# -*- coding: utf-8 -*- from ccxt.base.exchange import Exchange import math import json from ccxt.base.errors import ExchangeError from ccxt.base.errors import InvalidOrder class cex (Exchange): def describe(self): return self.deep_extend(super(cex, self).describe(), { 'id': 'cex', 'name': 'CEX.IO', 'countries': ['GB', 'EU', 'CY', 'RU'], 'rateLimit': 1500, 'hasCORS': True, 'hasFetchTickers': True, 'hasFetchOHLCV': True, 'hasFetchOpenOrders': True, 'timeframes': { '1m': '1m', }, 'urls': { 'logo': 'https://user-images.githubusercontent.com/1294454/27766442-8ddc33b0-5ed8-11e7-8b98-f786aef0f3c9.jpg', 'api': 'https://cex.io/api', 'www': 'https://cex.io', 'doc': 'https://cex.io/cex-api', }, 'requiredCredentials': { 'apiKey': True, 'secret': True, 'uid': True, }, 'api': { 'public': { 'get': [ 'currency_limits/', 'last_price/{pair}/', 'last_prices/{currencies}/', 'ohlcv/hd/{yyyymmdd}/{pair}', 'order_book/{pair}/', 'ticker/{pair}/', 'tickers/{currencies}/', 'trade_history/{pair}/', ], 'post': [ 'convert/{pair}', 'price_stats/{pair}', ], }, 'private': { 'post': [ 'active_orders_status/', 'archived_orders/{pair}/', 'balance/', 'cancel_order/', 'cancel_orders/{pair}/', 'cancel_replace_order/{pair}/', 'close_position/{pair}/', 'get_address/', 'get_myfee/', 'get_order/', 'get_order_tx/', 'open_orders/{pair}/', 'open_orders/', 'open_position/{pair}/', 'open_positions/{pair}/', 'place_order/{pair}/', ], }, }, 'fees': { 'trading': { 'maker': 0, 'taker': 0.2 / 100, }, }, }) def fetch_markets(self): markets = self.publicGetCurrencyLimits() result = [] for p in range(0, len(markets['data']['pairs'])): market = markets['data']['pairs'][p] id = market['symbol1'] + '/' + market['symbol2'] symbol = id base, quote = symbol.split('/') result.append({ 'id': id, 'info': market, 'symbol': symbol, 'base': base, 'quote': quote, 'precision': { 'price': self.precision_from_string(market['minPrice']), 'amount': -1 * math.log10(market['minLotSize']), }, 'limits': { 'amount': { 'min': market['minLotSize'], 'max': market['maxLotSize'], }, 'price': { 'min': float(market['minPrice']), 'max': float(market['maxPrice']), }, 'cost': { 'min': market['minLotSizeS2'], 'max': None, }, }, }) return result def fetch_balance(self, params={}): self.load_markets() response = self.privatePostBalance() result = {'info': response} ommited = ['username', 'timestamp'] balances = self.omit(response, ommited) currencies = list(balances.keys()) for i in range(0, len(currencies)): currency = currencies[i] if currency in balances: account = { 'free': self.safe_float(balances[currency], 'available', 0.0), 'used': self.safe_float(balances[currency], 'orders', 0.0), 'total': 0.0, } account['total'] = self.sum(account['free'], account['used']) result[currency] = account return self.parse_balance(result) def fetch_order_book(self, symbol, params={}): self.load_markets() orderbook = self.publicGetOrderBookPair(self.extend({ 'pair': self.market_id(symbol), }, params)) timestamp = orderbook['timestamp'] * 1000 return self.parse_order_book(orderbook, timestamp) def parse_ohlcv(self, ohlcv, market=None, timeframe='1m', since=None, limit=None): return [ ohlcv[0] * 1000, ohlcv[1], ohlcv[2], ohlcv[3], ohlcv[4], ohlcv[5], ] def fetch_ohlcv(self, symbol, timeframe='1m', since=None, limit=None, params={}): self.load_markets() market = self.market(symbol) if not since: since = self.milliseconds() - 86400000 # yesterday ymd = self.Ymd(since) ymd = ymd.split('-') ymd = ''.join(ymd) request = { 'pair': market['id'], 'yyyymmdd': ymd, } response = self.publicGetOhlcvHdYyyymmddPair(self.extend(request, params)) key = 'data' + self.timeframes[timeframe] ohlcvs = json.loads(response[key]) return self.parse_ohlcvs(ohlcvs, market, timeframe, since, limit) def parse_ticker(self, ticker, market=None): timestamp = None iso8601 = None if 'timestamp' in ticker: timestamp = int(ticker['timestamp']) * 1000 iso8601 = self.iso8601(timestamp) volume = self.safe_float(ticker, 'volume') high = self.safe_float(ticker, 'high') low = self.safe_float(ticker, 'low') bid = self.safe_float(ticker, 'bid') ask = self.safe_float(ticker, 'ask') last = self.safe_float(ticker, 'last') symbol = None if market: symbol = market['symbol'] return { 'symbol': symbol, 'timestamp': timestamp, 'datetime': iso8601, 'high': high, 'low': low, 'bid': bid, 'ask': ask, 'vwap': None, 'open': None, 'close': None, 'first': None, 'last': last, 'change': None, 'percentage': None, 'average': None, 'baseVolume': volume, 'quoteVolume': None, 'info': ticker, } def fetch_tickers(self, symbols=None, params={}): self.load_markets() currencies = list(self.currencies.keys()) response = self.publicGetTickersCurrencies(self.extend({ 'currencies': '/'.join(currencies), }, params)) tickers = response['data'] result = {} for t in range(0, len(tickers)): ticker = tickers[t] symbol = ticker['pair'].replace(':', '/') market = self.markets[symbol] result[symbol] = self.parse_ticker(ticker, market) return result def fetch_ticker(self, symbol, params={}): self.load_markets() market = self.market(symbol) ticker = self.publicGetTickerPair(self.extend({ 'pair': market['id'], }, params)) return self.parse_ticker(ticker, market) def parse_trade(self, trade, market=None): timestamp = int(trade['date']) * 1000 return { 'info': trade, 'id': trade['tid'], 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'symbol': market['symbol'], 'type': None, 'side': trade['type'], 'price': float(trade['price']), 'amount': float(trade['amount']), } def fetch_trades(self, symbol, since=None, limit=None, params={}): self.load_markets() market = self.market(symbol) response = self.publicGetTradeHistoryPair(self.extend({ 'pair': market['id'], }, params)) return self.parse_trades(response, market, since, limit) def create_order(self, symbol, type, side, amount, price=None, params={}): self.load_markets() order = { 'pair': self.market_id(symbol), 'type': side, 'amount': amount, } if type == 'limit': order['price'] = price else: # for market buy CEX.io requires the amount of quote currency to spend if side == 'buy': if not price: raise InvalidOrder('For market buy orders ' + self.id + " requires the amount of quote currency to spend, to calculate proper costs call createOrder(symbol, 'market', 'buy', amount, price)") order['amount'] = amount * price order['order_type'] = type response = self.privatePostPlaceOrderPair(self.extend(order, params)) return { 'info': response, 'id': response['id'], } def cancel_order(self, id, symbol=None, params={}): self.load_markets() return self.privatePostCancelOrder({'id': id}) def parse_order(self, order, market=None): timestamp = int(order['time']) symbol = None if not market: symbol = order['symbol1'] + '/' + order['symbol2'] if symbol in self.markets: market = self.market(symbol) status = order['status'] if status == 'a': status = 'open' # the unified status elif status == 'cd': status = 'canceled' elif status == 'c': status = 'canceled' elif status == 'd': status = 'closed' price = self.safe_float(order, 'price') amount = self.safe_float(order, 'amount') remaining = self.safe_float(order, 'pending') if not remaining: remaining = self.safe_float(order, 'remains') filled = amount - remaining fee = None cost = None if market: symbol = market['symbol'] cost = self.safe_float(order, 'ta:' + market['quote']) baseFee = 'fa:' + market['base'] quoteFee = 'fa:' + market['quote'] feeRate = self.safe_float(order, 'tradingFeeMaker') if not feeRate: feeRate = self.safe_float(order, 'tradingFeeTaker', feeRate) if feeRate: feeRate /= 100.0 # convert to mathematically-correct percentage coefficients: 1.0 = 100% if baseFee in order: fee = { 'currency': market['base'], 'rate': feeRate, 'cost': self.safe_float(order, baseFee), } elif quoteFee in order: fee = { 'currency': market['quote'], 'rate': feeRate, 'cost': self.safe_float(order, quoteFee), } if not cost: cost = price * filled return { 'id': order['id'], 'datetime': self.iso8601(timestamp), 'timestamp': timestamp, 'status': status, 'symbol': symbol, 'type': None, 'side': order['type'], 'price': price, 'cost': cost, 'amount': amount, 'filled': filled, 'remaining': remaining, 'trades': None, 'fee': fee, 'info': order, } def fetch_open_orders(self, symbol=None, since=None, limit=None, params={}): self.load_markets() request = {} method = 'privatePostOpenOrders' market = None if symbol: market = self.market(symbol) request['pair'] = market['id'] method += 'Pair' orders = getattr(self, method)(self.extend(request, params)) for i in range(0, len(orders)): orders[i] = self.extend(orders[i], {'status': 'open'}) return self.parse_orders(orders, market, since, limit) def fetch_order(self, id, symbol=None, params={}): self.load_markets() response = self.privatePostGetOrder(self.extend({ 'id': str(id), }, params)) return self.parse_order(response) def nonce(self): return self.milliseconds() def sign(self, path, api='public', method='GET', params={}, headers=None, body=None): url = self.urls['api'] + '/' + self.implode_params(path, params) query = self.omit(params, self.extract_params(path)) if api == 'public': if query: url += '?' + self.urlencode(query) else: self.check_required_credentials() nonce = str(self.nonce()) auth = nonce + self.uid + self.apiKey signature = self.hmac(self.encode(auth), self.encode(self.secret)) body = self.urlencode(self.extend({ 'key': self.apiKey, 'signature': signature.upper(), 'nonce': nonce, }, query)) headers = { 'Content-Type': 'application/x-www-form-urlencoded', } 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 not response: raise ExchangeError(self.id + ' returned ' + self.json(response)) elif response is True: return response elif 'e' in response: if 'ok' in response: if response['ok'] == 'ok': return response raise ExchangeError(self.id + ' ' + self.json(response)) elif 'error' in response: if response['error']: raise ExchangeError(self.id + ' ' + self.json(response)) return response