ccxt 4.1.12 → 4.1.13

package/js/src/gate.js

@@ -108,10 +108,12 @@ export default class gate extends Exchange {
                 'fetchLedger': true,
                 'fetchLeverage': false,
                 'fetchLeverageTiers': true,
+                'fetchLiquidations': true,
                 'fetchMarginMode': false,
                 'fetchMarketLeverageTiers': 'emulated',
                 'fetchMarkets': true,
                 'fetchMarkOHLCV': true,
+                'fetchMyLiquidations': true,
                 'fetchMySettlementHistory': true,
                 'fetchMyTrades': true,
                 'fetchNetworkDepositAddress': true,
@@ -6329,6 +6331,193 @@ export default class gate extends Exchange {
         }
         return underlyings;
     }
+    async fetchLiquidations(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name gate#fetchLiquidations
+         * @description retrieves the public liquidations of a trading pair
+         * @see https://www.gate.io/docs/developers/apiv4/en/#retrieve-liquidation-history
+         * @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 gate 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}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        if (!market['swap']) {
+            throw new NotSupported(this.id + ' fetchLiquidations() supports swap markets only');
+        }
+        let request = {
+            'settle': market['settleId'],
+            'contract': market['id'],
+        };
+        if (since !== undefined) {
+            request['from'] = since;
+        }
+        if (limit !== undefined) {
+            request['limit'] = limit;
+        }
+        [request, params] = this.handleUntilOption('to', request, params);
+        const response = await this.publicFuturesGetSettleLiqOrders(this.extend(request, params));
+        //
+        //     [
+        //         {
+        //             "contract": "BTC_USDT",
+        //             "left": 0,
+        //             "size": -165,
+        //             "fill_price": "28070",
+        //             "order_price": "28225",
+        //             "time": 1696736132
+        //         },
+        //     ]
+        //
+        return this.parseLiquidations(response, market, since, limit);
+    }
+    async fetchMyLiquidations(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name gate#fetchMyLiquidations
+         * @description retrieves the users liquidated positions
+         * @see https://www.gate.io/docs/developers/apiv4/en/#list-liquidation-history
+         * @see https://www.gate.io/docs/developers/apiv4/en/#list-liquidation-history-2
+         * @see https://www.gate.io/docs/developers/apiv4/en/#list-user-s-liquidation-history-of-specified-underlying
+         * @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 gate api endpoint
+         * @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);
+        const request = {
+            'contract': market['id'],
+        };
+        let response = undefined;
+        if ((market['swap']) || (market['future'])) {
+            if (limit !== undefined) {
+                request['limit'] = limit;
+            }
+            request['settle'] = market['settleId'];
+        }
+        else if (market['option']) {
+            const marketId = market['id'];
+            const optionParts = marketId.split('-');
+            request['underlying'] = this.safeString(optionParts, 0);
+        }
+        if (market['swap']) {
+            response = await this.privateFuturesGetSettleLiquidates(this.extend(request, params));
+        }
+        else if (market['future']) {
+            response = await this.privateDeliveryGetSettleLiquidates(this.extend(request, params));
+        }
+        else if (market['option']) {
+            response = await this.privateOptionsGetPositionClose(this.extend(request, params));
+        }
+        else {
+            throw new NotSupported(this.id + ' fetchMyLiquidations() does not support ' + market['type'] + ' orders');
+        }
+        //
+        // swap and future
+        //
+        //     [
+        //         {
+        //             "time": 1548654951,
+        //             "contract": "BTC_USDT",
+        //             "size": 600,
+        //             "leverage": "25",
+        //             "margin": "0.006705256878",
+        //             "entry_price": "3536.123",
+        //             "liq_price": "3421.54",
+        //             "mark_price": "3420.27",
+        //             "order_id": 317393847,
+        //             "order_price": "3405",
+        //             "fill_price": "3424",
+        //             "left": 0
+        //         }
+        //     ]
+        //
+        // option
+        //
+        //     [
+        //         {
+        //             "time": 1631764800,
+        //             "pnl": "-42914.291",
+        //             "settle_size": "-10001",
+        //             "side": "short",
+        //             "contract": "BTC_USDT-20210916-5000-C",
+        //             "text": "settled"
+        //         }
+        //     ]
+        //
+        return this.parseLiquidations(response, market, since, limit);
+    }
+    parseLiquidation(liquidation, market = undefined) {
+        //
+        // fetchLiquidations
+        //
+        //     {
+        //         "contract": "BTC_USDT",
+        //         "left": 0,
+        //         "size": -165,
+        //         "fill_price": "28070",
+        //         "order_price": "28225",
+        //         "time": 1696736132
+        //     }
+        //
+        // swap and future: fetchMyLiquidations
+        //
+        //     {
+        //         "time": 1548654951,
+        //         "contract": "BTC_USDT",
+        //         "size": 600,
+        //         "leverage": "25",
+        //         "margin": "0.006705256878",
+        //         "entry_price": "3536.123",
+        //         "liq_price": "3421.54",
+        //         "mark_price": "3420.27",
+        //         "order_id": 317393847,
+        //         "order_price": "3405",
+        //         "fill_price": "3424",
+        //         "left": 0
+        //     }
+        //
+        // option: fetchMyLiquidations
+        //
+        //     {
+        //         "time": 1631764800,
+        //         "pnl": "-42914.291",
+        //         "settle_size": "-10001",
+        //         "side": "short",
+        //         "contract": "BTC_USDT-20210916-5000-C",
+        //         "text": "settled"
+        //     }
+        //
+        const marketId = this.safeString(liquidation, 'contract');
+        const timestamp = this.safeTimestamp(liquidation, 'time');
+        const contractsStringRaw = this.safeString2(liquidation, 'size', 'settle_size');
+        const contractsString = Precise.stringAbs(contractsStringRaw);
+        const contractSizeString = this.safeString(market, 'contractSize');
+        const priceString = this.safeString2(liquidation, 'liq_price', 'fill_price');
+        const baseValueString = Precise.stringMul(contractsString, contractSizeString);
+        let quoteValueString = this.safeString(liquidation, 'pnl');
+        if (quoteValueString === undefined) {
+            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(Precise.stringAbs(quoteValueString)),
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+        };
+    }
     handleErrors(code, reason, url, method, headers, body, response, requestHeaders, requestBody) {
         if (response === undefined) {
             return undefined;

package/js/src/huobi.d.ts

@@ -317,4 +317,16 @@ export default class huobi extends Exchange {
         timestamp: number;
         datetime: string;
     };
+    fetchLiquidations(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;
+    };
 }

package/js/src/huobi.js

@@ -75,9 +75,11 @@ export default class huobi extends Exchange {
                 'fetchLedgerEntry': undefined,
                 'fetchLeverage': false,
                 'fetchLeverageTiers': true,
+                'fetchLiquidations': true,
                 'fetchMarketLeverageTiers': true,
                 'fetchMarkets': true,
                 'fetchMarkOHLCV': true,
+                'fetchMyLiquidations': false,
                 'fetchMyTrades': true,
                 'fetchOHLCV': true,
                 'fetchOpenInterest': true,
@@ -8230,4 +8232,104 @@ export default class huobi extends Exchange {
             'datetime': this.iso8601(timestamp),
         };
     }
+    async fetchLiquidations(symbol, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name huobi#fetchLiquidations
+         * @description retrieves the public liquidations of a trading pair
+         * @see https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-query-liquidation-orders-new
+         * @see https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#query-liquidation-orders-new
+         * @see https://huobiapi.github.io/docs/dm/v1/en/#query-liquidation-order-information-new
+         * @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 huobi api endpoint
+         * @param {int} [params.until] timestamp in ms of the latest liquidation
+         * @param {int} [params.tradeType] default 0, linear swap 0: all liquidated orders, 5: liquidated longs; 6: liquidated shorts, inverse swap and future 0: filled liquidated orders, 5: liquidated close orders, 6: liquidated open orders
+         * @returns {object} an array of [liquidation structures]{@link https://github.com/ccxt/ccxt/wiki/Manual#liquidation-structure}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const tradeType = this.safeInteger(params, 'trade_type', 0);
+        let request = {
+            'trade_type': tradeType,
+        };
+        if (since !== undefined) {
+            request['start_time'] = since;
+        }
+        [request, params] = this.handleUntilOption('end_time', request, params);
+        let response = undefined;
+        if (market['swap']) {
+            request['contract'] = market['id'];
+            if (market['linear']) {
+                response = await this.contractPublicGetLinearSwapApiV3SwapLiquidationOrders(this.extend(request, params));
+            }
+            else {
+                response = await this.contractPublicGetSwapApiV3SwapLiquidationOrders(this.extend(request, params));
+            }
+        }
+        else if (market['future']) {
+            request['symbol'] = market['id'];
+            response = await this.contractPublicGetApiV3ContractLiquidationOrders(this.extend(request, params));
+        }
+        else {
+            throw new NotSupported(this.id + ' fetchLiquidations() does not support ' + market['type'] + ' orders');
+        }
+        //
+        //     {
+        //         "code": 200,
+        //         "msg": "",
+        //         "data": [
+        //             {
+        //                 "query_id": 452057,
+        //                 "contract_code": "BTC-USDT-211210",
+        //                 "symbol": "USDT",
+        //                 "direction": "sell",
+        //                 "offset": "close",
+        //                 "volume": 479.000000000000000000,
+        //                 "price": 51441.700000000000000000,
+        //                 "created_at": 1638593647864,
+        //                 "amount": 0.479000000000000000,
+        //                 "trade_turnover": 24640.574300000000000000,
+        //                 "business_type": "futures",
+        //                 "pair": "BTC-USDT"
+        //             }
+        //         ],
+        //         "ts": 1604312615051
+        //     }
+        //
+        const data = this.safeValue(response, 'data', []);
+        return this.parseLiquidations(data, market, since, limit);
+    }
+    parseLiquidation(liquidation, market = undefined) {
+        //
+        //     {
+        //         "query_id": 452057,
+        //         "contract_code": "BTC-USDT-211210",
+        //         "symbol": "USDT",
+        //         "direction": "sell",
+        //         "offset": "close",
+        //         "volume": 479.000000000000000000,
+        //         "price": 51441.700000000000000000,
+        //         "created_at": 1638593647864,
+        //         "amount": 0.479000000000000000,
+        //         "trade_turnover": 24640.574300000000000000,
+        //         "business_type": "futures",
+        //         "pair": "BTC-USDT"
+        //     }
+        //
+        const marketId = this.safeString(liquidation, 'contract_code');
+        const timestamp = this.safeInteger(liquidation, 'created_at');
+        return {
+            'info': liquidation,
+            'symbol': this.safeSymbol(marketId, market),
+            'contracts': this.safeNumber(liquidation, 'volume'),
+            'contractSize': this.safeNumber(market, 'contractSize'),
+            'price': this.safeNumber(liquidation, 'price'),
+            'baseValue': this.safeNumber(liquidation, 'amount'),
+            'quoteValue': this.safeNumber(liquidation, 'trade_turnover'),
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+        };
+    }
 }

package/js/src/kucoin.js

@@ -1200,6 +1200,7 @@ export default class kucoin extends Exchange {
                 'id': accountId,
                 'type': type,
                 'currency': code,
+                'code': code,
                 'info': account,
             });
         }

package/js/src/kucoinfutures.js

@@ -1036,7 +1036,7 @@ export default class kucoinfutures extends kucoin {
         //
         const symbol = this.safeString(position, 'symbol');
         market = this.safeMarket(symbol, market);
-        const timestamp = this.safeNumber(position, 'currentTimestamp');
+        const timestamp = this.safeInteger(position, 'currentTimestamp');
         const size = this.safeString(position, 'currentQty');
         let side = undefined;
         if (Precise.stringGt(size, '0')) {

package/js/src/okx.js

@@ -1241,6 +1241,7 @@ export default class okx extends Exchange {
                 'type': type,
                 'currency': undefined,
                 'info': account,
+                'code': undefined,
             });
         }
         return result;

package/js/src/poloniex.js

@@ -107,39 +107,51 @@ export default class poloniex extends Exchange {
                         'markets/{symbol}': 1,
                         'currencies': 20,
                         'currencies/{currency}': 20,
+                        'v2/currencies': 20,
+                        'v2/currencies/{currency}': 20,
                         'timestamp': 1,
                         'markets/price': 1,
                         'markets/{symbol}/price': 1,
+                        'markets/markPrice': 1,
+                        'markets/{symbol}/markPrice': 1,
+                        'markets/{symbol}/markPriceComponents': 1,
                         'markets/{symbol}/orderBook': 1,
                         'markets/{symbol}/candles': 1,
                         'markets/{symbol}/trades': 20,
                         'markets/ticker24h': 20,
                         'markets/{symbol}/ticker24h': 20,
+                        'markets/collateralInfo': 1,
+                        'markets/{currency}/collateralInfo': 1,
+                        'markets/borrowRatesInfo': 1,
                     },
                 },
                 'private': {
                     'get': {
                         'accounts': 4,
-                        'accounts/activity': 4,
                         'accounts/balances': 4,
                         'accounts/{id}/balances': 4,
+                        'accounts/activity': 20,
                         'accounts/transfer': 20,
                         'accounts/transfer/{id}': 4,
+                        'feeinfo': 20,
+                        'accounts/interest/history': 1,
                         'subaccounts': 4,
                         'subaccounts/balances': 20,
                         'subaccounts/{id}/balances': 4,
                         'subaccounts/transfer': 20,
                         'subaccounts/transfer/{id}': 4,
-                        'feeinfo': 20,
                         'wallets/addresses': 20,
-                        'wallets/activity': 20,
                         'wallets/addresses/{currency}': 20,
+                        'wallets/activity': 20,
+                        'margin/accountMargin': 4,
+                        'margin/borrowStatus': 4,
+                        'margin/maxSize': 4,
                         'orders': 20,
                         'orders/{id}': 4,
-                        'orders/history': 20,
                         'orders/killSwitchStatus': 4,
                         'smartorders': 20,
                         'smartorders/{id}': 4,
+                        'orders/history': 20,
                         'smartorders/history': 20,
                         'trades': 20,
                         'orders/{id}/trades': 4,
@@ -149,9 +161,10 @@ export default class poloniex extends Exchange {
                         'subaccounts/transfer': 20,
                         'wallets/address': 20,
                         'wallets/withdraw': 20,
+                        'v2/wallets/withdraw': 20,
                         'orders': 4,
-                        'orders/killSwitch': 4,
                         'orders/batch': 20,
+                        'orders/killSwitch': 4,
                         'smartorders': 4,
                     },
                     'delete': {
@@ -163,8 +176,8 @@ export default class poloniex extends Exchange {
                         'smartorders': 20,
                     },
                     'put': {
-                        'orders/{id}': 4,
-                        'smartorders/{id}': 4,
+                        'orders/{id}': 20,
+                        'smartorders/{id}': 20,
                     },
                 },
             },

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ccxt",
-  "version": "4.1.12",
+  "version": "4.1.13",
   "description": "A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 130+ exchanges",
   "unpkg": "dist/ccxt.browser.js",
   "type": "module",

package/skip-tests.json

@@ -109,7 +109,18 @@
             "fetchTicker": {
                 "quoteVolume": "quoteVolume >= baseVolume * low is failing",
                 "baseVolume": "quoteVolume >= baseVolume * low is failing"
-            }
+            },
+            "fetchPositions": "currently returns a lot of default/non open positions",
+            "fetchLedger": {
+                "account": "empty",
+                "status": "not provided",
+                "before": "not provided",
+                "after": "not provided",
+                "fee": "not provided",
+                "code": "not provided",
+                "referenceId": "not provided"
+            },
+            "fetchBalance": "tmp skip"
         }
     },
     "bit2c": {
@@ -504,7 +515,23 @@
             "fetchTicker": {
                 "symbol" :"same"
             },
-            "fetchTrades": "endpoint return Internal System Error"
+            "fetchTrades": "endpoint return Internal System Error",
+            "fetchCurrencies": {
+                "currencyIdAndCode": "temp skip"
+            },
+            "loadMarkets": {
+                "currencyIdAndCode": "temp skip"
+            },
+            "fetchPositions": "currently returns a lot of default/non open positions",
+            "fetchLedger": {
+                "account": "account is not provided",
+                "status": "status is not provided",
+                "fee": "undefined"
+            },
+            "fetchOpenInterestHistory": {
+                "openInterestAmount": "openInterestAmount is not provided"
+            },
+            "fetchBorrowRate": "does not work with unified account"
         }
     },
     "buda": {
@@ -778,7 +805,19 @@
                 "ask":"same",
                 "quoteVolume": "same",
                 "baseVolume": "same"
-            }
+            },
+            "fetchPositions":  "currently returns a lot of default/non open positions",
+            "fetchLedger": {
+                "currency": "undefined",
+                "status": "undefined",
+                "fee": "undefined",
+                "account": "undefined",
+                "referenceAccount": "undefined",
+                "referenceId": "undefined"
+            },
+            "fetchTradingFees": "sandbox does not have this endpoint",
+            "fetchDeposits": "sandbox does not have this endpoint",
+            "fetchWithdrawals": "sandbox does not have this endpoint"
         }
     },
     "hollaex": {
@@ -943,6 +982,9 @@
         "skipMethods":{
             "loadMarkets": {
                 "currencyIdAndCode": "messed"
+            },
+            "fetchPositions": {
+                "percentage": "percentage is not provided"
             }
         }
     },
@@ -1182,7 +1224,9 @@
         "skipMethods": {
             "loadMarkets": "linear & inverse must not be same",
             "fetchCurrencies": {
-                "info": "null"
+                "info": "null",
+                "currencyIdAndCode": "temp skip"
+
             },
             "fetchTickers": {
                 "quoteVolume": "quoteVolume <= baseVolume * high : https://app.travis-ci.com/github/ccxt/ccxt/builds/263319874#L2132",
@@ -1190,7 +1234,9 @@
             },
             "fetchTicker": {
                 "quoteVolume": "quoteVolume <= baseVolume * high <<< okx fetchTicker"
-            }
+            },
+            "fetchBorrowRate": "some fields that we can't skip missing",
+            "fetchBorrowRates": "same"
         }
     },
     "tidex": {
@@ -1296,6 +1342,16 @@
             "fetchCurrencies":{
                 "withdraw": "undefined",
                 "deposit": "undefined"
+            },
+            "fetchPositions": {
+                "leverage": "undefined",
+                "percentage": "undefined",
+                "hedged": "undefined",
+                "stopLossPrice": "undefined",
+                "takeProfitPrice": "undefined",
+                "id": "undefined",
+                "marginRatio": "undefined",
+                "collateral": "undefined"
             }
         }
 	},