/
Exchange.php
4788 lines (4371 loc) · 200 KB
/
Exchange.php
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<?php
/*
MIT License
Copyright (c) 2017 CCXT
Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions:
The above copyright notice and this permission notice shall be included in all
copies or substantial portions of the Software.
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
SOFTWARE.
*/
//-----------------------------------------------------------------------------
namespace ccxt;
use kornrunner\Keccak;
use Elliptic\EC;
use Elliptic\EdDSA;
use BN\BN;
use Exception;
$version = '2.5.27';
// rounding mode
const TRUNCATE = 0;
const ROUND = 1;
const ROUND_UP = 2;
const ROUND_DOWN = 3;
// digits counting mode
const DECIMAL_PLACES = 0;
const SIGNIFICANT_DIGITS = 1;
const TICK_SIZE = 2;
// padding mode
const NO_PADDING = 0;
const PAD_WITH_ZERO = 1;
class Exchange {
const VERSION = '2.5.27';
private static $base58_alphabet = '123456789ABCDEFGHJKLMNPQRSTUVWXYZabcdefghijkmnopqrstuvwxyz';
private static $base58_encoder = null;
private static $base58_decoder = null;
public static $exchanges = array(
'alpaca',
'ascendex',
'bequant',
'bigone',
'binance',
'binancecoinm',
'binanceus',
'binanceusdm',
'bit2c',
'bitbank',
'bitbay',
'bitbns',
'bitcoincom',
'bitfinex',
'bitfinex2',
'bitflyer',
'bitforex',
'bitget',
'bithumb',
'bitmart',
'bitmex',
'bitopro',
'bitpanda',
'bitrue',
'bitso',
'bitstamp',
'bitstamp1',
'bittrex',
'bitvavo',
'bkex',
'bl3p',
'blockchaincom',
'btcalpha',
'btcbox',
'btcex',
'btcmarkets',
'btctradeua',
'btcturk',
'buda',
'bybit',
'cex',
'coinbase',
'coinbaseprime',
'coinbasepro',
'coincheck',
'coinex',
'coinfalcon',
'coinmate',
'coinone',
'coinspot',
'cryptocom',
'currencycom',
'delta',
'deribit',
'digifinex',
'exmo',
'flowbtc',
'fmfwio',
'gate',
'gateio',
'gemini',
'hitbtc',
'hitbtc3',
'hollaex',
'huobi',
'huobijp',
'huobipro',
'idex',
'independentreserve',
'indodax',
'itbit',
'kraken',
'kucoin',
'kucoinfutures',
'kuna',
'latoken',
'lbank',
'lbank2',
'luno',
'lykke',
'mercado',
'mexc',
'mexc3',
'ndax',
'novadax',
'oceanex',
'okcoin',
'okex',
'okex5',
'okx',
'paymium',
'phemex',
'poloniex',
'poloniexfutures',
'probit',
'ripio',
'stex',
'therock',
'tidex',
'timex',
'tokocrypto',
'upbit',
'wavesexchange',
'wazirx',
'whitebit',
'woo',
'yobit',
'zaif',
'zb',
'zipmex',
'zonda',
);
public static $camelcase_methods = array(
'defaultFetch' => 'default_fetch',
'arrayConcat' => 'array_concat',
'inArray' => 'in_array',
'toArray' => 'to_array',
'isEmpty' => 'is_empty',
'indexBy' => 'index_by',
'groupBy' => 'group_by',
'filterBy' => 'filter_by',
'sortBy' => 'sort_by',
'sortBy2' => 'sort_by_2',
'deepExtend' => 'deep_extend',
'unCamelCase' => 'un_camel_case',
'isNumber' => 'is_number',
'isInteger' => 'is_integer',
'isArray' => 'is_array',
'isObject' => 'is_object',
'isString' => 'is_string',
'isStringCoercible' => 'is_string_coercible',
'isDictionary' => 'is_dictionary',
'hasProps' => 'has_props',
'asFloat' => 'as_float',
'asInteger' => 'as_integer',
'safeFloat' => 'safe_float',
'safeInteger' => 'safe_integer',
'safeIntegerProduct' => 'safe_integer_product',
'safeTimestamp' => 'safe_timestamp',
'safeValue' => 'safe_value',
'safeString' => 'safe_string',
'safeStringLower' => 'safe_string_lower',
'safeStringUpper' => 'safe_string_upper',
'safeFloat2' => 'safe_float_2',
'safeInteger2' => 'safe_integer_2',
'safeIntegerProduct2' => 'safe_integer_product_2',
'safeTimestamp2' => 'safe_timestamp_2',
'safeValue2' => 'safe_value_2',
'safeString2' => 'safe_string_2',
'safeStringLower2' => 'safe_string_lower_2',
'safeStringUpper2' => 'safe_string_upper_2',
'safeFloatN' => 'safe_float_n',
'safeIntegerN' => 'safe_integer_n',
'safeIntegerProductN' => 'safe_integer_product_n',
'safeTimestampN' => 'safe_timestamp_n',
'safeValueN' => 'safe_value_n',
'safeStringN' => 'safe_string_n',
'safeStringLowerN' => 'safe_string_lower_n',
'safeStringUpperN' => 'safe_string_upper_n',
'numberToString' => 'number_to_string',
'precisionFromString' => 'precision_from_string',
'decimalToPrecision' => 'decimal_to_precision',
'omitZero' => 'omit_zero',
'isJsonEncodedObject' => 'is_json_encoded_object',
'stringToBinary' => 'string_to_binary',
'stringToBase64' => 'string_to_base64',
'base64ToBinary' => 'base64_to_binary',
'base64ToString' => 'base64_to_string',
'binaryToBase64' => 'binary_to_base64',
'base16ToBinary' => 'base16_to_binary',
'binaryToBase16' => 'binary_to_base16',
'binaryConcat' => 'binary_concat',
'binaryConcatArray' => 'binary_concat_array',
'urlencodeNested' => 'urlencode_nested',
'urlencodeWithArrayRepeat' => 'urlencode_with_array_repeat',
'urlencodeBase64' => 'urlencode_base64',
'numberToLE' => 'number_to_le',
'numberToBE' => 'number_to_be',
'base58ToBinary' => 'base58_to_binary',
'binaryToBase58' => 'binary_to_base58',
'byteArrayToWordArray' => 'byte_array_to_word_array',
'parseDate' => 'parse_date',
'setTimeout_safe' => 'set_timeout_safe',
'TimedOut' => 'timed_out',
'parseTimeframe' => 'parse_timeframe',
'roundTimeframe' => 'round_timeframe',
'buildOHLCVC' => 'build_ohlcvc',
'implodeParams' => 'implode_params',
'extractParams' => 'extract_params',
'fetchImplementation' => 'fetch_implementation',
'executeRestRequest' => 'execute_rest_request',
'encodeURIComponent' => 'encode_uri_component',
'checkRequiredVersion' => 'check_required_version',
'checkAddress' => 'check_address',
'initRestRateLimiter' => 'init_rest_rate_limiter',
'setSandboxMode' => 'set_sandbox_mode',
'defineRestApiEndpoint' => 'define_rest_api_endpoint',
'defineRestApi' => 'define_rest_api',
'parseJson' => 'parse_json',
'getResponseHeaders' => 'get_response_headers',
'handleRestResponse' => 'handle_rest_response',
'onRestResponse' => 'on_rest_response',
'onJsonResponse' => 'on_json_response',
'loadMarketsHelper' => 'load_markets_helper',
'loadMarkets' => 'load_markets',
'fetchCurrencies' => 'fetch_currencies',
'fetchMarkets' => 'fetch_markets',
'filterBySinceLimit' => 'filter_by_since_limit',
'filterByValueSinceLimit' => 'filter_by_value_since_limit',
'checkRequiredDependencies' => 'check_required_dependencies',
'remove0xPrefix' => 'remove0x_prefix',
'hashMessage' => 'hash_message',
'signHash' => 'sign_hash',
'signMessage' => 'sign_message',
'signMessageString' => 'sign_message_string',
'parseNumber' => 'parse_number',
'checkOrderArguments' => 'check_order_arguments',
'handleHttpStatusCode' => 'handle_http_status_code',
'getDefaultOptions' => 'get_default_options',
'safeLedgerEntry' => 'safe_ledger_entry',
'setMarkets' => 'set_markets',
'safeBalance' => 'safe_balance',
'safeOrder' => 'safe_order',
'parseOrders' => 'parse_orders',
'calculateFee' => 'calculate_fee',
'safeTrade' => 'safe_trade',
'reduceFeesByCurrency' => 'reduce_fees_by_currency',
'safeTicker' => 'safe_ticker',
'fetchOHLCV' => 'fetch_ohlcv',
'convertTradingViewToOHLCV' => 'convert_trading_view_to_ohlcv',
'convertOHLCVToTradingView' => 'convert_ohlcv_to_trading_view',
'marketIds' => 'market_ids',
'marketSymbols' => 'market_symbols',
'marketCodes' => 'market_codes',
'parseBidsAsks' => 'parse_bids_asks',
'fetchL2OrderBook' => 'fetch_l2_order_book',
'filterBySymbol' => 'filter_by_symbol',
'parseOHLCV' => 'parse_ohlcv',
'getNetwork' => 'get_network',
'networkCodeToId' => 'network_code_to_id',
'networkIdToCode' => 'network_id_to_code',
'networkCodesToIds' => 'network_codes_to_ids',
'handleNetworkCodeAndParams' => 'handle_network_code_and_params',
'defaultNetworkCode' => 'default_network_code',
'selectNetworkCodeFromUnifiedNetworks' => 'select_network_code_from_unified_networks',
'selectNetworkIdFromRawNetworks' => 'select_network_id_from_raw_networks',
'selectNetworkKeyFromNetworks' => 'select_network_key_from_networks',
'safeNumber2' => 'safe_number_2',
'parseOrderBook' => 'parse_order_book',
'parseOHLCVs' => 'parse_ohlcvs',
'parseLeverageTiers' => 'parse_leverage_tiers',
'loadTradingLimits' => 'load_trading_limits',
'parsePositions' => 'parse_positions',
'parseAccounts' => 'parse_accounts',
'parseTrades' => 'parse_trades',
'parseTransactions' => 'parse_transactions',
'parseTransfers' => 'parse_transfers',
'parseLedger' => 'parse_ledger',
'setHeaders' => 'set_headers',
'marketId' => 'market_id',
'resolvePath' => 'resolve_path',
'filterByArray' => 'filter_by_array',
'loadAccounts' => 'load_accounts',
'fetchTrades' => 'fetch_trades',
'fetchOHLCVC' => 'fetch_ohlcvc',
'parseTradingViewOHLCV' => 'parse_trading_view_ohlcv',
'editLimitBuyOrder' => 'edit_limit_buy_order',
'editLimitSellOrder' => 'edit_limit_sell_order',
'editLimitOrder' => 'edit_limit_order',
'editOrder' => 'edit_order',
'fetchPermissions' => 'fetch_permissions',
'fetchPosition' => 'fetch_position',
'fetchPositions' => 'fetch_positions',
'fetchPositionsRisk' => 'fetch_positions_risk',
'fetchBidsAsks' => 'fetch_bids_asks',
'parseBidAsk' => 'parse_bid_ask',
'safeCurrency' => 'safe_currency',
'safeMarket' => 'safe_market',
'checkRequiredCredentials' => 'check_required_credentials',
'fetchBalance' => 'fetch_balance',
'fetchPartialBalance' => 'fetch_partial_balance',
'fetchFreeBalance' => 'fetch_free_balance',
'fetchUsedBalance' => 'fetch_used_balance',
'fetchTotalBalance' => 'fetch_total_balance',
'fetchStatus' => 'fetch_status',
'fetchFundingFee' => 'fetch_funding_fee',
'fetchFundingFees' => 'fetch_funding_fees',
'fetchTransactionFee' => 'fetch_transaction_fee',
'fetchTransactionFees' => 'fetch_transaction_fees',
'fetchDepositWithdrawFee' => 'fetch_deposit_withdraw_fee',
'getSupportedMapping' => 'get_supported_mapping',
'fetchBorrowRate' => 'fetch_borrow_rate',
'handleOptionAndParams' => 'handle_option_and_params',
'handleMarketTypeAndParams' => 'handle_market_type_and_params',
'handleSubTypeAndParams' => 'handle_sub_type_and_params',
'handleMarginModeAndParams' => 'handle_margin_mode_and_params',
'throwExactlyMatchedException' => 'throw_exactly_matched_exception',
'throwBroadlyMatchedException' => 'throw_broadly_matched_exception',
'findBroadlyMatchedKey' => 'find_broadly_matched_key',
'handleErrors' => 'handle_errors',
'calculateRateLimiterCost' => 'calculate_rate_limiter_cost',
'fetchTicker' => 'fetch_ticker',
'fetchTickers' => 'fetch_tickers',
'fetchOrder' => 'fetch_order',
'fetchOrderStatus' => 'fetch_order_status',
'fetchUnifiedOrder' => 'fetch_unified_order',
'createOrder' => 'create_order',
'cancelOrder' => 'cancel_order',
'cancelUnifiedOrder' => 'cancel_unified_order',
'fetchOrders' => 'fetch_orders',
'fetchOpenOrders' => 'fetch_open_orders',
'fetchClosedOrders' => 'fetch_closed_orders',
'fetchMyTrades' => 'fetch_my_trades',
'fetchTransactions' => 'fetch_transactions',
'fetchDeposits' => 'fetch_deposits',
'fetchWithdrawals' => 'fetch_withdrawals',
'fetchDepositAddress' => 'fetch_deposit_address',
'commonCurrencyCode' => 'common_currency_code',
'handleWithdrawTagAndParams' => 'handle_withdraw_tag_and_params',
'createLimitOrder' => 'create_limit_order',
'createMarketOrder' => 'create_market_order',
'createLimitBuyOrder' => 'create_limit_buy_order',
'createLimitSellOrder' => 'create_limit_sell_order',
'createMarketBuyOrder' => 'create_market_buy_order',
'createMarketSellOrder' => 'create_market_sell_order',
'costToPrecision' => 'cost_to_precision',
'priceToPrecision' => 'price_to_precision',
'amountToPrecision' => 'amount_to_precision',
'feeToPrecision' => 'fee_to_precision',
'currencyToPrecision' => 'currency_to_precision',
'safeNumber' => 'safe_number',
'safeNumberN' => 'safe_number_n',
'parsePrecision' => 'parse_precision',
'loadTimeDifference' => 'load_time_difference',
'implodeHostname' => 'implode_hostname',
'fetchMarketLeverageTiers' => 'fetch_market_leverage_tiers',
'createPostOnlyOrder' => 'create_post_only_order',
'createReduceOnlyOrder' => 'create_reduce_only_order',
'createStopOrder' => 'create_stop_order',
'createStopLimitOrder' => 'create_stop_limit_order',
'createStopMarketOrder' => 'create_stop_market_order',
'safeCurrencyCode' => 'safe_currency_code',
'filterBySymbolSinceLimit' => 'filter_by_symbol_since_limit',
'filterByCurrencySinceLimit' => 'filter_by_currency_since_limit',
'parseTickers' => 'parse_tickers',
'parseDepositAddresses' => 'parse_deposit_addresses',
'parseBorrowInterests' => 'parse_borrow_interests',
'parseFundingRateHistories' => 'parse_funding_rate_histories',
'safeSymbol' => 'safe_symbol',
'parseFundingRate' => 'parse_funding_rate',
'parseFundingRates' => 'parse_funding_rates',
'isTriggerOrder' => 'is_trigger_order',
'isPostOnly' => 'is_post_only',
'fetchTradingFees' => 'fetch_trading_fees',
'fetchTradingFee' => 'fetch_trading_fee',
'parseOpenInterest' => 'parse_open_interest',
'parseOpenInterests' => 'parse_open_interests',
'fetchFundingRate' => 'fetch_funding_rate',
'fetchMarkOHLCV' => 'fetch_mark_ohlcv',
'fetchIndexOHLCV' => 'fetch_index_ohlcv',
'fetchPremiumIndexOHLCV' => 'fetch_premium_index_ohlcv',
'handleTimeInForce' => 'handle_time_in_force',
'convertTypeToAccount' => 'convert_type_to_account',
'checkRequiredArgument' => 'check_required_argument',
'checkRequiredMarginArgument' => 'check_required_margin_argument',
'checkRequiredSymbol' => 'check_required_symbol',
'parseDepositWithdrawFees' => 'parse_deposit_withdraw_fees',
'depositWithdrawFee' => 'deposit_withdraw_fee',
'assignDefaultDepositWithdrawFees' => 'assign_default_deposit_withdraw_fees',
);
public static function split($string, $delimiters = array(' ')) {
return explode($delimiters[0], str_replace($delimiters, $delimiters[0], $string));
}
public static function strip($string) {
return trim($string);
}
public static function decimal($number) {
return '' + $number;
}
public static function valid_string($string) {
return isset($string) && $string !== '';
}
public static function valid_object_value($object, $key) {
return isset($object[$key]) && $object[$key] !== '' && is_scalar($object[$key]);
}
public static function safe_float($object, $key, $default_value = null) {
return (isset($object[$key]) && is_numeric($object[$key])) ? floatval($object[$key]) : $default_value;
}
public static function safe_string($object, $key, $default_value = null) {
return static::valid_object_value($object, $key) ? strval($object[$key]) : $default_value;
}
public static function safe_string_lower($object, $key, $default_value = null) {
if (static::valid_object_value($object, $key)) {
return strtolower(strval($object[$key]));
} else if ($default_value === null) {
return $default_value;
} else {
return strtolower($default_value);
}
}
public static function safe_string_upper($object, $key, $default_value = null) {
if (static::valid_object_value($object, $key)) {
return strtoupper(strval($object[$key]));
} else if ($default_value === null) {
return $default_value;
} else {
return strtoupper($default_value);
}
return static::valid_object_value($object, $key) ? strtoupper(strval($object[$key])) : $default_value;
}
public static function safe_integer($object, $key, $default_value = null) {
return (isset($object[$key]) && is_numeric($object[$key])) ? intval($object[$key]) : $default_value;
}
public static function safe_integer_product($object, $key, $factor, $default_value = null) {
return (isset($object[$key]) && is_numeric($object[$key])) ? (intval($object[$key] * $factor)) : $default_value;
}
public static function safe_timestamp($object, $key, $default_value = null) {
return static::safe_integer_product($object, $key, 1000, $default_value);
}
public static function safe_value($object, $key, $default_value = null) {
return (is_array($object) && isset($object[$key])) ? $object[$key] : $default_value;
}
// we're not using safe_floats with a list argument as we're trying to save some cycles here
// we're not using safe_float_3 either because those cases are too rare to deserve their own optimization
public static function safe_float_2($object, $key1, $key2, $default_value = null) {
$value = static::safe_float($object, $key1);
return isset($value) ? $value : static::safe_float($object, $key2, $default_value);
}
public static function safe_string_2($object, $key1, $key2, $default_value = null) {
$value = static::safe_string($object, $key1);
return static::valid_string($value) ? $value : static::safe_string($object, $key2, $default_value);
}
public static function safe_string_lower_2($object, $key1, $key2, $default_value = null) {
$value = static::safe_string_lower($object, $key1);
return static::valid_string($value) ? $value : static::safe_string_lower($object, $key2, $default_value);
}
public static function safe_string_upper_2($object, $key1, $key2, $default_value = null) {
$value = static::safe_string_upper($object, $key1);
return static::valid_string($value) ? $value : static::safe_string_upper($object, $key2, $default_value);
}
public static function safe_integer_2($object, $key1, $key2, $default_value = null) {
$value = static::safe_integer($object, $key1);
return isset($value) ? $value : static::safe_integer($object, $key2, $default_value);
}
public static function safe_integer_product_2($object, $key1, $key2, $factor, $default_value = null) {
$value = static::safe_integer_product($object, $key1, $factor);
return isset($value) ? $value : static::safe_integer_product($object, $key2, $factor, $default_value);
}
public static function safe_timestamp_2($object, $key1, $key2, $default_value = null) {
return static::safe_integer_product_2($object, $key1, $key2, 1000, $default_value);
}
public static function safe_value_2($object, $key1, $key2, $default_value = null) {
$value = static::safe_value($object, $key1);
return isset($value) ? $value : static::safe_value($object, $key2, $default_value);
}
// safe_method_n family
public static function safe_float_n($object, $array, $default_value = null) {
$value = static::get_object_value_from_key_array($object, $array);
return (isset($value) && is_numeric($value)) ? floatval($value) : $default_value;
}
public static function safe_string_n($object, $array, $default_value = null) {
$value = static::get_object_value_from_key_array($object, $array);
return (static::valid_string($value) && is_scalar($value)) ? strval($value) : $default_value;
}
public static function safe_string_lower_n($object, $array, $default_value = null) {
$value = static::get_object_value_from_key_array($object, $array);
if (static::valid_string($value) && is_scalar($value)) {
return strtolower(strval($value));
} else if ($default_value === null) {
return $default_value;
} else {
return strtolower($default_value);
}
}
public static function safe_string_upper_n($object, $array, $default_value = null) {
$value = static::get_object_value_from_key_array($object, $array);
if (static::valid_string($value) && is_scalar($value)) {
return strtoupper(strval($value));
} else if ($default_value === null) {
return $default_value;
} else {
return strtoupper($default_value);
}
}
public static function safe_integer_n($object, $array, $default_value = null) {
$value = static::get_object_value_from_key_array($object, $array);
return (isset($value) && is_numeric($value)) ? intval($value) : $default_value;
}
public static function safe_integer_product_n($object, $array, $factor, $default_value = null) {
$value = static::get_object_value_from_key_array($object, $array);
return (isset($value) && is_numeric($value)) ? (intval($value * $factor)) : $default_value;
}
public static function safe_timestamp_n($object, $array, $default_value = null) {
return static::safe_integer_product_n($object, $array, 1000, $default_value);
}
public static function safe_value_n($object, $array, $default_value = null) {
$value = static::get_object_value_from_key_array($object, $array);
return isset($value) ? $value : $default_value;
}
public static function get_object_value_from_key_array($object, $array) {
foreach($array as $key) {
if (isset($object[$key]) && $object[$key] !== '') {
return $object[$key];
}
}
return null;
}
public static function truncate($number, $precision = 0) {
$decimal_precision = pow(10, $precision);
return floor(floatval($number * $decimal_precision)) / $decimal_precision;
}
public static function truncate_to_string($number, $precision = 0) {
if ($precision > 0) {
$string = sprintf('%.' . ($precision + 1) . 'F', floatval($number));
list($integer, $decimal) = explode('.', $string);
$decimal = trim('.' . substr($decimal, 0, $precision), '0');
if (strlen($decimal) < 2) {
$decimal = '.0';
}
return $integer . $decimal;
}
return sprintf('%d', floatval($number));
}
public static function uuid16($length = 16) {
return bin2hex(random_bytes(intval($length / 2)));
}
public static function uuid22($length = 22) {
return bin2hex(random_bytes(intval($length / 2)));
}
public static function uuid() {
return sprintf('%04x%04x-%04x-%04x-%04x-%04x%04x%04x',
// 32 bits for "time_low"
mt_rand(0, 0xffff), mt_rand(0, 0xffff),
// 16 bits for "time_mid"
mt_rand(0, 0xffff),
// 16 bits for "time_hi_and_version",
// four most significant bits holds version number 4
mt_rand(0, 0x0fff) | 0x4000,
// 16 bits, 8 bits for "clk_seq_hi_res", 8 bits for "clk_seq_low",
// two most significant bits holds zero and one for variant DCE1.1
mt_rand(0, 0x3fff) | 0x8000,
// 48 bits for "node"
mt_rand(0, 0xffff), mt_rand(0, 0xffff), mt_rand(0, 0xffff)
);
}
public static function uuidv1() {
$biasSeconds = 12219292800; // seconds from 15th Oct 1572 to Jan 1st 1970
$bias = $biasSeconds * 10000000; // in hundreds of nanoseconds
$time = static::microseconds() * 10 + $bias;
$timeHex = dechex($time);
$arranged = substr($timeHex, 7, 8) . substr($timeHex, 3, 4) . '1' . substr($timeHex, 0, 3);
$clockId = '9696';
$macAddress = 'ffffffffffff';
return $arranged . $clockId . $macAddress;
}
public static function parse_timeframe($timeframe) {
$amount = substr($timeframe, 0, -1);
$unit = substr($timeframe, -1);
$scale = 1;
if ($unit === 'y') {
$scale = 60 * 60 * 24 * 365;
} elseif ($unit === 'M') {
$scale = 60 * 60 * 24 * 30;
} elseif ($unit === 'w') {
$scale = 60 * 60 * 24 * 7;
} elseif ($unit === 'd') {
$scale = 60 * 60 * 24;
} elseif ($unit === 'h') {
$scale = 60 * 60;
} elseif ($unit === 'm') {
$scale = 60;
} elseif ($unit === 's') {
$scale = 1;
} else {
throw new NotSupported('timeframe unit ' . $unit . ' is not supported');
}
return $amount * $scale;
}
public static function round_timeframe($timeframe, $timestamp, $direction=ROUND_DOWN) {
$ms = static::parse_timeframe($timeframe) * 1000;
// Get offset based on timeframe in milliseconds
$offset = $timestamp % $ms;
return $timestamp - $offset + (($direction === ROUND_UP) ? $ms : 0);
}
// given a sorted arrays of trades (recent first) and a timeframe builds an array of OHLCV candles
public static function build_ohlcv($trades, $timeframe = '1m', $since = PHP_INT_MIN, $limits = PHP_INT_MAX) {
if (empty($trades) || !is_array($trades)) {
return array();
}
if (!is_numeric($since)) {
$since = PHP_INT_MIN;
}
if (!is_numeric($limits)) {
$limits = PHP_INT_MAX;
}
$ms = static::parse_timeframe($timeframe) * 1000;
$ohlcvs = array();
list(/* $timestamp */, /* $open */, $high, $low, $close, $volume) = array(0, 1, 2, 3, 4, 5);
for ($i = 0; $i < min(count($trades), $limits); $i++) {
$trade = $trades[$i];
if ($trade['timestamp'] < $since) {
continue;
}
$openingTime = floor($trade['timestamp'] / $ms) * $ms; // shift to the edge of m/h/d (but not M)
$j = count($ohlcvs);
if (($j == 0) || ($openingTime >= $ohlcvs[$j - 1][0] + $ms)) {
// moved to a new timeframe -> create a new candle from opening trade
$ohlcvs[] = array(
$openingTime,
$trade['price'],
$trade['price'],
$trade['price'],
$trade['price'],
$trade['amount'],
);
} else {
// still processing the same timeframe -> update opening trade
$ohlcvs[$j - 1][$high] = max($ohlcvs[$j - 1][$high], $trade['price']);
$ohlcvs[$j - 1][$low] = min($ohlcvs[$j - 1][$low], $trade['price']);
$ohlcvs[$j - 1][$close] = $trade['price'];
$ohlcvs[$j - 1][$volume] += $trade['amount'];
}
}
return $ohlcvs;
}
public static function capitalize($string) {
return mb_strtoupper(mb_substr($string, 0, 1)) . mb_substr($string, 1);
}
public static function is_associative($array) {
return is_array($array) && (count(array_filter(array_keys($array), 'is_string')) > 0);
}
public static function omit($array, $keys) {
if (static::is_associative($array)) {
$result = $array;
if (is_array($keys)) {
foreach ($keys as $key) {
unset($result[$key]);
}
} else {
unset($result[$keys]);
}
return $result;
}
return $array;
}
public static function unique($array) {
return array_unique($array);
}
public static function pluck($array, $key) {
$result = array();
foreach ($array as $element) {
if (isset($key, $element)) {
$result[] = $element[$key];
}
}
return $result;
}
public function filter_by($array, $key, $value = null) {
$result = array();
foreach ($array as $element) {
if (isset($key, $element) && ($element[$key] == $value)) {
$result[] = $element;
}
}
return $result;
}
public static function group_by($array, $key) {
$result = array();
foreach ($array as $element) {
if (isset($element[$key]) && !is_null($element[$key])) {
if (!isset($result[$element[$key]])) {
$result[$element[$key]] = array();
}
$result[$element[$key]][] = $element;
}
}
return $result;
}
public static function index_by($array, $key) {
$result = array();
foreach ($array as $element) {
if (isset($element[$key])) {
$result[$element[$key]] = $element;
}
}
return $result;
}
public static function sort_by($arrayOfArrays, $key, $descending = false) {
$descending = $descending ? -1 : 1;
usort($arrayOfArrays, function ($a, $b) use ($key, $descending) {
if ($a[$key] == $b[$key]) {
return 0;
}
return $a[$key] < $b[$key] ? -$descending : $descending;
});
return $arrayOfArrays;
}
public static function sort_by_2($arrayOfArrays, $key1, $key2, $descending = false) {
$descending = $descending ? -1 : 1;
usort($arrayOfArrays, function ($a, $b) use ($key1, $key2, $descending) {
if ($a[$key1] == $b[$key1]) {
if ($a[$key2] == $b[$key2]) {
return 0;
}
return $a[$key2] < $b[$key2] ? -$descending : $descending;
}
return $a[$key1] < $b[$key1] ? -$descending : $descending;
});
return $arrayOfArrays;
}
public static function flatten($array) {
return array_reduce($array, function ($acc, $item) {
return array_merge($acc, is_array($item) ? static::flatten($item) : array($item));
}, array());
}
public static function array_concat() {
return call_user_func_array('array_merge', array_filter(func_get_args(), 'is_array'));
}
public static function in_array($needle, $haystack) {
return in_array($needle, $haystack);
}
public static function to_array($object) {
return array_values($object);
}
public static function is_empty($object) {
return empty($object);
}
public static function keysort($array) {
$result = $array;
ksort($result);
return $result;
}
public static function extract_params($string) {
if (preg_match_all('/{([\w-]+)}/u', $string, $matches)) {
return $matches[1];
}
}
public static function implode_params($string, $params) {
if (static::is_associative($params)) {
foreach ($params as $key => $value) {
if (gettype($value) !== 'array') {
$string = implode($value, mb_split('{' . preg_quote($key) . '}', $string));
}
}
}
return $string;
}
public static function deep_extend() {
//
// extend associative dictionaries only, replace everything else
//
$out = null;
$args = func_get_args();
foreach ($args as $arg) {
if (static::is_associative($arg) || (is_array($arg) && (count($arg) === 0))) {
if (!static::is_associative($out)) {
$out = array();
}
foreach ($arg as $k => $v) {
$out[$k] = static::deep_extend(isset($out[$k]) ? $out[$k] : array(), $v);
}
} else {
$out = $arg;
}
}
return $out;
}
public static function sum() {
return array_sum(array_filter(func_get_args(), function ($x) {
return isset($x) ? $x : 0;
}));
}
public static function ordered($array) { // for Python OrderedDicts, does nothing in PHP and JS
return $array;
}
public function aggregate($bidasks) {
$result = array();
foreach ($bidasks as $bidask) {
if ($bidask[1] > 0) {
$price = (string) $bidask[0];
$result[$price] = array_key_exists($price, $result) ? $result[$price] : 0;
$result[$price] += $bidask[1];
}
}
$output = array();
foreach ($result as $key => $value) {
$output[] = array(floatval($key), floatval($value));
}
return $output;
}
public static function urlencodeBase64($string) {
return preg_replace(array('#[=]+$#u', '#\+#u', '#\\/#'), array('', '-', '_'), \base64_encode($string));
}
public function urlencode($array) {
foreach ($array as $key => $value) {
if (is_bool($value)) {
$array[$key] = var_export($value, true);
}
}
return http_build_query($array, '', $this->urlencode_glue);
}
public function urlencode_nested($array) {
// we don't have to implement this method in PHP
// https://github.com/ccxt/ccxt/issues/12872
// https://github.com/ccxt/ccxt/issues/12900
return $this->urlencode($array);
}
public function urlencode_with_array_repeat($array) {
return preg_replace('/%5B\d*%5D/', '', $this->urlencode($array));
}
public function rawencode($array) {
return urldecode($this->urlencode($array));
}
public static function encode_uri_component($string) {
return urlencode($string);
}
public static function url($path, $params = array()) {
$result = static::implode_params($path, $params);
$query = static::omit($params, static::extract_params($path));
if ($query) {
$result .= '?' . static::urlencode($query);
}
return $result;
}
public static function seconds() {
return time();
}
public static function milliseconds() {
if (PHP_INT_SIZE == 4) {
return static::milliseconds32();
} else {
return static::milliseconds64();
}
}
public static function milliseconds32() {
list($msec, $sec) = explode(' ', microtime());
// raspbian 32-bit integer workaround
// https://github.com/ccxt/ccxt/issues/5978
// return (int) ($sec . substr($msec, 2, 3));
return $sec . substr($msec, 2, 3);
}
public static function milliseconds64() {
list($msec, $sec) = explode(' ', microtime());
// this method will not work on 32-bit raspbian
return (int) ($sec . substr($msec, 2, 3));
}
public static function microseconds() {
list($msec, $sec) = explode(' ', microtime());
return $sec . str_pad(substr($msec, 2, 6), 6, '0');
}
public static function iso8601($timestamp = null) {