ccxt 4.1.48 → 4.1.50

package/js/src/deribit.js

@@ -59,6 +59,7 @@ export default class deribit extends Exchange {
                 'fetchDepositWithdrawFees': true,
                 'fetchFundingRate': true,
                 'fetchFundingRateHistory': true,
+                'fetchGreeks': true,
                 'fetchIndexOHLCV': false,
                 'fetchLeverageTiers': false,
                 'fetchLiquidations': true,
@@ -3082,6 +3083,137 @@ export default class deribit extends Exchange {
             'datetime': this.iso8601(timestamp),
         });
     }
+    async fetchGreeks(symbol, params = {}) {
+        /**
+         * @method
+         * @name deribit#fetchGreeks
+         * @description fetches an option contracts greeks, financial metrics used to measure the factors that affect the price of an options contract
+         * @see https://docs.deribit.com/#public-ticker
+         * @param {string} symbol unified symbol of the market to fetch greeks for
+         * @param {object} [params] extra parameters specific to the deribit api endpoint
+         * @returns {object} a [greeks structure]{@link https://github.com/ccxt/ccxt/wiki/Manual#greeks-structure}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const request = {
+            'instrument_name': market['id'],
+        };
+        const response = await this.publicGetTicker(this.extend(request, params));
+        //
+        //     {
+        //         "jsonrpc": "2.0",
+        //         "result": {
+        //             "estimated_delivery_price": 36552.72,
+        //             "best_bid_amount": 0.2,
+        //             "best_ask_amount": 9.1,
+        //             "interest_rate": 0.0,
+        //             "best_bid_price": 0.214,
+        //             "best_ask_price": 0.219,
+        //             "open_interest": 368.8,
+        //             "settlement_price": 0.22103022,
+        //             "last_price": 0.215,
+        //             "bid_iv": 60.51,
+        //             "ask_iv": 61.88,
+        //             "mark_iv": 61.27,
+        //             "underlying_index": "BTC-27SEP24",
+        //             "underlying_price": 38992.71,
+        //             "min_price": 0.1515,
+        //             "max_price": 0.326,
+        //             "mark_price": 0.2168,
+        //             "instrument_name": "BTC-27SEP24-40000-C",
+        //             "index_price": 36552.72,
+        //             "greeks": {
+        //                 "rho": 130.63998,
+        //                 "theta": -13.48784,
+        //                 "vega": 141.90146,
+        //                 "gamma": 0.00002,
+        //                 "delta": 0.59621
+        //             },
+        //             "stats": {
+        //                 "volume_usd": 100453.9,
+        //                 "volume": 12.0,
+        //                 "price_change": -2.2727,
+        //                 "low": 0.2065,
+        //                 "high": 0.238
+        //             },
+        //             "state": "open",
+        //             "timestamp": 1699578548021
+        //         },
+        //         "usIn": 1699578548308414,
+        //         "usOut": 1699578548308606,
+        //         "usDiff": 192,
+        //         "testnet": false
+        //     }
+        //
+        const result = this.safeValue(response, 'result', {});
+        return this.parseGreeks(result, market);
+    }
+    parseGreeks(greeks, market = undefined) {
+        //
+        //     {
+        //         "estimated_delivery_price": 36552.72,
+        //         "best_bid_amount": 0.2,
+        //         "best_ask_amount": 9.1,
+        //         "interest_rate": 0.0,
+        //         "best_bid_price": 0.214,
+        //         "best_ask_price": 0.219,
+        //         "open_interest": 368.8,
+        //         "settlement_price": 0.22103022,
+        //         "last_price": 0.215,
+        //         "bid_iv": 60.51,
+        //         "ask_iv": 61.88,
+        //         "mark_iv": 61.27,
+        //         "underlying_index": "BTC-27SEP24",
+        //         "underlying_price": 38992.71,
+        //         "min_price": 0.1515,
+        //         "max_price": 0.326,
+        //         "mark_price": 0.2168,
+        //         "instrument_name": "BTC-27SEP24-40000-C",
+        //         "index_price": 36552.72,
+        //         "greeks": {
+        //             "rho": 130.63998,
+        //             "theta": -13.48784,
+        //             "vega": 141.90146,
+        //             "gamma": 0.00002,
+        //             "delta": 0.59621
+        //         },
+        //         "stats": {
+        //             "volume_usd": 100453.9,
+        //             "volume": 12.0,
+        //             "price_change": -2.2727,
+        //             "low": 0.2065,
+        //             "high": 0.238
+        //         },
+        //         "state": "open",
+        //         "timestamp": 1699578548021
+        //     }
+        //
+        const timestamp = this.safeInteger(greeks, 'timestamp');
+        const marketId = this.safeString(greeks, 'instrument_name');
+        const symbol = this.safeSymbol(marketId, market);
+        const stats = this.safeValue(greeks, 'greeks', {});
+        return {
+            'symbol': symbol,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'delta': this.safeNumber(stats, 'delta'),
+            'gamma': this.safeNumber(stats, 'gamma'),
+            'theta': this.safeNumber(stats, 'theta'),
+            'vega': this.safeNumber(stats, 'vega'),
+            'rho': this.safeNumber(stats, 'rho'),
+            'bidSize': this.safeNumber(greeks, 'best_bid_amount'),
+            'askSize': this.safeNumber(greeks, 'best_ask_amount'),
+            'bidImpliedVolatility': this.safeNumber(greeks, 'bid_iv'),
+            'askImpliedVolatility': this.safeNumber(greeks, 'ask_iv'),
+            'markImpliedVolatility': this.safeNumber(greeks, 'mark_iv'),
+            'bidPrice': this.safeNumber(greeks, 'best_bid_price'),
+            'askPrice': this.safeNumber(greeks, 'best_ask_price'),
+            'markPrice': this.safeNumber(greeks, 'mark_price'),
+            'lastPrice': this.safeNumber(greeks, 'last_price'),
+            'underlyingPrice': this.safeNumber(greeks, 'underlying_price'),
+            'info': greeks,
+        };
+    }
     nonce() {
         return this.milliseconds();
     }

package/js/src/gate.d.ts

@@ -1,5 +1,5 @@
 import Exchange from './abstract/gate.js';
-import { Int, OrderSide, OrderType, OHLCV, Trade, FundingRateHistory, OpenInterest, Order, Balances, OrderRequest, FundingHistory, Transaction, Ticker, OrderBook, Tickers } from './base/types.js';
+import { Int, OrderSide, OrderType, OHLCV, Trade, FundingRateHistory, OpenInterest, Order, Balances, OrderRequest, FundingHistory, Transaction, Ticker, OrderBook, Tickers, Greeks } from './base/types.js';
 /**
  * @class gate
  * @extends Exchange
@@ -371,5 +371,27 @@ export default class gate extends Exchange {
     fetchLiquidations(symbol: string, since?: Int, limit?: Int, params?: {}): Promise<import("./base/types.js").Liquidation[]>;
     fetchMyLiquidations(symbol?: string, since?: Int, limit?: Int, params?: {}): Promise<import("./base/types.js").Liquidation[]>;
     parseLiquidation(liquidation: any, market?: any): import("./base/types.js").Liquidation;
+    fetchGreeks(symbol: string, params?: {}): Promise<Greeks>;
+    parseGreeks(greeks: any, market?: any): {
+        symbol: any;
+        timestamp: any;
+        datetime: any;
+        delta: number;
+        gamma: number;
+        theta: number;
+        vega: number;
+        rho: any;
+        bidSize: number;
+        askSize: number;
+        bidImpliedVolatility: number;
+        askImpliedVolatility: number;
+        markImpliedVolatility: number;
+        bidPrice: number;
+        askPrice: number;
+        markPrice: number;
+        lastPrice: number;
+        underlyingPrice: number;
+        info: any;
+    };
     handleErrors(code: any, reason: any, url: any, method: any, headers: any, body: any, response: any, requestHeaders: any, requestBody: any): any;
 }

package/js/src/gate.js

@@ -105,6 +105,7 @@ export default class gate extends Exchange {
                 'fetchFundingRate': true,
                 'fetchFundingRateHistory': true,
                 'fetchFundingRates': true,
+                'fetchGreeks': true,
                 'fetchIndexOHLCV': true,
                 'fetchLedger': true,
                 'fetchLeverage': false,
@@ -4078,6 +4079,7 @@ export default class gate extends Exchange {
          * @name gate#editOrder
          * @description edit a trade order, gate currently only supports the modification of the price or amount fields
          * @see https://www.gate.io/docs/developers/apiv4/en/#amend-an-order
+         * @see https://www.gate.io/docs/developers/apiv4/en/#amend-an-order-2
          * @param {string} id order id
          * @param {string} symbol unified symbol of the market to create an order in
          * @param {string} type 'market' or 'limit'
@@ -4089,9 +4091,6 @@ export default class gate extends Exchange {
          */
         await this.loadMarkets();
         const market = this.market(symbol);
-        if (!market['spot']) {
-            throw new BadRequest(this.id + ' editOrder() supports only spot markets');
-        }
         const [marketType, query] = this.handleMarketTypeAndParams('editOrder', market, params);
         const account = this.convertTypeToAccount(marketType);
         const isLimitOrder = (type === 'limit');
@@ -4112,7 +4111,14 @@ export default class gate extends Exchange {
         if (price !== undefined) {
             request['price'] = this.priceToPrecision(symbol, price);
         }
-        const response = await this.privateSpotPatchOrdersOrderId(this.extend(request, query));
+        let response = undefined;
+        if (market['spot']) {
+            response = await this.privateSpotPatchOrdersOrderId(this.extend(request, query));
+        }
+        else {
+            request['settle'] = market['settleId'];
+            response = await this.privateFuturesPutSettleOrdersOrderId(this.extend(request, query));
+        }
         //
         //     {
         //         "id": "243233276443",
@@ -6671,6 +6677,98 @@ export default class gate extends Exchange {
             'datetime': this.iso8601(timestamp),
         });
     }
+    async fetchGreeks(symbol, params = {}) {
+        /**
+         * @method
+         * @name gate#fetchGreeks
+         * @description fetches an option contracts greeks, financial metrics used to measure the factors that affect the price of an options contract
+         * @see https://www.gate.io/docs/developers/apiv4/en/#list-tickers-of-options-contracts
+         * @param {string} symbol unified symbol of the market to fetch greeks for
+         * @param {object} [params] extra parameters specific to the gate api endpoint
+         * @returns {object} a [greeks structure]{@link https://github.com/ccxt/ccxt/wiki/Manual#greeks-structure}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const request = {
+            'underlying': market['info']['underlying'],
+        };
+        const response = await this.publicOptionsGetTickers(this.extend(request, params));
+        //
+        //     [
+        //         {
+        //             "vega": "1.78992",
+        //             "leverage": "6.2096777055417",
+        //             "ask_iv": "0.6245",
+        //             "delta": "-0.69397",
+        //             "last_price": "0",
+        //             "theta": "-2.5723",
+        //             "bid1_price": "222.9",
+        //             "mark_iv": "0.5909",
+        //             "name": "ETH_USDT-20231201-2300-P",
+        //             "bid_iv": "0.5065",
+        //             "ask1_price": "243.6",
+        //             "mark_price": "236.57",
+        //             "position_size": 0,
+        //             "bid1_size": 368,
+        //             "ask1_size": -335,
+        //             "gamma": "0.00116"
+        //         },
+        //     ]
+        //
+        const marketId = market['id'];
+        for (let i = 0; i < response.length; i++) {
+            const entry = response[i];
+            const entryMarketId = this.safeString(entry, 'name');
+            if (entryMarketId === marketId) {
+                return this.parseGreeks(entry, market);
+            }
+        }
+    }
+    parseGreeks(greeks, market = undefined) {
+        //
+        //     {
+        //         "vega": "1.78992",
+        //         "leverage": "6.2096777055417",
+        //         "ask_iv": "0.6245",
+        //         "delta": "-0.69397",
+        //         "last_price": "0",
+        //         "theta": "-2.5723",
+        //         "bid1_price": "222.9",
+        //         "mark_iv": "0.5909",
+        //         "name": "ETH_USDT-20231201-2300-P",
+        //         "bid_iv": "0.5065",
+        //         "ask1_price": "243.6",
+        //         "mark_price": "236.57",
+        //         "position_size": 0,
+        //         "bid1_size": 368,
+        //         "ask1_size": -335,
+        //         "gamma": "0.00116"
+        //     }
+        //
+        const marketId = this.safeString(greeks, 'name');
+        const symbol = this.safeSymbol(marketId, market);
+        return {
+            'symbol': symbol,
+            'timestamp': undefined,
+            'datetime': undefined,
+            'delta': this.safeNumber(greeks, 'delta'),
+            'gamma': this.safeNumber(greeks, 'gamma'),
+            'theta': this.safeNumber(greeks, 'theta'),
+            'vega': this.safeNumber(greeks, 'vega'),
+            'rho': undefined,
+            'bidSize': this.safeNumber(greeks, 'bid1_size'),
+            'askSize': this.safeNumber(greeks, 'ask1_size'),
+            'bidImpliedVolatility': this.safeNumber(greeks, 'bid_iv'),
+            'askImpliedVolatility': this.safeNumber(greeks, 'ask_iv'),
+            'markImpliedVolatility': this.safeNumber(greeks, 'mark_iv'),
+            'bidPrice': this.safeNumber(greeks, 'bid1_price'),
+            'askPrice': this.safeNumber(greeks, 'ask1_price'),
+            'markPrice': this.safeNumber(greeks, 'mark_price'),
+            'lastPrice': this.safeNumber(greeks, 'last_price'),
+            'underlyingPrice': this.parseNumber(market['info']['underlying_price']),
+            'info': greeks,
+        };
+    }
     handleErrors(code, reason, url, method, headers, body, response, requestHeaders, requestBody) {
         if (response === undefined) {
             return undefined;

package/js/src/htx.d.ts

@@ -1,5 +1,5 @@
 import Exchange from './abstract/htx.js';
-import { Int, OrderSide, OrderType, Order, OHLCV, Trade, FundingRateHistory, Balances, Transaction, Ticker, OrderBook, Tickers } from './base/types.js';
+import { Int, OrderSide, OrderType, Order, OHLCV, Trade, FundingRateHistory, Balances, Transaction, Ticker, OrderBook, Tickers, OrderRequest } from './base/types.js';
 /**
  * @class huobi
  * @extends Exchange
@@ -83,9 +83,10 @@ export default class htx extends Exchange {
     fetchOpenOrders(symbol?: string, since?: Int, limit?: Int, params?: {}): Promise<Order[]>;
     parseOrderStatus(status: any): string;
     parseOrder(order: any, market?: any): Order;
+    createSpotOrderRequest(symbol: string, type: OrderType, side: OrderSide, amount: any, price?: any, params?: {}): Promise<any>;
+    createContractOrderRequest(symbol: string, type: OrderType, side: OrderSide, amount: any, price?: any, params?: {}): any;
     createOrder(symbol: string, type: OrderType, side: OrderSide, amount: any, price?: any, params?: {}): Promise<Order>;
-    createSpotOrder(symbol: string, type: any, side: any, amount: any, price?: any, params?: {}): Promise<Order>;
-    createContractOrder(symbol: string, type: any, side: any, amount: any, price?: any, params?: {}): Promise<Order>;
+    createOrders(orders: OrderRequest[], params?: {}): Promise<Order[]>;
     cancelOrder(id: string, symbol?: string, params?: {}): Promise<any>;
     cancelOrders(ids: any, symbol?: string, params?: {}): Promise<any>;
     cancelAllOrders(symbol?: string, params?: {}): Promise<any>;