# -*- coding: utf-8 -*- from ccxt.base.exchange import Exchange import math from ccxt.base.errors import ExchangeError class okcoinusd (Exchange): def describe(self): return self.deep_extend(super(okcoinusd, self).describe(), { 'id': 'okcoinusd', 'name': 'OKCoin USD', 'countries': ['CN', 'US'], 'hasCORS': False, 'version': 'v1', 'rateLimit': 1000, # up to 3000 requests per 5 minutes ≈ 600 requests per minute ≈ 10 requests per second ≈ 100 ms # obsolete metainfo interface 'hasFetchOHLCV': True, 'hasFetchOrder': True, 'hasFetchOrders': True, 'hasFetchOpenOrders': True, 'hasFetchClosedOrders': True, 'hasWithdraw': True, # new metainfo interface 'has': { 'fetchOHLCV': True, 'fetchOrder': True, 'fetchOrders': True, 'fetchOpenOrders': True, 'fetchClosedOrders': True, 'withdraw': True, }, 'extension': '.do', # appended to endpoint URL 'hasFutureMarkets': False, 'timeframes': { '1m': '1min', '3m': '3min', '5m': '5min', '15m': '15min', '30m': '30min', '1h': '1hour', '2h': '2hour', '4h': '4hour', '6h': '6hour', '12h': '12hour', '1d': '1day', '3d': '3day', '1w': '1week', }, 'api': { 'web': { 'get': [ 'markets/currencies', 'markets/products', ], }, 'public': { 'get': [ 'depth', 'exchange_rate', 'future_depth', 'future_estimated_price', 'future_hold_amount', 'future_index', 'future_kline', 'future_price_limit', 'future_ticker', 'future_trades', 'kline', 'otcs', 'ticker', 'trades', ], }, 'private': { 'post': [ 'account_records', 'batch_trade', 'borrow_money', 'borrow_order_info', 'borrows_info', 'cancel_borrow', 'cancel_order', 'cancel_otc_order', 'cancel_withdraw', 'future_batch_trade', 'future_cancel', 'future_devolve', 'future_explosive', 'future_order_info', 'future_orders_info', 'future_position', 'future_position_4fix', 'future_trade', 'future_trades_history', 'future_userinfo', 'future_userinfo_4fix', 'lend_depth', 'order_fee', 'order_history', 'order_info', 'orders_info', 'otc_order_history', 'otc_order_info', 'repayment', 'submit_otc_order', 'trade', 'trade_history', 'trade_otc_order', 'withdraw', 'withdraw_info', 'unrepayments_info', 'userinfo', ], }, }, 'urls': { 'logo': 'https://user-images.githubusercontent.com/1294454/27766791-89ffb502-5ee5-11e7-8a5b-c5950b68ac65.jpg', 'api': { 'web': 'https://www.okcoin.com/v2', 'public': 'https://www.okcoin.com/api', 'private': 'https://www.okcoin.com/api', }, 'www': 'https://www.okcoin.com', 'doc': [ 'https://www.okcoin.com/rest_getStarted.html', 'https://www.npmjs.com/package/okcoin.com', ], }, 'fees': { 'trading': { 'taker': 0.002, 'maker': 0.002, }, }, }) def fetch_markets(self): response = self.webGetMarketsProducts() markets = response['data'] result = [] for i in range(0, len(markets)): id = markets[i]['symbol'] uppercase = id.upper() base, quote = uppercase.split('_') symbol = base + '/' + quote precision = { 'amount': markets[i]['maxSizeDigit'], 'price': markets[i]['maxPriceDigit'], } lot = math.pow(10, -precision['amount']) market = self.extend(self.fees['trading'], { 'id': id, 'symbol': symbol, 'base': base, 'quote': quote, 'info': markets[i], 'type': 'spot', 'spot': True, 'future': False, 'lot': lot, 'active': True, 'precision': precision, 'limits': { 'amount': { 'min': markets[i]['minTradeSize'], 'max': None, }, 'price': { 'min': None, 'max': None, }, 'cost': { 'min': None, 'max': None, }, }, }) result.append(market) if (self.hasFutureMarkets) and(market['quote'] == 'USDT'): result.append(self.extend(market, { 'quote': 'USD', 'symbol': market['base'] + '/USD', 'id': market['id'].replace('usdt', 'usd'), 'type': 'future', 'spot': False, 'future': True, })) return result def fetch_order_book(self, symbol, params={}): self.load_markets() market = self.market(symbol) method = 'publicGet' request = { 'symbol': market['id'], } if market['future']: method += 'Future' request['contract_type'] = 'this_week' # next_week, quarter method += 'Depth' orderbook = getattr(self, method)(self.extend(request, params)) timestamp = self.milliseconds() return { 'bids': orderbook['bids'], 'asks': self.sort_by(orderbook['asks'], 0), 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), } def parse_ticker(self, ticker, market=None): timestamp = ticker['timestamp'] symbol = None if market: symbol = market['symbol'] return { 'symbol': symbol, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'high': float(ticker['high']), 'low': float(ticker['low']), 'bid': float(ticker['buy']), 'ask': float(ticker['sell']), 'vwap': None, 'open': None, 'close': None, 'first': None, 'last': float(ticker['last']), 'change': None, 'percentage': None, 'average': None, 'baseVolume': float(ticker['vol']), 'quoteVolume': None, 'info': ticker, } def fetch_ticker(self, symbol, params={}): self.load_markets() market = self.market(symbol) method = 'publicGet' request = { 'symbol': market['id'], } if market['future']: method += 'Future' request['contract_type'] = 'this_week' # next_week, quarter method += 'Ticker' response = getattr(self, method)(self.extend(request, params)) timestamp = int(response['date']) * 1000 ticker = self.extend(response['ticker'], {'timestamp': timestamp}) return self.parse_ticker(ticker, market) def parse_trade(self, trade, market=None): symbol = None if market: symbol = market['symbol'] return { 'info': trade, 'timestamp': trade['date_ms'], 'datetime': self.iso8601(trade['date_ms']), 'symbol': symbol, 'id': str(trade['tid']), 'order': None, '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) method = 'publicGet' request = { 'symbol': market['id'], } if market['future']: method += 'Future' request['contract_type'] = 'this_week' # next_week, quarter method += 'Trades' response = getattr(self, method)(self.extend(request, params)) return self.parse_trades(response, market, since, limit) def fetch_ohlcv(self, symbol, timeframe='1m', since=None, limit=1440, params={}): self.load_markets() market = self.market(symbol) method = 'publicGet' request = { 'symbol': market['id'], 'type': self.timeframes[timeframe], } if market['future']: method += 'Future' request['contract_type'] = 'this_week' # next_week, quarter method += 'Kline' if limit: request['size'] = int(limit) if since: request['since'] = since else: request['since'] = self.milliseconds() - 86400000 # last 24 hours response = getattr(self, method)(self.extend(request, params)) return self.parse_ohlcvs(response, market, timeframe, since, limit) def fetch_balance(self, params={}): self.load_markets() response = self.privatePostUserinfo() balances = response['info']['funds'] result = {'info': response} currencies = list(self.currencies.keys()) for i in range(0, len(currencies)): currency = currencies[i] lowercase = currency.lower() account = self.account() account['free'] = self.safe_float(balances['free'], lowercase, 0.0) account['used'] = self.safe_float(balances['freezed'], lowercase, 0.0) account['total'] = self.sum(account['free'], account['used']) result[currency] = account return self.parse_balance(result) def create_order(self, symbol, type, side, amount, price=None, params={}): self.load_markets() market = self.market(symbol) method = 'privatePost' order = { 'symbol': market['id'], 'type': side, } if market['future']: method += 'Future' order = self.extend(order, { 'contract_type': 'this_week', # next_week, quarter 'match_price': 0, # match best counter party price? 0 or 1, ignores price if 1 'lever_rate': 10, # leverage rate value: 10 or 20(10 by default) 'price': price, 'amount': amount, }) else: if type == 'limit': order['price'] = price order['amount'] = amount else: order['type'] += '_market' if side == 'buy': order['price'] = self.safe_float(params, 'cost') if not order['price']: raise ExchangeError(self.id + ' market buy orders require an additional cost parameter, cost = price * amount') else: order['amount'] = amount params = self.omit(params, 'cost') method += 'Trade' response = getattr(self, method)(self.extend(order, params)) return { 'info': response, 'id': str(response['order_id']), } def cancel_order(self, id, symbol=None, params={}): if not symbol: raise ExchangeError(self.id + ' cancelOrder() requires a symbol argument') market = self.market(symbol) request = { 'symbol': market['id'], 'order_id': id, } method = 'privatePost' if market['future']: method += 'FutureCancel' request['contract_type'] = 'this_week' # next_week, quarter else: method += 'CancelOrder' response = getattr(self, method)(self.extend(request, params)) return response def parse_order_status(self, status): if status == -1: return 'canceled' if status == 0: return 'open' if status == 1: return 'partial' if status == 2: return 'closed' if status == 4: return 'canceled' return status def parse_order(self, order, market=None): side = None type = None if 'type' in order: if (order['type'] == 'buy') or (order['type'] == 'sell'): side = order['type'] type = 'limit' else: side = 'buy' if (order['type'] == 'buy_market') else 'sell' type = 'market' status = self.parse_order_status(order['status']) symbol = None if not market: if 'symbol' in order: if order['symbol'] in self.markets_by_id: market = self.markets_by_id[order['symbol']] if market: symbol = market['symbol'] timestamp = None createDateField = self.get_create_date_field() if createDateField in order: timestamp = order[createDateField] amount = order['amount'] filled = order['deal_amount'] remaining = amount - filled average = order['avg_price'] cost = average * filled result = { 'info': order, 'id': order['order_id'], 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'symbol': symbol, 'type': type, 'side': side, 'price': order['price'], 'average': average, 'cost': cost, 'amount': amount, 'filled': filled, 'remaining': remaining, 'status': status, 'fee': None, } return result def get_create_date_field(self): # needed for derived exchanges # allcoin typo create_data instead of create_date return 'create_date' def get_orders_field(self): # needed for derived exchanges # allcoin typo order instead of orders(expected based on their API docs) return 'orders' def fetch_order(self, id, symbol=None, params={}): if not symbol: raise ExchangeError(self.id + 'fetchOrders requires a symbol parameter') self.load_markets() market = self.market(symbol) method = 'privatePost' request = { 'order_id': id, 'symbol': market['id'], # 'status': 0, # 0 for unfilled orders, 1 for filled orders # 'current_page': 1, # current page number # 'page_length': 200, # number of orders returned per page, maximum 200 } if market['future']: method += 'Future' request['contract_type'] = 'this_week' # next_week, quarter method += 'OrderInfo' response = getattr(self, method)(self.extend(request, params)) ordersField = self.get_orders_field() return self.parse_order(response[ordersField][0]) def fetch_orders(self, symbol=None, since=None, limit=None, params={}): if not symbol: raise ExchangeError(self.id + 'fetchOrders requires a symbol parameter') self.load_markets() market = self.market(symbol) method = 'privatePost' request = { 'symbol': market['id'], } order_id_in_params = ('order_id' in list(params.keys())) if market['future']: method += 'FutureOrdersInfo' request['contract_type'] = 'this_week' # next_week, quarter if not order_id_in_params: raise ExchangeError(self.id + ' fetchOrders() requires order_id param for futures market ' + symbol + '(a string of one or more order ids, comma-separated)') else: status = None if 'type' in params: status = params['type'] elif 'status' in params: status = params['status'] else: raise ExchangeError(self.id + ' fetchOrders() requires type param or status param for spot market ' + symbol + '(0 or "open" for unfilled orders, 1 or "closed" for filled orders)') if status == 'open': status = 0 if status == 'closed': status = 1 if order_id_in_params: method += 'OrdersInfo' request = self.extend(request, { 'type': status, }) else: method += 'OrderHistory' request = self.extend(request, { 'status': status, 'current_page': 1, # current page number 'page_length': 200, # number of orders returned per page, maximum 200 }) params = self.omit(params, ['type', 'status']) response = getattr(self, method)(self.extend(request, params)) ordersField = self.get_orders_field() return self.parse_orders(response[ordersField], market, since, limit) def fetch_open_orders(self, symbol=None, since=None, limit=None, params={}): open = 0 # 0 for unfilled orders, 1 for filled orders return self.fetch_orders(symbol, None, None, self.extend({ 'status': open, }, params)) def fetch_closed_orders(self, symbol=None, since=None, limit=None, params={}): closed = 1 # 0 for unfilled orders, 1 for filled orders return self.fetch_orders(symbol, None, None, self.extend({ 'status': closed, }, params)) def withdraw(self, currency, amount, address, params={}): self.load_markets() lowercase = currency.lower() + '_usd' # if amount < 0.01: # raise ExchangeError(self.id + ' withdraw() requires amount > 0.01') request = { 'symbol': lowercase, 'withdraw_address': address, 'withdraw_amount': amount, 'target': 'address', # or okcn, okcom, okex } query = params if 'chargefee' in query: request['chargefee'] = query['chargefee'] query = self.omit(query, 'chargefee') else: raise ExchangeError(self.id + ' withdraw() requires a `chargefee` parameter') password = None if self.password: request['trade_pwd'] = self.password password = self.password elif 'password' in query: request['trade_pwd'] = query['password'] query = self.omit(query, 'password') elif 'trade_pwd' in query: request['trade_pwd'] = query['trade_pwd'] query = self.omit(query, 'trade_pwd') if not password: raise ExchangeError(self.id + ' withdraw() requires self.password set on the exchange instance or a password / trade_pwd parameter') response = self.privatePostWithdraw(self.extend(request, query)) return { 'info': response, 'id': self.safe_string(response, 'withdraw_id'), } def sign(self, path, api='public', method='GET', params={}, headers=None, body=None): url = '/' if api != 'web': url += self.version + '/' url += path + self.extension if api == 'private': self.check_required_credentials() query = self.keysort(self.extend({ 'api_key': self.apiKey, }, params)) # secret key must be at the end of query queryString = self.rawencode(query) + '&secret_key=' + self.secret query['sign'] = self.hash(self.encode(queryString)).upper() body = self.urlencode(query) headers = {'Content-Type': 'application/x-www-form-urlencoded'} else: if params: url += '?' + self.urlencode(params) url = self.urls['api'][api] + url 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 'result' in response: if not response['result']: raise ExchangeError(self.id + ' ' + self.json(response)) if 'error_code' in response: raise ExchangeError(self.id + ' ' + self.json(response)) return response