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Add unified accounting coverage for CEX ETL #11

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49 changes: 49 additions & 0 deletions js/src/bitfinex.d.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -66,7 +66,19 @@ export default class bitfinex extends Exchange {
* @returns {object} a [transfer structure]{@link https://docs.ccxt.com/#/?id=transfer-structure}
*/
transfer(code: string, amount: number, fromAccount: string, toAccount: string, params?: {}): Promise<TransferEntry>;
/**
* @method
* @name bitfinex#fetchTransfers
* @description fetch internal transfers as unified transfer structures from ledger entries
* @param {string} [code] unified currency code, default is undefined
* @param {int} [since] timestamp in ms of the earliest transfer, default is undefined
* @param {int} [limit] max number of transfers to return, default is undefined
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [transfer structures]{@link https://docs.ccxt.com/#/?id=transfer-structure}
*/
fetchTransfers(code?: Str, since?: Int, limit?: Int, params?: {}): Promise<TransferEntry[]>;
parseTransfer(transfer: Dict, currency?: Currency): TransferEntry;
ledgerEntryToTransfer(entry: LedgerEntry): TransferEntry;
parseTransferStatus(status: Str): Str;
convertDerivativesId(currency: any, type: any): any;
/**
Expand Down Expand Up @@ -254,6 +266,19 @@ export default class bitfinex extends Exchange {
* @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
fetchClosedOrders(symbol?: Str, since?: Int, limit?: Int, params?: {}): Promise<Order[]>;
/**
* @method
* @name bitfinex#fetchOrders
* @description fetches information on multiple orders made by the user
* @see https://docs.bitfinex.com/reference/rest-auth-retrieve-orders
* @see https://docs.bitfinex.com/reference/rest-auth-orders-history
* @param {string} symbol unified market symbol of the market orders were made in
* @param {int} [since] the earliest time in ms to fetch orders for
* @param {int} [limit] the maximum number of order structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
fetchOrders(symbol?: Str, since?: Int, limit?: Int, params?: {}): Promise<Order[]>;
/**
* @method
* @name bitfinex#fetchOrderTrades
Expand Down Expand Up @@ -324,6 +349,30 @@ export default class bitfinex extends Exchange {
* @returns {object} a list of [transaction structure]{@link https://docs.ccxt.com/#/?id=transaction-structure}
*/
fetchDepositsWithdrawals(code?: Str, since?: Int, limit?: Int, params?: {}): Promise<Transaction[]>;
/**
* @method
* @name bitfinex#fetchDeposits
* @description fetch all deposits made to an account
* @see https://docs.bitfinex.com/reference/rest-auth-movements
* @param {string} [code] unified currency code, default is undefined
* @param {int} [since] timestamp in ms of the earliest deposit, default is undefined
* @param {int} [limit] max number of deposits to return, default is undefined
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [transaction structures]{@link https://docs.ccxt.com/#/?id=transaction-structure}
*/
fetchDeposits(code?: Str, since?: Int, limit?: Int, params?: {}): Promise<Transaction[]>;
/**
* @method
* @name bitfinex#fetchWithdrawals
* @description fetch all withdrawals made from an account
* @see https://docs.bitfinex.com/reference/rest-auth-movements
* @param {string} [code] unified currency code, default is undefined
* @param {int} [since] timestamp in ms of the earliest withdrawal, default is undefined
* @param {int} [limit] max number of withdrawals to return, default is undefined
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [transaction structures]{@link https://docs.ccxt.com/#/?id=transaction-structure}
*/
fetchWithdrawals(code?: Str, since?: Int, limit?: Int, params?: {}): Promise<Transaction[]>;
/**
* @method
* @name bitfinex#withdraw
Expand Down
87 changes: 87 additions & 0 deletions js/src/bitfinex.js
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Original file line number Diff line number Diff line change
Expand Up @@ -66,6 +66,7 @@ export default class bitfinex extends Exchange {
'fetchDepositAddress': true,
'fetchDepositAddresses': false,
'fetchDepositAddressesByNetwork': false,
'fetchDeposits': true,
'fetchDepositsWithdrawals': true,
'fetchFundingHistory': false,
'fetchFundingRate': 'emulated',
Expand All @@ -92,6 +93,7 @@ export default class bitfinex extends Exchange {
'fetchOrderBook': true,
'fetchOrderBooks': false,
'fetchOrderTrades': true,
'fetchOrders': true,
'fetchPosition': false,
'fetchPositionMode': false,
'fetchPositions': true,
Expand All @@ -103,6 +105,7 @@ export default class bitfinex extends Exchange {
'fetchTradingFees': true,
'fetchTransactionFees': undefined,
'fetchTransactions': 'emulated',
'fetchTransfers': 'emulated',
'reduceMargin': false,
'repayCrossMargin': false,
'repayIsolatedMargin': false,
Expand All @@ -112,6 +115,7 @@ export default class bitfinex extends Exchange {
'setPositionMode': false,
'signIn': false,
'transfer': true,
'fetchWithdrawals': true,
'withdraw': true,
},
'timeframes': {
Expand Down Expand Up @@ -1046,6 +1050,25 @@ export default class bitfinex extends Exchange {
}
return this.parseTransfer({ 'result': response }, currency);
}
/**
* @method
* @name bitfinex#fetchTransfers
* @description fetch internal transfers as unified transfer structures from ledger entries
* @param {string} [code] unified currency code, default is undefined
* @param {int} [since] timestamp in ms of the earliest transfer, default is undefined
* @param {int} [limit] max number of transfers to return, default is undefined
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [transfer structures]{@link https://docs.ccxt.com/#/?id=transfer-structure}
*/
async fetchTransfers(code = undefined, since = undefined, limit = undefined, params = {}) {
const ledger = await this.fetchLedger(code, since, limit, params);
const transfers = ledger.filter((entry) => entry['type'] === 'transfer');
const result = [];
for (let i = 0; i < transfers.length; i++) {
result.push(this.ledgerEntryToTransfer(transfers[i]));
}
return this.filterBySinceLimit(result, since, limit);
}
parseTransfer(transfer, currency = undefined) {
//
// transfer
Expand Down Expand Up @@ -1089,6 +1112,19 @@ export default class bitfinex extends Exchange {
'info': result,
};
}
ledgerEntryToTransfer(entry) {
return {
'id': this.safeString(entry, 'id'),
'timestamp': this.safeInteger(entry, 'timestamp'),
'datetime': this.safeString(entry, 'datetime'),
'status': this.safeString(entry, 'status'),
'amount': this.safeNumber(entry, 'amount'),
'currency': this.safeString(entry, 'currency'),
'fromAccount': this.safeString(entry, 'account'),
'toAccount': this.safeString(entry, 'referenceAccount'),
'info': entry['info'],
};
}
parseTransferStatus(status) {
const statuses = {
'SUCCESS': 'ok',
Expand Down Expand Up @@ -2249,6 +2285,25 @@ export default class bitfinex extends Exchange {
}
return this.parseOrders(ordersList, market, since, limit);
}
/**
* @method
* @name bitfinex#fetchOrders
* @description fetches information on multiple orders made by the user
* @see https://docs.bitfinex.com/reference/rest-auth-retrieve-orders
* @see https://docs.bitfinex.com/reference/rest-auth-orders-history
* @param {string} symbol unified market symbol of the market orders were made in
* @param {int} [since] the earliest time in ms to fetch orders for
* @param {int} [limit] the maximum number of order structures to retrieve
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
*/
async fetchOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
const openOrders = await this.fetchOpenOrders(symbol, since, limit, this.extend({}, params));
const closedOrders = await this.fetchClosedOrders(symbol, since, limit, this.extend({}, params));
const uniqueOrders = this.removeRepeatedElementsFromArray(openOrders.concat(closedOrders), false);
const sortedOrders = this.sortBy(uniqueOrders, 'timestamp');
return this.filterBySinceLimit(sortedOrders, since, limit);
}
/**
* @method
* @name bitfinex#fetchOrderTrades
Expand Down Expand Up @@ -2728,6 +2783,38 @@ export default class bitfinex extends Exchange {
//
return this.parseTransactions(response, currency, since, limit);
}
/**
* @method
* @name bitfinex#fetchDeposits
* @description fetch all deposits made to an account
* @see https://docs.bitfinex.com/reference/rest-auth-movements
* @param {string} [code] unified currency code, default is undefined
* @param {int} [since] timestamp in ms of the earliest deposit, default is undefined
* @param {int} [limit] max number of deposits to return, default is undefined
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [transaction structures]{@link https://docs.ccxt.com/#/?id=transaction-structure}
*/
async fetchDeposits(code = undefined, since = undefined, limit = undefined, params = {}) {
const transactions = await this.fetchDepositsWithdrawals(code, since, limit, params);
const deposits = transactions.filter((transaction) => transaction['type'] === 'deposit');
return this.filterBySinceLimit(deposits, since, limit);
}
/**
* @method
* @name bitfinex#fetchWithdrawals
* @description fetch all withdrawals made from an account
* @see https://docs.bitfinex.com/reference/rest-auth-movements
* @param {string} [code] unified currency code, default is undefined
* @param {int} [since] timestamp in ms of the earliest withdrawal, default is undefined
* @param {int} [limit] max number of withdrawals to return, default is undefined
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @returns {object[]} a list of [transaction structures]{@link https://docs.ccxt.com/#/?id=transaction-structure}
*/
async fetchWithdrawals(code = undefined, since = undefined, limit = undefined, params = {}) {
const transactions = await this.fetchDepositsWithdrawals(code, since, limit, params);
const withdrawals = transactions.filter((transaction) => transaction['type'] === 'withdrawal');
return this.filterBySinceLimit(withdrawals, since, limit);
}
/**
* @method
* @name bitfinex#withdraw
Expand Down
8 changes: 6 additions & 2 deletions js/src/bybit.js
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Original file line number Diff line number Diff line change
Expand Up @@ -113,7 +113,7 @@ export default class bybit extends Exchange {
'fetchOptionChain': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': false,
'fetchOrders': true,
'fetchOrderTrades': true,
'fetchPosition': true,
'fetchPositionHistory': 'emulated',
Expand Down Expand Up @@ -5039,7 +5039,11 @@ export default class bybit extends Exchange {
*/
const enableUnifiedAccount = this.safeBool(res, 1);
if (enableUnifiedAccount) {
throw new NotSupported(this.id + ' fetchOrders() is not supported after the 5/02 update for UTA accounts, please use fetchOpenOrders, fetchClosedOrders or fetchCanceledOrders');
const openOrders = await this.fetchOpenOrders(symbol, since, limit, this.extend({}, params));
const historicalOrders = await this.fetchCanceledAndClosedOrders(symbol, since, limit, this.extend({}, params));
const uniqueOrders = this.removeRepeatedElementsFromArray(openOrders.concat(historicalOrders), false);
const sortedOrders = this.sortBy(uniqueOrders, 'timestamp');
return this.filterBySinceLimit(sortedOrders, since, limit);
}
return await this.fetchOrdersClassic(symbol, since, limit, params);
}
Expand Down
18 changes: 17 additions & 1 deletion js/src/mexc.d.ts
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Original file line number Diff line number Diff line change
@@ -1,5 +1,5 @@
import Exchange from './abstract/mexc.js';
import type { TransferEntry, IndexType, Int, OrderSide, Balances, OrderType, OHLCV, FundingRateHistory, Position, OrderBook, OrderRequest, FundingHistory, Order, Str, Trade, Transaction, Ticker, Tickers, Strings, Market, Currency, Leverage, Num, Account, MarginModification, Currencies, Dict, LeverageTier, LeverageTiers, int, FundingRate, DepositAddress, TradingFeeInterface } from './base/types.js';
import type { TransferEntry, IndexType, Int, OrderSide, Balances, OrderType, OHLCV, FundingRateHistory, Position, OrderBook, OrderRequest, FundingHistory, Order, Str, Trade, Transaction, Ticker, Tickers, Strings, Market, Currency, Leverage, Num, Account, MarginModification, Currencies, Dict, LeverageTier, LeverageTiers, int, FundingRate, DepositAddress, TradingFeeInterface, LedgerEntry } from './base/types.js';
/**
* @class mexc
* @augments Exchange
Expand Down Expand Up @@ -641,6 +641,22 @@ export default class mexc extends Exchange {
* @returns {object[]} a list of [transfer structures]{@link https://docs.ccxt.com/#/?id=transfer-structure}
*/
fetchTransfers(code?: Str, since?: Int, limit?: Int, params?: {}): Promise<TransferEntry[]>;
/**
* @method
* @name mexc#fetchLedger
* @description fetch account-movement history as a unified ledger by composing MEXC deposits, withdrawals, and internal transfers
* @param {string} [code] unified currency code of the ledger entries, default is undefined
* @param {int} [since] timestamp in ms of the earliest ledger entry, default is undefined
* @param {int} [limit] max number of ledger entries to return, default is undefined
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {boolean} [params.includeDeposits] default true
* @param {boolean} [params.includeWithdrawals] default true
* @param {boolean} [params.includeTransfers] default true
* @returns {object[]} a list of [ledger structures]{@link https://docs.ccxt.com/#/?id=ledger}
*/
fetchLedger(code?: Str, since?: Int, limit?: Int, params?: {}): Promise<LedgerEntry[]>;
transactionToLedgerEntry(transaction: Transaction): LedgerEntry;
transferToLedgerEntry(transfer: TransferEntry): LedgerEntry;
/**
* @method
* @name mexc#transfer
Expand Down
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