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exmo.py
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627 lines (594 loc) · 24.7 KB
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# -*- coding: utf-8 -*-
# PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
# https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
from ccxt.async_support.base.exchange import Exchange
# -----------------------------------------------------------------------------
try:
basestring # Python 3
except NameError:
basestring = str # Python 2
import hashlib
import json
from ccxt.base.errors import ExchangeError
from ccxt.base.errors import AuthenticationError
from ccxt.base.errors import InsufficientFunds
from ccxt.base.errors import InvalidOrder
from ccxt.base.errors import OrderNotFound
from ccxt.base.errors import ExchangeNotAvailable
from ccxt.base.errors import InvalidNonce
class exmo (Exchange):
def describe(self):
return self.deep_extend(super(exmo, self).describe(), {
'id': 'exmo',
'name': 'EXMO',
'countries': ['ES', 'RU'], # Spain, Russia
'rateLimit': 350, # once every 350 ms ≈ 180 requests per minute ≈ 3 requests per second
'version': 'v1',
'has': {
'CORS': False,
'fetchClosedOrders': 'emulated',
'fetchDepositAddress': True,
'fetchOpenOrders': True,
'fetchOrder': 'emulated',
'fetchOrders': 'emulated',
'fetchOrderTrades': True,
'fetchOrderBooks': True,
'fetchMyTrades': True,
'fetchTickers': True,
'withdraw': True,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/27766491-1b0ea956-5eda-11e7-9225-40d67b481b8d.jpg',
'api': 'https://api.exmo.com',
'www': 'https://exmo.me',
'referral': 'https://exmo.me/?ref=131685',
'doc': [
'https://exmo.me/en/api_doc?ref=131685',
'https://github.com/exmo-dev/exmo_api_lib/tree/master/nodejs',
],
'fees': 'https://exmo.com/en/docs/fees',
},
'api': {
'public': {
'get': [
'currency',
'order_book',
'pair_settings',
'ticker',
'trades',
],
},
'private': {
'post': [
'user_info',
'order_create',
'order_cancel',
'user_open_orders',
'user_trades',
'user_cancelled_orders',
'order_trades',
'required_amount',
'deposit_address',
'withdraw_crypt',
'withdraw_get_txid',
'excode_create',
'excode_load',
'wallet_history',
],
},
},
'fees': {
'trading': {
'maker': 0.2 / 100,
'taker': 0.2 / 100,
},
'funding': {
'withdraw': {
'BTC': 0.001,
'LTC': 0.01,
'DOGE': 1,
'DASH': 0.01,
'ETH': 0.01,
'WAVES': 0.001,
'ZEC': 0.001,
'USDT': 25,
'XMR': 0.05,
'XRP': 0.02,
'KICK': 350,
'ETC': 0.01,
'BCH': 0.001,
},
'deposit': {
'USDT': 15,
'KICK': 50,
},
},
},
'exceptions': {
'40005': AuthenticationError, # Authorization error, incorrect signature
'40009': InvalidNonce, #
'40015': ExchangeError, # API function do not exist
'40016': ExchangeNotAvailable, # Maintenance work in progress
'40017': AuthenticationError, # Wrong API Key
'50052': InsufficientFunds,
'50054': InsufficientFunds,
'50304': OrderNotFound, # "Order was not found '123456789'"(fetching order trades for an order that does not have trades yet)
'50173': OrderNotFound, # "Order with id X was not found."(cancelling non-existent, closed and cancelled order)
'50319': InvalidOrder, # Price by order is less than permissible minimum for self pair
'50321': InvalidOrder, # Price by order is more than permissible maximum for self pair
},
})
async def fetch_markets(self):
markets = await self.publicGetPairSettings()
keys = list(markets.keys())
result = []
for p in range(0, len(keys)):
id = keys[p]
market = markets[id]
symbol = id.replace('_', '/')
base, quote = symbol.split('/')
result.append({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'active': True,
'limits': {
'amount': {
'min': self.safe_float(market, 'min_quantity'),
'max': self.safe_float(market, 'max_quantity'),
},
'price': {
'min': self.safe_float(market, 'min_price'),
'max': self.safe_float(market, 'max_price'),
},
'cost': {
'min': self.safe_float(market, 'min_amount'),
'max': self.safe_float(market, 'max_amount'),
},
},
'precision': {
'amount': 8,
'price': 8,
},
'info': market,
})
return result
async def fetch_balance(self, params={}):
await self.load_markets()
response = await self.privatePostUserInfo()
result = {'info': response}
currencies = list(self.currencies.keys())
for i in range(0, len(currencies)):
currency = currencies[i]
account = self.account()
if currency in response['balances']:
account['free'] = float(response['balances'][currency])
if currency in response['reserved']:
account['used'] = float(response['reserved'][currency])
account['total'] = self.sum(account['free'], account['used'])
result[currency] = account
return self.parse_balance(result)
async def fetch_order_book(self, symbol, limit=None, params={}):
await self.load_markets()
market = self.market(symbol)
request = self.extend({
'pair': market['id'],
}, params)
if limit is not None:
request['limit'] = limit
response = await self.publicGetOrderBook(request)
result = response[market['id']]
return self.parse_order_book(result, None, 'bid', 'ask')
async def fetch_order_books(self, symbols=None, params={}):
await self.load_markets()
ids = None
if symbols is None:
ids = ','.join(self.ids)
# max URL length is 2083 symbols, including http schema, hostname, tld, etc...
if len(ids) > 2048:
numIds = len(self.ids)
raise ExchangeError(self.id + ' has ' + str(numIds) + ' symbols exceeding max URL length, you are required to specify a list of symbols in the first argument to fetchOrderBooks')
else:
ids = self.market_ids(symbols)
ids = ','.join(ids)
response = await self.publicGetOrderBook(self.extend({
'pair': ids,
}, params))
result = {}
ids = list(response.keys())
for i in range(0, len(ids)):
id = ids[i]
symbol = self.find_symbol(id)
result[symbol] = self.parse_order_book(response[id], None, 'bid', 'ask')
return result
def parse_ticker(self, ticker, market=None):
timestamp = ticker['updated'] * 1000
symbol = None
if market:
symbol = market['symbol']
last = self.safe_float(ticker, 'last_trade')
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'high': self.safe_float(ticker, 'high'),
'low': self.safe_float(ticker, 'low'),
'bid': self.safe_float(ticker, 'buy_price'),
'bidVolume': None,
'ask': self.safe_float(ticker, 'sell_price'),
'askVolume': None,
'vwap': None,
'open': None,
'close': last,
'last': last,
'previousClose': None,
'change': None,
'percentage': None,
'average': self.safe_float(ticker, 'avg'),
'baseVolume': self.safe_float(ticker, 'vol'),
'quoteVolume': self.safe_float(ticker, 'vol_curr'),
'info': ticker,
}
async def fetch_tickers(self, symbols=None, params={}):
await self.load_markets()
response = await self.publicGetTicker(params)
result = {}
ids = list(response.keys())
for i in range(0, len(ids)):
id = ids[i]
market = self.markets_by_id[id]
symbol = market['symbol']
ticker = response[id]
result[symbol] = self.parse_ticker(ticker, market)
return result
async def fetch_ticker(self, symbol, params={}):
await self.load_markets()
response = await self.publicGetTicker(params)
market = self.market(symbol)
return self.parse_ticker(response[market['id']], market)
def parse_trade(self, trade, market):
timestamp = trade['date'] * 1000
return {
'id': str(trade['trade_id']),
'info': trade,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'symbol': market['symbol'],
'order': self.safe_string(trade, 'order_id'),
'type': None,
'side': trade['type'],
'price': self.safe_float(trade, 'price'),
'amount': self.safe_float(trade, 'quantity'),
'cost': self.safe_float(trade, 'amount'),
}
async def fetch_trades(self, symbol, since=None, limit=None, params={}):
await self.load_markets()
market = self.market(symbol)
response = await self.publicGetTrades(self.extend({
'pair': market['id'],
}, params))
return self.parse_trades(response[market['id']], market, since, limit)
async def fetch_my_trades(self, symbol=None, since=None, limit=None, params={}):
await self.load_markets()
request = {}
market = None
if symbol is not None:
market = self.market(symbol)
request['pair'] = market['id']
response = await self.privatePostUserTrades(self.extend(request, params))
if market is not None:
response = response[market['id']]
return self.parse_trades(response, market, since, limit)
async def create_order(self, symbol, type, side, amount, price=None, params={}):
await self.load_markets()
prefix = (type + '_') if (type == 'market') else ''
market = self.market(symbol)
if (type == 'market') and(price is None):
price = 0
request = {
'pair': market['id'],
'quantity': self.amount_to_string(symbol, amount),
'type': prefix + side,
'price': self.price_to_precision(symbol, price),
}
response = await self.privatePostOrderCreate(self.extend(request, params))
id = self.safe_string(response, 'order_id')
timestamp = self.milliseconds()
amount = float(amount)
price = float(price)
status = 'open'
order = {
'id': id,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'lastTradeTimestamp': None,
'status': status,
'symbol': symbol,
'type': type,
'side': side,
'price': price,
'cost': price * amount,
'amount': amount,
'remaining': amount,
'filled': 0.0,
'fee': None,
'trades': None,
}
self.orders[id] = order
return self.extend({'info': response}, order)
async def cancel_order(self, id, symbol=None, params={}):
await self.load_markets()
response = await self.privatePostOrderCancel({'order_id': id})
if id in self.orders:
self.orders[id]['status'] = 'canceled'
return response
async def fetch_order(self, id, symbol=None, params={}):
await self.load_markets()
try:
response = await self.privatePostOrderTrades({
'order_id': str(id),
})
return self.parse_order(response)
except Exception as e:
if isinstance(e, OrderNotFound):
if id in self.orders:
return self.orders[id]
raise OrderNotFound(self.id + ' fetchOrder order id ' + str(id) + ' not found in cache.')
async def fetch_order_trades(self, id, symbol=None, since=None, limit=None, params={}):
market = None
if symbol is not None:
market = self.market(symbol)
response = await self.privatePostOrderTrades({
'order_id': str(id),
})
return self.parse_trades(response, market, since, limit)
def update_cached_orders(self, openOrders, symbol):
# update local cache with open orders
for j in range(0, len(openOrders)):
id = openOrders[j]['id']
self.orders[id] = openOrders[j]
openOrdersIndexedById = self.index_by(openOrders, 'id')
cachedOrderIds = list(self.orders.keys())
for k in range(0, len(cachedOrderIds)):
# match each cached order to an order in the open orders array
# possible reasons why a cached order may be missing in the open orders array:
# - order was closed or canceled -> update cache
# - symbol mismatch(e.g. cached BTC/USDT, fetched ETH/USDT) -> skip
id = cachedOrderIds[k]
order = self.orders[id]
if not(id in list(openOrdersIndexedById.keys())):
# cached order is not in open orders array
# if we fetched orders by symbol and it doesn't match the cached order -> won't update the cached order
if symbol is not None and symbol != order['symbol']:
continue
# order is cached but not present in the list of open orders -> mark the cached order as closed
if order['status'] == 'open':
order = self.extend(order, {
'status': 'closed', # likewise it might have been canceled externally(unnoticed by "us")
'cost': None,
'filled': order['amount'],
'remaining': 0.0,
})
if order['cost'] is None:
if order['filled'] is not None:
order['cost'] = order['filled'] * order['price']
self.orders[id] = order
return self.to_array(self.orders)
async def fetch_orders(self, symbol=None, since=None, limit=None, params={}):
await self.load_markets()
response = await self.privatePostUserOpenOrders(params)
marketIds = list(response.keys())
orders = []
for i in range(0, len(marketIds)):
marketId = marketIds[i]
market = None
if marketId in self.markets_by_id:
market = self.markets_by_id[marketId]
parsedOrders = self.parse_orders(response[marketId], market)
orders = self.array_concat(orders, parsedOrders)
self.update_cached_orders(orders, symbol)
return self.filter_by_symbol_since_limit(self.to_array(self.orders), symbol, since, limit)
async def fetch_open_orders(self, symbol=None, since=None, limit=None, params={}):
await self.fetch_orders(symbol, since, limit, params)
orders = self.filter_by(self.orders, 'status', 'open')
return self.filter_by_symbol_since_limit(orders, symbol, since, limit)
async def fetch_closed_orders(self, symbol=None, since=None, limit=None, params={}):
await self.fetch_orders(symbol, since, limit, params)
orders = self.filter_by(self.orders, 'status', 'closed')
return self.filter_by_symbol_since_limit(orders, symbol, since, limit)
def parse_order(self, order, market=None):
id = self.safe_string(order, 'order_id')
timestamp = self.safe_integer(order, 'created')
if timestamp is not None:
timestamp *= 1000
iso8601 = None
symbol = None
side = self.safe_string(order, 'type')
if market is None:
marketId = None
if 'pair' in order:
marketId = order['pair']
elif ('in_currency' in list(order.keys())) and('out_currency' in list(order.keys())):
if side == 'buy':
marketId = order['in_currency'] + '_' + order['out_currency']
else:
marketId = order['out_currency'] + '_' + order['in_currency']
if (marketId is not None) and(marketId in list(self.markets_by_id.keys())):
market = self.markets_by_id[marketId]
amount = self.safe_float(order, 'quantity')
if amount is None:
amountField = 'in_amount' if (side == 'buy') else 'out_amount'
amount = self.safe_float(order, amountField)
price = self.safe_float(order, 'price')
cost = self.safe_float(order, 'amount')
filled = 0.0
trades = []
transactions = self.safe_value(order, 'trades')
feeCost = None
if transactions is not None:
if isinstance(transactions, list):
for i in range(0, len(transactions)):
trade = self.parse_trade(transactions[i], market)
if id is None:
id = trade['order']
if timestamp is None:
timestamp = trade['timestamp']
if timestamp > trade['timestamp']:
timestamp = trade['timestamp']
filled += trade['amount']
if feeCost is None:
feeCost = 0.0
# feeCost += trade['fee']['cost']
if cost is None:
cost = 0.0
cost += trade['cost']
trades.append(trade)
if timestamp is not None:
iso8601 = self.iso8601(timestamp)
remaining = None
if amount is not None:
remaining = amount - filled
status = self.safe_string(order, 'status') # in case we need to redefine it for canceled orders
if filled >= amount:
status = 'closed'
else:
status = 'open'
if market is None:
market = self.get_market_from_trades(trades)
feeCurrency = None
if market is not None:
symbol = market['symbol']
feeCurrency = market['quote']
if cost is None:
if price is not None:
cost = price * filled
elif price is None:
if filled > 0:
price = cost / filled
fee = {
'cost': feeCost,
'currency': feeCurrency,
}
return {
'id': id,
'datetime': iso8601,
'timestamp': timestamp,
'lastTradeTimestamp': None,
'status': status,
'symbol': symbol,
'type': 'limit',
'side': side,
'price': price,
'cost': cost,
'amount': amount,
'filled': filled,
'remaining': remaining,
'trades': trades,
'fee': fee,
'info': order,
}
async def fetch_deposit_address(self, code, params={}):
await self.load_markets()
response = await self.privatePostDepositAddress(params)
depositAddress = self.safe_string(response, code)
address = None
tag = None
if depositAddress:
addressAndTag = depositAddress.split(',')
address = addressAndTag[0]
numParts = len(addressAndTag)
if numParts > 1:
tag = addressAndTag[1]
self.check_address(address)
return {
'currency': code,
'address': address,
'tag': tag,
'info': response,
}
def get_market_from_trades(self, trades):
tradesBySymbol = self.index_by(trades, 'pair')
symbols = list(tradesBySymbol.keys())
numSymbols = len(symbols)
if numSymbols == 1:
return self.markets[symbols[0]]
return None
def calculate_fee(self, symbol, type, side, amount, price, takerOrMaker='taker', params={}):
market = self.markets[symbol]
rate = market[takerOrMaker]
cost = float(self.cost_to_precision(symbol, amount * rate))
key = 'quote'
if side == 'sell':
cost *= price
else:
key = 'base'
return {
'type': takerOrMaker,
'currency': market[key],
'rate': rate,
'cost': float(self.fee_to_precision(symbol, cost)),
}
async def withdraw(self, currency, amount, address, tag=None, params={}):
await self.load_markets()
request = {
'amount': amount,
'currency': currency,
'address': address,
}
if tag is not None:
request['invoice'] = tag
result = await self.privatePostWithdrawCrypt(self.extend(request, params))
return {
'info': result,
'id': result['task_id'],
}
def sign(self, path, api='public', method='GET', params={}, headers=None, body=None):
url = self.urls['api'] + '/' + self.version + '/' + path
if api == 'public':
if params:
url += '?' + self.urlencode(params)
else:
self.check_required_credentials()
nonce = self.nonce()
body = self.urlencode(self.extend({'nonce': nonce}, params))
headers = {
'Content-Type': 'application/x-www-form-urlencoded',
'Key': self.apiKey,
'Sign': self.hmac(self.encode(body), self.encode(self.secret), hashlib.sha512),
}
return {'url': url, 'method': method, 'body': body, 'headers': headers}
def nonce(self):
return self.milliseconds()
def handle_errors(self, httpCode, reason, url, method, headers, body):
if not isinstance(body, basestring):
return # fallback to default error handler
if len(body) < 2:
return # fallback to default error handler
if (body[0] == '{') or (body[0] == '['):
response = json.loads(body)
if 'result' in response:
#
# {"result":false,"error":"Error 50052: Insufficient funds"}
#
success = self.safe_value(response, 'result', False)
if isinstance(success, basestring):
if (success == 'true') or (success == '1'):
success = True
else:
success = False
if not success:
code = None
message = self.safe_string(response, 'error')
errorParts = message.split(':')
numParts = len(errorParts)
if numParts > 1:
errorSubParts = errorParts[0].split(' ')
numSubParts = len(errorSubParts)
code = errorSubParts[1] if (numSubParts > 1) else errorSubParts[0]
feedback = self.id + ' ' + self.json(response)
exceptions = self.exceptions
if code in exceptions:
raise exceptions[code](feedback)
else:
raise ExchangeError(feedback)