ccxt 4.1.11 → 4.1.13

package/js/src/bitget.js

@@ -1477,6 +1477,7 @@ export default class bitget extends Exchange {
                         'max': undefined,
                     },
                 },
+                'created': undefined,
             };
         }
         return result;
@@ -1576,7 +1577,7 @@ export default class bitget extends Exchange {
         }
         const currency = this.currency(code);
         if (since === undefined) {
-            since = this.milliseconds() - 31556952000; // 1yr
+            since = this.milliseconds() - 7776000000; // 90 days
         }
         let request = {
             'coin': currency['code'],
@@ -1732,7 +1733,7 @@ export default class bitget extends Exchange {
         }
         const currency = this.currency(code);
         if (since === undefined) {
-            since = this.milliseconds() - 31556952000; // 1yr
+            since = this.milliseconds() - 7776000000; // 90 days
         }
         let request = {
             'coin': currency['code'],
@@ -3885,8 +3886,16 @@ export default class bitget extends Exchange {
         //
         const data = this.safeValue(response, 'data');
         if (data !== undefined) {
-            const result = this.safeValue(data, 'orderList', data);
-            return this.addPaginationCursorToResult(data, result);
+            if ('orderList' in data) {
+                const orderList = this.safeValue(data, 'orderList');
+                if (!orderList) {
+                    return [];
+                }
+                return this.addPaginationCursorToResult(data, orderList);
+            }
+            else {
+                return this.addPaginationCursorToResult(response, data);
+            }
         }
         const parsedData = JSON.parse(response);
         return this.safeValue(parsedData, 'data', []);
@@ -4045,10 +4054,17 @@ export default class bitget extends Exchange {
             response = await this.privateSpotPostTradeFills(this.extend(request, params));
         }
         else {
+            const orderId = this.safeString(params, 'orderId'); // when order id is not defined, startTime and endTime are required
             if (since !== undefined) {
                 request['startTime'] = since;
             }
+            else if (orderId === undefined) {
+                request['startTime'] = 0;
+            }
             [request, params] = this.handleUntilOption('endTime', params, request);
+            if (!('endTime' in request) && (orderId === undefined)) {
+                request['endTime'] = this.milliseconds();
+            }
             response = await this.privateMixGetOrderFills(this.extend(request, params));
         }
         //

package/js/src/bithumb.js

@@ -261,6 +261,7 @@ export default class bithumb extends Exchange {
                         },
                         'cost': {}, // set via options
                     },
+                    'created': undefined,
                     'info': market,
                 }, extension);
                 result.push(entry);

package/js/src/bitmart.d.ts

@@ -256,6 +256,18 @@ export default class bitmart extends Exchange {
     fetchPosition(symbol: string, params?: {}): Promise<import("./base/types.js").Position>;
     fetchPositions(symbols?: string[], params?: {}): Promise<import("./base/types.js").Position[]>;
     parsePosition(position: any, market?: any): import("./base/types.js").Position;
+    fetchMyLiquidations(symbol?: string, since?: Int, limit?: Int, params?: {}): Promise<import("./base/types.js").Liquidation[]>;
+    parseLiquidation(liquidation: any, market?: any): {
+        info: any;
+        symbol: any;
+        contracts: number;
+        contractSize: number;
+        price: number;
+        baseValue: number;
+        quoteValue: number;
+        timestamp: number;
+        datetime: string;
+    };
     nonce(): number;
     sign(path: any, api?: string, method?: string, params?: {}, headers?: any, body?: any): {
         url: string;

package/js/src/bitmart.js

@@ -63,8 +63,10 @@ export default class bitmart extends Exchange {
                 'fetchFundingRate': true,
                 'fetchFundingRateHistory': false,
                 'fetchFundingRates': false,
+                'fetchLiquidations': false,
                 'fetchMarginMode': false,
                 'fetchMarkets': true,
+                'fetchMyLiquidations': true,
                 'fetchMyTrades': true,
                 'fetchOHLCV': true,
                 'fetchOpenInterest': true,
@@ -3937,6 +3939,107 @@ export default class bitmart extends Exchange {
             'takeProfitPrice': undefined,
         });
     }
+    async fetchMyLiquidations(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name bitmart#fetchMyLiquidations
+         * @description retrieves the users liquidated positions
+         * @see https://developer-pro.bitmart.com/en/futures/#get-order-history-keyed
+         * @param {string} symbol unified CCXT market symbol
+         * @param {int} [since] the earliest time in ms to fetch liquidations for
+         * @param {int} [limit] the maximum number of liquidation structures to retrieve
+         * @param {object} [params] exchange specific parameters for the bitmart api endpoint
+         * @param {int} [params.until] timestamp in ms of the latest liquidation
+         * @returns {object} an array of [liquidation structures]{@link https://github.com/ccxt/ccxt/wiki/Manual#liquidation-structure}
+         */
+        this.checkRequiredSymbol('fetchMyLiquidations', symbol);
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        if (!market['swap']) {
+            throw new NotSupported(this.id + ' fetchMyLiquidations() supports swap markets only');
+        }
+        let request = {
+            'symbol': market['id'],
+        };
+        if (since !== undefined) {
+            request['start_time'] = since;
+        }
+        [request, params] = this.handleUntilOption('end_time', request, params);
+        const response = await this.privateGetContractPrivateOrderHistory(this.extend(request, params));
+        //
+        //     {
+        //         "code": 1000,
+        //         "message": "Ok",
+        //         "data": [
+        //             {
+        //                 "order_id": "231007865458273",
+        //                 "client_order_id": "",
+        //                 "price": "27407.9",
+        //                 "size": "1",
+        //                 "symbol": "BTCUSDT",
+        //                 "state": 4,
+        //                 "side": 3,
+        //                 "type": "liquidate",
+        //                 "leverage": "10",
+        //                 "open_type": "isolated",
+        //                 "deal_avg_price": "27422.6",
+        //                 "deal_size": "1",
+        //                 "create_time": 1696405864011,
+        //                 "update_time": 1696405864045
+        //             },
+        //         ],
+        //         "trace": "4cad855074664097ac6ba4257c47305d.71.16965658195443021"
+        //     }
+        //
+        const data = this.safeValue(response, 'data', []);
+        const result = [];
+        for (let i = 0; i < data.length; i++) {
+            const entry = data[i];
+            const checkLiquidation = this.safeString(entry, 'type');
+            if (checkLiquidation === 'liquidate') {
+                result.push(entry);
+            }
+        }
+        return this.parseLiquidations(result, market, since, limit);
+    }
+    parseLiquidation(liquidation, market = undefined) {
+        //
+        //     {
+        //         "order_id": "231007865458273",
+        //         "client_order_id": "",
+        //         "price": "27407.9",
+        //         "size": "1",
+        //         "symbol": "BTCUSDT",
+        //         "state": 4,
+        //         "side": 3,
+        //         "type": "market",
+        //         "leverage": "10",
+        //         "open_type": "isolated",
+        //         "deal_avg_price": "27422.6",
+        //         "deal_size": "1",
+        //         "create_time": 1696405864011,
+        //         "update_time": 1696405864045
+        //     }
+        //
+        const marketId = this.safeString(liquidation, 'symbol');
+        const timestamp = this.safeInteger(liquidation, 'update_time');
+        const contractsString = this.safeString(liquidation, 'deal_size');
+        const contractSizeString = this.safeString(market, 'contractSize');
+        const priceString = this.safeString(liquidation, 'deal_avg_price');
+        const baseValueString = Precise.stringMul(contractsString, contractSizeString);
+        const quoteValueString = Precise.stringMul(baseValueString, priceString);
+        return {
+            'info': liquidation,
+            'symbol': this.safeSymbol(marketId, market),
+            'contracts': this.parseNumber(contractsString),
+            'contractSize': this.parseNumber(contractSizeString),
+            'price': this.parseNumber(priceString),
+            'baseValue': this.parseNumber(baseValueString),
+            'quoteValue': this.parseNumber(quoteValueString),
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+        };
+    }
     nonce() {
         return this.milliseconds();
     }

package/js/src/bitmex.d.ts

@@ -1,5 +1,5 @@
 import Exchange from './abstract/bitmex.js';
-import { Int, OrderSide, OrderType, Trade, OHLCV, Order } from './base/types.js';
+import { Int, OrderSide, OrderType, Trade, OHLCV, Order, Liquidation } from './base/types.js';
 /**
  * @class bitmex
  * @extends Exchange
@@ -163,6 +163,18 @@ export default class bitmex extends Exchange {
     };
     fetchDepositWithdrawFees(codes?: string[], params?: {}): Promise<any>;
     calculateRateLimiterCost(api: any, method: any, path: any, params: any, config?: {}): any;
+    fetchLiquidations(symbol: string, since?: Int, limit?: Int, params?: {}): Promise<Liquidation[]>;
+    parseLiquidation(liquidation: any, market?: any): {
+        info: any;
+        symbol: any;
+        contracts: any;
+        contractSize: number;
+        price: number;
+        baseValue: any;
+        quoteValue: any;
+        timestamp: any;
+        datetime: any;
+    };
     handleErrors(code: any, reason: any, url: any, method: any, headers: any, body: any, response: any, requestHeaders: any, requestBody: any): any;
     nonce(): number;
     sign(path: any, api?: string, method?: string, params?: {}, headers?: any, body?: any): {

package/js/src/bitmex.js

@@ -61,9 +61,11 @@ export default class bitmex extends Exchange {
                 'fetchLedger': true,
                 'fetchLeverage': false,
                 'fetchLeverageTiers': false,
+                'fetchLiquidations': true,
                 'fetchMarketLeverageTiers': false,
                 'fetchMarkets': true,
                 'fetchMarkOHLCV': false,
+                'fetchMyLiquidations': false,
                 'fetchMyTrades': true,
                 'fetchOHLCV': true,
                 'fetchOpenOrders': true,
@@ -2651,6 +2653,74 @@ export default class bitmex extends Exchange {
         }
         return cost;
     }
+    async fetchLiquidations(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name bitmex#fetchLiquidations
+         * @description retrieves the public liquidations of a trading pair
+         * @see https://www.bitmex.com/api/explorer/#!/Liquidation/Liquidation_get
+         * @param {string} symbol unified CCXT market symbol
+         * @param {int} [since] the earliest time in ms to fetch liquidations for
+         * @param {int} [limit] the maximum number of liquidation structures to retrieve
+         * @param {object} [params] exchange specific parameters for the bitmex api endpoint
+         * @param {int} [params.until] timestamp in ms of the latest liquidation
+         * @param {boolean} [params.paginate] default false, when true will automatically paginate by calling this endpoint multiple times. See in the docs all the [availble parameters](https://github.com/ccxt/ccxt/wiki/Manual#pagination-params)
+         * @returns {object} an array of [liquidation structures]{@link https://github.com/ccxt/ccxt/wiki/Manual#liquidation-structure}
+         */
+        await this.loadMarkets();
+        let paginate = false;
+        [paginate, params] = this.handleOptionAndParams(params, 'fetchLiquidations', 'paginate');
+        if (paginate) {
+            return await this.fetchPaginatedCallDynamic('fetchLiquidations', symbol, since, limit, params);
+        }
+        const market = this.market(symbol);
+        let request = {
+            'symbol': market['id'],
+        };
+        if (since !== undefined) {
+            request['startTime'] = since;
+        }
+        if (limit !== undefined) {
+            request['count'] = limit;
+        }
+        [request, params] = this.handleUntilOption('endTime', request, params);
+        const response = await this.publicGetLiquidation(this.extend(request, params));
+        //
+        //     [
+        //         {
+        //             "orderID": "string",
+        //             "symbol": "string",
+        //             "side": "string",
+        //             "price": 0,
+        //             "leavesQty": 0
+        //         }
+        //     ]
+        //
+        return this.parseLiquidations(response, market, since, limit);
+    }
+    parseLiquidation(liquidation, market = undefined) {
+        //
+        //     {
+        //         "orderID": "string",
+        //         "symbol": "string",
+        //         "side": "string",
+        //         "price": 0,
+        //         "leavesQty": 0
+        //     }
+        //
+        const marketId = this.safeString(liquidation, 'symbol');
+        return {
+            'info': liquidation,
+            'symbol': this.safeSymbol(marketId, market),
+            'contracts': undefined,
+            'contractSize': this.safeNumber(market, 'contractSize'),
+            'price': this.safeNumber(liquidation, 'price'),
+            'baseValue': undefined,
+            'quoteValue': undefined,
+            'timestamp': undefined,
+            'datetime': undefined,
+        };
+    }
     handleErrors(code, reason, url, method, headers, body, response, requestHeaders, requestBody) {
         if (response === undefined) {
             return undefined;

package/js/src/bitopro.js

@@ -361,6 +361,7 @@ export default class bitopro extends Exchange {
                     'amount': this.parseNumber(this.parsePrecision(this.safeString(market, 'basePrecision'))),
                 },
                 'active': active,
+                'created': undefined,
                 'info': market,
             });
         }

package/js/src/bitpanda.js

@@ -433,6 +433,7 @@ export default class bitpanda extends Exchange {
                         'max': undefined,
                     },
                 },
+                'created': undefined,
                 'info': market,
             });
         }

package/js/src/bitrue.js

@@ -705,6 +705,7 @@ export default class bitrue extends Exchange {
                         'max': undefined,
                     },
                 },
+                'created': undefined,
                 'info': market,
             };
             result.push(entry);

package/js/src/bitso.js

@@ -471,6 +471,7 @@ export default class bitso extends Exchange {
                         'max': this.safeNumber(market, 'maximum_value'),
                     },
                 },
+                'created': undefined,
                 'info': market,
             }, fee));
         }

package/js/src/bitstamp.js

@@ -508,6 +508,7 @@ export default class bitstamp extends Exchange {
                         'max': undefined,
                     },
                 },
+                'created': undefined,
                 'info': market,
             });
         }

package/js/src/bitvavo.js

@@ -387,6 +387,7 @@ export default class bitvavo extends Exchange {
                         'max': undefined,
                     },
                 },
+                'created': undefined,
                 'info': market,
             });
         }

package/js/src/blockchaincom.js

@@ -349,6 +349,7 @@ export default class blockchaincom extends Exchange {
                         'max': undefined,
                     },
                 },
+                'created': undefined,
             });
         }
         return result;

package/js/src/btcalpha.js

@@ -229,6 +229,7 @@ export default class btcalpha extends Exchange {
                         'max': undefined,
                     },
                 },
+                'created': undefined,
                 'info': market,
             });
         }

package/js/src/btcmarkets.js

@@ -434,6 +434,7 @@ export default class btcmarkets extends Exchange {
                         'max': undefined,
                     },
                 },
+                'created': undefined,
                 'info': market,
             });
         }

package/js/src/btcturk.js

@@ -262,6 +262,7 @@ export default class btcturk extends Exchange {
                         'max': undefined,
                     },
                 },
+                'created': undefined,
                 'info': entry,
             });
         }

package/js/src/bybit.d.ts

@@ -197,9 +197,9 @@ export default class bybit extends Exchange {
         updated: number;
         fee: any;
     }>;
-    fetchPosition(symbol: string, params?: {}): Promise<any>;
-    fetchUsdcPositions(symbols?: string[], params?: {}): Promise<any>;
-    fetchPositions(symbols?: string[], params?: {}): Promise<any>;
+    fetchPosition(symbol: string, params?: {}): Promise<import("./base/types.js").Position>;
+    fetchUsdcPositions(symbols?: string[], params?: {}): Promise<import("./base/types.js").Position[]>;
+    fetchPositions(symbols?: string[], params?: {}): Promise<import("./base/types.js").Position[]>;
     parsePosition(position: any, market?: any): import("./base/types.js").Position;
     setMarginMode(marginMode: any, symbol?: string, params?: {}): Promise<any>;
     setLeverage(leverage: any, symbol?: string, params?: {}): Promise<any>;

package/js/src/bybit.js

@@ -1753,6 +1753,7 @@ export default class bybit extends Exchange {
                         'max': this.safeNumber(lotSizeFilter, 'maxOrderAmt'),
                     },
                 },
+                'created': undefined,
                 'info': market,
             });
         }
@@ -1927,6 +1928,7 @@ export default class bybit extends Exchange {
                         'max': undefined,
                     },
                 },
+                'created': this.safeInteger(market, 'launchTime'),
                 'info': market,
             });
         }
@@ -2059,6 +2061,7 @@ export default class bybit extends Exchange {
                             'max': undefined,
                         },
                     },
+                    'created': this.safeInteger(market, 'launchTime'),
                     'info': market,
                 });
             }
@@ -2774,7 +2777,7 @@ export default class bybit extends Exchange {
             const feeToken = this.safeString(trade, 'feeTokenId');
             const feeCurrency = this.safeCurrencyCode(feeToken);
             fee = {
-                'cost': feeCost,
+                'cost': Precise.stringAbs(feeCost),
                 'currency': feeCurrency,
             };
         }
@@ -2940,7 +2943,7 @@ export default class bybit extends Exchange {
                 feeCurrencyCode = market['inverse'] ? market['base'] : market['settle'];
             }
             fee = {
-                'cost': feeCostString,
+                'cost': Precise.stringAbs(feeCostString),
                 'currency': feeCurrencyCode,
             };
         }
@@ -3513,10 +3516,14 @@ export default class bybit extends Exchange {
         //     }
         //
         const marketId = this.safeString(order, 'symbol');
-        let marketType = 'contract';
+        const isContract = ('tpslMode' in order);
+        let marketType = undefined;
         if (market !== undefined) {
             marketType = market['type'];
         }
+        else {
+            marketType = isContract ? 'contract' : 'spot';
+        }
         market = this.safeMarket(marketId, market, undefined, marketType);
         const symbol = market['symbol'];
         const timestamp = this.safeInteger2(order, 'createdTime', 'createdAt');
@@ -5536,7 +5543,7 @@ export default class bybit extends Exchange {
             'referenceAccount': undefined,
             'referenceId': referenceId,
             'status': undefined,
-            'amount': this.parseNumber(amount),
+            'amount': this.parseNumber(Precise.stringAbs(amount)),
             'before': this.parseNumber(before),
             'after': this.parseNumber(after),
             'fee': this.parseNumber(this.safeString(item, 'fee')),
@@ -5693,10 +5700,9 @@ export default class bybit extends Exchange {
         const timestamp = this.safeInteger(response, 'time');
         const first = this.safeValue(positions, 0, {});
         const position = this.parsePosition(first, market);
-        return this.extend(position, {
-            'timestamp': timestamp,
-            'datetime': this.iso8601(timestamp),
-        });
+        position['timestamp'] = timestamp;
+        position['datetime'] = this.iso8601(timestamp);
+        return position;
     }
     async fetchUsdcPositions(symbols = undefined, params = {}) {
         await this.loadMarkets();
@@ -5771,7 +5777,7 @@ export default class bybit extends Exchange {
             }
             results.push(this.parsePosition(rawPosition, market));
         }
-        return this.filterByArray(results, 'symbol', symbols, false);
+        return this.filterByArrayPositions(results, 'symbol', symbols, false);
     }
     async fetchPositions(symbols = undefined, params = {}) {
         /**

package/js/src/cryptocom.d.ts

@@ -181,7 +181,7 @@ export default class cryptocom extends Exchange {
     parseSettlements(settlements: any, market: any): any[];
     fetchFundingRateHistory(symbol?: string, since?: Int, limit?: Int, params?: {}): Promise<FundingRateHistory[]>;
     fetchPosition(symbol: string, params?: {}): Promise<import("./base/types.js").Position>;
-    fetchPositions(symbols?: string[], params?: {}): Promise<any>;
+    fetchPositions(symbols?: string[], params?: {}): Promise<import("./base/types.js").Position[]>;
     parsePosition(position: any, market?: any): import("./base/types.js").Position;
     nonce(): number;
     sign(path: any, api?: string, method?: string, params?: {}, headers?: any, body?: any): {

package/js/src/cryptocom.js

@@ -2956,7 +2956,7 @@ export default class cryptocom extends Exchange {
             const marketInner = this.safeMarket(marketId, undefined, undefined, 'contract');
             result.push(this.parsePosition(entry, marketInner));
         }
-        return this.filterByArray(result, 'symbol', undefined, false);
+        return this.filterByArrayPositions(result, 'symbol', undefined, false);
     }
     parsePosition(position, market = undefined) {
         //

package/js/src/delta.d.ts

@@ -74,61 +74,9 @@ export default class delta extends Exchange {
     fetchOHLCV(symbol: string, timeframe?: string, since?: Int, limit?: Int, params?: {}): Promise<import("./base/types.js").OHLCV[]>;
     parseBalance(response: any): import("./base/types.js").Balances;
     fetchBalance(params?: {}): Promise<import("./base/types.js").Balances>;
-    fetchPosition(symbol: string, params?: {}): Promise<{
-        info: any;
-        id: any;
-        symbol: any;
-        notional: any;
-        marginMode: any;
-        liquidationPrice: number;
-        entryPrice: number;
-        unrealizedPnl: any;
-        percentage: any;
-        contracts: number;
-        contractSize: number;
-        markPrice: any;
-        side: any;
-        hedged: any;
-        timestamp: number;
-        datetime: string;
-        maintenanceMargin: any;
-        maintenanceMarginPercentage: any;
-        collateral: any;
-        initialMargin: any;
-        initialMarginPercentage: any;
-        leverage: any;
-        marginRatio: any;
-        stopLossPrice: any;
-        takeProfitPrice: any;
-    }>;
+    fetchPosition(symbol: string, params?: {}): Promise<import("./base/types.js").Position>;
     fetchPositions(symbols?: string[], params?: {}): Promise<import("./base/types.js").Position[]>;
-    parsePosition(position: any, market?: any): {
-        info: any;
-        id: any;
-        symbol: any;
-        notional: any;
-        marginMode: any;
-        liquidationPrice: number;
-        entryPrice: number;
-        unrealizedPnl: any;
-        percentage: any;
-        contracts: number;
-        contractSize: number;
-        markPrice: any;
-        side: any;
-        hedged: any;
-        timestamp: number;
-        datetime: string;
-        maintenanceMargin: any;
-        maintenanceMarginPercentage: any;
-        collateral: any;
-        initialMargin: any;
-        initialMarginPercentage: any;
-        leverage: any;
-        marginRatio: any;
-        stopLossPrice: any;
-        takeProfitPrice: any;
-    };
+    parsePosition(position: any, market?: any): import("./base/types.js").Position;
     parseOrderStatus(status: any): string;
     parseOrder(order: any, market?: any): import("./base/types.js").Order;
     createOrder(symbol: string, type: OrderType, side: OrderSide, amount: any, price?: any, params?: {}): Promise<import("./base/types.js").Order>;

package/js/src/delta.js

@@ -1675,7 +1675,7 @@ export default class delta extends Exchange {
                 side = 'sell';
             }
         }
-        return {
+        return this.safePosition({
             'info': position,
             'id': undefined,
             'symbol': symbol,
@@ -1701,7 +1701,7 @@ export default class delta extends Exchange {
             'marginRatio': undefined,
             'stopLossPrice': undefined,
             'takeProfitPrice': undefined,
-        };
+        });
     }
     parseOrderStatus(status) {
         const statuses = {

package/js/src/deribit.d.ts

@@ -182,6 +182,20 @@ export default class deribit extends Exchange {
         previousFundingTimestamp: any;
         previousFundingDatetime: any;
     };
+    fetchLiquidations(symbol: string, since?: Int, limit?: Int, params?: {}): Promise<any>;
+    addPaginationCursorToResult(cursor: any, data: any): any;
+    fetchMyLiquidations(symbol?: string, since?: Int, limit?: Int, params?: {}): Promise<import("./base/types.js").Liquidation[]>;
+    parseLiquidation(liquidation: any, market?: any): {
+        info: any;
+        symbol: any;
+        contracts: any;
+        contractSize: number;
+        price: any;
+        baseValue: number;
+        quoteValue: any;
+        timestamp: number;
+        datetime: string;
+    };
     nonce(): number;
     sign(path: any, api?: string, method?: string, params?: {}, headers?: any, body?: any): {
         url: string;