ccxt 4.1.49 → 4.1.51

package/dist/cjs/src/gate.js

@@ -102,6 +102,7 @@ class gate extends gate$1 {
                 'fetchFundingRate': true,
                 'fetchFundingRateHistory': true,
                 'fetchFundingRates': true,
+                'fetchGreeks': true,
                 'fetchIndexOHLCV': true,
                 'fetchLedger': true,
                 'fetchLeverage': false,
@@ -4075,6 +4076,7 @@ class gate extends gate$1 {
          * @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'
@@ -4086,9 +4088,6 @@ class gate extends gate$1 {
          */
         await this.loadMarkets();
         const market = this.market(symbol);
-        if (!market['spot']) {
-            throw new errors.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');
@@ -4109,7 +4108,14 @@ class gate extends gate$1 {
         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",
@@ -6668,6 +6674,98 @@ class gate extends gate$1 {
             '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;