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currencycom fetchMarkets precisionMode TICK_SIZE, maker taker fees fix …
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…#7840
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@kroitor
kroitor committed Oct 21, 2020
1 parent 0092f35 commit 7a15bf3
Showing 1 changed file with 40 additions and 15 deletions.
55 changes: 40 additions & 15 deletions js/currencycom.js
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Expand Up @@ -4,7 +4,7 @@

const Exchange = require ('./base/Exchange');
const { ExchangeError, ArgumentsRequired, ExchangeNotAvailable, InsufficientFunds, OrderNotFound, InvalidOrder, DDoSProtection, InvalidNonce, AuthenticationError, BadRequest } = require ('./base/errors');
const { ROUND } = require ('./base/functions/number');
const { ROUND, TICK_SIZE } = require ('./base/functions/number');

// ---------------------------------------------------------------------------

Expand Down Expand Up @@ -98,6 +98,7 @@ module.exports = class currencycom extends Exchange {
'maker': 0.002,
},
},
'precisionMode': TICK_SIZE,
// exchange-specific options
'options': {
'defaultTimeInForce': 'GTC', // 'GTC' = Good To Cancel (default), 'IOC' = Immediate Or Cancel, 'FOK' = Fill Or Kill
Expand Down Expand Up @@ -166,22 +167,20 @@ module.exports = class currencycom extends Exchange {
async fetchMarkets (params = {}) {
const response = await this.publicGetExchangeInfo (params);
//
// spot
//
// {
// "timezone":"UTC",
// "serverTime":1590998061253,
// "serverTime":1603252990096,
// "rateLimits":[
// {"rateLimitType":"REQUEST_WEIGHT","interval":"MINUTE","intervalNum":1,"limit":1200},
// {"rateLimitType":"ORDERS","interval":"SECOND","intervalNum":1,"limit":10},
// {"rateLimitType":"ORDERS","interval":"DAY","intervalNum":1,"limit":864000}
// {"rateLimitType":"ORDERS","interval":"DAY","intervalNum":1,"limit":864000},
// ],
// "exchangeFilters":[],
// "symbols":[
// {
// "symbol":"EVK",
// "name":"Evonik",
// "status":"HALT",
// "status":"BREAK",
// "baseAsset":"EVK",
// "baseAssetPrecision":3,
// "quoteAsset":"EUR",
Expand All @@ -192,7 +191,14 @@ module.exports = class currencycom extends Exchange {
// {"filterType":"LOT_SIZE","minQty":"1","maxQty":"27000","stepSize":"1"},
// {"filterType":"MIN_NOTIONAL","minNotional":"23"}
// ],
// "marketType":"SPOT"
// "marketType":"SPOT",
// "country":"DE",
// "sector":"Basic Materials",
// "industry":"Diversified Chemicals",
// "tradingHours":"UTC; Mon 07:02 - 15:30; Tue 07:02 - 15:30; Wed 07:02 - 15:30; Thu 07:02 - 15:30; Fri 07:02 - 15:30",
// "tickSize":0.005,
// "tickValue":0.11125,
// "exchangeFee":0.05
// },
// {
// "symbol":"BTC/USD_LEVERAGE",
Expand All @@ -206,10 +212,21 @@ module.exports = class currencycom extends Exchange {
// "orderTypes":["LIMIT","MARKET","STOP"],
// "filters":[
// {"filterType":"LOT_SIZE","minQty":"0.001","maxQty":"100","stepSize":"0.001"},
// {"filterType":"MIN_NOTIONAL","minNotional":"11"}
// {"filterType":"MIN_NOTIONAL","minNotional":"13"}
// ],
// "marketType":"LEVERAGE"
// }
// "marketType":"LEVERAGE",
// "longRate":-0.01,
// "shortRate":0.01,
// "swapChargeInterval":480,
// "country":"",
// "sector":"",
// "industry":"",
// "tradingHours":"UTC; Mon - 21:00, 21:05 -; Tue - 21:00, 21:05 -; Wed - 21:00, 21:05 -; Thu - 21:00, 21:05 -; Fri - 21:00, 22:01 -; Sat - 21:00, 21:05 -; Sun - 20:00, 21:05 -",
// "tickSize":0.05,
// "tickValue":610.20875,
// "makerFee":-0.025,
// "takerFee":0.075
// },
// ]
// }
//
Expand All @@ -232,8 +249,8 @@ module.exports = class currencycom extends Exchange {
const filters = this.safeValue (market, 'filters', []);
const filtersByType = this.indexBy (filters, 'filterType');
const precision = {
'amount': this.safeInteger (market, 'baseAssetPrecision'),
'price': this.safeInteger (market, 'quotePrecision'),
'amount': 1 / Math.pow (1, this.safeInteger (market, 'baseAssetPrecision')),
'price': this.safeFloat (market, 'tickSize'),
};
const status = this.safeString (market, 'status');
const active = (status === 'TRADING');
Expand Down Expand Up @@ -271,8 +288,18 @@ module.exports = class currencycom extends Exchange {
},
},
};
const exchangeFee = this.safeFloat2 (market, 'exchangeFee', 'tradingFee');
const makerFee = this.safeFloat (market, 'makerFee', exchangeFee);
const takerFee = this.safeFloat (market, 'takerFee', exchangeFee);
if (makerFee !== undefined) {
entry['maker'] = makerFee / 100;
}
if (takerFee !== undefined) {
entry['taker'] = takerFee / 100;
}
if ('PRICE_FILTER' in filtersByType) {
const filter = this.safeValue (filtersByType, 'PRICE_FILTER', {});
entry['precision']['price'] = this.safeFloat (filter, 'tickSize');
// PRICE_FILTER reports zero values for maxPrice
// since they updated filter types in November 2018
// https://github.com/ccxt/ccxt/issues/4286
Expand All @@ -285,12 +312,10 @@ module.exports = class currencycom extends Exchange {
if ((maxPrice !== undefined) && (maxPrice > 0)) {
entry['limits']['price']['max'] = maxPrice;
}
entry['precision']['price'] = this.precisionFromString (filter['tickSize']);
}
if ('LOT_SIZE' in filtersByType) {
const filter = this.safeValue (filtersByType, 'LOT_SIZE', {});
const stepSize = this.safeString (filter, 'stepSize');
entry['precision']['amount'] = this.precisionFromString (stepSize);
entry['precision']['amount'] = this.safeFloat (filter, 'stepSize');
entry['limits']['amount'] = {
'min': this.safeFloat (filter, 'minQty'),
'max': this.safeFloat (filter, 'maxQty'),
Expand Down

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