# -*- coding: utf-8 -*- from ccxt.bitfinex import bitfinex import hashlib from ccxt.base.errors import ExchangeError from ccxt.base.errors import NotSupported from ccxt.base.errors import InsufficientFunds class bitfinex2 (bitfinex): def describe(self): return self.deep_extend(super(bitfinex2, self).describe(), { 'id': 'bitfinex2', 'name': 'Bitfinex v2', 'countries': 'VG', 'version': 'v2', 'hasCORS': True, # old metainfo interface 'hasFetchOrder': True, 'hasFetchTickers': True, 'hasFetchOHLCV': True, 'hasWithdraw': True, 'hasDeposit': False, 'hasFetchOpenOrders': False, 'hasFetchClosedOrders': False, # new metainfo interface 'has': { 'fetchOHLCV': True, 'fetchTickers': True, 'fetchOrder': True, 'fetchOpenOrders': False, 'fetchClosedOrders': False, 'withdraw': True, 'deposit': False, }, 'timeframes': { '1m': '1m', '5m': '5m', '15m': '15m', '30m': '30m', '1h': '1h', '3h': '3h', '6h': '6h', '12h': '12h', '1d': '1D', '1w': '7D', '2w': '14D', '1M': '1M', }, 'rateLimit': 1500, 'urls': { 'logo': 'https://user-images.githubusercontent.com/1294454/27766244-e328a50c-5ed2-11e7-947b-041416579bb3.jpg', 'api': 'https://api.bitfinex.com', 'www': 'https://www.bitfinex.com', 'doc': [ 'https://bitfinex.readme.io/v2/docs', 'https://github.com/bitfinexcom/bitfinex-api-node', ], 'fees': 'https://www.bitfinex.com/fees', }, 'api': { 'public': { 'get': [ 'platform/status', 'tickers', 'ticker/{symbol}', 'trades/{symbol}/hist', 'book/{symbol}/{precision}', 'book/{symbol}/P0', 'book/{symbol}/P1', 'book/{symbol}/P2', 'book/{symbol}/P3', 'book/{symbol}/R0', 'symbols_details', 'stats1/{key}:{size}:{symbol}/{side}/{section}', 'stats1/{key}:{size}:{symbol}/long/last', 'stats1/{key}:{size}:{symbol}/long/hist', 'stats1/{key}:{size}:{symbol}/short/last', 'stats1/{key}:{size}:{symbol}/short/hist', 'candles/trade:{timeframe}:{symbol}/{section}', 'candles/trade:{timeframe}:{symbol}/last', 'candles/trade:{timeframe}:{symbol}/hist', ], 'post': [ 'calc/trade/avg', ], }, 'private': { 'post': [ 'auth/r/wallets', 'auth/r/orders/{symbol}', 'auth/r/orders/{symbol}/new', 'auth/r/orders/{symbol}/hist', 'auth/r/order/{symbol}:{id}/trades', 'auth/r/trades/{symbol}/hist', 'auth/r/positions', 'auth/r/funding/offers/{symbol}', 'auth/r/funding/offers/{symbol}/hist', 'auth/r/funding/loans/{symbol}', 'auth/r/funding/loans/{symbol}/hist', 'auth/r/funding/credits/{symbol}', 'auth/r/funding/credits/{symbol}/hist', 'auth/r/funding/trades/{symbol}/hist', 'auth/r/info/margin/{key}', 'auth/r/info/funding/{key}', 'auth/r/movements/{currency}/hist', 'auth/r/stats/perf:{timeframe}/hist', 'auth/r/alerts', 'auth/w/alert/set', 'auth/w/alert/{type}:{symbol}:{price}/del', 'auth/calc/order/avail', ], }, }, 'markets': { 'AVT/BTC': {'id': 'tAVTBTC', 'symbol': 'AVT/BTC', 'base': 'AVT', 'quote': 'BTC'}, 'AVT/ETH': {'id': 'tAVTETH', 'symbol': 'AVT/ETH', 'base': 'AVT', 'quote': 'ETH'}, 'AVT/USD': {'id': 'tAVTUSD', 'symbol': 'AVT/USD', 'base': 'AVT', 'quote': 'USD'}, 'CST_BCC/BTC': {'id': 'tBCCBTC', 'symbol': 'CST_BCC/BTC', 'base': 'CST_BCC', 'quote': 'BTC'}, 'CST_BCC/USD': {'id': 'tBCCUSD', 'symbol': 'CST_BCC/USD', 'base': 'CST_BCC', 'quote': 'USD'}, 'BCH/BTC': {'id': 'tBCHBTC', 'symbol': 'BCH/BTC', 'base': 'BCH', 'quote': 'BTC'}, 'BCH/ETH': {'id': 'tBCHETH', 'symbol': 'BCH/ETH', 'base': 'BCH', 'quote': 'ETH'}, 'BCH/USD': {'id': 'tBCHUSD', 'symbol': 'BCH/USD', 'base': 'BCH', 'quote': 'USD'}, 'CST_BCU/BTC': {'id': 'tBCUBTC', 'symbol': 'CST_BCU/BTC', 'base': 'CST_BCU', 'quote': 'BTC'}, 'CST_BCU/USD': {'id': 'tBCUUSD', 'symbol': 'CST_BCU/USD', 'base': 'CST_BCU', 'quote': 'USD'}, 'BT1/BTC': {'id': 'tBT1BTC', 'symbol': 'BT1/BTC', 'base': 'BT1', 'quote': 'BTC'}, 'BT1/USD': {'id': 'tBT1USD', 'symbol': 'BT1/USD', 'base': 'BT1', 'quote': 'USD'}, 'BT2/BTC': {'id': 'tBT2BTC', 'symbol': 'BT2/BTC', 'base': 'BT2', 'quote': 'BTC'}, 'BT2/USD': {'id': 'tBT2USD', 'symbol': 'BT2/USD', 'base': 'BT2', 'quote': 'USD'}, 'BTC/USD': {'id': 'tBTCUSD', 'symbol': 'BTC/USD', 'base': 'BTC', 'quote': 'USD'}, 'BTC/EUR': {'id': 'tBTCEUR', 'symbol': 'BTC/EUR', 'base': 'BTC', 'quote': 'EUR'}, 'BTG/BTC': {'id': 'tBTGBTC', 'symbol': 'BTG/BTC', 'base': 'BTG', 'quote': 'BTC'}, 'BTG/USD': {'id': 'tBTGUSD', 'symbol': 'BTG/USD', 'base': 'BTG', 'quote': 'USD'}, 'DASH/BTC': {'id': 'tDSHBTC', 'symbol': 'DASH/BTC', 'base': 'DASH', 'quote': 'BTC'}, 'DASH/USD': {'id': 'tDSHUSD', 'symbol': 'DASH/USD', 'base': 'DASH', 'quote': 'USD'}, 'DAT/BTC': {'id': 'tDATBTC', 'symbol': 'DAT/BTC', 'base': 'DAT', 'quote': 'BTC'}, 'DAT/ETH': {'id': 'tDATETH', 'symbol': 'DAT/ETH', 'base': 'DAT', 'quote': 'ETH'}, 'DAT/USD': {'id': 'tDATUSD', 'symbol': 'DAT/USD', 'base': 'DAT', 'quote': 'USD'}, 'EDO/BTC': {'id': 'tEDOBTC', 'symbol': 'EDO/BTC', 'base': 'EDO', 'quote': 'BTC'}, 'EDO/ETH': {'id': 'tEDOETH', 'symbol': 'EDO/ETH', 'base': 'EDO', 'quote': 'ETH'}, 'EDO/USD': {'id': 'tEDOUSD', 'symbol': 'EDO/USD', 'base': 'EDO', 'quote': 'USD'}, 'EOS/BTC': {'id': 'tEOSBTC', 'symbol': 'EOS/BTC', 'base': 'EOS', 'quote': 'BTC'}, 'EOS/ETH': {'id': 'tEOSETH', 'symbol': 'EOS/ETH', 'base': 'EOS', 'quote': 'ETH'}, 'EOS/USD': {'id': 'tEOSUSD', 'symbol': 'EOS/USD', 'base': 'EOS', 'quote': 'USD'}, 'ETC/BTC': {'id': 'tETCBTC', 'symbol': 'ETC/BTC', 'base': 'ETC', 'quote': 'BTC'}, 'ETC/USD': {'id': 'tETCUSD', 'symbol': 'ETC/USD', 'base': 'ETC', 'quote': 'USD'}, 'ETH/BTC': {'id': 'tETHBTC', 'symbol': 'ETH/BTC', 'base': 'ETH', 'quote': 'BTC'}, 'ETH/USD': {'id': 'tETHUSD', 'symbol': 'ETH/USD', 'base': 'ETH', 'quote': 'USD'}, 'ETP/BTC': {'id': 'tETPBTC', 'symbol': 'ETP/BTC', 'base': 'ETP', 'quote': 'BTC'}, 'ETP/ETH': {'id': 'tETPETH', 'symbol': 'ETP/ETH', 'base': 'ETP', 'quote': 'ETH'}, 'ETP/USD': {'id': 'tETPUSD', 'symbol': 'ETP/USD', 'base': 'ETP', 'quote': 'USD'}, 'IOTA/BTC': {'id': 'tIOTBTC', 'symbol': 'IOTA/BTC', 'base': 'IOTA', 'quote': 'BTC'}, 'IOTA/ETH': {'id': 'tIOTETH', 'symbol': 'IOTA/ETH', 'base': 'IOTA', 'quote': 'ETH'}, 'IOTA/USD': {'id': 'tIOTUSD', 'symbol': 'IOTA/USD', 'base': 'IOTA', 'quote': 'USD'}, 'LTC/BTC': {'id': 'tLTCBTC', 'symbol': 'LTC/BTC', 'base': 'LTC', 'quote': 'BTC'}, 'LTC/USD': {'id': 'tLTCUSD', 'symbol': 'LTC/USD', 'base': 'LTC', 'quote': 'USD'}, 'NEO/BTC': {'id': 'tNEOBTC', 'symbol': 'NEO/BTC', 'base': 'NEO', 'quote': 'BTC'}, 'NEO/ETH': {'id': 'tNEOETH', 'symbol': 'NEO/ETH', 'base': 'NEO', 'quote': 'ETH'}, 'NEO/USD': {'id': 'tNEOUSD', 'symbol': 'NEO/USD', 'base': 'NEO', 'quote': 'USD'}, 'OMG/BTC': {'id': 'tOMGBTC', 'symbol': 'OMG/BTC', 'base': 'OMG', 'quote': 'BTC'}, 'OMG/ETH': {'id': 'tOMGETH', 'symbol': 'OMG/ETH', 'base': 'OMG', 'quote': 'ETH'}, 'OMG/USD': {'id': 'tOMGUSD', 'symbol': 'OMG/USD', 'base': 'OMG', 'quote': 'USD'}, 'QTUM/BTC': {'id': 'tQTMBTC', 'symbol': 'QTUM/BTC', 'base': 'QTUM', 'quote': 'BTC'}, 'QTUM/ETH': {'id': 'tQTMETH', 'symbol': 'QTUM/ETH', 'base': 'QTUM', 'quote': 'ETH'}, 'QTUM/USD': {'id': 'tQTMUSD', 'symbol': 'QTUM/USD', 'base': 'QTUM', 'quote': 'USD'}, 'RRT/BTC': {'id': 'tRRTBTC', 'symbol': 'RRT/BTC', 'base': 'RRT', 'quote': 'BTC'}, 'RRT/USD': {'id': 'tRRTUSD', 'symbol': 'RRT/USD', 'base': 'RRT', 'quote': 'USD'}, 'SAN/BTC': {'id': 'tSANBTC', 'symbol': 'SAN/BTC', 'base': 'SAN', 'quote': 'BTC'}, 'SAN/ETH': {'id': 'tSANETH', 'symbol': 'SAN/ETH', 'base': 'SAN', 'quote': 'ETH'}, 'SAN/USD': {'id': 'tSANUSD', 'symbol': 'SAN/USD', 'base': 'SAN', 'quote': 'USD'}, 'XMR/BTC': {'id': 'tXMRBTC', 'symbol': 'XMR/BTC', 'base': 'XMR', 'quote': 'BTC'}, 'XMR/USD': {'id': 'tXMRUSD', 'symbol': 'XMR/USD', 'base': 'XMR', 'quote': 'USD'}, 'XRP/BTC': {'id': 'tXRPBTC', 'symbol': 'XRP/BTC', 'base': 'XRP', 'quote': 'BTC'}, 'XRP/USD': {'id': 'tXRPUSD', 'symbol': 'XRP/USD', 'base': 'XRP', 'quote': 'USD'}, 'ZEC/BTC': {'id': 'tZECBTC', 'symbol': 'ZEC/BTC', 'base': 'ZEC', 'quote': 'BTC'}, 'ZEC/USD': {'id': 'tZECUSD', 'symbol': 'ZEC/USD', 'base': 'ZEC', 'quote': 'USD'}, }, 'fees': { 'trading': { 'maker': 0.1 / 100, 'taker': 0.2 / 100, }, 'funding': { 'withdraw': { 'BTC': 0.0005, 'BCH': 0.0005, 'ETH': 0.01, 'EOS': 0.1, 'LTC': 0.001, 'OMG': 0.1, 'IOT': 0.0, 'NEO': 0.0, 'ETC': 0.01, 'XRP': 0.02, 'ETP': 0.01, 'ZEC': 0.001, 'BTG': 0.0, 'DASH': 0.01, 'XMR': 0.04, 'QTM': 0.01, 'EDO': 0.5, 'DAT': 1.0, 'AVT': 0.5, 'SAN': 0.1, 'USDT': 5.0, }, }, }, }) def common_currency_code(self, currency): # issue #4 Bitfinex names Dash as DSH, instead of DASH if currency == 'DSH': return 'DASH' if currency == 'QTM': return 'QTUM' # issue #796 if currency == 'IOT': return 'IOTA' return currency def fetch_balance(self, params={}): response = self.privatePostAuthRWallets() balanceType = self.safe_string(params, 'type', 'exchange') result = {'info': response} for b in range(0, len(response)): balance = response[b] accountType, currency, total, interest, available = balance if accountType == balanceType: if currency[0] == 't': currency = currency[1:] uppercase = currency.upper() uppercase = self.common_currency_code(uppercase) account = self.account() account['free'] = available account['total'] = total if account['free']: account['used'] = account['total'] - account['free'] result[uppercase] = account return self.parse_balance(result) def fetch_order_book(self, symbol, params={}): orderbook = self.publicGetBookSymbolPrecision(self.extend({ 'symbol': self.market_id(symbol), 'precision': 'R0', }, params)) timestamp = self.milliseconds() result = { 'bids': [], 'asks': [], 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), } for i in range(0, len(orderbook)): order = orderbook[i] price = order[1] amount = order[2] side = 'bids' if (amount > 0) else 'asks' amount = abs(amount) result[side].append([price, amount]) result['bids'] = self.sort_by(result['bids'], 0, True) result['asks'] = self.sort_by(result['asks'], 0) return result def parse_ticker(self, ticker, market=None): timestamp = self.milliseconds() symbol = None if market: symbol = market['symbol'] length = len(ticker) return { 'symbol': symbol, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'high': ticker[length - 2], 'low': ticker[length - 1], 'bid': ticker[length - 10], 'ask': ticker[length - 8], 'vwap': None, 'open': None, 'close': None, 'first': None, 'last': ticker[length - 4], 'change': ticker[length - 6], 'percentage': ticker[length - 5], 'average': None, 'baseVolume': ticker[length - 3], 'quoteVolume': None, 'info': ticker, } def fetch_tickers(self, symbols=None, params={}): tickers = self.publicGetTickers(self.extend({ 'symbols': ','.join(self.ids), }, params)) result = {} for i in range(0, len(tickers)): ticker = tickers[i] id = ticker[0] market = self.markets_by_id[id] symbol = market['symbol'] result[symbol] = self.parse_ticker(ticker, market) return result def fetch_ticker(self, symbol, params={}): market = self.markets[symbol] ticker = self.publicGetTickerSymbol(self.extend({ 'symbol': market['id'], }, params)) return self.parse_ticker(ticker, market) def parse_trade(self, trade, market): id, timestamp, amount, price = trade side = 'sell' if (amount < 0) else 'buy' if amount < 0: amount = -amount return { 'id': str(id), 'info': trade, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'symbol': market['symbol'], 'type': None, 'side': side, 'price': price, 'amount': amount, } def fetch_trades(self, symbol, since=None, limit=None, params={}): market = self.market(symbol) request = { 'symbol': market['id'], } if since: request['start'] = since if limit: request['limit'] = limit response = self.publicGetTradesSymbolHist(self.extend(request, params)) return self.parse_trades(response, market, since, limit) def fetch_ohlcv(self, symbol, timeframe='1m', since=None, limit=None, params={}): market = self.market(symbol) request = { 'symbol': market['id'], 'timeframe': self.timeframes[timeframe], } if limit: request['limit'] = limit if since: request['start'] = since request = self.extend(request, params) response = self.publicGetCandlesTradeTimeframeSymbolHist(request) return self.parse_ohlcvs(response, market, timeframe, since, limit) def create_order(self, symbol, type, side, amount, price=None, params={}): raise NotSupported(self.id + ' createOrder not implemented yet') def cancel_order(self, id, symbol=None, params={}): raise NotSupported(self.id + ' cancelOrder not implemented yet') def fetch_order(self, id, symbol=None, params={}): raise NotSupported(self.id + ' fetchOrder not implemented yet') def withdraw(self, currency, amount, address, params={}): raise NotSupported(self.id + ' withdraw not implemented yet') def nonce(self): return self.milliseconds() def sign(self, path, api='public', method='GET', params={}, headers=None, body=None): request = self.version + '/' + self.implode_params(path, params) query = self.omit(params, self.extract_params(path)) url = self.urls['api'] + '/' + request if api == 'public': if query: url += '?' + self.urlencode(query) else: self.check_required_credentials() nonce = str(self.nonce()) body = self.json(query) auth = '/api' + '/' + request + nonce + body signature = self.hmac(self.encode(auth), self.encode(self.secret), hashlib.sha384) headers = { 'bfx-nonce': nonce, 'bfx-apikey': self.apiKey, 'bfx-signature': signature, 'Content-Type': 'application/json', } return {'url': url, 'method': method, 'body': body, 'headers': headers} def request(self, path, api='public', method='GET', params={}, headers=None, body=None): response = self.fetch2(path, api, method, params, headers, body) if response: if 'message' in response: if response['message'].find('not enough exchange balance') >= 0: raise InsufficientFunds(self.id + ' ' + self.json(response)) raise ExchangeError(self.id + ' ' + self.json(response)) return response elif response == '': raise ExchangeError(self.id + ' returned empty response') return response