ccxt 4.2.11 → 4.2.13
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +5 -5
- package/build.sh +2 -2
- package/dist/ccxt.browser.js +1347 -490
- package/dist/ccxt.browser.min.js +3 -3
- package/dist/cjs/_virtual/agent.js +7 -0
- package/dist/cjs/_virtual/parse-proxy-response.js +7 -0
- package/dist/cjs/_virtual/promisify.js +7 -0
- package/dist/cjs/ccxt.js +1 -1
- package/dist/cjs/js/ccxt.js +474 -0
- package/dist/cjs/js/src/abstract/ace.js +9 -0
- package/dist/cjs/js/src/abstract/alpaca.js +9 -0
- package/dist/cjs/js/src/abstract/ascendex.js +9 -0
- package/dist/cjs/js/src/abstract/bigone.js +9 -0
- package/dist/cjs/js/src/abstract/binance.js +9 -0
- package/dist/cjs/js/src/abstract/bingx.js +9 -0
- package/dist/cjs/js/src/abstract/bit2c.js +9 -0
- package/dist/cjs/js/src/abstract/bitbank.js +9 -0
- package/dist/cjs/js/src/abstract/bitbns.js +9 -0
- package/dist/cjs/js/src/abstract/bitfinex.js +9 -0
- package/dist/cjs/js/src/abstract/bitfinex2.js +9 -0
- package/dist/cjs/js/src/abstract/bitflyer.js +9 -0
- package/dist/cjs/js/src/abstract/bitforex.js +9 -0
- package/dist/cjs/js/src/abstract/bitget.js +9 -0
- package/dist/cjs/js/src/abstract/bithumb.js +9 -0
- package/dist/cjs/js/src/abstract/bitmart.js +9 -0
- package/dist/cjs/js/src/abstract/bitmex.js +9 -0
- package/dist/cjs/js/src/abstract/bitopro.js +9 -0
- package/dist/cjs/js/src/abstract/bitpanda.js +9 -0
- package/dist/cjs/js/src/abstract/bitrue.js +9 -0
- package/dist/cjs/js/src/abstract/bitso.js +9 -0
- package/dist/cjs/js/src/abstract/bitstamp.js +9 -0
- package/dist/cjs/js/src/abstract/bitteam.js +9 -0
- package/dist/cjs/js/src/abstract/bitvavo.js +9 -0
- package/dist/cjs/js/src/abstract/bl3p.js +9 -0
- package/dist/cjs/js/src/abstract/blockchaincom.js +9 -0
- package/dist/cjs/js/src/abstract/btcalpha.js +9 -0
- package/dist/cjs/js/src/abstract/btcbox.js +9 -0
- package/dist/cjs/js/src/abstract/btcmarkets.js +9 -0
- package/dist/cjs/js/src/abstract/btcturk.js +9 -0
- package/dist/cjs/js/src/abstract/bybit.js +9 -0
- package/dist/cjs/js/src/abstract/cex.js +9 -0
- package/dist/cjs/js/src/abstract/coinbase.js +9 -0
- package/dist/cjs/js/src/abstract/coinbasepro.js +9 -0
- package/dist/cjs/js/src/abstract/coincheck.js +9 -0
- package/dist/cjs/js/src/abstract/coinex.js +9 -0
- package/dist/cjs/js/src/abstract/coinlist.js +9 -0
- package/dist/cjs/js/src/abstract/coinmate.js +9 -0
- package/dist/cjs/js/src/abstract/coinone.js +9 -0
- package/dist/cjs/js/src/abstract/coinsph.js +9 -0
- package/dist/cjs/js/src/abstract/coinspot.js +9 -0
- package/dist/cjs/js/src/abstract/cryptocom.js +9 -0
- package/dist/cjs/js/src/abstract/currencycom.js +9 -0
- package/dist/cjs/js/src/abstract/delta.js +9 -0
- package/dist/cjs/js/src/abstract/deribit.js +9 -0
- package/dist/cjs/js/src/abstract/digifinex.js +9 -0
- package/dist/cjs/js/src/abstract/exmo.js +9 -0
- package/dist/cjs/js/src/abstract/gate.js +9 -0
- package/dist/cjs/js/src/abstract/gemini.js +9 -0
- package/dist/cjs/js/src/abstract/hitbtc.js +9 -0
- package/dist/cjs/js/src/abstract/hollaex.js +9 -0
- package/dist/cjs/js/src/abstract/htx.js +9 -0
- package/dist/cjs/js/src/abstract/huobijp.js +9 -0
- package/dist/cjs/js/src/abstract/idex.js +9 -0
- package/dist/cjs/js/src/abstract/independentreserve.js +9 -0
- package/dist/cjs/js/src/abstract/indodax.js +9 -0
- package/dist/cjs/js/src/abstract/kraken.js +9 -0
- package/dist/cjs/js/src/abstract/krakenfutures.js +9 -0
- package/dist/cjs/js/src/abstract/kucoin.js +9 -0
- package/dist/cjs/js/src/abstract/kucoinfutures.js +9 -0
- package/dist/cjs/js/src/abstract/kuna.js +9 -0
- package/dist/cjs/js/src/abstract/latoken.js +9 -0
- package/dist/cjs/js/src/abstract/lbank.js +9 -0
- package/dist/cjs/js/src/abstract/luno.js +9 -0
- package/dist/cjs/js/src/abstract/lykke.js +9 -0
- package/dist/cjs/js/src/abstract/mercado.js +9 -0
- package/dist/cjs/js/src/abstract/mexc.js +9 -0
- package/dist/cjs/js/src/abstract/ndax.js +9 -0
- package/dist/cjs/js/src/abstract/novadax.js +9 -0
- package/dist/cjs/js/src/abstract/oceanex.js +9 -0
- package/dist/cjs/js/src/abstract/okcoin.js +9 -0
- package/dist/cjs/js/src/abstract/okx.js +9 -0
- package/dist/cjs/js/src/abstract/p2b.js +9 -0
- package/dist/cjs/js/src/abstract/paymium.js +9 -0
- package/dist/cjs/js/src/abstract/phemex.js +9 -0
- package/dist/cjs/js/src/abstract/poloniex.js +9 -0
- package/dist/cjs/js/src/abstract/poloniexfutures.js +9 -0
- package/dist/cjs/js/src/abstract/probit.js +9 -0
- package/dist/cjs/js/src/abstract/timex.js +9 -0
- package/dist/cjs/js/src/abstract/tokocrypto.js +9 -0
- package/dist/cjs/js/src/abstract/upbit.js +9 -0
- package/dist/cjs/js/src/abstract/wavesexchange.js +9 -0
- package/dist/cjs/js/src/abstract/wazirx.js +9 -0
- package/dist/cjs/js/src/abstract/whitebit.js +9 -0
- package/dist/cjs/js/src/abstract/woo.js +9 -0
- package/dist/cjs/js/src/abstract/yobit.js +9 -0
- package/dist/cjs/js/src/abstract/zaif.js +9 -0
- package/dist/cjs/js/src/abstract/zonda.js +9 -0
- package/dist/cjs/js/src/ace.js +1058 -0
- package/dist/cjs/js/src/alpaca.js +1125 -0
- package/dist/cjs/js/src/ascendex.js +3360 -0
- package/dist/cjs/js/src/base/Exchange.js +5110 -0
- package/dist/cjs/js/src/base/Precise.js +263 -0
- package/dist/cjs/js/src/base/errors.js +299 -0
- package/dist/cjs/js/src/base/functions/crypto.js +78 -0
- package/dist/cjs/js/src/base/functions/encode.js +44 -0
- package/dist/cjs/js/src/base/functions/generic.js +193 -0
- package/dist/cjs/js/src/base/functions/misc.js +96 -0
- package/dist/cjs/js/src/base/functions/number.js +297 -0
- package/dist/cjs/js/src/base/functions/platform.js +28 -0
- package/dist/cjs/js/src/base/functions/rsa.js +34 -0
- package/dist/cjs/js/src/base/functions/string.js +48 -0
- package/dist/cjs/js/src/base/functions/throttle.js +66 -0
- package/dist/cjs/js/src/base/functions/time.js +187 -0
- package/dist/cjs/js/src/base/functions/totp.js +24 -0
- package/dist/cjs/js/src/base/functions/type.js +162 -0
- package/dist/cjs/js/src/base/functions.js +157 -0
- package/dist/cjs/js/src/base/ws/Cache.js +254 -0
- package/dist/cjs/js/src/base/ws/Client.js +299 -0
- package/dist/cjs/js/src/base/ws/Future.js +34 -0
- package/dist/cjs/js/src/base/ws/OrderBook.js +107 -0
- package/dist/cjs/js/src/base/ws/OrderBookSide.js +281 -0
- package/dist/cjs/js/src/base/ws/WsClient.js +69 -0
- package/dist/cjs/js/src/bequant.js +33 -0
- package/dist/cjs/js/src/bigone.js +2209 -0
- package/dist/cjs/js/src/binance.js +9736 -0
- package/dist/cjs/js/src/binancecoinm.js +45 -0
- package/dist/cjs/js/src/binanceus.js +84 -0
- package/dist/cjs/js/src/binanceusdm.js +58 -0
- package/dist/cjs/js/src/bingx.js +3807 -0
- package/dist/cjs/js/src/bit2c.js +916 -0
- package/dist/cjs/js/src/bitbank.js +1000 -0
- package/dist/cjs/js/src/bitbay.js +17 -0
- package/dist/cjs/js/src/bitbns.js +1220 -0
- package/dist/cjs/js/src/bitcoincom.js +17 -0
- package/dist/cjs/js/src/bitfinex.js +1670 -0
- package/dist/cjs/js/src/bitfinex2.js +2990 -0
- package/dist/cjs/js/src/bitflyer.js +1045 -0
- package/dist/cjs/js/src/bitforex.js +852 -0
- package/dist/cjs/js/src/bitget.js +8291 -0
- package/dist/cjs/js/src/bithumb.js +1090 -0
- package/dist/cjs/js/src/bitmart.js +4454 -0
- package/dist/cjs/js/src/bitmex.js +2884 -0
- package/dist/cjs/js/src/bitopro.js +1724 -0
- package/dist/cjs/js/src/bitpanda.js +2002 -0
- package/dist/cjs/js/src/bitrue.js +3253 -0
- package/dist/cjs/js/src/bitso.js +1753 -0
- package/dist/cjs/js/src/bitstamp.js +2188 -0
- package/dist/cjs/js/src/bitteam.js +2309 -0
- package/dist/cjs/js/src/bitvavo.js +1968 -0
- package/dist/cjs/js/src/bl3p.js +447 -0
- package/dist/cjs/js/src/blockchaincom.js +1160 -0
- package/dist/cjs/js/src/btcalpha.js +929 -0
- package/dist/cjs/js/src/btcbox.js +565 -0
- package/dist/cjs/js/src/btcmarkets.js +1237 -0
- package/dist/cjs/js/src/btcturk.js +929 -0
- package/dist/cjs/js/src/bybit.js +7646 -0
- package/dist/cjs/js/src/cex.js +1693 -0
- package/dist/cjs/js/src/coinbase.js +3424 -0
- package/dist/cjs/js/src/coinbasepro.js +1866 -0
- package/dist/cjs/js/src/coincheck.js +843 -0
- package/dist/cjs/js/src/coinex.js +5414 -0
- package/dist/cjs/js/src/coinlist.js +2329 -0
- package/dist/cjs/js/src/coinmate.js +989 -0
- package/dist/cjs/js/src/coinone.js +1185 -0
- package/dist/cjs/js/src/coinsph.js +1933 -0
- package/dist/cjs/js/src/coinspot.js +548 -0
- package/dist/cjs/js/src/cryptocom.js +3007 -0
- package/dist/cjs/js/src/currencycom.js +2015 -0
- package/dist/cjs/js/src/delta.js +3256 -0
- package/dist/cjs/js/src/deribit.js +3306 -0
- package/dist/cjs/js/src/digifinex.js +4307 -0
- package/dist/cjs/js/src/exmo.js +2645 -0
- package/dist/cjs/js/src/fmfwio.js +34 -0
- package/dist/cjs/js/src/gate.js +7072 -0
- package/dist/cjs/js/src/gateio.js +16 -0
- package/dist/cjs/js/src/gemini.js +1801 -0
- package/dist/cjs/js/src/hitbtc.js +3660 -0
- package/dist/cjs/js/src/hitbtc3.js +19 -0
- package/dist/cjs/js/src/hollaex.js +1882 -0
- package/dist/cjs/js/src/htx.js +9049 -0
- package/dist/cjs/js/src/huobi.js +16 -0
- package/dist/cjs/js/src/huobijp.js +1918 -0
- package/dist/cjs/js/src/idex.js +1770 -0
- package/dist/cjs/js/src/independentreserve.js +761 -0
- package/dist/cjs/js/src/indodax.js +1069 -0
- package/dist/cjs/js/src/kraken.js +2857 -0
- package/dist/cjs/js/src/krakenfutures.js +2407 -0
- package/dist/cjs/js/src/kucoin.js +4489 -0
- package/dist/cjs/js/src/kucoinfutures.js +2475 -0
- package/dist/cjs/js/src/kuna.js +1949 -0
- package/dist/cjs/js/src/latoken.js +1729 -0
- package/dist/cjs/js/src/lbank.js +2851 -0
- package/dist/cjs/js/src/luno.js +1044 -0
- package/dist/cjs/js/src/lykke.js +1303 -0
- package/dist/cjs/js/src/mercado.js +897 -0
- package/dist/cjs/js/src/mexc.js +5407 -0
- package/dist/cjs/js/src/ndax.js +2450 -0
- package/dist/cjs/js/src/novadax.js +1556 -0
- package/dist/cjs/js/src/oceanex.js +964 -0
- package/dist/cjs/js/src/okcoin.js +3115 -0
- package/dist/cjs/js/src/okx.js +7330 -0
- package/dist/cjs/js/src/p2b.js +1243 -0
- package/dist/cjs/js/src/paymium.js +597 -0
- package/dist/cjs/js/src/phemex.js +4722 -0
- package/dist/cjs/js/src/poloniex.js +2356 -0
- package/dist/cjs/js/src/poloniexfutures.js +1794 -0
- package/dist/cjs/js/src/pro/alpaca.js +714 -0
- package/dist/cjs/js/src/pro/ascendex.js +957 -0
- package/dist/cjs/js/src/pro/bequant.js +33 -0
- package/dist/cjs/js/src/pro/binance.js +2796 -0
- package/dist/cjs/js/src/pro/binancecoinm.js +23 -0
- package/dist/cjs/js/src/pro/binanceus.js +51 -0
- package/dist/cjs/js/src/pro/binanceusdm.js +32 -0
- package/dist/cjs/js/src/pro/bingx.js +944 -0
- package/dist/cjs/js/src/pro/bitcoincom.js +29 -0
- package/dist/cjs/js/src/pro/bitfinex.js +672 -0
- package/dist/cjs/js/src/pro/bitfinex2.js +1159 -0
- package/dist/cjs/js/src/pro/bitget.js +1733 -0
- package/dist/cjs/js/src/pro/bitmart.js +1486 -0
- package/dist/cjs/js/src/pro/bitmex.js +1576 -0
- package/dist/cjs/js/src/pro/bitopro.js +327 -0
- package/dist/cjs/js/src/pro/bitpanda.js +1341 -0
- package/dist/cjs/js/src/pro/bitrue.js +462 -0
- package/dist/cjs/js/src/pro/bitstamp.js +547 -0
- package/dist/cjs/js/src/pro/bitvavo.js +704 -0
- package/dist/cjs/js/src/pro/blockchaincom.js +794 -0
- package/dist/cjs/js/src/pro/bybit.js +1843 -0
- package/dist/cjs/js/src/pro/cex.js +1510 -0
- package/dist/cjs/js/src/pro/coinbase.js +561 -0
- package/dist/cjs/js/src/pro/coinbasepro.js +968 -0
- package/dist/cjs/js/src/pro/coinex.js +1095 -0
- package/dist/cjs/js/src/pro/cryptocom.js +1020 -0
- package/dist/cjs/js/src/pro/currencycom.js +563 -0
- package/dist/cjs/js/src/pro/deribit.js +825 -0
- package/dist/cjs/js/src/pro/exmo.js +658 -0
- package/dist/cjs/js/src/pro/gate.js +1316 -0
- package/dist/cjs/js/src/pro/gateio.js +16 -0
- package/dist/cjs/js/src/pro/gemini.js +649 -0
- package/dist/cjs/js/src/pro/hitbtc.js +1293 -0
- package/dist/cjs/js/src/pro/hollaex.js +597 -0
- package/dist/cjs/js/src/pro/htx.js +2383 -0
- package/dist/cjs/js/src/pro/huobi.js +16 -0
- package/dist/cjs/js/src/pro/huobijp.js +606 -0
- package/dist/cjs/js/src/pro/idex.js +714 -0
- package/dist/cjs/js/src/pro/independentreserve.js +280 -0
- package/dist/cjs/js/src/pro/kraken.js +1364 -0
- package/dist/cjs/js/src/pro/krakenfutures.js +1500 -0
- package/dist/cjs/js/src/pro/kucoin.js +1052 -0
- package/dist/cjs/js/src/pro/kucoinfutures.js +981 -0
- package/dist/cjs/js/src/pro/luno.js +322 -0
- package/dist/cjs/js/src/pro/mexc.js +1170 -0
- package/dist/cjs/js/src/pro/ndax.js +545 -0
- package/dist/cjs/js/src/pro/okcoin.js +760 -0
- package/dist/cjs/js/src/pro/okx.js +1608 -0
- package/dist/cjs/js/src/pro/phemex.js +1511 -0
- package/dist/cjs/js/src/pro/poloniex.js +1253 -0
- package/dist/cjs/js/src/pro/poloniexfutures.js +1014 -0
- package/dist/cjs/js/src/pro/probit.js +586 -0
- package/dist/cjs/js/src/pro/upbit.js +234 -0
- package/dist/cjs/js/src/pro/wazirx.js +776 -0
- package/dist/cjs/js/src/pro/whitebit.js +927 -0
- package/dist/cjs/js/src/pro/woo.js +769 -0
- package/dist/cjs/js/src/probit.js +1867 -0
- package/dist/cjs/js/src/static_dependencies/fflake/browser.js +401 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/JSEncrypt.js +195 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/JSEncryptRSAKey.js +308 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/asn1js/asn1.js +554 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/asn1js/base64.js +94 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/asn1js/hex.js +70 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/asn1js/int10.js +91 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsbn/base64.js +16 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsbn/jsbn.js +1760 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsbn/prng4.js +52 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsbn/rng.js +81 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsbn/rsa.js +376 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsbn/util.js +70 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsrsasign/asn1-1.0.js +1580 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsrsasign/yahoo.js +74 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/_shortw_utils.js +24 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/curve.js +158 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/edwards.js +429 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/hash-to-curve.js +176 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/modular.js +324 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/montgomery.js +163 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/utils.js +245 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/weierstrass.js +1018 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/ed25519.js +383 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/secp256k1.js +258 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/_assert.js +53 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/_sha2.js +120 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/_u64.js +69 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/crypto.js +7 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/hmac.js +83 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/md5.js +240 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/sha1.js +91 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/sha256.js +130 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/sha3.js +214 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/sha512.js +239 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/utils.js +93 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/body.js +354 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/errors/abort-error.js +16 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/errors/base.js +20 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/errors/fetch-error.js +30 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/headers.js +239 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/index.js +372 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/request.js +273 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/response.js +139 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/utils/get-search.js +14 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/utils/is-redirect.js +16 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/utils/is.js +81 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/utils/referrer.js +292 -0
- package/dist/cjs/js/src/static_dependencies/proxies/agent-base/index.js +103 -0
- package/dist/cjs/js/src/static_dependencies/proxies/http-proxy-agent/index.js +140 -0
- package/dist/cjs/js/src/static_dependencies/proxies/https-proxy-agent/index.js +175 -0
- package/dist/cjs/js/src/static_dependencies/proxies/https-proxy-agent/parse-proxy-response.js +95 -0
- package/dist/cjs/js/src/static_dependencies/qs/index.cjs.js +7 -0
- package/dist/cjs/js/src/static_dependencies/scure-base/index.js +383 -0
- package/dist/cjs/js/src/timex.js +1562 -0
- package/dist/cjs/js/src/tokocrypto.js +2542 -0
- package/dist/cjs/js/src/upbit.js +1844 -0
- package/dist/cjs/js/src/wavesexchange.js +2607 -0
- package/dist/cjs/js/src/wazirx.js +953 -0
- package/dist/cjs/js/src/whitebit.js +2309 -0
- package/dist/cjs/js/src/woo.js +2765 -0
- package/dist/cjs/js/src/yobit.js +1314 -0
- package/dist/cjs/js/src/zaif.js +736 -0
- package/dist/cjs/js/src/zonda.js +1883 -0
- package/js/ccxt.d.ts +1 -1
- package/js/ccxt.js +1 -1
- package/js/src/abstract/bigone.d.ts +18 -0
- package/js/src/abstract/binance.d.ts +2 -0
- package/js/src/abstract/binancecoinm.d.ts +2 -0
- package/js/src/abstract/binanceus.d.ts +2 -0
- package/js/src/abstract/binanceusdm.d.ts +2 -0
- package/js/src/abstract/bingx.d.ts +2 -0
- package/js/src/abstract/bybit.d.ts +1 -0
- package/js/src/abstract/gate.d.ts +11 -0
- package/js/src/abstract/gateio.d.ts +11 -0
- package/js/src/abstract/okx.d.ts +1 -0
- package/js/src/alpaca.js +18 -18
- package/js/src/base/Exchange.d.ts +5 -1
- package/js/src/base/Exchange.js +101 -12
- package/js/src/bigone.d.ts +3 -2
- package/js/src/bigone.js +429 -167
- package/js/src/binance.js +48 -34
- package/js/src/bingx.js +115 -38
- package/js/src/bitfinex.d.ts +2 -2
- package/js/src/bitfinex.js +2 -3
- package/js/src/bitget.js +33 -13
- package/js/src/bitmart.d.ts +2 -2
- package/js/src/bitmart.js +5 -5
- package/js/src/bitmex.js +1 -0
- package/js/src/bybit.js +2 -0
- package/js/src/coinbase.d.ts +26 -3
- package/js/src/coinbase.js +176 -26
- package/js/src/coinlist.js +3 -4
- package/js/src/coinone.js +1 -1
- package/js/src/coinsph.js +2 -3
- package/js/src/deribit.js +1 -0
- package/js/src/gate.d.ts +4 -4
- package/js/src/gate.js +96 -59
- package/js/src/gemini.js +1 -1
- package/js/src/hitbtc.d.ts +4 -4
- package/js/src/hitbtc.js +2 -3
- package/js/src/htx.d.ts +1 -0
- package/js/src/htx.js +29 -7
- package/js/src/huobijp.js +2 -3
- package/js/src/independentreserve.js +7 -5
- package/js/src/kraken.js +3 -6
- package/js/src/lbank.js +59 -33
- package/js/src/mexc.js +2 -1
- package/js/src/oceanex.js +1 -1
- package/js/src/okx.js +14 -3
- package/js/src/phemex.js +9 -2
- package/js/src/pro/binance.d.ts +2 -23
- package/js/src/pro/binance.js +58 -22
- package/js/src/pro/coinbase.d.ts +2 -2
- package/js/src/pro/coinbase.js +4 -1
- package/js/src/pro/coinbasepro.d.ts +2 -2
- package/js/src/pro/hitbtc.d.ts +2 -2
- package/js/src/pro/kraken.js +1 -1
- package/js/src/pro/okx.d.ts +1 -0
- package/js/src/pro/okx.js +52 -2
- package/js/src/pro/poloniex.d.ts +2 -2
- package/js/src/probit.js +4 -2
- package/js/src/upbit.d.ts +3 -101
- package/js/src/upbit.js +12 -12
- package/js/src/wavesexchange.js +1 -1
- package/js/src/woo.d.ts +2 -0
- package/js/src/woo.js +52 -0
- package/package.json +1 -1
- package/skip-tests.json +5 -0
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'use strict';
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var phemex$1 = require('./abstract/phemex.js');
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var errors = require('./base/errors.js');
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var Precise = require('./base/Precise.js');
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var number = require('./base/functions/number.js');
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var sha256 = require('./static_dependencies/noble-hashes/sha256.js');
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// ----------------------------------------------------------------------------
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// ----------------------------------------------------------------------------
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/**
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* @class phemex
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* @augments Exchange
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*/
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class phemex extends phemex$1 {
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describe() {
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return this.deepExtend(super.describe(), {
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'id': 'phemex',
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'name': 'Phemex',
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'countries': ['CN'],
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'rateLimit': 120.5,
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'version': 'v1',
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'certified': false,
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'pro': true,
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'hostname': 'api.phemex.com',
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'has': {
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'CORS': undefined,
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'spot': true,
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'margin': false,
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'swap': true,
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'future': false,
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'option': false,
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'addMargin': false,
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'cancelAllOrders': true,
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'cancelOrder': true,
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'createOrder': true,
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'createReduceOnlyOrder': true,
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'createStopLimitOrder': true,
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'createStopMarketOrder': true,
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'createStopOrder': true,
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'editOrder': true,
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'fetchBalance': true,
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'fetchBorrowRateHistories': false,
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'fetchBorrowRateHistory': 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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'fetchDepositAddress': true,
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'fetchDeposits': true,
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'fetchFundingHistory': true,
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'fetchFundingRate': true,
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'fetchFundingRateHistories': false,
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'fetchFundingRateHistory': true,
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'fetchFundingRates': false,
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'fetchIndexOHLCV': false,
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'fetchIsolatedBorrowRate': false,
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'fetchIsolatedBorrowRates': false,
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'fetchLeverage': false,
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'fetchLeverageTiers': true,
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'fetchMarketLeverageTiers': 'emulated',
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'fetchMarkets': true,
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'fetchMarkOHLCV': false,
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'fetchMyTrades': true,
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'fetchOHLCV': true,
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'fetchOpenOrders': true,
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'fetchOrder': true,
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'fetchOrderBook': true,
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'fetchOrders': true,
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'fetchPositions': true,
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'fetchPositionsRisk': false,
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'fetchPremiumIndexOHLCV': false,
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'fetchTicker': true,
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'fetchTickers': true,
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'fetchTrades': true,
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'fetchTradingFee': false,
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'fetchTradingFees': false,
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'fetchTransfers': true,
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'fetchWithdrawals': true,
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'reduceMargin': false,
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'setLeverage': true,
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'setMargin': true,
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'setMarginMode': true,
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'setPositionMode': true,
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'transfer': true,
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'withdraw': true,
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},
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'urls': {
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'logo': 'https://user-images.githubusercontent.com/1294454/85225056-221eb600-b3d7-11ea-930d-564d2690e3f6.jpg',
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'test': {
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'v1': 'https://testnet-api.phemex.com/v1',
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'v2': 'https://testnet-api.phemex.com',
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'public': 'https://testnet-api.phemex.com/exchange/public',
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'private': 'https://testnet-api.phemex.com',
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},
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'api': {
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'v1': 'https://{hostname}/v1',
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'v2': 'https://{hostname}',
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'public': 'https://{hostname}/exchange/public',
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'private': 'https://{hostname}',
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},
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'www': 'https://phemex.com',
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'doc': 'https://github.com/phemex/phemex-api-docs',
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'fees': 'https://phemex.com/fees-conditions',
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'referral': {
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'url': 'https://phemex.com/register?referralCode=EDNVJ',
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'discount': 0.1,
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},
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},
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'timeframes': {
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'1m': '60',
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'3m': '180',
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'5m': '300',
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'15m': '900',
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'30m': '1800',
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'1h': '3600',
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'2h': '7200',
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'3h': '10800',
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'4h': '14400',
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'6h': '21600',
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'12h': '43200',
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'1d': '86400',
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'1w': '604800',
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'1M': '2592000',
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'3M': '7776000',
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'1Y': '31104000',
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},
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'api': {
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'public': {
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'get': {
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'cfg/v2/products': 5,
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'cfg/fundingRates': 5,
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'products': 5,
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'nomics/trades': 5,
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'md/kline': 5,
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'md/v2/kline/list': 5,
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'md/v2/kline': 5,
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'md/v2/kline/last': 5,
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'md/orderbook': 5,
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'md/trade': 5,
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'md/spot/ticker/24hr': 5,
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'exchange/public/cfg/chain-settings': 5, // ?currency=<currency>
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},
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},
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'v1': {
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'get': {
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'md/fullbook': 5,
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'md/orderbook': 5,
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'md/trade': 5,
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'md/ticker/24hr': 5,
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'md/ticker/24hr/all': 5,
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'md/spot/ticker/24hr': 5,
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'md/spot/ticker/24hr/all': 5,
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'exchange/public/products': 5,
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'api-data/public/data/funding-rate-history': 5,
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},
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},
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'v2': {
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'get': {
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'public/products': 5,
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'md/v2/orderbook': 5,
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'md/v2/trade': 5,
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'md/v2/ticker/24hr': 5,
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'md/v2/ticker/24hr/all': 5,
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'api-data/public/data/funding-rate-history': 5,
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},
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},
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'private': {
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'get': {
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// spot
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'spot/orders/active': 1,
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// 'spot/orders/active': 5, // ?symbol=<symbol>&clOrDID=<clOrdID>
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'spot/orders': 1,
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'spot/wallets': 5,
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'exchange/spot/order': 5,
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'exchange/spot/order/trades': 5,
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'exchange/order/v2/orderList': 5,
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'exchange/order/v2/tradingList': 5,
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// swap
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'accounts/accountPositions': 1,
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'g-accounts/accountPositions': 1,
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'accounts/positions': 25,
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'api-data/futures/funding-fees': 5,
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'api-data/g-futures/funding-fees': 5,
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'api-data/futures/orders': 5,
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'api-data/g-futures/orders': 5,
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'api-data/futures/orders/by-order-id': 5,
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'api-data/g-futures/orders/by-order-id': 5,
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'api-data/futures/trades': 5,
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'api-data/g-futures/trades': 5,
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'api-data/futures/trading-fees': 5,
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'api-data/g-futures/trading-fees': 5,
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'g-orders/activeList': 1,
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'orders/activeList': 1,
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'exchange/order/list': 5,
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'exchange/order': 5,
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// 'exchange/order': 5, // ?symbol=<symbol>&clOrdID=<clOrdID5,clOrdID2>
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'exchange/order/trade': 5,
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'phemex-user/users/children': 5,
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'phemex-user/wallets/v2/depositAddress': 5,
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'phemex-user/wallets/tradeAccountDetail': 5,
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'phemex-deposit/wallets/api/depositAddress': 5,
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'phemex-deposit/wallets/api/depositHist': 5,
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'phemex-deposit/wallets/api/chainCfg': 5,
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'phemex-withdraw/wallets/api/withdrawHist': 5,
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'phemex-withdraw/wallets/api/asset/info': 5,
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'phemex-user/order/closedPositionList': 5,
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'exchange/margins/transfer': 5,
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'exchange/wallets/confirm/withdraw': 5,
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'exchange/wallets/withdrawList': 5,
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'exchange/wallets/depositList': 5,
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'exchange/wallets/v2/depositAddress': 5,
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'api-data/spots/funds': 5,
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'api-data/spots/orders': 5,
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'api-data/spots/orders/by-order-id': 5,
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'api-data/spots/pnls': 5,
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'api-data/spots/trades': 5,
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'api-data/spots/trades/by-order-id': 5,
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'assets/convert': 5,
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// transfer
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'assets/transfer': 5,
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'assets/spots/sub-accounts/transfer': 5,
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'assets/futures/sub-accounts/transfer': 5,
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'assets/quote': 5, // ?fromCurrency=<currency>&toCurrency=<currency>&amountEv=<amount>
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// deposit/withdraw
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},
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'post': {
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// spot
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'spot/orders': 1,
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// swap
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'orders': 1,
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'g-orders': 1,
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'positions/assign': 5,
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'exchange/wallets/transferOut': 5,
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'exchange/wallets/transferIn': 5,
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'exchange/margins': 5,
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'exchange/wallets/createWithdraw': 5,
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'exchange/wallets/cancelWithdraw': 5,
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'exchange/wallets/createWithdrawAddress': 5,
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// transfer
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'assets/transfer': 5,
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'assets/spots/sub-accounts/transfer': 5,
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'assets/futures/sub-accounts/transfer': 5,
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'assets/universal-transfer': 5,
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245
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'assets/convert': 5,
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// withdraw
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'phemex-withdraw/wallets/api/createWithdraw': 5,
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'phemex-withdraw/wallets/api/cancelWithdraw': 5, // ?id=<id>
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},
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|
+
'put': {
|
|
251
|
+
// spot
|
|
252
|
+
'spot/orders/create': 1,
|
|
253
|
+
'spot/orders': 1,
|
|
254
|
+
// swap
|
|
255
|
+
'orders/replace': 1,
|
|
256
|
+
'g-orders/replace': 1,
|
|
257
|
+
'positions/leverage': 5,
|
|
258
|
+
'g-positions/leverage': 5,
|
|
259
|
+
'g-positions/switch-pos-mode-sync': 5,
|
|
260
|
+
'positions/riskLimit': 5, // ?symbol=<symbol>&riskLimit=<riskLimit>&riskLimitEv=<riskLimitEv>
|
|
261
|
+
},
|
|
262
|
+
'delete': {
|
|
263
|
+
// spot
|
|
264
|
+
'spot/orders': 2,
|
|
265
|
+
'spot/orders/all': 2,
|
|
266
|
+
// 'spot/orders': 5, // ?symbol=<symbol>&clOrdID=<clOrdID>
|
|
267
|
+
// swap
|
|
268
|
+
'orders/cancel': 1,
|
|
269
|
+
'orders': 1,
|
|
270
|
+
'orders/all': 3,
|
|
271
|
+
'g-orders/cancel': 1,
|
|
272
|
+
'g-orders': 1,
|
|
273
|
+
'g-orders/all': 3, // ?symbol=<symbol>&untriggered=<untriggered>&text=<text>
|
|
274
|
+
},
|
|
275
|
+
},
|
|
276
|
+
},
|
|
277
|
+
'precisionMode': number.TICK_SIZE,
|
|
278
|
+
'fees': {
|
|
279
|
+
'trading': {
|
|
280
|
+
'tierBased': false,
|
|
281
|
+
'percentage': true,
|
|
282
|
+
'taker': this.parseNumber('0.001'),
|
|
283
|
+
'maker': this.parseNumber('0.001'),
|
|
284
|
+
},
|
|
285
|
+
},
|
|
286
|
+
'requiredCredentials': {
|
|
287
|
+
'apiKey': true,
|
|
288
|
+
'secret': true,
|
|
289
|
+
},
|
|
290
|
+
'exceptions': {
|
|
291
|
+
'exact': {
|
|
292
|
+
// not documented
|
|
293
|
+
'401': errors.AuthenticationError,
|
|
294
|
+
'412': errors.BadRequest,
|
|
295
|
+
'6001': errors.BadRequest,
|
|
296
|
+
// documented
|
|
297
|
+
'19999': errors.BadRequest,
|
|
298
|
+
'10001': errors.DuplicateOrderId,
|
|
299
|
+
'10002': errors.OrderNotFound,
|
|
300
|
+
'10003': errors.CancelPending,
|
|
301
|
+
'10004': errors.CancelPending,
|
|
302
|
+
'10005': errors.CancelPending,
|
|
303
|
+
'11001': errors.InsufficientFunds,
|
|
304
|
+
'11002': errors.InvalidOrder,
|
|
305
|
+
'11003': errors.InsufficientFunds,
|
|
306
|
+
'11004': errors.InvalidOrder,
|
|
307
|
+
'11005': errors.InsufficientFunds,
|
|
308
|
+
'11006': errors.ExchangeError,
|
|
309
|
+
'11007': errors.ExchangeError,
|
|
310
|
+
'11008': errors.ExchangeError,
|
|
311
|
+
'11009': errors.ExchangeError,
|
|
312
|
+
'11010': errors.InsufficientFunds,
|
|
313
|
+
'11011': errors.InvalidOrder,
|
|
314
|
+
'11012': errors.InvalidOrder,
|
|
315
|
+
'11013': errors.InvalidOrder,
|
|
316
|
+
'11014': errors.InvalidOrder,
|
|
317
|
+
'11015': errors.InvalidOrder,
|
|
318
|
+
'11016': errors.BadRequest,
|
|
319
|
+
'11017': errors.ExchangeError,
|
|
320
|
+
'11018': errors.ExchangeError,
|
|
321
|
+
'11019': errors.ExchangeError,
|
|
322
|
+
'11020': errors.ExchangeError,
|
|
323
|
+
'11021': errors.ExchangeError,
|
|
324
|
+
'11022': errors.AccountSuspended,
|
|
325
|
+
'11023': errors.ExchangeError,
|
|
326
|
+
'11024': errors.ExchangeError,
|
|
327
|
+
'11025': errors.BadRequest,
|
|
328
|
+
'11026': errors.ExchangeError,
|
|
329
|
+
'11027': errors.BadSymbol,
|
|
330
|
+
'11028': errors.BadSymbol,
|
|
331
|
+
'11029': errors.ExchangeError,
|
|
332
|
+
'11030': errors.ExchangeError,
|
|
333
|
+
'11031': errors.DDoSProtection,
|
|
334
|
+
'11032': errors.DDoSProtection,
|
|
335
|
+
'11033': errors.DuplicateOrderId,
|
|
336
|
+
'11034': errors.InvalidOrder,
|
|
337
|
+
'11035': errors.InvalidOrder,
|
|
338
|
+
'11036': errors.InvalidOrder,
|
|
339
|
+
'11037': errors.InvalidOrder,
|
|
340
|
+
'11038': errors.InvalidOrder,
|
|
341
|
+
'11039': errors.InvalidOrder,
|
|
342
|
+
'11040': errors.InvalidOrder,
|
|
343
|
+
'11041': errors.InvalidOrder,
|
|
344
|
+
'11042': errors.InvalidOrder,
|
|
345
|
+
'11043': errors.InvalidOrder,
|
|
346
|
+
'11044': errors.InvalidOrder,
|
|
347
|
+
'11045': errors.InvalidOrder,
|
|
348
|
+
'11046': errors.InvalidOrder,
|
|
349
|
+
'11047': errors.InvalidOrder,
|
|
350
|
+
'11048': errors.InvalidOrder,
|
|
351
|
+
'11049': errors.InvalidOrder,
|
|
352
|
+
'11050': errors.InvalidOrder,
|
|
353
|
+
'11051': errors.InvalidOrder,
|
|
354
|
+
'11052': errors.InvalidOrder,
|
|
355
|
+
'11053': errors.InvalidOrder,
|
|
356
|
+
'11054': errors.InvalidOrder,
|
|
357
|
+
'11055': errors.InvalidOrder,
|
|
358
|
+
'11056': errors.InvalidOrder,
|
|
359
|
+
'11057': errors.InvalidOrder,
|
|
360
|
+
'11058': errors.InvalidOrder,
|
|
361
|
+
'11059': errors.InvalidOrder,
|
|
362
|
+
'11060': errors.InvalidOrder,
|
|
363
|
+
'11061': errors.CancelPending,
|
|
364
|
+
'11062': errors.InvalidOrder,
|
|
365
|
+
'11063': errors.InvalidOrder,
|
|
366
|
+
'11064': errors.InvalidOrder,
|
|
367
|
+
'11065': errors.InvalidOrder,
|
|
368
|
+
'11066': errors.InvalidOrder,
|
|
369
|
+
'11067': errors.InvalidOrder,
|
|
370
|
+
'11068': errors.InvalidOrder,
|
|
371
|
+
'11069': errors.ExchangeError,
|
|
372
|
+
'11070': errors.BadSymbol,
|
|
373
|
+
'11071': errors.InvalidOrder,
|
|
374
|
+
'11072': errors.InvalidOrder,
|
|
375
|
+
'11073': errors.InvalidOrder,
|
|
376
|
+
'11074': errors.InvalidOrder,
|
|
377
|
+
'11075': errors.InvalidOrder,
|
|
378
|
+
'11076': errors.InvalidOrder,
|
|
379
|
+
'11077': errors.InvalidOrder,
|
|
380
|
+
'11078': errors.InvalidOrder,
|
|
381
|
+
'11079': errors.InvalidOrder,
|
|
382
|
+
'11080': errors.InvalidOrder,
|
|
383
|
+
'11081': errors.InvalidOrder,
|
|
384
|
+
'11082': errors.InsufficientFunds,
|
|
385
|
+
'11083': errors.InvalidOrder,
|
|
386
|
+
'11084': errors.InvalidOrder,
|
|
387
|
+
'11085': errors.DuplicateOrderId,
|
|
388
|
+
'11086': errors.InvalidOrder,
|
|
389
|
+
'11087': errors.InvalidOrder,
|
|
390
|
+
'11088': errors.InvalidOrder,
|
|
391
|
+
'11089': errors.InvalidOrder,
|
|
392
|
+
'11090': errors.InvalidOrder,
|
|
393
|
+
'11091': errors.InvalidOrder,
|
|
394
|
+
'11092': errors.InvalidOrder,
|
|
395
|
+
'11093': errors.InvalidOrder,
|
|
396
|
+
'11094': errors.InvalidOrder,
|
|
397
|
+
'11095': errors.InvalidOrder,
|
|
398
|
+
'11096': errors.InvalidOrder,
|
|
399
|
+
'11097': errors.BadRequest,
|
|
400
|
+
'11098': errors.BadRequest,
|
|
401
|
+
'11099': errors.ExchangeError,
|
|
402
|
+
'11100': errors.InsufficientFunds,
|
|
403
|
+
'11101': errors.InsufficientFunds,
|
|
404
|
+
'11102': errors.BadRequest,
|
|
405
|
+
'11103': errors.BadRequest,
|
|
406
|
+
'11104': errors.BadRequest,
|
|
407
|
+
'11105': errors.InsufficientFunds,
|
|
408
|
+
'11106': errors.InsufficientFunds,
|
|
409
|
+
'11107': errors.ExchangeError,
|
|
410
|
+
'11108': errors.InvalidOrder,
|
|
411
|
+
'11109': errors.InvalidOrder,
|
|
412
|
+
'11110': errors.InvalidOrder,
|
|
413
|
+
'11111': errors.InvalidOrder,
|
|
414
|
+
'11112': errors.InvalidOrder,
|
|
415
|
+
'11113': errors.BadRequest,
|
|
416
|
+
'11114': errors.InvalidOrder,
|
|
417
|
+
'11115': errors.InvalidOrder,
|
|
418
|
+
'11116': errors.InvalidOrder,
|
|
419
|
+
'11117': errors.InvalidOrder,
|
|
420
|
+
'11118': errors.InvalidOrder,
|
|
421
|
+
'11119': errors.InvalidOrder,
|
|
422
|
+
'11120': errors.InvalidOrder,
|
|
423
|
+
'11121': errors.InvalidOrder,
|
|
424
|
+
'11122': errors.InvalidOrder,
|
|
425
|
+
'11123': errors.InvalidOrder,
|
|
426
|
+
'11124': errors.InvalidOrder,
|
|
427
|
+
'11125': errors.InvalidOrder,
|
|
428
|
+
'11126': errors.InvalidOrder,
|
|
429
|
+
'11128': errors.InvalidOrder,
|
|
430
|
+
'11129': errors.InvalidOrder,
|
|
431
|
+
'11130': errors.InvalidOrder,
|
|
432
|
+
'11131': errors.InvalidOrder,
|
|
433
|
+
'11132': errors.InvalidOrder,
|
|
434
|
+
'11133': errors.InvalidOrder,
|
|
435
|
+
'11134': errors.InvalidOrder,
|
|
436
|
+
// not documented
|
|
437
|
+
'30000': errors.BadRequest,
|
|
438
|
+
'30018': errors.BadRequest,
|
|
439
|
+
'34003': errors.PermissionDenied,
|
|
440
|
+
'35104': errors.InsufficientFunds,
|
|
441
|
+
'39995': errors.RateLimitExceeded,
|
|
442
|
+
'39996': errors.PermissionDenied,
|
|
443
|
+
'39997': errors.BadSymbol, // {"code":39997,"msg":"Symbol not listed sMOVRUSDT","data":null}
|
|
444
|
+
},
|
|
445
|
+
'broad': {
|
|
446
|
+
'401 Insufficient privilege': errors.PermissionDenied,
|
|
447
|
+
'401 Request IP mismatch': errors.PermissionDenied,
|
|
448
|
+
'Failed to find api-key': errors.AuthenticationError,
|
|
449
|
+
'Missing required parameter': errors.BadRequest,
|
|
450
|
+
'API Signature verification failed': errors.AuthenticationError,
|
|
451
|
+
'Api key not found': errors.AuthenticationError, // {"msg":"Api key not found 698dc9e3-6faa-4910-9476-12857e79e198","code":"10500"}
|
|
452
|
+
},
|
|
453
|
+
},
|
|
454
|
+
'options': {
|
|
455
|
+
'brokerId': 'CCXT123456',
|
|
456
|
+
'x-phemex-request-expiry': 60,
|
|
457
|
+
'createOrderByQuoteRequiresPrice': true,
|
|
458
|
+
'networks': {
|
|
459
|
+
'TRC20': 'TRX',
|
|
460
|
+
'ERC20': 'ETH',
|
|
461
|
+
'BEP20': 'BNB',
|
|
462
|
+
},
|
|
463
|
+
'defaultNetworks': {
|
|
464
|
+
'USDT': 'ETH',
|
|
465
|
+
},
|
|
466
|
+
'defaultSubType': 'linear',
|
|
467
|
+
'accountsByType': {
|
|
468
|
+
'spot': 'spot',
|
|
469
|
+
'swap': 'future',
|
|
470
|
+
},
|
|
471
|
+
'stableCoins': [
|
|
472
|
+
'BUSD',
|
|
473
|
+
'FEI',
|
|
474
|
+
'TUSD',
|
|
475
|
+
'USD',
|
|
476
|
+
'USDC',
|
|
477
|
+
'USDD',
|
|
478
|
+
'USDP',
|
|
479
|
+
'USDT',
|
|
480
|
+
],
|
|
481
|
+
'transfer': {
|
|
482
|
+
'fillResponseFromRequest': true,
|
|
483
|
+
},
|
|
484
|
+
},
|
|
485
|
+
});
|
|
486
|
+
}
|
|
487
|
+
parseSafeNumber(value = undefined) {
|
|
488
|
+
if (value === undefined) {
|
|
489
|
+
return value;
|
|
490
|
+
}
|
|
491
|
+
let parts = value.split(',');
|
|
492
|
+
value = parts.join('');
|
|
493
|
+
parts = value.split(' ');
|
|
494
|
+
return this.safeNumber(parts, 0);
|
|
495
|
+
}
|
|
496
|
+
parseSwapMarket(market) {
|
|
497
|
+
//
|
|
498
|
+
// {
|
|
499
|
+
// "symbol":"BTCUSD",
|
|
500
|
+
// "code":"1",
|
|
501
|
+
// "type":"Perpetual",
|
|
502
|
+
// "displaySymbol":"BTC / USD",
|
|
503
|
+
// "indexSymbol":".BTC",
|
|
504
|
+
// "markSymbol":".MBTC",
|
|
505
|
+
// "fundingRateSymbol":".BTCFR",
|
|
506
|
+
// "fundingRate8hSymbol":".BTCFR8H",
|
|
507
|
+
// "contractUnderlyingAssets":"USD",
|
|
508
|
+
// "settleCurrency":"BTC",
|
|
509
|
+
// "quoteCurrency":"USD",
|
|
510
|
+
// "contractSize":"1 USD",
|
|
511
|
+
// "lotSize":1,
|
|
512
|
+
// "tickSize":0.5,
|
|
513
|
+
// "priceScale":4,
|
|
514
|
+
// "ratioScale":8,
|
|
515
|
+
// "pricePrecision":1,
|
|
516
|
+
// "minPriceEp":5000,
|
|
517
|
+
// "maxPriceEp":10000000000,
|
|
518
|
+
// "maxOrderQty":1000000,
|
|
519
|
+
// "status":"Listed",
|
|
520
|
+
// "tipOrderQty":1000000,
|
|
521
|
+
// "listTime":"1574650800000",
|
|
522
|
+
// "majorSymbol":true,
|
|
523
|
+
// "steps":"50",
|
|
524
|
+
// "riskLimits":[
|
|
525
|
+
// {"limit":100,"initialMargin":"1.0%","initialMarginEr":1000000,"maintenanceMargin":"0.5%","maintenanceMarginEr":500000},
|
|
526
|
+
// {"limit":150,"initialMargin":"1.5%","initialMarginEr":1500000,"maintenanceMargin":"1.0%","maintenanceMarginEr":1000000},
|
|
527
|
+
// {"limit":200,"initialMargin":"2.0%","initialMarginEr":2000000,"maintenanceMargin":"1.5%","maintenanceMarginEr":1500000},
|
|
528
|
+
// ],
|
|
529
|
+
// "underlyingSymbol":".BTC",
|
|
530
|
+
// "baseCurrency":"BTC",
|
|
531
|
+
// "settlementCurrency":"BTC",
|
|
532
|
+
// "valueScale":8,
|
|
533
|
+
// "defaultLeverage":0,
|
|
534
|
+
// "maxLeverage":100,
|
|
535
|
+
// "initMarginEr":"1000000",
|
|
536
|
+
// "maintMarginEr":"500000",
|
|
537
|
+
// "defaultRiskLimitEv":10000000000,
|
|
538
|
+
// "deleverage":true,
|
|
539
|
+
// "makerFeeRateEr":-250000,
|
|
540
|
+
// "takerFeeRateEr":750000,
|
|
541
|
+
// "fundingInterval":8,
|
|
542
|
+
// "marketUrl":"https://phemex.com/trade/BTCUSD",
|
|
543
|
+
// "description":"BTCUSD is a BTC/USD perpetual contract priced on the .BTC Index. Each contract is worth 1 USD of Bitcoin. Funding is paid and received every 8 hours. At UTC time: 00:00, 08:00, 16:00.",
|
|
544
|
+
// }
|
|
545
|
+
//
|
|
546
|
+
const id = this.safeString(market, 'symbol');
|
|
547
|
+
const baseId = this.safeString2(market, 'baseCurrency', 'contractUnderlyingAssets');
|
|
548
|
+
const quoteId = this.safeString(market, 'quoteCurrency');
|
|
549
|
+
const settleId = this.safeString(market, 'settleCurrency');
|
|
550
|
+
const base = this.safeCurrencyCode(baseId);
|
|
551
|
+
const quote = this.safeCurrencyCode(quoteId);
|
|
552
|
+
const settle = this.safeCurrencyCode(settleId);
|
|
553
|
+
let inverse = false;
|
|
554
|
+
if (settleId !== quoteId) {
|
|
555
|
+
inverse = true;
|
|
556
|
+
}
|
|
557
|
+
const priceScale = this.safeInteger(market, 'priceScale');
|
|
558
|
+
const ratioScale = this.safeInteger(market, 'ratioScale');
|
|
559
|
+
const valueScale = this.safeInteger(market, 'valueScale');
|
|
560
|
+
const minPriceEp = this.safeString(market, 'minPriceEp');
|
|
561
|
+
const maxPriceEp = this.safeString(market, 'maxPriceEp');
|
|
562
|
+
const makerFeeRateEr = this.safeString(market, 'makerFeeRateEr');
|
|
563
|
+
const takerFeeRateEr = this.safeString(market, 'takerFeeRateEr');
|
|
564
|
+
const status = this.safeString(market, 'status');
|
|
565
|
+
const contractSizeString = this.safeString(market, 'contractSize', ' ');
|
|
566
|
+
let contractSize = undefined;
|
|
567
|
+
if (settle === 'USDT') {
|
|
568
|
+
contractSize = this.parseNumber('1');
|
|
569
|
+
}
|
|
570
|
+
else if (contractSizeString.indexOf(' ')) {
|
|
571
|
+
// "1 USD"
|
|
572
|
+
// "0.005 ETH"
|
|
573
|
+
const parts = contractSizeString.split(' ');
|
|
574
|
+
contractSize = this.parseNumber(parts[0]);
|
|
575
|
+
}
|
|
576
|
+
else {
|
|
577
|
+
// "1.0"
|
|
578
|
+
contractSize = this.parseNumber(contractSizeString);
|
|
579
|
+
}
|
|
580
|
+
return this.safeMarketStructure({
|
|
581
|
+
'id': id,
|
|
582
|
+
'symbol': base + '/' + quote + ':' + settle,
|
|
583
|
+
'base': base,
|
|
584
|
+
'quote': quote,
|
|
585
|
+
'settle': settle,
|
|
586
|
+
'baseId': baseId,
|
|
587
|
+
'quoteId': quoteId,
|
|
588
|
+
'settleId': settleId,
|
|
589
|
+
'type': 'swap',
|
|
590
|
+
'spot': false,
|
|
591
|
+
'margin': false,
|
|
592
|
+
'swap': true,
|
|
593
|
+
'future': false,
|
|
594
|
+
'option': false,
|
|
595
|
+
'active': status === 'Listed',
|
|
596
|
+
'contract': true,
|
|
597
|
+
'linear': !inverse,
|
|
598
|
+
'inverse': inverse,
|
|
599
|
+
'taker': this.parseNumber(this.fromEn(takerFeeRateEr, ratioScale)),
|
|
600
|
+
'maker': this.parseNumber(this.fromEn(makerFeeRateEr, ratioScale)),
|
|
601
|
+
'contractSize': contractSize,
|
|
602
|
+
'expiry': undefined,
|
|
603
|
+
'expiryDatetime': undefined,
|
|
604
|
+
'strike': undefined,
|
|
605
|
+
'optionType': undefined,
|
|
606
|
+
'priceScale': priceScale,
|
|
607
|
+
'valueScale': valueScale,
|
|
608
|
+
'ratioScale': ratioScale,
|
|
609
|
+
'precision': {
|
|
610
|
+
'amount': this.safeNumber2(market, 'lotSize', 'qtyStepSize'),
|
|
611
|
+
'price': this.safeNumber(market, 'tickSize'),
|
|
612
|
+
},
|
|
613
|
+
'limits': {
|
|
614
|
+
'leverage': {
|
|
615
|
+
'min': this.parseNumber('1'),
|
|
616
|
+
'max': this.safeNumber(market, 'maxLeverage'),
|
|
617
|
+
},
|
|
618
|
+
'amount': {
|
|
619
|
+
'min': undefined,
|
|
620
|
+
'max': undefined,
|
|
621
|
+
},
|
|
622
|
+
'price': {
|
|
623
|
+
'min': this.parseNumber(this.fromEn(minPriceEp, priceScale)),
|
|
624
|
+
'max': this.parseNumber(this.fromEn(maxPriceEp, priceScale)),
|
|
625
|
+
},
|
|
626
|
+
'cost': {
|
|
627
|
+
'min': undefined,
|
|
628
|
+
'max': this.parseNumber(this.safeString(market, 'maxOrderQty')),
|
|
629
|
+
},
|
|
630
|
+
},
|
|
631
|
+
'created': undefined,
|
|
632
|
+
'info': market,
|
|
633
|
+
});
|
|
634
|
+
}
|
|
635
|
+
parseSpotMarket(market) {
|
|
636
|
+
//
|
|
637
|
+
// {
|
|
638
|
+
// "symbol":"sBTCUSDT",
|
|
639
|
+
// "code":1001,
|
|
640
|
+
// "type":"Spot",
|
|
641
|
+
// "displaySymbol":"BTC / USDT",
|
|
642
|
+
// "quoteCurrency":"USDT",
|
|
643
|
+
// "priceScale":8,
|
|
644
|
+
// "ratioScale":8,
|
|
645
|
+
// "pricePrecision":2,
|
|
646
|
+
// "baseCurrency":"BTC",
|
|
647
|
+
// "baseTickSize":"0.000001 BTC",
|
|
648
|
+
// "baseTickSizeEv":100,
|
|
649
|
+
// "quoteTickSize":"0.01 USDT",
|
|
650
|
+
// "quoteTickSizeEv":1000000,
|
|
651
|
+
// "baseQtyPrecision":6,
|
|
652
|
+
// "quoteQtyPrecision":2,
|
|
653
|
+
// "minOrderValue":"10 USDT",
|
|
654
|
+
// "minOrderValueEv":1000000000,
|
|
655
|
+
// "maxBaseOrderSize":"1000 BTC",
|
|
656
|
+
// "maxBaseOrderSizeEv":100000000000,
|
|
657
|
+
// "maxOrderValue":"5,000,000 USDT",
|
|
658
|
+
// "maxOrderValueEv":500000000000000,
|
|
659
|
+
// "defaultTakerFee":"0.001",
|
|
660
|
+
// "defaultTakerFeeEr":100000,
|
|
661
|
+
// "defaultMakerFee":"0.001",
|
|
662
|
+
// "defaultMakerFeeEr":100000,
|
|
663
|
+
// "description":"BTCUSDT is a BTC/USDT spot trading pair. Minimum order value is 1 USDT",
|
|
664
|
+
// "status":"Listed",
|
|
665
|
+
// "tipOrderQty":2,
|
|
666
|
+
// "listTime":1589338800000,
|
|
667
|
+
// "buyPriceUpperLimitPct":110,
|
|
668
|
+
// "sellPriceLowerLimitPct":90,
|
|
669
|
+
// "leverage":5
|
|
670
|
+
// },
|
|
671
|
+
//
|
|
672
|
+
const type = this.safeStringLower(market, 'type');
|
|
673
|
+
const id = this.safeString(market, 'symbol');
|
|
674
|
+
const quoteId = this.safeString(market, 'quoteCurrency');
|
|
675
|
+
const baseId = this.safeString(market, 'baseCurrency');
|
|
676
|
+
const base = this.safeCurrencyCode(baseId);
|
|
677
|
+
const quote = this.safeCurrencyCode(quoteId);
|
|
678
|
+
const status = this.safeString(market, 'status');
|
|
679
|
+
const precisionAmount = this.parseSafeNumber(this.safeString(market, 'baseTickSize'));
|
|
680
|
+
const precisionPrice = this.parseSafeNumber(this.safeString(market, 'quoteTickSize'));
|
|
681
|
+
return this.safeMarketStructure({
|
|
682
|
+
'id': id,
|
|
683
|
+
'symbol': base + '/' + quote,
|
|
684
|
+
'base': base,
|
|
685
|
+
'quote': quote,
|
|
686
|
+
'settle': undefined,
|
|
687
|
+
'baseId': baseId,
|
|
688
|
+
'quoteId': quoteId,
|
|
689
|
+
'settleId': undefined,
|
|
690
|
+
'type': type,
|
|
691
|
+
'spot': true,
|
|
692
|
+
'margin': false,
|
|
693
|
+
'swap': false,
|
|
694
|
+
'future': false,
|
|
695
|
+
'option': false,
|
|
696
|
+
'active': status === 'Listed',
|
|
697
|
+
'contract': false,
|
|
698
|
+
'linear': undefined,
|
|
699
|
+
'inverse': undefined,
|
|
700
|
+
'taker': this.safeNumber(market, 'defaultTakerFee'),
|
|
701
|
+
'maker': this.safeNumber(market, 'defaultMakerFee'),
|
|
702
|
+
'contractSize': undefined,
|
|
703
|
+
'expiry': undefined,
|
|
704
|
+
'expiryDatetime': undefined,
|
|
705
|
+
'strike': undefined,
|
|
706
|
+
'optionType': undefined,
|
|
707
|
+
'priceScale': this.safeInteger(market, 'priceScale'),
|
|
708
|
+
'valueScale': this.safeInteger(market, 'valueScale'),
|
|
709
|
+
'ratioScale': this.safeInteger(market, 'ratioScale'),
|
|
710
|
+
'precision': {
|
|
711
|
+
'amount': precisionAmount,
|
|
712
|
+
'price': precisionPrice,
|
|
713
|
+
},
|
|
714
|
+
'limits': {
|
|
715
|
+
'leverage': {
|
|
716
|
+
'min': undefined,
|
|
717
|
+
'max': undefined,
|
|
718
|
+
},
|
|
719
|
+
'amount': {
|
|
720
|
+
'min': precisionAmount,
|
|
721
|
+
'max': this.parseSafeNumber(this.safeString(market, 'maxBaseOrderSize')),
|
|
722
|
+
},
|
|
723
|
+
'price': {
|
|
724
|
+
'min': precisionPrice,
|
|
725
|
+
'max': undefined,
|
|
726
|
+
},
|
|
727
|
+
'cost': {
|
|
728
|
+
'min': this.parseSafeNumber(this.safeString(market, 'minOrderValue')),
|
|
729
|
+
'max': this.parseSafeNumber(this.safeString(market, 'maxOrderValue')),
|
|
730
|
+
},
|
|
731
|
+
},
|
|
732
|
+
'created': undefined,
|
|
733
|
+
'info': market,
|
|
734
|
+
});
|
|
735
|
+
}
|
|
736
|
+
async fetchMarkets(params = {}) {
|
|
737
|
+
/**
|
|
738
|
+
* @method
|
|
739
|
+
* @name phemex#fetchMarkets
|
|
740
|
+
* @description retrieves data on all markets for phemex
|
|
741
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
742
|
+
* @returns {object[]} an array of objects representing market data
|
|
743
|
+
*/
|
|
744
|
+
const v2Products = await this.v2GetPublicProducts(params);
|
|
745
|
+
//
|
|
746
|
+
// {
|
|
747
|
+
// "code":0,
|
|
748
|
+
// "msg":"",
|
|
749
|
+
// "data":{
|
|
750
|
+
// "currencies":[
|
|
751
|
+
// {"currency":"BTC","name":"Bitcoin","code":1,"valueScale":8,"minValueEv":1,"maxValueEv":5000000000000000000,"needAddrTag":0,"status":"Listed","displayCurrency":"BTC","inAssetsDisplay":1,"perpetual":0,"stableCoin":0,"assetsPrecision":8},
|
|
752
|
+
// {"currency":"USD","name":"USD","code":2,"valueScale":4,"minValueEv":1,"maxValueEv":5000000000000000000,"needAddrTag":0,"status":"Listed","displayCurrency":"USD","inAssetsDisplay":1,"perpetual":0,"stableCoin":0,"assetsPrecision":2},
|
|
753
|
+
// {"currency":"USDT","name":"TetherUS","code":3,"valueScale":8,"minValueEv":1,"maxValueEv":5000000000000000000,"needAddrTag":0,"status":"Listed","displayCurrency":"USDT","inAssetsDisplay":1,"perpetual":2,"stableCoin":1,"assetsPrecision":8},
|
|
754
|
+
// ],
|
|
755
|
+
// "products":[
|
|
756
|
+
// {
|
|
757
|
+
// "symbol":"BTCUSD",
|
|
758
|
+
// "code":1,
|
|
759
|
+
// "type":"Perpetual"
|
|
760
|
+
// "displaySymbol":"BTC / USD",
|
|
761
|
+
// "indexSymbol":".BTC",
|
|
762
|
+
// "markSymbol":".MBTC",
|
|
763
|
+
// "fundingRateSymbol":".BTCFR",
|
|
764
|
+
// "fundingRate8hSymbol":".BTCFR8H",
|
|
765
|
+
// "contractUnderlyingAssets":"USD",
|
|
766
|
+
// "settleCurrency":"BTC",
|
|
767
|
+
// "quoteCurrency":"USD",
|
|
768
|
+
// "contractSize":1.0,
|
|
769
|
+
// "lotSize":1,
|
|
770
|
+
// "tickSize":0.5,
|
|
771
|
+
// "priceScale":4,
|
|
772
|
+
// "ratioScale":8,
|
|
773
|
+
// "pricePrecision":1,
|
|
774
|
+
// "minPriceEp":5000,
|
|
775
|
+
// "maxPriceEp":10000000000,
|
|
776
|
+
// "maxOrderQty":1000000,
|
|
777
|
+
// "description":"BTC/USD perpetual contracts are priced on the .BTC Index. Each contract is worth 1 USD. Funding fees are paid and received every 8 hours at UTC time: 00:00, 08:00 and 16:00.",
|
|
778
|
+
// "status":"Listed",
|
|
779
|
+
// "tipOrderQty":1000000,
|
|
780
|
+
// "listTime":1574650800000,
|
|
781
|
+
// "majorSymbol":true,
|
|
782
|
+
// "defaultLeverage":"-10",
|
|
783
|
+
// "fundingInterval":28800,
|
|
784
|
+
// "maxLeverage":100
|
|
785
|
+
// },
|
|
786
|
+
// {
|
|
787
|
+
// "symbol":"sBTCUSDT",
|
|
788
|
+
// "code":1001,
|
|
789
|
+
// "type":"Spot",
|
|
790
|
+
// "displaySymbol":"BTC / USDT",
|
|
791
|
+
// "quoteCurrency":"USDT",
|
|
792
|
+
// "priceScale":8,
|
|
793
|
+
// "ratioScale":8,
|
|
794
|
+
// "pricePrecision":2,
|
|
795
|
+
// "baseCurrency":"BTC",
|
|
796
|
+
// "baseTickSize":"0.000001 BTC",
|
|
797
|
+
// "baseTickSizeEv":100,
|
|
798
|
+
// "quoteTickSize":"0.01 USDT",
|
|
799
|
+
// "quoteTickSizeEv":1000000,
|
|
800
|
+
// "baseQtyPrecision":6,
|
|
801
|
+
// "quoteQtyPrecision":2,
|
|
802
|
+
// "minOrderValue":"10 USDT",
|
|
803
|
+
// "minOrderValueEv":1000000000,
|
|
804
|
+
// "maxBaseOrderSize":"1000 BTC",
|
|
805
|
+
// "maxBaseOrderSizeEv":100000000000,
|
|
806
|
+
// "maxOrderValue":"5,000,000 USDT",
|
|
807
|
+
// "maxOrderValueEv":500000000000000,
|
|
808
|
+
// "defaultTakerFee":"0.001",
|
|
809
|
+
// "defaultTakerFeeEr":100000,
|
|
810
|
+
// "defaultMakerFee":"0.001",
|
|
811
|
+
// "defaultMakerFeeEr":100000,
|
|
812
|
+
// "description":"BTCUSDT is a BTC/USDT spot trading pair. Minimum order value is 1 USDT",
|
|
813
|
+
// "status":"Listed",
|
|
814
|
+
// "tipOrderQty":2,
|
|
815
|
+
// "listTime":1589338800000,
|
|
816
|
+
// "buyPriceUpperLimitPct":110,
|
|
817
|
+
// "sellPriceLowerLimitPct":90,
|
|
818
|
+
// "leverage":5
|
|
819
|
+
// },
|
|
820
|
+
// ],
|
|
821
|
+
// "perpProductsV2":[
|
|
822
|
+
// {
|
|
823
|
+
// "symbol":"BTCUSDT",
|
|
824
|
+
// "code":41541,
|
|
825
|
+
// "type":"PerpetualV2",
|
|
826
|
+
// "displaySymbol":"BTC / USDT",
|
|
827
|
+
// "indexSymbol":".BTCUSDT",
|
|
828
|
+
// "markSymbol":".MBTCUSDT",
|
|
829
|
+
// "fundingRateSymbol":".BTCUSDTFR",
|
|
830
|
+
// "fundingRate8hSymbol":".BTCUSDTFR8H",
|
|
831
|
+
// "contractUnderlyingAssets":"BTC",
|
|
832
|
+
// "settleCurrency":"USDT",
|
|
833
|
+
// "quoteCurrency":"USDT",
|
|
834
|
+
// "tickSize":"0.1",
|
|
835
|
+
// "priceScale":0,
|
|
836
|
+
// "ratioScale":0,
|
|
837
|
+
// "pricePrecision":1,
|
|
838
|
+
// "baseCurrency":"BTC",
|
|
839
|
+
// "description":"BTC/USDT perpetual contracts are priced on the .BTCUSDT Index. Each contract is worth 1 BTC. Funding fees are paid and received every 8 hours at UTC time: 00:00, 08:00 and 16:00.",
|
|
840
|
+
// "status":"Listed",
|
|
841
|
+
// "tipOrderQty":0,
|
|
842
|
+
// "listTime":1668225600000,
|
|
843
|
+
// "majorSymbol":true,
|
|
844
|
+
// "defaultLeverage":"-10",
|
|
845
|
+
// "fundingInterval":28800,
|
|
846
|
+
// "maxLeverage":100,
|
|
847
|
+
// "maxOrderQtyRq":"1000",
|
|
848
|
+
// "maxPriceRp":"2000000000",
|
|
849
|
+
// "minOrderValueRv":"1",
|
|
850
|
+
// "minPriceRp":"1000.0",
|
|
851
|
+
// "qtyPrecision":3,
|
|
852
|
+
// "qtyStepSize":"0.001",
|
|
853
|
+
// "tipOrderQtyRq":"200",
|
|
854
|
+
// "maxOpenPosLeverage":100.0
|
|
855
|
+
// },
|
|
856
|
+
// ],
|
|
857
|
+
// "riskLimits":[
|
|
858
|
+
// {
|
|
859
|
+
// "symbol":"BTCUSD",
|
|
860
|
+
// "steps":"50",
|
|
861
|
+
// "riskLimits":[
|
|
862
|
+
// {"limit":100,"initialMargin":"1.0%","initialMarginEr":1000000,"maintenanceMargin":"0.5%","maintenanceMarginEr":500000},
|
|
863
|
+
// {"limit":150,"initialMargin":"1.5%","initialMarginEr":1500000,"maintenanceMargin":"1.0%","maintenanceMarginEr":1000000},
|
|
864
|
+
// {"limit":200,"initialMargin":"2.0%","initialMarginEr":2000000,"maintenanceMargin":"1.5%","maintenanceMarginEr":1500000},
|
|
865
|
+
// ]
|
|
866
|
+
// },
|
|
867
|
+
// ],
|
|
868
|
+
// "leverages":[
|
|
869
|
+
// {"initialMargin":"1.0%","initialMarginEr":1000000,"options":[1,2,3,5,10,25,50,100]},
|
|
870
|
+
// {"initialMargin":"1.5%","initialMarginEr":1500000,"options":[1,2,3,5,10,25,50,66]},
|
|
871
|
+
// {"initialMargin":"2.0%","initialMarginEr":2000000,"options":[1,2,3,5,10,25,33,50]},
|
|
872
|
+
// ],
|
|
873
|
+
// "riskLimitsV2":[
|
|
874
|
+
// {
|
|
875
|
+
// "symbol":"BTCUSDT",
|
|
876
|
+
// "steps":"2000K",
|
|
877
|
+
// "riskLimits":[
|
|
878
|
+
// {"limit":2000000,"initialMarginRr":"0.01","maintenanceMarginRr":"0.005"},,
|
|
879
|
+
// {"limit":4000000,"initialMarginRr":"0.015","maintenanceMarginRr":"0.0075"},
|
|
880
|
+
// {"limit":6000000,"initialMarginRr":"0.02","maintenanceMarginRr":"0.01"},
|
|
881
|
+
// ]
|
|
882
|
+
// },
|
|
883
|
+
// ],
|
|
884
|
+
// "leveragesV2":[
|
|
885
|
+
// {"options":[1.0,2.0,3.0,5.0,10.0,25.0,50.0,100.0],"initialMarginRr":"0.01"},
|
|
886
|
+
// {"options":[1.0,2.0,3.0,5.0,10.0,25.0,50.0,66.67],"initialMarginRr":"0.015"},
|
|
887
|
+
// {"options":[1.0,2.0,3.0,5.0,10.0,25.0,33.0,50.0],"initialMarginRr":"0.02"},
|
|
888
|
+
// ],
|
|
889
|
+
// "ratioScale":8,
|
|
890
|
+
// "md5Checksum":"5c6604814d3c1bafbe602c3d11a7e8bf",
|
|
891
|
+
// }
|
|
892
|
+
// }
|
|
893
|
+
//
|
|
894
|
+
const v1Products = await this.v1GetExchangePublicProducts(params);
|
|
895
|
+
const v1ProductsData = this.safeValue(v1Products, 'data', []);
|
|
896
|
+
//
|
|
897
|
+
// {
|
|
898
|
+
// "code":0,
|
|
899
|
+
// "msg":"OK",
|
|
900
|
+
// "data":[
|
|
901
|
+
// {
|
|
902
|
+
// "symbol":"BTCUSD",
|
|
903
|
+
// "underlyingSymbol":".BTC",
|
|
904
|
+
// "quoteCurrency":"USD",
|
|
905
|
+
// "baseCurrency":"BTC",
|
|
906
|
+
// "settlementCurrency":"BTC",
|
|
907
|
+
// "maxOrderQty":1000000,
|
|
908
|
+
// "maxPriceEp":100000000000000,
|
|
909
|
+
// "lotSize":1,
|
|
910
|
+
// "tickSize":"0.5",
|
|
911
|
+
// "contractSize":"1 USD",
|
|
912
|
+
// "priceScale":4,
|
|
913
|
+
// "ratioScale":8,
|
|
914
|
+
// "valueScale":8,
|
|
915
|
+
// "defaultLeverage":0,
|
|
916
|
+
// "maxLeverage":100,
|
|
917
|
+
// "initMarginEr":"1000000",
|
|
918
|
+
// "maintMarginEr":"500000",
|
|
919
|
+
// "defaultRiskLimitEv":10000000000,
|
|
920
|
+
// "deleverage":true,
|
|
921
|
+
// "makerFeeRateEr":-250000,
|
|
922
|
+
// "takerFeeRateEr":750000,
|
|
923
|
+
// "fundingInterval":8,
|
|
924
|
+
// "marketUrl":"https://phemex.com/trade/BTCUSD",
|
|
925
|
+
// "description":"BTCUSD is a BTC/USD perpetual contract priced on the .BTC Index. Each contract is worth 1 USD of Bitcoin. Funding is paid and received every 8 hours. At UTC time: 00:00, 08:00, 16:00.",
|
|
926
|
+
// "type":"Perpetual"
|
|
927
|
+
// },
|
|
928
|
+
// ]
|
|
929
|
+
// }
|
|
930
|
+
//
|
|
931
|
+
const v2ProductsData = this.safeValue(v2Products, 'data', {});
|
|
932
|
+
let products = this.safeValue(v2ProductsData, 'products', []);
|
|
933
|
+
const perpetualProductsV2 = this.safeValue(v2ProductsData, 'perpProductsV2', []);
|
|
934
|
+
products = this.arrayConcat(products, perpetualProductsV2);
|
|
935
|
+
let riskLimits = this.safeValue(v2ProductsData, 'riskLimits', []);
|
|
936
|
+
const riskLimitsV2 = this.safeValue(v2ProductsData, 'riskLimitsV2', []);
|
|
937
|
+
riskLimits = this.arrayConcat(riskLimits, riskLimitsV2);
|
|
938
|
+
const currencies = this.safeValue(v2ProductsData, 'currencies', []);
|
|
939
|
+
const riskLimitsById = this.indexBy(riskLimits, 'symbol');
|
|
940
|
+
const v1ProductsById = this.indexBy(v1ProductsData, 'symbol');
|
|
941
|
+
const currenciesByCode = this.indexBy(currencies, 'currency');
|
|
942
|
+
const result = [];
|
|
943
|
+
for (let i = 0; i < products.length; i++) {
|
|
944
|
+
let market = products[i];
|
|
945
|
+
const type = this.safeStringLower(market, 'type');
|
|
946
|
+
if ((type === 'perpetual') || (type === 'perpetualv2')) {
|
|
947
|
+
const id = this.safeString(market, 'symbol');
|
|
948
|
+
const riskLimitValues = this.safeValue(riskLimitsById, id, {});
|
|
949
|
+
market = this.extend(market, riskLimitValues);
|
|
950
|
+
const v1ProductsValues = this.safeValue(v1ProductsById, id, {});
|
|
951
|
+
market = this.extend(market, v1ProductsValues);
|
|
952
|
+
market = this.parseSwapMarket(market);
|
|
953
|
+
}
|
|
954
|
+
else {
|
|
955
|
+
const baseCurrency = this.safeString(market, 'baseCurrency');
|
|
956
|
+
const currencyValues = this.safeValue(currenciesByCode, baseCurrency, {});
|
|
957
|
+
const valueScale = this.safeString(currencyValues, 'valueScale', '8');
|
|
958
|
+
market = this.extend(market, { 'valueScale': valueScale });
|
|
959
|
+
market = this.parseSpotMarket(market);
|
|
960
|
+
}
|
|
961
|
+
result.push(market);
|
|
962
|
+
}
|
|
963
|
+
return result;
|
|
964
|
+
}
|
|
965
|
+
async fetchCurrencies(params = {}) {
|
|
966
|
+
/**
|
|
967
|
+
* @method
|
|
968
|
+
* @name phemex#fetchCurrencies
|
|
969
|
+
* @description fetches all available currencies on an exchange
|
|
970
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
971
|
+
* @returns {object} an associative dictionary of currencies
|
|
972
|
+
*/
|
|
973
|
+
const response = await this.v2GetPublicProducts(params);
|
|
974
|
+
//
|
|
975
|
+
// {
|
|
976
|
+
// "code":0,
|
|
977
|
+
// "msg":"OK",
|
|
978
|
+
// "data":{
|
|
979
|
+
// ...,
|
|
980
|
+
// "currencies":[
|
|
981
|
+
// {"currency":"BTC","name":"Bitcoin","code":1,"valueScale":8,"minValueEv":1,"maxValueEv":5000000000000000000,"needAddrTag":0,"status":"Listed","displayCurrency":"BTC","inAssetsDisplay":1,"perpetual":0,"stableCoin":0,"assetsPrecision":8},
|
|
982
|
+
// {"currency":"USD","name":"USD","code":2,"valueScale":4,"minValueEv":1,"maxValueEv":5000000000000000000,"needAddrTag":0,"status":"Listed","displayCurrency":"USD","inAssetsDisplay":1,"perpetual":0,"stableCoin":0,"assetsPrecision":2},
|
|
983
|
+
// {"currency":"USDT","name":"TetherUS","code":3,"valueScale":8,"minValueEv":1,"maxValueEv":5000000000000000000,"needAddrTag":0,"status":"Listed","displayCurrency":"USDT","inAssetsDisplay":1,"perpetual":2,"stableCoin":1,"assetsPrecision":8},
|
|
984
|
+
// ],
|
|
985
|
+
// ...
|
|
986
|
+
// }
|
|
987
|
+
// }
|
|
988
|
+
const data = this.safeValue(response, 'data', {});
|
|
989
|
+
const currencies = this.safeValue(data, 'currencies', []);
|
|
990
|
+
const result = {};
|
|
991
|
+
for (let i = 0; i < currencies.length; i++) {
|
|
992
|
+
const currency = currencies[i];
|
|
993
|
+
const id = this.safeString(currency, 'currency');
|
|
994
|
+
const name = this.safeString(currency, 'name');
|
|
995
|
+
const code = this.safeCurrencyCode(id);
|
|
996
|
+
const status = this.safeString(currency, 'status');
|
|
997
|
+
const valueScaleString = this.safeString(currency, 'valueScale');
|
|
998
|
+
const valueScale = parseInt(valueScaleString);
|
|
999
|
+
const minValueEv = this.safeString(currency, 'minValueEv');
|
|
1000
|
+
const maxValueEv = this.safeString(currency, 'maxValueEv');
|
|
1001
|
+
let minAmount = undefined;
|
|
1002
|
+
let maxAmount = undefined;
|
|
1003
|
+
let precision = undefined;
|
|
1004
|
+
if (valueScale !== undefined) {
|
|
1005
|
+
const precisionString = this.parsePrecision(valueScaleString);
|
|
1006
|
+
precision = this.parseNumber(precisionString);
|
|
1007
|
+
minAmount = this.parseNumber(Precise["default"].stringMul(minValueEv, precisionString));
|
|
1008
|
+
maxAmount = this.parseNumber(Precise["default"].stringMul(maxValueEv, precisionString));
|
|
1009
|
+
}
|
|
1010
|
+
result[code] = {
|
|
1011
|
+
'id': id,
|
|
1012
|
+
'info': currency,
|
|
1013
|
+
'code': code,
|
|
1014
|
+
'name': name,
|
|
1015
|
+
'active': status === 'Listed',
|
|
1016
|
+
'deposit': undefined,
|
|
1017
|
+
'withdraw': undefined,
|
|
1018
|
+
'fee': undefined,
|
|
1019
|
+
'precision': precision,
|
|
1020
|
+
'limits': {
|
|
1021
|
+
'amount': {
|
|
1022
|
+
'min': minAmount,
|
|
1023
|
+
'max': maxAmount,
|
|
1024
|
+
},
|
|
1025
|
+
'withdraw': {
|
|
1026
|
+
'min': undefined,
|
|
1027
|
+
'max': undefined,
|
|
1028
|
+
},
|
|
1029
|
+
},
|
|
1030
|
+
'valueScale': valueScale,
|
|
1031
|
+
'networks': {},
|
|
1032
|
+
};
|
|
1033
|
+
}
|
|
1034
|
+
return result;
|
|
1035
|
+
}
|
|
1036
|
+
customParseBidAsk(bidask, priceKey = 0, amountKey = 1, market = undefined) {
|
|
1037
|
+
if (market === undefined) {
|
|
1038
|
+
throw new errors.ArgumentsRequired(this.id + ' customParseBidAsk() requires a market argument');
|
|
1039
|
+
}
|
|
1040
|
+
let amount = this.safeString(bidask, amountKey);
|
|
1041
|
+
if (market['spot']) {
|
|
1042
|
+
amount = this.fromEv(amount, market);
|
|
1043
|
+
}
|
|
1044
|
+
return [
|
|
1045
|
+
this.parseNumber(this.fromEp(this.safeString(bidask, priceKey), market)),
|
|
1046
|
+
this.parseNumber(amount),
|
|
1047
|
+
];
|
|
1048
|
+
}
|
|
1049
|
+
customParseOrderBook(orderbook, symbol, timestamp = undefined, bidsKey = 'bids', asksKey = 'asks', priceKey = 0, amountKey = 1, market = undefined) {
|
|
1050
|
+
const result = {
|
|
1051
|
+
'symbol': symbol,
|
|
1052
|
+
'timestamp': timestamp,
|
|
1053
|
+
'datetime': this.iso8601(timestamp),
|
|
1054
|
+
'nonce': undefined,
|
|
1055
|
+
};
|
|
1056
|
+
const sides = [bidsKey, asksKey];
|
|
1057
|
+
for (let i = 0; i < sides.length; i++) {
|
|
1058
|
+
const side = sides[i];
|
|
1059
|
+
const orders = [];
|
|
1060
|
+
const bidasks = this.safeValue(orderbook, side);
|
|
1061
|
+
for (let k = 0; k < bidasks.length; k++) {
|
|
1062
|
+
orders.push(this.customParseBidAsk(bidasks[k], priceKey, amountKey, market));
|
|
1063
|
+
}
|
|
1064
|
+
result[side] = orders;
|
|
1065
|
+
}
|
|
1066
|
+
result[bidsKey] = this.sortBy(result[bidsKey], 0, true);
|
|
1067
|
+
result[asksKey] = this.sortBy(result[asksKey], 0);
|
|
1068
|
+
return result;
|
|
1069
|
+
}
|
|
1070
|
+
async fetchOrderBook(symbol, limit = undefined, params = {}) {
|
|
1071
|
+
/**
|
|
1072
|
+
* @method
|
|
1073
|
+
* @name phemex#fetchOrderBook
|
|
1074
|
+
* @description fetches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
|
|
1075
|
+
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#queryorderbook
|
|
1076
|
+
* @param {string} symbol unified symbol of the market to fetch the order book for
|
|
1077
|
+
* @param {int} [limit] the maximum amount of order book entries to return
|
|
1078
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
1079
|
+
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
|
|
1080
|
+
*/
|
|
1081
|
+
await this.loadMarkets();
|
|
1082
|
+
const market = this.market(symbol);
|
|
1083
|
+
const request = {
|
|
1084
|
+
'symbol': market['id'],
|
|
1085
|
+
// 'id': 123456789, // optional request id
|
|
1086
|
+
};
|
|
1087
|
+
let response = undefined;
|
|
1088
|
+
if (market['linear'] && market['settle'] === 'USDT') {
|
|
1089
|
+
response = await this.v2GetMdV2Orderbook(this.extend(request, params));
|
|
1090
|
+
}
|
|
1091
|
+
else {
|
|
1092
|
+
if ((limit !== undefined) && (limit <= 30)) {
|
|
1093
|
+
response = await this.v1GetMdOrderbook(this.extend(request, params));
|
|
1094
|
+
}
|
|
1095
|
+
else {
|
|
1096
|
+
response = await this.v1GetMdFullbook(this.extend(request, params));
|
|
1097
|
+
}
|
|
1098
|
+
}
|
|
1099
|
+
//
|
|
1100
|
+
// {
|
|
1101
|
+
// "error": null,
|
|
1102
|
+
// "id": 0,
|
|
1103
|
+
// "result": {
|
|
1104
|
+
// "book": {
|
|
1105
|
+
// "asks": [
|
|
1106
|
+
// [ 23415000000, 105262000 ],
|
|
1107
|
+
// [ 23416000000, 147914000 ],
|
|
1108
|
+
// [ 23419000000, 160914000 ],
|
|
1109
|
+
// ],
|
|
1110
|
+
// "bids": [
|
|
1111
|
+
// [ 23360000000, 32995000 ],
|
|
1112
|
+
// [ 23359000000, 221887000 ],
|
|
1113
|
+
// [ 23356000000, 284599000 ],
|
|
1114
|
+
// ],
|
|
1115
|
+
// },
|
|
1116
|
+
// "depth": 30,
|
|
1117
|
+
// "sequence": 1592059928,
|
|
1118
|
+
// "symbol": "sETHUSDT",
|
|
1119
|
+
// "timestamp": 1592387340020000955,
|
|
1120
|
+
// "type": "snapshot"
|
|
1121
|
+
// }
|
|
1122
|
+
// }
|
|
1123
|
+
//
|
|
1124
|
+
const result = this.safeValue(response, 'result', {});
|
|
1125
|
+
const book = this.safeValue2(result, 'book', 'orderbook_p', {});
|
|
1126
|
+
const timestamp = this.safeIntegerProduct(result, 'timestamp', 0.000001);
|
|
1127
|
+
const orderbook = this.customParseOrderBook(book, symbol, timestamp, 'bids', 'asks', 0, 1, market);
|
|
1128
|
+
orderbook['nonce'] = this.safeInteger(result, 'sequence');
|
|
1129
|
+
return orderbook;
|
|
1130
|
+
}
|
|
1131
|
+
toEn(n, scale) {
|
|
1132
|
+
const stringN = n.toString();
|
|
1133
|
+
const precise = new Precise["default"](stringN);
|
|
1134
|
+
precise.decimals = precise.decimals - scale;
|
|
1135
|
+
precise.reduce();
|
|
1136
|
+
const preciseString = precise.toString();
|
|
1137
|
+
return this.parseToInt(preciseString);
|
|
1138
|
+
}
|
|
1139
|
+
toEv(amount, market = undefined) {
|
|
1140
|
+
if ((amount === undefined) || (market === undefined)) {
|
|
1141
|
+
return amount;
|
|
1142
|
+
}
|
|
1143
|
+
return this.toEn(amount, market['valueScale']);
|
|
1144
|
+
}
|
|
1145
|
+
toEp(price, market = undefined) {
|
|
1146
|
+
if ((price === undefined) || (market === undefined)) {
|
|
1147
|
+
return price;
|
|
1148
|
+
}
|
|
1149
|
+
return this.toEn(price, market['priceScale']);
|
|
1150
|
+
}
|
|
1151
|
+
fromEn(en, scale) {
|
|
1152
|
+
if (en === undefined) {
|
|
1153
|
+
return undefined;
|
|
1154
|
+
}
|
|
1155
|
+
const precise = new Precise["default"](en);
|
|
1156
|
+
precise.decimals = this.sum(precise.decimals, scale);
|
|
1157
|
+
precise.reduce();
|
|
1158
|
+
return precise.toString();
|
|
1159
|
+
}
|
|
1160
|
+
fromEp(ep, market = undefined) {
|
|
1161
|
+
if ((ep === undefined) || (market === undefined)) {
|
|
1162
|
+
return ep;
|
|
1163
|
+
}
|
|
1164
|
+
return this.fromEn(ep, this.safeInteger(market, 'priceScale'));
|
|
1165
|
+
}
|
|
1166
|
+
fromEv(ev, market = undefined) {
|
|
1167
|
+
if ((ev === undefined) || (market === undefined)) {
|
|
1168
|
+
return ev;
|
|
1169
|
+
}
|
|
1170
|
+
return this.fromEn(ev, this.safeInteger(market, 'valueScale'));
|
|
1171
|
+
}
|
|
1172
|
+
fromEr(er, market = undefined) {
|
|
1173
|
+
if ((er === undefined) || (market === undefined)) {
|
|
1174
|
+
return er;
|
|
1175
|
+
}
|
|
1176
|
+
return this.fromEn(er, this.safeInteger(market, 'ratioScale'));
|
|
1177
|
+
}
|
|
1178
|
+
parseOHLCV(ohlcv, market = undefined) {
|
|
1179
|
+
//
|
|
1180
|
+
// [
|
|
1181
|
+
// 1592467200, // timestamp
|
|
1182
|
+
// 300, // interval
|
|
1183
|
+
// 23376000000, // last
|
|
1184
|
+
// 23322000000, // open
|
|
1185
|
+
// 23381000000, // high
|
|
1186
|
+
// 23315000000, // low
|
|
1187
|
+
// 23367000000, // close
|
|
1188
|
+
// 208671000, // base volume
|
|
1189
|
+
// 48759063370, // quote volume
|
|
1190
|
+
// ]
|
|
1191
|
+
//
|
|
1192
|
+
let baseVolume;
|
|
1193
|
+
if ((market !== undefined) && market['spot']) {
|
|
1194
|
+
baseVolume = this.parseNumber(this.fromEv(this.safeString(ohlcv, 7), market));
|
|
1195
|
+
}
|
|
1196
|
+
else {
|
|
1197
|
+
baseVolume = this.safeNumber(ohlcv, 7);
|
|
1198
|
+
}
|
|
1199
|
+
return [
|
|
1200
|
+
this.safeTimestamp(ohlcv, 0),
|
|
1201
|
+
this.parseNumber(this.fromEp(this.safeString(ohlcv, 3), market)),
|
|
1202
|
+
this.parseNumber(this.fromEp(this.safeString(ohlcv, 4), market)),
|
|
1203
|
+
this.parseNumber(this.fromEp(this.safeString(ohlcv, 5), market)),
|
|
1204
|
+
this.parseNumber(this.fromEp(this.safeString(ohlcv, 6), market)),
|
|
1205
|
+
baseVolume,
|
|
1206
|
+
];
|
|
1207
|
+
}
|
|
1208
|
+
async fetchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
|
|
1209
|
+
/**
|
|
1210
|
+
* @method
|
|
1211
|
+
* @name phemex#fetchOHLCV
|
|
1212
|
+
* @description fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market
|
|
1213
|
+
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#querykline
|
|
1214
|
+
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#query-kline
|
|
1215
|
+
* @param {string} symbol unified symbol of the market to fetch OHLCV data for
|
|
1216
|
+
* @param {string} timeframe the length of time each candle represents
|
|
1217
|
+
* @param {int} [since] *only used for USDT settled contracts, otherwise is emulated and not supported by the exchange* timestamp in ms of the earliest candle to fetch
|
|
1218
|
+
* @param {int} [limit] the maximum amount of candles to fetch
|
|
1219
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
1220
|
+
* @param {int} [params.until] *USDT settled/ linear swaps only* end time in ms
|
|
1221
|
+
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
|
|
1222
|
+
*/
|
|
1223
|
+
await this.loadMarkets();
|
|
1224
|
+
const market = this.market(symbol);
|
|
1225
|
+
const userLimit = limit;
|
|
1226
|
+
const request = {
|
|
1227
|
+
'symbol': market['id'],
|
|
1228
|
+
'resolution': this.safeString(this.timeframes, timeframe, timeframe),
|
|
1229
|
+
};
|
|
1230
|
+
const until = this.safeInteger2(params, 'until', 'to');
|
|
1231
|
+
params = this.omit(params, ['until']);
|
|
1232
|
+
const usesSpecialFromToEndpoint = ((market['linear'] || market['settle'] === 'USDT')) && ((since !== undefined) || (until !== undefined));
|
|
1233
|
+
let maxLimit = 1000;
|
|
1234
|
+
if (usesSpecialFromToEndpoint) {
|
|
1235
|
+
maxLimit = 2000;
|
|
1236
|
+
}
|
|
1237
|
+
if (limit === undefined) {
|
|
1238
|
+
limit = maxLimit;
|
|
1239
|
+
}
|
|
1240
|
+
request['limit'] = Math.min(limit, maxLimit);
|
|
1241
|
+
let response = undefined;
|
|
1242
|
+
if (market['linear'] || market['settle'] === 'USDT') {
|
|
1243
|
+
if ((until !== undefined) || (since !== undefined)) {
|
|
1244
|
+
const candleDuration = this.parseTimeframe(timeframe);
|
|
1245
|
+
if (since !== undefined) {
|
|
1246
|
+
since = Math.round(since / 1000);
|
|
1247
|
+
request['from'] = since;
|
|
1248
|
+
}
|
|
1249
|
+
else {
|
|
1250
|
+
// when 'to' is defined since is mandatory
|
|
1251
|
+
since = (until / 100) - (maxLimit * candleDuration);
|
|
1252
|
+
}
|
|
1253
|
+
if (until !== undefined) {
|
|
1254
|
+
request['to'] = Math.round(until / 1000);
|
|
1255
|
+
}
|
|
1256
|
+
else {
|
|
1257
|
+
// when since is defined 'to' is mandatory
|
|
1258
|
+
let to = since + (maxLimit * candleDuration);
|
|
1259
|
+
const now = this.seconds();
|
|
1260
|
+
if (to > now) {
|
|
1261
|
+
to = now;
|
|
1262
|
+
}
|
|
1263
|
+
request['to'] = to;
|
|
1264
|
+
}
|
|
1265
|
+
response = await this.publicGetMdV2KlineList(this.extend(request, params));
|
|
1266
|
+
}
|
|
1267
|
+
else {
|
|
1268
|
+
response = await this.publicGetMdV2KlineLast(this.extend(request, params));
|
|
1269
|
+
}
|
|
1270
|
+
}
|
|
1271
|
+
else {
|
|
1272
|
+
if (since !== undefined) {
|
|
1273
|
+
// phemex also provides kline query with from/to, however, this interface is NOT recommended and does not work properly.
|
|
1274
|
+
// we do not send since param to the exchange, instead we calculate appropriate limit param
|
|
1275
|
+
const duration = this.parseTimeframe(timeframe) * 1000;
|
|
1276
|
+
const timeDelta = this.milliseconds() - since;
|
|
1277
|
+
limit = this.parseToInt(timeDelta / duration); // setting limit to the number of candles after since
|
|
1278
|
+
}
|
|
1279
|
+
response = await this.publicGetMdV2Kline(this.extend(request, params));
|
|
1280
|
+
}
|
|
1281
|
+
//
|
|
1282
|
+
// {
|
|
1283
|
+
// "code":0,
|
|
1284
|
+
// "msg":"OK",
|
|
1285
|
+
// "data":{
|
|
1286
|
+
// "total":-1,
|
|
1287
|
+
// "rows":[
|
|
1288
|
+
// [1592467200,300,23376000000,23322000000,23381000000,23315000000,23367000000,208671000,48759063370],
|
|
1289
|
+
// [1592467500,300,23367000000,23314000000,23390000000,23311000000,23331000000,234820000,54848948710],
|
|
1290
|
+
// [1592467800,300,23331000000,23385000000,23391000000,23326000000,23387000000,152931000,35747882250],
|
|
1291
|
+
// ]
|
|
1292
|
+
// }
|
|
1293
|
+
// }
|
|
1294
|
+
//
|
|
1295
|
+
const data = this.safeValue(response, 'data', {});
|
|
1296
|
+
const rows = this.safeValue(data, 'rows', []);
|
|
1297
|
+
return this.parseOHLCVs(rows, market, timeframe, since, userLimit);
|
|
1298
|
+
}
|
|
1299
|
+
parseTicker(ticker, market = undefined) {
|
|
1300
|
+
//
|
|
1301
|
+
// spot
|
|
1302
|
+
//
|
|
1303
|
+
// {
|
|
1304
|
+
// "askEp": 943836000000,
|
|
1305
|
+
// "bidEp": 943601000000,
|
|
1306
|
+
// "highEp": 955946000000,
|
|
1307
|
+
// "lastEp": 943803000000,
|
|
1308
|
+
// "lowEp": 924973000000,
|
|
1309
|
+
// "openEp": 948693000000,
|
|
1310
|
+
// "symbol": "sBTCUSDT",
|
|
1311
|
+
// "timestamp": 1592471203505728630,
|
|
1312
|
+
// "turnoverEv": 111822826123103,
|
|
1313
|
+
// "volumeEv": 11880532281
|
|
1314
|
+
// }
|
|
1315
|
+
//
|
|
1316
|
+
// swap
|
|
1317
|
+
//
|
|
1318
|
+
// {
|
|
1319
|
+
// "askEp": 2332500,
|
|
1320
|
+
// "bidEp": 2331000,
|
|
1321
|
+
// "fundingRateEr": 10000,
|
|
1322
|
+
// "highEp": 2380000,
|
|
1323
|
+
// "indexEp": 2329057,
|
|
1324
|
+
// "lastEp": 2331500,
|
|
1325
|
+
// "lowEp": 2274000,
|
|
1326
|
+
// "markEp": 2329232,
|
|
1327
|
+
// "openEp": 2337500,
|
|
1328
|
+
// "openInterest": 1298050,
|
|
1329
|
+
// "predFundingRateEr": 19921,
|
|
1330
|
+
// "symbol": "ETHUSD",
|
|
1331
|
+
// "timestamp": 1592474241582701416,
|
|
1332
|
+
// "turnoverEv": 47228362330,
|
|
1333
|
+
// "volume": 4053863
|
|
1334
|
+
// }
|
|
1335
|
+
// linear swap v2
|
|
1336
|
+
//
|
|
1337
|
+
// {
|
|
1338
|
+
// "closeRp":"16820.5",
|
|
1339
|
+
// "fundingRateRr":"0.0001",
|
|
1340
|
+
// "highRp":"16962.1",
|
|
1341
|
+
// "indexPriceRp":"16830.15651565",
|
|
1342
|
+
// "lowRp":"16785",
|
|
1343
|
+
// "markPriceRp":"16830.97534951",
|
|
1344
|
+
// "openInterestRv":"1323.596",
|
|
1345
|
+
// "openRp":"16851.7",
|
|
1346
|
+
// "predFundingRateRr":"0.0001",
|
|
1347
|
+
// "symbol":"BTCUSDT",
|
|
1348
|
+
// "timestamp":"1672142789065593096",
|
|
1349
|
+
// "turnoverRv":"124835296.0538",
|
|
1350
|
+
// "volumeRq":"7406.95"
|
|
1351
|
+
// }
|
|
1352
|
+
//
|
|
1353
|
+
const marketId = this.safeString(ticker, 'symbol');
|
|
1354
|
+
market = this.safeMarket(marketId, market);
|
|
1355
|
+
const symbol = market['symbol'];
|
|
1356
|
+
const timestamp = this.safeIntegerProduct(ticker, 'timestamp', 0.000001);
|
|
1357
|
+
const last = this.fromEp(this.safeString2(ticker, 'lastEp', 'closeRp'), market);
|
|
1358
|
+
const quoteVolume = this.fromEr(this.safeString2(ticker, 'turnoverEv', 'turnoverRv'), market);
|
|
1359
|
+
let baseVolume = this.safeString(ticker, 'volume');
|
|
1360
|
+
if (baseVolume === undefined) {
|
|
1361
|
+
baseVolume = this.fromEv(this.safeString2(ticker, 'volumeEv', 'volumeRq'), market);
|
|
1362
|
+
}
|
|
1363
|
+
const open = this.fromEp(this.safeString(ticker, 'openEp'), market);
|
|
1364
|
+
return this.safeTicker({
|
|
1365
|
+
'symbol': symbol,
|
|
1366
|
+
'timestamp': timestamp,
|
|
1367
|
+
'datetime': this.iso8601(timestamp),
|
|
1368
|
+
'high': this.fromEp(this.safeString2(ticker, 'highEp', 'highRp'), market),
|
|
1369
|
+
'low': this.fromEp(this.safeString2(ticker, 'lowEp', 'lowRp'), market),
|
|
1370
|
+
'bid': this.fromEp(this.safeString(ticker, 'bidEp'), market),
|
|
1371
|
+
'bidVolume': undefined,
|
|
1372
|
+
'ask': this.fromEp(this.safeString(ticker, 'askEp'), market),
|
|
1373
|
+
'askVolume': undefined,
|
|
1374
|
+
'vwap': undefined,
|
|
1375
|
+
'open': open,
|
|
1376
|
+
'close': last,
|
|
1377
|
+
'last': last,
|
|
1378
|
+
'previousClose': undefined,
|
|
1379
|
+
'change': undefined,
|
|
1380
|
+
'percentage': undefined,
|
|
1381
|
+
'average': undefined,
|
|
1382
|
+
'baseVolume': baseVolume,
|
|
1383
|
+
'quoteVolume': quoteVolume,
|
|
1384
|
+
'info': ticker,
|
|
1385
|
+
}, market);
|
|
1386
|
+
}
|
|
1387
|
+
async fetchTicker(symbol, params = {}) {
|
|
1388
|
+
/**
|
|
1389
|
+
* @method
|
|
1390
|
+
* @name phemex#fetchTicker
|
|
1391
|
+
* @description fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
|
|
1392
|
+
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#query24hrsticker
|
|
1393
|
+
* @param {string} symbol unified symbol of the market to fetch the ticker for
|
|
1394
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
1395
|
+
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
|
|
1396
|
+
*/
|
|
1397
|
+
await this.loadMarkets();
|
|
1398
|
+
const market = this.market(symbol);
|
|
1399
|
+
const request = {
|
|
1400
|
+
'symbol': market['id'],
|
|
1401
|
+
// 'id': 123456789, // optional request id
|
|
1402
|
+
};
|
|
1403
|
+
let response = undefined;
|
|
1404
|
+
if (market['swap']) {
|
|
1405
|
+
if (market['inverse'] || market['settle'] === 'USD') {
|
|
1406
|
+
response = await this.v1GetMdTicker24hr(this.extend(request, params));
|
|
1407
|
+
}
|
|
1408
|
+
else {
|
|
1409
|
+
response = await this.v2GetMdV2Ticker24hr(this.extend(request, params));
|
|
1410
|
+
}
|
|
1411
|
+
}
|
|
1412
|
+
else {
|
|
1413
|
+
response = await this.v1GetMdSpotTicker24hr(this.extend(request, params));
|
|
1414
|
+
}
|
|
1415
|
+
//
|
|
1416
|
+
// spot
|
|
1417
|
+
//
|
|
1418
|
+
// {
|
|
1419
|
+
// "error": null,
|
|
1420
|
+
// "id": 0,
|
|
1421
|
+
// "result": {
|
|
1422
|
+
// "askEp": 943836000000,
|
|
1423
|
+
// "bidEp": 943601000000,
|
|
1424
|
+
// "highEp": 955946000000,
|
|
1425
|
+
// "lastEp": 943803000000,
|
|
1426
|
+
// "lowEp": 924973000000,
|
|
1427
|
+
// "openEp": 948693000000,
|
|
1428
|
+
// "symbol": "sBTCUSDT",
|
|
1429
|
+
// "timestamp": 1592471203505728630,
|
|
1430
|
+
// "turnoverEv": 111822826123103,
|
|
1431
|
+
// "volumeEv": 11880532281
|
|
1432
|
+
// }
|
|
1433
|
+
// }
|
|
1434
|
+
//
|
|
1435
|
+
// swap
|
|
1436
|
+
//
|
|
1437
|
+
// {
|
|
1438
|
+
// "error": null,
|
|
1439
|
+
// "id": 0,
|
|
1440
|
+
// "result": {
|
|
1441
|
+
// "askEp": 2332500,
|
|
1442
|
+
// "bidEp": 2331000,
|
|
1443
|
+
// "fundingRateEr": 10000,
|
|
1444
|
+
// "highEp": 2380000,
|
|
1445
|
+
// "indexEp": 2329057,
|
|
1446
|
+
// "lastEp": 2331500,
|
|
1447
|
+
// "lowEp": 2274000,
|
|
1448
|
+
// "markEp": 2329232,
|
|
1449
|
+
// "openEp": 2337500,
|
|
1450
|
+
// "openInterest": 1298050,
|
|
1451
|
+
// "predFundingRateEr": 19921,
|
|
1452
|
+
// "symbol": "ETHUSD",
|
|
1453
|
+
// "timestamp": 1592474241582701416,
|
|
1454
|
+
// "turnoverEv": 47228362330,
|
|
1455
|
+
// "volume": 4053863
|
|
1456
|
+
// }
|
|
1457
|
+
// }
|
|
1458
|
+
//
|
|
1459
|
+
const result = this.safeValue(response, 'result', {});
|
|
1460
|
+
return this.parseTicker(result, market);
|
|
1461
|
+
}
|
|
1462
|
+
async fetchTickers(symbols = undefined, params = {}) {
|
|
1463
|
+
/**
|
|
1464
|
+
* @method
|
|
1465
|
+
* @name phemex#fetchTickers
|
|
1466
|
+
* @description fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market
|
|
1467
|
+
* @see https://phemex-docs.github.io/#query-24-hours-ticker-for-all-symbols-2 // spot
|
|
1468
|
+
* @see https://phemex-docs.github.io/#query-24-ticker-for-all-symbols // linear
|
|
1469
|
+
* @see https://phemex-docs.github.io/#query-24-hours-ticker-for-all-symbols // inverse
|
|
1470
|
+
* @param {string[]|undefined} symbols unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned
|
|
1471
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
1472
|
+
* @returns {object} a dictionary of [ticker structures]{@link https://docs.ccxt.com/#/?id=ticker-structure}
|
|
1473
|
+
*/
|
|
1474
|
+
await this.loadMarkets();
|
|
1475
|
+
let market = undefined;
|
|
1476
|
+
if (symbols !== undefined) {
|
|
1477
|
+
const first = this.safeValue(symbols, 0);
|
|
1478
|
+
market = this.market(first);
|
|
1479
|
+
}
|
|
1480
|
+
let type = undefined;
|
|
1481
|
+
[type, params] = this.handleMarketTypeAndParams('fetchTickers', market, params);
|
|
1482
|
+
let subType = undefined;
|
|
1483
|
+
[subType, params] = this.handleSubTypeAndParams('fetchTickers', market, params);
|
|
1484
|
+
const query = this.omit(params, 'type');
|
|
1485
|
+
let response = undefined;
|
|
1486
|
+
if (type === 'spot') {
|
|
1487
|
+
response = await this.v1GetMdSpotTicker24hrAll(query);
|
|
1488
|
+
}
|
|
1489
|
+
else if (subType === 'inverse' || this.safeString(market, 'settle') === 'USD') {
|
|
1490
|
+
response = await this.v1GetMdTicker24hrAll(query);
|
|
1491
|
+
}
|
|
1492
|
+
else {
|
|
1493
|
+
response = await this.v2GetMdV2Ticker24hrAll(query);
|
|
1494
|
+
}
|
|
1495
|
+
const result = this.safeValue(response, 'result', []);
|
|
1496
|
+
return this.parseTickers(result, symbols);
|
|
1497
|
+
}
|
|
1498
|
+
async fetchTrades(symbol, since = undefined, limit = undefined, params = {}) {
|
|
1499
|
+
/**
|
|
1500
|
+
* @method
|
|
1501
|
+
* @name phemex#fetchTrades
|
|
1502
|
+
* @description get the list of most recent trades for a particular symbol
|
|
1503
|
+
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#querytrades
|
|
1504
|
+
* @param {string} symbol unified symbol of the market to fetch trades for
|
|
1505
|
+
* @param {int} [since] timestamp in ms of the earliest trade to fetch
|
|
1506
|
+
* @param {int} [limit] the maximum amount of trades to fetch
|
|
1507
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
1508
|
+
* @returns {Trade[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
|
|
1509
|
+
*/
|
|
1510
|
+
await this.loadMarkets();
|
|
1511
|
+
const market = this.market(symbol);
|
|
1512
|
+
const request = {
|
|
1513
|
+
'symbol': market['id'],
|
|
1514
|
+
// 'id': 123456789, // optional request id
|
|
1515
|
+
};
|
|
1516
|
+
let response = undefined;
|
|
1517
|
+
if (market['linear'] && market['settle'] === 'USDT') {
|
|
1518
|
+
response = await this.v2GetMdV2Trade(this.extend(request, params));
|
|
1519
|
+
}
|
|
1520
|
+
else {
|
|
1521
|
+
response = await this.v1GetMdTrade(this.extend(request, params));
|
|
1522
|
+
}
|
|
1523
|
+
//
|
|
1524
|
+
// {
|
|
1525
|
+
// "error": null,
|
|
1526
|
+
// "id": 0,
|
|
1527
|
+
// "result": {
|
|
1528
|
+
// "sequence": 1315644947,
|
|
1529
|
+
// "symbol": "BTCUSD",
|
|
1530
|
+
// "trades": [
|
|
1531
|
+
// [ 1592541746712239749, 13156448570000, "Buy", 93070000, 40173 ],
|
|
1532
|
+
// [ 1592541740434625085, 13156447110000, "Sell", 93065000, 5000 ],
|
|
1533
|
+
// [ 1592541732958241616, 13156441390000, "Buy", 93070000, 3460 ],
|
|
1534
|
+
// ],
|
|
1535
|
+
// "type": "snapshot"
|
|
1536
|
+
// }
|
|
1537
|
+
// }
|
|
1538
|
+
//
|
|
1539
|
+
const result = this.safeValue(response, 'result', {});
|
|
1540
|
+
const trades = this.safeValue2(result, 'trades', 'trades_p', []);
|
|
1541
|
+
return this.parseTrades(trades, market, since, limit);
|
|
1542
|
+
}
|
|
1543
|
+
parseTrade(trade, market = undefined) {
|
|
1544
|
+
//
|
|
1545
|
+
// fetchTrades (public) spot & contract
|
|
1546
|
+
//
|
|
1547
|
+
// [
|
|
1548
|
+
// 1592541746712239749,
|
|
1549
|
+
// 13156448570000,
|
|
1550
|
+
// "Buy",
|
|
1551
|
+
// 93070000,
|
|
1552
|
+
// 40173
|
|
1553
|
+
// ]
|
|
1554
|
+
//
|
|
1555
|
+
// fetchTrades (public) perp
|
|
1556
|
+
//
|
|
1557
|
+
// [
|
|
1558
|
+
// 1675690986063435800,
|
|
1559
|
+
// "Sell",
|
|
1560
|
+
// "22857.4",
|
|
1561
|
+
// "0.269"
|
|
1562
|
+
// ]
|
|
1563
|
+
//
|
|
1564
|
+
// fetchMyTrades (private)
|
|
1565
|
+
//
|
|
1566
|
+
// spot
|
|
1567
|
+
//
|
|
1568
|
+
// {
|
|
1569
|
+
// "qtyType": "ByQuote",
|
|
1570
|
+
// "transactTimeNs": 1589450974800550100,
|
|
1571
|
+
// "clOrdID": "8ba59d40-df25-d4b0-14cf-0703f44e9690",
|
|
1572
|
+
// "orderID": "b2b7018d-f02f-4c59-b4cf-051b9c2d2e83",
|
|
1573
|
+
// "symbol": "sBTCUSDT",
|
|
1574
|
+
// "side": "Buy",
|
|
1575
|
+
// "priceEP": 970056000000,
|
|
1576
|
+
// "baseQtyEv": 0,
|
|
1577
|
+
// "quoteQtyEv": 1000000000,
|
|
1578
|
+
// "action": "New",
|
|
1579
|
+
// "execStatus": "MakerFill",
|
|
1580
|
+
// "ordStatus": "Filled",
|
|
1581
|
+
// "ordType": "Limit",
|
|
1582
|
+
// "execInst": "None",
|
|
1583
|
+
// "timeInForce": "GoodTillCancel",
|
|
1584
|
+
// "stopDirection": "UNSPECIFIED",
|
|
1585
|
+
// "tradeType": "Trade",
|
|
1586
|
+
// "stopPxEp": 0,
|
|
1587
|
+
// "execId": "c6bd8979-07ba-5946-b07e-f8b65135dbb1",
|
|
1588
|
+
// "execPriceEp": 970056000000,
|
|
1589
|
+
// "execBaseQtyEv": 103000,
|
|
1590
|
+
// "execQuoteQtyEv": 999157680,
|
|
1591
|
+
// "leavesBaseQtyEv": 0,
|
|
1592
|
+
// "leavesQuoteQtyEv": 0,
|
|
1593
|
+
// "execFeeEv": 0,
|
|
1594
|
+
// "feeRateEr": 0
|
|
1595
|
+
// "baseCurrency": "BTC",
|
|
1596
|
+
// "quoteCurrency": "USDT",
|
|
1597
|
+
// "feeCurrency": "BTC"
|
|
1598
|
+
// }
|
|
1599
|
+
//
|
|
1600
|
+
// swap
|
|
1601
|
+
//
|
|
1602
|
+
// {
|
|
1603
|
+
// "transactTimeNs": 1578026629824704800,
|
|
1604
|
+
// "symbol": "BTCUSD",
|
|
1605
|
+
// "currency": "BTC",
|
|
1606
|
+
// "action": "Replace",
|
|
1607
|
+
// "side": "Sell",
|
|
1608
|
+
// "tradeType": "Trade",
|
|
1609
|
+
// "execQty": 700,
|
|
1610
|
+
// "execPriceEp": 71500000,
|
|
1611
|
+
// "orderQty": 700,
|
|
1612
|
+
// "priceEp": 71500000,
|
|
1613
|
+
// "execValueEv": 9790209,
|
|
1614
|
+
// "feeRateEr": -25000,
|
|
1615
|
+
// "execFeeEv": -2447,
|
|
1616
|
+
// "ordType": "Limit",
|
|
1617
|
+
// "execID": "b01671a1-5ddc-5def-b80a-5311522fd4bf",
|
|
1618
|
+
// "orderID": "b63bc982-be3a-45e0-8974-43d6375fb626",
|
|
1619
|
+
// "clOrdID": "uuid-1577463487504",
|
|
1620
|
+
// "execStatus": "MakerFill"
|
|
1621
|
+
// }
|
|
1622
|
+
// perpetual
|
|
1623
|
+
// {
|
|
1624
|
+
// "accountID": 9328670003,
|
|
1625
|
+
// "action": "New",
|
|
1626
|
+
// "actionBy": "ByUser",
|
|
1627
|
+
// "actionTimeNs": 1666858780876924611,
|
|
1628
|
+
// "addedSeq": 77751555,
|
|
1629
|
+
// "apRp": "0",
|
|
1630
|
+
// "bonusChangedAmountRv": "0",
|
|
1631
|
+
// "bpRp": "0",
|
|
1632
|
+
// "clOrdID": "c0327a7d-9064-62a9-28f6-2db9aaaa04e0",
|
|
1633
|
+
// "closedPnlRv": "0",
|
|
1634
|
+
// "closedSize": "0",
|
|
1635
|
+
// "code": 0,
|
|
1636
|
+
// "cumFeeRv": "0",
|
|
1637
|
+
// "cumQty": "0",
|
|
1638
|
+
// "cumValueRv": "0",
|
|
1639
|
+
// "curAccBalanceRv": "1508.489893982237",
|
|
1640
|
+
// "curAssignedPosBalanceRv": "24.62786650928",
|
|
1641
|
+
// "curBonusBalanceRv": "0",
|
|
1642
|
+
// "curLeverageRr": "-10",
|
|
1643
|
+
// "curPosSide": "Buy",
|
|
1644
|
+
// "curPosSize": "0.043",
|
|
1645
|
+
// "curPosTerm": 1,
|
|
1646
|
+
// "curPosValueRv": "894.0689",
|
|
1647
|
+
// "curRiskLimitRv": "1000000",
|
|
1648
|
+
// "currency": "USDT",
|
|
1649
|
+
// "cxlRejReason": 0,
|
|
1650
|
+
// "displayQty": "0.003",
|
|
1651
|
+
// "execFeeRv": "0",
|
|
1652
|
+
// "execID": "00000000-0000-0000-0000-000000000000",
|
|
1653
|
+
// "execPriceRp": "20723.7",
|
|
1654
|
+
// "execQty": "0",
|
|
1655
|
+
// "execSeq": 77751555,
|
|
1656
|
+
// "execStatus": "New",
|
|
1657
|
+
// "execValueRv": "0",
|
|
1658
|
+
// "feeRateRr": "0",
|
|
1659
|
+
// "leavesQty": "0.003",
|
|
1660
|
+
// "leavesValueRv": "63.4503",
|
|
1661
|
+
// "message": "No error",
|
|
1662
|
+
// "ordStatus": "New",
|
|
1663
|
+
// "ordType": "Market",
|
|
1664
|
+
// "orderID": "fa64c6f2-47a4-4929-aab4-b7fa9bbc4323",
|
|
1665
|
+
// "orderQty": "0.003",
|
|
1666
|
+
// "pegOffsetValueRp": "0",
|
|
1667
|
+
// "posSide": "Long",
|
|
1668
|
+
// "priceRp": "21150.1",
|
|
1669
|
+
// "relatedPosTerm": 1,
|
|
1670
|
+
// "relatedReqNum": 11,
|
|
1671
|
+
// "side": "Buy",
|
|
1672
|
+
// "slTrigger": "ByMarkPrice",
|
|
1673
|
+
// "stopLossRp": "0",
|
|
1674
|
+
// "stopPxRp": "0",
|
|
1675
|
+
// "symbol": "BTCUSDT",
|
|
1676
|
+
// "takeProfitRp": "0",
|
|
1677
|
+
// "timeInForce": "ImmediateOrCancel",
|
|
1678
|
+
// "tpTrigger": "ByLastPrice",
|
|
1679
|
+
// "tradeType": "Amend",
|
|
1680
|
+
// "transactTimeNs": 1666858780881545305,
|
|
1681
|
+
// "userID": 932867
|
|
1682
|
+
// }
|
|
1683
|
+
//
|
|
1684
|
+
// swap - USDT
|
|
1685
|
+
//
|
|
1686
|
+
// {
|
|
1687
|
+
// "createdAt": 1666226932259,
|
|
1688
|
+
// "symbol": "ETHUSDT",
|
|
1689
|
+
// "currency": "USDT",
|
|
1690
|
+
// "action": 1,
|
|
1691
|
+
// "tradeType": 1,
|
|
1692
|
+
// "execQtyRq": "0.01",
|
|
1693
|
+
// "execPriceRp": "1271.9",
|
|
1694
|
+
// "side": 1,
|
|
1695
|
+
// "orderQtyRq": "0.78",
|
|
1696
|
+
// "priceRp": "1271.9",
|
|
1697
|
+
// "execValueRv": "12.719",
|
|
1698
|
+
// "feeRateRr": "0.0001",
|
|
1699
|
+
// "execFeeRv": "0.0012719",
|
|
1700
|
+
// "ordType": 2,
|
|
1701
|
+
// "execId": "8718cae",
|
|
1702
|
+
// "execStatus": 6
|
|
1703
|
+
// }
|
|
1704
|
+
//
|
|
1705
|
+
let priceString;
|
|
1706
|
+
let amountString;
|
|
1707
|
+
let timestamp;
|
|
1708
|
+
let id = undefined;
|
|
1709
|
+
let side = undefined;
|
|
1710
|
+
let costString = undefined;
|
|
1711
|
+
let type = undefined;
|
|
1712
|
+
let fee = undefined;
|
|
1713
|
+
let feeCostString = undefined;
|
|
1714
|
+
let feeRateString = undefined;
|
|
1715
|
+
let feeCurrencyCode = undefined;
|
|
1716
|
+
const marketId = this.safeString(trade, 'symbol');
|
|
1717
|
+
market = this.safeMarket(marketId, market);
|
|
1718
|
+
const symbol = market['symbol'];
|
|
1719
|
+
let orderId = undefined;
|
|
1720
|
+
let takerOrMaker = undefined;
|
|
1721
|
+
if (Array.isArray(trade)) {
|
|
1722
|
+
const tradeLength = trade.length;
|
|
1723
|
+
timestamp = this.safeIntegerProduct(trade, 0, 0.000001);
|
|
1724
|
+
if (tradeLength > 4) {
|
|
1725
|
+
id = this.safeString(trade, tradeLength - 4);
|
|
1726
|
+
}
|
|
1727
|
+
side = this.safeStringLower(trade, tradeLength - 3);
|
|
1728
|
+
priceString = this.safeString(trade, tradeLength - 2);
|
|
1729
|
+
amountString = this.safeString(trade, tradeLength - 1);
|
|
1730
|
+
if (typeof trade[tradeLength - 2] === 'number') {
|
|
1731
|
+
priceString = this.fromEp(priceString, market);
|
|
1732
|
+
amountString = this.fromEv(amountString, market);
|
|
1733
|
+
}
|
|
1734
|
+
}
|
|
1735
|
+
else {
|
|
1736
|
+
timestamp = this.safeIntegerProduct(trade, 'transactTimeNs', 0.000001);
|
|
1737
|
+
if (timestamp === undefined) {
|
|
1738
|
+
timestamp = this.safeInteger(trade, 'createdAt');
|
|
1739
|
+
}
|
|
1740
|
+
id = this.safeString2(trade, 'execId', 'execID');
|
|
1741
|
+
orderId = this.safeString(trade, 'orderID');
|
|
1742
|
+
if (market['settle'] === 'USDT') {
|
|
1743
|
+
const sideId = this.safeStringLower(trade, 'side');
|
|
1744
|
+
if ((sideId === 'buy') || (sideId === 'sell')) {
|
|
1745
|
+
side = sideId;
|
|
1746
|
+
}
|
|
1747
|
+
else if (sideId !== undefined) {
|
|
1748
|
+
side = (sideId === '1') ? 'buy' : 'sell';
|
|
1749
|
+
}
|
|
1750
|
+
const ordType = this.safeString(trade, 'ordType');
|
|
1751
|
+
if (ordType === '1') {
|
|
1752
|
+
type = 'market';
|
|
1753
|
+
}
|
|
1754
|
+
else if (ordType === '2') {
|
|
1755
|
+
type = 'limit';
|
|
1756
|
+
}
|
|
1757
|
+
priceString = this.safeString(trade, 'execPriceRp');
|
|
1758
|
+
amountString = this.safeString(trade, 'execQtyRq');
|
|
1759
|
+
costString = this.safeString(trade, 'execValueRv');
|
|
1760
|
+
feeCostString = this.safeString(trade, 'execFeeRv');
|
|
1761
|
+
feeRateString = this.safeString(trade, 'feeRateRr');
|
|
1762
|
+
const currencyId = this.safeString(trade, 'currency');
|
|
1763
|
+
feeCurrencyCode = this.safeCurrencyCode(currencyId);
|
|
1764
|
+
}
|
|
1765
|
+
else {
|
|
1766
|
+
side = this.safeStringLower(trade, 'side');
|
|
1767
|
+
type = this.parseOrderType(this.safeString(trade, 'ordType'));
|
|
1768
|
+
const execStatus = this.safeString(trade, 'execStatus');
|
|
1769
|
+
if (execStatus === 'MakerFill') {
|
|
1770
|
+
takerOrMaker = 'maker';
|
|
1771
|
+
}
|
|
1772
|
+
priceString = this.fromEp(this.safeString(trade, 'execPriceEp'), market);
|
|
1773
|
+
amountString = this.fromEv(this.safeString(trade, 'execBaseQtyEv'), market);
|
|
1774
|
+
amountString = this.safeString(trade, 'execQty', amountString);
|
|
1775
|
+
costString = this.fromEr(this.safeString2(trade, 'execQuoteQtyEv', 'execValueEv'), market);
|
|
1776
|
+
feeCostString = this.fromEr(this.safeString(trade, 'execFeeEv'), market);
|
|
1777
|
+
if (feeCostString !== undefined) {
|
|
1778
|
+
feeRateString = this.fromEr(this.safeString(trade, 'feeRateEr'), market);
|
|
1779
|
+
if (market['spot']) {
|
|
1780
|
+
feeCurrencyCode = this.safeCurrencyCode(this.safeString(trade, 'feeCurrency'));
|
|
1781
|
+
}
|
|
1782
|
+
else {
|
|
1783
|
+
const info = this.safeValue(market, 'info');
|
|
1784
|
+
if (info !== undefined) {
|
|
1785
|
+
const settlementCurrencyId = this.safeString(info, 'settlementCurrency');
|
|
1786
|
+
feeCurrencyCode = this.safeCurrencyCode(settlementCurrencyId);
|
|
1787
|
+
}
|
|
1788
|
+
}
|
|
1789
|
+
}
|
|
1790
|
+
}
|
|
1791
|
+
fee = {
|
|
1792
|
+
'cost': feeCostString,
|
|
1793
|
+
'rate': feeRateString,
|
|
1794
|
+
'currency': feeCurrencyCode,
|
|
1795
|
+
};
|
|
1796
|
+
}
|
|
1797
|
+
return this.safeTrade({
|
|
1798
|
+
'info': trade,
|
|
1799
|
+
'id': id,
|
|
1800
|
+
'symbol': symbol,
|
|
1801
|
+
'timestamp': timestamp,
|
|
1802
|
+
'datetime': this.iso8601(timestamp),
|
|
1803
|
+
'order': orderId,
|
|
1804
|
+
'type': type,
|
|
1805
|
+
'side': side,
|
|
1806
|
+
'takerOrMaker': takerOrMaker,
|
|
1807
|
+
'price': priceString,
|
|
1808
|
+
'amount': amountString,
|
|
1809
|
+
'cost': costString,
|
|
1810
|
+
'fee': fee,
|
|
1811
|
+
}, market);
|
|
1812
|
+
}
|
|
1813
|
+
parseSpotBalance(response) {
|
|
1814
|
+
//
|
|
1815
|
+
// {
|
|
1816
|
+
// "code":0,
|
|
1817
|
+
// "msg":"",
|
|
1818
|
+
// "data":[
|
|
1819
|
+
// {
|
|
1820
|
+
// "currency":"USDT",
|
|
1821
|
+
// "balanceEv":0,
|
|
1822
|
+
// "lockedTradingBalanceEv":0,
|
|
1823
|
+
// "lockedWithdrawEv":0,
|
|
1824
|
+
// "lastUpdateTimeNs":1592065834511322514,
|
|
1825
|
+
// "walletVid":0
|
|
1826
|
+
// },
|
|
1827
|
+
// {
|
|
1828
|
+
// "currency":"ETH",
|
|
1829
|
+
// "balanceEv":0,
|
|
1830
|
+
// "lockedTradingBalanceEv":0,
|
|
1831
|
+
// "lockedWithdrawEv":0,
|
|
1832
|
+
// "lastUpdateTimeNs":1592065834511322514,
|
|
1833
|
+
// "walletVid":0
|
|
1834
|
+
// }
|
|
1835
|
+
// ]
|
|
1836
|
+
// }
|
|
1837
|
+
//
|
|
1838
|
+
let timestamp = undefined;
|
|
1839
|
+
const result = { 'info': response };
|
|
1840
|
+
const data = this.safeValue(response, 'data', []);
|
|
1841
|
+
for (let i = 0; i < data.length; i++) {
|
|
1842
|
+
const balance = data[i];
|
|
1843
|
+
const currencyId = this.safeString(balance, 'currency');
|
|
1844
|
+
const code = this.safeCurrencyCode(currencyId);
|
|
1845
|
+
const currency = this.safeValue(this.currencies, code, {});
|
|
1846
|
+
const scale = this.safeInteger(currency, 'valueScale', 8);
|
|
1847
|
+
const account = this.account();
|
|
1848
|
+
const balanceEv = this.safeString(balance, 'balanceEv');
|
|
1849
|
+
const lockedTradingBalanceEv = this.safeString(balance, 'lockedTradingBalanceEv');
|
|
1850
|
+
const lockedWithdrawEv = this.safeString(balance, 'lockedWithdrawEv');
|
|
1851
|
+
const total = this.fromEn(balanceEv, scale);
|
|
1852
|
+
const lockedTradingBalance = this.fromEn(lockedTradingBalanceEv, scale);
|
|
1853
|
+
const lockedWithdraw = this.fromEn(lockedWithdrawEv, scale);
|
|
1854
|
+
const used = Precise["default"].stringAdd(lockedTradingBalance, lockedWithdraw);
|
|
1855
|
+
const lastUpdateTimeNs = this.safeIntegerProduct(balance, 'lastUpdateTimeNs', 0.000001);
|
|
1856
|
+
timestamp = (timestamp === undefined) ? lastUpdateTimeNs : Math.max(timestamp, lastUpdateTimeNs);
|
|
1857
|
+
account['total'] = total;
|
|
1858
|
+
account['used'] = used;
|
|
1859
|
+
result[code] = account;
|
|
1860
|
+
}
|
|
1861
|
+
result['timestamp'] = timestamp;
|
|
1862
|
+
result['datetime'] = this.iso8601(timestamp);
|
|
1863
|
+
return this.safeBalance(result);
|
|
1864
|
+
}
|
|
1865
|
+
parseSwapBalance(response) {
|
|
1866
|
+
// usdt
|
|
1867
|
+
// {
|
|
1868
|
+
// "info": {
|
|
1869
|
+
// "code": "0",
|
|
1870
|
+
// "msg": '',
|
|
1871
|
+
// "data": {
|
|
1872
|
+
// "account": {
|
|
1873
|
+
// "userID": "940666",
|
|
1874
|
+
// "accountId": "9406660003",
|
|
1875
|
+
// "currency": "USDT",
|
|
1876
|
+
// "accountBalanceRv": "99.93143972",
|
|
1877
|
+
// "totalUsedBalanceRv": "0.40456",
|
|
1878
|
+
// "bonusBalanceRv": "0"
|
|
1879
|
+
// },
|
|
1880
|
+
// }
|
|
1881
|
+
//
|
|
1882
|
+
// {
|
|
1883
|
+
// "code":0,
|
|
1884
|
+
// "msg":"",
|
|
1885
|
+
// "data":{
|
|
1886
|
+
// "account":{
|
|
1887
|
+
// "accountId":6192120001,
|
|
1888
|
+
// "currency":"BTC",
|
|
1889
|
+
// "accountBalanceEv":1254744,
|
|
1890
|
+
// "totalUsedBalanceEv":0,
|
|
1891
|
+
// "bonusBalanceEv":1254744
|
|
1892
|
+
// }
|
|
1893
|
+
// }
|
|
1894
|
+
// }
|
|
1895
|
+
//
|
|
1896
|
+
const result = { 'info': response };
|
|
1897
|
+
const data = this.safeValue(response, 'data', {});
|
|
1898
|
+
const balance = this.safeValue(data, 'account', {});
|
|
1899
|
+
const currencyId = this.safeString(balance, 'currency');
|
|
1900
|
+
const code = this.safeCurrencyCode(currencyId);
|
|
1901
|
+
const currency = this.currency(code);
|
|
1902
|
+
const valueScale = this.safeInteger(currency, 'valueScale', 8);
|
|
1903
|
+
const account = this.account();
|
|
1904
|
+
const accountBalanceEv = this.safeString2(balance, 'accountBalanceEv', 'accountBalanceRv');
|
|
1905
|
+
const totalUsedBalanceEv = this.safeString2(balance, 'totalUsedBalanceEv', 'totalUsedBalanceRv');
|
|
1906
|
+
const needsConversion = (code !== 'USDT');
|
|
1907
|
+
account['total'] = needsConversion ? this.fromEn(accountBalanceEv, valueScale) : accountBalanceEv;
|
|
1908
|
+
account['used'] = needsConversion ? this.fromEn(totalUsedBalanceEv, valueScale) : totalUsedBalanceEv;
|
|
1909
|
+
result[code] = account;
|
|
1910
|
+
return this.safeBalance(result);
|
|
1911
|
+
}
|
|
1912
|
+
async fetchBalance(params = {}) {
|
|
1913
|
+
/**
|
|
1914
|
+
* @method
|
|
1915
|
+
* @name phemex#fetchBalance
|
|
1916
|
+
* @description query for balance and get the amount of funds available for trading or funds locked in orders
|
|
1917
|
+
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#query-account-positions
|
|
1918
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
1919
|
+
* @param {string} [params.type] spot or swap
|
|
1920
|
+
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
|
|
1921
|
+
*/
|
|
1922
|
+
await this.loadMarkets();
|
|
1923
|
+
let type = undefined;
|
|
1924
|
+
[type, params] = this.handleMarketTypeAndParams('fetchBalance', undefined, params);
|
|
1925
|
+
const code = this.safeString(params, 'code');
|
|
1926
|
+
params = this.omit(params, ['type', 'code']);
|
|
1927
|
+
let response = undefined;
|
|
1928
|
+
const request = {};
|
|
1929
|
+
if ((type !== 'spot') && (type !== 'swap')) {
|
|
1930
|
+
throw new errors.BadRequest(this.id + ' does not support ' + type + ' markets, only spot and swap');
|
|
1931
|
+
}
|
|
1932
|
+
if (type === 'swap') {
|
|
1933
|
+
let settle = undefined;
|
|
1934
|
+
[settle, params] = this.handleOptionAndParams(params, 'fetchBalance', 'settle');
|
|
1935
|
+
if (code !== undefined || settle !== undefined) {
|
|
1936
|
+
let coin = undefined;
|
|
1937
|
+
if (code !== undefined) {
|
|
1938
|
+
coin = code;
|
|
1939
|
+
}
|
|
1940
|
+
else {
|
|
1941
|
+
coin = settle;
|
|
1942
|
+
}
|
|
1943
|
+
const currency = this.currency(coin);
|
|
1944
|
+
request['currency'] = currency['id'];
|
|
1945
|
+
if (currency['id'] === 'USDT') {
|
|
1946
|
+
response = await this.privateGetGAccountsAccountPositions(this.extend(request, params));
|
|
1947
|
+
}
|
|
1948
|
+
else {
|
|
1949
|
+
response = await this.privateGetAccountsAccountPositions(this.extend(request, params));
|
|
1950
|
+
}
|
|
1951
|
+
}
|
|
1952
|
+
else {
|
|
1953
|
+
const currency = this.safeString(params, 'currency');
|
|
1954
|
+
if (currency === undefined) {
|
|
1955
|
+
throw new errors.ArgumentsRequired(this.id + ' fetchBalance() requires a code parameter or a currency or settle parameter for ' + type + ' type');
|
|
1956
|
+
}
|
|
1957
|
+
response = await this.privateGetSpotWallets(this.extend(request, params));
|
|
1958
|
+
}
|
|
1959
|
+
}
|
|
1960
|
+
else {
|
|
1961
|
+
response = await this.privateGetSpotWallets(this.extend(request, params));
|
|
1962
|
+
}
|
|
1963
|
+
//
|
|
1964
|
+
// usdt
|
|
1965
|
+
// {
|
|
1966
|
+
// "info": {
|
|
1967
|
+
// "code": "0",
|
|
1968
|
+
// "msg": '',
|
|
1969
|
+
// "data": {
|
|
1970
|
+
// "account": {
|
|
1971
|
+
// "userID": "940666",
|
|
1972
|
+
// "accountId": "9406660003",
|
|
1973
|
+
// "currency": "USDT",
|
|
1974
|
+
// "accountBalanceRv": "99.93143972",
|
|
1975
|
+
// "totalUsedBalanceRv": "0.40456",
|
|
1976
|
+
// "bonusBalanceRv": "0"
|
|
1977
|
+
// },
|
|
1978
|
+
// }
|
|
1979
|
+
//
|
|
1980
|
+
// spot
|
|
1981
|
+
//
|
|
1982
|
+
// {
|
|
1983
|
+
// "code":0,
|
|
1984
|
+
// "msg":"",
|
|
1985
|
+
// "data":[
|
|
1986
|
+
// {
|
|
1987
|
+
// "currency":"USDT",
|
|
1988
|
+
// "balanceEv":0,
|
|
1989
|
+
// "lockedTradingBalanceEv":0,
|
|
1990
|
+
// "lockedWithdrawEv":0,
|
|
1991
|
+
// "lastUpdateTimeNs":1592065834511322514,
|
|
1992
|
+
// "walletVid":0
|
|
1993
|
+
// },
|
|
1994
|
+
// {
|
|
1995
|
+
// "currency":"ETH",
|
|
1996
|
+
// "balanceEv":0,
|
|
1997
|
+
// "lockedTradingBalanceEv":0,
|
|
1998
|
+
// "lockedWithdrawEv":0,
|
|
1999
|
+
// "lastUpdateTimeNs":1592065834511322514,
|
|
2000
|
+
// "walletVid":0
|
|
2001
|
+
// }
|
|
2002
|
+
// ]
|
|
2003
|
+
// }
|
|
2004
|
+
//
|
|
2005
|
+
// swap
|
|
2006
|
+
//
|
|
2007
|
+
// {
|
|
2008
|
+
// "code":0,
|
|
2009
|
+
// "msg":"",
|
|
2010
|
+
// "data":{
|
|
2011
|
+
// "account":{
|
|
2012
|
+
// "accountId":6192120001,
|
|
2013
|
+
// "currency":"BTC",
|
|
2014
|
+
// "accountBalanceEv":1254744,
|
|
2015
|
+
// "totalUsedBalanceEv":0,
|
|
2016
|
+
// "bonusBalanceEv":1254744
|
|
2017
|
+
// },
|
|
2018
|
+
// "positions":[
|
|
2019
|
+
// {
|
|
2020
|
+
// "accountID":6192120001,
|
|
2021
|
+
// "symbol":"BTCUSD",
|
|
2022
|
+
// "currency":"BTC",
|
|
2023
|
+
// "side":"None",
|
|
2024
|
+
// "positionStatus":"Normal",
|
|
2025
|
+
// "crossMargin":false,
|
|
2026
|
+
// "leverageEr":0,
|
|
2027
|
+
// "leverage":0E-8,
|
|
2028
|
+
// "initMarginReqEr":1000000,
|
|
2029
|
+
// "initMarginReq":0.01000000,
|
|
2030
|
+
// "maintMarginReqEr":500000,
|
|
2031
|
+
// "maintMarginReq":0.00500000,
|
|
2032
|
+
// "riskLimitEv":10000000000,
|
|
2033
|
+
// "riskLimit":100.00000000,
|
|
2034
|
+
// "size":0,
|
|
2035
|
+
// "value":0E-8,
|
|
2036
|
+
// "valueEv":0,
|
|
2037
|
+
// "avgEntryPriceEp":0,
|
|
2038
|
+
// "avgEntryPrice":0E-8,
|
|
2039
|
+
// "posCostEv":0,
|
|
2040
|
+
// "posCost":0E-8,
|
|
2041
|
+
// "assignedPosBalanceEv":0,
|
|
2042
|
+
// "assignedPosBalance":0E-8,
|
|
2043
|
+
// "bankruptCommEv":0,
|
|
2044
|
+
// "bankruptComm":0E-8,
|
|
2045
|
+
// "bankruptPriceEp":0,
|
|
2046
|
+
// "bankruptPrice":0E-8,
|
|
2047
|
+
// "positionMarginEv":0,
|
|
2048
|
+
// "positionMargin":0E-8,
|
|
2049
|
+
// "liquidationPriceEp":0,
|
|
2050
|
+
// "liquidationPrice":0E-8,
|
|
2051
|
+
// "deleveragePercentileEr":0,
|
|
2052
|
+
// "deleveragePercentile":0E-8,
|
|
2053
|
+
// "buyValueToCostEr":1150750,
|
|
2054
|
+
// "buyValueToCost":0.01150750,
|
|
2055
|
+
// "sellValueToCostEr":1149250,
|
|
2056
|
+
// "sellValueToCost":0.01149250,
|
|
2057
|
+
// "markPriceEp":96359083,
|
|
2058
|
+
// "markPrice":9635.90830000,
|
|
2059
|
+
// "markValueEv":0,
|
|
2060
|
+
// "markValue":null,
|
|
2061
|
+
// "unRealisedPosLossEv":0,
|
|
2062
|
+
// "unRealisedPosLoss":null,
|
|
2063
|
+
// "estimatedOrdLossEv":0,
|
|
2064
|
+
// "estimatedOrdLoss":0E-8,
|
|
2065
|
+
// "usedBalanceEv":0,
|
|
2066
|
+
// "usedBalance":0E-8,
|
|
2067
|
+
// "takeProfitEp":0,
|
|
2068
|
+
// "takeProfit":null,
|
|
2069
|
+
// "stopLossEp":0,
|
|
2070
|
+
// "stopLoss":null,
|
|
2071
|
+
// "realisedPnlEv":0,
|
|
2072
|
+
// "realisedPnl":null,
|
|
2073
|
+
// "cumRealisedPnlEv":0,
|
|
2074
|
+
// "cumRealisedPnl":null
|
|
2075
|
+
// }
|
|
2076
|
+
// ]
|
|
2077
|
+
// }
|
|
2078
|
+
// }
|
|
2079
|
+
//
|
|
2080
|
+
const result = (type === 'swap') ? this.parseSwapBalance(response) : this.parseSpotBalance(response);
|
|
2081
|
+
return result;
|
|
2082
|
+
}
|
|
2083
|
+
parseOrderStatus(status) {
|
|
2084
|
+
const statuses = {
|
|
2085
|
+
'Created': 'open',
|
|
2086
|
+
'Untriggered': 'open',
|
|
2087
|
+
'Deactivated': 'closed',
|
|
2088
|
+
'Triggered': 'open',
|
|
2089
|
+
'Rejected': 'rejected',
|
|
2090
|
+
'New': 'open',
|
|
2091
|
+
'PartiallyFilled': 'open',
|
|
2092
|
+
'Filled': 'closed',
|
|
2093
|
+
'Canceled': 'canceled',
|
|
2094
|
+
'1': 'open',
|
|
2095
|
+
'2': 'canceled',
|
|
2096
|
+
'3': 'closed',
|
|
2097
|
+
'4': 'canceled',
|
|
2098
|
+
'5': 'open',
|
|
2099
|
+
'6': 'open',
|
|
2100
|
+
'7': 'closed',
|
|
2101
|
+
'8': 'canceled',
|
|
2102
|
+
};
|
|
2103
|
+
return this.safeString(statuses, status, status);
|
|
2104
|
+
}
|
|
2105
|
+
parseOrderType(type) {
|
|
2106
|
+
const types = {
|
|
2107
|
+
'1': 'market',
|
|
2108
|
+
'2': 'limit',
|
|
2109
|
+
'3': 'stop',
|
|
2110
|
+
'4': 'stopLimit',
|
|
2111
|
+
'5': 'market',
|
|
2112
|
+
'6': 'limit',
|
|
2113
|
+
'7': 'market',
|
|
2114
|
+
'8': 'market',
|
|
2115
|
+
'9': 'stopLimit',
|
|
2116
|
+
'10': 'market',
|
|
2117
|
+
'Limit': 'limit',
|
|
2118
|
+
'Market': 'market',
|
|
2119
|
+
};
|
|
2120
|
+
return this.safeString(types, type, type);
|
|
2121
|
+
}
|
|
2122
|
+
parseTimeInForce(timeInForce) {
|
|
2123
|
+
const timeInForces = {
|
|
2124
|
+
'GoodTillCancel': 'GTC',
|
|
2125
|
+
'PostOnly': 'PO',
|
|
2126
|
+
'ImmediateOrCancel': 'IOC',
|
|
2127
|
+
'FillOrKill': 'FOK',
|
|
2128
|
+
};
|
|
2129
|
+
return this.safeString(timeInForces, timeInForce, timeInForce);
|
|
2130
|
+
}
|
|
2131
|
+
parseSpotOrder(order, market = undefined) {
|
|
2132
|
+
//
|
|
2133
|
+
// spot
|
|
2134
|
+
//
|
|
2135
|
+
// {
|
|
2136
|
+
// "orderID": "d1d09454-cabc-4a23-89a7-59d43363f16d",
|
|
2137
|
+
// "clOrdID": "309bcd5c-9f6e-4a68-b775-4494542eb5cb",
|
|
2138
|
+
// "priceEp": 0,
|
|
2139
|
+
// "action": "New",
|
|
2140
|
+
// "trigger": "UNSPECIFIED",
|
|
2141
|
+
// "pegPriceType": "UNSPECIFIED",
|
|
2142
|
+
// "stopDirection": "UNSPECIFIED",
|
|
2143
|
+
// "bizError": 0,
|
|
2144
|
+
// "symbol": "sBTCUSDT",
|
|
2145
|
+
// "side": "Buy",
|
|
2146
|
+
// "baseQtyEv": 0,
|
|
2147
|
+
// "ordType": "Limit",
|
|
2148
|
+
// "timeInForce": "GoodTillCancel",
|
|
2149
|
+
// "ordStatus": "Created",
|
|
2150
|
+
// "cumFeeEv": 0,
|
|
2151
|
+
// "cumBaseQtyEv": 0,
|
|
2152
|
+
// "cumQuoteQtyEv": 0,
|
|
2153
|
+
// "leavesBaseQtyEv": 0,
|
|
2154
|
+
// "leavesQuoteQtyEv": 0,
|
|
2155
|
+
// "avgPriceEp": 0,
|
|
2156
|
+
// "cumBaseAmountEv": 0,
|
|
2157
|
+
// "cumQuoteAmountEv": 0,
|
|
2158
|
+
// "quoteQtyEv": 0,
|
|
2159
|
+
// "qtyType": "ByBase",
|
|
2160
|
+
// "stopPxEp": 0,
|
|
2161
|
+
// "pegOffsetValueEp": 0
|
|
2162
|
+
// }
|
|
2163
|
+
//
|
|
2164
|
+
// {
|
|
2165
|
+
// "orderID":"99232c3e-3d6a-455f-98cc-2061cdfe91bc",
|
|
2166
|
+
// "stopPxEp":0,
|
|
2167
|
+
// "avgPriceEp":0,
|
|
2168
|
+
// "qtyType":"ByBase",
|
|
2169
|
+
// "leavesBaseQtyEv":0,
|
|
2170
|
+
// "leavesQuoteQtyEv":0,
|
|
2171
|
+
// "baseQtyEv":"1000000000",
|
|
2172
|
+
// "feeCurrency":"4",
|
|
2173
|
+
// "stopDirection":"UNSPECIFIED",
|
|
2174
|
+
// "symbol":"sETHUSDT",
|
|
2175
|
+
// "side":"Buy",
|
|
2176
|
+
// "quoteQtyEv":250000000000,
|
|
2177
|
+
// "priceEp":25000000000,
|
|
2178
|
+
// "ordType":"Limit",
|
|
2179
|
+
// "timeInForce":"GoodTillCancel",
|
|
2180
|
+
// "ordStatus":"Rejected",
|
|
2181
|
+
// "execStatus":"NewRejected",
|
|
2182
|
+
// "createTimeNs":1592675305266037130,
|
|
2183
|
+
// "cumFeeEv":0,
|
|
2184
|
+
// "cumBaseValueEv":0,
|
|
2185
|
+
// "cumQuoteValueEv":0
|
|
2186
|
+
// }
|
|
2187
|
+
//
|
|
2188
|
+
const id = this.safeString(order, 'orderID');
|
|
2189
|
+
let clientOrderId = this.safeString(order, 'clOrdID');
|
|
2190
|
+
if ((clientOrderId !== undefined) && (clientOrderId.length < 1)) {
|
|
2191
|
+
clientOrderId = undefined;
|
|
2192
|
+
}
|
|
2193
|
+
const marketId = this.safeString(order, 'symbol');
|
|
2194
|
+
market = this.safeMarket(marketId, market);
|
|
2195
|
+
const symbol = market['symbol'];
|
|
2196
|
+
const price = this.fromEp(this.safeString(order, 'priceEp'), market);
|
|
2197
|
+
const amount = this.fromEv(this.safeString(order, 'baseQtyEv'), market);
|
|
2198
|
+
const remaining = this.omitZero(this.fromEv(this.safeString(order, 'leavesBaseQtyEv'), market));
|
|
2199
|
+
const filled = this.fromEv(this.safeString2(order, 'cumBaseQtyEv', 'cumBaseValueEv'), market);
|
|
2200
|
+
const cost = this.fromEr(this.safeString2(order, 'cumQuoteValueEv', 'quoteQtyEv'), market);
|
|
2201
|
+
const average = this.fromEp(this.safeString(order, 'avgPriceEp'), market);
|
|
2202
|
+
const status = this.parseOrderStatus(this.safeString(order, 'ordStatus'));
|
|
2203
|
+
const side = this.safeStringLower(order, 'side');
|
|
2204
|
+
const type = this.parseOrderType(this.safeString(order, 'ordType'));
|
|
2205
|
+
const timestamp = this.safeIntegerProduct2(order, 'actionTimeNs', 'createTimeNs', 0.000001);
|
|
2206
|
+
let fee = undefined;
|
|
2207
|
+
const feeCost = this.fromEv(this.safeString(order, 'cumFeeEv'), market);
|
|
2208
|
+
if (feeCost !== undefined) {
|
|
2209
|
+
fee = {
|
|
2210
|
+
'cost': feeCost,
|
|
2211
|
+
'currency': undefined,
|
|
2212
|
+
};
|
|
2213
|
+
}
|
|
2214
|
+
const timeInForce = this.parseTimeInForce(this.safeString(order, 'timeInForce'));
|
|
2215
|
+
const stopPrice = this.parseNumber(this.omitZero(this.fromEp(this.safeString(order, 'stopPxEp'))));
|
|
2216
|
+
const postOnly = (timeInForce === 'PO');
|
|
2217
|
+
return this.safeOrder({
|
|
2218
|
+
'info': order,
|
|
2219
|
+
'id': id,
|
|
2220
|
+
'clientOrderId': clientOrderId,
|
|
2221
|
+
'timestamp': timestamp,
|
|
2222
|
+
'datetime': this.iso8601(timestamp),
|
|
2223
|
+
'lastTradeTimestamp': undefined,
|
|
2224
|
+
'symbol': symbol,
|
|
2225
|
+
'type': type,
|
|
2226
|
+
'timeInForce': timeInForce,
|
|
2227
|
+
'postOnly': postOnly,
|
|
2228
|
+
'side': side,
|
|
2229
|
+
'price': price,
|
|
2230
|
+
'stopPrice': stopPrice,
|
|
2231
|
+
'triggerPrice': stopPrice,
|
|
2232
|
+
'amount': amount,
|
|
2233
|
+
'cost': cost,
|
|
2234
|
+
'average': average,
|
|
2235
|
+
'filled': filled,
|
|
2236
|
+
'remaining': remaining,
|
|
2237
|
+
'status': status,
|
|
2238
|
+
'fee': fee,
|
|
2239
|
+
'trades': undefined,
|
|
2240
|
+
}, market);
|
|
2241
|
+
}
|
|
2242
|
+
parseOrderSide(side) {
|
|
2243
|
+
const sides = {
|
|
2244
|
+
'1': 'buy',
|
|
2245
|
+
'2': 'sell',
|
|
2246
|
+
};
|
|
2247
|
+
return this.safeString(sides, side, side);
|
|
2248
|
+
}
|
|
2249
|
+
parseSwapOrder(order, market = undefined) {
|
|
2250
|
+
//
|
|
2251
|
+
// {
|
|
2252
|
+
// "bizError":0,
|
|
2253
|
+
// "orderID":"7a1ad384-44a3-4e54-a102-de4195a29e32",
|
|
2254
|
+
// "clOrdID":"",
|
|
2255
|
+
// "symbol":"ETHUSD",
|
|
2256
|
+
// "side":"Buy",
|
|
2257
|
+
// "actionTimeNs":1592668973945065381,
|
|
2258
|
+
// "transactTimeNs":0,
|
|
2259
|
+
// "orderType":"Market",
|
|
2260
|
+
// "priceEp":2267500,
|
|
2261
|
+
// "price":226.75000000,
|
|
2262
|
+
// "orderQty":1,
|
|
2263
|
+
// "displayQty":0,
|
|
2264
|
+
// "timeInForce":"ImmediateOrCancel",
|
|
2265
|
+
// "reduceOnly":false,
|
|
2266
|
+
// "closedPnlEv":0,
|
|
2267
|
+
// "closedPnl":0E-8,
|
|
2268
|
+
// "closedSize":0,
|
|
2269
|
+
// "cumQty":0,
|
|
2270
|
+
// "cumValueEv":0,
|
|
2271
|
+
// "cumValue":0E-8,
|
|
2272
|
+
// "leavesQty":1,
|
|
2273
|
+
// "leavesValueEv":11337,
|
|
2274
|
+
// "leavesValue":1.13370000,
|
|
2275
|
+
// "stopDirection":"UNSPECIFIED",
|
|
2276
|
+
// "stopPxEp":0,
|
|
2277
|
+
// "stopPx":0E-8,
|
|
2278
|
+
// "trigger":"UNSPECIFIED",
|
|
2279
|
+
// "pegOffsetValueEp":0,
|
|
2280
|
+
// "execStatus":"PendingNew",
|
|
2281
|
+
// "pegPriceType":"UNSPECIFIED",
|
|
2282
|
+
// "ordStatus":"Created",
|
|
2283
|
+
// "execInst": "ReduceOnly"
|
|
2284
|
+
// }
|
|
2285
|
+
//
|
|
2286
|
+
// usdt
|
|
2287
|
+
// {
|
|
2288
|
+
// "bizError":"0",
|
|
2289
|
+
// "orderID":"bd720dff-5647-4596-aa4e-656bac87aaad",
|
|
2290
|
+
// "clOrdID":"ccxt2022843dffac9477b497",
|
|
2291
|
+
// "symbol":"LTCUSDT",
|
|
2292
|
+
// "side":"Buy",
|
|
2293
|
+
// "actionTimeNs":"1677667878751724052",
|
|
2294
|
+
// "transactTimeNs":"1677667878754017434",
|
|
2295
|
+
// "orderType":"Limit",
|
|
2296
|
+
// "priceRp":"40",
|
|
2297
|
+
// "orderQtyRq":"0.1",
|
|
2298
|
+
// "displayQtyRq":"0.1",
|
|
2299
|
+
// "timeInForce":"GoodTillCancel",
|
|
2300
|
+
// "reduceOnly":false,
|
|
2301
|
+
// "closedPnlRv":"0",
|
|
2302
|
+
// "closedSizeRq":"0",
|
|
2303
|
+
// "cumQtyRq":"0",
|
|
2304
|
+
// "cumValueRv":"0",
|
|
2305
|
+
// "leavesQtyRq":"0.1",
|
|
2306
|
+
// "leavesValueRv":"4",
|
|
2307
|
+
// "stopDirection":"UNSPECIFIED",
|
|
2308
|
+
// "stopPxRp":"0",
|
|
2309
|
+
// "trigger":"UNSPECIFIED",
|
|
2310
|
+
// "pegOffsetValueRp":"0",
|
|
2311
|
+
// "pegOffsetProportionRr":"0",
|
|
2312
|
+
// "execStatus":"New",
|
|
2313
|
+
// "pegPriceType":"UNSPECIFIED",
|
|
2314
|
+
// "ordStatus":"New",
|
|
2315
|
+
// "execInst":"None",
|
|
2316
|
+
// "takeProfitRp":"0",
|
|
2317
|
+
// "stopLossRp":"0"
|
|
2318
|
+
// }
|
|
2319
|
+
//
|
|
2320
|
+
// v2 orderList
|
|
2321
|
+
// {
|
|
2322
|
+
// "createdAt":"1677686231301",
|
|
2323
|
+
// "symbol":"LTCUSDT",
|
|
2324
|
+
// "orderQtyRq":"0.2",
|
|
2325
|
+
// "side":"1",
|
|
2326
|
+
// "posSide":"3",
|
|
2327
|
+
// "priceRp":"50",
|
|
2328
|
+
// "execQtyRq":"0",
|
|
2329
|
+
// "leavesQtyRq":"0.2",
|
|
2330
|
+
// "execPriceRp":"0",
|
|
2331
|
+
// "orderValueRv":"10",
|
|
2332
|
+
// "leavesValueRv":"10",
|
|
2333
|
+
// "cumValueRv":"0",
|
|
2334
|
+
// "stopDirection":"0",
|
|
2335
|
+
// "stopPxRp":"0",
|
|
2336
|
+
// "trigger":"0",
|
|
2337
|
+
// "actionBy":"1",
|
|
2338
|
+
// "execFeeRv":"0",
|
|
2339
|
+
// "ordType":"2",
|
|
2340
|
+
// "ordStatus":"5",
|
|
2341
|
+
// "clOrdId":"4b3b188",
|
|
2342
|
+
// "orderId":"4b3b1884-87cf-4897-b596-6693b7ed84d1",
|
|
2343
|
+
// "execStatus":"5",
|
|
2344
|
+
// "bizError":"0",
|
|
2345
|
+
// "totalPnlRv":null,
|
|
2346
|
+
// "avgTransactPriceRp":null,
|
|
2347
|
+
// "orderDetailsVos":null,
|
|
2348
|
+
// "tradeType":"0"
|
|
2349
|
+
// }
|
|
2350
|
+
//
|
|
2351
|
+
const id = this.safeString2(order, 'orderID', 'orderId');
|
|
2352
|
+
let clientOrderId = this.safeString2(order, 'clOrdID', 'clOrdId');
|
|
2353
|
+
if ((clientOrderId !== undefined) && (clientOrderId.length < 1)) {
|
|
2354
|
+
clientOrderId = undefined;
|
|
2355
|
+
}
|
|
2356
|
+
const marketId = this.safeString(order, 'symbol');
|
|
2357
|
+
const symbol = this.safeSymbol(marketId, market);
|
|
2358
|
+
const status = this.parseOrderStatus(this.safeString(order, 'ordStatus'));
|
|
2359
|
+
const side = this.parseOrderSide(this.safeStringLower(order, 'side'));
|
|
2360
|
+
const type = this.parseOrderType(this.safeString(order, 'orderType'));
|
|
2361
|
+
let price = this.safeString(order, 'priceRp');
|
|
2362
|
+
if (price === undefined) {
|
|
2363
|
+
price = this.fromEp(this.safeString(order, 'priceEp'), market);
|
|
2364
|
+
}
|
|
2365
|
+
const amount = this.safeNumber2(order, 'orderQty', 'orderQtyRq');
|
|
2366
|
+
const filled = this.safeNumber2(order, 'cumQty', 'cumQtyRq');
|
|
2367
|
+
const remaining = this.safeNumber2(order, 'leavesQty', 'leavesQtyRq');
|
|
2368
|
+
let timestamp = this.safeIntegerProduct(order, 'actionTimeNs', 0.000001);
|
|
2369
|
+
if (timestamp === undefined) {
|
|
2370
|
+
timestamp = this.safeInteger(order, 'createdAt');
|
|
2371
|
+
}
|
|
2372
|
+
const cost = this.safeNumber2(order, 'cumValue', 'cumValueRv');
|
|
2373
|
+
let lastTradeTimestamp = this.safeIntegerProduct(order, 'transactTimeNs', 0.000001);
|
|
2374
|
+
if (lastTradeTimestamp === 0) {
|
|
2375
|
+
lastTradeTimestamp = undefined;
|
|
2376
|
+
}
|
|
2377
|
+
const timeInForce = this.parseTimeInForce(this.safeString(order, 'timeInForce'));
|
|
2378
|
+
const stopPrice = this.omitZero(this.safeNumber2(order, 'stopPx', 'stopPxRp'));
|
|
2379
|
+
const postOnly = (timeInForce === 'PO');
|
|
2380
|
+
let reduceOnly = this.safeValue(order, 'reduceOnly');
|
|
2381
|
+
const execInst = this.safeString(order, 'execInst');
|
|
2382
|
+
if (execInst === 'ReduceOnly') {
|
|
2383
|
+
reduceOnly = true;
|
|
2384
|
+
}
|
|
2385
|
+
const takeProfit = this.safeString(order, 'takeProfitRp');
|
|
2386
|
+
const stopLoss = this.safeString(order, 'stopLossRp');
|
|
2387
|
+
return this.safeOrder({
|
|
2388
|
+
'info': order,
|
|
2389
|
+
'id': id,
|
|
2390
|
+
'clientOrderId': clientOrderId,
|
|
2391
|
+
'datetime': this.iso8601(timestamp),
|
|
2392
|
+
'timestamp': timestamp,
|
|
2393
|
+
'lastTradeTimestamp': lastTradeTimestamp,
|
|
2394
|
+
'symbol': symbol,
|
|
2395
|
+
'type': type,
|
|
2396
|
+
'timeInForce': timeInForce,
|
|
2397
|
+
'postOnly': postOnly,
|
|
2398
|
+
'reduceOnly': reduceOnly,
|
|
2399
|
+
'side': side,
|
|
2400
|
+
'price': price,
|
|
2401
|
+
'stopPrice': stopPrice,
|
|
2402
|
+
'triggerPrice': stopPrice,
|
|
2403
|
+
'takeProfitPrice': takeProfit,
|
|
2404
|
+
'stopLossPrice': stopLoss,
|
|
2405
|
+
'amount': amount,
|
|
2406
|
+
'filled': filled,
|
|
2407
|
+
'remaining': remaining,
|
|
2408
|
+
'cost': cost,
|
|
2409
|
+
'average': undefined,
|
|
2410
|
+
'status': status,
|
|
2411
|
+
'fee': undefined,
|
|
2412
|
+
'trades': undefined,
|
|
2413
|
+
});
|
|
2414
|
+
}
|
|
2415
|
+
parseOrder(order, market = undefined) {
|
|
2416
|
+
const isSwap = this.safeValue(market, 'swap', false);
|
|
2417
|
+
const hasPnl = ('closedPnl' in order);
|
|
2418
|
+
if (isSwap || hasPnl) {
|
|
2419
|
+
return this.parseSwapOrder(order, market);
|
|
2420
|
+
}
|
|
2421
|
+
return this.parseSpotOrder(order, market);
|
|
2422
|
+
}
|
|
2423
|
+
async createOrder(symbol, type, side, amount, price = undefined, params = {}) {
|
|
2424
|
+
/**
|
|
2425
|
+
* @method
|
|
2426
|
+
* @name phemex#createOrder
|
|
2427
|
+
* @description create a trade order
|
|
2428
|
+
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#place-order
|
|
2429
|
+
* @param {string} symbol unified symbol of the market to create an order in
|
|
2430
|
+
* @param {string} type 'market' or 'limit'
|
|
2431
|
+
* @param {string} side 'buy' or 'sell'
|
|
2432
|
+
* @param {float} amount how much of currency you want to trade in units of base currency
|
|
2433
|
+
* @param {float} [price] the price at which the order is to be fullfilled, in units of the quote currency, ignored in market orders
|
|
2434
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
2435
|
+
* @param {object} [params.takeProfit] *swap only* *takeProfit object in params* containing the triggerPrice at which the attached take profit order will be triggered (perpetual swap markets only)
|
|
2436
|
+
* @param {float} [params.takeProfit.triggerPrice] take profit trigger price
|
|
2437
|
+
* @param {object} [params.stopLoss] *swap only* *stopLoss object in params* containing the triggerPrice at which the attached stop loss order will be triggered (perpetual swap markets only)
|
|
2438
|
+
* @param {float} [params.stopLoss.triggerPrice] stop loss trigger price
|
|
2439
|
+
* @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
|
|
2440
|
+
*/
|
|
2441
|
+
await this.loadMarkets();
|
|
2442
|
+
const market = this.market(symbol);
|
|
2443
|
+
const requestSide = this.capitalize(side);
|
|
2444
|
+
type = this.capitalize(type);
|
|
2445
|
+
const reduceOnly = this.safeValue(params, 'reduceOnly');
|
|
2446
|
+
const request = {
|
|
2447
|
+
// common
|
|
2448
|
+
'symbol': market['id'],
|
|
2449
|
+
'side': requestSide,
|
|
2450
|
+
'ordType': type, // Market, Limit, Stop, StopLimit, MarketIfTouched, LimitIfTouched (additionally for contract-markets: MarketAsLimit, StopAsLimit, MarketIfTouchedAsLimit)
|
|
2451
|
+
// 'stopPxEp': this.toEp (stopPx, market), // for conditional orders
|
|
2452
|
+
// 'priceEp': this.toEp (price, market), // required for limit orders
|
|
2453
|
+
// 'timeInForce': 'GoodTillCancel', // GoodTillCancel, PostOnly, ImmediateOrCancel, FillOrKill
|
|
2454
|
+
// ----------------------------------------------------------------
|
|
2455
|
+
// spot
|
|
2456
|
+
// 'qtyType': 'ByBase', // ByBase, ByQuote
|
|
2457
|
+
// 'quoteQtyEv': this.toEp (cost, market),
|
|
2458
|
+
// 'baseQtyEv': this.toEv (amount, market),
|
|
2459
|
+
// 'trigger': 'ByLastPrice', // required for conditional orders
|
|
2460
|
+
// ----------------------------------------------------------------
|
|
2461
|
+
// swap
|
|
2462
|
+
// 'clOrdID': this.uuid (), // max length 40
|
|
2463
|
+
// 'orderQty': this.amountToPrecision (amount, symbol),
|
|
2464
|
+
// 'reduceOnly': false,
|
|
2465
|
+
// 'closeOnTrigger': false, // implicit reduceOnly and cancel other orders in the same direction
|
|
2466
|
+
// 'takeProfitEp': this.toEp (takeProfit, market),
|
|
2467
|
+
// 'stopLossEp': this.toEp (stopLossEp, market),
|
|
2468
|
+
// 'triggerType': 'ByMarkPrice', // ByMarkPrice, ByLastPrice
|
|
2469
|
+
// 'pegOffsetValueEp': integer, // Trailing offset from current price. Negative value when position is long, positive when position is short
|
|
2470
|
+
// 'pegPriceType': 'TrailingStopPeg', // TrailingTakeProfitPeg
|
|
2471
|
+
// 'text': 'comment',
|
|
2472
|
+
// 'posSide': Position direction - "Merged" for oneway mode , "Long" / "Short" for hedge mode
|
|
2473
|
+
};
|
|
2474
|
+
const clientOrderId = this.safeString2(params, 'clOrdID', 'clientOrderId');
|
|
2475
|
+
const stopLoss = this.safeValue(params, 'stopLoss');
|
|
2476
|
+
const stopLossDefined = (stopLoss !== undefined);
|
|
2477
|
+
const takeProfit = this.safeValue(params, 'takeProfit');
|
|
2478
|
+
const takeProfitDefined = (takeProfit !== undefined);
|
|
2479
|
+
if (clientOrderId === undefined) {
|
|
2480
|
+
const brokerId = this.safeString(this.options, 'brokerId', 'CCXT123456');
|
|
2481
|
+
if (brokerId !== undefined) {
|
|
2482
|
+
request['clOrdID'] = brokerId + this.uuid16();
|
|
2483
|
+
}
|
|
2484
|
+
}
|
|
2485
|
+
else {
|
|
2486
|
+
request['clOrdID'] = clientOrderId;
|
|
2487
|
+
params = this.omit(params, ['clOrdID', 'clientOrderId']);
|
|
2488
|
+
}
|
|
2489
|
+
const stopPrice = this.safeStringN(params, ['stopPx', 'stopPrice', 'triggerPrice']);
|
|
2490
|
+
if (stopPrice !== undefined) {
|
|
2491
|
+
if (market['settle'] === 'USDT') {
|
|
2492
|
+
request['stopPxRp'] = this.priceToPrecision(symbol, stopPrice);
|
|
2493
|
+
}
|
|
2494
|
+
else {
|
|
2495
|
+
request['stopPxEp'] = this.toEp(stopPrice, market);
|
|
2496
|
+
}
|
|
2497
|
+
}
|
|
2498
|
+
params = this.omit(params, ['stopPx', 'stopPrice', 'stopLoss', 'takeProfit', 'triggerPrice']);
|
|
2499
|
+
if (market['spot']) {
|
|
2500
|
+
let qtyType = this.safeValue(params, 'qtyType', 'ByBase');
|
|
2501
|
+
if ((type === 'Market') || (type === 'Stop') || (type === 'MarketIfTouched')) {
|
|
2502
|
+
if (price !== undefined) {
|
|
2503
|
+
qtyType = 'ByQuote';
|
|
2504
|
+
}
|
|
2505
|
+
}
|
|
2506
|
+
request['qtyType'] = qtyType;
|
|
2507
|
+
if (qtyType === 'ByQuote') {
|
|
2508
|
+
let cost = this.safeNumber(params, 'cost');
|
|
2509
|
+
params = this.omit(params, 'cost');
|
|
2510
|
+
if (this.options['createOrderByQuoteRequiresPrice']) {
|
|
2511
|
+
if (price !== undefined) {
|
|
2512
|
+
const amountString = this.numberToString(amount);
|
|
2513
|
+
const priceString = this.numberToString(price);
|
|
2514
|
+
const quoteAmount = Precise["default"].stringMul(amountString, priceString);
|
|
2515
|
+
cost = this.parseNumber(quoteAmount);
|
|
2516
|
+
}
|
|
2517
|
+
else if (cost === undefined) {
|
|
2518
|
+
throw new errors.ArgumentsRequired(this.id + ' createOrder() ' + qtyType + ' requires a price argument or a cost parameter');
|
|
2519
|
+
}
|
|
2520
|
+
}
|
|
2521
|
+
cost = (cost === undefined) ? amount : cost;
|
|
2522
|
+
const costString = cost.toString();
|
|
2523
|
+
request['quoteQtyEv'] = this.toEv(costString, market);
|
|
2524
|
+
}
|
|
2525
|
+
else {
|
|
2526
|
+
const amountString = amount.toString();
|
|
2527
|
+
request['baseQtyEv'] = this.toEv(amountString, market);
|
|
2528
|
+
}
|
|
2529
|
+
}
|
|
2530
|
+
else if (market['swap']) {
|
|
2531
|
+
let posSide = this.safeStringLower(params, 'posSide');
|
|
2532
|
+
if (posSide === undefined) {
|
|
2533
|
+
posSide = 'Merged';
|
|
2534
|
+
}
|
|
2535
|
+
posSide = this.capitalize(posSide);
|
|
2536
|
+
request['posSide'] = posSide;
|
|
2537
|
+
if (reduceOnly !== undefined) {
|
|
2538
|
+
request['reduceOnly'] = reduceOnly;
|
|
2539
|
+
}
|
|
2540
|
+
if (market['settle'] === 'USDT') {
|
|
2541
|
+
request['orderQtyRq'] = amount;
|
|
2542
|
+
}
|
|
2543
|
+
else {
|
|
2544
|
+
request['orderQty'] = parseInt(amount);
|
|
2545
|
+
}
|
|
2546
|
+
if (stopPrice !== undefined) {
|
|
2547
|
+
const triggerType = this.safeString(params, 'triggerType', 'ByMarkPrice');
|
|
2548
|
+
request['triggerType'] = triggerType;
|
|
2549
|
+
}
|
|
2550
|
+
if (stopLossDefined || takeProfitDefined) {
|
|
2551
|
+
if (stopLossDefined) {
|
|
2552
|
+
const stopLossTriggerPrice = this.safeValue2(stopLoss, 'triggerPrice', 'stopPrice');
|
|
2553
|
+
if (stopLossTriggerPrice === undefined) {
|
|
2554
|
+
throw new errors.InvalidOrder(this.id + ' createOrder() requires a trigger price in params["stopLoss"]["triggerPrice"], or params["stopLoss"]["stopPrice"] for a stop loss order');
|
|
2555
|
+
}
|
|
2556
|
+
if (market['settle'] === 'USDT') {
|
|
2557
|
+
request['stopLossRp'] = this.priceToPrecision(symbol, stopLossTriggerPrice);
|
|
2558
|
+
}
|
|
2559
|
+
else {
|
|
2560
|
+
request['stopLossEp'] = this.toEp(stopLossTriggerPrice, market);
|
|
2561
|
+
}
|
|
2562
|
+
const stopLossTriggerPriceType = this.safeString2(stopLoss, 'triggerPriceType', 'slTrigger');
|
|
2563
|
+
if (stopLossTriggerPriceType !== undefined) {
|
|
2564
|
+
if (market['settle'] === 'USDT') {
|
|
2565
|
+
if ((stopLossTriggerPriceType !== 'ByMarkPrice') && (stopLossTriggerPriceType !== 'ByLastPrice') && (stopLossTriggerPriceType !== 'ByIndexPrice') && (stopLossTriggerPriceType !== 'ByAskPrice') && (stopLossTriggerPriceType !== 'ByBidPrice') && (stopLossTriggerPriceType !== 'ByMarkPriceLimit') && (stopLossTriggerPriceType !== 'ByLastPriceLimit')) {
|
|
2566
|
+
throw new errors.InvalidOrder(this.id + ' createOrder() take profit trigger price type must be one of "ByMarkPrice", "ByIndexPrice", "ByAskPrice", "ByBidPrice", "ByMarkPriceLimit", "ByLastPriceLimit" or "ByLastPrice"');
|
|
2567
|
+
}
|
|
2568
|
+
}
|
|
2569
|
+
else {
|
|
2570
|
+
if ((stopLossTriggerPriceType !== 'ByMarkPrice') && (stopLossTriggerPriceType !== 'ByLastPrice')) {
|
|
2571
|
+
throw new errors.InvalidOrder(this.id + ' createOrder() take profit trigger price type must be one of "ByMarkPrice", or "ByLastPrice"');
|
|
2572
|
+
}
|
|
2573
|
+
}
|
|
2574
|
+
request['slTrigger'] = stopLossTriggerPriceType;
|
|
2575
|
+
}
|
|
2576
|
+
}
|
|
2577
|
+
if (takeProfitDefined) {
|
|
2578
|
+
const takeProfitTriggerPrice = this.safeValue2(takeProfit, 'triggerPrice', 'stopPrice');
|
|
2579
|
+
if (takeProfitTriggerPrice === undefined) {
|
|
2580
|
+
throw new errors.InvalidOrder(this.id + ' createOrder() requires a trigger price in params["takeProfit"]["triggerPrice"], or params["takeProfit"]["stopPrice"] for a take profit order');
|
|
2581
|
+
}
|
|
2582
|
+
if (market['settle'] === 'USDT') {
|
|
2583
|
+
request['takeProfitRp'] = this.priceToPrecision(symbol, takeProfitTriggerPrice);
|
|
2584
|
+
}
|
|
2585
|
+
else {
|
|
2586
|
+
request['takeProfitEp'] = this.toEp(takeProfitTriggerPrice, market);
|
|
2587
|
+
}
|
|
2588
|
+
const takeProfitTriggerPriceType = this.safeString2(stopLoss, 'triggerPriceType', 'tpTrigger');
|
|
2589
|
+
if (takeProfitTriggerPriceType !== undefined) {
|
|
2590
|
+
if (market['settle'] === 'USDT') {
|
|
2591
|
+
if ((takeProfitTriggerPriceType !== 'ByMarkPrice') && (takeProfitTriggerPriceType !== 'ByLastPrice') && (takeProfitTriggerPriceType !== 'ByIndexPrice') && (takeProfitTriggerPriceType !== 'ByAskPrice') && (takeProfitTriggerPriceType !== 'ByBidPrice') && (takeProfitTriggerPriceType !== 'ByMarkPriceLimit') && (takeProfitTriggerPriceType !== 'ByLastPriceLimit')) {
|
|
2592
|
+
throw new errors.InvalidOrder(this.id + ' createOrder() take profit trigger price type must be one of "ByMarkPrice", "ByIndexPrice", "ByAskPrice", "ByBidPrice", "ByMarkPriceLimit", "ByLastPriceLimit" or "ByLastPrice"');
|
|
2593
|
+
}
|
|
2594
|
+
}
|
|
2595
|
+
else {
|
|
2596
|
+
if ((takeProfitTriggerPriceType !== 'ByMarkPrice') && (takeProfitTriggerPriceType !== 'ByLastPrice')) {
|
|
2597
|
+
throw new errors.InvalidOrder(this.id + ' createOrder() take profit trigger price type must be one of "ByMarkPrice", or "ByLastPrice"');
|
|
2598
|
+
}
|
|
2599
|
+
}
|
|
2600
|
+
request['tpTrigger'] = takeProfitTriggerPriceType;
|
|
2601
|
+
}
|
|
2602
|
+
}
|
|
2603
|
+
}
|
|
2604
|
+
}
|
|
2605
|
+
if ((type === 'Limit') || (type === 'StopLimit') || (type === 'LimitIfTouched')) {
|
|
2606
|
+
if (market['settle'] === 'USDT') {
|
|
2607
|
+
request['priceRp'] = this.priceToPrecision(symbol, price);
|
|
2608
|
+
}
|
|
2609
|
+
else {
|
|
2610
|
+
const priceString = this.numberToString(price);
|
|
2611
|
+
request['priceEp'] = this.toEp(priceString, market);
|
|
2612
|
+
}
|
|
2613
|
+
}
|
|
2614
|
+
const takeProfitPrice = this.safeString(params, 'takeProfitPrice');
|
|
2615
|
+
if (takeProfitPrice !== undefined) {
|
|
2616
|
+
if (market['settle'] === 'USDT') {
|
|
2617
|
+
request['takeProfitRp'] = this.priceToPrecision(symbol, takeProfitPrice);
|
|
2618
|
+
}
|
|
2619
|
+
else {
|
|
2620
|
+
request['takeProfitEp'] = this.toEp(takeProfitPrice, market);
|
|
2621
|
+
}
|
|
2622
|
+
params = this.omit(params, 'takeProfitPrice');
|
|
2623
|
+
}
|
|
2624
|
+
const stopLossPrice = this.safeString(params, 'stopLossPrice');
|
|
2625
|
+
if (stopLossPrice !== undefined) {
|
|
2626
|
+
if (market['settle'] === 'USDT') {
|
|
2627
|
+
request['stopLossRp'] = this.priceToPrecision(symbol, stopLossPrice);
|
|
2628
|
+
}
|
|
2629
|
+
else {
|
|
2630
|
+
request['stopLossEp'] = this.toEp(stopLossPrice, market);
|
|
2631
|
+
}
|
|
2632
|
+
params = this.omit(params, 'stopLossPrice');
|
|
2633
|
+
}
|
|
2634
|
+
params = this.omit(params, 'reduceOnly');
|
|
2635
|
+
let response = undefined;
|
|
2636
|
+
if (market['settle'] === 'USDT') {
|
|
2637
|
+
response = await this.privatePostGOrders(this.extend(request, params));
|
|
2638
|
+
}
|
|
2639
|
+
else if (market['contract']) {
|
|
2640
|
+
response = await this.privatePostOrders(this.extend(request, params));
|
|
2641
|
+
}
|
|
2642
|
+
else {
|
|
2643
|
+
response = await this.privatePostSpotOrders(this.extend(request, params));
|
|
2644
|
+
}
|
|
2645
|
+
//
|
|
2646
|
+
// spot
|
|
2647
|
+
//
|
|
2648
|
+
// {
|
|
2649
|
+
// "code": 0,
|
|
2650
|
+
// "msg": "",
|
|
2651
|
+
// "data": {
|
|
2652
|
+
// "orderID": "d1d09454-cabc-4a23-89a7-59d43363f16d",
|
|
2653
|
+
// "clOrdID": "309bcd5c-9f6e-4a68-b775-4494542eb5cb",
|
|
2654
|
+
// "priceEp": 0,
|
|
2655
|
+
// "action": "New",
|
|
2656
|
+
// "trigger": "UNSPECIFIED",
|
|
2657
|
+
// "pegPriceType": "UNSPECIFIED",
|
|
2658
|
+
// "stopDirection": "UNSPECIFIED",
|
|
2659
|
+
// "bizError": 0,
|
|
2660
|
+
// "symbol": "sBTCUSDT",
|
|
2661
|
+
// "side": "Buy",
|
|
2662
|
+
// "baseQtyEv": 0,
|
|
2663
|
+
// "ordType": "Limit",
|
|
2664
|
+
// "timeInForce": "GoodTillCancel",
|
|
2665
|
+
// "ordStatus": "Created",
|
|
2666
|
+
// "cumFeeEv": 0,
|
|
2667
|
+
// "cumBaseQtyEv": 0,
|
|
2668
|
+
// "cumQuoteQtyEv": 0,
|
|
2669
|
+
// "leavesBaseQtyEv": 0,
|
|
2670
|
+
// "leavesQuoteQtyEv": 0,
|
|
2671
|
+
// "avgPriceEp": 0,
|
|
2672
|
+
// "cumBaseAmountEv": 0,
|
|
2673
|
+
// "cumQuoteAmountEv": 0,
|
|
2674
|
+
// "quoteQtyEv": 0,
|
|
2675
|
+
// "qtyType": "ByBase",
|
|
2676
|
+
// "stopPxEp": 0,
|
|
2677
|
+
// "pegOffsetValueEp": 0
|
|
2678
|
+
// }
|
|
2679
|
+
// }
|
|
2680
|
+
//
|
|
2681
|
+
// swap
|
|
2682
|
+
//
|
|
2683
|
+
// {
|
|
2684
|
+
// "code":0,
|
|
2685
|
+
// "msg":"",
|
|
2686
|
+
// "data":{
|
|
2687
|
+
// "bizError":0,
|
|
2688
|
+
// "orderID":"7a1ad384-44a3-4e54-a102-de4195a29e32",
|
|
2689
|
+
// "clOrdID":"",
|
|
2690
|
+
// "symbol":"ETHUSD",
|
|
2691
|
+
// "side":"Buy",
|
|
2692
|
+
// "actionTimeNs":1592668973945065381,
|
|
2693
|
+
// "transactTimeNs":0,
|
|
2694
|
+
// "orderType":"Market",
|
|
2695
|
+
// "priceEp":2267500,
|
|
2696
|
+
// "price":226.75000000,
|
|
2697
|
+
// "orderQty":1,
|
|
2698
|
+
// "displayQty":0,
|
|
2699
|
+
// "timeInForce":"ImmediateOrCancel",
|
|
2700
|
+
// "reduceOnly":false,
|
|
2701
|
+
// "closedPnlEv":0,
|
|
2702
|
+
// "closedPnl":0E-8,
|
|
2703
|
+
// "closedSize":0,
|
|
2704
|
+
// "cumQty":0,
|
|
2705
|
+
// "cumValueEv":0,
|
|
2706
|
+
// "cumValue":0E-8,
|
|
2707
|
+
// "leavesQty":1,
|
|
2708
|
+
// "leavesValueEv":11337,
|
|
2709
|
+
// "leavesValue":1.13370000,
|
|
2710
|
+
// "stopDirection":"UNSPECIFIED",
|
|
2711
|
+
// "stopPxEp":0,
|
|
2712
|
+
// "stopPx":0E-8,
|
|
2713
|
+
// "trigger":"UNSPECIFIED",
|
|
2714
|
+
// "pegOffsetValueEp":0,
|
|
2715
|
+
// "execStatus":"PendingNew",
|
|
2716
|
+
// "pegPriceType":"UNSPECIFIED",
|
|
2717
|
+
// "ordStatus":"Created"
|
|
2718
|
+
// }
|
|
2719
|
+
// }
|
|
2720
|
+
//
|
|
2721
|
+
const data = this.safeValue(response, 'data', {});
|
|
2722
|
+
return this.parseOrder(data, market);
|
|
2723
|
+
}
|
|
2724
|
+
async editOrder(id, symbol, type = undefined, side = undefined, amount = undefined, price = undefined, params = {}) {
|
|
2725
|
+
/**
|
|
2726
|
+
* @method
|
|
2727
|
+
* @name phemex#editOrder
|
|
2728
|
+
* @description edit a trade order
|
|
2729
|
+
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#amend-order-by-orderid
|
|
2730
|
+
* @param {string} id cancel order id
|
|
2731
|
+
* @param {string} symbol unified symbol of the market to create an order in
|
|
2732
|
+
* @param {string} type 'market' or 'limit'
|
|
2733
|
+
* @param {string} side 'buy' or 'sell'
|
|
2734
|
+
* @param {float} amount how much of currency you want to trade in units of base currency
|
|
2735
|
+
* @param {float} [price] the price at which the order is to be fullfilled, in units of the base currency, ignored in market orders
|
|
2736
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
2737
|
+
* @param {string} [params.posSide] either 'Merged' or 'Long' or 'Short'
|
|
2738
|
+
* @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
|
|
2739
|
+
*/
|
|
2740
|
+
await this.loadMarkets();
|
|
2741
|
+
const market = this.market(symbol);
|
|
2742
|
+
const request = {
|
|
2743
|
+
'symbol': market['id'],
|
|
2744
|
+
};
|
|
2745
|
+
const clientOrderId = this.safeString2(params, 'clientOrderId', 'clOrdID');
|
|
2746
|
+
params = this.omit(params, ['clientOrderId', 'clOrdID']);
|
|
2747
|
+
const isUSDTSettled = (market['settle'] === 'USDT');
|
|
2748
|
+
if (clientOrderId !== undefined) {
|
|
2749
|
+
request['clOrdID'] = clientOrderId;
|
|
2750
|
+
}
|
|
2751
|
+
else {
|
|
2752
|
+
request['orderID'] = id;
|
|
2753
|
+
}
|
|
2754
|
+
if (price !== undefined) {
|
|
2755
|
+
if (isUSDTSettled) {
|
|
2756
|
+
request['priceRp'] = this.priceToPrecision(market['symbol'], price);
|
|
2757
|
+
}
|
|
2758
|
+
else {
|
|
2759
|
+
request['priceEp'] = this.toEp(price, market);
|
|
2760
|
+
}
|
|
2761
|
+
}
|
|
2762
|
+
// Note the uppercase 'V' in 'baseQtyEV' request. that is exchange's requirement at this moment. However, to avoid mistakes from user side, let's support lowercased 'baseQtyEv' too
|
|
2763
|
+
const finalQty = this.safeString(params, 'baseQtyEv');
|
|
2764
|
+
params = this.omit(params, ['baseQtyEv']);
|
|
2765
|
+
if (finalQty !== undefined) {
|
|
2766
|
+
request['baseQtyEV'] = finalQty;
|
|
2767
|
+
}
|
|
2768
|
+
else if (amount !== undefined) {
|
|
2769
|
+
if (isUSDTSettled) {
|
|
2770
|
+
request['baseQtyEV'] = this.amountToPrecision(market['symbol'], amount);
|
|
2771
|
+
}
|
|
2772
|
+
else {
|
|
2773
|
+
request['baseQtyEV'] = this.toEv(amount, market);
|
|
2774
|
+
}
|
|
2775
|
+
}
|
|
2776
|
+
const stopPrice = this.safeString2(params, 'stopPx', 'stopPrice');
|
|
2777
|
+
if (stopPrice !== undefined) {
|
|
2778
|
+
if (isUSDTSettled) {
|
|
2779
|
+
request['stopPxRp'] = this.priceToPrecision(symbol, stopPrice);
|
|
2780
|
+
}
|
|
2781
|
+
else {
|
|
2782
|
+
request['stopPxEp'] = this.toEp(stopPrice, market);
|
|
2783
|
+
}
|
|
2784
|
+
}
|
|
2785
|
+
params = this.omit(params, ['stopPx', 'stopPrice']);
|
|
2786
|
+
let response = undefined;
|
|
2787
|
+
if (isUSDTSettled) {
|
|
2788
|
+
const posSide = this.safeString(params, 'posSide');
|
|
2789
|
+
if (posSide === undefined) {
|
|
2790
|
+
request['posSide'] = 'Merged';
|
|
2791
|
+
}
|
|
2792
|
+
response = await this.privatePutGOrdersReplace(this.extend(request, params));
|
|
2793
|
+
}
|
|
2794
|
+
else if (market['swap']) {
|
|
2795
|
+
response = await this.privatePutOrdersReplace(this.extend(request, params));
|
|
2796
|
+
}
|
|
2797
|
+
else {
|
|
2798
|
+
response = await this.privatePutSpotOrders(this.extend(request, params));
|
|
2799
|
+
}
|
|
2800
|
+
const data = this.safeValue(response, 'data', {});
|
|
2801
|
+
return this.parseOrder(data, market);
|
|
2802
|
+
}
|
|
2803
|
+
async cancelOrder(id, symbol = undefined, params = {}) {
|
|
2804
|
+
/**
|
|
2805
|
+
* @method
|
|
2806
|
+
* @name phemex#cancelOrder
|
|
2807
|
+
* @description cancels an open order
|
|
2808
|
+
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#cancel-single-order-by-orderid
|
|
2809
|
+
* @param {string} id order id
|
|
2810
|
+
* @param {string} symbol unified symbol of the market the order was made in
|
|
2811
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
2812
|
+
* @param {string} [params.posSide] either 'Merged' or 'Long' or 'Short'
|
|
2813
|
+
* @returns {object} An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
|
|
2814
|
+
*/
|
|
2815
|
+
if (symbol === undefined) {
|
|
2816
|
+
throw new errors.ArgumentsRequired(this.id + ' cancelOrder() requires a symbol argument');
|
|
2817
|
+
}
|
|
2818
|
+
await this.loadMarkets();
|
|
2819
|
+
const market = this.market(symbol);
|
|
2820
|
+
const request = {
|
|
2821
|
+
'symbol': market['id'],
|
|
2822
|
+
};
|
|
2823
|
+
const clientOrderId = this.safeString2(params, 'clientOrderId', 'clOrdID');
|
|
2824
|
+
params = this.omit(params, ['clientOrderId', 'clOrdID']);
|
|
2825
|
+
if (clientOrderId !== undefined) {
|
|
2826
|
+
request['clOrdID'] = clientOrderId;
|
|
2827
|
+
}
|
|
2828
|
+
else {
|
|
2829
|
+
request['orderID'] = id;
|
|
2830
|
+
}
|
|
2831
|
+
let response = undefined;
|
|
2832
|
+
if (market['settle'] === 'USDT') {
|
|
2833
|
+
const posSide = this.safeString(params, 'posSide');
|
|
2834
|
+
if (posSide === undefined) {
|
|
2835
|
+
request['posSide'] = 'Merged';
|
|
2836
|
+
}
|
|
2837
|
+
response = await this.privateDeleteGOrdersCancel(this.extend(request, params));
|
|
2838
|
+
}
|
|
2839
|
+
else if (market['swap']) {
|
|
2840
|
+
response = await this.privateDeleteOrdersCancel(this.extend(request, params));
|
|
2841
|
+
}
|
|
2842
|
+
else {
|
|
2843
|
+
response = await this.privateDeleteSpotOrders(this.extend(request, params));
|
|
2844
|
+
}
|
|
2845
|
+
const data = this.safeValue(response, 'data', {});
|
|
2846
|
+
return this.parseOrder(data, market);
|
|
2847
|
+
}
|
|
2848
|
+
async cancelAllOrders(symbol = undefined, params = {}) {
|
|
2849
|
+
/**
|
|
2850
|
+
* @method
|
|
2851
|
+
* @name phemex#cancelAllOrders
|
|
2852
|
+
* @description cancel all open orders in a market
|
|
2853
|
+
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#cancelall
|
|
2854
|
+
* @param {string} symbol unified market symbol of the market to cancel orders in
|
|
2855
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
2856
|
+
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
|
|
2857
|
+
*/
|
|
2858
|
+
if (symbol === undefined) {
|
|
2859
|
+
throw new errors.ArgumentsRequired(this.id + ' cancelAllOrders() requires a symbol argument');
|
|
2860
|
+
}
|
|
2861
|
+
await this.loadMarkets();
|
|
2862
|
+
const market = this.market(symbol);
|
|
2863
|
+
const request = {
|
|
2864
|
+
'symbol': market['id'],
|
|
2865
|
+
// 'untriggerred': false, // false to cancel non-conditional orders, true to cancel conditional orders
|
|
2866
|
+
// 'text': 'up to 40 characters max',
|
|
2867
|
+
};
|
|
2868
|
+
let response = undefined;
|
|
2869
|
+
if (market['settle'] === 'USDT') {
|
|
2870
|
+
response = await this.privateDeleteGOrdersAll(this.extend(request, params));
|
|
2871
|
+
}
|
|
2872
|
+
else if (market['swap']) {
|
|
2873
|
+
response = await this.privateDeleteOrdersAll(this.extend(request, params));
|
|
2874
|
+
}
|
|
2875
|
+
else {
|
|
2876
|
+
response = await this.privateDeleteSpotOrdersAll(this.extend(request, params));
|
|
2877
|
+
}
|
|
2878
|
+
return response;
|
|
2879
|
+
}
|
|
2880
|
+
async fetchOrder(id, symbol = undefined, params = {}) {
|
|
2881
|
+
/**
|
|
2882
|
+
* @method
|
|
2883
|
+
* @name phemex#fetchOrder
|
|
2884
|
+
* @description fetches information on an order made by the user
|
|
2885
|
+
* @param {string} symbol unified symbol of the market the order was made in
|
|
2886
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
2887
|
+
* @returns {object} An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
|
|
2888
|
+
*/
|
|
2889
|
+
if (symbol === undefined) {
|
|
2890
|
+
throw new errors.ArgumentsRequired(this.id + ' fetchOrder() requires a symbol argument');
|
|
2891
|
+
}
|
|
2892
|
+
await this.loadMarkets();
|
|
2893
|
+
const market = this.market(symbol);
|
|
2894
|
+
if (market['settle'] === 'USDT') {
|
|
2895
|
+
throw new errors.NotSupported(this.id + 'fetchOrder() is not supported yet for USDT settled swap markets'); // https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#query-user-order-by-orderid-or-query-user-order-by-client-order-id
|
|
2896
|
+
}
|
|
2897
|
+
const request = {
|
|
2898
|
+
'symbol': market['id'],
|
|
2899
|
+
};
|
|
2900
|
+
const clientOrderId = this.safeString2(params, 'clientOrderId', 'clOrdID');
|
|
2901
|
+
params = this.omit(params, ['clientOrderId', 'clOrdID']);
|
|
2902
|
+
if (clientOrderId !== undefined) {
|
|
2903
|
+
request['clOrdID'] = clientOrderId;
|
|
2904
|
+
}
|
|
2905
|
+
else {
|
|
2906
|
+
request['orderID'] = id;
|
|
2907
|
+
}
|
|
2908
|
+
let response = undefined;
|
|
2909
|
+
if (market['spot']) {
|
|
2910
|
+
response = await this.privateGetSpotOrdersActive(this.extend(request, params));
|
|
2911
|
+
}
|
|
2912
|
+
else {
|
|
2913
|
+
response = await this.privateGetExchangeOrder(this.extend(request, params));
|
|
2914
|
+
}
|
|
2915
|
+
const data = this.safeValue(response, 'data', {});
|
|
2916
|
+
let order = data;
|
|
2917
|
+
if (Array.isArray(data)) {
|
|
2918
|
+
const numOrders = data.length;
|
|
2919
|
+
if (numOrders < 1) {
|
|
2920
|
+
if (clientOrderId !== undefined) {
|
|
2921
|
+
throw new errors.OrderNotFound(this.id + ' fetchOrder() ' + symbol + ' order with clientOrderId ' + clientOrderId + ' not found');
|
|
2922
|
+
}
|
|
2923
|
+
else {
|
|
2924
|
+
throw new errors.OrderNotFound(this.id + ' fetchOrder() ' + symbol + ' order with id ' + id + ' not found');
|
|
2925
|
+
}
|
|
2926
|
+
}
|
|
2927
|
+
order = this.safeValue(data, 0, {});
|
|
2928
|
+
}
|
|
2929
|
+
return this.parseOrder(order, market);
|
|
2930
|
+
}
|
|
2931
|
+
async fetchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
|
|
2932
|
+
/**
|
|
2933
|
+
* @method
|
|
2934
|
+
* @name phemex#fetchOrders
|
|
2935
|
+
* @description fetches information on multiple orders made by the user
|
|
2936
|
+
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#queryorder
|
|
2937
|
+
* @param {string} symbol unified market symbol of the market orders were made in
|
|
2938
|
+
* @param {int} [since] the earliest time in ms to fetch orders for
|
|
2939
|
+
* @param {int} [limit] the maximum number of order structures to retrieve
|
|
2940
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
2941
|
+
* @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
|
|
2942
|
+
*/
|
|
2943
|
+
if (symbol === undefined) {
|
|
2944
|
+
throw new errors.ArgumentsRequired(this.id + ' fetchOrders() requires a symbol argument');
|
|
2945
|
+
}
|
|
2946
|
+
await this.loadMarkets();
|
|
2947
|
+
const market = this.market(symbol);
|
|
2948
|
+
const request = {
|
|
2949
|
+
'symbol': market['id'],
|
|
2950
|
+
};
|
|
2951
|
+
if (since !== undefined) {
|
|
2952
|
+
request['start'] = since;
|
|
2953
|
+
}
|
|
2954
|
+
if (limit !== undefined) {
|
|
2955
|
+
request['limit'] = limit;
|
|
2956
|
+
}
|
|
2957
|
+
let response = undefined;
|
|
2958
|
+
if (market['settle'] === 'USDT') {
|
|
2959
|
+
request['currency'] = market['settle'];
|
|
2960
|
+
response = await this.privateGetExchangeOrderV2OrderList(this.extend(request, params));
|
|
2961
|
+
}
|
|
2962
|
+
else if (market['swap']) {
|
|
2963
|
+
response = await this.privateGetExchangeOrderList(this.extend(request, params));
|
|
2964
|
+
}
|
|
2965
|
+
else {
|
|
2966
|
+
response = await this.privateGetSpotOrders(this.extend(request, params));
|
|
2967
|
+
}
|
|
2968
|
+
const data = this.safeValue(response, 'data', {});
|
|
2969
|
+
const rows = this.safeValue(data, 'rows', data);
|
|
2970
|
+
return this.parseOrders(rows, market, since, limit);
|
|
2971
|
+
}
|
|
2972
|
+
async fetchOpenOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
|
|
2973
|
+
/**
|
|
2974
|
+
* @method
|
|
2975
|
+
* @name phemex#fetchOpenOrders
|
|
2976
|
+
* @description fetch all unfilled currently open orders
|
|
2977
|
+
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#queryopenorder
|
|
2978
|
+
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md
|
|
2979
|
+
* @param {string} symbol unified market symbol
|
|
2980
|
+
* @param {int} [since] the earliest time in ms to fetch open orders for
|
|
2981
|
+
* @param {int} [limit] the maximum number of open order structures to retrieve
|
|
2982
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
2983
|
+
* @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
|
|
2984
|
+
*/
|
|
2985
|
+
if (symbol === undefined) {
|
|
2986
|
+
throw new errors.ArgumentsRequired(this.id + ' fetchOpenOrders() requires a symbol argument');
|
|
2987
|
+
}
|
|
2988
|
+
await this.loadMarkets();
|
|
2989
|
+
const market = this.market(symbol);
|
|
2990
|
+
const request = {
|
|
2991
|
+
'symbol': market['id'],
|
|
2992
|
+
};
|
|
2993
|
+
let response = undefined;
|
|
2994
|
+
try {
|
|
2995
|
+
if (market['settle'] === 'USDT') {
|
|
2996
|
+
response = await this.privateGetGOrdersActiveList(this.extend(request, params));
|
|
2997
|
+
}
|
|
2998
|
+
else if (market['swap']) {
|
|
2999
|
+
response = await this.privateGetOrdersActiveList(this.extend(request, params));
|
|
3000
|
+
}
|
|
3001
|
+
else {
|
|
3002
|
+
response = await this.privateGetSpotOrders(this.extend(request, params));
|
|
3003
|
+
}
|
|
3004
|
+
}
|
|
3005
|
+
catch (e) {
|
|
3006
|
+
if (e instanceof errors.OrderNotFound) {
|
|
3007
|
+
return [];
|
|
3008
|
+
}
|
|
3009
|
+
throw e;
|
|
3010
|
+
}
|
|
3011
|
+
const data = this.safeValue(response, 'data', {});
|
|
3012
|
+
if (Array.isArray(data)) {
|
|
3013
|
+
return this.parseOrders(data, market, since, limit);
|
|
3014
|
+
}
|
|
3015
|
+
else {
|
|
3016
|
+
const rows = this.safeValue(data, 'rows', []);
|
|
3017
|
+
return this.parseOrders(rows, market, since, limit);
|
|
3018
|
+
}
|
|
3019
|
+
}
|
|
3020
|
+
async fetchClosedOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
|
|
3021
|
+
/**
|
|
3022
|
+
* @method
|
|
3023
|
+
* @name phemex#fetchClosedOrders
|
|
3024
|
+
* @description fetches information on multiple closed orders made by the user
|
|
3025
|
+
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#queryorder
|
|
3026
|
+
* @param {string} symbol unified market symbol of the market orders were made in
|
|
3027
|
+
* @param {int} [since] the earliest time in ms to fetch orders for
|
|
3028
|
+
* @param {int} [limit] the maximum number of order structures to retrieve
|
|
3029
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
3030
|
+
* @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
|
|
3031
|
+
*/
|
|
3032
|
+
if (symbol === undefined) {
|
|
3033
|
+
throw new errors.ArgumentsRequired(this.id + ' fetchClosedOrders() requires a symbol argument');
|
|
3034
|
+
}
|
|
3035
|
+
await this.loadMarkets();
|
|
3036
|
+
const market = this.market(symbol);
|
|
3037
|
+
const request = {
|
|
3038
|
+
'symbol': market['id'],
|
|
3039
|
+
};
|
|
3040
|
+
if (since !== undefined) {
|
|
3041
|
+
request['start'] = since;
|
|
3042
|
+
}
|
|
3043
|
+
if (limit !== undefined) {
|
|
3044
|
+
request['limit'] = limit;
|
|
3045
|
+
}
|
|
3046
|
+
let response = undefined;
|
|
3047
|
+
if (market['settle'] === 'USDT') {
|
|
3048
|
+
request['currency'] = market['settle'];
|
|
3049
|
+
response = await this.privateGetExchangeOrderV2OrderList(this.extend(request, params));
|
|
3050
|
+
}
|
|
3051
|
+
else if (market['swap']) {
|
|
3052
|
+
response = await this.privateGetExchangeOrderList(this.extend(request, params));
|
|
3053
|
+
}
|
|
3054
|
+
else {
|
|
3055
|
+
response = await this.privateGetExchangeSpotOrder(this.extend(request, params));
|
|
3056
|
+
}
|
|
3057
|
+
//
|
|
3058
|
+
// spot
|
|
3059
|
+
//
|
|
3060
|
+
// {
|
|
3061
|
+
// "code":0,
|
|
3062
|
+
// "msg":"OK",
|
|
3063
|
+
// "data":{
|
|
3064
|
+
// "total":8,
|
|
3065
|
+
// "rows":[
|
|
3066
|
+
// {
|
|
3067
|
+
// "orderID":"99232c3e-3d6a-455f-98cc-2061cdfe91bc",
|
|
3068
|
+
// "stopPxEp":0,
|
|
3069
|
+
// "avgPriceEp":0,
|
|
3070
|
+
// "qtyType":"ByBase",
|
|
3071
|
+
// "leavesBaseQtyEv":0,
|
|
3072
|
+
// "leavesQuoteQtyEv":0,
|
|
3073
|
+
// "baseQtyEv":"1000000000",
|
|
3074
|
+
// "feeCurrency":"4",
|
|
3075
|
+
// "stopDirection":"UNSPECIFIED",
|
|
3076
|
+
// "symbol":"sETHUSDT",
|
|
3077
|
+
// "side":"Buy",
|
|
3078
|
+
// "quoteQtyEv":250000000000,
|
|
3079
|
+
// "priceEp":25000000000,
|
|
3080
|
+
// "ordType":"Limit",
|
|
3081
|
+
// "timeInForce":"GoodTillCancel",
|
|
3082
|
+
// "ordStatus":"Rejected",
|
|
3083
|
+
// "execStatus":"NewRejected",
|
|
3084
|
+
// "createTimeNs":1592675305266037130,
|
|
3085
|
+
// "cumFeeEv":0,
|
|
3086
|
+
// "cumBaseValueEv":0,
|
|
3087
|
+
// "cumQuoteValueEv":0
|
|
3088
|
+
// },
|
|
3089
|
+
// ]
|
|
3090
|
+
// }
|
|
3091
|
+
// }
|
|
3092
|
+
//
|
|
3093
|
+
const data = this.safeValue(response, 'data', {});
|
|
3094
|
+
if (Array.isArray(data)) {
|
|
3095
|
+
return this.parseOrders(data, market, since, limit);
|
|
3096
|
+
}
|
|
3097
|
+
else {
|
|
3098
|
+
const rows = this.safeValue(data, 'rows', []);
|
|
3099
|
+
return this.parseOrders(rows, market, since, limit);
|
|
3100
|
+
}
|
|
3101
|
+
}
|
|
3102
|
+
async fetchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
|
|
3103
|
+
/**
|
|
3104
|
+
* @method
|
|
3105
|
+
* @name phemex#fetchMyTrades
|
|
3106
|
+
* @description fetch all trades made by the user
|
|
3107
|
+
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#query-user-trade
|
|
3108
|
+
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#query-user-trade
|
|
3109
|
+
* @param {string} symbol unified market symbol
|
|
3110
|
+
* @param {int} [since] the earliest time in ms to fetch trades for
|
|
3111
|
+
* @param {int} [limit] the maximum number of trades structures to retrieve
|
|
3112
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
3113
|
+
* @returns {Trade[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure}
|
|
3114
|
+
*/
|
|
3115
|
+
if (symbol === undefined) {
|
|
3116
|
+
throw new errors.ArgumentsRequired(this.id + ' fetchMyTrades() requires a symbol argument');
|
|
3117
|
+
}
|
|
3118
|
+
await this.loadMarkets();
|
|
3119
|
+
const market = this.market(symbol);
|
|
3120
|
+
const request = {};
|
|
3121
|
+
if (limit !== undefined) {
|
|
3122
|
+
limit = Math.min(200, limit);
|
|
3123
|
+
request['limit'] = limit;
|
|
3124
|
+
}
|
|
3125
|
+
if (market['settle'] === 'USDT') {
|
|
3126
|
+
request['currency'] = 'USDT';
|
|
3127
|
+
request['offset'] = 0;
|
|
3128
|
+
if (limit === undefined) {
|
|
3129
|
+
request['limit'] = 200;
|
|
3130
|
+
}
|
|
3131
|
+
}
|
|
3132
|
+
else {
|
|
3133
|
+
request['symbol'] = market['id'];
|
|
3134
|
+
}
|
|
3135
|
+
if (since !== undefined) {
|
|
3136
|
+
request['start'] = since;
|
|
3137
|
+
}
|
|
3138
|
+
if (market['swap'] && (limit !== undefined)) {
|
|
3139
|
+
request['limit'] = limit;
|
|
3140
|
+
}
|
|
3141
|
+
const isUSDTSettled = market['settle'] === 'USDT';
|
|
3142
|
+
let response = undefined;
|
|
3143
|
+
if (market['swap']) {
|
|
3144
|
+
if (isUSDTSettled) {
|
|
3145
|
+
response = await this.privateGetExchangeOrderV2TradingList(this.extend(request, params));
|
|
3146
|
+
}
|
|
3147
|
+
else {
|
|
3148
|
+
response = await this.privateGetExchangeOrderTrade(this.extend(request, params));
|
|
3149
|
+
}
|
|
3150
|
+
}
|
|
3151
|
+
else {
|
|
3152
|
+
response = await this.privateGetExchangeSpotOrderTrades(this.extend(request, params));
|
|
3153
|
+
}
|
|
3154
|
+
//
|
|
3155
|
+
// spot
|
|
3156
|
+
//
|
|
3157
|
+
// {
|
|
3158
|
+
// "code": 0,
|
|
3159
|
+
// "msg": "OK",
|
|
3160
|
+
// "data": {
|
|
3161
|
+
// "total": 1,
|
|
3162
|
+
// "rows": [
|
|
3163
|
+
// {
|
|
3164
|
+
// "qtyType": "ByQuote",
|
|
3165
|
+
// "transactTimeNs": 1589450974800550100,
|
|
3166
|
+
// "clOrdID": "8ba59d40-df25-d4b0-14cf-0703f44e9690",
|
|
3167
|
+
// "orderID": "b2b7018d-f02f-4c59-b4cf-051b9c2d2e83",
|
|
3168
|
+
// "symbol": "sBTCUSDT",
|
|
3169
|
+
// "side": "Buy",
|
|
3170
|
+
// "priceEP": 970056000000,
|
|
3171
|
+
// "baseQtyEv": 0,
|
|
3172
|
+
// "quoteQtyEv": 1000000000,
|
|
3173
|
+
// "action": "New",
|
|
3174
|
+
// "execStatus": "MakerFill",
|
|
3175
|
+
// "ordStatus": "Filled",
|
|
3176
|
+
// "ordType": "Limit",
|
|
3177
|
+
// "execInst": "None",
|
|
3178
|
+
// "timeInForce": "GoodTillCancel",
|
|
3179
|
+
// "stopDirection": "UNSPECIFIED",
|
|
3180
|
+
// "tradeType": "Trade",
|
|
3181
|
+
// "stopPxEp": 0,
|
|
3182
|
+
// "execId": "c6bd8979-07ba-5946-b07e-f8b65135dbb1",
|
|
3183
|
+
// "execPriceEp": 970056000000,
|
|
3184
|
+
// "execBaseQtyEv": 103000,
|
|
3185
|
+
// "execQuoteQtyEv": 999157680,
|
|
3186
|
+
// "leavesBaseQtyEv": 0,
|
|
3187
|
+
// "leavesQuoteQtyEv": 0,
|
|
3188
|
+
// "execFeeEv": 0,
|
|
3189
|
+
// "feeRateEr": 0
|
|
3190
|
+
// }
|
|
3191
|
+
// ]
|
|
3192
|
+
// }
|
|
3193
|
+
// }
|
|
3194
|
+
//
|
|
3195
|
+
//
|
|
3196
|
+
// swap
|
|
3197
|
+
//
|
|
3198
|
+
// {
|
|
3199
|
+
// "code": 0,
|
|
3200
|
+
// "msg": "OK",
|
|
3201
|
+
// "data": {
|
|
3202
|
+
// "total": 79,
|
|
3203
|
+
// "rows": [
|
|
3204
|
+
// {
|
|
3205
|
+
// "transactTimeNs": 1606054879331565300,
|
|
3206
|
+
// "symbol": "BTCUSD",
|
|
3207
|
+
// "currency": "BTC",
|
|
3208
|
+
// "action": "New",
|
|
3209
|
+
// "side": "Buy",
|
|
3210
|
+
// "tradeType": "Trade",
|
|
3211
|
+
// "execQty": 5,
|
|
3212
|
+
// "execPriceEp": 182990000,
|
|
3213
|
+
// "orderQty": 5,
|
|
3214
|
+
// "priceEp": 183870000,
|
|
3215
|
+
// "execValueEv": 27323,
|
|
3216
|
+
// "feeRateEr": 75000,
|
|
3217
|
+
// "execFeeEv": 21,
|
|
3218
|
+
// "ordType": "Market",
|
|
3219
|
+
// "execID": "5eee56a4-04a9-5677-8eb0-c2fe22ae3645",
|
|
3220
|
+
// "orderID": "ee0acb82-f712-4543-a11d-d23efca73197",
|
|
3221
|
+
// "clOrdID": "",
|
|
3222
|
+
// "execStatus": "TakerFill"
|
|
3223
|
+
// },
|
|
3224
|
+
// ]
|
|
3225
|
+
// }
|
|
3226
|
+
// }
|
|
3227
|
+
//
|
|
3228
|
+
// swap - usdt
|
|
3229
|
+
//
|
|
3230
|
+
// {
|
|
3231
|
+
// "code": 0,
|
|
3232
|
+
// "msg": "OK",
|
|
3233
|
+
// "data": {
|
|
3234
|
+
// "total": 4,
|
|
3235
|
+
// "rows": [
|
|
3236
|
+
// {
|
|
3237
|
+
// "createdAt": 1666226932259,
|
|
3238
|
+
// "symbol": "ETHUSDT",
|
|
3239
|
+
// "currency": "USDT",
|
|
3240
|
+
// "action": 1,
|
|
3241
|
+
// "tradeType": 1,
|
|
3242
|
+
// "execQtyRq": "0.01",
|
|
3243
|
+
// "execPriceRp": "1271.9",
|
|
3244
|
+
// "side": 1,
|
|
3245
|
+
// "orderQtyRq": "0.78",
|
|
3246
|
+
// "priceRp": "1271.9",
|
|
3247
|
+
// "execValueRv": "12.719",
|
|
3248
|
+
// "feeRateRr": "0.0001",
|
|
3249
|
+
// "execFeeRv": "0.0012719",
|
|
3250
|
+
// "ordType": 2,
|
|
3251
|
+
// "execId": "8718cae",
|
|
3252
|
+
// "execStatus": 6
|
|
3253
|
+
// },
|
|
3254
|
+
// ]
|
|
3255
|
+
// }
|
|
3256
|
+
// }
|
|
3257
|
+
//
|
|
3258
|
+
let data = undefined;
|
|
3259
|
+
if (isUSDTSettled) {
|
|
3260
|
+
data = this.safeValue(response, 'data', []);
|
|
3261
|
+
}
|
|
3262
|
+
else {
|
|
3263
|
+
data = this.safeValue(response, 'data', {});
|
|
3264
|
+
data = this.safeValue(data, 'rows', []);
|
|
3265
|
+
}
|
|
3266
|
+
return this.parseTrades(data, market, since, limit);
|
|
3267
|
+
}
|
|
3268
|
+
async fetchDepositAddress(code, params = {}) {
|
|
3269
|
+
/**
|
|
3270
|
+
* @method
|
|
3271
|
+
* @name phemex#fetchDepositAddress
|
|
3272
|
+
* @description fetch the deposit address for a currency associated with this account
|
|
3273
|
+
* @param {string} code unified currency code
|
|
3274
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
3275
|
+
* @returns {object} an [address structure]{@link https://docs.ccxt.com/#/?id=address-structure}
|
|
3276
|
+
*/
|
|
3277
|
+
await this.loadMarkets();
|
|
3278
|
+
const currency = this.currency(code);
|
|
3279
|
+
const request = {
|
|
3280
|
+
'currency': currency['id'],
|
|
3281
|
+
};
|
|
3282
|
+
const defaultNetworks = this.safeValue(this.options, 'defaultNetworks');
|
|
3283
|
+
const defaultNetwork = this.safeStringUpper(defaultNetworks, code);
|
|
3284
|
+
const networks = this.safeValue(this.options, 'networks', {});
|
|
3285
|
+
let network = this.safeStringUpper(params, 'network', defaultNetwork);
|
|
3286
|
+
network = this.safeString(networks, network, network);
|
|
3287
|
+
if (network === undefined) {
|
|
3288
|
+
request['chainName'] = currency['id'];
|
|
3289
|
+
}
|
|
3290
|
+
else {
|
|
3291
|
+
request['chainName'] = network;
|
|
3292
|
+
params = this.omit(params, 'network');
|
|
3293
|
+
}
|
|
3294
|
+
const response = await this.privateGetPhemexUserWalletsV2DepositAddress(this.extend(request, params));
|
|
3295
|
+
// {
|
|
3296
|
+
// "code":0,
|
|
3297
|
+
// "msg":"OK",
|
|
3298
|
+
// "data":{
|
|
3299
|
+
// "address":"0x5bfbf60e0fa7f63598e6cfd8a7fd3ffac4ccc6ad",
|
|
3300
|
+
// "tag":null
|
|
3301
|
+
// }
|
|
3302
|
+
// }
|
|
3303
|
+
//
|
|
3304
|
+
const data = this.safeValue(response, 'data', {});
|
|
3305
|
+
const address = this.safeString(data, 'address');
|
|
3306
|
+
const tag = this.safeString(data, 'tag');
|
|
3307
|
+
this.checkAddress(address);
|
|
3308
|
+
return {
|
|
3309
|
+
'currency': code,
|
|
3310
|
+
'address': address,
|
|
3311
|
+
'tag': tag,
|
|
3312
|
+
'network': undefined,
|
|
3313
|
+
'info': response,
|
|
3314
|
+
};
|
|
3315
|
+
}
|
|
3316
|
+
async fetchDeposits(code = undefined, since = undefined, limit = undefined, params = {}) {
|
|
3317
|
+
/**
|
|
3318
|
+
* @method
|
|
3319
|
+
* @name phemex#fetchDeposits
|
|
3320
|
+
* @description fetch all deposits made to an account
|
|
3321
|
+
* @param {string} code unified currency code
|
|
3322
|
+
* @param {int} [since] the earliest time in ms to fetch deposits for
|
|
3323
|
+
* @param {int} [limit] the maximum number of deposits structures to retrieve
|
|
3324
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
3325
|
+
* @returns {object[]} a list of [transaction structures]{@link https://docs.ccxt.com/#/?id=transaction-structure}
|
|
3326
|
+
*/
|
|
3327
|
+
await this.loadMarkets();
|
|
3328
|
+
let currency = undefined;
|
|
3329
|
+
if (code !== undefined) {
|
|
3330
|
+
currency = this.currency(code);
|
|
3331
|
+
}
|
|
3332
|
+
const response = await this.privateGetExchangeWalletsDepositList(params);
|
|
3333
|
+
//
|
|
3334
|
+
// {
|
|
3335
|
+
// "code":0,
|
|
3336
|
+
// "msg":"OK",
|
|
3337
|
+
// "data":[
|
|
3338
|
+
// {
|
|
3339
|
+
// "id":29200,
|
|
3340
|
+
// "currency":"USDT",
|
|
3341
|
+
// "currencyCode":3,
|
|
3342
|
+
// "txHash":"0x0bdbdc47807769a03b158d5753f54dfc58b92993d2f5e818db21863e01238e5d",
|
|
3343
|
+
// "address":"0x5bfbf60e0fa7f63598e6cfd8a7fd3ffac4ccc6ad",
|
|
3344
|
+
// "amountEv":3000000000,
|
|
3345
|
+
// "confirmations":13,
|
|
3346
|
+
// "type":"Deposit",
|
|
3347
|
+
// "status":"Success",
|
|
3348
|
+
// "createdAt":1592722565000
|
|
3349
|
+
// }
|
|
3350
|
+
// ]
|
|
3351
|
+
// }
|
|
3352
|
+
//
|
|
3353
|
+
const data = this.safeValue(response, 'data', {});
|
|
3354
|
+
return this.parseTransactions(data, currency, since, limit);
|
|
3355
|
+
}
|
|
3356
|
+
async fetchWithdrawals(code = undefined, since = undefined, limit = undefined, params = {}) {
|
|
3357
|
+
/**
|
|
3358
|
+
* @method
|
|
3359
|
+
* @name phemex#fetchWithdrawals
|
|
3360
|
+
* @description fetch all withdrawals made from an account
|
|
3361
|
+
* @param {string} code unified currency code
|
|
3362
|
+
* @param {int} [since] the earliest time in ms to fetch withdrawals for
|
|
3363
|
+
* @param {int} [limit] the maximum number of withdrawals structures to retrieve
|
|
3364
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
3365
|
+
* @returns {object[]} a list of [transaction structures]{@link https://docs.ccxt.com/#/?id=transaction-structure}
|
|
3366
|
+
*/
|
|
3367
|
+
await this.loadMarkets();
|
|
3368
|
+
let currency = undefined;
|
|
3369
|
+
if (code !== undefined) {
|
|
3370
|
+
currency = this.currency(code);
|
|
3371
|
+
}
|
|
3372
|
+
const response = await this.privateGetExchangeWalletsWithdrawList(params);
|
|
3373
|
+
//
|
|
3374
|
+
// {
|
|
3375
|
+
// "code":0,
|
|
3376
|
+
// "msg":"OK",
|
|
3377
|
+
// "data":[
|
|
3378
|
+
// {
|
|
3379
|
+
// "address": "1Lxxxxxxxxxxx"
|
|
3380
|
+
// "amountEv": 200000
|
|
3381
|
+
// "currency": "BTC"
|
|
3382
|
+
// "currencyCode": 1
|
|
3383
|
+
// "expiredTime": 0
|
|
3384
|
+
// "feeEv": 50000
|
|
3385
|
+
// "rejectReason": null
|
|
3386
|
+
// "status": "Succeed"
|
|
3387
|
+
// "txHash": "44exxxxxxxxxxxxxxxxxxxxxx"
|
|
3388
|
+
// "withdrawStatus: ""
|
|
3389
|
+
// }
|
|
3390
|
+
// ]
|
|
3391
|
+
// }
|
|
3392
|
+
//
|
|
3393
|
+
const data = this.safeValue(response, 'data', {});
|
|
3394
|
+
return this.parseTransactions(data, currency, since, limit);
|
|
3395
|
+
}
|
|
3396
|
+
parseTransactionStatus(status) {
|
|
3397
|
+
const statuses = {
|
|
3398
|
+
'Success': 'ok',
|
|
3399
|
+
'Succeed': 'ok',
|
|
3400
|
+
'Rejected': 'failed',
|
|
3401
|
+
'Security check failed': 'failed',
|
|
3402
|
+
'SecurityCheckFailed': 'failed',
|
|
3403
|
+
'Expired': 'failed',
|
|
3404
|
+
'Address Risk': 'failed',
|
|
3405
|
+
'Security Checking': 'pending',
|
|
3406
|
+
'SecurityChecking': 'pending',
|
|
3407
|
+
'Pending Review': 'pending',
|
|
3408
|
+
'Pending Transfer': 'pending',
|
|
3409
|
+
'AmlCsApporve': 'pending',
|
|
3410
|
+
'New': 'pending',
|
|
3411
|
+
'Confirmed': 'pending',
|
|
3412
|
+
'Cancelled': 'canceled',
|
|
3413
|
+
};
|
|
3414
|
+
return this.safeString(statuses, status, status);
|
|
3415
|
+
}
|
|
3416
|
+
parseTransaction(transaction, currency = undefined) {
|
|
3417
|
+
//
|
|
3418
|
+
// withdraw
|
|
3419
|
+
//
|
|
3420
|
+
// {
|
|
3421
|
+
// "id": "10000001",
|
|
3422
|
+
// "freezeId": null,
|
|
3423
|
+
// "address": "44exxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx",
|
|
3424
|
+
// "amountRv": "100",
|
|
3425
|
+
// "chainCode": "11",
|
|
3426
|
+
// "chainName": "TRX",
|
|
3427
|
+
// "currency": "USDT",
|
|
3428
|
+
// "currencyCode": 3,
|
|
3429
|
+
// "email": "abc@gmail.com",
|
|
3430
|
+
// "expiredTime": "0",
|
|
3431
|
+
// "feeRv": "1",
|
|
3432
|
+
// "nickName": null,
|
|
3433
|
+
// "phone": null,
|
|
3434
|
+
// "rejectReason": "",
|
|
3435
|
+
// "submitedAt": "1670000000000",
|
|
3436
|
+
// "submittedAt": "1670000000000",
|
|
3437
|
+
// "txHash": null,
|
|
3438
|
+
// "userId": "10000001",
|
|
3439
|
+
// "status": "Success"
|
|
3440
|
+
//
|
|
3441
|
+
// fetchDeposits
|
|
3442
|
+
//
|
|
3443
|
+
// {
|
|
3444
|
+
// "id": "29200",
|
|
3445
|
+
// "currency": "USDT",
|
|
3446
|
+
// "currencyCode": "3",
|
|
3447
|
+
// "chainName": "ETH",
|
|
3448
|
+
// "chainCode": "4",
|
|
3449
|
+
// "txHash": "0x0bdbdc47807769a03b158d5753f54dfc58b92993d2f5e818db21863e01238e5d",
|
|
3450
|
+
// "address": "0x5bfbf60e0fa7f63598e6cfd8a7fd3ffac4ccc6ad",
|
|
3451
|
+
// "amountEv": "3000000000",
|
|
3452
|
+
// "confirmations": "13",
|
|
3453
|
+
// "type": "Deposit",
|
|
3454
|
+
// "status": "Success",
|
|
3455
|
+
// "createdAt": "1592722565000",
|
|
3456
|
+
// }
|
|
3457
|
+
//
|
|
3458
|
+
// fetchWithdrawals
|
|
3459
|
+
//
|
|
3460
|
+
// {
|
|
3461
|
+
// "id": "10000001",
|
|
3462
|
+
// "userId": "10000001",
|
|
3463
|
+
// "freezeId": "10000002",
|
|
3464
|
+
// "phone": null,
|
|
3465
|
+
// "email": "abc@gmail.com",
|
|
3466
|
+
// "nickName": null,
|
|
3467
|
+
// "currency": "USDT",
|
|
3468
|
+
// "currencyCode": "3",
|
|
3469
|
+
// "status": "Succeed",
|
|
3470
|
+
// "withdrawStatus": "Succeed",
|
|
3471
|
+
// "amountEv": "8800000000",
|
|
3472
|
+
// "feeEv": "1200000000",
|
|
3473
|
+
// "address": "0x5xxxad",
|
|
3474
|
+
// "txHash: "0x0xxxx5d",
|
|
3475
|
+
// "submitedAt": "1702571922000",
|
|
3476
|
+
// "submittedAt": "1702571922000",
|
|
3477
|
+
// "expiredTime": "0",
|
|
3478
|
+
// "rejectReason": null,
|
|
3479
|
+
// "chainName": "ETH",
|
|
3480
|
+
// "chainCode": "4",
|
|
3481
|
+
// "proxyAddress": null
|
|
3482
|
+
// }
|
|
3483
|
+
//
|
|
3484
|
+
const id = this.safeString(transaction, 'id');
|
|
3485
|
+
const address = this.safeString(transaction, 'address');
|
|
3486
|
+
const tag = undefined;
|
|
3487
|
+
const txid = this.safeString(transaction, 'txHash');
|
|
3488
|
+
const currencyId = this.safeString(transaction, 'currency');
|
|
3489
|
+
currency = this.safeCurrency(currencyId, currency);
|
|
3490
|
+
const code = currency['code'];
|
|
3491
|
+
const networkId = this.safeString(transaction, 'chainName');
|
|
3492
|
+
const timestamp = this.safeIntegerN(transaction, ['createdAt', 'submitedAt', 'submittedAt']);
|
|
3493
|
+
let type = this.safeStringLower(transaction, 'type');
|
|
3494
|
+
let feeCost = this.parseNumber(this.fromEn(this.safeString(transaction, 'feeEv'), currency['valueScale']));
|
|
3495
|
+
if (feeCost === undefined) {
|
|
3496
|
+
feeCost = this.safeNumber(transaction, 'feeRv');
|
|
3497
|
+
}
|
|
3498
|
+
let fee = undefined;
|
|
3499
|
+
if (feeCost !== undefined) {
|
|
3500
|
+
type = 'withdrawal';
|
|
3501
|
+
fee = {
|
|
3502
|
+
'cost': feeCost,
|
|
3503
|
+
'currency': code,
|
|
3504
|
+
};
|
|
3505
|
+
}
|
|
3506
|
+
const status = this.parseTransactionStatus(this.safeString(transaction, 'status'));
|
|
3507
|
+
let amount = this.parseNumber(this.fromEn(this.safeString(transaction, 'amountEv'), currency['valueScale']));
|
|
3508
|
+
if (amount === undefined) {
|
|
3509
|
+
amount = this.safeNumber(transaction, 'amountRv');
|
|
3510
|
+
}
|
|
3511
|
+
return {
|
|
3512
|
+
'info': transaction,
|
|
3513
|
+
'id': id,
|
|
3514
|
+
'txid': txid,
|
|
3515
|
+
'timestamp': timestamp,
|
|
3516
|
+
'datetime': this.iso8601(timestamp),
|
|
3517
|
+
'network': this.networkIdToCode(networkId),
|
|
3518
|
+
'address': address,
|
|
3519
|
+
'addressTo': address,
|
|
3520
|
+
'addressFrom': undefined,
|
|
3521
|
+
'tag': tag,
|
|
3522
|
+
'tagTo': tag,
|
|
3523
|
+
'tagFrom': undefined,
|
|
3524
|
+
'type': type,
|
|
3525
|
+
'amount': amount,
|
|
3526
|
+
'currency': code,
|
|
3527
|
+
'status': status,
|
|
3528
|
+
'updated': undefined,
|
|
3529
|
+
'comment': undefined,
|
|
3530
|
+
'internal': undefined,
|
|
3531
|
+
'fee': fee,
|
|
3532
|
+
};
|
|
3533
|
+
}
|
|
3534
|
+
async fetchPositions(symbols = undefined, params = {}) {
|
|
3535
|
+
/**
|
|
3536
|
+
* @method
|
|
3537
|
+
* @name phemex#fetchPositions
|
|
3538
|
+
* @description fetch all open positions
|
|
3539
|
+
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#query-trading-account-and-positions
|
|
3540
|
+
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#query-account-positions
|
|
3541
|
+
* @param {string[]|undefined} symbols list of unified market symbols
|
|
3542
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
3543
|
+
* @returns {object[]} a list of [position structure]{@link https://docs.ccxt.com/#/?id=position-structure}
|
|
3544
|
+
*/
|
|
3545
|
+
await this.loadMarkets();
|
|
3546
|
+
symbols = this.marketSymbols(symbols);
|
|
3547
|
+
let subType = undefined;
|
|
3548
|
+
let code = this.safeString(params, 'currency');
|
|
3549
|
+
let settle = undefined;
|
|
3550
|
+
let market = undefined;
|
|
3551
|
+
const firstSymbol = this.safeString(symbols, 0);
|
|
3552
|
+
if (firstSymbol !== undefined) {
|
|
3553
|
+
market = this.market(firstSymbol);
|
|
3554
|
+
settle = market['settle'];
|
|
3555
|
+
code = market['settle'];
|
|
3556
|
+
}
|
|
3557
|
+
else {
|
|
3558
|
+
[settle, params] = this.handleOptionAndParams(params, 'fetchPositions', 'settle', 'USD');
|
|
3559
|
+
}
|
|
3560
|
+
[subType, params] = this.handleSubTypeAndParams('fetchPositions', market, params);
|
|
3561
|
+
const isUSDTSettled = settle === 'USDT';
|
|
3562
|
+
if (isUSDTSettled) {
|
|
3563
|
+
code = 'USDT';
|
|
3564
|
+
}
|
|
3565
|
+
else if (code === undefined) {
|
|
3566
|
+
code = (subType === 'linear') ? 'USD' : 'BTC';
|
|
3567
|
+
}
|
|
3568
|
+
else {
|
|
3569
|
+
params = this.omit(params, 'code');
|
|
3570
|
+
}
|
|
3571
|
+
const currency = this.currency(code);
|
|
3572
|
+
const request = {
|
|
3573
|
+
'currency': currency['id'],
|
|
3574
|
+
};
|
|
3575
|
+
let response = undefined;
|
|
3576
|
+
if (isUSDTSettled) {
|
|
3577
|
+
response = await this.privateGetGAccountsAccountPositions(this.extend(request, params));
|
|
3578
|
+
}
|
|
3579
|
+
else {
|
|
3580
|
+
response = await this.privateGetAccountsAccountPositions(this.extend(request, params));
|
|
3581
|
+
}
|
|
3582
|
+
//
|
|
3583
|
+
// {
|
|
3584
|
+
// "code":0,"msg":"",
|
|
3585
|
+
// "data":{
|
|
3586
|
+
// "account":{
|
|
3587
|
+
// "accountId":6192120001,
|
|
3588
|
+
// "currency":"BTC",
|
|
3589
|
+
// "accountBalanceEv":1254744,
|
|
3590
|
+
// "totalUsedBalanceEv":0,
|
|
3591
|
+
// "bonusBalanceEv":1254744
|
|
3592
|
+
// },
|
|
3593
|
+
// "positions":[
|
|
3594
|
+
// {
|
|
3595
|
+
// "accountID":6192120001,
|
|
3596
|
+
// "symbol":"BTCUSD",
|
|
3597
|
+
// "currency":"BTC",
|
|
3598
|
+
// "side":"None",
|
|
3599
|
+
// "positionStatus":"Normal",
|
|
3600
|
+
// "crossMargin":false,
|
|
3601
|
+
// "leverageEr":100000000,
|
|
3602
|
+
// "leverage":1.00000000,
|
|
3603
|
+
// "initMarginReqEr":100000000,
|
|
3604
|
+
// "initMarginReq":1.00000000,
|
|
3605
|
+
// "maintMarginReqEr":500000,
|
|
3606
|
+
// "maintMarginReq":0.00500000,
|
|
3607
|
+
// "riskLimitEv":10000000000,
|
|
3608
|
+
// "riskLimit":100.00000000,
|
|
3609
|
+
// "size":0,
|
|
3610
|
+
// "value":0E-8,
|
|
3611
|
+
// "valueEv":0,
|
|
3612
|
+
// "avgEntryPriceEp":0,
|
|
3613
|
+
// "avgEntryPrice":0E-8,
|
|
3614
|
+
// "posCostEv":0,
|
|
3615
|
+
// "posCost":0E-8,
|
|
3616
|
+
// "assignedPosBalanceEv":0,
|
|
3617
|
+
// "assignedPosBalance":0E-8,
|
|
3618
|
+
// "bankruptCommEv":0,
|
|
3619
|
+
// "bankruptComm":0E-8,
|
|
3620
|
+
// "bankruptPriceEp":0,
|
|
3621
|
+
// "bankruptPrice":0E-8,
|
|
3622
|
+
// "positionMarginEv":0,
|
|
3623
|
+
// "positionMargin":0E-8,
|
|
3624
|
+
// "liquidationPriceEp":0,
|
|
3625
|
+
// "liquidationPrice":0E-8,
|
|
3626
|
+
// "deleveragePercentileEr":0,
|
|
3627
|
+
// "deleveragePercentile":0E-8,
|
|
3628
|
+
// "buyValueToCostEr":100225000,
|
|
3629
|
+
// "buyValueToCost":1.00225000,
|
|
3630
|
+
// "sellValueToCostEr":100075000,
|
|
3631
|
+
// "sellValueToCost":1.00075000,
|
|
3632
|
+
// "markPriceEp":135736070,
|
|
3633
|
+
// "markPrice":13573.60700000,
|
|
3634
|
+
// "markValueEv":0,
|
|
3635
|
+
// "markValue":null,
|
|
3636
|
+
// "unRealisedPosLossEv":0,
|
|
3637
|
+
// "unRealisedPosLoss":null,
|
|
3638
|
+
// "estimatedOrdLossEv":0,
|
|
3639
|
+
// "estimatedOrdLoss":0E-8,
|
|
3640
|
+
// "usedBalanceEv":0,
|
|
3641
|
+
// "usedBalance":0E-8,
|
|
3642
|
+
// "takeProfitEp":0,
|
|
3643
|
+
// "takeProfit":null,
|
|
3644
|
+
// "stopLossEp":0,
|
|
3645
|
+
// "stopLoss":null,
|
|
3646
|
+
// "cumClosedPnlEv":0,
|
|
3647
|
+
// "cumFundingFeeEv":0,
|
|
3648
|
+
// "cumTransactFeeEv":0,
|
|
3649
|
+
// "realisedPnlEv":0,
|
|
3650
|
+
// "realisedPnl":null,
|
|
3651
|
+
// "cumRealisedPnlEv":0,
|
|
3652
|
+
// "cumRealisedPnl":null
|
|
3653
|
+
// }
|
|
3654
|
+
// ]
|
|
3655
|
+
// }
|
|
3656
|
+
// }
|
|
3657
|
+
//
|
|
3658
|
+
const data = this.safeValue(response, 'data', {});
|
|
3659
|
+
const positions = this.safeValue(data, 'positions', []);
|
|
3660
|
+
const result = [];
|
|
3661
|
+
for (let i = 0; i < positions.length; i++) {
|
|
3662
|
+
const position = positions[i];
|
|
3663
|
+
result.push(this.parsePosition(position));
|
|
3664
|
+
}
|
|
3665
|
+
return this.filterByArrayPositions(result, 'symbol', symbols, false);
|
|
3666
|
+
}
|
|
3667
|
+
parsePosition(position, market = undefined) {
|
|
3668
|
+
//
|
|
3669
|
+
// {
|
|
3670
|
+
// "userID": "811370",
|
|
3671
|
+
// "accountID": "8113700002",
|
|
3672
|
+
// "symbol": "ETHUSD",
|
|
3673
|
+
// "currency": "USD",
|
|
3674
|
+
// "side": "Buy",
|
|
3675
|
+
// "positionStatus": "Normal",
|
|
3676
|
+
// "crossMargin": false,
|
|
3677
|
+
// "leverageEr": "200000000",
|
|
3678
|
+
// "leverage": "2.00000000",
|
|
3679
|
+
// "initMarginReqEr": "50000000",
|
|
3680
|
+
// "initMarginReq": "0.50000000",
|
|
3681
|
+
// "maintMarginReqEr": "1000000",
|
|
3682
|
+
// "maintMarginReq": "0.01000000",
|
|
3683
|
+
// "riskLimitEv": "5000000000",
|
|
3684
|
+
// "riskLimit": "500000.00000000",
|
|
3685
|
+
// "size": "1",
|
|
3686
|
+
// "value": "22.22370000",
|
|
3687
|
+
// "valueEv": "222237",
|
|
3688
|
+
// "avgEntryPriceEp": "44447400",
|
|
3689
|
+
// "avgEntryPrice": "4444.74000000",
|
|
3690
|
+
// "posCostEv": "111202",
|
|
3691
|
+
// "posCost": "11.12020000",
|
|
3692
|
+
// "assignedPosBalanceEv": "111202",
|
|
3693
|
+
// "assignedPosBalance": "11.12020000",
|
|
3694
|
+
// "bankruptCommEv": "84",
|
|
3695
|
+
// "bankruptComm": "0.00840000",
|
|
3696
|
+
// "bankruptPriceEp": "22224000",
|
|
3697
|
+
// "bankruptPrice": "2222.40000000",
|
|
3698
|
+
// "positionMarginEv": "111118",
|
|
3699
|
+
// "positionMargin": "11.11180000",
|
|
3700
|
+
// "liquidationPriceEp": "22669000",
|
|
3701
|
+
// "liquidationPrice": "2266.90000000",
|
|
3702
|
+
// "deleveragePercentileEr": "0",
|
|
3703
|
+
// "deleveragePercentile": "0E-8",
|
|
3704
|
+
// "buyValueToCostEr": "50112500",
|
|
3705
|
+
// "buyValueToCost": "0.50112500",
|
|
3706
|
+
// "sellValueToCostEr": "50187500",
|
|
3707
|
+
// "sellValueToCost": "0.50187500",
|
|
3708
|
+
// "markPriceEp": "31332499",
|
|
3709
|
+
// "markPrice": "3133.24990000",
|
|
3710
|
+
// "markValueEv": "0",
|
|
3711
|
+
// "markValue": null,
|
|
3712
|
+
// "unRealisedPosLossEv": "0",
|
|
3713
|
+
// "unRealisedPosLoss": null,
|
|
3714
|
+
// "estimatedOrdLossEv": "0",
|
|
3715
|
+
// "estimatedOrdLoss": "0E-8",
|
|
3716
|
+
// "usedBalanceEv": "111202",
|
|
3717
|
+
// "usedBalance": "11.12020000",
|
|
3718
|
+
// "takeProfitEp": "0",
|
|
3719
|
+
// "takeProfit": null,
|
|
3720
|
+
// "stopLossEp": "0",
|
|
3721
|
+
// "stopLoss": null,
|
|
3722
|
+
// "cumClosedPnlEv": "-1546",
|
|
3723
|
+
// "cumFundingFeeEv": "1605",
|
|
3724
|
+
// "cumTransactFeeEv": "8438",
|
|
3725
|
+
// "realisedPnlEv": "0",
|
|
3726
|
+
// "realisedPnl": null,
|
|
3727
|
+
// "cumRealisedPnlEv": "0",
|
|
3728
|
+
// "cumRealisedPnl": null,
|
|
3729
|
+
// "transactTimeNs": "1641571200001885324",
|
|
3730
|
+
// "takerFeeRateEr": "0",
|
|
3731
|
+
// "makerFeeRateEr": "0",
|
|
3732
|
+
// "term": "6",
|
|
3733
|
+
// "lastTermEndTimeNs": "1607711882505745356",
|
|
3734
|
+
// "lastFundingTimeNs": "1641571200000000000",
|
|
3735
|
+
// "curTermRealisedPnlEv": "-1567",
|
|
3736
|
+
// "execSeq": "12112761561"
|
|
3737
|
+
// }
|
|
3738
|
+
//
|
|
3739
|
+
const marketId = this.safeString(position, 'symbol');
|
|
3740
|
+
market = this.safeMarket(marketId, market);
|
|
3741
|
+
const symbol = market['symbol'];
|
|
3742
|
+
const collateral = this.safeString2(position, 'positionMargin', 'positionMarginRv');
|
|
3743
|
+
const notionalString = this.safeString2(position, 'value', 'valueRv');
|
|
3744
|
+
const maintenanceMarginPercentageString = this.safeString2(position, 'maintMarginReq', 'maintMarginReqRr');
|
|
3745
|
+
const maintenanceMarginString = Precise["default"].stringMul(notionalString, maintenanceMarginPercentageString);
|
|
3746
|
+
const initialMarginString = this.safeString2(position, 'assignedPosBalance', 'assignedPosBalanceRv');
|
|
3747
|
+
const initialMarginPercentageString = Precise["default"].stringDiv(initialMarginString, notionalString);
|
|
3748
|
+
const liquidationPrice = this.safeNumber2(position, 'liquidationPrice', 'liquidationPriceRp');
|
|
3749
|
+
const markPriceString = this.safeString2(position, 'markPrice', 'markPriceRp');
|
|
3750
|
+
const contracts = this.safeString(position, 'size');
|
|
3751
|
+
const contractSize = this.safeValue(market, 'contractSize');
|
|
3752
|
+
const contractSizeString = this.numberToString(contractSize);
|
|
3753
|
+
const leverage = this.safeNumber2(position, 'leverage', 'leverageRr');
|
|
3754
|
+
const entryPriceString = this.safeString2(position, 'avgEntryPrice', 'avgEntryPriceRp');
|
|
3755
|
+
const rawSide = this.safeString(position, 'side');
|
|
3756
|
+
let side = undefined;
|
|
3757
|
+
if (rawSide !== undefined) {
|
|
3758
|
+
side = (rawSide === 'Buy') ? 'long' : 'short';
|
|
3759
|
+
}
|
|
3760
|
+
let priceDiff = undefined;
|
|
3761
|
+
const currency = this.safeString(position, 'currency');
|
|
3762
|
+
if (currency === 'USD') {
|
|
3763
|
+
if (side === 'long') {
|
|
3764
|
+
priceDiff = Precise["default"].stringSub(markPriceString, entryPriceString);
|
|
3765
|
+
}
|
|
3766
|
+
else {
|
|
3767
|
+
priceDiff = Precise["default"].stringSub(entryPriceString, markPriceString);
|
|
3768
|
+
}
|
|
3769
|
+
}
|
|
3770
|
+
else {
|
|
3771
|
+
// inverse
|
|
3772
|
+
if (side === 'long') {
|
|
3773
|
+
priceDiff = Precise["default"].stringSub(Precise["default"].stringDiv('1', entryPriceString), Precise["default"].stringDiv('1', markPriceString));
|
|
3774
|
+
}
|
|
3775
|
+
else {
|
|
3776
|
+
priceDiff = Precise["default"].stringSub(Precise["default"].stringDiv('1', markPriceString), Precise["default"].stringDiv('1', entryPriceString));
|
|
3777
|
+
}
|
|
3778
|
+
}
|
|
3779
|
+
const unrealizedPnl = Precise["default"].stringMul(Precise["default"].stringMul(priceDiff, contracts), contractSizeString);
|
|
3780
|
+
const marginRatio = Precise["default"].stringDiv(maintenanceMarginString, collateral);
|
|
3781
|
+
const isCross = this.safeValue(position, 'crossMargin');
|
|
3782
|
+
return this.safePosition({
|
|
3783
|
+
'info': position,
|
|
3784
|
+
'id': undefined,
|
|
3785
|
+
'symbol': symbol,
|
|
3786
|
+
'contracts': this.parseNumber(contracts),
|
|
3787
|
+
'contractSize': contractSize,
|
|
3788
|
+
'unrealizedPnl': this.parseNumber(unrealizedPnl),
|
|
3789
|
+
'leverage': leverage,
|
|
3790
|
+
'liquidationPrice': liquidationPrice,
|
|
3791
|
+
'collateral': this.parseNumber(collateral),
|
|
3792
|
+
'notional': this.parseNumber(notionalString),
|
|
3793
|
+
'markPrice': this.parseNumber(markPriceString),
|
|
3794
|
+
'lastPrice': undefined,
|
|
3795
|
+
'entryPrice': this.parseNumber(entryPriceString),
|
|
3796
|
+
'timestamp': undefined,
|
|
3797
|
+
'lastUpdateTimestamp': undefined,
|
|
3798
|
+
'initialMargin': this.parseNumber(initialMarginString),
|
|
3799
|
+
'initialMarginPercentage': this.parseNumber(initialMarginPercentageString),
|
|
3800
|
+
'maintenanceMargin': this.parseNumber(maintenanceMarginString),
|
|
3801
|
+
'maintenanceMarginPercentage': this.parseNumber(maintenanceMarginPercentageString),
|
|
3802
|
+
'marginRatio': this.parseNumber(marginRatio),
|
|
3803
|
+
'datetime': undefined,
|
|
3804
|
+
'marginMode': isCross ? 'cross' : 'isolated',
|
|
3805
|
+
'side': side,
|
|
3806
|
+
'hedged': false,
|
|
3807
|
+
'percentage': undefined,
|
|
3808
|
+
'stopLossPrice': undefined,
|
|
3809
|
+
'takeProfitPrice': undefined,
|
|
3810
|
+
});
|
|
3811
|
+
}
|
|
3812
|
+
async fetchFundingHistory(symbol = undefined, since = undefined, limit = undefined, params = {}) {
|
|
3813
|
+
/**
|
|
3814
|
+
* @method
|
|
3815
|
+
* @name phemex#fetchFundingHistory
|
|
3816
|
+
* @description fetch the history of funding payments paid and received on this account
|
|
3817
|
+
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#futureDataFundingFeesHist
|
|
3818
|
+
* @param {string} symbol unified market symbol
|
|
3819
|
+
* @param {int} [since] the earliest time in ms to fetch funding history for
|
|
3820
|
+
* @param {int} [limit] the maximum number of funding history structures to retrieve
|
|
3821
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
3822
|
+
* @returns {object} a [funding history structure]{@link https://docs.ccxt.com/#/?id=funding-history-structure}
|
|
3823
|
+
*/
|
|
3824
|
+
if (symbol === undefined) {
|
|
3825
|
+
throw new errors.ArgumentsRequired(this.id + ' fetchFundingHistory() requires a symbol argument');
|
|
3826
|
+
}
|
|
3827
|
+
await this.loadMarkets();
|
|
3828
|
+
const market = this.market(symbol);
|
|
3829
|
+
const request = {
|
|
3830
|
+
'symbol': market['id'],
|
|
3831
|
+
// 'limit': 20, // Page size default 20, max 200
|
|
3832
|
+
// 'offset': 0, // Page start default 0
|
|
3833
|
+
};
|
|
3834
|
+
if (limit !== undefined) {
|
|
3835
|
+
if (limit > 200) {
|
|
3836
|
+
throw new errors.BadRequest(this.id + ' fetchFundingHistory() limit argument cannot exceed 200');
|
|
3837
|
+
}
|
|
3838
|
+
request['limit'] = limit;
|
|
3839
|
+
}
|
|
3840
|
+
let response = undefined;
|
|
3841
|
+
if (market['settle'] === 'USDT') {
|
|
3842
|
+
response = await this.privateGetApiDataGFuturesFundingFees(this.extend(request, params));
|
|
3843
|
+
}
|
|
3844
|
+
else {
|
|
3845
|
+
response = await this.privateGetApiDataFuturesFundingFees(this.extend(request, params));
|
|
3846
|
+
}
|
|
3847
|
+
//
|
|
3848
|
+
// {
|
|
3849
|
+
// "code": 0,
|
|
3850
|
+
// "msg": "OK",
|
|
3851
|
+
// "data": {
|
|
3852
|
+
// "rows": [
|
|
3853
|
+
// {
|
|
3854
|
+
// "symbol": "BTCUSD",
|
|
3855
|
+
// "currency": "BTC",
|
|
3856
|
+
// "execQty": 18,
|
|
3857
|
+
// "side": "Buy",
|
|
3858
|
+
// "execPriceEp": 360086455,
|
|
3859
|
+
// "execValueEv": 49987,
|
|
3860
|
+
// "fundingRateEr": 10000,
|
|
3861
|
+
// "feeRateEr": 10000,
|
|
3862
|
+
// "execFeeEv": 5,
|
|
3863
|
+
// "createTime": 1651881600000
|
|
3864
|
+
// }
|
|
3865
|
+
// ]
|
|
3866
|
+
// }
|
|
3867
|
+
// }
|
|
3868
|
+
//
|
|
3869
|
+
const data = this.safeValue(response, 'data', {});
|
|
3870
|
+
const rows = this.safeValue(data, 'rows', []);
|
|
3871
|
+
const result = [];
|
|
3872
|
+
for (let i = 0; i < rows.length; i++) {
|
|
3873
|
+
const entry = rows[i];
|
|
3874
|
+
const timestamp = this.safeInteger(entry, 'createTime');
|
|
3875
|
+
result.push({
|
|
3876
|
+
'info': entry,
|
|
3877
|
+
'symbol': this.safeString(entry, 'symbol'),
|
|
3878
|
+
'code': this.safeCurrencyCode(this.safeString(entry, 'currency')),
|
|
3879
|
+
'timestamp': timestamp,
|
|
3880
|
+
'datetime': this.iso8601(timestamp),
|
|
3881
|
+
'id': undefined,
|
|
3882
|
+
'amount': this.fromEv(this.safeString(entry, 'execFeeEv'), market),
|
|
3883
|
+
});
|
|
3884
|
+
}
|
|
3885
|
+
return result;
|
|
3886
|
+
}
|
|
3887
|
+
async fetchFundingRate(symbol, params = {}) {
|
|
3888
|
+
/**
|
|
3889
|
+
* @method
|
|
3890
|
+
* @name phemex#fetchFundingRate
|
|
3891
|
+
* @description fetch the current funding rate
|
|
3892
|
+
* @param {string} symbol unified market symbol
|
|
3893
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
3894
|
+
* @returns {object} a [funding rate structure]{@link https://docs.ccxt.com/#/?id=funding-rate-structure}
|
|
3895
|
+
*/
|
|
3896
|
+
await this.loadMarkets();
|
|
3897
|
+
const market = this.market(symbol);
|
|
3898
|
+
if (!market['swap']) {
|
|
3899
|
+
throw new errors.BadSymbol(this.id + ' fetchFundingRate() supports swap contracts only');
|
|
3900
|
+
}
|
|
3901
|
+
const request = {
|
|
3902
|
+
'symbol': market['id'],
|
|
3903
|
+
};
|
|
3904
|
+
let response = {};
|
|
3905
|
+
if (!market['linear']) {
|
|
3906
|
+
response = await this.v1GetMdTicker24hr(this.extend(request, params));
|
|
3907
|
+
}
|
|
3908
|
+
else {
|
|
3909
|
+
response = await this.v2GetMdV2Ticker24hr(this.extend(request, params));
|
|
3910
|
+
}
|
|
3911
|
+
//
|
|
3912
|
+
// {
|
|
3913
|
+
// "error": null,
|
|
3914
|
+
// "id": 0,
|
|
3915
|
+
// "result": {
|
|
3916
|
+
// "askEp": 2332500,
|
|
3917
|
+
// "bidEp": 2331000,
|
|
3918
|
+
// "fundingRateEr": 10000,
|
|
3919
|
+
// "highEp": 2380000,
|
|
3920
|
+
// "indexEp": 2329057,
|
|
3921
|
+
// "lastEp": 2331500,
|
|
3922
|
+
// "lowEp": 2274000,
|
|
3923
|
+
// "markEp": 2329232,
|
|
3924
|
+
// "openEp": 2337500,
|
|
3925
|
+
// "openInterest": 1298050,
|
|
3926
|
+
// "predFundingRateEr": 19921,
|
|
3927
|
+
// "symbol": "ETHUSD",
|
|
3928
|
+
// "timestamp": 1592474241582701416,
|
|
3929
|
+
// "turnoverEv": 47228362330,
|
|
3930
|
+
// "volume": 4053863
|
|
3931
|
+
// }
|
|
3932
|
+
// }
|
|
3933
|
+
//
|
|
3934
|
+
const result = this.safeValue(response, 'result', {});
|
|
3935
|
+
return this.parseFundingRate(result, market);
|
|
3936
|
+
}
|
|
3937
|
+
parseFundingRate(contract, market = undefined) {
|
|
3938
|
+
//
|
|
3939
|
+
// {
|
|
3940
|
+
// "askEp": 2332500,
|
|
3941
|
+
// "bidEp": 2331000,
|
|
3942
|
+
// "fundingRateEr": 10000,
|
|
3943
|
+
// "highEp": 2380000,
|
|
3944
|
+
// "indexEp": 2329057,
|
|
3945
|
+
// "lastEp": 2331500,
|
|
3946
|
+
// "lowEp": 2274000,
|
|
3947
|
+
// "markEp": 2329232,
|
|
3948
|
+
// "openEp": 2337500,
|
|
3949
|
+
// "openInterest": 1298050,
|
|
3950
|
+
// "predFundingRateEr": 19921,
|
|
3951
|
+
// "symbol": "ETHUSD",
|
|
3952
|
+
// "timestamp": 1592474241582701416,
|
|
3953
|
+
// "turnoverEv": 47228362330,
|
|
3954
|
+
// "volume": 4053863
|
|
3955
|
+
// }
|
|
3956
|
+
//
|
|
3957
|
+
// linear swap v2
|
|
3958
|
+
//
|
|
3959
|
+
// {
|
|
3960
|
+
// "closeRp":"16820.5",
|
|
3961
|
+
// "fundingRateRr":"0.0001",
|
|
3962
|
+
// "highRp":"16962.1",
|
|
3963
|
+
// "indexPriceRp":"16830.15651565",
|
|
3964
|
+
// "lowRp":"16785",
|
|
3965
|
+
// "markPriceRp":"16830.97534951",
|
|
3966
|
+
// "openInterestRv":"1323.596",
|
|
3967
|
+
// "openRp":"16851.7",
|
|
3968
|
+
// "predFundingRateRr":"0.0001",
|
|
3969
|
+
// "symbol":"BTCUSDT",
|
|
3970
|
+
// "timestamp":"1672142789065593096",
|
|
3971
|
+
// "turnoverRv":"124835296.0538",
|
|
3972
|
+
// "volumeRq":"7406.95"
|
|
3973
|
+
// }
|
|
3974
|
+
//
|
|
3975
|
+
const marketId = this.safeString(contract, 'symbol');
|
|
3976
|
+
const symbol = this.safeSymbol(marketId, market);
|
|
3977
|
+
const timestamp = this.safeIntegerProduct(contract, 'timestamp', 0.000001);
|
|
3978
|
+
return {
|
|
3979
|
+
'info': contract,
|
|
3980
|
+
'symbol': symbol,
|
|
3981
|
+
'markPrice': this.fromEp(this.safeString2(contract, 'markEp', 'markPriceRp'), market),
|
|
3982
|
+
'indexPrice': this.fromEp(this.safeString2(contract, 'indexEp', 'indexPriceRp'), market),
|
|
3983
|
+
'interestRate': undefined,
|
|
3984
|
+
'estimatedSettlePrice': undefined,
|
|
3985
|
+
'timestamp': timestamp,
|
|
3986
|
+
'datetime': this.iso8601(timestamp),
|
|
3987
|
+
'fundingRate': this.fromEr(this.safeString(contract, 'fundingRateEr'), market),
|
|
3988
|
+
'fundingTimestamp': undefined,
|
|
3989
|
+
'fundingDatetime': undefined,
|
|
3990
|
+
'nextFundingRate': this.fromEr(this.safeString2(contract, 'predFundingRateEr', 'predFundingRateRr'), market),
|
|
3991
|
+
'nextFundingTimestamp': undefined,
|
|
3992
|
+
'nextFundingDatetime': undefined,
|
|
3993
|
+
'previousFundingRate': undefined,
|
|
3994
|
+
'previousFundingTimestamp': undefined,
|
|
3995
|
+
'previousFundingDatetime': undefined,
|
|
3996
|
+
};
|
|
3997
|
+
}
|
|
3998
|
+
async setMargin(symbol, amount, params = {}) {
|
|
3999
|
+
/**
|
|
4000
|
+
* @method
|
|
4001
|
+
* @name phemex#setMargin
|
|
4002
|
+
* @description Either adds or reduces margin in an isolated position in order to set the margin to a specific value
|
|
4003
|
+
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md#assign-position-balance-in-isolated-marign-mode
|
|
4004
|
+
* @param {string} symbol unified market symbol of the market to set margin in
|
|
4005
|
+
* @param {float} amount the amount to set the margin to
|
|
4006
|
+
* @param {object} [params] parameters specific to the exchange API endpoint
|
|
4007
|
+
* @returns {object} A [margin structure]{@link https://docs.ccxt.com/#/?id=add-margin-structure}
|
|
4008
|
+
*/
|
|
4009
|
+
await this.loadMarkets();
|
|
4010
|
+
const market = this.market(symbol);
|
|
4011
|
+
const request = {
|
|
4012
|
+
'symbol': market['id'],
|
|
4013
|
+
'posBalanceEv': this.toEv(amount, market),
|
|
4014
|
+
};
|
|
4015
|
+
const response = await this.privatePostPositionsAssign(this.extend(request, params));
|
|
4016
|
+
//
|
|
4017
|
+
// {
|
|
4018
|
+
// "code": 0,
|
|
4019
|
+
// "msg": "",
|
|
4020
|
+
// "data": "OK"
|
|
4021
|
+
// }
|
|
4022
|
+
//
|
|
4023
|
+
return this.extend(this.parseMarginModification(response, market), {
|
|
4024
|
+
'amount': amount,
|
|
4025
|
+
});
|
|
4026
|
+
}
|
|
4027
|
+
parseMarginStatus(status) {
|
|
4028
|
+
const statuses = {
|
|
4029
|
+
'0': 'ok',
|
|
4030
|
+
};
|
|
4031
|
+
return this.safeString(statuses, status, status);
|
|
4032
|
+
}
|
|
4033
|
+
parseMarginModification(data, market = undefined) {
|
|
4034
|
+
//
|
|
4035
|
+
// {
|
|
4036
|
+
// "code": 0,
|
|
4037
|
+
// "msg": "",
|
|
4038
|
+
// "data": "OK"
|
|
4039
|
+
// }
|
|
4040
|
+
//
|
|
4041
|
+
market = this.safeMarket(undefined, market);
|
|
4042
|
+
const inverse = this.safeValue(market, 'inverse');
|
|
4043
|
+
const codeCurrency = inverse ? 'base' : 'quote';
|
|
4044
|
+
return {
|
|
4045
|
+
'info': data,
|
|
4046
|
+
'type': 'set',
|
|
4047
|
+
'amount': undefined,
|
|
4048
|
+
'total': undefined,
|
|
4049
|
+
'code': market[codeCurrency],
|
|
4050
|
+
'symbol': this.safeSymbol(undefined, market),
|
|
4051
|
+
'status': this.parseMarginStatus(this.safeString(data, 'code')),
|
|
4052
|
+
};
|
|
4053
|
+
}
|
|
4054
|
+
async setMarginMode(marginMode, symbol = undefined, params = {}) {
|
|
4055
|
+
/**
|
|
4056
|
+
* @method
|
|
4057
|
+
* @name phemex#setMarginMode
|
|
4058
|
+
* @description set margin mode to 'cross' or 'isolated'
|
|
4059
|
+
* @param {string} marginMode 'cross' or 'isolated'
|
|
4060
|
+
* @param {string} symbol unified market symbol
|
|
4061
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
4062
|
+
* @returns {object} response from the exchange
|
|
4063
|
+
*/
|
|
4064
|
+
if (symbol === undefined) {
|
|
4065
|
+
throw new errors.ArgumentsRequired(this.id + ' setMarginMode() requires a symbol argument');
|
|
4066
|
+
}
|
|
4067
|
+
await this.loadMarkets();
|
|
4068
|
+
const market = this.market(symbol);
|
|
4069
|
+
if (!market['swap'] || market['settle'] === 'USDT') {
|
|
4070
|
+
throw new errors.BadSymbol(this.id + ' setMarginMode() supports swap (non USDT based) contracts only');
|
|
4071
|
+
}
|
|
4072
|
+
marginMode = marginMode.toLowerCase();
|
|
4073
|
+
if (marginMode !== 'isolated' && marginMode !== 'cross') {
|
|
4074
|
+
throw new errors.BadRequest(this.id + ' setMarginMode() marginMode argument should be isolated or cross');
|
|
4075
|
+
}
|
|
4076
|
+
let leverage = this.safeInteger(params, 'leverage');
|
|
4077
|
+
if (marginMode === 'cross') {
|
|
4078
|
+
leverage = 0;
|
|
4079
|
+
}
|
|
4080
|
+
if (leverage === undefined) {
|
|
4081
|
+
throw new errors.ArgumentsRequired(this.id + ' setMarginMode() requires a leverage parameter');
|
|
4082
|
+
}
|
|
4083
|
+
const request = {
|
|
4084
|
+
'symbol': market['id'],
|
|
4085
|
+
'leverage': leverage,
|
|
4086
|
+
};
|
|
4087
|
+
return await this.privatePutPositionsLeverage(this.extend(request, params));
|
|
4088
|
+
}
|
|
4089
|
+
async setPositionMode(hedged, symbol = undefined, params = {}) {
|
|
4090
|
+
/**
|
|
4091
|
+
* @method
|
|
4092
|
+
* @name phemex#setPositionMode
|
|
4093
|
+
* @description set hedged to true or false for a market
|
|
4094
|
+
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#switch-position-mode-synchronously
|
|
4095
|
+
* @param {bool} hedged set to true to use dualSidePosition
|
|
4096
|
+
* @param {string} symbol not used by binance setPositionMode ()
|
|
4097
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
4098
|
+
* @returns {object} response from the exchange
|
|
4099
|
+
*/
|
|
4100
|
+
this.checkRequiredArgument('setPositionMode', symbol, 'symbol');
|
|
4101
|
+
await this.loadMarkets();
|
|
4102
|
+
const market = this.market(symbol);
|
|
4103
|
+
if (market['settle'] !== 'USDT') {
|
|
4104
|
+
throw new errors.BadSymbol(this.id + ' setPositionMode() supports USDT settled markets only');
|
|
4105
|
+
}
|
|
4106
|
+
const request = {
|
|
4107
|
+
'symbol': market['id'],
|
|
4108
|
+
};
|
|
4109
|
+
if (hedged) {
|
|
4110
|
+
request['targetPosMode'] = 'Hedged';
|
|
4111
|
+
}
|
|
4112
|
+
else {
|
|
4113
|
+
request['targetPosMode'] = 'OneWay';
|
|
4114
|
+
}
|
|
4115
|
+
return await this.privatePutGPositionsSwitchPosModeSync(this.extend(request, params));
|
|
4116
|
+
}
|
|
4117
|
+
async fetchLeverageTiers(symbols = undefined, params = {}) {
|
|
4118
|
+
/**
|
|
4119
|
+
* @method
|
|
4120
|
+
* @name phemex#fetchLeverageTiers
|
|
4121
|
+
* @description retrieve information on the maximum leverage, and maintenance margin for trades of varying trade sizes
|
|
4122
|
+
* @param {string[]|undefined} symbols list of unified market symbols
|
|
4123
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
4124
|
+
* @returns {object} a dictionary of [leverage tiers structures]{@link https://docs.ccxt.com/#/?id=leverage-tiers-structure}, indexed by market symbols
|
|
4125
|
+
*/
|
|
4126
|
+
await this.loadMarkets();
|
|
4127
|
+
if (symbols !== undefined) {
|
|
4128
|
+
const first = this.safeValue(symbols, 0);
|
|
4129
|
+
const market = this.market(first);
|
|
4130
|
+
if (market['settle'] !== 'USD') {
|
|
4131
|
+
throw new errors.BadSymbol(this.id + ' fetchLeverageTiers() supports USD settled markets only');
|
|
4132
|
+
}
|
|
4133
|
+
}
|
|
4134
|
+
const response = await this.publicGetCfgV2Products(params);
|
|
4135
|
+
//
|
|
4136
|
+
// {
|
|
4137
|
+
// "code":0,
|
|
4138
|
+
// "msg":"OK",
|
|
4139
|
+
// "data":{
|
|
4140
|
+
// "ratioScale":8,
|
|
4141
|
+
// "currencies":[
|
|
4142
|
+
// {"currency":"BTC","valueScale":8,"minValueEv":1,"maxValueEv":5000000000000000000,"name":"Bitcoin"},
|
|
4143
|
+
// {"currency":"USD","valueScale":4,"minValueEv":1,"maxValueEv":500000000000000,"name":"USD"},
|
|
4144
|
+
// {"currency":"USDT","valueScale":8,"minValueEv":1,"maxValueEv":5000000000000000000,"name":"TetherUS"},
|
|
4145
|
+
// ],
|
|
4146
|
+
// "products":[
|
|
4147
|
+
// {
|
|
4148
|
+
// "symbol":"BTCUSD",
|
|
4149
|
+
// "displaySymbol":"BTC / USD",
|
|
4150
|
+
// "indexSymbol":".BTC",
|
|
4151
|
+
// "markSymbol":".MBTC",
|
|
4152
|
+
// "fundingRateSymbol":".BTCFR",
|
|
4153
|
+
// "fundingRate8hSymbol":".BTCFR8H",
|
|
4154
|
+
// "contractUnderlyingAssets":"USD",
|
|
4155
|
+
// "settleCurrency":"BTC",
|
|
4156
|
+
// "quoteCurrency":"USD",
|
|
4157
|
+
// "contractSize":1.0,
|
|
4158
|
+
// "lotSize":1,
|
|
4159
|
+
// "tickSize":0.5,
|
|
4160
|
+
// "priceScale":4,
|
|
4161
|
+
// "ratioScale":8,
|
|
4162
|
+
// "pricePrecision":1,
|
|
4163
|
+
// "minPriceEp":5000,
|
|
4164
|
+
// "maxPriceEp":10000000000,
|
|
4165
|
+
// "maxOrderQty":1000000,
|
|
4166
|
+
// "type":"Perpetual"
|
|
4167
|
+
// },
|
|
4168
|
+
// {
|
|
4169
|
+
// "symbol":"sBTCUSDT",
|
|
4170
|
+
// "displaySymbol":"BTC / USDT",
|
|
4171
|
+
// "quoteCurrency":"USDT",
|
|
4172
|
+
// "pricePrecision":2,
|
|
4173
|
+
// "type":"Spot",
|
|
4174
|
+
// "baseCurrency":"BTC",
|
|
4175
|
+
// "baseTickSize":"0.000001 BTC",
|
|
4176
|
+
// "baseTickSizeEv":100,
|
|
4177
|
+
// "quoteTickSize":"0.01 USDT",
|
|
4178
|
+
// "quoteTickSizeEv":1000000,
|
|
4179
|
+
// "minOrderValue":"10 USDT",
|
|
4180
|
+
// "minOrderValueEv":1000000000,
|
|
4181
|
+
// "maxBaseOrderSize":"1000 BTC",
|
|
4182
|
+
// "maxBaseOrderSizeEv":100000000000,
|
|
4183
|
+
// "maxOrderValue":"5,000,000 USDT",
|
|
4184
|
+
// "maxOrderValueEv":500000000000000,
|
|
4185
|
+
// "defaultTakerFee":"0.001",
|
|
4186
|
+
// "defaultTakerFeeEr":100000,
|
|
4187
|
+
// "defaultMakerFee":"0.001",
|
|
4188
|
+
// "defaultMakerFeeEr":100000,
|
|
4189
|
+
// "baseQtyPrecision":6,
|
|
4190
|
+
// "quoteQtyPrecision":2
|
|
4191
|
+
// },
|
|
4192
|
+
// ],
|
|
4193
|
+
// "riskLimits":[
|
|
4194
|
+
// {
|
|
4195
|
+
// "symbol":"BTCUSD",
|
|
4196
|
+
// "steps":"50",
|
|
4197
|
+
// "riskLimits":[
|
|
4198
|
+
// {"limit":100,"initialMargin":"1.0%","initialMarginEr":1000000,"maintenanceMargin":"0.5%","maintenanceMarginEr":500000},
|
|
4199
|
+
// {"limit":150,"initialMargin":"1.5%","initialMarginEr":1500000,"maintenanceMargin":"1.0%","maintenanceMarginEr":1000000},
|
|
4200
|
+
// {"limit":200,"initialMargin":"2.0%","initialMarginEr":2000000,"maintenanceMargin":"1.5%","maintenanceMarginEr":1500000},
|
|
4201
|
+
// ]
|
|
4202
|
+
// },
|
|
4203
|
+
// ],
|
|
4204
|
+
// "leverages":[
|
|
4205
|
+
// {"initialMargin":"1.0%","initialMarginEr":1000000,"options":[1,2,3,5,10,25,50,100]},
|
|
4206
|
+
// {"initialMargin":"1.5%","initialMarginEr":1500000,"options":[1,2,3,5,10,25,50,66]},
|
|
4207
|
+
// {"initialMargin":"2.0%","initialMarginEr":2000000,"options":[1,2,3,5,10,25,33,50]},
|
|
4208
|
+
// ]
|
|
4209
|
+
// }
|
|
4210
|
+
// }
|
|
4211
|
+
//
|
|
4212
|
+
//
|
|
4213
|
+
const data = this.safeValue(response, 'data', {});
|
|
4214
|
+
const riskLimits = this.safeValue(data, 'riskLimits');
|
|
4215
|
+
return this.parseLeverageTiers(riskLimits, symbols, 'symbol');
|
|
4216
|
+
}
|
|
4217
|
+
parseMarketLeverageTiers(info, market = undefined) {
|
|
4218
|
+
/**
|
|
4219
|
+
* @param {object} info Exchange market response for 1 market
|
|
4220
|
+
* @param {object} market CCXT market
|
|
4221
|
+
*/
|
|
4222
|
+
//
|
|
4223
|
+
// {
|
|
4224
|
+
// "symbol":"BTCUSD",
|
|
4225
|
+
// "steps":"50",
|
|
4226
|
+
// "riskLimits":[
|
|
4227
|
+
// {"limit":100,"initialMargin":"1.0%","initialMarginEr":1000000,"maintenanceMargin":"0.5%","maintenanceMarginEr":500000},
|
|
4228
|
+
// {"limit":150,"initialMargin":"1.5%","initialMarginEr":1500000,"maintenanceMargin":"1.0%","maintenanceMarginEr":1000000},
|
|
4229
|
+
// {"limit":200,"initialMargin":"2.0%","initialMarginEr":2000000,"maintenanceMargin":"1.5%","maintenanceMarginEr":1500000},
|
|
4230
|
+
// ]
|
|
4231
|
+
// },
|
|
4232
|
+
//
|
|
4233
|
+
market = this.safeMarket(undefined, market);
|
|
4234
|
+
const riskLimits = (market['info']['riskLimits']);
|
|
4235
|
+
const tiers = [];
|
|
4236
|
+
let minNotional = 0;
|
|
4237
|
+
for (let i = 0; i < riskLimits.length; i++) {
|
|
4238
|
+
const tier = riskLimits[i];
|
|
4239
|
+
const maxNotional = this.safeInteger(tier, 'limit');
|
|
4240
|
+
tiers.push({
|
|
4241
|
+
'tier': this.sum(i, 1),
|
|
4242
|
+
'currency': market['settle'],
|
|
4243
|
+
'minNotional': minNotional,
|
|
4244
|
+
'maxNotional': maxNotional,
|
|
4245
|
+
'maintenanceMarginRate': this.safeString(tier, 'maintenanceMargin'),
|
|
4246
|
+
'maxLeverage': undefined,
|
|
4247
|
+
'info': tier,
|
|
4248
|
+
});
|
|
4249
|
+
minNotional = maxNotional;
|
|
4250
|
+
}
|
|
4251
|
+
return tiers;
|
|
4252
|
+
}
|
|
4253
|
+
sign(path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
|
|
4254
|
+
const query = this.omit(params, this.extractParams(path));
|
|
4255
|
+
const requestPath = '/' + this.implodeParams(path, params);
|
|
4256
|
+
let url = requestPath;
|
|
4257
|
+
let queryString = '';
|
|
4258
|
+
if ((method === 'GET') || (method === 'DELETE') || (method === 'PUT') || (url === '/positions/assign')) {
|
|
4259
|
+
if (Object.keys(query).length) {
|
|
4260
|
+
queryString = this.urlencodeWithArrayRepeat(query);
|
|
4261
|
+
url += '?' + queryString;
|
|
4262
|
+
}
|
|
4263
|
+
}
|
|
4264
|
+
if (api === 'private') {
|
|
4265
|
+
this.checkRequiredCredentials();
|
|
4266
|
+
const timestamp = this.seconds();
|
|
4267
|
+
const xPhemexRequestExpiry = this.safeInteger(this.options, 'x-phemex-request-expiry', 60);
|
|
4268
|
+
const expiry = this.sum(timestamp, xPhemexRequestExpiry);
|
|
4269
|
+
const expiryString = expiry.toString();
|
|
4270
|
+
headers = {
|
|
4271
|
+
'x-phemex-access-token': this.apiKey,
|
|
4272
|
+
'x-phemex-request-expiry': expiryString,
|
|
4273
|
+
};
|
|
4274
|
+
let payload = '';
|
|
4275
|
+
if (method === 'POST') {
|
|
4276
|
+
const isOrderPlacement = (path === 'g-orders') || (path === 'spot/orders') || (path === 'orders');
|
|
4277
|
+
if (isOrderPlacement) {
|
|
4278
|
+
if (this.safeString(params, 'clOrdID') === undefined) {
|
|
4279
|
+
const id = this.safeString(this.options, 'brokerId', 'CCXT123456');
|
|
4280
|
+
params['clOrdID'] = id + this.uuid16();
|
|
4281
|
+
}
|
|
4282
|
+
}
|
|
4283
|
+
payload = this.json(params);
|
|
4284
|
+
body = payload;
|
|
4285
|
+
headers['Content-Type'] = 'application/json';
|
|
4286
|
+
}
|
|
4287
|
+
const auth = requestPath + queryString + expiryString + payload;
|
|
4288
|
+
headers['x-phemex-request-signature'] = this.hmac(this.encode(auth), this.encode(this.secret), sha256.sha256);
|
|
4289
|
+
}
|
|
4290
|
+
url = this.implodeHostname(this.urls['api'][api]) + url;
|
|
4291
|
+
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
|
|
4292
|
+
}
|
|
4293
|
+
async setLeverage(leverage, symbol = undefined, params = {}) {
|
|
4294
|
+
/**
|
|
4295
|
+
* @method
|
|
4296
|
+
* @name phemex#setLeverage
|
|
4297
|
+
* @description set the level of leverage for a market
|
|
4298
|
+
* @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#set-leverage
|
|
4299
|
+
* @param {float} leverage the rate of leverage, 100 > leverage > -100 excluding numbers between -1 to 1
|
|
4300
|
+
* @param {string} symbol unified market symbol
|
|
4301
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
4302
|
+
* @param {bool} [params.hedged] set to true if hedged position mode is enabled (by default long and short leverage are set to the same value)
|
|
4303
|
+
* @param {float} [params.longLeverageRr] *hedged mode only* set the leverage for long positions
|
|
4304
|
+
* @param {float} [params.shortLeverageRr] *hedged mode only* set the leverage for short positions
|
|
4305
|
+
* @returns {object} response from the exchange
|
|
4306
|
+
*/
|
|
4307
|
+
// WARNING: THIS WILL INCREASE LIQUIDATION PRICE FOR OPEN ISOLATED LONG POSITIONS
|
|
4308
|
+
// AND DECREASE LIQUIDATION PRICE FOR OPEN ISOLATED SHORT POSITIONS
|
|
4309
|
+
if (symbol === undefined) {
|
|
4310
|
+
throw new errors.ArgumentsRequired(this.id + ' setLeverage() requires a symbol argument');
|
|
4311
|
+
}
|
|
4312
|
+
if ((leverage < -100) || (leverage > 100)) {
|
|
4313
|
+
throw new errors.BadRequest(this.id + ' setLeverage() leverage should be between -100 and 100');
|
|
4314
|
+
}
|
|
4315
|
+
await this.loadMarkets();
|
|
4316
|
+
const isHedged = this.safeValue(params, 'hedged', false);
|
|
4317
|
+
const longLeverageRr = this.safeInteger(params, 'longLeverageRr');
|
|
4318
|
+
const shortLeverageRr = this.safeInteger(params, 'shortLeverageRr');
|
|
4319
|
+
const market = this.market(symbol);
|
|
4320
|
+
const request = {
|
|
4321
|
+
'symbol': market['id'],
|
|
4322
|
+
};
|
|
4323
|
+
let response = undefined;
|
|
4324
|
+
if (market['settle'] === 'USDT') {
|
|
4325
|
+
if (!isHedged && longLeverageRr === undefined && shortLeverageRr === undefined) {
|
|
4326
|
+
request['leverageRr'] = leverage;
|
|
4327
|
+
}
|
|
4328
|
+
else {
|
|
4329
|
+
const long = (longLeverageRr !== undefined) ? longLeverageRr : leverage;
|
|
4330
|
+
const short = (shortLeverageRr !== undefined) ? shortLeverageRr : leverage;
|
|
4331
|
+
request['longLeverageRr'] = long;
|
|
4332
|
+
request['shortLeverageRr'] = short;
|
|
4333
|
+
}
|
|
4334
|
+
response = await this.privatePutGPositionsLeverage(this.extend(request, params));
|
|
4335
|
+
}
|
|
4336
|
+
else {
|
|
4337
|
+
request['leverage'] = leverage;
|
|
4338
|
+
response = await this.privatePutPositionsLeverage(this.extend(request, params));
|
|
4339
|
+
}
|
|
4340
|
+
return response;
|
|
4341
|
+
}
|
|
4342
|
+
async transfer(code, amount, fromAccount, toAccount, params = {}) {
|
|
4343
|
+
/**
|
|
4344
|
+
* @method
|
|
4345
|
+
* @name phemex#transfer
|
|
4346
|
+
* @description transfer currency internally between wallets on the same account
|
|
4347
|
+
* @param {string} code unified currency code
|
|
4348
|
+
* @param {float} amount amount to transfer
|
|
4349
|
+
* @param {string} fromAccount account to transfer from
|
|
4350
|
+
* @param {string} toAccount account to transfer to
|
|
4351
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
4352
|
+
* @param {string} [params.bizType] for transferring between main and sub-acounts either 'SPOT' or 'PERPETUAL' default is 'SPOT'
|
|
4353
|
+
* @returns {object} a [transfer structure]{@link https://docs.ccxt.com/#/?id=transfer-structure}
|
|
4354
|
+
*/
|
|
4355
|
+
await this.loadMarkets();
|
|
4356
|
+
const currency = this.currency(code);
|
|
4357
|
+
const accountsByType = this.safeValue(this.options, 'accountsByType', {});
|
|
4358
|
+
const fromId = this.safeString(accountsByType, fromAccount, fromAccount);
|
|
4359
|
+
const toId = this.safeString(accountsByType, toAccount, toAccount);
|
|
4360
|
+
const scaledAmmount = this.toEv(amount, currency);
|
|
4361
|
+
let direction = undefined;
|
|
4362
|
+
let transfer = undefined;
|
|
4363
|
+
if (fromId === 'spot' && toId === 'future') {
|
|
4364
|
+
direction = 2;
|
|
4365
|
+
}
|
|
4366
|
+
else if (fromId === 'future' && toId === 'spot') {
|
|
4367
|
+
direction = 1;
|
|
4368
|
+
}
|
|
4369
|
+
if (direction !== undefined) {
|
|
4370
|
+
const request = {
|
|
4371
|
+
'currency': currency['id'],
|
|
4372
|
+
'moveOp': direction,
|
|
4373
|
+
'amountEv': scaledAmmount,
|
|
4374
|
+
};
|
|
4375
|
+
const response = await this.privatePostAssetsTransfer(this.extend(request, params));
|
|
4376
|
+
//
|
|
4377
|
+
// {
|
|
4378
|
+
// "code": "0",
|
|
4379
|
+
// "msg": "OK",
|
|
4380
|
+
// "data": {
|
|
4381
|
+
// "linkKey": "8564eba4-c9ec-49d6-9b8c-2ec5001a0fb9",
|
|
4382
|
+
// "userId": "4018340",
|
|
4383
|
+
// "currency": "USD",
|
|
4384
|
+
// "amountEv": "10",
|
|
4385
|
+
// "side": "2",
|
|
4386
|
+
// "status": "10"
|
|
4387
|
+
// }
|
|
4388
|
+
// }
|
|
4389
|
+
//
|
|
4390
|
+
const data = this.safeValue(response, 'data', {});
|
|
4391
|
+
transfer = this.parseTransfer(data, currency);
|
|
4392
|
+
}
|
|
4393
|
+
else { // sub account transfer
|
|
4394
|
+
const request = {
|
|
4395
|
+
'fromUserId': fromId,
|
|
4396
|
+
'toUserId': toId,
|
|
4397
|
+
'amountEv': scaledAmmount,
|
|
4398
|
+
'currency': currency['id'],
|
|
4399
|
+
'bizType': this.safeString(params, 'bizType', 'SPOT'),
|
|
4400
|
+
};
|
|
4401
|
+
const response = await this.privatePostAssetsUniversalTransfer(this.extend(request, params));
|
|
4402
|
+
//
|
|
4403
|
+
// {
|
|
4404
|
+
// "code": "0",
|
|
4405
|
+
// "msg": "OK",
|
|
4406
|
+
// "data": "API-923db826-aaaa-aaaa-aaaa-4d98c3a7c9fd"
|
|
4407
|
+
// }
|
|
4408
|
+
//
|
|
4409
|
+
transfer = this.parseTransfer(response);
|
|
4410
|
+
}
|
|
4411
|
+
const transferOptions = this.safeValue(this.options, 'transfer', {});
|
|
4412
|
+
const fillResponseFromRequest = this.safeValue(transferOptions, 'fillResponseFromRequest', true);
|
|
4413
|
+
if (fillResponseFromRequest) {
|
|
4414
|
+
if (transfer['fromAccount'] === undefined) {
|
|
4415
|
+
transfer['fromAccount'] = fromAccount;
|
|
4416
|
+
}
|
|
4417
|
+
if (transfer['toAccount'] === undefined) {
|
|
4418
|
+
transfer['toAccount'] = toAccount;
|
|
4419
|
+
}
|
|
4420
|
+
if (transfer['amount'] === undefined) {
|
|
4421
|
+
transfer['amount'] = amount;
|
|
4422
|
+
}
|
|
4423
|
+
if (transfer['currency'] === undefined) {
|
|
4424
|
+
transfer['currency'] = code;
|
|
4425
|
+
}
|
|
4426
|
+
}
|
|
4427
|
+
return transfer;
|
|
4428
|
+
}
|
|
4429
|
+
async fetchTransfers(code = undefined, since = undefined, limit = undefined, params = {}) {
|
|
4430
|
+
/**
|
|
4431
|
+
* @method
|
|
4432
|
+
* @name phemex#fetchTransfers
|
|
4433
|
+
* @description fetch a history of internal transfers made on an account
|
|
4434
|
+
* @param {string} code unified currency code of the currency transferred
|
|
4435
|
+
* @param {int} [since] the earliest time in ms to fetch transfers for
|
|
4436
|
+
* @param {int} [limit] the maximum number of transfers structures to retrieve
|
|
4437
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
4438
|
+
* @returns {object[]} a list of [transfer structures]{@link https://docs.ccxt.com/#/?id=transfer-structure}
|
|
4439
|
+
*/
|
|
4440
|
+
await this.loadMarkets();
|
|
4441
|
+
if (code === undefined) {
|
|
4442
|
+
throw new errors.ArgumentsRequired(this.id + ' fetchTransfers() requires a code argument');
|
|
4443
|
+
}
|
|
4444
|
+
const currency = this.currency(code);
|
|
4445
|
+
const request = {
|
|
4446
|
+
'currency': currency['id'],
|
|
4447
|
+
};
|
|
4448
|
+
if (since !== undefined) {
|
|
4449
|
+
request['start'] = since;
|
|
4450
|
+
}
|
|
4451
|
+
if (limit !== undefined) {
|
|
4452
|
+
request['limit'] = limit;
|
|
4453
|
+
}
|
|
4454
|
+
const response = await this.privateGetAssetsTransfer(this.extend(request, params));
|
|
4455
|
+
//
|
|
4456
|
+
// {
|
|
4457
|
+
// "code": 0,
|
|
4458
|
+
// "msg": "OK",
|
|
4459
|
+
// "data": {
|
|
4460
|
+
// "rows": [
|
|
4461
|
+
// {
|
|
4462
|
+
// "linkKey": "87c071a3-8628-4ac2-aca1-6ce0d1fad66c",
|
|
4463
|
+
// "userId": 4148428,
|
|
4464
|
+
// "currency": "BTC",
|
|
4465
|
+
// "amountEv": 67932,
|
|
4466
|
+
// "side": 2,
|
|
4467
|
+
// "status": 10,
|
|
4468
|
+
// "createTime": 1652832467000,
|
|
4469
|
+
// "bizType": 10
|
|
4470
|
+
// }
|
|
4471
|
+
// ]
|
|
4472
|
+
// }
|
|
4473
|
+
// }
|
|
4474
|
+
//
|
|
4475
|
+
const data = this.safeValue(response, 'data', {});
|
|
4476
|
+
const transfers = this.safeValue(data, 'rows', []);
|
|
4477
|
+
return this.parseTransfers(transfers, currency, since, limit);
|
|
4478
|
+
}
|
|
4479
|
+
parseTransfer(transfer, currency = undefined) {
|
|
4480
|
+
//
|
|
4481
|
+
// transfer
|
|
4482
|
+
//
|
|
4483
|
+
// {
|
|
4484
|
+
// "linkKey": "8564eba4-c9ec-49d6-9b8c-2ec5001a0fb9",
|
|
4485
|
+
// "userId": "4018340",
|
|
4486
|
+
// "currency": "USD",
|
|
4487
|
+
// "amountEv": "10",
|
|
4488
|
+
// "side": "2",
|
|
4489
|
+
// "status": "10"
|
|
4490
|
+
// }
|
|
4491
|
+
//
|
|
4492
|
+
// fetchTransfers
|
|
4493
|
+
//
|
|
4494
|
+
// {
|
|
4495
|
+
// "linkKey": "87c071a3-8628-4ac2-aca1-6ce0d1fad66c",
|
|
4496
|
+
// "userId": 4148428,
|
|
4497
|
+
// "currency": "BTC",
|
|
4498
|
+
// "amountEv": 67932,
|
|
4499
|
+
// "side": 2,
|
|
4500
|
+
// "status": 10,
|
|
4501
|
+
// "createTime": 1652832467000,
|
|
4502
|
+
// "bizType": 10
|
|
4503
|
+
// }
|
|
4504
|
+
//
|
|
4505
|
+
const id = this.safeString(transfer, 'linkKey');
|
|
4506
|
+
const status = this.safeString(transfer, 'status');
|
|
4507
|
+
const amountEv = this.safeString(transfer, 'amountEv');
|
|
4508
|
+
const amountTransfered = this.fromEv(amountEv);
|
|
4509
|
+
const currencyId = this.safeString(transfer, 'currency');
|
|
4510
|
+
const code = this.safeCurrencyCode(currencyId, currency);
|
|
4511
|
+
const side = this.safeInteger(transfer, 'side');
|
|
4512
|
+
let fromId = undefined;
|
|
4513
|
+
let toId = undefined;
|
|
4514
|
+
if (side === 1) {
|
|
4515
|
+
fromId = 'swap';
|
|
4516
|
+
toId = 'spot';
|
|
4517
|
+
}
|
|
4518
|
+
else if (side === 2) {
|
|
4519
|
+
fromId = 'spot';
|
|
4520
|
+
toId = 'swap';
|
|
4521
|
+
}
|
|
4522
|
+
const timestamp = this.safeInteger(transfer, 'createTime');
|
|
4523
|
+
return {
|
|
4524
|
+
'info': transfer,
|
|
4525
|
+
'id': id,
|
|
4526
|
+
'timestamp': timestamp,
|
|
4527
|
+
'datetime': this.iso8601(timestamp),
|
|
4528
|
+
'currency': code,
|
|
4529
|
+
'amount': amountTransfered,
|
|
4530
|
+
'fromAccount': fromId,
|
|
4531
|
+
'toAccount': toId,
|
|
4532
|
+
'status': this.parseTransferStatus(status),
|
|
4533
|
+
};
|
|
4534
|
+
}
|
|
4535
|
+
parseTransferStatus(status) {
|
|
4536
|
+
const statuses = {
|
|
4537
|
+
'3': 'rejected',
|
|
4538
|
+
'6': 'canceled',
|
|
4539
|
+
'10': 'ok',
|
|
4540
|
+
'11': 'failed', // 'Failed',
|
|
4541
|
+
};
|
|
4542
|
+
return this.safeString(statuses, status, status);
|
|
4543
|
+
}
|
|
4544
|
+
async fetchFundingRateHistory(symbol = undefined, since = undefined, limit = undefined, params = {}) {
|
|
4545
|
+
/**
|
|
4546
|
+
* @method
|
|
4547
|
+
* @name phemex#fetchFundingRateHistory
|
|
4548
|
+
* @description fetches historical funding rate prices
|
|
4549
|
+
* @see https://phemex-docs.github.io/#query-funding-rate-history-2
|
|
4550
|
+
* @param {string} symbol unified symbol of the market to fetch the funding rate history for
|
|
4551
|
+
* @param {int} [since] timestamp in ms of the earliest funding rate to fetch
|
|
4552
|
+
* @param {int} [limit] the maximum amount of [funding rate structures]{@link https://docs.ccxt.com/#/?id=funding-rate-history-structure} to fetch
|
|
4553
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
4554
|
+
* @param {boolean} [params.paginate] default false, when true will automatically paginate by calling this endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
|
|
4555
|
+
* @param {int} [params.until] timestamp in ms of the latest funding rate
|
|
4556
|
+
* @returns {object[]} a list of [funding rate structures]{@link https://docs.ccxt.com/#/?id=funding-rate-history-structure}
|
|
4557
|
+
*/
|
|
4558
|
+
if (symbol === undefined) {
|
|
4559
|
+
throw new errors.ArgumentsRequired(this.id + ' fetchFundingRateHistory() requires a symbol argument');
|
|
4560
|
+
}
|
|
4561
|
+
await this.loadMarkets();
|
|
4562
|
+
const market = this.market(symbol);
|
|
4563
|
+
const isUsdtSettled = market['settle'] === 'USDT';
|
|
4564
|
+
if (!market['swap']) {
|
|
4565
|
+
throw new errors.BadRequest(this.id + ' fetchFundingRateHistory() supports swap contracts only');
|
|
4566
|
+
}
|
|
4567
|
+
let paginate = false;
|
|
4568
|
+
[paginate, params] = this.handleOptionAndParams(params, 'fetchFundingRateHistory', 'paginate');
|
|
4569
|
+
if (paginate) {
|
|
4570
|
+
return await this.fetchPaginatedCallDeterministic('fetchFundingRateHistory', symbol, since, limit, '8h', params, 100);
|
|
4571
|
+
}
|
|
4572
|
+
let customSymbol = undefined;
|
|
4573
|
+
if (isUsdtSettled) {
|
|
4574
|
+
customSymbol = '.' + market['id'] + 'FR8H'; // phemex requires a custom symbol for funding rate history
|
|
4575
|
+
}
|
|
4576
|
+
else {
|
|
4577
|
+
customSymbol = '.' + market['baseId'] + 'FR8H';
|
|
4578
|
+
}
|
|
4579
|
+
let request = {
|
|
4580
|
+
'symbol': customSymbol,
|
|
4581
|
+
};
|
|
4582
|
+
if (since !== undefined) {
|
|
4583
|
+
request['start'] = since;
|
|
4584
|
+
}
|
|
4585
|
+
if (limit !== undefined) {
|
|
4586
|
+
request['limit'] = limit;
|
|
4587
|
+
}
|
|
4588
|
+
[request, params] = this.handleUntilOption('end', request, params);
|
|
4589
|
+
let response = undefined;
|
|
4590
|
+
if (isUsdtSettled) {
|
|
4591
|
+
response = await this.v2GetApiDataPublicDataFundingRateHistory(this.extend(request, params));
|
|
4592
|
+
}
|
|
4593
|
+
else {
|
|
4594
|
+
response = await this.v1GetApiDataPublicDataFundingRateHistory(this.extend(request, params));
|
|
4595
|
+
}
|
|
4596
|
+
//
|
|
4597
|
+
// {
|
|
4598
|
+
// "code":"0",
|
|
4599
|
+
// "msg":"OK",
|
|
4600
|
+
// "data":{
|
|
4601
|
+
// "rows":[
|
|
4602
|
+
// {
|
|
4603
|
+
// "symbol":".BTCUSDTFR8H",
|
|
4604
|
+
// "fundingRate":"0.0001",
|
|
4605
|
+
// "fundingTime":"1682064000000",
|
|
4606
|
+
// "intervalSeconds":"28800"
|
|
4607
|
+
// }
|
|
4608
|
+
// ]
|
|
4609
|
+
// }
|
|
4610
|
+
// }
|
|
4611
|
+
//
|
|
4612
|
+
const data = this.safeValue(response, 'data', {});
|
|
4613
|
+
const rates = this.safeValue(data, 'rows');
|
|
4614
|
+
const result = [];
|
|
4615
|
+
for (let i = 0; i < rates.length; i++) {
|
|
4616
|
+
const item = rates[i];
|
|
4617
|
+
const timestamp = this.safeInteger(item, 'fundingTime');
|
|
4618
|
+
result.push({
|
|
4619
|
+
'info': item,
|
|
4620
|
+
'symbol': symbol,
|
|
4621
|
+
'fundingRate': this.safeNumber(item, 'fundingRate'),
|
|
4622
|
+
'timestamp': timestamp,
|
|
4623
|
+
'datetime': this.iso8601(timestamp),
|
|
4624
|
+
});
|
|
4625
|
+
}
|
|
4626
|
+
const sorted = this.sortBy(result, 'timestamp');
|
|
4627
|
+
return this.filterBySymbolSinceLimit(sorted, symbol, since, limit);
|
|
4628
|
+
}
|
|
4629
|
+
async withdraw(code, amount, address, tag = undefined, params = {}) {
|
|
4630
|
+
/**
|
|
4631
|
+
* @method
|
|
4632
|
+
* @name phemex#withdraw
|
|
4633
|
+
* @description make a withdrawal
|
|
4634
|
+
* @see https://phemex-docs.github.io/#create-withdraw-request
|
|
4635
|
+
* @param {string} code unified currency code
|
|
4636
|
+
* @param {float} amount the amount to withdraw
|
|
4637
|
+
* @param {string} address the address to withdraw to
|
|
4638
|
+
* @param {string} tag
|
|
4639
|
+
* @param {object} [params] extra parameters specific to the phemex api endpoint
|
|
4640
|
+
* @param {string} [params.network] unified network code
|
|
4641
|
+
* @returns {object} a [transaction structure]{@link https://github.com/ccxt/ccxt/wiki/Manual#transaction-structure}
|
|
4642
|
+
*/
|
|
4643
|
+
[tag, params] = this.handleWithdrawTagAndParams(tag, params);
|
|
4644
|
+
await this.loadMarkets();
|
|
4645
|
+
this.checkAddress(address);
|
|
4646
|
+
const currency = this.currency(code);
|
|
4647
|
+
let networkCode = undefined;
|
|
4648
|
+
[networkCode, params] = this.handleNetworkCodeAndParams(params);
|
|
4649
|
+
let networkId = this.networkCodeToId(networkCode);
|
|
4650
|
+
const stableCoins = this.safeValue(this.options, 'stableCoins');
|
|
4651
|
+
if (networkId === undefined) {
|
|
4652
|
+
if (!(this.inArray(code, stableCoins))) {
|
|
4653
|
+
networkId = currency['id'];
|
|
4654
|
+
}
|
|
4655
|
+
else {
|
|
4656
|
+
throw new errors.ArgumentsRequired(this.id + ' withdraw () requires an extra argument params["network"]');
|
|
4657
|
+
}
|
|
4658
|
+
}
|
|
4659
|
+
const request = {
|
|
4660
|
+
'currency': currency['id'],
|
|
4661
|
+
'address': address,
|
|
4662
|
+
'amount': amount,
|
|
4663
|
+
'chainName': networkId.toUpperCase(),
|
|
4664
|
+
};
|
|
4665
|
+
if (tag !== undefined) {
|
|
4666
|
+
request['addressTag'] = tag;
|
|
4667
|
+
}
|
|
4668
|
+
const response = await this.privatePostPhemexWithdrawWalletsApiCreateWithdraw(this.extend(request, params));
|
|
4669
|
+
//
|
|
4670
|
+
// {
|
|
4671
|
+
// "code": 0,
|
|
4672
|
+
// "msg": "OK",
|
|
4673
|
+
// "data": {
|
|
4674
|
+
// "id": "10000001",
|
|
4675
|
+
// "freezeId": null,
|
|
4676
|
+
// "address": "44exxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx",
|
|
4677
|
+
// "amountRv": "100",
|
|
4678
|
+
// "chainCode": "11",
|
|
4679
|
+
// "chainName": "TRX",
|
|
4680
|
+
// "currency": "USDT",
|
|
4681
|
+
// "currencyCode": 3,
|
|
4682
|
+
// "email": "abc@gmail.com",
|
|
4683
|
+
// "expiredTime": "0",
|
|
4684
|
+
// "feeRv": "1",
|
|
4685
|
+
// "nickName": null,
|
|
4686
|
+
// "phone": null,
|
|
4687
|
+
// "rejectReason": "",
|
|
4688
|
+
// "submitedAt": "1670000000000",
|
|
4689
|
+
// "submittedAt": "1670000000000",
|
|
4690
|
+
// "txHash": null,
|
|
4691
|
+
// "userId": "10000001",
|
|
4692
|
+
// "status": "Success"
|
|
4693
|
+
// }
|
|
4694
|
+
// }
|
|
4695
|
+
//
|
|
4696
|
+
const data = this.safeValue(response, 'data', {});
|
|
4697
|
+
return this.parseTransaction(data, currency);
|
|
4698
|
+
}
|
|
4699
|
+
handleErrors(httpCode, reason, url, method, headers, body, response, requestHeaders, requestBody) {
|
|
4700
|
+
if (response === undefined) {
|
|
4701
|
+
return undefined; // fallback to default error handler
|
|
4702
|
+
}
|
|
4703
|
+
//
|
|
4704
|
+
// {"code":30018,"msg":"phemex.data.size.uplimt","data":null}
|
|
4705
|
+
// {"code":412,"msg":"Missing parameter - resolution","data":null}
|
|
4706
|
+
// {"code":412,"msg":"Missing parameter - to","data":null}
|
|
4707
|
+
// {"error":{"code":6001,"message":"invalid argument"},"id":null,"result":null}
|
|
4708
|
+
//
|
|
4709
|
+
const error = this.safeValue(response, 'error', response);
|
|
4710
|
+
const errorCode = this.safeString(error, 'code');
|
|
4711
|
+
const message = this.safeString(error, 'msg');
|
|
4712
|
+
if ((errorCode !== undefined) && (errorCode !== '0')) {
|
|
4713
|
+
const feedback = this.id + ' ' + body;
|
|
4714
|
+
this.throwExactlyMatchedException(this.exceptions['exact'], errorCode, feedback);
|
|
4715
|
+
this.throwBroadlyMatchedException(this.exceptions['broad'], message, feedback);
|
|
4716
|
+
throw new errors.ExchangeError(feedback); // unknown message
|
|
4717
|
+
}
|
|
4718
|
+
return undefined;
|
|
4719
|
+
}
|
|
4720
|
+
}
|
|
4721
|
+
|
|
4722
|
+
module.exports = phemex;
|