","low":"9115.27","open":"9250.0","close":"9132.35","total_amount":"33.85924","volume":"311958.9635744","time":"2020-05-08T22:59:59.999Z","last_sequence":461123},
|
|
# {"instrument_code":"BTC_EUR","granularity":{"unit":"HOURS","period":1},"high":"9162.49","low":"9040.0","open":"9132.53","close":"9083.69","total_amount":"26.19685","volume":"238553.7812365","time":"2020-05-08T23:59:59.999Z","last_sequence":461376},
|
|
# {"instrument_code":"BTC_EUR","granularity":{"unit":"HOURS","period":1},"high":"9135.7","low":"9002.59","open":"9055.45","close":"9133.98","total_amount":"26.21919","volume":"238278.8724959","time":"2020-05-09T00:59:59.999Z","last_sequence":461521},
|
|
# ]
|
|
#
|
|
ohlcv = self.safe_list(response, 'candlesticks')
|
|
return self.parse_ohlcvs(ohlcv, market, timeframe, since, limit)
|
|
|
|
def parse_trade(self, trade: dict, market: Market = None) -> Trade:
|
|
#
|
|
# fetchTrades(public)
|
|
#
|
|
# {
|
|
# "instrument_code":"BTC_EUR",
|
|
# "price":"8137.28",
|
|
# "amount":"0.22269",
|
|
# "taker_side":"BUY",
|
|
# "volume":"1812.0908832",
|
|
# "time":"2020-07-10T14:44:32.299Z",
|
|
# "trade_timestamp":1594392272299,
|
|
# "sequence":603047
|
|
# }
|
|
#
|
|
# fetchMyTrades, fetchOrder, fetchOpenOrders, fetchClosedOrders trades(private)
|
|
#
|
|
# {
|
|
# "fee": {
|
|
# "fee_amount": "0.0014",
|
|
# "fee_currency": "BTC",
|
|
# "fee_percentage": "0.1",
|
|
# "fee_group_id": "default",
|
|
# "fee_type": "TAKER",
|
|
# "running_trading_volume": "0.0"
|
|
# },
|
|
# "trade": {
|
|
# "trade_id": "fdff2bcc-37d6-4a2d-92a5-46e09c868664",
|
|
# "order_id": "36bb2437-7402-4794-bf26-4bdf03526439",
|
|
# "account_id": "a4c699f6-338d-4a26-941f-8f9853bfc4b9",
|
|
# "amount": "1.4",
|
|
# "side": "BUY",
|
|
# "instrument_code": "BTC_EUR",
|
|
# "price": "7341.4",
|
|
# "time": "2019-09-27T15:05:32.564Z",
|
|
# "sequence": 48670
|
|
# }
|
|
# }
|
|
#
|
|
feeInfo = self.safe_value(trade, 'fee', {})
|
|
trade = self.safe_value(trade, 'trade', trade)
|
|
timestamp = self.safe_integer(trade, 'trade_timestamp')
|
|
if timestamp is None:
|
|
timestamp = self.parse8601(self.safe_string(trade, 'time'))
|
|
side = self.safe_string_lower_2(trade, 'side', 'taker_side')
|
|
priceString = self.safe_string(trade, 'price')
|
|
amountString = self.safe_string(trade, 'amount')
|
|
costString = self.safe_string(trade, 'volume')
|
|
marketId = self.safe_string(trade, 'instrument_code')
|
|
symbol = self.safe_symbol(marketId, market, '_')
|
|
feeCostString = self.safe_string(feeInfo, 'fee_amount')
|
|
takerOrMaker = None
|
|
fee = None
|
|
if feeCostString is not None:
|
|
feeCurrencyId = self.safe_string(feeInfo, 'fee_currency')
|
|
feeCurrencyCode = self.safe_currency_code(feeCurrencyId)
|
|
feeRateString = self.safe_string(feeInfo, 'fee_percentage')
|
|
fee = {
|
|
'cost': feeCostString,
|
|
'currency': feeCurrencyCode,
|
|
'rate': feeRateString,
|
|
}
|
|
takerOrMaker = self.safe_string_lower(feeInfo, 'fee_type')
|
|
return self.safe_trade({
|
|
'id': self.safe_string_2(trade, 'trade_id', 'sequence'),
|
|
'order': self.safe_string(trade, 'order_id'),
|
|
'timestamp': timestamp,
|
|
'datetime': self.iso8601(timestamp),
|
|
'symbol': symbol,
|
|
'type': None,
|
|
'side': side,
|
|
'price': priceString,
|
|
'amount': amountString,
|
|
'cost': costString,
|
|
'takerOrMaker': takerOrMaker,
|
|
'fee': fee,
|
|
'info': trade,
|
|
}, market)
|
|
|
|
def parse_balance(self, response) -> Balances:
|
|
balances = self.safe_value(response, 'balances', [])
|
|
result: dict = {'info': response}
|
|
for i in range(0, len(balances)):
|
|
balance = balances[i]
|
|
currencyId = self.safe_string(balance, 'currency_code')
|
|
code = self.safe_currency_code(currencyId)
|
|
account = self.account()
|
|
account['free'] = self.safe_string(balance, 'available')
|
|
account['used'] = self.safe_string(balance, 'locked')
|
|
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
|
|
|
|
https://docs.onetrading.com/#balances
|
|
|
|
: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.privateGetAccountBalances(params)
|
|
#
|
|
# {
|
|
# "account_id":"4b95934f-55f1-460c-a525-bd5afc0cf071",
|
|
# "balances":[
|
|
# {
|
|
# "account_id":"4b95934f-55f1-460c-a525-bd5afc0cf071",
|
|
# "currency_code":"BTC",
|
|
# "change":"10.0",
|
|
# "available":"10.0",
|
|
# "locked":"0.0",
|
|
# "sequence":142135994,
|
|
# "time":"2020-07-01T10:57:32.959Z"
|
|
# }
|
|
# ]
|
|
# }
|
|
#
|
|
return self.parse_balance(response)
|
|
|
|
def parse_order_status(self, status: Str):
|
|
statuses: dict = {
|
|
'FILLED': 'open',
|
|
'FILLED_FULLY': 'closed',
|
|
'FILLED_CLOSED': 'canceled',
|
|
'FILLED_REJECTED': 'rejected',
|
|
'OPEN': 'open',
|
|
'REJECTED': 'rejected',
|
|
'CLOSED': 'canceled',
|
|
'FAILED': 'failed',
|
|
'STOP_TRIGGERED': 'triggered',
|
|
'DONE': 'closed',
|
|
}
|
|
return self.safe_string(statuses, status, status)
|
|
|
|
def parse_order(self, order: dict, market: Market = None) -> Order:
|
|
#
|
|
# createOrder
|
|
#
|
|
# {
|
|
# "order_id": "d5492c24-2995-4c18-993a-5b8bf8fffc0d",
|
|
# "client_id": "d75fb03b-b599-49e9-b926-3f0b6d103206",
|
|
# "account_id": "a4c699f6-338d-4a26-941f-8f9853bfc4b9",
|
|
# "instrument_code": "BTC_EUR",
|
|
# "time": "2019-08-01T08:00:44.026Z",
|
|
# "side": "BUY",
|
|
# "price": "5000",
|
|
# "amount": "1",
|
|
# "filled_amount": "0.5",
|
|
# "type": "LIMIT",
|
|
# "time_in_force": "GOOD_TILL_CANCELLED"
|
|
# }
|
|
#
|
|
# fetchOrder, fetchOpenOrders, fetchClosedOrders
|
|
#
|
|
# {
|
|
# "order": {
|
|
# "order_id": "66756a10-3e86-48f4-9678-b634c4b135b2",
|
|
# "account_id": "1eb2ad5d-55f1-40b5-bc92-7dc05869e905",
|
|
# "instrument_code": "BTC_EUR",
|
|
# "amount": "1234.5678",
|
|
# "filled_amount": "1234.5678",
|
|
# "side": "BUY",
|
|
# "type": "LIMIT",
|
|
# "status": "OPEN",
|
|
# "sequence": 123456789,
|
|
# "price": "1234.5678",
|
|
# "average_price": "1234.5678",
|
|
# "reason": "INSUFFICIENT_FUNDS",
|
|
# "time": "2019-08-24T14:15:22Z",
|
|
# "time_in_force": "GOOD_TILL_CANCELLED",
|
|
# "time_last_updated": "2019-08-24T14:15:22Z",
|
|
# "expire_after": "2019-08-24T14:15:22Z",
|
|
# "is_post_only": False,
|
|
# "time_triggered": "2019-08-24T14:15:22Z",
|
|
# "trigger_price": "1234.5678"
|
|
# },
|
|
# "trades": [
|
|
# {
|
|
# "fee": {
|
|
# "fee_amount": "0.0014",
|
|
# "fee_currency": "BTC",
|
|
# "fee_percentage": "0.1",
|
|
# "fee_group_id": "default",
|
|
# "fee_type": "TAKER",
|
|
# "running_trading_volume": "0.0"
|
|
# },
|
|
# "trade": {
|
|
# "trade_id": "fdff2bcc-37d6-4a2d-92a5-46e09c868664",
|
|
# "order_id": "36bb2437-7402-4794-bf26-4bdf03526439",
|
|
# "account_id": "a4c699f6-338d-4a26-941f-8f9853bfc4b9",
|
|
# "amount": "1.4",
|
|
# "side": "BUY",
|
|
# "instrument_code": "BTC_EUR",
|
|
# "price": "7341.4",
|
|
# "time": "2019-09-27T15:05:32.564Z",
|
|
# "sequence": 48670
|
|
# }
|
|
# }
|
|
# ]
|
|
# }
|
|
#
|
|
rawOrder = self.safe_value(order, 'order', order)
|
|
id = self.safe_string(rawOrder, 'order_id')
|
|
clientOrderId = self.safe_string(rawOrder, 'client_id')
|
|
timestamp = self.parse8601(self.safe_string(rawOrder, 'time'))
|
|
rawStatus = self.parse_order_status(self.safe_string(rawOrder, 'status'))
|
|
status = self.parse_order_status(rawStatus)
|
|
marketId = self.safe_string(rawOrder, 'instrument_code')
|
|
symbol = self.safe_symbol(marketId, market, '_')
|
|
price = self.safe_string(rawOrder, 'price')
|
|
amount = self.safe_string(rawOrder, 'amount')
|
|
filled = self.safe_string(rawOrder, 'filled_amount')
|
|
side = self.safe_string_lower(rawOrder, 'side')
|
|
type = self.safe_string_lower(rawOrder, 'type')
|
|
timeInForce = self.parse_time_in_force(self.safe_string(rawOrder, 'time_in_force'))
|
|
postOnly = self.safe_value(rawOrder, 'is_post_only')
|
|
rawTrades = self.safe_value(order, 'trades', [])
|
|
return self.safe_order({
|
|
'id': id,
|
|
'clientOrderId': clientOrderId,
|
|
'info': order,
|
|
'timestamp': timestamp,
|
|
'datetime': self.iso8601(timestamp),
|
|
'lastTradeTimestamp': None,
|
|
'symbol': symbol,
|
|
'type': self.parse_order_type(type),
|
|
'timeInForce': timeInForce,
|
|
'postOnly': postOnly,
|
|
'side': side,
|
|
'price': price,
|
|
'triggerPrice': self.safe_number(rawOrder, 'trigger_price'),
|
|
'amount': amount,
|
|
'cost': None,
|
|
'average': None,
|
|
'filled': filled,
|
|
'remaining': None,
|
|
'status': status,
|
|
# 'fee': None,
|
|
'trades': rawTrades,
|
|
}, market)
|
|
|
|
def parse_order_type(self, type: Str):
|
|
types: dict = {
|
|
'booked': 'limit',
|
|
}
|
|
return self.safe_string(types, type, type)
|
|
|
|
def parse_time_in_force(self, timeInForce: Str):
|
|
timeInForces: dict = {
|
|
'GOOD_TILL_CANCELLED': 'GTC',
|
|
'GOOD_TILL_TIME': 'GTT',
|
|
'IMMEDIATE_OR_CANCELLED': 'IOC',
|
|
'FILL_OR_KILL': 'FOK',
|
|
}
|
|
return self.safe_string(timeInForces, timeInForce, timeInForce)
|
|
|
|
async def create_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}):
|
|
"""
|
|
create a trade order
|
|
|
|
https://docs.onetrading.com/#create-order
|
|
|
|
:param str symbol: unified symbol of the market to create an order in
|
|
:param str type: '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
|
|
:param float [params.triggerPrice]: onetrading only does stop limit orders and does not do stop market
|
|
:returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
market = self.market(symbol)
|
|
uppercaseType = type.upper()
|
|
request: dict = {
|
|
'instrument_code': market['id'],
|
|
'type': uppercaseType, # LIMIT, MARKET, STOP
|
|
'side': side.upper(), # or SELL
|
|
'amount': self.amount_to_precision(symbol, amount),
|
|
# "price": "1234.5678", # required for LIMIT and STOP orders
|
|
# "client_id": "d75fb03b-b599-49e9-b926-3f0b6d103206", # optional
|
|
# "time_in_force": "GOOD_TILL_CANCELLED", # limit orders only, GOOD_TILL_CANCELLED, GOOD_TILL_TIME, IMMEDIATE_OR_CANCELLED and FILL_OR_KILL
|
|
# "expire_after": "2020-07-02T19:40:13Z", # required for GOOD_TILL_TIME
|
|
# "is_post_only": False, # limit orders only, optional
|
|
# "trigger_price": "1234.5678" # required for stop orders
|
|
}
|
|
priceIsRequired = False
|
|
if uppercaseType == 'LIMIT' or uppercaseType == 'STOP':
|
|
priceIsRequired = True
|
|
triggerPrice = self.safe_number_n(params, ['triggerPrice', 'trigger_price', 'stopPrice'])
|
|
if triggerPrice is not None:
|
|
if uppercaseType == 'MARKET':
|
|
raise BadRequest(self.id + ' createOrder() cannot place stop market orders, only stop limit')
|
|
request['trigger_price'] = self.price_to_precision(symbol, triggerPrice)
|
|
request['type'] = 'STOP'
|
|
params = self.omit(params, ['triggerPrice', 'trigger_price', 'stopPrice'])
|
|
elif uppercaseType == 'STOP':
|
|
raise ArgumentsRequired(self.id + ' createOrder() requires a triggerPrice param for ' + type + ' orders')
|
|
if priceIsRequired:
|
|
request['price'] = self.price_to_precision(symbol, price)
|
|
clientOrderId = self.safe_string_2(params, 'clientOrderId', 'client_id')
|
|
if clientOrderId is not None:
|
|
request['client_id'] = clientOrderId
|
|
params = self.omit(params, ['clientOrderId', 'client_id'])
|
|
timeInForce = self.safe_string_2(params, 'timeInForce', 'time_in_force', 'GOOD_TILL_CANCELLED')
|
|
params = self.omit(params, 'timeInForce')
|
|
request['time_in_force'] = timeInForce
|
|
response = await self.privatePostAccountOrders(self.extend(request, params))
|
|
#
|
|
# {
|
|
# "order_id": "d5492c24-2995-4c18-993a-5b8bf8fffc0d",
|
|
# "client_id": "d75fb03b-b599-49e9-b926-3f0b6d103206",
|
|
# "account_id": "a4c699f6-338d-4a26-941f-8f9853bfc4b9",
|
|
# "instrument_code": "BTC_EUR",
|
|
# "time": "2019-08-01T08:00:44.026Z",
|
|
# "side": "BUY",
|
|
# "price": "5000",
|
|
# "amount": "1",
|
|
# "filled_amount": "0.5",
|
|
# "type": "LIMIT",
|
|
# "time_in_force": "GOOD_TILL_CANCELLED"
|
|
# }
|
|
#
|
|
return self.parse_order(response, market)
|
|
|
|
async def cancel_order(self, id: str, symbol: Str = None, params={}):
|
|
"""
|
|
cancels an open order
|
|
|
|
https://docs.onetrading.com/#close-order-by-order-id
|
|
|
|
:param str id: order id
|
|
:param str symbol: not used by bitmex cancelOrder()
|
|
: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()
|
|
clientOrderId = self.safe_string_2(params, 'clientOrderId', 'client_id')
|
|
params = self.omit(params, ['clientOrderId', 'client_id'])
|
|
method = 'privateDeleteAccountOrdersOrderId'
|
|
request: dict = {}
|
|
if clientOrderId is not None:
|
|
method = 'privateDeleteAccountOrdersClientClientId'
|
|
request['client_id'] = clientOrderId
|
|
else:
|
|
request['order_id'] = id
|
|
response = None
|
|
if method == 'privateDeleteAccountOrdersOrderId':
|
|
response = await self.privateDeleteAccountOrdersOrderId(self.extend(request, params))
|
|
else:
|
|
response = await self.privateDeleteAccountOrdersClientClientId(self.extend(request, params))
|
|
#
|
|
# responds with an empty body
|
|
#
|
|
return self.parse_order(response)
|
|
|
|
async def cancel_all_orders(self, symbol: Str = None, params={}):
|
|
"""
|
|
cancel all open orders
|
|
|
|
https://docs.onetrading.com/#close-all-orders
|
|
|
|
:param str symbol: unified market symbol, only orders in the market of self symbol are cancelled when symbol is not None
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
request: dict = {}
|
|
if symbol is not None:
|
|
market = self.market(symbol)
|
|
request['instrument_code'] = market['id']
|
|
response = await self.privateDeleteAccountOrders(self.extend(request, params))
|
|
#
|
|
# [
|
|
# "a10e9bd1-8f72-4cfe-9f1b-7f1c8a9bd8ee"
|
|
# ]
|
|
#
|
|
return [self.safe_order({'info': response})]
|
|
|
|
async def cancel_orders(self, ids: List[str], symbol: Str = None, params={}):
|
|
"""
|
|
cancel multiple orders
|
|
|
|
https://docs.onetrading.com/#close-all-orders
|
|
|
|
:param str[] ids: order ids
|
|
:param str symbol: unified market symbol, default is None
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:returns dict: an list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
request: dict = {
|
|
'ids': ','.join(ids),
|
|
}
|
|
response = await self.privateDeleteAccountOrders(self.extend(request, params))
|
|
#
|
|
# [
|
|
# "a10e9bd1-8f72-4cfe-9f1b-7f1c8a9bd8ee"
|
|
# ]
|
|
#
|
|
order = self.safe_order({'info': response})
|
|
return [order]
|
|
|
|
async def fetch_order(self, id: str, symbol: Str = None, params={}):
|
|
"""
|
|
fetches information on an order made by the user
|
|
|
|
https://docs.onetrading.com/#get-order
|
|
|
|
:param str id: the order id
|
|
:param str symbol: not used by onetrading fetchOrder
|
|
: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()
|
|
request: dict = {
|
|
'order_id': id,
|
|
}
|
|
response = await self.privateGetAccountOrdersOrderId(self.extend(request, params))
|
|
#
|
|
# {
|
|
# "order": {
|
|
# "order_id": "36bb2437-7402-4794-bf26-4bdf03526439",
|
|
# "account_id": "a4c699f6-338d-4a26-941f-8f9853bfc4b9",
|
|
# "time_last_updated": "2019-09-27T15:05:35.096Z",
|
|
# "sequence": 48782,
|
|
# "price": "7349.2",
|
|
# "filled_amount": "100.0",
|
|
# "status": "FILLED_FULLY",
|
|
# "amount": "100.0",
|
|
# "instrument_code": "BTC_EUR",
|
|
# "side": "BUY",
|
|
# "time": "2019-09-27T15:05:32.063Z",
|
|
# "type": "MARKET"
|
|
# },
|
|
# "trades": [
|
|
# {
|
|
# "fee": {
|
|
# "fee_amount": "0.0014",
|
|
# "fee_currency": "BTC",
|
|
# "fee_percentage": "0.1",
|
|
# "fee_group_id": "default",
|
|
# "fee_type": "TAKER",
|
|
# "running_trading_volume": "0.0"
|
|
# },
|
|
# "trade": {
|
|
# "trade_id": "fdff2bcc-37d6-4a2d-92a5-46e09c868664",
|
|
# "order_id": "36bb2437-7402-4794-bf26-4bdf03526439",
|
|
# "account_id": "a4c699f6-338d-4a26-941f-8f9853bfc4b9",
|
|
# "amount": "1.4",
|
|
# "side": "BUY",
|
|
# "instrument_code": "BTC_EUR",
|
|
# "price": "7341.4",
|
|
# "time": "2019-09-27T15:05:32.564Z",
|
|
# "sequence": 48670
|
|
# }
|
|
# }
|
|
# ]
|
|
# }
|
|
#
|
|
return self.parse_order(response)
|
|
|
|
async def fetch_open_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
|
|
"""
|
|
fetch all unfilled currently open orders
|
|
|
|
https://docs.onetrading.com/#get-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 orders 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>`
|
|
"""
|
|
await self.load_markets()
|
|
request: dict = {
|
|
# 'from': self.iso8601(since),
|
|
# 'to': self.iso8601(self.milliseconds()), # max range is 100 days
|
|
# 'instrument_code': market['id'],
|
|
# 'with_cancelled_and_rejected': False, # default is False, orders which have been cancelled by the user before being filled or rejected by the system, additionally, all inactive filled orders which would return with "with_just_filled_inactive"
|
|
# 'with_just_filled_inactive': False, # orders which have been filled and are no longer open, use of "with_cancelled_and_rejected" extends "with_just_filled_inactive" and in case both are specified the latter is ignored
|
|
# 'with_just_orders': False, # do not return any trades corresponsing to the orders, it may be significanly faster and should be used if user is not interesting in trade information
|
|
# 'max_page_size': 100,
|
|
# 'cursor': 'string', # pointer specifying the position from which the next pages should be returned
|
|
}
|
|
market = None
|
|
if symbol is not None:
|
|
market = self.market(symbol)
|
|
request['instrument_code'] = market['id']
|
|
if since is not None:
|
|
to = self.safe_string(params, 'to')
|
|
if to is None:
|
|
raise ArgumentsRequired(self.id + ' fetchOpenOrders() requires a "to" iso8601 string param with the since argument is specified, max range is 100 days')
|
|
request['from'] = self.iso8601(since)
|
|
if limit is not None:
|
|
request['max_page_size'] = limit
|
|
response = await self.privateGetAccountOrders(self.extend(request, params))
|
|
#
|
|
# {
|
|
# "order_history": [
|
|
# {
|
|
# "order": {
|
|
# "trigger_price": "12089.88",
|
|
# "order_id": "d453ca12-c650-46dd-9dee-66910d96bfc0",
|
|
# "account_id": "ef3a5f4c-cfcd-415e-ba89-5a9abf47b28a",
|
|
# "instrument_code": "BTC_USDT",
|
|
# "time": "2019-08-23T10:02:31.663Z",
|
|
# "side": "SELL",
|
|
# "price": "10159.76",
|
|
# "average_price": "10159.76",
|
|
# "amount": "0.2",
|
|
# "filled_amount": "0.2",
|
|
# "type": "STOP",
|
|
# "sequence": 8,
|
|
# "status": "FILLED_FULLY"
|
|
# },
|
|
# "trades": [
|
|
# {
|
|
# "fee": {
|
|
# "fee_amount": "0.4188869",
|
|
# "fee_currency": "USDT",
|
|
# "fee_percentage": "0.1",
|
|
# "fee_group_id": "default",
|
|
# "fee_type": "TAKER",
|
|
# "running_trading_volume": "0.0"
|
|
# },
|
|
# "trade": {
|
|
# "trade_id": "ec82896f-fd1b-4cbb-89df-a9da85ccbb4b",
|
|
# "order_id": "d453ca12-c650-46dd-9dee-66910d96bfc0",
|
|
# "account_id": "ef3a5f4c-cfcd-415e-ba89-5a9abf47b28a",
|
|
# "amount": "0.2",
|
|
# "side": "SELL",
|
|
# "instrument_code": "BTC_USDT",
|
|
# "price": "10159.76",
|
|
# "time": "2019-08-23T10:02:32.663Z",
|
|
# "sequence": 9
|
|
# }
|
|
# }
|
|
# ]
|
|
# },
|
|
# {
|
|
# "order": {
|
|
# "order_id": "5151a99e-f414-418f-8cf1-2568d0a63ea5",
|
|
# "account_id": "ef3a5f4c-cfcd-415e-ba89-5a9abf47b28a",
|
|
# "instrument_code": "BTC_USDT",
|
|
# "time": "2019-08-23T10:01:36.773Z",
|
|
# "side": "SELL",
|
|
# "price": "12289.88",
|
|
# "amount": "0.5",
|
|
# "filled_amount": "0.0",
|
|
# "type": "LIMIT",
|
|
# "sequence": 7,
|
|
# "status": "OPEN"
|
|
# },
|
|
# "trades": []
|
|
# },
|
|
# {
|
|
# "order": {
|
|
# "order_id": "ac80d857-75e1-4733-9070-fd4288395fdc",
|
|
# "account_id": "ef3a5f4c-cfcd-415e-ba89-5a9abf47b28a",
|
|
# "instrument_code": "BTC_USDT",
|
|
# "time": "2019-08-23T10:01:25.031Z",
|
|
# "side": "SELL",
|
|
# "price": "11089.88",
|
|
# "amount": "0.1",
|
|
# "filled_amount": "0.0",
|
|
# "type": "LIMIT",
|
|
# "sequence": 6,
|
|
# "status": "OPEN"
|
|
# },
|
|
# "trades": []
|
|
# }
|
|
# ],
|
|
# "max_page_size": 100
|
|
# }
|
|
#
|
|
orderHistory = self.safe_list(response, 'order_history', [])
|
|
return self.parse_orders(orderHistory, market, since, limit)
|
|
|
|
async 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://docs.onetrading.com/#get-orders
|
|
|
|
: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>`
|
|
"""
|
|
request: dict = {
|
|
'with_cancelled_and_rejected': True, # default is False, orders which have been cancelled by the user before being filled or rejected by the system, additionally, all inactive filled orders which would return with "with_just_filled_inactive"
|
|
}
|
|
return await self.fetch_open_orders(symbol, since, limit, self.extend(request, params))
|
|
|
|
async def fetch_order_trades(self, id: str, symbol: Str = None, since: Int = None, limit: Int = None, params={}):
|
|
"""
|
|
fetch all the trades made from a single order
|
|
|
|
https://docs.onetrading.com/#trades-for-order
|
|
|
|
:param str id: order id
|
|
: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 to retrieve
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
request: dict = {
|
|
'order_id': id,
|
|
# 'max_page_size': 100,
|
|
# 'cursor': 'string', # pointer specifying the position from which the next pages should be returned
|
|
}
|
|
if limit is not None:
|
|
request['max_page_size'] = limit
|
|
response = await self.privateGetAccountOrdersOrderIdTrades(self.extend(request, params))
|
|
#
|
|
# {
|
|
# "trade_history": [
|
|
# {
|
|
# "trade": {
|
|
# "trade_id": "2b42efcd-d5b7-4a56-8e12-b69ffd68c5ef",
|
|
# "order_id": "66756a10-3e86-48f4-9678-b634c4b135b2",
|
|
# "account_id": "c2d0076a-c20d-41f8-9e9a-1a1d028b2b58",
|
|
# "amount": "1234.5678",
|
|
# "side": "BUY",
|
|
# "instrument_code": "BTC_EUR",
|
|
# "price": "1234.5678",
|
|
# "time": "2019-08-24T14:15:22Z",
|
|
# "price_tick_sequence": 0,
|
|
# "sequence": 123456789
|
|
# },
|
|
# "fee": {
|
|
# "fee_amount": "1234.5678",
|
|
# "fee_percentage": "1234.5678",
|
|
# "fee_group_id": "default",
|
|
# "running_trading_volume": "1234.5678",
|
|
# "fee_currency": "BTC",
|
|
# "fee_type": "TAKER"
|
|
# }
|
|
# }
|
|
# ],
|
|
# "max_page_size": 0,
|
|
# "cursor": "string"
|
|
# }
|
|
#
|
|
tradeHistory = self.safe_value(response, 'trade_history', [])
|
|
market = None
|
|
if symbol is not None:
|
|
market = self.market(symbol)
|
|
return self.parse_trades(tradeHistory, 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
|
|
|
|
https://docs.onetrading.com/#all-trades
|
|
|
|
: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>`
|
|
"""
|
|
await self.load_markets()
|
|
request: dict = {
|
|
# 'from': self.iso8601(since),
|
|
# 'to': self.iso8601(self.milliseconds()), # max range is 100 days
|
|
# 'instrument_code': market['id'],
|
|
# 'max_page_size': 100,
|
|
# 'cursor': 'string', # pointer specifying the position from which the next pages should be returned
|
|
}
|
|
market = None
|
|
if symbol is not None:
|
|
market = self.market(symbol)
|
|
request['instrument_code'] = market['id']
|
|
if since is not None:
|
|
to = self.safe_string(params, 'to')
|
|
if to is None:
|
|
raise ArgumentsRequired(self.id + ' fetchMyTrades() requires a "to" iso8601 string param with the since argument is specified, max range is 100 days')
|
|
request['from'] = self.iso8601(since)
|
|
if limit is not None:
|
|
request['max_page_size'] = limit
|
|
response = await self.privateGetAccountTrades(self.extend(request, params))
|
|
#
|
|
# {
|
|
# "trade_history": [
|
|
# {
|
|
# "trade": {
|
|
# "trade_id": "2b42efcd-d5b7-4a56-8e12-b69ffd68c5ef",
|
|
# "order_id": "66756a10-3e86-48f4-9678-b634c4b135b2",
|
|
# "account_id": "c2d0076a-c20d-41f8-9e9a-1a1d028b2b58",
|
|
# "amount": "1234.5678",
|
|
# "side": "BUY",
|
|
# "instrument_code": "BTC_EUR",
|
|
# "price": "1234.5678",
|
|
# "time": "2019-08-24T14:15:22Z",
|
|
# "price_tick_sequence": 0,
|
|
# "sequence": 123456789
|
|
# },
|
|
# "fee": {
|
|
# "fee_amount": "1234.5678",
|
|
# "fee_percentage": "1234.5678",
|
|
# "fee_group_id": "default",
|
|
# "running_trading_volume": "1234.5678",
|
|
# "fee_currency": "BTC",
|
|
# "fee_type": "TAKER"
|
|
# }
|
|
# }
|
|
# ],
|
|
# "max_page_size": 0,
|
|
# "cursor": "string"
|
|
# }
|
|
#
|
|
tradeHistory = self.safe_list(response, 'trade_history', [])
|
|
return self.parse_trades(tradeHistory, market, since, limit)
|
|
|
|
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 api == 'public':
|
|
if query:
|
|
url += '?' + self.urlencode(query)
|
|
elif api == 'private':
|
|
self.check_required_credentials()
|
|
headers = {
|
|
'Accept': 'application/json',
|
|
'Authorization': 'Bearer ' + self.apiKey,
|
|
}
|
|
if method == 'POST':
|
|
body = self.json(query)
|
|
headers['Content-Type'] = 'application/json'
|
|
else:
|
|
if query:
|
|
url += '?' + self.urlencode(query)
|
|
return {'url': url, 'method': method, 'body': body, 'headers': headers}
|
|
|
|
def handle_errors(self, code: int, reason: str, url: str, method: str, headers: dict, body: str, response, requestHeaders, requestBody):
|
|
if response is None:
|
|
return None
|
|
#
|
|
# {"error":"MISSING_FROM_PARAM"}
|
|
# {"error":"MISSING_TO_PARAM"}
|
|
# {"error":"CANDLESTICKS_TIME_RANGE_TOO_BIG"}
|
|
#
|
|
message = self.safe_string(response, 'error')
|
|
if message is not None:
|
|
feedback = self.id + ' ' + body
|
|
self.throw_exactly_matched_exception(self.exceptions['exact'], message, feedback)
|
|
self.throw_broadly_matched_exception(self.exceptions['broad'], message, feedback)
|
|
raise ExchangeError(feedback) # unknown message
|
|
return None
|