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Merge pull request #11311 from DoctorSlimm/idex-safeTrade
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Idex safe trade
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@kroitor
kroitor committed Jan 14, 2022
2 parents 9433f5b + 32479ad commit eaf41b9
Showing 1 changed file with 91 additions and 79 deletions.
170 changes: 91 additions & 79 deletions js/idex.js
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Expand Up @@ -5,7 +5,6 @@
const Exchange = require ('./base/Exchange');
const { PAD_WITH_ZERO } = require ('./base/functions/number');
const { InvalidOrder, InsufficientFunds, ExchangeError, ExchangeNotAvailable, DDoSProtection, BadRequest, NotSupported, InvalidAddress, AuthenticationError } = require ('./base/errors');
const Precise = require ('./base/Precise');

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

Expand All @@ -15,7 +14,9 @@ module.exports = class idex extends Exchange {
'id': 'idex',
'name': 'IDEX',
'countries': [ 'US' ],
'rateLimit': 1500,
// public data endpoints 5 requests a second => 1000ms / 5 = 200ms between requests roughly (without Authentication)
// all endpoints 10 requests a second => (1000ms / rateLimit) / 10 => 1 / 2 (with Authentication)
'rateLimit': 200,
'version': 'v2',
'pro': true,
'certified': true,
Expand Down Expand Up @@ -65,38 +66,38 @@ module.exports = class idex extends Exchange {
},
'api': {
'public': {
'get': [
'ping',
'time',
'exchange',
'assets',
'markets',
'tickers',
'candles',
'trades',
'orderbook',
'wsToken',
],
'get': {
'ping': 1,
'time': 1,
'exchange': 1,
'assets': 1,
'markets': 1,
'tickers': 1,
'candles': 1,
'trades': 1,
'orderbook': 1,
},
},
'private': {
'get': [
'user',
'wallets',
'balances',
'orders',
'fills',
'deposits',
'withdrawals',
],
'post': [
'wallets',
'orders',
'orders/test',
'withdrawals',
],
'delete': [
'orders',
],
'get': {
'user': 1,
'wallets': 1,
'balances': 1,
'orders': 1,
'fills': 1,
'deposits': 1,
'withdrawals': 1,
'wsToken': 1,
},
'post': {
'wallets': 1,
'orders': 1,
'orders/test': 1,
'withdrawals': 1,
},
'delete': {
'orders': 1,
},
},
},
'options': {
Expand All @@ -121,11 +122,6 @@ module.exports = class idex extends Exchange {
},
'paddingMode': PAD_WITH_ZERO,
'commonCurrencies': {},
'requireCredentials': {
'privateKey': true,
'apiKey': true,
'secret': true,
},
});
}

Expand Down Expand Up @@ -427,44 +423,48 @@ module.exports = class idex extends Exchange {
}

parseTrade (trade, market = undefined) {
//
// public trades
// {
// fillId: 'b5467d00-b13e-3fa9-8216-dd66735550fc',
// price: '0.09771286',
// quantity: '1.45340410',
// quoteQuantity: '0.14201627',
// time: 1598345638994,
// makerSide: 'buy',
// sequence: 3853
// }
// {
// "fillId":"a4883704-850b-3c4b-8588-020b5e4c62f1",
// "price":"0.20377008",
// "quantity":"47.58448728",
// "quoteQuantity":"9.69629509",
// "time":1642091300873,
// "makerSide":"buy",
// "type":"hybrid", // one of either: "orderBook", "hybrid", or "pool"
// "sequence":31876
// }
//
// private trades
// {
// fillId: '48582d10-b9bb-3c4b-94d3-e67537cf2472',
// price: '0.09905990',
// quantity: '0.40000000',
// quoteQuantity: '0.03962396',
// time: 1598873478762,
// makerSide: 'sell',
// sequence: 5053,
// market: 'DIL-ETH',
// orderId: '7cdc8e90-eb7d-11ea-9e60-4118569f6e63',
// side: 'buy',
// fee: '0.00080000',
// feeAsset: 'DIL',
// gas: '0.00857497',
// liquidity: 'taker',
// txId: '0xeaa02b112c0b8b61bc02fa1776a2b39d6c614e287c1af90df0a2e591da573e65',
// txStatus: 'mined'
// }
// {
// "fillId":"83429066-9334-3582-b710-78858b2f0d6b",
// "price":"0.20717368",
// "quantity":"15.00000000",
// "quoteQuantity":"3.10760523",
// "orderBookQuantity":"0.00000003",
// "orderBookQuoteQuantity":"0.00000001",
// "poolQuantity":"14.99999997",
// "poolQuoteQuantity":"3.10760522",
// "time":1642083351215,
// "makerSide":"sell",
// "sequence":31795,
// "market":"IDEX-USDC",
// "orderId":"4fe993f0-747b-11ec-bd08-79d4a0b6e47c",
// "side":"buy",
// "fee":"0.03749989",
// "feeAsset":"IDEX",
// "gas":"0.40507261",
// "liquidity":"taker",
// "type":"hybrid",
// "txId":"0x69f6d82a762d12e3201efd0b3e9cc1969351e3c6ea3cf07c47c66bf24a459815",
// "txStatus":"mined"
// }
//
const id = this.safeString (trade, 'fillId');
const priceString = this.safeString (trade, 'price');
const amountString = this.safeString (trade, 'quantity');
const price = this.parseNumber (priceString);
const amount = this.parseNumber (amountString);
let cost = this.safeNumber (trade, 'quoteQuantity');
if (cost === undefined) {
cost = this.parseNumber (Precise.stringMul (priceString, amountString));
}
const costString = this.safeString (trade, 'quoteQuantity');
const timestamp = this.safeInteger (trade, 'time');
const marketId = this.safeString (trade, 'market');
const symbol = this.safeSymbol (marketId, market, '-');
Expand All @@ -473,17 +473,17 @@ module.exports = class idex extends Exchange {
const oppositeSide = (makerSide === 'buy') ? 'sell' : 'buy';
const side = this.safeString (trade, 'side', oppositeSide);
const takerOrMaker = this.safeString (trade, 'liquidity', 'taker');
const feeCost = this.safeNumber (trade, 'fee');
const feeCostString = this.safeString (trade, 'fee');
let fee = undefined;
if (feeCost !== undefined) {
if (feeCostString !== undefined) {
const feeCurrencyId = this.safeString (trade, 'feeAsset');
fee = {
'cost': feeCost,
'cost': feeCostString,
'currency': this.safeCurrencyCode (feeCurrencyId),
};
}
const orderId = this.safeString (trade, 'orderId');
return {
return this.safeTrade ({
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
Expand All @@ -493,11 +493,11 @@ module.exports = class idex extends Exchange {
'type': 'limit',
'side': side,
'takerOrMaker': takerOrMaker,
'price': price,
'amount': amount,
'cost': cost,
'price': priceString,
'amount': amountString,
'cost': costString,
'fee': fee,
};
}, market);
}

async fetchOrderBook (symbol, limit = undefined, params = {}) {
Expand Down Expand Up @@ -1052,11 +1052,13 @@ module.exports = class idex extends Exchange {
'side': side,
'type': type,
'wallet': this.walletAddress,
'timeInForce': timeInForce,
'selfTradePrevention': selfTradePrevention,
},
'signature': signature,
};
if (type !== 'market') {
request['parameters']['timeInForce'] = timeInForce;
}
if (limitOrder) {
request['parameters']['price'] = priceString;
}
Expand Down Expand Up @@ -1313,6 +1315,16 @@ module.exports = class idex extends Exchange {
};
}

calculateRateLimiterCost (api, method, path, params, config = {}, context = {}) {
const hasApiKey = (this.apiKey !== undefined);
const hasSecret = (this.secret !== undefined);
const hasWalletAddress = (this.walletAddress !== undefined);
const hasPrivateKey = (this.privateKey !== undefined);
const defaultCost = this.safeValue (config, 'cost', 1);
const authenticated = hasApiKey && hasSecret && hasWalletAddress && hasPrivateKey;
return authenticated ? (defaultCost / 2) : defaultCost;
}

sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
const network = this.safeString (this.options, 'network', 'ETH');
const version = this.safeString (this.options, 'version', 'v1');
Expand Down

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