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

803 lines
31 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.zaif 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 BadRequest
from ccxt.base.decimal_to_precision import TICK_SIZE
from ccxt.base.precise import Precise
class zaif(Exchange, ImplicitAPI):
def describe(self) -> Any:
return self.deep_extend(super(zaif, self).describe(), {
'id': 'zaif',
'name': 'Zaif',
'countries': ['JP'],
# 10 requests per second = 1000ms / 10 = 100ms between requests(public market endpoints)
'rateLimit': 100,
'version': '1',
'has': {
'CORS': None,
'spot': True,
'margin': None, # has but unimplemented
'swap': False,
'future': False,
'option': False,
'cancelOrder': True,
'createMarketOrder': False,
'createOrder': True,
'fetchBalance': True,
'fetchClosedOrders': True,
'fetchCurrencies': False,
'fetchFundingHistory': False,
'fetchFundingRate': False,
'fetchFundingRateHistory': False,
'fetchFundingRates': False,
'fetchIndexOHLCV': False,
'fetchMarkets': True,
'fetchMarkOHLCV': False,
'fetchOpenInterestHistory': False,
'fetchOpenOrders': True,
'fetchOrderBook': True,
'fetchPremiumIndexOHLCV': False,
'fetchTicker': True,
'fetchTrades': True,
'fetchTradingFee': False,
'fetchTradingFees': False,
'withdraw': True,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27766927-39ca2ada-5eeb-11e7-972f-1b4199518ca6.jpg',
'api': {
'rest': 'https://api.zaif.jp',
},
'www': 'https://zaif.jp',
'doc': [
'https://techbureau-api-document.readthedocs.io/ja/latest/index.html',
'https://corp.zaif.jp/api-docs',
'https://corp.zaif.jp/api-docs/api_links',
'https://www.npmjs.com/package/zaif.jp',
'https://github.com/you21979/node-zaif',
],
'fees': 'https://zaif.jp/fee?lang=en',
},
'fees': {
'trading': {
'percentage': True,
'taker': self.parse_number('0.001'),
'maker': self.parse_number('0'),
},
},
'api': {
'public': {
'get': {
'depth/{pair}': 1,
'currencies/{pair}': 1,
'currencies/all': 1,
'currency_pairs/{pair}': 1,
'currency_pairs/all': 1,
'last_price/{pair}': 1,
'ticker/{pair}': 1,
'trades/{pair}': 1,
},
},
'private': {
'post': {
'active_orders': 5, # 10 in 5 seconds = 2 per second => cost = 10 / 2 = 5
'cancel_order': 5,
'deposit_history': 5,
'get_id_info': 5,
'get_info': 10, # 10 in 10 seconds = 1 per second => cost = 10 / 1 = 10
'get_info2': 5, # 20 in 10 seconds = 2 per second => cost = 10 / 2 = 5
'get_personal_info': 5,
'trade': 5,
'trade_history': 50, # 12 in 60 seconds = 0.2 per second => cost = 10 / 0.2 = 50
'withdraw': 5,
'withdraw_history': 5,
},
},
'ecapi': {
'post': {
'createInvoice': 1, # unverified
'getInvoice': 1,
'getInvoiceIdsByOrderNumber': 1,
'cancelInvoice': 1,
},
},
'tlapi': {
'post': {
'get_positions': 66, # 10 in 60 seconds = 0.166 per second => cost = 10 / 0.166 = 66
'position_history': 66, # 10 in 60 seconds
'active_positions': 5, # 20 in 10 seconds
'create_position': 33, # 3 in 10 seconds = 0.3 per second => cost = 10 / 0.3 = 33
'change_position': 33, # 3 in 10 seconds
'cancel_position': 33, # 3 in 10 seconds
},
},
'fapi': {
'get': {
'groups/{group_id}': 1, # testing
'last_price/{group_id}/{pair}': 1,
'ticker/{group_id}/{pair}': 1,
'trades/{group_id}/{pair}': 1,
'depth/{group_id}/{pair}': 1,
},
},
},
'options': {
},
'features': {
'spot': {
'sandbox': False,
'createOrder': {
'marginMode': True, # todo
'triggerPrice': True, # todo implement
'triggerDirection': False,
'triggerPriceType': None,
'stopLossPrice': False, # todo
'takeProfitPrice': False, # todo
'attachedStopLossTakeProfit': None,
'timeInForce': {
'IOC': False,
'FOK': False,
'PO': False,
'GTD': False,
},
'hedged': False,
'trailing': False,
'leverage': True, # todo implement
'marketBuyByCost': False,
'marketBuyRequiresPrice': False,
'selfTradePrevention': False,
'iceberg': False,
},
'createOrders': None,
'fetchMyTrades': None, # todo
'fetchOrder': None,
'fetchOpenOrders': {
'marginMode': True, # todo
'limit': None,
'trigger': False,
'trailing': False,
'symbolRequired': False,
},
'fetchOrders': None, # todo
'fetchClosedOrders': {
'marginMode': True, # todo
'limit': 1000,
'daysBack': 100000, # todo
'daysBackCanceled': 1, # todo
'untilDays': 100000, # todo
'trigger': False,
'trailing': False,
'symbolRequired': False,
},
'fetchOHLCV': None,
},
'swap': {
'linear': None,
'inverse': None,
},
'future': {
'linear': None,
'inverse': None,
},
},
'precisionMode': TICK_SIZE,
'exceptions': {
'exact': {
'unsupported currency_pair': BadRequest, # {"error": "unsupported currency_pair"}
},
'broad': {
},
},
})
async def fetch_markets(self, params={}) -> List[Market]:
"""
https://zaif-api-document.readthedocs.io/ja/latest/PublicAPI.html#id12
retrieves data on all markets for zaif
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict[]: an array of objects representing market data
"""
markets = await self.publicGetCurrencyPairsAll(params)
#
# [
# {
# "aux_unit_point": 0,
# "item_japanese": "\u30d3\u30c3\u30c8\u30b3\u30a4\u30f3",
# "aux_unit_step": 5.0,
# "description": "\u30d3\u30c3\u30c8\u30b3\u30a4\u30f3\u30fb\u65e5\u672c\u5186\u306e\u53d6\u5f15\u3092\u884c\u3046\u3053\u3068\u304c\u3067\u304d\u307e\u3059",
# "item_unit_min": 0.001,
# "event_number": 0,
# "currency_pair": "btc_jpy",
# "is_token": False,
# "aux_unit_min": 5.0,
# "aux_japanese": "\u65e5\u672c\u5186",
# "id": 1,
# "item_unit_step": 0.0001,
# "name": "BTC/JPY",
# "seq": 0,
# "title": "BTC/JPY"
# }
# ]
#
return self.parse_markets(markets)
def parse_market(self, market: dict) -> Market:
id = self.safe_string(market, 'currency_pair')
name = self.safe_string(market, 'name')
baseId, quoteId = name.split('/')
base = self.safe_currency_code(baseId)
quote = self.safe_currency_code(quoteId)
symbol = base + '/' + quote
return {
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'settle': None,
'baseId': baseId,
'quoteId': quoteId,
'settleId': None,
'type': 'spot',
'spot': True,
'margin': None,
'swap': False,
'future': False,
'option': False,
'active': None, # can trade or not
'contract': False,
'linear': None,
'inverse': None,
'contractSize': None,
'expiry': None,
'expiryDatetime': None,
'strike': None,
'optionType': None,
'precision': {
'amount': self.safe_number(market, 'item_unit_step'),
'price': self.parse_number(self.parse_precision(self.safe_string(market, 'aux_unit_point'))),
},
'limits': {
'leverage': {
'min': None,
'max': None,
},
'amount': {
'min': self.safe_number(market, 'item_unit_min'),
'max': None,
},
'price': {
'min': self.safe_number(market, 'aux_unit_min'),
'max': None,
},
'cost': {
'min': None,
'max': None,
},
},
'created': None,
'info': market,
}
def parse_balance(self, response) -> Balances:
balances = self.safe_value(response, 'return', {})
deposit = self.safe_value(balances, 'deposit')
result: dict = {
'info': response,
'timestamp': None,
'datetime': None,
}
funds = self.safe_value(balances, 'funds', {})
currencyIds = list(funds.keys())
for i in range(0, len(currencyIds)):
currencyId = currencyIds[i]
code = self.safe_currency_code(currencyId)
balance = self.safe_string(funds, currencyId)
account = self.account()
account['free'] = balance
account['total'] = balance
if deposit is not None:
if currencyId in deposit:
account['total'] = self.safe_string(deposit, currencyId)
result[code] = account
return self.safe_balance(result)
async def fetch_balance(self, params={}) -> Balances:
"""
https://zaif-api-document.readthedocs.io/ja/latest/TradingAPI.html#id10
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.privatePostGetInfo(params)
return self.parse_balance(response)
async def fetch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
"""
https://zaif-api-document.readthedocs.io/ja/latest/PublicAPI.html#id34
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 = {
'pair': market['id'],
}
response = await self.publicGetDepthPair(self.extend(request, params))
return self.parse_order_book(response, market['symbol'])
def parse_ticker(self, ticker: dict, market: Market = None) -> Ticker:
#
# {
# "last": 9e-08,
# "high": 1e-07,
# "low": 9e-08,
# "vwap": 0.0,
# "volume": 135250.0,
# "bid": 9e-08,
# "ask": 1e-07
# }
#
symbol = self.safe_symbol(None, market)
vwap = self.safe_string(ticker, 'vwap')
baseVolume = self.safe_string(ticker, 'volume')
quoteVolume = Precise.string_mul(baseVolume, vwap)
last = self.safe_string(ticker, 'last')
return self.safe_ticker({
'symbol': symbol,
'timestamp': None,
'datetime': None,
'high': self.safe_string(ticker, 'high'),
'low': self.safe_string(ticker, 'low'),
'bid': self.safe_string(ticker, 'bid'),
'bidVolume': None,
'ask': self.safe_string(ticker, 'ask'),
'askVolume': None,
'vwap': vwap,
'open': None,
'close': last,
'last': last,
'previousClose': None,
'change': None,
'percentage': None,
'average': None,
'baseVolume': baseVolume,
'quoteVolume': quoteVolume,
'info': ticker,
}, market)
async def fetch_ticker(self, symbol: str, params={}) -> Ticker:
"""
https://zaif-api-document.readthedocs.io/ja/latest/PublicAPI.html#id22
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 = {
'pair': market['id'],
}
ticker = await self.publicGetTickerPair(self.extend(request, params))
#
# {
# "last": 9e-08,
# "high": 1e-07,
# "low": 9e-08,
# "vwap": 0.0,
# "volume": 135250.0,
# "bid": 9e-08,
# "ask": 1e-07
# }
#
return self.parse_ticker(ticker, market)
def parse_trade(self, trade: dict, market: Market = None) -> Trade:
#
# fetchTrades(public)
#
# {
# "date": 1648559414,
# "price": 5880375.0,
# "amount": 0.017,
# "tid": 176126557,
# "currency_pair": "btc_jpy",
# "trade_type": "ask"
# }
#
side = self.safe_string(trade, 'trade_type')
side = 'buy' if (side == 'bid') else 'sell'
timestamp = self.safe_timestamp(trade, 'date')
id = self.safe_string_2(trade, 'id', 'tid')
priceString = self.safe_string(trade, 'price')
amountString = self.safe_string(trade, 'amount')
marketId = self.safe_string(trade, 'currency_pair')
symbol = self.safe_symbol(marketId, market, '_')
return self.safe_trade({
'id': id,
'info': trade,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'symbol': symbol,
'type': None,
'side': side,
'order': None,
'takerOrMaker': None,
'price': priceString,
'amount': amountString,
'cost': None,
'fee': None,
}, market)
async def fetch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
"""
https://zaif-api-document.readthedocs.io/ja/latest/PublicAPI.html#id28
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)
request: dict = {
'pair': market['id'],
}
response = await self.publicGetTradesPair(self.extend(request, params))
#
# [
# {
# "date": 1648559414,
# "price": 5880375.0,
# "amount": 0.017,
# "tid": 176126557,
# "currency_pair": "btc_jpy",
# "trade_type": "ask"
# }, ...
# ]
#
numTrades = len(response)
if numTrades == 1:
firstTrade = response[0]
if not firstTrade:
response = []
return self.parse_trades(response, market, since, limit)
async def create_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}):
"""
https://zaif-api-document.readthedocs.io/ja/latest/MarginTradingAPI.html#id23
create a trade order
:param str symbol: unified symbol of the market to create an order in
:param str type: must be '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()
if type != 'limit':
raise ExchangeError(self.id + ' createOrder() allows limit orders only')
market = self.market(symbol)
request: dict = {
'currency_pair': market['id'],
'action': 'bid' if (side == 'buy') else 'ask',
'amount': amount,
'price': price,
}
response = await self.privatePostTrade(self.extend(request, params))
return self.safe_order({
'info': response,
'id': str(response['return']['order_id']),
}, market)
async def cancel_order(self, id: str, symbol: Str = None, params={}):
"""
https://zaif-api-document.readthedocs.io/ja/latest/TradingAPI.html#id37
cancels an open order
:param str id: order id
:param str symbol: not used by zaif cancelOrder()
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: An `order structure <https://docs.ccxt.com/#/?id=order-structure>`
"""
request: dict = {
'order_id': id,
}
response = await self.privatePostCancelOrder(self.extend(request, params))
#
# {
# "success": 1,
# "return": {
# "order_id": 184,
# "funds": {
# "jpy": 15320,
# "btc": 1.392,
# "mona": 2600,
# "kaori": 0.1
# }
# }
# }
#
data = self.safe_dict(response, 'return')
return self.parse_order(data)
def parse_order(self, order: dict, market: Market = None) -> Order:
#
# {
# "currency_pair": "btc_jpy",
# "action": "ask",
# "amount": 0.03,
# "price": 56000,
# "timestamp": 1402021125,
# "comment" : "demo"
# }
#
# cancelOrder
#
# {
# "order_id": 184,
# "funds": {
# "jpy": 15320,
# "btc": 1.392,
# "mona": 2600,
# "kaori": 0.1
# }
# }
#
side = self.safe_string(order, 'action')
side = 'buy' if (side == 'bid') else 'sell'
timestamp = self.safe_timestamp(order, 'timestamp')
marketId = self.safe_string(order, 'currency_pair')
symbol = self.safe_symbol(marketId, market, '_')
price = self.safe_string(order, 'price')
amount = self.safe_string(order, 'amount')
id = self.safe_string_2(order, 'id', 'order_id')
return self.safe_order({
'id': id,
'clientOrderId': None,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'lastTradeTimestamp': None,
'status': 'open',
'symbol': symbol,
'type': 'limit',
'timeInForce': None,
'postOnly': None,
'side': side,
'price': price,
'triggerPrice': None,
'cost': None,
'amount': amount,
'filled': None,
'remaining': None,
'trades': None,
'fee': None,
'info': order,
'average': None,
}, market)
async def fetch_open_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
"""
https://zaif-api-document.readthedocs.io/ja/latest/MarginTradingAPI.html#id28
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 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()
market: Market = None
request: dict = {
# 'is_token': False,
# 'is_token_both': False,
}
if symbol is not None:
market = self.market(symbol)
request['currency_pair'] = market['id']
response = await self.privatePostActiveOrders(self.extend(request, params))
return self.parse_orders(response['return'], market, since, limit)
async def fetch_closed_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
"""
https://zaif-api-document.readthedocs.io/ja/latest/TradingAPI.html#id24
fetches information on multiple closed 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>`
"""
await self.load_markets()
market: Market = None
request: dict = {
# 'from': 0,
# 'count': 1000,
# 'from_id': 0,
# 'end_id': 1000,
# 'order': 'DESC',
# 'since': 1503821051,
# 'end': 1503821051,
# 'is_token': False,
}
if symbol is not None:
market = self.market(symbol)
request['currency_pair'] = market['id']
response = await self.privatePostTradeHistory(self.extend(request, params))
return self.parse_orders(response['return'], market, since, limit)
async def withdraw(self, code: str, amount: float, address: str, tag: Str = None, params={}) -> Transaction:
"""
https://zaif-api-document.readthedocs.io/ja/latest/TradingAPI.html#id41
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)
if code == 'JPY':
raise ExchangeError(self.id + ' withdraw() does not allow ' + code + ' withdrawals')
request: dict = {
'currency': currency['id'],
'amount': amount,
'address': address,
# 'message': 'Hi!', # XEM and others
# 'opt_fee': 0.003, # BTC and MONA only
}
if tag is not None:
request['message'] = tag
result = await self.privatePostWithdraw(self.extend(request, params))
#
# {
# "success": 1,
# "return": {
# "id": 23634,
# "fee": 0.001,
# "txid":,
# "funds": {
# "jpy": 15320,
# "btc": 1.392,
# "xem": 100.2,
# "mona": 2600
# }
# }
# }
#
returnData = self.safe_dict(result, 'return')
return self.parse_transaction(returnData, currency)
def parse_transaction(self, transaction: dict, currency: Currency = None) -> Transaction:
#
# {
# "id": 23634,
# "fee": 0.001,
# "txid":,
# "funds": {
# "jpy": 15320,
# "btc": 1.392,
# "xem": 100.2,
# "mona": 2600
# }
# }
#
currency = self.safe_currency(None, currency)
fee = None
feeCost = self.safe_value(transaction, 'fee')
if feeCost is not None:
fee = {
'cost': feeCost,
'currency': currency['code'],
}
return {
'id': self.safe_string(transaction, 'id'),
'txid': self.safe_string(transaction, 'txid'),
'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': fee,
'info': transaction,
}
def custom_nonce(self):
num = self.number_to_string(self.milliseconds() / 1000)
nonce = float(num)
return format(nonce, '.8f')
def sign(self, path, api='public', method='GET', params={}, headers=None, body=None):
url = self.urls['api']['rest'] + '/'
if api == 'public':
url += 'api/' + self.version + '/' + self.implode_params(path, params)
elif api == 'fapi':
url += 'fapi/' + self.version + '/' + self.implode_params(path, params)
else:
self.check_required_credentials()
if api == 'ecapi':
url += 'ecapi'
elif api == 'tlapi':
url += 'tlapi'
else:
url += 'tapi'
nonce = self.custom_nonce()
body = self.urlencode(self.extend({
'method': path,
'nonce': nonce,
}, params))
headers = {
'Content-Type': 'application/x-www-form-urlencoded',
'Key': self.apiKey,
'Sign': self.hmac(self.encode(body), 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
#
# {"error": "unsupported currency_pair"}
#
feedback = self.id + ' ' + body
error = self.safe_string(response, 'error')
if error is not None:
self.throw_exactly_matched_exception(self.exceptions['exact'], error, feedback)
self.throw_broadly_matched_exception(self.exceptions['broad'], error, feedback)
raise ExchangeError(feedback) # unknown message
success = self.safe_bool(response, 'success', True)
if not success:
raise ExchangeError(feedback)
return None