Merge branch 'master' of https://github.com/ccxt/ccxt

ccxt.js

@@ -37,7 +37,7 @@ const Exchange  = require ('./js/base/Exchange')
 //-----------------------------------------------------------------------------
 // this is updated by vss.js when building
 
-const version = '1.14.123'
+const version = '1.14.141'
 
 Exchange.ccxtVersion = version
 

doc/install.rst

@@ -96,15 +96,8 @@ Proxy
 
 In some specific cases you may want a proxy, if you experience issues with `DDoS protection by Cloudflare <https://github.com/ccxt/ccxt/wiki/Manual#ddos-protection-by-cloudflare>`__ or your network / country / IP is rejected by their filters.
 
-If you need a proxy, use the ``proxy`` property (a string literal) containing base URL of http(s) proxy. It is for use with web browsers and from blocked locations.
-
 **Bear in mind that each added intermediary contributes to the overall latency and roundtrip time. Longer delays can result in price slippage.**
 
-The absolute exchange endpoint URL is appended to ``proxy`` string before HTTP request is sent to exchange. The proxy setting is an empty string ``''`` by default. Below are examples of a non-empty proxy string (last slash is mandatory!):
-
--  ``kraken.proxy = 'https://crossorigin.me/'``
--  ``gdax.proxy   = 'https://cors-anywhere.herokuapp.com/'``
-
 Python Proxies
 ~~~~~~~~~~~~~~
 
@@ -244,9 +237,16 @@ A more detailed documentation on using proxies with the sync python version of t
 CORS (Access-Control-Allow-Origin)
 ----------------------------------
 
+If you need a CORS proxy, use the ``proxy`` property (a string literal) containing base URL of http(s) proxy. It is for use with web browsers and from blocked locations.
+
 CORS is `Cross-Origin Resource Sharing <https://en.wikipedia.org/wiki/Cross-origin_resource_sharing>`__. When accessing the HTTP REST API of an exchange from browser with ccxt library you may get a warning or an exception, saying ``No 'Access-Control-Allow-Origin' header is present on the requested resource``. That means that the exchange admins haven't enabled access to their API from arbitrary web browser pages.
 
-You can still use the ccxt library from your browser via a CORS-proxy, which is very easy to set up or install. There are also public CORS proxies on the internet, like https://crossorigin.me.
+You can still use the ccxt library from your browser via a CORS-proxy, which is very easy to set up or install. There are also public CORS proxies on the internet.
+
+The absolute exchange endpoint URL is appended to ``proxy`` string before HTTP request is sent to exchange. The ``proxy`` setting is an empty string ``''`` by default. Below are examples of a non-empty ``proxy`` string (last slash is mandatory!):
+
+-  ``kraken.proxy = 'https://crossorigin.me/'``
+-  ``gdax.proxy   = 'https://cors-anywhere.herokuapp.com/'``
 
 To run your own CORS proxy locally you can either set up one of the existing ones or make a quick script of your own, like shown below.
 

examples/js/cli.js

@@ -2,11 +2,12 @@
 
 //-----------------------------------------------------------------------------
 
-const [processPath, , exchangeId, methodName, ... params] = process.argv.filter (x => !x.startsWith ('--'))
+let [processPath, , exchangeId, methodName, ... params] = process.argv.filter (x => !x.startsWith ('--'))
     , verbose = process.argv.includes ('--verbose')
     , cloudscrape = process.argv.includes ('--cloudscrape')
     , cfscrape = process.argv.includes ('--cfscrape')
     , poll = process.argv.includes ('--poll')
+    , no_send = process.argv.includes ('--no-send')
     , loadMarkets = process.argv.includes ('--load-markets')
     , no_details = process.argv.includes ('--no-details')
     , no_table = process.argv.includes ('--no-table')
@@ -123,6 +124,7 @@ let printSupportedExchanges = function () {
     log ('--cloudscrape     Use https://github.com/codemanki/cloudscraper to bypass Cloudflare')
     log ('--cfscrape        Use https://github.com/Anorov/cloudflare-scrape to bypass Cloudflare (requires python and cfscrape)')
     log ('--poll            Repeat continuously in rate-limited mode')
+    log ("--no-send         Print the request but don't actually send it to the exchange (sets verbose and load-markets)")
     log ('--load-markets    Pre-load markets (for debugging)')
     log ('--no-details      Do not print detailed fetch responses')
     log ('--no-table        Do not print tabulated fetch responses')
@@ -210,9 +212,27 @@ async function main () {
         if (cfscrape)
             exchange.headers = cfscrapeCookies (www)
 
+        loadMarkets = no_send ? true : loadMarkets
+
         if (loadMarkets)
             await exchange.loadMarkets ()
 
+        if (no_send) {
+
+            exchange.verbose = no_send
+            exchange.fetch = function fetch (url, method = 'GET', headers = undefined, body = undefined) {
+                log.dim.noLocate ('-------------------------------------------')
+                log.dim.noLocate (exchange.iso8601 (exchange.milliseconds ()))
+                log.green.unlimited ({
+                    url,
+                    method,
+                    headers,
+                    body,
+                })
+                process.exit ()
+            }
+        }
+
         if (typeof exchange[methodName] === 'function') {
 
             log (exchange.id + '.' + methodName, '(' + args.join (', ') + ')')

examples/js/market-status-and-currency-status.js

@@ -0,0 +1,29 @@
+'use strict'
+
+const ccxt = require ('../../ccxt')
+    , log = require ('ololog')
+    , asTable = require ('as-table')
+
+;(async function main () {
+
+    let kraken = new ccxt.kraken ({ enableRateLimit: true })
+    await kraken.loadMarkets ()
+
+    const markets = Object.values (kraken.markets).map (market => ({
+        symbol: market.symbol,
+        active: market.active,
+    }))
+
+    log.bright.green.noLocate ('Markets:')
+    log.green.noLocate (asTable (markets), '\n')
+
+    const currencies = Object.values (kraken.currencies).map (currency => ({
+        code: currency.code,
+        active: currency.active,
+        status: currency.status,
+    }))
+
+    log.bright.yellow.noLocate ('Currencies:')
+    log.yellow.noLocate (asTable (currencies))
+
+}) ()

examples/py/normalize-sparse-candle-timestamps.py

@@ -0,0 +1,32 @@
+# -*- coding: utf-8 -*-
+
+import os
+import sys
+from pprint import pprint
+
+root = os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
+sys.path.append(root + '/python')
+
+import ccxt  # noqa: E402
+
+exchange = ccxt.cryptopia({'enableRateLimit': True})
+
+symbol = 'ETH/BTC'
+timeframe = '1h'
+
+candles = exchange.fetch_ohlcv(symbol, timeframe)
+
+# timeframe duration in seconds
+duration = exchange.parse_timeframe(timeframe)
+
+# timeframe duration in milliseconds
+duration *= 1000
+
+pprint([[
+    exchange.iso8601(int(round(candle[0] / duration)) * duration),
+    candle[1],  # o
+    candle[2],  # h
+    candle[3],  # l
+    candle[4],  # c
+    candle[5]   # v
+] for candle in candles])

js/base/Exchange.js

@@ -182,15 +182,68 @@ module.exports = class Exchange {
         this.proxy = ''
         this.origin = '*' // CORS origin
 
-        this.iso8601          = timestamp => ((typeof timestamp === 'undefined') ? timestamp : new Date (timestamp).toISOString ())
-        this.parse8601        = x => Date.parse ((((x.indexOf ('+') >= 0) || (x.slice (-1) === 'Z')) ? x : (x + 'Z').replace (/\s(\d\d):/, 'T$1:')))
-        this.parseDate        = (x) => {
-            if (typeof x === 'undefined')
-                return x
-            return ((x.indexOf ('GMT') >= 0) ?
-                Date.parse (x) :
-                this.parse8601 (x))
+        this.iso8601 = (timestamp) => {
+            const _timestampNumber = parseInt (timestamp, 10);
+
+            // undefined, null and lots of nasty non-numeric values yield NaN
+            if (isNaN (_timestampNumber) || _timestampNumber < 0) {
+                return undefined;
+            }
+
+            if (_timestampNumber < 0) {
+                return undefined;
+            }
+
+            // last line of defence
+            try {
+                return new Date (_timestampNumber).toISOString ();
+            } catch (e) {
+                return undefined;
+            }
+        }
+
+        this.parse8601 = (x) => {
+            if (typeof x !== 'string' || !x) {
+                return undefined;
+            }
+
+            if (x.match (/^[0-9]+$/)) {
+                // a valid number in a string, not a date.
+                return undefined;
+            }
+
+            if (x.indexOf ('-') < 0 || x.indexOf (':') < 0) { // no date can be without a dash and a colon
+                return undefined;
+            }
+
+            // last line of defence
+            try {
+                const candidate = Date.parse (((x.indexOf ('+') >= 0) || (x.slice (-1) === 'Z')) ? x : (x + 'Z').replace (/\s(\d\d):/, 'T$1:'));
+                if (isNaN (candidate)) {
+                    return undefined;
+                }
+                return candidate;
+            } catch (e) {
+                return undefined;
+            }
+        }
+
+        this.parseDate = (x) => {
+            if (typeof x !== 'string' || !x) {
+                return undefined;
+            }
+
+            if (x.indexOf ('GMT') >= 0) {
+                try {
+                    return Date.parse (x);
+                } catch (e) {
+                    return undefined;
+                }
+            }
+
+            return this.parse8601 (x);
         }
+
         this.microseconds     = () => now () * 1000 // TODO: utilize performance.now for that purpose
         this.seconds          = () => Math.floor (now () / 1000)
 
@@ -903,25 +956,25 @@ module.exports = class Exchange {
     }
 
     filterBySinceLimit (array, since = undefined, limit = undefined) {
-        if (typeof since !== 'undefined')
+        if (typeof since !== 'undefined' && since !== null)
             array = array.filter (entry => entry.timestamp >= since)
-        if (typeof limit !== 'undefined')
+        if (typeof limit !== 'undefined' && limit !== null)
             array = array.slice (0, limit)
         return array
     }
 
     filterBySymbolSinceLimit (array, symbol = undefined, since = undefined, limit = undefined) {
 
-        const symbolIsDefined = typeof symbol !== 'undefined'
-        const sinceIsDefined = typeof since !== 'undefined'
+        const symbolIsDefined = typeof symbol !== 'undefined' && symbol !== null
+        const sinceIsDefined = typeof since !== 'undefined' && since !== null
 
         // single-pass filter for both symbol and since
         if (symbolIsDefined || sinceIsDefined)
             array = Object.values (array).filter (entry =>
                 ((symbolIsDefined ? (entry.symbol === symbol)  : true) &&
                  (sinceIsDefined  ? (entry.timestamp >= since) : true)))
 
-        if (typeof limit !== 'undefined')
+        if (typeof limit !== 'undefined' && limit !== null)
             array = Object.values (array).slice (0, limit)
 
         return array
@@ -932,7 +985,7 @@ module.exports = class Exchange {
         objects = Object.values (objects)
 
         // return all of them if no values were passed
-        if (typeof values === 'undefined')
+        if (typeof values === 'undefined' || values === null)
             return indexed ? indexBy (objects, key) : objects
 
         let result = []

js/cobinhood.js

@@ -3,7 +3,7 @@
 //  ---------------------------------------------------------------------------
 
 const Exchange = require ('./base/Exchange');
-const { ExchangeError, InsufficientFunds, InvalidNonce } = require ('./base/errors');
+const { ExchangeError, InsufficientFunds, InvalidNonce, PermissionDenied } = require ('./base/errors');
 
 //  ---------------------------------------------------------------------------
 
@@ -129,6 +129,7 @@ module.exports = class cobinhood extends Exchange {
             'exceptions': {
                 'insufficient_balance': InsufficientFunds,
                 'invalid_nonce': InvalidNonce,
+                'unauthorized_scope': PermissionDenied,
             },
         });
     }

js/coinmarketcap.js

@@ -222,7 +222,7 @@ module.exports = class coinmarketcap extends Exchange {
         let tickers = {};
         for (let t = 0; t < response.length; t++) {
             let ticker = response[t];
-            let currencyId = (currency in this.currencies) ? this.currencies[currency]['id'] : currency.toLowerCase ();
+            let currencyId = currency.toLowerCase ();
             let id = ticker['id'] + '/' + currencyId;
             let symbol = id;
             let market = undefined;

js/gateio.js

@@ -113,6 +113,17 @@ module.exports = class gateio extends Exchange {
                 '20': 'Your order size is too small',
                 '21': 'You don\'t have enough fund',
             },
+            'options': {
+                'limits': {
+                    'cost': {
+                        'min': {
+                            'BTC': 0.0001,
+                            'ETH': 0.001,
+                            'USDT': 1,
+                        },
+                    },
+                },
+            },
         });
     }
 
@@ -145,8 +156,10 @@ module.exports = class gateio extends Exchange {
                 'min': Math.pow (10, -details['decimal_places']),
                 'max': undefined,
             };
+            let defaultCost = amountLimits['min'] * priceLimits['min'];
+            let minCost = this.safeFloat (this.options['limits']['cost']['min'], quote, defaultCost);
             let costLimits = {
-                'min': amountLimits['min'] * priceLimits['min'],
+                'min': minCost,
                 'max': undefined,
             };
             let limits = {
@@ -354,9 +367,12 @@ module.exports = class gateio extends Exchange {
         }
         if (typeof market !== 'undefined')
             symbol = market['symbol'];
+        let datetime = undefined;
         let timestamp = this.safeInteger (order, 'timestamp');
-        if (typeof timestamp !== 'undefined')
+        if (typeof timestamp !== 'undefined') {
             timestamp *= 1000;
+            datetime = this.iso8601 (timestamp);
+        }
         let status = this.safeString (order, 'status');
         if (typeof status !== 'undefined')
             status = this.parseOrderStatus (status);
@@ -378,7 +394,7 @@ module.exports = class gateio extends Exchange {
         }
         return {
             'id': id,
-            'datetime': this.iso8601 (timestamp),
+            'datetime': datetime,
             'timestamp': timestamp,
             'status': status,
             'symbol': symbol,

js/kraken.js

@@ -628,8 +628,13 @@ module.exports = class kraken extends Exchange {
             'ordertype': type,
             'volume': this.amountToPrecision (symbol, amount),
         };
-        if (type === 'limit')
+        let priceIsDefined = (typeof price !== 'undefined');
+        let marketOrder = (type === 'market');
+        let limitOrder = (type === 'limit');
+        let shouldIncludePrice = limitOrder || (!marketOrder && priceIsDefined);
+        if (shouldIncludePrice) {
             order['price'] = this.priceToPrecision (symbol, price);
+        }
         let response = await this.privatePostAddOrder (this.extend (order, params));
         let id = this.safeValue (response['result'], 'txid');
         if (typeof id !== 'undefined') {

js/kucoin.js

@@ -345,7 +345,8 @@ module.exports = class kucoin extends Exchange {
             };
         } else {
             orderbook = response['data'];
-            timestamp = response['data']['timestamp'];
+            timestamp = this.safeInteger (response, 'timestamp');
+            timestamp = this.safeInteger (response['data'], 'timestamp', timestamp);
         }
         return this.parseOrderBook (orderbook, timestamp, 'BUY', 'SELL');
     }