ccxt 4.0.86 → 4.0.88

package/README.md

@@ -215,13 +215,13 @@ console.log(version, Object.keys(exchanges));
 
 All-in-one browser bundle (dependencies included), served from a CDN of your choice:
 
-* jsDelivr: https://cdn.jsdelivr.net/npm/ccxt@4.0.86/dist/ccxt.browser.js
-* unpkg: https://unpkg.com/ccxt@4.0.86/dist/ccxt.browser.js
+* jsDelivr: https://cdn.jsdelivr.net/npm/ccxt@4.0.88/dist/ccxt.browser.js
+* unpkg: https://unpkg.com/ccxt@4.0.88/dist/ccxt.browser.js
 
 CDNs are not updated in real-time and may have delays. Defaulting to the most recent version without specifying the version number is not recommended. Please, keep in mind that we are not responsible for the correct operation of those CDN servers.
 
 ```HTML
-<script type="text/javascript" src="https://cdn.jsdelivr.net/npm/ccxt@4.0.86/dist/ccxt.browser.js"></script>
+<script type="text/javascript" src="https://cdn.jsdelivr.net/npm/ccxt@4.0.88/dist/ccxt.browser.js"></script>
 ```
 
 Creates a global `ccxt` object:

package/dist/ccxt.browser.js

@@ -15648,6 +15648,7 @@ class binance extends _abstract_binance_js__WEBPACK_IMPORTED_MODULE_0__/* ["defa
                 'fetchTransactionFees': true,
                 'fetchTransactions': false,
                 'fetchTransfers': true,
+                'fetchUnderlyingAssets': false,
                 'fetchVolatilityHistory': false,
                 'fetchWithdrawal': false,
                 'fetchWithdrawals': true,
@@ -37243,6 +37244,7 @@ class bitget extends _abstract_bitget_js__WEBPACK_IMPORTED_MODULE_0__/* ["defaul
                             'market/candles': 1,
                             'market/depth': 1,
                             'market/spot-vip-level': 2,
+                            'market/merge-depth': 1,
                             'market/history-candles': 1,
                             'public/loan/coinInfos': 2,
                             'public/loan/hour-interest': 2, // 10 times/1s (IP) => 20/10 = 2
@@ -37270,6 +37272,7 @@ class bitget extends _abstract_bitget_js__WEBPACK_IMPORTED_MODULE_0__/* ["defaul
                             'market/history-candles': 1,
                             'market/history-index-candles': 1,
                             'market/history-mark-candles': 1,
+                            'market/merge-depth': 1,
                         },
                     },
                     'margin': {
@@ -71431,6 +71434,7 @@ class bybit extends _abstract_bybit_js__WEBPACK_IMPORTED_MODULE_0__/* ["default"
                 'fetchTradingFees': true,
                 'fetchTransactions': false,
                 'fetchTransfers': true,
+                'fetchUnderlyingAssets': false,
                 'fetchVolatilityHistory': true,
                 'fetchWithdrawals': true,
                 'setLeverage': true,
@@ -98274,6 +98278,7 @@ class cryptocom extends _abstract_cryptocom_js__WEBPACK_IMPORTED_MODULE_0__/* ["
                 'fetchTransactionFees': false,
                 'fetchTransactions': false,
                 'fetchTransfers': true,
+                'fetchUnderlyingAssets': false,
                 'fetchVolatilityHistory': false,
                 'fetchWithdrawals': true,
                 'reduceMargin': false,
@@ -103314,6 +103319,7 @@ class delta extends _abstract_delta_js__WEBPACK_IMPORTED_MODULE_0__/* ["default"
                 'fetchTrades': true,
                 'fetchTransfer': undefined,
                 'fetchTransfers': undefined,
+                'fetchUnderlyingAssets': false,
                 'fetchVolatilityHistory': false,
                 'fetchWithdrawal': undefined,
                 'fetchWithdrawals': undefined,
@@ -106412,6 +106418,7 @@ class deribit extends _abstract_deribit_js__WEBPACK_IMPORTED_MODULE_0__/* ["defa
                 'fetchTransactions': false,
                 'fetchTransfer': false,
                 'fetchTransfers': true,
+                'fetchUnderlyingAssets': false,
                 'fetchVolatilityHistory': true,
                 'fetchWithdrawal': false,
                 'fetchWithdrawals': true,
@@ -114376,18 +114383,35 @@ class exmo extends _abstract_exmo_js__WEBPACK_IMPORTED_MODULE_0__/* ["default"]
         //         "commission_percent": "0.2"
         //     }
         //
+        // fetchMyTrades (margin)
+        //
+        //    {
+        //        "trade_id": "692861757015952517",
+        //        "trade_dt": "1693951853197811824",
+        //        "trade_type": "buy",
+        //        "pair": "ADA_USDT",
+        //        "quantity": "1.96607879",
+        //        "price": "0.2568",
+        //        "amount": "0.50488903"
+        //    }
+        //
         const timestamp = this.safeTimestamp(trade, 'date');
         const id = this.safeString(trade, 'trade_id');
         const orderId = this.safeString(trade, 'order_id');
         const priceString = this.safeString(trade, 'price');
         const amountString = this.safeString(trade, 'quantity');
         const costString = this.safeString(trade, 'amount');
-        const side = this.safeString(trade, 'type');
+        const side = this.safeString2(trade, 'type', 'trade_type');
         const type = undefined;
         const marketId = this.safeString(trade, 'pair');
         market = this.safeMarket(marketId, market, '_');
         const symbol = market['symbol'];
-        const takerOrMaker = this.safeString(trade, 'exec_type');
+        const isMaker = this.safeValue(trade, 'is_maker');
+        let takerOrMakerDefault = undefined;
+        if (isMaker !== undefined) {
+            takerOrMakerDefault = isMaker ? 'maker' : 'taker';
+        }
+        const takerOrMaker = this.safeString(trade, 'exec_type', takerOrMakerDefault);
         let fee = undefined;
         const feeCostString = this.safeString(trade, 'commission_amount');
         if (feeCostString !== undefined) {
@@ -114466,38 +114490,91 @@ class exmo extends _abstract_exmo_js__WEBPACK_IMPORTED_MODULE_0__/* ["default"]
          * @method
          * @name exmo#fetchMyTrades
          * @description fetch all trades made by the user
-         * @param {string} symbol unified market symbol
+         * @see https://documenter.getpostman.com/view/10287440/SzYXWKPi#b8d8d9af-4f46-46a1-939b-ad261d79f452  // spot
+         * @see https://documenter.getpostman.com/view/10287440/SzYXWKPi#f4b1aaf8-399f-403b-ab5e-4926d967a106  // margin
+         * @param {string} symbol a symbol is required but it can be a single string, or a non-empty array
          * @param {int} [since] the earliest time in ms to fetch trades for
-         * @param {int} [limit] the maximum number of trades structures to retrieve
+         * @param {int} [limit] *required for margin orders* the maximum number of trades structures to retrieve
          * @param {object} [params] extra parameters specific to the exmo api endpoint
+         *
+         * EXCHANGE SPECIFIC PARAMETERS
+         * @param {int} [params.offset] last deal offset, default = 0
          * @returns {Trade[]} a list of [trade structures]{@link https://github.com/ccxt/ccxt/wiki/Manual#trade-structure}
          */
-        // a symbol is required but it can be a single string, or a non-empty array
-        if (symbol === undefined) {
-            throw new _base_errors_js__WEBPACK_IMPORTED_MODULE_2__.ArgumentsRequired(this.id + ' fetchMyTrades() requires a symbol argument (a single symbol or an array)');
+        this.checkRequiredSymbol('fetchMyTrades', symbol);
+        let marginMode = undefined;
+        [marginMode, params] = this.handleMarginModeAndParams('fetchMyTrades', params);
+        if (marginMode === 'cross') {
+            throw new _base_errors_js__WEBPACK_IMPORTED_MODULE_2__.BadRequest(this.id + 'only isolated margin is supported');
         }
         await this.loadMarkets();
-        let pair = undefined;
-        let market = undefined;
-        if (Array.isArray(symbol)) {
-            const numSymbols = symbol.length;
-            if (numSymbols < 1) {
-                throw new _base_errors_js__WEBPACK_IMPORTED_MODULE_2__.ArgumentsRequired(this.id + ' fetchMyTrades() requires a non-empty symbol array');
-            }
-            const marketIds = this.marketIds(symbol);
-            pair = marketIds.join(',');
+        const market = this.market(symbol);
+        const pair = market['id'];
+        const isSpot = marginMode !== 'isolated';
+        if (limit === undefined) {
+            limit = 100;
+        }
+        const request = {};
+        if (isSpot) {
+            request['pair'] = pair;
         }
         else {
-            market = this.market(symbol);
-            pair = market['id'];
+            request['pair_name'] = pair;
         }
-        const request = {
-            'pair': pair,
-        };
         if (limit !== undefined) {
             request['limit'] = limit;
         }
-        const response = await this.privatePostUserTrades(this.extend(request, params));
+        const offset = this.safeInteger(params, 'offset', 0);
+        request['offset'] = offset;
+        let response = undefined;
+        if (isSpot) {
+            response = await this.privatePostUserTrades(this.extend(request, params));
+            //
+            //    {
+            //        "BTC_USD": [
+            //            {
+            //                "trade_id": 20056872,
+            //                "client_id": 100500,
+            //                "date": 1435488248,
+            //                "type": "buy",
+            //                "pair": "BTC_USD",
+            //                "quantity": "1",
+            //                "price": "100",
+            //                "amount": "100",
+            //                "order_id": 7,
+            //                "parent_order_id": 117684023830293,
+            //                "exec_type": "taker",
+            //                "commission_amount": "0.02",
+            //                "commission_currency": "BTC",
+            //                "commission_percent": "0.2"
+            //            }
+            //        ],
+            //        ...
+            //    }
+            //
+        }
+        else {
+            const responseFromExchange = await this.privatePostMarginTrades(this.extend(request, params));
+            //
+            //    {
+            //        "trades": {
+            //            "ADA_USDT": [
+            //                {
+            //                    "trade_id": "692861757015952517",
+            //                    "trade_dt": "1693951853197811824",
+            //                    "trade_type": "buy",
+            //                    "pair": "ADA_USDT",
+            //                    "quantity": "1.96607879",
+            //                    "price": "0.2568",
+            //                    "amount": "0.50488903"
+            //                },
+            //            ]
+            //            ...
+            //        }
+            //    }
+            //
+            response = this.safeValue(responseFromExchange, 'trades');
+        }
         let result = [];
         const marketIdsInner = Object.keys(response);
         for (let i = 0; i < marketIdsInner.length; i++) {
@@ -114627,13 +114704,21 @@ class exmo extends _abstract_exmo_js__WEBPACK_IMPORTED_MODULE_0__/* ["default"]
          * @method
          * @name exmo#fetchOrderTrades
          * @description fetch all the trades made from a single order
+         * @see https://documenter.getpostman.com/view/10287440/SzYXWKPi#cf27781e-28e5-4b39-a52d-3110f5d22459  // spot
+         * @see https://documenter.getpostman.com/view/10287440/SzYXWKPi#00810661-9119-46c5-aec5-55abe9cb42c7  // margin
          * @param {string} id order id
          * @param {string} symbol unified market symbol
          * @param {int} [since] the earliest time in ms to fetch trades for
          * @param {int} [limit] the maximum number of trades to retrieve
          * @param {object} [params] extra parameters specific to the exmo api endpoint
+         * @param {string} [params.marginMode] set to "isolated" to fetch trades for a margin order
          * @returns {object[]} a list of [trade structures]{@link https://github.com/ccxt/ccxt/wiki/Manual#trade-structure}
          */
+        let marginMode = undefined;
+        [marginMode, params] = this.handleMarginModeAndParams('fetchOrderTrades', params);
+        if (marginMode === 'cross') {
+            throw new _base_errors_js__WEBPACK_IMPORTED_MODULE_2__.BadRequest(this.id + ' only supports isolated margin');
+        }
         let market = undefined;
         if (symbol !== undefined) {
             market = this.market(symbol);
@@ -114641,32 +114726,54 @@ class exmo extends _abstract_exmo_js__WEBPACK_IMPORTED_MODULE_0__/* ["default"]
         const request = {
             'order_id': id.toString(),
         };
-        const response = await this.privatePostOrderTrades(this.extend(request, params));
-        //
-        //     {
-        //         "type": "buy",
-        //         "in_currency": "BTC",
-        //         "in_amount": "1",
-        //         "out_currency": "USD",
-        //         "out_amount": "100",
-        //         "trades": [
-        //             {
-        //                 "trade_id": 3,
-        //                 "date": 1435488248,
-        //                 "type": "buy",
-        //                 "pair": "BTC_USD",
-        //                 "order_id": 12345,
-        //                 "quantity": 1,
-        //                 "price": 100,
-        //                 "amount": 100,
-        //                 "exec_type": "taker",
-        //                 "commission_amount": "0.02",
-        //                 "commission_currency": "BTC",
-        //                 "commission_percent": "0.2"
-        //             }
-        //         ]
-        //     }
-        //
+        let response = undefined;
+        if (marginMode === 'isolated') {
+            response = await this.privatePostMarginUserOrderTrades(this.extend(request, params));
+            //
+            //    {
+            //        "trades": [
+            //            {
+            //                "is_maker": false,
+            //                "order_id": "123",
+            //                "pair": "BTC_USD",
+            //                "price": "54122.25",
+            //                "quantity": "0.00069994",
+            //                "trade_dt": "1619069561718824428",
+            //                "trade_id": "692842802860135010",
+            //                "type": "sell"
+            //            }
+            //        ]
+            //    }
+            //
+        }
+        else {
+            response = await this.privatePostOrderTrades(this.extend(request, params));
+            //
+            //     {
+            //         "type": "buy",
+            //         "in_currency": "BTC",
+            //         "in_amount": "1",
+            //         "out_currency": "USD",
+            //         "out_amount": "100",
+            //         "trades": [
+            //             {
+            //                 "trade_id": 3,
+            //                 "date": 1435488248,
+            //                 "type": "buy",
+            //                 "pair": "BTC_USD",
+            //                 "order_id": 12345,
+            //                 "quantity": 1,
+            //                 "price": 100,
+            //                 "amount": 100,
+            //                 "exec_type": "taker",
+            //                 "commission_amount": "0.02",
+            //                 "commission_currency": "BTC",
+            //                 "commission_percent": "0.2"
+            //             }
+            //         ]
+            //     }
+            //
+        }
         const trades = this.safeValue(response, 'trades');
         return this.parseTrades(trades, market, since, limit);
     }
@@ -115560,6 +115667,7 @@ class gate extends _abstract_gate_js__WEBPACK_IMPORTED_MODULE_0__/* ["default"]
                 'fetchTradingFee': true,
                 'fetchTradingFees': true,
                 'fetchTransactionFees': true,
+                'fetchUnderlyingAssets': true,
                 'fetchVolatilityHistory': false,
                 'fetchWithdrawals': true,
                 'reduceMargin': true,
@@ -121652,6 +121760,44 @@ class gate extends _abstract_gate_js__WEBPACK_IMPORTED_MODULE_0__/* ["default"]
         request['dual_mode'] = hedged;
         return await this.privateFuturesPostSettleDualMode(this.extend(request, query));
     }
+    async fetchUnderlyingAssets(params = {}) {
+        /**
+         * @method
+         * @name gate#fetchUnderlyingAssets
+         * @description fetches the market ids of underlying assets for a specific contract market type
+         * @param {object} [params] exchange specific params
+         * @param {string} [params.type] the contract market type, 'option', 'swap' or 'future', the default is 'option'
+         * @returns {object[]} a list of [underlying assets]{@link https://github.com/ccxt/ccxt/wiki/Manual#underlying-assets-structure}
+         */
+        await this.loadMarkets();
+        let marketType = undefined;
+        [marketType, params] = this.handleMarketTypeAndParams('fetchUnderlyingAssets', undefined, params);
+        if ((marketType === undefined) || (marketType === 'spot')) {
+            marketType = 'option';
+        }
+        if (marketType !== 'option') {
+            throw new _base_errors_js__WEBPACK_IMPORTED_MODULE_2__.NotSupported(this.id + ' fetchUnderlyingAssets() supports option markets only');
+        }
+        const response = await this.publicOptionsGetUnderlyings(params);
+        //
+        //    [
+        //        {
+        //            "index_time": "1646915796",
+        //            "name": "BTC_USDT",
+        //            "index_price": "39142.73"
+        //        }
+        //    ]
+        //
+        const underlyings = [];
+        for (let i = 0; i < response.length; i++) {
+            const underlying = response[i];
+            const name = this.safeString(underlying, 'name');
+            if (name !== undefined) {
+                underlyings.push(name);
+            }
+        }
+        return underlyings;
+    }
     handleErrors(code, reason, url, method, headers, body, response, requestHeaders, requestBody) {
         if (response === undefined) {
             return undefined;
@@ -124735,6 +124881,9 @@ class hitbtc extends _abstract_hitbtc_js__WEBPACK_IMPORTED_MODULE_0__/* ["defaul
         if (taker !== undefined) {
             takerOrMaker = taker ? 'taker' : 'maker';
         }
+        else {
+            takerOrMaker = 'taker'; // the only case when `taker` field is missing, is public fetchTrades and it must be taker
+        }
         if (feeCostString !== undefined) {
             const info = this.safeValue(market, 'info', {});
             const feeCurrency = this.safeString(info, 'fee_currency');
@@ -177387,6 +177536,7 @@ class okx extends _abstract_okx_js__WEBPACK_IMPORTED_MODULE_0__/* ["default"] */
                 'fetchTransactions': false,
                 'fetchTransfer': true,
                 'fetchTransfers': true,
+                'fetchUnderlyingAssets': true,
                 'fetchVolatilityHistory': false,
                 'fetchWithdrawal': true,
                 'fetchWithdrawals': true,
@@ -183980,6 +184130,44 @@ class okx extends _abstract_okx_js__WEBPACK_IMPORTED_MODULE_0__/* ["default"] */
         }
         return result;
     }
+    async fetchUnderlyingAssets(params = {}) {
+        /**
+         * @method
+         * @name okx#fetchUnderlyingAssets
+         * @description fetches the market ids of underlying assets for a specific contract market type
+         * @see https://www.okx.com/docs-v5/en/#public-data-rest-api-get-underlying
+         * @param {object} [params] exchange specific params
+         * @param {string} [params.type] the contract market type, 'option', 'swap' or 'future', the default is 'option'
+         * @returns {object[]} a list of [underlying assets]{@link https://github.com/ccxt/ccxt/wiki/Manual#underlying-assets-structure}
+         */
+        await this.loadMarkets();
+        let marketType = undefined;
+        [marketType, params] = this.handleMarketTypeAndParams('fetchUnderlyingAssets', undefined, params);
+        if ((marketType === undefined) || (marketType === 'spot')) {
+            marketType = 'option';
+        }
+        if ((marketType !== 'option') && (marketType !== 'swap') && (marketType !== 'future')) {
+            throw new _base_errors_js__WEBPACK_IMPORTED_MODULE_1__.NotSupported(this.id + ' fetchUnderlyingAssets() supports contract markets only');
+        }
+        const request = {
+            'instType': this.convertToInstrumentType(marketType),
+        };
+        const response = await this.publicGetPublicUnderlying(this.extend(request, params));
+        //
+        //     {
+        //         "code": "0",
+        //         "data": [
+        //             [
+        //                 "BTC-USD",
+        //                 "ETH-USD"
+        //             ]
+        //         ],
+        //         "msg": ""
+        //     }
+        //
+        const underlyings = this.safeValue(response, 'data', []);
+        return underlyings[0];
+    }
     handleErrors(httpCode, reason, url, method, headers, body, response, requestHeaders, requestBody) {
         if (!response) {
             return undefined; // fallback to default error handler
@@ -198434,13 +198622,13 @@ class bitfinex2 extends _bitfinex2_js__WEBPACK_IMPORTED_MODULE_0__/* ["default"]
             const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
             this.myTrades = new _base_ws_Cache_js__WEBPACK_IMPORTED_MODULE_1__/* .ArrayCacheBySymbolById */ .hl(limit);
         }
-        const array = this.myTrades;
-        array.append(trade);
-        this.myTrades = array;
+        const tradesArray = this.myTrades;
+        tradesArray.append(trade);
+        this.myTrades = tradesArray;
         // generic subscription
-        client.resolve(array, name);
+        client.resolve(tradesArray, name);
         // specific subscription
-        client.resolve(array, messageHash);
+        client.resolve(tradesArray, messageHash);
     }
     handleTrades(client, message, subscription) {
         //
@@ -207659,8 +207847,8 @@ class blockchaincom extends _blockchaincom_js__WEBPACK_IMPORTED_MODULE_0__/* ["d
         };
     }
     handleDelta(bookside, delta) {
-        const array = this.parseCountedBidAsk(delta, 'px', 'qty', 'num');
-        bookside.storeArray(array);
+        const bookArray = this.parseCountedBidAsk(delta, 'px', 'qty', 'num');
+        bookside.storeArray(bookArray);
     }
     handleDeltas(bookside, deltas) {
         for (let i = 0; i < deltas.length; i++) {
@@ -227167,13 +227355,13 @@ class luno extends _luno_js__WEBPACK_IMPORTED_MODULE_0__/* ["default"] */ .Z {
         const asksOrderSide = orderbook['asks'];
         const bidsOrderSide = orderbook['bids'];
         if (createUpdate !== undefined) {
-            const array = this.customParseBidAsk(createUpdate, 'price', 'volume', 'order_id');
+            const bidAskArray = this.customParseBidAsk(createUpdate, 'price', 'volume', 'order_id');
             const type = this.safeString(createUpdate, 'type');
             if (type === 'ASK') {
-                asksOrderSide.storeArray(array);
+                asksOrderSide.storeArray(bidAskArray);
             }
             else if (type === 'BID') {
-                bidsOrderSide.storeArray(array);
+                bidsOrderSide.storeArray(bidAskArray);
             }
         }
         const deleteUpdate = this.safeValue(message, 'delete_update');
@@ -273704,7 +273892,7 @@ SOFTWARE.
 
 //-----------------------------------------------------------------------------
 // this is updated by vss.js when building
-const version = '4.0.86';
+const version = '4.0.88';
 _src_base_Exchange_js__WEBPACK_IMPORTED_MODULE_0__/* .Exchange.ccxtVersion */ .e.ccxtVersion = version;
 //-----------------------------------------------------------------------------