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independentreserve.py
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362 lines (343 loc) · 13.6 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
class independentreserve (Exchange):
def describe(self):
return self.deep_extend(super(independentreserve, self).describe(), {
'id': 'independentreserve',
'name': 'Independent Reserve',
'countries': ['AU', 'NZ'], # Australia, New Zealand
'rateLimit': 1000,
'has': {
'CORS': False,
},
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/30521662-cf3f477c-9bcb-11e7-89bc-d1ac85012eda.jpg',
'api': {
'public': 'https://api.independentreserve.com/Public',
'private': 'https://api.independentreserve.com/Private',
},
'www': 'https://www.independentreserve.com',
'doc': 'https://www.independentreserve.com/API',
},
'api': {
'public': {
'get': [
'GetValidPrimaryCurrencyCodes',
'GetValidSecondaryCurrencyCodes',
'GetValidLimitOrderTypes',
'GetValidMarketOrderTypes',
'GetValidOrderTypes',
'GetValidTransactionTypes',
'GetMarketSummary',
'GetOrderBook',
'GetTradeHistorySummary',
'GetRecentTrades',
'GetFxRates',
],
},
'private': {
'post': [
'PlaceLimitOrder',
'PlaceMarketOrder',
'CancelOrder',
'GetOpenOrders',
'GetClosedOrders',
'GetClosedFilledOrders',
'GetOrderDetails',
'GetAccounts',
'GetTransactions',
'GetDigitalCurrencyDepositAddress',
'GetDigitalCurrencyDepositAddresses',
'SynchDigitalCurrencyDepositAddressWithBlockchain',
'WithdrawDigitalCurrency',
'RequestFiatWithdrawal',
'GetTrades',
],
},
},
'fees': {
'trading': {
'taker': 0.5 / 100,
'maker': 0.5 / 100,
'percentage': True,
'tierBased': False,
},
},
})
async def fetch_markets(self):
baseCurrencies = await self.publicGetGetValidPrimaryCurrencyCodes()
quoteCurrencies = await self.publicGetGetValidSecondaryCurrencyCodes()
result = []
for i in range(0, len(baseCurrencies)):
baseId = baseCurrencies[i]
baseIdUppercase = baseId.upper()
base = self.common_currency_code(baseIdUppercase)
for j in range(0, len(quoteCurrencies)):
quoteId = quoteCurrencies[j]
quoteIdUppercase = quoteId.upper()
quote = self.common_currency_code(quoteIdUppercase)
id = baseId + '/' + quoteId
symbol = base + '/' + quote
result.append({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'baseId': baseId,
'quoteId': quoteId,
'info': id,
})
return result
async def fetch_balance(self, params={}):
await self.load_markets()
balances = await self.privatePostGetAccounts()
result = {'info': balances}
for i in range(0, len(balances)):
balance = balances[i]
currencyCode = balance['CurrencyCode']
uppercase = currencyCode.upper()
currency = self.common_currency_code(uppercase)
account = self.account()
account['free'] = balance['AvailableBalance']
account['total'] = balance['TotalBalance']
account['used'] = account['total'] - account['free']
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)
response = await self.publicGetGetOrderBook(self.extend({
'primaryCurrencyCode': market['baseId'],
'secondaryCurrencyCode': market['quoteId'],
}, params))
timestamp = self.parse8601(response['CreatedTimestampUtc'])
return self.parse_order_book(response, timestamp, 'BuyOrders', 'SellOrders', 'Price', 'Volume')
def parse_ticker(self, ticker, market=None):
timestamp = self.parse8601(ticker['CreatedTimestampUtc'])
symbol = None
if market:
symbol = market['symbol']
last = ticker['LastPrice']
return {
'symbol': symbol,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'high': ticker['DayHighestPrice'],
'low': ticker['DayLowestPrice'],
'bid': ticker['CurrentHighestBidPrice'],
'bidVolume': None,
'ask': ticker['CurrentLowestOfferPrice'],
'askVolume': None,
'vwap': None,
'open': None,
'close': last,
'last': last,
'previousClose': None,
'change': None,
'percentage': None,
'average': ticker['DayAvgPrice'],
'baseVolume': ticker['DayVolumeXbtInSecondaryCurrrency'],
'quoteVolume': None,
'info': ticker,
}
async def fetch_ticker(self, symbol, params={}):
await self.load_markets()
market = self.market(symbol)
response = await self.publicGetGetMarketSummary(self.extend({
'primaryCurrencyCode': market['baseId'],
'secondaryCurrencyCode': market['quoteId'],
}, params))
return self.parse_ticker(response, market)
def parse_order(self, order, market=None):
symbol = None
if market is None:
symbol = market['symbol']
else:
market = self.find_market(order['PrimaryCurrencyCode'] + '/' + order['SecondaryCurrencyCode'])
orderType = self.safe_value(order, 'Type')
if orderType.find('Market') >= 0:
orderType = 'market'
elif orderType.find('Limit') >= 0:
orderType = 'limit'
side = None
if orderType.find('Bid') >= 0:
side = 'buy'
elif orderType.find('Offer') >= 0:
side = 'sell'
timestamp = self.parse8601(order['CreatedTimestampUtc'])
amount = self.safe_float(order, 'VolumeOrdered')
if amount is None:
amount = self.safe_float(order, 'Volume')
filled = self.safe_float(order, 'VolumeFilled')
remaining = None
feeRate = self.safe_float(order, 'FeePercent')
feeCost = None
if amount is not None:
if filled is not None:
remaining = amount - filled
if feeRate is not None:
feeCost = feeRate * filled
feeCurrency = None
if market is not None:
symbol = market['symbol']
feeCurrency = market['base']
fee = {
'rate': feeRate,
'cost': feeCost,
'currency': feeCurrency,
}
id = order['OrderGuid']
status = self.parse_order_status(order['Status'])
cost = self.safe_float(order, 'Value')
average = self.safe_float(order, 'AvgPrice')
price = self.safe_float(order, 'Price', average)
return {
'info': order,
'id': id,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'lastTradeTimestamp': None,
'symbol': symbol,
'type': orderType,
'side': side,
'price': price,
'cost': cost,
'average': average,
'amount': amount,
'filled': filled,
'remaining': remaining,
'status': status,
'fee': fee,
}
def parse_order_status(self, status):
statuses = {
'Open': 'open',
'PartiallyFilled': 'open',
'Filled': 'closed',
'PartiallyFilledAndCancelled': 'canceled',
'Cancelled': 'canceled',
'PartiallyFilledAndExpired': 'canceled',
'Expired': 'canceled',
}
if status in statuses:
return statuses[status]
return status
async def fetch_order(self, id, symbol=None, params={}):
await self.load_markets()
response = await self.privatePostGetOrderDetails(self.extend({
'orderGuid': id,
}, params))
market = None
if symbol is not None:
market = self.market(symbol)
return self.parse_order(response, market)
async def fetch_my_trades(self, symbol=None, since=None, limit=50, params={}):
await self.load_markets()
pageIndex = self.safe_integer(params, 'pageIndex', 1)
if limit is None:
limit = 50
request = self.ordered({
'pageIndex': pageIndex,
'pageSize': limit,
})
response = await self.privatePostGetTrades(self.extend(request, params))
market = None
if symbol is not None:
market = self.market(symbol)
return self.parse_trades(response['Data'], market, since, limit)
def parse_trade(self, trade, market=None):
timestamp = self.parse8601(trade['TradeTimestampUtc'])
id = self.safe_string(trade, 'TradeGuid')
orderId = self.safe_string(trade, 'OrderGuid')
price = self.safe_float(trade, 'Price')
if price is None:
price = self.safe_float(trade, 'SecondaryCurrencyTradePrice')
amount = self.safe_float(trade, 'VolumeTraded')
if amount is None:
amount = self.safe_float(trade, 'PrimaryCurrencyAmount')
symbol = None
if market is not None:
symbol = market['symbol']
side = self.safe_string(trade, 'OrderType')
if side is not None:
if side.find('Bid') >= 0:
side = 'buy'
elif side.find('Offer') >= 0:
side = 'sell'
return {
'id': id,
'info': trade,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'symbol': symbol,
'order': orderId,
'type': None,
'side': side,
'price': price,
'amount': amount,
'fee': None,
}
async def fetch_trades(self, symbol, since=None, limit=None, params={}):
await self.load_markets()
market = self.market(symbol)
response = await self.publicGetGetRecentTrades(self.extend({
'primaryCurrencyCode': market['baseId'],
'secondaryCurrencyCode': market['quoteId'],
'numberOfRecentTradesToRetrieve': 50, # max = 50
}, params))
return self.parse_trades(response['Trades'], market, since, limit)
async def create_order(self, symbol, type, side, amount, price=None, params={}):
await self.load_markets()
market = self.market(symbol)
capitalizedOrderType = self.capitalize(type)
method = 'privatePostPlace' + capitalizedOrderType + 'Order'
orderType = capitalizedOrderType
orderType += 'Offer' if (side == 'sell') else 'Bid'
order = self.ordered({
'primaryCurrencyCode': market['baseId'],
'secondaryCurrencyCode': market['quoteId'],
'orderType': orderType,
})
if type == 'limit':
order['price'] = price
order['volume'] = amount
response = await getattr(self, method)(self.extend(order, params))
return {
'info': response,
'id': response['OrderGuid'],
}
async def cancel_order(self, id, symbol=None, params={}):
await self.load_markets()
return await self.privatePostCancelOrder({'orderGuid': id})
def sign(self, path, api='public', method='GET', params={}, headers=None, body=None):
url = self.urls['api'][api] + '/' + path
if api == 'public':
if params:
url += '?' + self.urlencode(params)
else:
self.check_required_credentials()
nonce = self.nonce()
auth = [
url,
'apiKey=' + self.apiKey,
'nonce=' + str(nonce),
]
keys = list(params.keys())
for i in range(0, len(keys)):
key = keys[i]
value = str(params[key])
auth.append(key + '=' + value)
message = ','.join(auth)
signature = self.hmac(self.encode(message), self.encode(self.secret))
query = self.ordered({})
query['apiKey'] = self.apiKey
query['nonce'] = nonce
query['signature'] = signature.upper()
for i in range(0, len(keys)):
key = keys[i]
query[key] = params[key]
body = self.json(query)
headers = {'Content-Type': 'application/json'}
return {'url': url, 'method': method, 'body': body, 'headers': headers}