ccxt 4.2.11 → 4.2.13
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +5 -5
- package/build.sh +2 -2
- package/dist/ccxt.browser.js +1347 -490
- package/dist/ccxt.browser.min.js +3 -3
- package/dist/cjs/_virtual/agent.js +7 -0
- package/dist/cjs/_virtual/parse-proxy-response.js +7 -0
- package/dist/cjs/_virtual/promisify.js +7 -0
- package/dist/cjs/ccxt.js +1 -1
- package/dist/cjs/js/ccxt.js +474 -0
- package/dist/cjs/js/src/abstract/ace.js +9 -0
- package/dist/cjs/js/src/abstract/alpaca.js +9 -0
- package/dist/cjs/js/src/abstract/ascendex.js +9 -0
- package/dist/cjs/js/src/abstract/bigone.js +9 -0
- package/dist/cjs/js/src/abstract/binance.js +9 -0
- package/dist/cjs/js/src/abstract/bingx.js +9 -0
- package/dist/cjs/js/src/abstract/bit2c.js +9 -0
- package/dist/cjs/js/src/abstract/bitbank.js +9 -0
- package/dist/cjs/js/src/abstract/bitbns.js +9 -0
- package/dist/cjs/js/src/abstract/bitfinex.js +9 -0
- package/dist/cjs/js/src/abstract/bitfinex2.js +9 -0
- package/dist/cjs/js/src/abstract/bitflyer.js +9 -0
- package/dist/cjs/js/src/abstract/bitforex.js +9 -0
- package/dist/cjs/js/src/abstract/bitget.js +9 -0
- package/dist/cjs/js/src/abstract/bithumb.js +9 -0
- package/dist/cjs/js/src/abstract/bitmart.js +9 -0
- package/dist/cjs/js/src/abstract/bitmex.js +9 -0
- package/dist/cjs/js/src/abstract/bitopro.js +9 -0
- package/dist/cjs/js/src/abstract/bitpanda.js +9 -0
- package/dist/cjs/js/src/abstract/bitrue.js +9 -0
- package/dist/cjs/js/src/abstract/bitso.js +9 -0
- package/dist/cjs/js/src/abstract/bitstamp.js +9 -0
- package/dist/cjs/js/src/abstract/bitteam.js +9 -0
- package/dist/cjs/js/src/abstract/bitvavo.js +9 -0
- package/dist/cjs/js/src/abstract/bl3p.js +9 -0
- package/dist/cjs/js/src/abstract/blockchaincom.js +9 -0
- package/dist/cjs/js/src/abstract/btcalpha.js +9 -0
- package/dist/cjs/js/src/abstract/btcbox.js +9 -0
- package/dist/cjs/js/src/abstract/btcmarkets.js +9 -0
- package/dist/cjs/js/src/abstract/btcturk.js +9 -0
- package/dist/cjs/js/src/abstract/bybit.js +9 -0
- package/dist/cjs/js/src/abstract/cex.js +9 -0
- package/dist/cjs/js/src/abstract/coinbase.js +9 -0
- package/dist/cjs/js/src/abstract/coinbasepro.js +9 -0
- package/dist/cjs/js/src/abstract/coincheck.js +9 -0
- package/dist/cjs/js/src/abstract/coinex.js +9 -0
- package/dist/cjs/js/src/abstract/coinlist.js +9 -0
- package/dist/cjs/js/src/abstract/coinmate.js +9 -0
- package/dist/cjs/js/src/abstract/coinone.js +9 -0
- package/dist/cjs/js/src/abstract/coinsph.js +9 -0
- package/dist/cjs/js/src/abstract/coinspot.js +9 -0
- package/dist/cjs/js/src/abstract/cryptocom.js +9 -0
- package/dist/cjs/js/src/abstract/currencycom.js +9 -0
- package/dist/cjs/js/src/abstract/delta.js +9 -0
- package/dist/cjs/js/src/abstract/deribit.js +9 -0
- package/dist/cjs/js/src/abstract/digifinex.js +9 -0
- package/dist/cjs/js/src/abstract/exmo.js +9 -0
- package/dist/cjs/js/src/abstract/gate.js +9 -0
- package/dist/cjs/js/src/abstract/gemini.js +9 -0
- package/dist/cjs/js/src/abstract/hitbtc.js +9 -0
- package/dist/cjs/js/src/abstract/hollaex.js +9 -0
- package/dist/cjs/js/src/abstract/htx.js +9 -0
- package/dist/cjs/js/src/abstract/huobijp.js +9 -0
- package/dist/cjs/js/src/abstract/idex.js +9 -0
- package/dist/cjs/js/src/abstract/independentreserve.js +9 -0
- package/dist/cjs/js/src/abstract/indodax.js +9 -0
- package/dist/cjs/js/src/abstract/kraken.js +9 -0
- package/dist/cjs/js/src/abstract/krakenfutures.js +9 -0
- package/dist/cjs/js/src/abstract/kucoin.js +9 -0
- package/dist/cjs/js/src/abstract/kucoinfutures.js +9 -0
- package/dist/cjs/js/src/abstract/kuna.js +9 -0
- package/dist/cjs/js/src/abstract/latoken.js +9 -0
- package/dist/cjs/js/src/abstract/lbank.js +9 -0
- package/dist/cjs/js/src/abstract/luno.js +9 -0
- package/dist/cjs/js/src/abstract/lykke.js +9 -0
- package/dist/cjs/js/src/abstract/mercado.js +9 -0
- package/dist/cjs/js/src/abstract/mexc.js +9 -0
- package/dist/cjs/js/src/abstract/ndax.js +9 -0
- package/dist/cjs/js/src/abstract/novadax.js +9 -0
- package/dist/cjs/js/src/abstract/oceanex.js +9 -0
- package/dist/cjs/js/src/abstract/okcoin.js +9 -0
- package/dist/cjs/js/src/abstract/okx.js +9 -0
- package/dist/cjs/js/src/abstract/p2b.js +9 -0
- package/dist/cjs/js/src/abstract/paymium.js +9 -0
- package/dist/cjs/js/src/abstract/phemex.js +9 -0
- package/dist/cjs/js/src/abstract/poloniex.js +9 -0
- package/dist/cjs/js/src/abstract/poloniexfutures.js +9 -0
- package/dist/cjs/js/src/abstract/probit.js +9 -0
- package/dist/cjs/js/src/abstract/timex.js +9 -0
- package/dist/cjs/js/src/abstract/tokocrypto.js +9 -0
- package/dist/cjs/js/src/abstract/upbit.js +9 -0
- package/dist/cjs/js/src/abstract/wavesexchange.js +9 -0
- package/dist/cjs/js/src/abstract/wazirx.js +9 -0
- package/dist/cjs/js/src/abstract/whitebit.js +9 -0
- package/dist/cjs/js/src/abstract/woo.js +9 -0
- package/dist/cjs/js/src/abstract/yobit.js +9 -0
- package/dist/cjs/js/src/abstract/zaif.js +9 -0
- package/dist/cjs/js/src/abstract/zonda.js +9 -0
- package/dist/cjs/js/src/ace.js +1058 -0
- package/dist/cjs/js/src/alpaca.js +1125 -0
- package/dist/cjs/js/src/ascendex.js +3360 -0
- package/dist/cjs/js/src/base/Exchange.js +5110 -0
- package/dist/cjs/js/src/base/Precise.js +263 -0
- package/dist/cjs/js/src/base/errors.js +299 -0
- package/dist/cjs/js/src/base/functions/crypto.js +78 -0
- package/dist/cjs/js/src/base/functions/encode.js +44 -0
- package/dist/cjs/js/src/base/functions/generic.js +193 -0
- package/dist/cjs/js/src/base/functions/misc.js +96 -0
- package/dist/cjs/js/src/base/functions/number.js +297 -0
- package/dist/cjs/js/src/base/functions/platform.js +28 -0
- package/dist/cjs/js/src/base/functions/rsa.js +34 -0
- package/dist/cjs/js/src/base/functions/string.js +48 -0
- package/dist/cjs/js/src/base/functions/throttle.js +66 -0
- package/dist/cjs/js/src/base/functions/time.js +187 -0
- package/dist/cjs/js/src/base/functions/totp.js +24 -0
- package/dist/cjs/js/src/base/functions/type.js +162 -0
- package/dist/cjs/js/src/base/functions.js +157 -0
- package/dist/cjs/js/src/base/ws/Cache.js +254 -0
- package/dist/cjs/js/src/base/ws/Client.js +299 -0
- package/dist/cjs/js/src/base/ws/Future.js +34 -0
- package/dist/cjs/js/src/base/ws/OrderBook.js +107 -0
- package/dist/cjs/js/src/base/ws/OrderBookSide.js +281 -0
- package/dist/cjs/js/src/base/ws/WsClient.js +69 -0
- package/dist/cjs/js/src/bequant.js +33 -0
- package/dist/cjs/js/src/bigone.js +2209 -0
- package/dist/cjs/js/src/binance.js +9736 -0
- package/dist/cjs/js/src/binancecoinm.js +45 -0
- package/dist/cjs/js/src/binanceus.js +84 -0
- package/dist/cjs/js/src/binanceusdm.js +58 -0
- package/dist/cjs/js/src/bingx.js +3807 -0
- package/dist/cjs/js/src/bit2c.js +916 -0
- package/dist/cjs/js/src/bitbank.js +1000 -0
- package/dist/cjs/js/src/bitbay.js +17 -0
- package/dist/cjs/js/src/bitbns.js +1220 -0
- package/dist/cjs/js/src/bitcoincom.js +17 -0
- package/dist/cjs/js/src/bitfinex.js +1670 -0
- package/dist/cjs/js/src/bitfinex2.js +2990 -0
- package/dist/cjs/js/src/bitflyer.js +1045 -0
- package/dist/cjs/js/src/bitforex.js +852 -0
- package/dist/cjs/js/src/bitget.js +8291 -0
- package/dist/cjs/js/src/bithumb.js +1090 -0
- package/dist/cjs/js/src/bitmart.js +4454 -0
- package/dist/cjs/js/src/bitmex.js +2884 -0
- package/dist/cjs/js/src/bitopro.js +1724 -0
- package/dist/cjs/js/src/bitpanda.js +2002 -0
- package/dist/cjs/js/src/bitrue.js +3253 -0
- package/dist/cjs/js/src/bitso.js +1753 -0
- package/dist/cjs/js/src/bitstamp.js +2188 -0
- package/dist/cjs/js/src/bitteam.js +2309 -0
- package/dist/cjs/js/src/bitvavo.js +1968 -0
- package/dist/cjs/js/src/bl3p.js +447 -0
- package/dist/cjs/js/src/blockchaincom.js +1160 -0
- package/dist/cjs/js/src/btcalpha.js +929 -0
- package/dist/cjs/js/src/btcbox.js +565 -0
- package/dist/cjs/js/src/btcmarkets.js +1237 -0
- package/dist/cjs/js/src/btcturk.js +929 -0
- package/dist/cjs/js/src/bybit.js +7646 -0
- package/dist/cjs/js/src/cex.js +1693 -0
- package/dist/cjs/js/src/coinbase.js +3424 -0
- package/dist/cjs/js/src/coinbasepro.js +1866 -0
- package/dist/cjs/js/src/coincheck.js +843 -0
- package/dist/cjs/js/src/coinex.js +5414 -0
- package/dist/cjs/js/src/coinlist.js +2329 -0
- package/dist/cjs/js/src/coinmate.js +989 -0
- package/dist/cjs/js/src/coinone.js +1185 -0
- package/dist/cjs/js/src/coinsph.js +1933 -0
- package/dist/cjs/js/src/coinspot.js +548 -0
- package/dist/cjs/js/src/cryptocom.js +3007 -0
- package/dist/cjs/js/src/currencycom.js +2015 -0
- package/dist/cjs/js/src/delta.js +3256 -0
- package/dist/cjs/js/src/deribit.js +3306 -0
- package/dist/cjs/js/src/digifinex.js +4307 -0
- package/dist/cjs/js/src/exmo.js +2645 -0
- package/dist/cjs/js/src/fmfwio.js +34 -0
- package/dist/cjs/js/src/gate.js +7072 -0
- package/dist/cjs/js/src/gateio.js +16 -0
- package/dist/cjs/js/src/gemini.js +1801 -0
- package/dist/cjs/js/src/hitbtc.js +3660 -0
- package/dist/cjs/js/src/hitbtc3.js +19 -0
- package/dist/cjs/js/src/hollaex.js +1882 -0
- package/dist/cjs/js/src/htx.js +9049 -0
- package/dist/cjs/js/src/huobi.js +16 -0
- package/dist/cjs/js/src/huobijp.js +1918 -0
- package/dist/cjs/js/src/idex.js +1770 -0
- package/dist/cjs/js/src/independentreserve.js +761 -0
- package/dist/cjs/js/src/indodax.js +1069 -0
- package/dist/cjs/js/src/kraken.js +2857 -0
- package/dist/cjs/js/src/krakenfutures.js +2407 -0
- package/dist/cjs/js/src/kucoin.js +4489 -0
- package/dist/cjs/js/src/kucoinfutures.js +2475 -0
- package/dist/cjs/js/src/kuna.js +1949 -0
- package/dist/cjs/js/src/latoken.js +1729 -0
- package/dist/cjs/js/src/lbank.js +2851 -0
- package/dist/cjs/js/src/luno.js +1044 -0
- package/dist/cjs/js/src/lykke.js +1303 -0
- package/dist/cjs/js/src/mercado.js +897 -0
- package/dist/cjs/js/src/mexc.js +5407 -0
- package/dist/cjs/js/src/ndax.js +2450 -0
- package/dist/cjs/js/src/novadax.js +1556 -0
- package/dist/cjs/js/src/oceanex.js +964 -0
- package/dist/cjs/js/src/okcoin.js +3115 -0
- package/dist/cjs/js/src/okx.js +7330 -0
- package/dist/cjs/js/src/p2b.js +1243 -0
- package/dist/cjs/js/src/paymium.js +597 -0
- package/dist/cjs/js/src/phemex.js +4722 -0
- package/dist/cjs/js/src/poloniex.js +2356 -0
- package/dist/cjs/js/src/poloniexfutures.js +1794 -0
- package/dist/cjs/js/src/pro/alpaca.js +714 -0
- package/dist/cjs/js/src/pro/ascendex.js +957 -0
- package/dist/cjs/js/src/pro/bequant.js +33 -0
- package/dist/cjs/js/src/pro/binance.js +2796 -0
- package/dist/cjs/js/src/pro/binancecoinm.js +23 -0
- package/dist/cjs/js/src/pro/binanceus.js +51 -0
- package/dist/cjs/js/src/pro/binanceusdm.js +32 -0
- package/dist/cjs/js/src/pro/bingx.js +944 -0
- package/dist/cjs/js/src/pro/bitcoincom.js +29 -0
- package/dist/cjs/js/src/pro/bitfinex.js +672 -0
- package/dist/cjs/js/src/pro/bitfinex2.js +1159 -0
- package/dist/cjs/js/src/pro/bitget.js +1733 -0
- package/dist/cjs/js/src/pro/bitmart.js +1486 -0
- package/dist/cjs/js/src/pro/bitmex.js +1576 -0
- package/dist/cjs/js/src/pro/bitopro.js +327 -0
- package/dist/cjs/js/src/pro/bitpanda.js +1341 -0
- package/dist/cjs/js/src/pro/bitrue.js +462 -0
- package/dist/cjs/js/src/pro/bitstamp.js +547 -0
- package/dist/cjs/js/src/pro/bitvavo.js +704 -0
- package/dist/cjs/js/src/pro/blockchaincom.js +794 -0
- package/dist/cjs/js/src/pro/bybit.js +1843 -0
- package/dist/cjs/js/src/pro/cex.js +1510 -0
- package/dist/cjs/js/src/pro/coinbase.js +561 -0
- package/dist/cjs/js/src/pro/coinbasepro.js +968 -0
- package/dist/cjs/js/src/pro/coinex.js +1095 -0
- package/dist/cjs/js/src/pro/cryptocom.js +1020 -0
- package/dist/cjs/js/src/pro/currencycom.js +563 -0
- package/dist/cjs/js/src/pro/deribit.js +825 -0
- package/dist/cjs/js/src/pro/exmo.js +658 -0
- package/dist/cjs/js/src/pro/gate.js +1316 -0
- package/dist/cjs/js/src/pro/gateio.js +16 -0
- package/dist/cjs/js/src/pro/gemini.js +649 -0
- package/dist/cjs/js/src/pro/hitbtc.js +1293 -0
- package/dist/cjs/js/src/pro/hollaex.js +597 -0
- package/dist/cjs/js/src/pro/htx.js +2383 -0
- package/dist/cjs/js/src/pro/huobi.js +16 -0
- package/dist/cjs/js/src/pro/huobijp.js +606 -0
- package/dist/cjs/js/src/pro/idex.js +714 -0
- package/dist/cjs/js/src/pro/independentreserve.js +280 -0
- package/dist/cjs/js/src/pro/kraken.js +1364 -0
- package/dist/cjs/js/src/pro/krakenfutures.js +1500 -0
- package/dist/cjs/js/src/pro/kucoin.js +1052 -0
- package/dist/cjs/js/src/pro/kucoinfutures.js +981 -0
- package/dist/cjs/js/src/pro/luno.js +322 -0
- package/dist/cjs/js/src/pro/mexc.js +1170 -0
- package/dist/cjs/js/src/pro/ndax.js +545 -0
- package/dist/cjs/js/src/pro/okcoin.js +760 -0
- package/dist/cjs/js/src/pro/okx.js +1608 -0
- package/dist/cjs/js/src/pro/phemex.js +1511 -0
- package/dist/cjs/js/src/pro/poloniex.js +1253 -0
- package/dist/cjs/js/src/pro/poloniexfutures.js +1014 -0
- package/dist/cjs/js/src/pro/probit.js +586 -0
- package/dist/cjs/js/src/pro/upbit.js +234 -0
- package/dist/cjs/js/src/pro/wazirx.js +776 -0
- package/dist/cjs/js/src/pro/whitebit.js +927 -0
- package/dist/cjs/js/src/pro/woo.js +769 -0
- package/dist/cjs/js/src/probit.js +1867 -0
- package/dist/cjs/js/src/static_dependencies/fflake/browser.js +401 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/JSEncrypt.js +195 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/JSEncryptRSAKey.js +308 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/asn1js/asn1.js +554 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/asn1js/base64.js +94 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/asn1js/hex.js +70 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/asn1js/int10.js +91 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsbn/base64.js +16 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsbn/jsbn.js +1760 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsbn/prng4.js +52 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsbn/rng.js +81 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsbn/rsa.js +376 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsbn/util.js +70 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsrsasign/asn1-1.0.js +1580 -0
- package/dist/cjs/js/src/static_dependencies/jsencrypt/lib/jsrsasign/yahoo.js +74 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/_shortw_utils.js +24 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/curve.js +158 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/edwards.js +429 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/hash-to-curve.js +176 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/modular.js +324 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/montgomery.js +163 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/utils.js +245 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/abstract/weierstrass.js +1018 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/ed25519.js +383 -0
- package/dist/cjs/js/src/static_dependencies/noble-curves/secp256k1.js +258 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/_assert.js +53 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/_sha2.js +120 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/_u64.js +69 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/crypto.js +7 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/hmac.js +83 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/md5.js +240 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/sha1.js +91 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/sha256.js +130 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/sha3.js +214 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/sha512.js +239 -0
- package/dist/cjs/js/src/static_dependencies/noble-hashes/utils.js +93 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/body.js +354 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/errors/abort-error.js +16 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/errors/base.js +20 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/errors/fetch-error.js +30 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/headers.js +239 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/index.js +372 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/request.js +273 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/response.js +139 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/utils/get-search.js +14 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/utils/is-redirect.js +16 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/utils/is.js +81 -0
- package/dist/cjs/js/src/static_dependencies/node-fetch/utils/referrer.js +292 -0
- package/dist/cjs/js/src/static_dependencies/proxies/agent-base/index.js +103 -0
- package/dist/cjs/js/src/static_dependencies/proxies/http-proxy-agent/index.js +140 -0
- package/dist/cjs/js/src/static_dependencies/proxies/https-proxy-agent/index.js +175 -0
- package/dist/cjs/js/src/static_dependencies/proxies/https-proxy-agent/parse-proxy-response.js +95 -0
- package/dist/cjs/js/src/static_dependencies/qs/index.cjs.js +7 -0
- package/dist/cjs/js/src/static_dependencies/scure-base/index.js +383 -0
- package/dist/cjs/js/src/timex.js +1562 -0
- package/dist/cjs/js/src/tokocrypto.js +2542 -0
- package/dist/cjs/js/src/upbit.js +1844 -0
- package/dist/cjs/js/src/wavesexchange.js +2607 -0
- package/dist/cjs/js/src/wazirx.js +953 -0
- package/dist/cjs/js/src/whitebit.js +2309 -0
- package/dist/cjs/js/src/woo.js +2765 -0
- package/dist/cjs/js/src/yobit.js +1314 -0
- package/dist/cjs/js/src/zaif.js +736 -0
- package/dist/cjs/js/src/zonda.js +1883 -0
- package/js/ccxt.d.ts +1 -1
- package/js/ccxt.js +1 -1
- package/js/src/abstract/bigone.d.ts +18 -0
- package/js/src/abstract/binance.d.ts +2 -0
- package/js/src/abstract/binancecoinm.d.ts +2 -0
- package/js/src/abstract/binanceus.d.ts +2 -0
- package/js/src/abstract/binanceusdm.d.ts +2 -0
- package/js/src/abstract/bingx.d.ts +2 -0
- package/js/src/abstract/bybit.d.ts +1 -0
- package/js/src/abstract/gate.d.ts +11 -0
- package/js/src/abstract/gateio.d.ts +11 -0
- package/js/src/abstract/okx.d.ts +1 -0
- package/js/src/alpaca.js +18 -18
- package/js/src/base/Exchange.d.ts +5 -1
- package/js/src/base/Exchange.js +101 -12
- package/js/src/bigone.d.ts +3 -2
- package/js/src/bigone.js +429 -167
- package/js/src/binance.js +48 -34
- package/js/src/bingx.js +115 -38
- package/js/src/bitfinex.d.ts +2 -2
- package/js/src/bitfinex.js +2 -3
- package/js/src/bitget.js +33 -13
- package/js/src/bitmart.d.ts +2 -2
- package/js/src/bitmart.js +5 -5
- package/js/src/bitmex.js +1 -0
- package/js/src/bybit.js +2 -0
- package/js/src/coinbase.d.ts +26 -3
- package/js/src/coinbase.js +176 -26
- package/js/src/coinlist.js +3 -4
- package/js/src/coinone.js +1 -1
- package/js/src/coinsph.js +2 -3
- package/js/src/deribit.js +1 -0
- package/js/src/gate.d.ts +4 -4
- package/js/src/gate.js +96 -59
- package/js/src/gemini.js +1 -1
- package/js/src/hitbtc.d.ts +4 -4
- package/js/src/hitbtc.js +2 -3
- package/js/src/htx.d.ts +1 -0
- package/js/src/htx.js +29 -7
- package/js/src/huobijp.js +2 -3
- package/js/src/independentreserve.js +7 -5
- package/js/src/kraken.js +3 -6
- package/js/src/lbank.js +59 -33
- package/js/src/mexc.js +2 -1
- package/js/src/oceanex.js +1 -1
- package/js/src/okx.js +14 -3
- package/js/src/phemex.js +9 -2
- package/js/src/pro/binance.d.ts +2 -23
- package/js/src/pro/binance.js +58 -22
- package/js/src/pro/coinbase.d.ts +2 -2
- package/js/src/pro/coinbase.js +4 -1
- package/js/src/pro/coinbasepro.d.ts +2 -2
- package/js/src/pro/hitbtc.d.ts +2 -2
- package/js/src/pro/kraken.js +1 -1
- package/js/src/pro/okx.d.ts +1 -0
- package/js/src/pro/okx.js +52 -2
- package/js/src/pro/poloniex.d.ts +2 -2
- package/js/src/probit.js +4 -2
- package/js/src/upbit.d.ts +3 -101
- package/js/src/upbit.js +12 -12
- package/js/src/wavesexchange.js +1 -1
- package/js/src/woo.d.ts +2 -0
- package/js/src/woo.js +52 -0
- package/package.json +1 -1
- package/skip-tests.json +5 -0
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'use strict';
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var delta$1 = require('./abstract/delta.js');
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var errors = require('./base/errors.js');
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var number = require('./base/functions/number.js');
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var Precise = require('./base/Precise.js');
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var sha256 = require('./static_dependencies/noble-hashes/sha256.js');
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// ---------------------------------------------------------------------------
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// ---------------------------------------------------------------------------
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/**
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* @class delta
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* @augments Exchange
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*/
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class delta extends delta$1 {
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describe() {
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return this.deepExtend(super.describe(), {
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'id': 'delta',
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'name': 'Delta Exchange',
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'countries': ['VC'],
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'rateLimit': 300,
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'version': 'v2',
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// new metainfo interface
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'has': {
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'CORS': undefined,
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'spot': true,
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'margin': false,
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'swap': true,
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'future': false,
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'option': true,
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'addMargin': true,
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'cancelAllOrders': true,
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'cancelOrder': true,
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'closeAllPositions': true,
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'closePosition': false,
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'createOrder': true,
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'createReduceOnlyOrder': true,
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'editOrder': true,
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'fetchBalance': true,
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'fetchClosedOrders': true,
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'fetchCurrencies': true,
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'fetchDeposit': undefined,
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'fetchDepositAddress': true,
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'fetchDeposits': undefined,
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'fetchFundingHistory': false,
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'fetchFundingRate': true,
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'fetchFundingRateHistory': false,
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'fetchFundingRates': true,
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'fetchGreeks': true,
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'fetchIndexOHLCV': true,
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'fetchLedger': true,
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'fetchLeverage': true,
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'fetchLeverageTiers': false,
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'fetchMarginMode': false,
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'fetchMarketLeverageTiers': false,
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'fetchMarkets': true,
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'fetchMarkOHLCV': true,
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'fetchMySettlementHistory': false,
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'fetchMyTrades': true,
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'fetchOHLCV': true,
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'fetchOpenInterest': true,
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'fetchOpenOrders': true,
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'fetchOrderBook': true,
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'fetchPosition': true,
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'fetchPositionMode': false,
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'fetchPositions': true,
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'fetchPremiumIndexOHLCV': false,
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'fetchSettlementHistory': true,
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'fetchStatus': true,
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'fetchTicker': true,
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'fetchTickers': true,
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'fetchTime': true,
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'fetchTrades': true,
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'fetchTransfer': undefined,
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'fetchTransfers': undefined,
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'fetchUnderlyingAssets': false,
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'fetchVolatilityHistory': false,
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'fetchWithdrawal': undefined,
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'fetchWithdrawals': undefined,
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'reduceMargin': true,
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'setLeverage': true,
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'setMargin': false,
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'setMarginMode': false,
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'setPositionMode': false,
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'transfer': false,
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'withdraw': false,
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},
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'timeframes': {
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'1m': '1m',
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'3m': '3m',
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'5m': '5m',
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'15m': '15m',
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'30m': '30m',
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'1h': '1h',
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'2h': '2h',
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'4h': '4h',
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'6h': '6h',
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'1d': '1d',
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'7d': '7d',
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'1w': '1w',
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'2w': '2w',
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'1M': '30d',
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},
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'urls': {
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'logo': 'https://user-images.githubusercontent.com/1294454/99450025-3be60a00-2931-11eb-9302-f4fd8d8589aa.jpg',
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'test': {
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'public': 'https://testnet-api.delta.exchange',
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'private': 'https://testnet-api.delta.exchange',
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},
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'api': {
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'public': 'https://api.delta.exchange',
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'private': 'https://api.delta.exchange',
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},
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'www': 'https://www.delta.exchange',
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'doc': [
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'https://docs.delta.exchange',
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],
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'fees': 'https://www.delta.exchange/fees',
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'referral': 'https://www.delta.exchange/app/signup/?code=IULYNB',
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},
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'api': {
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'public': {
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'get': [
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'assets',
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'indices',
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'products',
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'products/{symbol}',
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'tickers',
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'tickers/{symbol}',
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'l2orderbook/{symbol}',
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'trades/{symbol}',
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'stats',
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'history/candles',
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'history/sparklines',
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'settings',
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],
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},
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'private': {
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'get': [
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'orders',
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'products/{product_id}/orders/leverage',
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'positions/margined',
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'positions',
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'orders/history',
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'fills',
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'fills/history/download/csv',
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'wallet/balances',
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'wallet/transactions',
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'wallet/transactions/download',
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'wallets/sub_accounts_transfer_history',
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'users/trading_preferences',
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'sub_accounts',
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'profile',
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'deposits/address',
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'orders/leverage',
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],
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'post': [
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'orders',
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'orders/bracket',
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'orders/batch',
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'products/{product_id}/orders/leverage',
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'positions/change_margin',
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'positions/close_all',
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'wallets/sub_account_balance_transfer',
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'orders/cancel_after',
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'orders/leverage',
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],
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'put': [
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'orders',
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'orders/bracket',
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'orders/batch',
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'positions/auto_topup',
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'users/update_mmp',
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'users/reset_mmp',
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],
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'delete': [
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'orders',
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'orders/all',
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'orders/batch',
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],
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},
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},
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'fees': {
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'trading': {
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'tierBased': true,
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'percentage': true,
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'taker': this.parseNumber('0.0015'),
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'maker': this.parseNumber('0.0010'),
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'tiers': {
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'taker': [
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[this.parseNumber('0'), this.parseNumber('0.0015')],
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[this.parseNumber('100'), this.parseNumber('0.0013')],
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[this.parseNumber('250'), this.parseNumber('0.0013')],
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[this.parseNumber('1000'), this.parseNumber('0.001')],
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[this.parseNumber('5000'), this.parseNumber('0.0009')],
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[this.parseNumber('10000'), this.parseNumber('0.00075')],
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[this.parseNumber('20000'), this.parseNumber('0.00065')],
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],
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'maker': [
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[this.parseNumber('0'), this.parseNumber('0.001')],
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[this.parseNumber('100'), this.parseNumber('0.001')],
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[this.parseNumber('250'), this.parseNumber('0.0009')],
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[this.parseNumber('1000'), this.parseNumber('0.00075')],
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[this.parseNumber('5000'), this.parseNumber('0.0006')],
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[this.parseNumber('10000'), this.parseNumber('0.0005')],
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[this.parseNumber('20000'), this.parseNumber('0.0005')],
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],
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},
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},
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},
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'options': {
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'networks': {
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'TRC20': 'TRC20(TRON)',
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'BEP20': 'BEP20(BSC)',
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},
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},
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'precisionMode': number.TICK_SIZE,
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'requiredCredentials': {
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'apiKey': true,
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'secret': true,
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},
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'exceptions': {
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'exact': {
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// Margin required to place order with selected leverage and quantity is insufficient.
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'insufficient_margin': errors.InsufficientFunds,
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'order_size_exceed_available': errors.InvalidOrder,
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'risk_limits_breached': errors.BadRequest,
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'invalid_contract': errors.BadSymbol,
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'immediate_liquidation': errors.InvalidOrder,
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'out_of_bankruptcy': errors.InvalidOrder,
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'self_matching_disrupted_post_only': errors.InvalidOrder,
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'immediate_execution_post_only': errors.InvalidOrder,
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'bad_schema': errors.BadRequest,
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'invalid_api_key': errors.AuthenticationError,
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'invalid_signature': errors.AuthenticationError,
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'open_order_not_found': errors.OrderNotFound,
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'unavailable': errors.ExchangeNotAvailable, // {"error":{"code":"unavailable"},"success":false}
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},
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'broad': {},
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},
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});
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}
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convertExpireDate(date) {
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// parse YYMMDD to timestamp
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const year = date.slice(0, 2);
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const month = date.slice(2, 4);
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const day = date.slice(4, 6);
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const reconstructedDate = '20' + year + '-' + month + '-' + day + 'T00:00:00Z';
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return reconstructedDate;
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}
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createExpiredOptionMarket(symbol) {
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// support expired option contracts
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const quote = 'USDT';
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const optionParts = symbol.split('-');
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255
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const symbolBase = symbol.split('/');
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let base = undefined;
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let expiry = undefined;
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let optionType = undefined;
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if (symbol.indexOf('/') > -1) {
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base = this.safeString(symbolBase, 0);
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expiry = this.safeString(optionParts, 1);
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optionType = this.safeString(optionParts, 3);
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}
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else {
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base = this.safeString(optionParts, 1);
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expiry = this.safeString(optionParts, 3);
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optionType = this.safeString(optionParts, 0);
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+
}
|
|
269
|
+
const settle = quote;
|
|
270
|
+
const strike = this.safeString(optionParts, 2);
|
|
271
|
+
const datetime = this.convertExpireDate(expiry);
|
|
272
|
+
const timestamp = this.parse8601(datetime);
|
|
273
|
+
return {
|
|
274
|
+
'id': optionType + '-' + base + '-' + strike + '-' + expiry,
|
|
275
|
+
'symbol': base + '/' + quote + ':' + settle + '-' + expiry + '-' + strike + '-' + optionType,
|
|
276
|
+
'base': base,
|
|
277
|
+
'quote': quote,
|
|
278
|
+
'settle': settle,
|
|
279
|
+
'baseId': base,
|
|
280
|
+
'quoteId': quote,
|
|
281
|
+
'settleId': settle,
|
|
282
|
+
'active': false,
|
|
283
|
+
'type': 'option',
|
|
284
|
+
'linear': undefined,
|
|
285
|
+
'inverse': undefined,
|
|
286
|
+
'spot': false,
|
|
287
|
+
'swap': false,
|
|
288
|
+
'future': false,
|
|
289
|
+
'option': true,
|
|
290
|
+
'margin': false,
|
|
291
|
+
'contract': true,
|
|
292
|
+
'contractSize': this.parseNumber('1'),
|
|
293
|
+
'expiry': timestamp,
|
|
294
|
+
'expiryDatetime': datetime,
|
|
295
|
+
'optionType': (optionType === 'C') ? 'call' : 'put',
|
|
296
|
+
'strike': this.parseNumber(strike),
|
|
297
|
+
'precision': {
|
|
298
|
+
'amount': undefined,
|
|
299
|
+
'price': undefined,
|
|
300
|
+
},
|
|
301
|
+
'limits': {
|
|
302
|
+
'amount': {
|
|
303
|
+
'min': undefined,
|
|
304
|
+
'max': undefined,
|
|
305
|
+
},
|
|
306
|
+
'price': {
|
|
307
|
+
'min': undefined,
|
|
308
|
+
'max': undefined,
|
|
309
|
+
},
|
|
310
|
+
'cost': {
|
|
311
|
+
'min': undefined,
|
|
312
|
+
'max': undefined,
|
|
313
|
+
},
|
|
314
|
+
},
|
|
315
|
+
'info': undefined,
|
|
316
|
+
};
|
|
317
|
+
}
|
|
318
|
+
market(symbol) {
|
|
319
|
+
if (this.markets === undefined) {
|
|
320
|
+
throw new errors.ExchangeError(this.id + ' markets not loaded');
|
|
321
|
+
}
|
|
322
|
+
if (typeof symbol === 'string') {
|
|
323
|
+
if (symbol in this.markets) {
|
|
324
|
+
return this.markets[symbol];
|
|
325
|
+
}
|
|
326
|
+
else if (symbol in this.markets_by_id) {
|
|
327
|
+
const markets = this.markets_by_id[symbol];
|
|
328
|
+
return markets[0];
|
|
329
|
+
}
|
|
330
|
+
else if ((symbol.endsWith('-C')) || (symbol.endsWith('-P')) || (symbol.startsWith('C-')) || (symbol.startsWith('P-'))) {
|
|
331
|
+
return this.createExpiredOptionMarket(symbol);
|
|
332
|
+
}
|
|
333
|
+
}
|
|
334
|
+
throw new errors.BadSymbol(this.id + ' does not have market symbol ' + symbol);
|
|
335
|
+
}
|
|
336
|
+
safeMarket(marketId = undefined, market = undefined, delimiter = undefined, marketType = undefined) {
|
|
337
|
+
const isOption = (marketId !== undefined) && ((marketId.endsWith('-C')) || (marketId.endsWith('-P')) || (marketId.startsWith('C-')) || (marketId.startsWith('P-')));
|
|
338
|
+
if (isOption && !(marketId in this.markets_by_id)) {
|
|
339
|
+
// handle expired option contracts
|
|
340
|
+
return this.createExpiredOptionMarket(marketId);
|
|
341
|
+
}
|
|
342
|
+
return super.safeMarket(marketId, market, delimiter, marketType);
|
|
343
|
+
}
|
|
344
|
+
async fetchTime(params = {}) {
|
|
345
|
+
/**
|
|
346
|
+
* @method
|
|
347
|
+
* @name delta#fetchTime
|
|
348
|
+
* @description fetches the current integer timestamp in milliseconds from the exchange server
|
|
349
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
350
|
+
* @returns {int} the current integer timestamp in milliseconds from the exchange server
|
|
351
|
+
*/
|
|
352
|
+
const response = await this.publicGetSettings(params);
|
|
353
|
+
// full response sample under `fetchStatus`
|
|
354
|
+
const result = this.safeValue(response, 'result', {});
|
|
355
|
+
return this.safeIntegerProduct(result, 'server_time', 0.001);
|
|
356
|
+
}
|
|
357
|
+
async fetchStatus(params = {}) {
|
|
358
|
+
/**
|
|
359
|
+
* @method
|
|
360
|
+
* @name delta#fetchStatus
|
|
361
|
+
* @description the latest known information on the availability of the exchange API
|
|
362
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
363
|
+
* @returns {object} a [status structure]{@link https://docs.ccxt.com/#/?id=exchange-status-structure}
|
|
364
|
+
*/
|
|
365
|
+
const response = await this.publicGetSettings(params);
|
|
366
|
+
//
|
|
367
|
+
// {
|
|
368
|
+
// "result": {
|
|
369
|
+
// "deto_liquidity_mining_daily_reward": "40775",
|
|
370
|
+
// "deto_msp": "1.0",
|
|
371
|
+
// "deto_staking_daily_reward": "23764.08",
|
|
372
|
+
// "enabled_wallets": [
|
|
373
|
+
// "BTC",
|
|
374
|
+
// ...
|
|
375
|
+
// ],
|
|
376
|
+
// "portfolio_margin_params": {
|
|
377
|
+
// "enabled_portfolios": {
|
|
378
|
+
// ".DEAVAXUSDT": {
|
|
379
|
+
// "asset_id": 5,
|
|
380
|
+
// "futures_contingency_margin_percent": "1",
|
|
381
|
+
// "interest_rate": "0",
|
|
382
|
+
// "maintenance_margin_multiplier": "0.8",
|
|
383
|
+
// "max_price_shock": "20",
|
|
384
|
+
// "max_short_notional_limit": "2000",
|
|
385
|
+
// "options_contingency_margin_percent": "1",
|
|
386
|
+
// "options_discount_range": "10",
|
|
387
|
+
// "options_liq_band_range_percentage": "25",
|
|
388
|
+
// "settling_asset": "USDT",
|
|
389
|
+
// "sort_priority": 5,
|
|
390
|
+
// "underlying_asset": "AVAX",
|
|
391
|
+
// "volatility_down_shock": "30",
|
|
392
|
+
// "volatility_up_shock": "45"
|
|
393
|
+
// },
|
|
394
|
+
// ...
|
|
395
|
+
// },
|
|
396
|
+
// "portfolio_enabled_contracts": [
|
|
397
|
+
// "futures",
|
|
398
|
+
// "perpetual_futures",
|
|
399
|
+
// "call_options",
|
|
400
|
+
// "put_options"
|
|
401
|
+
// ]
|
|
402
|
+
// },
|
|
403
|
+
// "server_time": 1650640673500273,
|
|
404
|
+
// "trade_farming_daily_reward": "100000",
|
|
405
|
+
// "circulating_supply": "140000000",
|
|
406
|
+
// "circulating_supply_update_time": "1636752800",
|
|
407
|
+
// "deto_referral_mining_daily_reward": "0",
|
|
408
|
+
// "deto_total_reward_pool": "100000000",
|
|
409
|
+
// "deto_trade_mining_daily_reward": "0",
|
|
410
|
+
// "kyc_deposit_limit": "20",
|
|
411
|
+
// "kyc_withdrawal_limit": "10000",
|
|
412
|
+
// "maintenance_start_time": "1650387600000000",
|
|
413
|
+
// "msp_deto_commission_percent": "25",
|
|
414
|
+
// "under_maintenance": "false"
|
|
415
|
+
// },
|
|
416
|
+
// "success": true
|
|
417
|
+
// }
|
|
418
|
+
//
|
|
419
|
+
const result = this.safeValue(response, 'result', {});
|
|
420
|
+
const underMaintenance = this.safeString(result, 'under_maintenance');
|
|
421
|
+
const status = (underMaintenance === 'true') ? 'maintenance' : 'ok';
|
|
422
|
+
const updated = this.safeIntegerProduct(result, 'server_time', 0.001, this.milliseconds());
|
|
423
|
+
return {
|
|
424
|
+
'status': status,
|
|
425
|
+
'updated': updated,
|
|
426
|
+
'eta': undefined,
|
|
427
|
+
'url': undefined,
|
|
428
|
+
'info': response,
|
|
429
|
+
};
|
|
430
|
+
}
|
|
431
|
+
async fetchCurrencies(params = {}) {
|
|
432
|
+
/**
|
|
433
|
+
* @method
|
|
434
|
+
* @name delta#fetchCurrencies
|
|
435
|
+
* @description fetches all available currencies on an exchange
|
|
436
|
+
* @see https://docs.delta.exchange/#get-list-of-all-assets
|
|
437
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
438
|
+
* @returns {object} an associative dictionary of currencies
|
|
439
|
+
*/
|
|
440
|
+
const response = await this.publicGetAssets(params);
|
|
441
|
+
//
|
|
442
|
+
// {
|
|
443
|
+
// "result":[
|
|
444
|
+
// {
|
|
445
|
+
// "base_withdrawal_fee":"0.0005",
|
|
446
|
+
// "deposit_status":"enabled",
|
|
447
|
+
// "id":2,
|
|
448
|
+
// "interest_credit":true,
|
|
449
|
+
// "interest_slabs":[
|
|
450
|
+
// {"limit":"0.1","rate":"0"},
|
|
451
|
+
// {"limit":"1","rate":"0.05"},
|
|
452
|
+
// {"limit":"5","rate":"0.075"},
|
|
453
|
+
// {"limit":"10","rate":"0.1"},
|
|
454
|
+
// {"limit":"9999999999999999","rate":"0"}
|
|
455
|
+
// ],
|
|
456
|
+
// "kyc_deposit_limit":"10",
|
|
457
|
+
// "kyc_withdrawal_limit":"2",
|
|
458
|
+
// "min_withdrawal_amount":"0.001",
|
|
459
|
+
// "minimum_precision":4,
|
|
460
|
+
// "name":"Bitcoin",
|
|
461
|
+
// "precision":8,
|
|
462
|
+
// "sort_priority":1,
|
|
463
|
+
// "symbol":"BTC",
|
|
464
|
+
// "variable_withdrawal_fee":"0",
|
|
465
|
+
// "withdrawal_status":"enabled"
|
|
466
|
+
// },
|
|
467
|
+
// ],
|
|
468
|
+
// "success":true
|
|
469
|
+
// }
|
|
470
|
+
//
|
|
471
|
+
const currencies = this.safeValue(response, 'result', []);
|
|
472
|
+
const result = {};
|
|
473
|
+
for (let i = 0; i < currencies.length; i++) {
|
|
474
|
+
const currency = currencies[i];
|
|
475
|
+
const id = this.safeString(currency, 'symbol');
|
|
476
|
+
const numericId = this.safeInteger(currency, 'id');
|
|
477
|
+
const code = this.safeCurrencyCode(id);
|
|
478
|
+
const depositStatus = this.safeString(currency, 'deposit_status');
|
|
479
|
+
const withdrawalStatus = this.safeString(currency, 'withdrawal_status');
|
|
480
|
+
const depositsEnabled = (depositStatus === 'enabled');
|
|
481
|
+
const withdrawalsEnabled = (withdrawalStatus === 'enabled');
|
|
482
|
+
const active = depositsEnabled && withdrawalsEnabled;
|
|
483
|
+
result[code] = {
|
|
484
|
+
'id': id,
|
|
485
|
+
'numericId': numericId,
|
|
486
|
+
'code': code,
|
|
487
|
+
'name': this.safeString(currency, 'name'),
|
|
488
|
+
'info': currency,
|
|
489
|
+
'active': active,
|
|
490
|
+
'deposit': depositsEnabled,
|
|
491
|
+
'withdraw': withdrawalsEnabled,
|
|
492
|
+
'fee': this.safeNumber(currency, 'base_withdrawal_fee'),
|
|
493
|
+
'precision': this.parseNumber(this.parsePrecision(this.safeString(currency, 'precision'))),
|
|
494
|
+
'limits': {
|
|
495
|
+
'amount': { 'min': undefined, 'max': undefined },
|
|
496
|
+
'withdraw': {
|
|
497
|
+
'min': this.safeNumber(currency, 'min_withdrawal_amount'),
|
|
498
|
+
'max': undefined,
|
|
499
|
+
},
|
|
500
|
+
},
|
|
501
|
+
'networks': {},
|
|
502
|
+
};
|
|
503
|
+
}
|
|
504
|
+
return result;
|
|
505
|
+
}
|
|
506
|
+
async loadMarkets(reload = false, params = {}) {
|
|
507
|
+
const markets = await super.loadMarkets(reload, params);
|
|
508
|
+
const currenciesByNumericId = this.safeValue(this.options, 'currenciesByNumericId');
|
|
509
|
+
if ((currenciesByNumericId === undefined) || reload) {
|
|
510
|
+
this.options['currenciesByNumericId'] = this.indexBy(this.currencies, 'numericId');
|
|
511
|
+
}
|
|
512
|
+
const marketsByNumericId = this.safeValue(this.options, 'marketsByNumericId');
|
|
513
|
+
if ((marketsByNumericId === undefined) || reload) {
|
|
514
|
+
this.options['marketsByNumericId'] = this.indexBy(this.markets, 'numericId');
|
|
515
|
+
}
|
|
516
|
+
return markets;
|
|
517
|
+
}
|
|
518
|
+
async fetchMarkets(params = {}) {
|
|
519
|
+
/**
|
|
520
|
+
* @method
|
|
521
|
+
* @name delta#fetchMarkets
|
|
522
|
+
* @description retrieves data on all markets for delta
|
|
523
|
+
* @see https://docs.delta.exchange/#get-list-of-products
|
|
524
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
525
|
+
* @returns {object[]} an array of objects representing market data
|
|
526
|
+
*/
|
|
527
|
+
const response = await this.publicGetProducts(params);
|
|
528
|
+
//
|
|
529
|
+
// {
|
|
530
|
+
// "meta":{ "after":null, "before":null, "limit":100, "total_count":81 },
|
|
531
|
+
// "result":[
|
|
532
|
+
// // the below response represents item from perpetual market
|
|
533
|
+
// {
|
|
534
|
+
// "annualized_funding":"5.475000000000000000",
|
|
535
|
+
// "is_quanto":false,
|
|
536
|
+
// "ui_config":{
|
|
537
|
+
// "default_trading_view_candle":"15",
|
|
538
|
+
// "leverage_slider_values":[1,3,5,10,25,50],
|
|
539
|
+
// "price_clubbing_values":[0.001,0.005,0.05,0.1,0.5,1,5],
|
|
540
|
+
// "show_bracket_orders":false,
|
|
541
|
+
// "sort_priority":29,
|
|
542
|
+
// "tags":[]
|
|
543
|
+
// },
|
|
544
|
+
// "basis_factor_max_limit":"0.15",
|
|
545
|
+
// "symbol":"P-LINK-D-151120",
|
|
546
|
+
// "id":1584,
|
|
547
|
+
// "default_leverage":"5.000000000000000000",
|
|
548
|
+
// "maker_commission_rate":"0.0005",
|
|
549
|
+
// "contract_unit_currency":"LINK",
|
|
550
|
+
// "strike_price":"12.507948",
|
|
551
|
+
// "settling_asset":{
|
|
552
|
+
// // asset structure
|
|
553
|
+
// },
|
|
554
|
+
// "auction_start_time":null,
|
|
555
|
+
// "auction_finish_time":null,
|
|
556
|
+
// "settlement_time":"2020-11-15T12:00:00Z",
|
|
557
|
+
// "launch_time":"2020-11-14T11:55:05Z",
|
|
558
|
+
// "spot_index":{
|
|
559
|
+
// // index structure
|
|
560
|
+
// },
|
|
561
|
+
// "trading_status":"operational",
|
|
562
|
+
// "tick_size":"0.001",
|
|
563
|
+
// "position_size_limit":100000,
|
|
564
|
+
// "notional_type":"vanilla", // vanilla, inverse
|
|
565
|
+
// "price_band":"0.4",
|
|
566
|
+
// "barrier_price":null,
|
|
567
|
+
// "description":"Daily LINK PUT options quoted in USDT and settled in USDT",
|
|
568
|
+
// "insurance_fund_margin_contribution":"1",
|
|
569
|
+
// "quoting_asset":{
|
|
570
|
+
// // asset structure
|
|
571
|
+
// },
|
|
572
|
+
// "liquidation_penalty_factor":"0.2",
|
|
573
|
+
// "product_specs":{"max_volatility":3,"min_volatility":0.3,"spot_price_band":"0.40"},
|
|
574
|
+
// "initial_margin_scaling_factor":"0.0001",
|
|
575
|
+
// "underlying_asset":{
|
|
576
|
+
// // asset structure
|
|
577
|
+
// },
|
|
578
|
+
// "state":"live",
|
|
579
|
+
// "contract_value":"1",
|
|
580
|
+
// "initial_margin":"2",
|
|
581
|
+
// "impact_size":5000,
|
|
582
|
+
// "settlement_price":null,
|
|
583
|
+
// "contract_type":"put_options", // put_options, call_options, move_options, perpetual_futures, interest_rate_swaps, futures, spreads
|
|
584
|
+
// "taker_commission_rate":"0.0005",
|
|
585
|
+
// "maintenance_margin":"1",
|
|
586
|
+
// "short_description":"LINK Daily PUT Options",
|
|
587
|
+
// "maintenance_margin_scaling_factor":"0.00005",
|
|
588
|
+
// "funding_method":"mark_price",
|
|
589
|
+
// "max_leverage_notional":"20000"
|
|
590
|
+
// },
|
|
591
|
+
// // the below response represents item from spot market
|
|
592
|
+
// {
|
|
593
|
+
// "position_size_limit": 10000000,
|
|
594
|
+
// "settlement_price": null,
|
|
595
|
+
// "funding_method": "mark_price",
|
|
596
|
+
// "settling_asset": null,
|
|
597
|
+
// "impact_size": 10,
|
|
598
|
+
// "id": 32258,
|
|
599
|
+
// "auction_finish_time": null,
|
|
600
|
+
// "description": "Solana tether spot market",
|
|
601
|
+
// "trading_status": "operational",
|
|
602
|
+
// "tick_size": "0.01",
|
|
603
|
+
// "liquidation_penalty_factor": "1",
|
|
604
|
+
// "spot_index": {
|
|
605
|
+
// "config": { "quoting_asset": "USDT", "service_id": 8, "underlying_asset": "SOL" },
|
|
606
|
+
// "constituent_exchanges": [
|
|
607
|
+
// { "exchange": "binance", "health_interval": 60, "health_priority": 1, "weight": 1 },
|
|
608
|
+
// { "exchange": "huobi", "health_interval": 60, "health_priority": 2, "weight": 1 }
|
|
609
|
+
// ],
|
|
610
|
+
// "constituent_indices": null,
|
|
611
|
+
// "description": "Solana index from binance and huobi",
|
|
612
|
+
// "health_interval": 300,
|
|
613
|
+
// "id": 105,
|
|
614
|
+
// "impact_size": "40.000000000000000000",
|
|
615
|
+
// "index_type": "spot_pair",
|
|
616
|
+
// "is_composite": false,
|
|
617
|
+
// "price_method": "ltp",
|
|
618
|
+
// "quoting_asset_id": 5,
|
|
619
|
+
// "symbol": ".DESOLUSDT",
|
|
620
|
+
// "tick_size": "0.000100000000000000",
|
|
621
|
+
// "underlying_asset_id": 66
|
|
622
|
+
// },
|
|
623
|
+
// "contract_type": "spot",
|
|
624
|
+
// "launch_time": "2022-02-03T10:18:11Z",
|
|
625
|
+
// "symbol": "SOL_USDT",
|
|
626
|
+
// "disruption_reason": null,
|
|
627
|
+
// "settlement_time": null,
|
|
628
|
+
// "insurance_fund_margin_contribution": "1",
|
|
629
|
+
// "is_quanto": false,
|
|
630
|
+
// "maintenance_margin": "5",
|
|
631
|
+
// "taker_commission_rate": "0.0005",
|
|
632
|
+
// "auction_start_time": null,
|
|
633
|
+
// "max_leverage_notional": "10000000",
|
|
634
|
+
// "state": "live",
|
|
635
|
+
// "annualized_funding": "0",
|
|
636
|
+
// "notional_type": "vanilla",
|
|
637
|
+
// "price_band": "100",
|
|
638
|
+
// "product_specs": { "kyc_required": false, "max_order_size": 2000, "min_order_size": 0.01, "quoting_precision": 4, "underlying_precision": 2 },
|
|
639
|
+
// "default_leverage": "1.000000000000000000",
|
|
640
|
+
// "initial_margin": "10",
|
|
641
|
+
// "maintenance_margin_scaling_factor": "1",
|
|
642
|
+
// "ui_config": {
|
|
643
|
+
// "default_trading_view_candle": "1d",
|
|
644
|
+
// "leverage_slider_values": [],
|
|
645
|
+
// "price_clubbing_values": [ 0.01, 0.05, 0.1, 0.5, 1, 2.5, 5 ],
|
|
646
|
+
// "show_bracket_orders": false,
|
|
647
|
+
// "sort_priority": 2,
|
|
648
|
+
// "tags": []
|
|
649
|
+
// },
|
|
650
|
+
// "basis_factor_max_limit": "10000",
|
|
651
|
+
// "contract_unit_currency": "SOL",
|
|
652
|
+
// "strike_price": null,
|
|
653
|
+
// "quoting_asset": {
|
|
654
|
+
// "base_withdrawal_fee": "10.000000000000000000",
|
|
655
|
+
// "deposit_status": "enabled",
|
|
656
|
+
// "id": 5,
|
|
657
|
+
// "interest_credit": false,
|
|
658
|
+
// "interest_slabs": null,
|
|
659
|
+
// "kyc_deposit_limit": "100000.000000000000000000",
|
|
660
|
+
// "kyc_withdrawal_limit": "10000.000000000000000000",
|
|
661
|
+
// "min_withdrawal_amount": "30.000000000000000000",
|
|
662
|
+
// "minimum_precision": 2,
|
|
663
|
+
// "name": "Tether",
|
|
664
|
+
// "networks": [
|
|
665
|
+
// { "base_withdrawal_fee": "25", "deposit_status": "enabled", "memo_required": false, "network": "ERC20", "variable_withdrawal_fee": "0", "withdrawal_status": "enabled" },
|
|
666
|
+
// { "base_withdrawal_fee": "1", "deposit_status": "enabled", "memo_required": false, "network": "BEP20(BSC)", "variable_withdrawal_fee": "0", "withdrawal_status": "enabled" },
|
|
667
|
+
// { "base_withdrawal_fee": "1", "deposit_status": "disabled", "memo_required": false, "network": "TRC20(TRON)", "variable_withdrawal_fee": "0", "withdrawal_status": "disabled" }
|
|
668
|
+
// ],
|
|
669
|
+
// "precision": 8,
|
|
670
|
+
// "sort_priority": 1,
|
|
671
|
+
// "symbol": "USDT",
|
|
672
|
+
// "variable_withdrawal_fee": "0.000000000000000000",
|
|
673
|
+
// "withdrawal_status": "enabled"
|
|
674
|
+
// },
|
|
675
|
+
// "maker_commission_rate": "0.0005",
|
|
676
|
+
// "initial_margin_scaling_factor": "2",
|
|
677
|
+
// "underlying_asset": {
|
|
678
|
+
// "base_withdrawal_fee": "0.000000000000000000",
|
|
679
|
+
// "deposit_status": "enabled",
|
|
680
|
+
// "id": 66,
|
|
681
|
+
// "interest_credit": false,
|
|
682
|
+
// "interest_slabs": null,
|
|
683
|
+
// "kyc_deposit_limit": "0.000000000000000000",
|
|
684
|
+
// "kyc_withdrawal_limit": "0.000000000000000000",
|
|
685
|
+
// "min_withdrawal_amount": "0.020000000000000000",
|
|
686
|
+
// "minimum_precision": 4,
|
|
687
|
+
// "name": "Solana",
|
|
688
|
+
// "networks": [
|
|
689
|
+
// { "base_withdrawal_fee": "0.01", "deposit_status": "enabled", "memo_required": false, "network": "SOLANA", "variable_withdrawal_fee": "0", "withdrawal_status": "enabled" },
|
|
690
|
+
// { "base_withdrawal_fee": "0.01", "deposit_status": "enabled", "memo_required": false, "network": "BEP20(BSC)", "variable_withdrawal_fee": "0", "withdrawal_status": "enabled" }
|
|
691
|
+
// ],
|
|
692
|
+
// "precision": 8,
|
|
693
|
+
// "sort_priority": 7,
|
|
694
|
+
// "symbol": "SOL",
|
|
695
|
+
// "variable_withdrawal_fee": "0.000000000000000000",
|
|
696
|
+
// "withdrawal_status": "enabled"
|
|
697
|
+
// },
|
|
698
|
+
// "barrier_price": null,
|
|
699
|
+
// "contract_value": "1",
|
|
700
|
+
// "short_description": "SOL-USDT spot market"
|
|
701
|
+
// },
|
|
702
|
+
// ],
|
|
703
|
+
// "success":true
|
|
704
|
+
// }
|
|
705
|
+
//
|
|
706
|
+
const markets = this.safeValue(response, 'result', []);
|
|
707
|
+
const result = [];
|
|
708
|
+
for (let i = 0; i < markets.length; i++) {
|
|
709
|
+
const market = markets[i];
|
|
710
|
+
let type = this.safeString(market, 'contract_type');
|
|
711
|
+
if (type === 'options_combos') {
|
|
712
|
+
continue;
|
|
713
|
+
}
|
|
714
|
+
// const settlingAsset = this.safeValue (market, 'settling_asset', {});
|
|
715
|
+
const quotingAsset = this.safeValue(market, 'quoting_asset', {});
|
|
716
|
+
const underlyingAsset = this.safeValue(market, 'underlying_asset', {});
|
|
717
|
+
const settlingAsset = this.safeValue(market, 'settling_asset');
|
|
718
|
+
const productSpecs = this.safeValue(market, 'product_specs', {});
|
|
719
|
+
const baseId = this.safeString(underlyingAsset, 'symbol');
|
|
720
|
+
const quoteId = this.safeString(quotingAsset, 'symbol');
|
|
721
|
+
const settleId = this.safeString(settlingAsset, 'symbol');
|
|
722
|
+
const id = this.safeString(market, 'symbol');
|
|
723
|
+
const numericId = this.safeInteger(market, 'id');
|
|
724
|
+
const base = this.safeCurrencyCode(baseId);
|
|
725
|
+
const quote = this.safeCurrencyCode(quoteId);
|
|
726
|
+
const settle = this.safeCurrencyCode(settleId);
|
|
727
|
+
const callOptions = (type === 'call_options');
|
|
728
|
+
const putOptions = (type === 'put_options');
|
|
729
|
+
const moveOptions = (type === 'move_options');
|
|
730
|
+
const spot = (type === 'spot');
|
|
731
|
+
const swap = (type === 'perpetual_futures');
|
|
732
|
+
const future = (type === 'futures');
|
|
733
|
+
const option = (callOptions || putOptions || moveOptions);
|
|
734
|
+
const strike = this.safeString(market, 'strike_price');
|
|
735
|
+
const expiryDatetime = this.safeString(market, 'settlement_time');
|
|
736
|
+
const expiry = this.parse8601(expiryDatetime);
|
|
737
|
+
const contractSize = this.safeNumber(market, 'contract_value');
|
|
738
|
+
let amountPrecision = undefined;
|
|
739
|
+
if (spot) {
|
|
740
|
+
amountPrecision = this.parseNumber(this.parsePrecision(this.safeString(productSpecs, 'underlying_precision'))); // seems inverse of 'impact_size'
|
|
741
|
+
}
|
|
742
|
+
else {
|
|
743
|
+
// other markets (swap, futures, move, spread, irs) seem to use the step of '1' contract
|
|
744
|
+
amountPrecision = this.parseNumber('1');
|
|
745
|
+
}
|
|
746
|
+
const linear = (settle === base);
|
|
747
|
+
let optionType = undefined;
|
|
748
|
+
let symbol = base + '/' + quote;
|
|
749
|
+
if (swap || future || option) {
|
|
750
|
+
symbol = symbol + ':' + settle;
|
|
751
|
+
if (future || option) {
|
|
752
|
+
symbol = symbol + '-' + this.yymmdd(expiry);
|
|
753
|
+
if (option) {
|
|
754
|
+
type = 'option';
|
|
755
|
+
let letter = 'C';
|
|
756
|
+
optionType = 'call';
|
|
757
|
+
if (putOptions) {
|
|
758
|
+
letter = 'P';
|
|
759
|
+
optionType = 'put';
|
|
760
|
+
}
|
|
761
|
+
else if (moveOptions) {
|
|
762
|
+
letter = 'M';
|
|
763
|
+
optionType = 'move';
|
|
764
|
+
}
|
|
765
|
+
symbol = symbol + '-' + strike + '-' + letter;
|
|
766
|
+
}
|
|
767
|
+
else {
|
|
768
|
+
type = 'future';
|
|
769
|
+
}
|
|
770
|
+
}
|
|
771
|
+
else {
|
|
772
|
+
type = 'swap';
|
|
773
|
+
}
|
|
774
|
+
}
|
|
775
|
+
const state = this.safeString(market, 'state');
|
|
776
|
+
result.push({
|
|
777
|
+
'id': id,
|
|
778
|
+
'numericId': numericId,
|
|
779
|
+
'symbol': symbol,
|
|
780
|
+
'base': base,
|
|
781
|
+
'quote': quote,
|
|
782
|
+
'settle': settle,
|
|
783
|
+
'baseId': baseId,
|
|
784
|
+
'quoteId': quoteId,
|
|
785
|
+
'settleId': settleId,
|
|
786
|
+
'type': type,
|
|
787
|
+
'spot': spot,
|
|
788
|
+
'margin': spot ? undefined : false,
|
|
789
|
+
'swap': swap,
|
|
790
|
+
'future': future,
|
|
791
|
+
'option': option,
|
|
792
|
+
'active': (state === 'live'),
|
|
793
|
+
'contract': !spot,
|
|
794
|
+
'linear': spot ? undefined : linear,
|
|
795
|
+
'inverse': spot ? undefined : !linear,
|
|
796
|
+
'taker': this.safeNumber(market, 'taker_commission_rate'),
|
|
797
|
+
'maker': this.safeNumber(market, 'maker_commission_rate'),
|
|
798
|
+
'contractSize': contractSize,
|
|
799
|
+
'expiry': expiry,
|
|
800
|
+
'expiryDatetime': expiryDatetime,
|
|
801
|
+
'strike': this.parseNumber(strike),
|
|
802
|
+
'optionType': optionType,
|
|
803
|
+
'precision': {
|
|
804
|
+
'amount': amountPrecision,
|
|
805
|
+
'price': this.safeNumber(market, 'tick_size'),
|
|
806
|
+
},
|
|
807
|
+
'limits': {
|
|
808
|
+
'leverage': {
|
|
809
|
+
'min': undefined,
|
|
810
|
+
'max': undefined,
|
|
811
|
+
},
|
|
812
|
+
'amount': {
|
|
813
|
+
'min': this.parseNumber('1'),
|
|
814
|
+
'max': this.safeNumber(market, 'position_size_limit'),
|
|
815
|
+
},
|
|
816
|
+
'price': {
|
|
817
|
+
'min': undefined,
|
|
818
|
+
'max': undefined,
|
|
819
|
+
},
|
|
820
|
+
'cost': {
|
|
821
|
+
'min': this.safeNumber(market, 'min_size'),
|
|
822
|
+
'max': undefined,
|
|
823
|
+
},
|
|
824
|
+
},
|
|
825
|
+
'created': this.parse8601(this.safeString(market, 'launch_time')),
|
|
826
|
+
'info': market,
|
|
827
|
+
});
|
|
828
|
+
}
|
|
829
|
+
return result;
|
|
830
|
+
}
|
|
831
|
+
parseTicker(ticker, market = undefined) {
|
|
832
|
+
//
|
|
833
|
+
// spot: fetchTicker, fetchTickers
|
|
834
|
+
//
|
|
835
|
+
// {
|
|
836
|
+
// "close": 30634.0,
|
|
837
|
+
// "contract_type": "spot",
|
|
838
|
+
// "greeks": null,
|
|
839
|
+
// "high": 30780.0,
|
|
840
|
+
// "low": 30340.5,
|
|
841
|
+
// "mark_price": "48000",
|
|
842
|
+
// "oi": "0.0000",
|
|
843
|
+
// "oi_change_usd_6h": "0.0000",
|
|
844
|
+
// "oi_contracts": "0",
|
|
845
|
+
// "oi_value": "0.0000",
|
|
846
|
+
// "oi_value_symbol": "BTC",
|
|
847
|
+
// "oi_value_usd": "0.0000",
|
|
848
|
+
// "open": 30464.0,
|
|
849
|
+
// "price_band": null,
|
|
850
|
+
// "product_id": 8320,
|
|
851
|
+
// "quotes": {},
|
|
852
|
+
// "size": 2.6816639999999996,
|
|
853
|
+
// "spot_price": "30637.91465121",
|
|
854
|
+
// "symbol": "BTC_USDT",
|
|
855
|
+
// "timestamp": 1689139767621299,
|
|
856
|
+
// "turnover": 2.6816639999999996,
|
|
857
|
+
// "turnover_symbol": "BTC",
|
|
858
|
+
// "turnover_usd": 81896.45613400004,
|
|
859
|
+
// "volume": 2.6816639999999996
|
|
860
|
+
// }
|
|
861
|
+
//
|
|
862
|
+
// swap: fetchTicker, fetchTickers
|
|
863
|
+
//
|
|
864
|
+
// {
|
|
865
|
+
// "close": 30600.5,
|
|
866
|
+
// "contract_type": "perpetual_futures",
|
|
867
|
+
// "funding_rate": "0.00602961",
|
|
868
|
+
// "greeks": null,
|
|
869
|
+
// "high": 30803.0,
|
|
870
|
+
// "low": 30265.5,
|
|
871
|
+
// "mark_basis": "-0.45601594",
|
|
872
|
+
// "mark_price": "30600.10481568",
|
|
873
|
+
// "oi": "469.9190",
|
|
874
|
+
// "oi_change_usd_6h": "2226314.9900",
|
|
875
|
+
// "oi_contracts": "469919",
|
|
876
|
+
// "oi_value": "469.9190",
|
|
877
|
+
// "oi_value_symbol": "BTC",
|
|
878
|
+
// "oi_value_usd": "14385640.6802",
|
|
879
|
+
// "open": 30458.5,
|
|
880
|
+
// "price_band": {
|
|
881
|
+
// "lower_limit": "29067.08312627",
|
|
882
|
+
// "upper_limit": "32126.77608693"
|
|
883
|
+
// },
|
|
884
|
+
// "product_id": 139,
|
|
885
|
+
// "quotes": {
|
|
886
|
+
// "ask_iv": null,
|
|
887
|
+
// "ask_size": "965",
|
|
888
|
+
// "best_ask": "30600.5",
|
|
889
|
+
// "best_bid": "30599.5",
|
|
890
|
+
// "bid_iv": null,
|
|
891
|
+
// "bid_size": "196",
|
|
892
|
+
// "impact_mid_price": null,
|
|
893
|
+
// "mark_iv": "-0.44931641"
|
|
894
|
+
// },
|
|
895
|
+
// "size": 1226303,
|
|
896
|
+
// "spot_price": "30612.85362773",
|
|
897
|
+
// "symbol": "BTCUSDT",
|
|
898
|
+
// "timestamp": 1689136597460456,
|
|
899
|
+
// "turnover": 37392218.45999999,
|
|
900
|
+
// "turnover_symbol": "USDT",
|
|
901
|
+
// "turnover_usd": 37392218.45999999,
|
|
902
|
+
// "volume": 1226.3029999999485
|
|
903
|
+
// }
|
|
904
|
+
//
|
|
905
|
+
// option: fetchTicker, fetchTickers
|
|
906
|
+
//
|
|
907
|
+
// {
|
|
908
|
+
// "contract_type": "call_options",
|
|
909
|
+
// "greeks": {
|
|
910
|
+
// "delta": "0.60873994",
|
|
911
|
+
// "gamma": "0.00014854",
|
|
912
|
+
// "rho": "7.71808010",
|
|
913
|
+
// "spot": "30598.49040622",
|
|
914
|
+
// "theta": "-30.44743017",
|
|
915
|
+
// "vega": "24.83508248"
|
|
916
|
+
// },
|
|
917
|
+
// "mark_price": "1347.74819696",
|
|
918
|
+
// "mark_vol": "0.39966303",
|
|
919
|
+
// "oi": "2.7810",
|
|
920
|
+
// "oi_change_usd_6h": "0.0000",
|
|
921
|
+
// "oi_contracts": "2781",
|
|
922
|
+
// "oi_value": "2.7810",
|
|
923
|
+
// "oi_value_symbol": "BTC",
|
|
924
|
+
// "oi_value_usd": "85127.4337",
|
|
925
|
+
// "price_band": {
|
|
926
|
+
// "lower_limit": "91.27423497",
|
|
927
|
+
// "upper_limit": "7846.19454697"
|
|
928
|
+
// },
|
|
929
|
+
// "product_id": 107150,
|
|
930
|
+
// "quotes": {
|
|
931
|
+
// "ask_iv": "0.41023239",
|
|
932
|
+
// "ask_size": "2397",
|
|
933
|
+
// "best_ask": "1374",
|
|
934
|
+
// "best_bid": "1322",
|
|
935
|
+
// "bid_iv": "0.38929375",
|
|
936
|
+
// "bid_size": "3995",
|
|
937
|
+
// "impact_mid_price": null,
|
|
938
|
+
// "mark_iv": "0.39965618"
|
|
939
|
+
// },
|
|
940
|
+
// "spot_price": "30598.43379314",
|
|
941
|
+
// "strike_price": "30000",
|
|
942
|
+
// "symbol": "C-BTC-30000-280723",
|
|
943
|
+
// "timestamp": 1689136932893181,
|
|
944
|
+
// "turnover_symbol": "USDT"
|
|
945
|
+
// }
|
|
946
|
+
//
|
|
947
|
+
const timestamp = this.safeIntegerProduct(ticker, 'timestamp', 0.001);
|
|
948
|
+
const marketId = this.safeString(ticker, 'symbol');
|
|
949
|
+
const symbol = this.safeSymbol(marketId, market);
|
|
950
|
+
const last = this.safeString(ticker, 'close');
|
|
951
|
+
const quotes = this.safeValue(ticker, 'quotes', {});
|
|
952
|
+
return this.safeTicker({
|
|
953
|
+
'symbol': symbol,
|
|
954
|
+
'timestamp': timestamp,
|
|
955
|
+
'datetime': this.iso8601(timestamp),
|
|
956
|
+
'high': this.safeNumber(ticker, 'high'),
|
|
957
|
+
'low': this.safeNumber(ticker, 'low'),
|
|
958
|
+
'bid': this.safeNumber(quotes, 'best_bid'),
|
|
959
|
+
'bidVolume': this.safeNumber(quotes, 'bid_size'),
|
|
960
|
+
'ask': this.safeNumber(quotes, 'best_ask'),
|
|
961
|
+
'askVolume': this.safeNumber(quotes, 'ask_size'),
|
|
962
|
+
'vwap': undefined,
|
|
963
|
+
'open': this.safeString(ticker, 'open'),
|
|
964
|
+
'close': last,
|
|
965
|
+
'last': last,
|
|
966
|
+
'previousClose': undefined,
|
|
967
|
+
'change': undefined,
|
|
968
|
+
'percentage': undefined,
|
|
969
|
+
'average': undefined,
|
|
970
|
+
'baseVolume': this.safeNumber(ticker, 'volume'),
|
|
971
|
+
'quoteVolume': this.safeNumber(ticker, 'turnover'),
|
|
972
|
+
'info': ticker,
|
|
973
|
+
}, market);
|
|
974
|
+
}
|
|
975
|
+
async fetchTicker(symbol, params = {}) {
|
|
976
|
+
/**
|
|
977
|
+
* @method
|
|
978
|
+
* @name delta#fetchTicker
|
|
979
|
+
* @description fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
|
|
980
|
+
* @see https://docs.delta.exchange/#get-ticker-for-a-product-by-symbol
|
|
981
|
+
* @param {string} symbol unified symbol of the market to fetch the ticker for
|
|
982
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
983
|
+
* @returns {object} a [ticker structure]{@link https://docs.ccxt.com/#/?id=ticker-structure}
|
|
984
|
+
*/
|
|
985
|
+
await this.loadMarkets();
|
|
986
|
+
const market = this.market(symbol);
|
|
987
|
+
const request = {
|
|
988
|
+
'symbol': market['id'],
|
|
989
|
+
};
|
|
990
|
+
const response = await this.publicGetTickersSymbol(this.extend(request, params));
|
|
991
|
+
//
|
|
992
|
+
// spot
|
|
993
|
+
//
|
|
994
|
+
// {
|
|
995
|
+
// "result": {
|
|
996
|
+
// "close": 30634.0,
|
|
997
|
+
// "contract_type": "spot",
|
|
998
|
+
// "greeks": null,
|
|
999
|
+
// "high": 30780.0,
|
|
1000
|
+
// "low": 30340.5,
|
|
1001
|
+
// "mark_price": "48000",
|
|
1002
|
+
// "oi": "0.0000",
|
|
1003
|
+
// "oi_change_usd_6h": "0.0000",
|
|
1004
|
+
// "oi_contracts": "0",
|
|
1005
|
+
// "oi_value": "0.0000",
|
|
1006
|
+
// "oi_value_symbol": "BTC",
|
|
1007
|
+
// "oi_value_usd": "0.0000",
|
|
1008
|
+
// "open": 30464.0,
|
|
1009
|
+
// "price_band": null,
|
|
1010
|
+
// "product_id": 8320,
|
|
1011
|
+
// "quotes": {},
|
|
1012
|
+
// "size": 2.6816639999999996,
|
|
1013
|
+
// "spot_price": "30637.91465121",
|
|
1014
|
+
// "symbol": "BTC_USDT",
|
|
1015
|
+
// "timestamp": 1689139767621299,
|
|
1016
|
+
// "turnover": 2.6816639999999996,
|
|
1017
|
+
// "turnover_symbol": "BTC",
|
|
1018
|
+
// "turnover_usd": 81896.45613400004,
|
|
1019
|
+
// "volume": 2.6816639999999996
|
|
1020
|
+
// },
|
|
1021
|
+
// "success": true
|
|
1022
|
+
// }
|
|
1023
|
+
//
|
|
1024
|
+
// swap
|
|
1025
|
+
//
|
|
1026
|
+
// {
|
|
1027
|
+
// "result": {
|
|
1028
|
+
// "close": 30600.5,
|
|
1029
|
+
// "contract_type": "perpetual_futures",
|
|
1030
|
+
// "funding_rate": "0.00602961",
|
|
1031
|
+
// "greeks": null,
|
|
1032
|
+
// "high": 30803.0,
|
|
1033
|
+
// "low": 30265.5,
|
|
1034
|
+
// "mark_basis": "-0.45601594",
|
|
1035
|
+
// "mark_price": "30600.10481568",
|
|
1036
|
+
// "oi": "469.9190",
|
|
1037
|
+
// "oi_change_usd_6h": "2226314.9900",
|
|
1038
|
+
// "oi_contracts": "469919",
|
|
1039
|
+
// "oi_value": "469.9190",
|
|
1040
|
+
// "oi_value_symbol": "BTC",
|
|
1041
|
+
// "oi_value_usd": "14385640.6802",
|
|
1042
|
+
// "open": 30458.5,
|
|
1043
|
+
// "price_band": {
|
|
1044
|
+
// "lower_limit": "29067.08312627",
|
|
1045
|
+
// "upper_limit": "32126.77608693"
|
|
1046
|
+
// },
|
|
1047
|
+
// "product_id": 139,
|
|
1048
|
+
// "quotes": {
|
|
1049
|
+
// "ask_iv": null,
|
|
1050
|
+
// "ask_size": "965",
|
|
1051
|
+
// "best_ask": "30600.5",
|
|
1052
|
+
// "best_bid": "30599.5",
|
|
1053
|
+
// "bid_iv": null,
|
|
1054
|
+
// "bid_size": "196",
|
|
1055
|
+
// "impact_mid_price": null,
|
|
1056
|
+
// "mark_iv": "-0.44931641"
|
|
1057
|
+
// },
|
|
1058
|
+
// "size": 1226303,
|
|
1059
|
+
// "spot_price": "30612.85362773",
|
|
1060
|
+
// "symbol": "BTCUSDT",
|
|
1061
|
+
// "timestamp": 1689136597460456,
|
|
1062
|
+
// "turnover": 37392218.45999999,
|
|
1063
|
+
// "turnover_symbol": "USDT",
|
|
1064
|
+
// "turnover_usd": 37392218.45999999,
|
|
1065
|
+
// "volume": 1226.3029999999485
|
|
1066
|
+
// },
|
|
1067
|
+
// "success": true
|
|
1068
|
+
// }
|
|
1069
|
+
//
|
|
1070
|
+
// option
|
|
1071
|
+
//
|
|
1072
|
+
// {
|
|
1073
|
+
// "result": {
|
|
1074
|
+
// "contract_type": "call_options",
|
|
1075
|
+
// "greeks": {
|
|
1076
|
+
// "delta": "0.60873994",
|
|
1077
|
+
// "gamma": "0.00014854",
|
|
1078
|
+
// "rho": "7.71808010",
|
|
1079
|
+
// "spot": "30598.49040622",
|
|
1080
|
+
// "theta": "-30.44743017",
|
|
1081
|
+
// "vega": "24.83508248"
|
|
1082
|
+
// },
|
|
1083
|
+
// "mark_price": "1347.74819696",
|
|
1084
|
+
// "mark_vol": "0.39966303",
|
|
1085
|
+
// "oi": "2.7810",
|
|
1086
|
+
// "oi_change_usd_6h": "0.0000",
|
|
1087
|
+
// "oi_contracts": "2781",
|
|
1088
|
+
// "oi_value": "2.7810",
|
|
1089
|
+
// "oi_value_symbol": "BTC",
|
|
1090
|
+
// "oi_value_usd": "85127.4337",
|
|
1091
|
+
// "price_band": {
|
|
1092
|
+
// "lower_limit": "91.27423497",
|
|
1093
|
+
// "upper_limit": "7846.19454697"
|
|
1094
|
+
// },
|
|
1095
|
+
// "product_id": 107150,
|
|
1096
|
+
// "quotes": {
|
|
1097
|
+
// "ask_iv": "0.41023239",
|
|
1098
|
+
// "ask_size": "2397",
|
|
1099
|
+
// "best_ask": "1374",
|
|
1100
|
+
// "best_bid": "1322",
|
|
1101
|
+
// "bid_iv": "0.38929375",
|
|
1102
|
+
// "bid_size": "3995",
|
|
1103
|
+
// "impact_mid_price": null,
|
|
1104
|
+
// "mark_iv": "0.39965618"
|
|
1105
|
+
// },
|
|
1106
|
+
// "spot_price": "30598.43379314",
|
|
1107
|
+
// "strike_price": "30000",
|
|
1108
|
+
// "symbol": "C-BTC-30000-280723",
|
|
1109
|
+
// "timestamp": 1689136932893181,
|
|
1110
|
+
// "turnover_symbol": "USDT"
|
|
1111
|
+
// },
|
|
1112
|
+
// "success": true
|
|
1113
|
+
// }
|
|
1114
|
+
//
|
|
1115
|
+
const result = this.safeValue(response, 'result', {});
|
|
1116
|
+
return this.parseTicker(result, market);
|
|
1117
|
+
}
|
|
1118
|
+
async fetchTickers(symbols = undefined, params = {}) {
|
|
1119
|
+
/**
|
|
1120
|
+
* @method
|
|
1121
|
+
* @name delta#fetchTickers
|
|
1122
|
+
* @description fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market
|
|
1123
|
+
* @see https://docs.delta.exchange/#get-tickers-for-products
|
|
1124
|
+
* @param {string[]|undefined} symbols unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned
|
|
1125
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
1126
|
+
* @returns {object} a dictionary of [ticker structures]{@link https://docs.ccxt.com/#/?id=ticker-structure}
|
|
1127
|
+
*/
|
|
1128
|
+
await this.loadMarkets();
|
|
1129
|
+
symbols = this.marketSymbols(symbols);
|
|
1130
|
+
const response = await this.publicGetTickers(params);
|
|
1131
|
+
//
|
|
1132
|
+
// spot
|
|
1133
|
+
//
|
|
1134
|
+
// {
|
|
1135
|
+
// "result": [
|
|
1136
|
+
// {
|
|
1137
|
+
// "close": 30634.0,
|
|
1138
|
+
// "contract_type": "spot",
|
|
1139
|
+
// "greeks": null,
|
|
1140
|
+
// "high": 30780.0,
|
|
1141
|
+
// "low": 30340.5,
|
|
1142
|
+
// "mark_price": "48000",
|
|
1143
|
+
// "oi": "0.0000",
|
|
1144
|
+
// "oi_change_usd_6h": "0.0000",
|
|
1145
|
+
// "oi_contracts": "0",
|
|
1146
|
+
// "oi_value": "0.0000",
|
|
1147
|
+
// "oi_value_symbol": "BTC",
|
|
1148
|
+
// "oi_value_usd": "0.0000",
|
|
1149
|
+
// "open": 30464.0,
|
|
1150
|
+
// "price_band": null,
|
|
1151
|
+
// "product_id": 8320,
|
|
1152
|
+
// "quotes": {},
|
|
1153
|
+
// "size": 2.6816639999999996,
|
|
1154
|
+
// "spot_price": "30637.91465121",
|
|
1155
|
+
// "symbol": "BTC_USDT",
|
|
1156
|
+
// "timestamp": 1689139767621299,
|
|
1157
|
+
// "turnover": 2.6816639999999996,
|
|
1158
|
+
// "turnover_symbol": "BTC",
|
|
1159
|
+
// "turnover_usd": 81896.45613400004,
|
|
1160
|
+
// "volume": 2.6816639999999996
|
|
1161
|
+
// },
|
|
1162
|
+
// ],
|
|
1163
|
+
// "success":true
|
|
1164
|
+
// }
|
|
1165
|
+
//
|
|
1166
|
+
// swap
|
|
1167
|
+
//
|
|
1168
|
+
// {
|
|
1169
|
+
// "result": [
|
|
1170
|
+
// {
|
|
1171
|
+
// "close": 30600.5,
|
|
1172
|
+
// "contract_type": "perpetual_futures",
|
|
1173
|
+
// "funding_rate": "0.00602961",
|
|
1174
|
+
// "greeks": null,
|
|
1175
|
+
// "high": 30803.0,
|
|
1176
|
+
// "low": 30265.5,
|
|
1177
|
+
// "mark_basis": "-0.45601594",
|
|
1178
|
+
// "mark_price": "30600.10481568",
|
|
1179
|
+
// "oi": "469.9190",
|
|
1180
|
+
// "oi_change_usd_6h": "2226314.9900",
|
|
1181
|
+
// "oi_contracts": "469919",
|
|
1182
|
+
// "oi_value": "469.9190",
|
|
1183
|
+
// "oi_value_symbol": "BTC",
|
|
1184
|
+
// "oi_value_usd": "14385640.6802",
|
|
1185
|
+
// "open": 30458.5,
|
|
1186
|
+
// "price_band": {
|
|
1187
|
+
// "lower_limit": "29067.08312627",
|
|
1188
|
+
// "upper_limit": "32126.77608693"
|
|
1189
|
+
// },
|
|
1190
|
+
// "product_id": 139,
|
|
1191
|
+
// "quotes": {
|
|
1192
|
+
// "ask_iv": null,
|
|
1193
|
+
// "ask_size": "965",
|
|
1194
|
+
// "best_ask": "30600.5",
|
|
1195
|
+
// "best_bid": "30599.5",
|
|
1196
|
+
// "bid_iv": null,
|
|
1197
|
+
// "bid_size": "196",
|
|
1198
|
+
// "impact_mid_price": null,
|
|
1199
|
+
// "mark_iv": "-0.44931641"
|
|
1200
|
+
// },
|
|
1201
|
+
// "size": 1226303,
|
|
1202
|
+
// "spot_price": "30612.85362773",
|
|
1203
|
+
// "symbol": "BTCUSDT",
|
|
1204
|
+
// "timestamp": 1689136597460456,
|
|
1205
|
+
// "turnover": 37392218.45999999,
|
|
1206
|
+
// "turnover_symbol": "USDT",
|
|
1207
|
+
// "turnover_usd": 37392218.45999999,
|
|
1208
|
+
// "volume": 1226.3029999999485
|
|
1209
|
+
// },
|
|
1210
|
+
// ],
|
|
1211
|
+
// "success":true
|
|
1212
|
+
// }
|
|
1213
|
+
//
|
|
1214
|
+
// option
|
|
1215
|
+
//
|
|
1216
|
+
// {
|
|
1217
|
+
// "result": [
|
|
1218
|
+
// {
|
|
1219
|
+
// "contract_type": "call_options",
|
|
1220
|
+
// "greeks": {
|
|
1221
|
+
// "delta": "0.60873994",
|
|
1222
|
+
// "gamma": "0.00014854",
|
|
1223
|
+
// "rho": "7.71808010",
|
|
1224
|
+
// "spot": "30598.49040622",
|
|
1225
|
+
// "theta": "-30.44743017",
|
|
1226
|
+
// "vega": "24.83508248"
|
|
1227
|
+
// },
|
|
1228
|
+
// "mark_price": "1347.74819696",
|
|
1229
|
+
// "mark_vol": "0.39966303",
|
|
1230
|
+
// "oi": "2.7810",
|
|
1231
|
+
// "oi_change_usd_6h": "0.0000",
|
|
1232
|
+
// "oi_contracts": "2781",
|
|
1233
|
+
// "oi_value": "2.7810",
|
|
1234
|
+
// "oi_value_symbol": "BTC",
|
|
1235
|
+
// "oi_value_usd": "85127.4337",
|
|
1236
|
+
// "price_band": {
|
|
1237
|
+
// "lower_limit": "91.27423497",
|
|
1238
|
+
// "upper_limit": "7846.19454697"
|
|
1239
|
+
// },
|
|
1240
|
+
// "product_id": 107150,
|
|
1241
|
+
// "quotes": {
|
|
1242
|
+
// "ask_iv": "0.41023239",
|
|
1243
|
+
// "ask_size": "2397",
|
|
1244
|
+
// "best_ask": "1374",
|
|
1245
|
+
// "best_bid": "1322",
|
|
1246
|
+
// "bid_iv": "0.38929375",
|
|
1247
|
+
// "bid_size": "3995",
|
|
1248
|
+
// "impact_mid_price": null,
|
|
1249
|
+
// "mark_iv": "0.39965618"
|
|
1250
|
+
// },
|
|
1251
|
+
// "spot_price": "30598.43379314",
|
|
1252
|
+
// "strike_price": "30000",
|
|
1253
|
+
// "symbol": "C-BTC-30000-280723",
|
|
1254
|
+
// "timestamp": 1689136932893181,
|
|
1255
|
+
// "turnover_symbol": "USDT"
|
|
1256
|
+
// },
|
|
1257
|
+
// ],
|
|
1258
|
+
// "success":true
|
|
1259
|
+
// }
|
|
1260
|
+
//
|
|
1261
|
+
const tickers = this.safeValue(response, 'result', []);
|
|
1262
|
+
const result = {};
|
|
1263
|
+
for (let i = 0; i < tickers.length; i++) {
|
|
1264
|
+
const ticker = this.parseTicker(tickers[i]);
|
|
1265
|
+
const symbol = ticker['symbol'];
|
|
1266
|
+
result[symbol] = ticker;
|
|
1267
|
+
}
|
|
1268
|
+
return this.filterByArrayTickers(result, 'symbol', symbols);
|
|
1269
|
+
}
|
|
1270
|
+
async fetchOrderBook(symbol, limit = undefined, params = {}) {
|
|
1271
|
+
/**
|
|
1272
|
+
* @method
|
|
1273
|
+
* @name delta#fetchOrderBook
|
|
1274
|
+
* @description fetches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
|
|
1275
|
+
* @see https://docs.delta.exchange/#get-l2-orderbook
|
|
1276
|
+
* @param {string} symbol unified symbol of the market to fetch the order book for
|
|
1277
|
+
* @param {int} [limit] the maximum amount of order book entries to return
|
|
1278
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
1279
|
+
* @returns {object} A dictionary of [order book structures]{@link https://docs.ccxt.com/#/?id=order-book-structure} indexed by market symbols
|
|
1280
|
+
*/
|
|
1281
|
+
await this.loadMarkets();
|
|
1282
|
+
const market = this.market(symbol);
|
|
1283
|
+
const request = {
|
|
1284
|
+
'symbol': market['id'],
|
|
1285
|
+
};
|
|
1286
|
+
if (limit !== undefined) {
|
|
1287
|
+
request['depth'] = limit;
|
|
1288
|
+
}
|
|
1289
|
+
const response = await this.publicGetL2orderbookSymbol(this.extend(request, params));
|
|
1290
|
+
//
|
|
1291
|
+
// {
|
|
1292
|
+
// "result":{
|
|
1293
|
+
// "buy":[
|
|
1294
|
+
// {"price":"15814.0","size":912},
|
|
1295
|
+
// {"price":"15813.5","size":1279},
|
|
1296
|
+
// {"price":"15813.0","size":1634},
|
|
1297
|
+
// ],
|
|
1298
|
+
// "sell":[
|
|
1299
|
+
// {"price":"15814.5","size":625},
|
|
1300
|
+
// {"price":"15815.0","size":982},
|
|
1301
|
+
// {"price":"15815.5","size":1328},
|
|
1302
|
+
// ],
|
|
1303
|
+
// "symbol":"BTCUSDT"
|
|
1304
|
+
// },
|
|
1305
|
+
// "success":true
|
|
1306
|
+
// }
|
|
1307
|
+
//
|
|
1308
|
+
const result = this.safeValue(response, 'result', {});
|
|
1309
|
+
return this.parseOrderBook(result, market['symbol'], undefined, 'buy', 'sell', 'price', 'size');
|
|
1310
|
+
}
|
|
1311
|
+
parseTrade(trade, market = undefined) {
|
|
1312
|
+
//
|
|
1313
|
+
// public fetchTrades
|
|
1314
|
+
//
|
|
1315
|
+
// {
|
|
1316
|
+
// "buyer_role":"maker",
|
|
1317
|
+
// "price":"15896.5",
|
|
1318
|
+
// "seller_role":"taker",
|
|
1319
|
+
// "size":241,
|
|
1320
|
+
// "symbol":"BTCUSDT",
|
|
1321
|
+
// "timestamp":1605376684714595
|
|
1322
|
+
// }
|
|
1323
|
+
//
|
|
1324
|
+
// private fetchMyTrades
|
|
1325
|
+
//
|
|
1326
|
+
// {
|
|
1327
|
+
// "commission":"0.008335000000000000",
|
|
1328
|
+
// "created_at":"2020-11-16T19:07:19Z",
|
|
1329
|
+
// "fill_type":"normal",
|
|
1330
|
+
// "id":"e7ff05c233a74245b72381f8dd91d1ce",
|
|
1331
|
+
// "meta_data":{
|
|
1332
|
+
// "effective_commission_rate":"0.0005",
|
|
1333
|
+
// "order_price":"16249",
|
|
1334
|
+
// "order_size":1,
|
|
1335
|
+
// "order_type":"market_order",
|
|
1336
|
+
// "order_unfilled_size":0,
|
|
1337
|
+
// "trading_fee_credits_used":"0"
|
|
1338
|
+
// },
|
|
1339
|
+
// "order_id":"152999629",
|
|
1340
|
+
// "price":"16669",
|
|
1341
|
+
// "product":{
|
|
1342
|
+
// "contract_type":"perpetual_futures",
|
|
1343
|
+
// "contract_unit_currency":"BTC",
|
|
1344
|
+
// "contract_value":"0.001",
|
|
1345
|
+
// "id":139,
|
|
1346
|
+
// "notional_type":"vanilla",
|
|
1347
|
+
// "quoting_asset":{"minimum_precision":2,"precision":6,"symbol":"USDT"},
|
|
1348
|
+
// "settling_asset":{"minimum_precision":2,"precision":6,"symbol":"USDT"},
|
|
1349
|
+
// "symbol":"BTCUSDT",
|
|
1350
|
+
// "tick_size":"0.5",
|
|
1351
|
+
// "underlying_asset":{"minimum_precision":4,"precision":8,"symbol":"BTC"}
|
|
1352
|
+
// },
|
|
1353
|
+
// "product_id":139,
|
|
1354
|
+
// "role":"taker",
|
|
1355
|
+
// "side":"sell",
|
|
1356
|
+
// "size":1
|
|
1357
|
+
// }
|
|
1358
|
+
//
|
|
1359
|
+
const id = this.safeString(trade, 'id');
|
|
1360
|
+
const orderId = this.safeString(trade, 'order_id');
|
|
1361
|
+
let timestamp = this.parse8601(this.safeString(trade, 'created_at'));
|
|
1362
|
+
timestamp = this.safeIntegerProduct(trade, 'timestamp', 0.001, timestamp);
|
|
1363
|
+
const priceString = this.safeString(trade, 'price');
|
|
1364
|
+
const amountString = this.safeString(trade, 'size');
|
|
1365
|
+
const product = this.safeValue(trade, 'product', {});
|
|
1366
|
+
const marketId = this.safeString(product, 'symbol');
|
|
1367
|
+
const symbol = this.safeSymbol(marketId, market);
|
|
1368
|
+
const sellerRole = this.safeString(trade, 'seller_role');
|
|
1369
|
+
let side = this.safeString(trade, 'side');
|
|
1370
|
+
if (side === undefined) {
|
|
1371
|
+
if (sellerRole === 'taker') {
|
|
1372
|
+
side = 'sell';
|
|
1373
|
+
}
|
|
1374
|
+
else if (sellerRole === 'maker') {
|
|
1375
|
+
side = 'buy';
|
|
1376
|
+
}
|
|
1377
|
+
}
|
|
1378
|
+
const takerOrMaker = this.safeString(trade, 'role');
|
|
1379
|
+
const metaData = this.safeValue(trade, 'meta_data', {});
|
|
1380
|
+
let type = this.safeString(metaData, 'order_type');
|
|
1381
|
+
if (type !== undefined) {
|
|
1382
|
+
type = type.replace('_order', '');
|
|
1383
|
+
}
|
|
1384
|
+
const feeCostString = this.safeString(trade, 'commission');
|
|
1385
|
+
let fee = undefined;
|
|
1386
|
+
if (feeCostString !== undefined) {
|
|
1387
|
+
const settlingAsset = this.safeValue(product, 'settling_asset', {});
|
|
1388
|
+
const feeCurrencyId = this.safeString(settlingAsset, 'symbol');
|
|
1389
|
+
const feeCurrencyCode = this.safeCurrencyCode(feeCurrencyId);
|
|
1390
|
+
fee = {
|
|
1391
|
+
'cost': feeCostString,
|
|
1392
|
+
'currency': feeCurrencyCode,
|
|
1393
|
+
};
|
|
1394
|
+
}
|
|
1395
|
+
return this.safeTrade({
|
|
1396
|
+
'id': id,
|
|
1397
|
+
'order': orderId,
|
|
1398
|
+
'timestamp': timestamp,
|
|
1399
|
+
'datetime': this.iso8601(timestamp),
|
|
1400
|
+
'symbol': symbol,
|
|
1401
|
+
'type': type,
|
|
1402
|
+
'side': side,
|
|
1403
|
+
'price': priceString,
|
|
1404
|
+
'amount': amountString,
|
|
1405
|
+
'cost': undefined,
|
|
1406
|
+
'takerOrMaker': takerOrMaker,
|
|
1407
|
+
'fee': fee,
|
|
1408
|
+
'info': trade,
|
|
1409
|
+
}, market);
|
|
1410
|
+
}
|
|
1411
|
+
async fetchTrades(symbol, since = undefined, limit = undefined, params = {}) {
|
|
1412
|
+
/**
|
|
1413
|
+
* @method
|
|
1414
|
+
* @name delta#fetchTrades
|
|
1415
|
+
* @description get the list of most recent trades for a particular symbol
|
|
1416
|
+
* @see https://docs.delta.exchange/#get-public-trades
|
|
1417
|
+
* @param {string} symbol unified symbol of the market to fetch trades for
|
|
1418
|
+
* @param {int} [since] timestamp in ms of the earliest trade to fetch
|
|
1419
|
+
* @param {int} [limit] the maximum amount of trades to fetch
|
|
1420
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
1421
|
+
* @returns {Trade[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=public-trades}
|
|
1422
|
+
*/
|
|
1423
|
+
await this.loadMarkets();
|
|
1424
|
+
const market = this.market(symbol);
|
|
1425
|
+
const request = {
|
|
1426
|
+
'symbol': market['id'],
|
|
1427
|
+
};
|
|
1428
|
+
const response = await this.publicGetTradesSymbol(this.extend(request, params));
|
|
1429
|
+
//
|
|
1430
|
+
// {
|
|
1431
|
+
// "result":[
|
|
1432
|
+
// {
|
|
1433
|
+
// "buyer_role":"maker",
|
|
1434
|
+
// "price":"15896.5",
|
|
1435
|
+
// "seller_role":"taker",
|
|
1436
|
+
// "size":241,
|
|
1437
|
+
// "symbol":"BTCUSDT",
|
|
1438
|
+
// "timestamp":1605376684714595
|
|
1439
|
+
// }
|
|
1440
|
+
// ],
|
|
1441
|
+
// "success":true
|
|
1442
|
+
// }
|
|
1443
|
+
//
|
|
1444
|
+
const result = this.safeValue(response, 'result', []);
|
|
1445
|
+
return this.parseTrades(result, market, since, limit);
|
|
1446
|
+
}
|
|
1447
|
+
parseOHLCV(ohlcv, market = undefined) {
|
|
1448
|
+
//
|
|
1449
|
+
// {
|
|
1450
|
+
// "time":1605393120,
|
|
1451
|
+
// "open":15989,
|
|
1452
|
+
// "high":15989,
|
|
1453
|
+
// "low":15987.5,
|
|
1454
|
+
// "close":15987.5,
|
|
1455
|
+
// "volume":565
|
|
1456
|
+
// }
|
|
1457
|
+
//
|
|
1458
|
+
return [
|
|
1459
|
+
this.safeTimestamp(ohlcv, 'time'),
|
|
1460
|
+
this.safeNumber(ohlcv, 'open'),
|
|
1461
|
+
this.safeNumber(ohlcv, 'high'),
|
|
1462
|
+
this.safeNumber(ohlcv, 'low'),
|
|
1463
|
+
this.safeNumber(ohlcv, 'close'),
|
|
1464
|
+
this.safeNumber(ohlcv, 'volume'),
|
|
1465
|
+
];
|
|
1466
|
+
}
|
|
1467
|
+
async fetchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
|
|
1468
|
+
/**
|
|
1469
|
+
* @method
|
|
1470
|
+
* @name delta#fetchOHLCV
|
|
1471
|
+
* @description fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market
|
|
1472
|
+
* @see https://docs.delta.exchange/#get-ohlc-candles
|
|
1473
|
+
* @param {string} symbol unified symbol of the market to fetch OHLCV data for
|
|
1474
|
+
* @param {string} timeframe the length of time each candle represents
|
|
1475
|
+
* @param {int} [since] timestamp in ms of the earliest candle to fetch
|
|
1476
|
+
* @param {int} [limit] the maximum amount of candles to fetch
|
|
1477
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
1478
|
+
* @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
|
|
1479
|
+
*/
|
|
1480
|
+
await this.loadMarkets();
|
|
1481
|
+
const market = this.market(symbol);
|
|
1482
|
+
const request = {
|
|
1483
|
+
'resolution': this.safeString(this.timeframes, timeframe, timeframe),
|
|
1484
|
+
};
|
|
1485
|
+
const duration = this.parseTimeframe(timeframe);
|
|
1486
|
+
limit = limit ? limit : 2000; // max 2000
|
|
1487
|
+
if (since === undefined) {
|
|
1488
|
+
const end = this.seconds();
|
|
1489
|
+
request['end'] = end;
|
|
1490
|
+
request['start'] = end - limit * duration;
|
|
1491
|
+
}
|
|
1492
|
+
else {
|
|
1493
|
+
const start = this.parseToInt(since / 1000);
|
|
1494
|
+
request['start'] = start;
|
|
1495
|
+
request['end'] = this.sum(start, limit * duration);
|
|
1496
|
+
}
|
|
1497
|
+
const price = this.safeString(params, 'price');
|
|
1498
|
+
if (price === 'mark') {
|
|
1499
|
+
request['symbol'] = 'MARK:' + market['id'];
|
|
1500
|
+
}
|
|
1501
|
+
else if (price === 'index') {
|
|
1502
|
+
request['symbol'] = market['info']['spot_index']['symbol'];
|
|
1503
|
+
}
|
|
1504
|
+
else {
|
|
1505
|
+
request['symbol'] = market['id'];
|
|
1506
|
+
}
|
|
1507
|
+
params = this.omit(params, 'price');
|
|
1508
|
+
const response = await this.publicGetHistoryCandles(this.extend(request, params));
|
|
1509
|
+
//
|
|
1510
|
+
// {
|
|
1511
|
+
// "success":true,
|
|
1512
|
+
// "result":[
|
|
1513
|
+
// {"time":1605393120,"open":15989,"high":15989,"low":15987.5,"close":15987.5,"volume":565},
|
|
1514
|
+
// {"time":1605393180,"open":15966,"high":15966,"low":15959,"close":15959,"volume":24},
|
|
1515
|
+
// {"time":1605393300,"open":15973,"high":15973,"low":15973,"close":15973,"volume":1288},
|
|
1516
|
+
// ]
|
|
1517
|
+
// }
|
|
1518
|
+
//
|
|
1519
|
+
const result = this.safeValue(response, 'result', []);
|
|
1520
|
+
return this.parseOHLCVs(result, market, timeframe, since, limit);
|
|
1521
|
+
}
|
|
1522
|
+
parseBalance(response) {
|
|
1523
|
+
const balances = this.safeValue(response, 'result', []);
|
|
1524
|
+
const result = { 'info': response };
|
|
1525
|
+
const currenciesByNumericId = this.safeValue(this.options, 'currenciesByNumericId', {});
|
|
1526
|
+
for (let i = 0; i < balances.length; i++) {
|
|
1527
|
+
const balance = balances[i];
|
|
1528
|
+
const currencyId = this.safeString(balance, 'asset_id');
|
|
1529
|
+
const currency = this.safeValue(currenciesByNumericId, currencyId);
|
|
1530
|
+
const code = (currency === undefined) ? currencyId : currency['code'];
|
|
1531
|
+
const account = this.account();
|
|
1532
|
+
account['total'] = this.safeString(balance, 'balance');
|
|
1533
|
+
account['free'] = this.safeString(balance, 'available_balance');
|
|
1534
|
+
result[code] = account;
|
|
1535
|
+
}
|
|
1536
|
+
return this.safeBalance(result);
|
|
1537
|
+
}
|
|
1538
|
+
async fetchBalance(params = {}) {
|
|
1539
|
+
/**
|
|
1540
|
+
* @method
|
|
1541
|
+
* @name delta#fetchBalance
|
|
1542
|
+
* @description query for balance and get the amount of funds available for trading or funds locked in orders
|
|
1543
|
+
* @see https://docs.delta.exchange/#get-wallet-balances
|
|
1544
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
1545
|
+
* @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
|
|
1546
|
+
*/
|
|
1547
|
+
await this.loadMarkets();
|
|
1548
|
+
const response = await this.privateGetWalletBalances(params);
|
|
1549
|
+
//
|
|
1550
|
+
// {
|
|
1551
|
+
// "result":[
|
|
1552
|
+
// {
|
|
1553
|
+
// "asset_id":1,
|
|
1554
|
+
// "available_balance":"0",
|
|
1555
|
+
// "balance":"0",
|
|
1556
|
+
// "commission":"0",
|
|
1557
|
+
// "id":154883,
|
|
1558
|
+
// "interest_credit":"0",
|
|
1559
|
+
// "order_margin":"0",
|
|
1560
|
+
// "pending_referral_bonus":"0",
|
|
1561
|
+
// "pending_trading_fee_credit":"0",
|
|
1562
|
+
// "position_margin":"0",
|
|
1563
|
+
// "trading_fee_credit":"0",
|
|
1564
|
+
// "user_id":22142
|
|
1565
|
+
// },
|
|
1566
|
+
// ],
|
|
1567
|
+
// "success":true
|
|
1568
|
+
// }
|
|
1569
|
+
//
|
|
1570
|
+
return this.parseBalance(response);
|
|
1571
|
+
}
|
|
1572
|
+
async fetchPosition(symbol, params = {}) {
|
|
1573
|
+
/**
|
|
1574
|
+
* @method
|
|
1575
|
+
* @name delta#fetchPosition
|
|
1576
|
+
* @description fetch data on a single open contract trade position
|
|
1577
|
+
* @see https://docs.delta.exchange/#get-position
|
|
1578
|
+
* @param {string} symbol unified market symbol of the market the position is held in, default is undefined
|
|
1579
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
1580
|
+
* @returns {object} a [position structure]{@link https://docs.ccxt.com/#/?id=position-structure}
|
|
1581
|
+
*/
|
|
1582
|
+
await this.loadMarkets();
|
|
1583
|
+
const market = this.market(symbol);
|
|
1584
|
+
const request = {
|
|
1585
|
+
'product_id': market['numericId'],
|
|
1586
|
+
};
|
|
1587
|
+
const response = await this.privateGetPositions(this.extend(request, params));
|
|
1588
|
+
//
|
|
1589
|
+
// {
|
|
1590
|
+
// "result":{
|
|
1591
|
+
// "entry_price":null,
|
|
1592
|
+
// "size":0,
|
|
1593
|
+
// "timestamp":1605454074268079
|
|
1594
|
+
// },
|
|
1595
|
+
// "success":true
|
|
1596
|
+
// }
|
|
1597
|
+
//
|
|
1598
|
+
const result = this.safeValue(response, 'result', {});
|
|
1599
|
+
return this.parsePosition(result, market);
|
|
1600
|
+
}
|
|
1601
|
+
async fetchPositions(symbols = undefined, params = {}) {
|
|
1602
|
+
/**
|
|
1603
|
+
* @method
|
|
1604
|
+
* @name delta#fetchPositions
|
|
1605
|
+
* @description fetch all open positions
|
|
1606
|
+
* @see https://docs.delta.exchange/#get-margined-positions
|
|
1607
|
+
* @param {string[]|undefined} symbols list of unified market symbols
|
|
1608
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
1609
|
+
* @returns {object[]} a list of [position structure]{@link https://docs.ccxt.com/#/?id=position-structure}
|
|
1610
|
+
*/
|
|
1611
|
+
await this.loadMarkets();
|
|
1612
|
+
const response = await this.privateGetPositionsMargined(params);
|
|
1613
|
+
//
|
|
1614
|
+
// {
|
|
1615
|
+
// "success": true,
|
|
1616
|
+
// "result": [
|
|
1617
|
+
// {
|
|
1618
|
+
// "user_id": 0,
|
|
1619
|
+
// "size": 0,
|
|
1620
|
+
// "entry_price": "string",
|
|
1621
|
+
// "margin": "string",
|
|
1622
|
+
// "liquidation_price": "string",
|
|
1623
|
+
// "bankruptcy_price": "string",
|
|
1624
|
+
// "adl_level": 0,
|
|
1625
|
+
// "product_id": 0,
|
|
1626
|
+
// "product_symbol": "string",
|
|
1627
|
+
// "commission": "string",
|
|
1628
|
+
// "realized_pnl": "string",
|
|
1629
|
+
// "realized_funding": "string"
|
|
1630
|
+
// }
|
|
1631
|
+
// ]
|
|
1632
|
+
// }
|
|
1633
|
+
//
|
|
1634
|
+
const result = this.safeValue(response, 'result', []);
|
|
1635
|
+
return this.parsePositions(result, symbols);
|
|
1636
|
+
}
|
|
1637
|
+
parsePosition(position, market = undefined) {
|
|
1638
|
+
//
|
|
1639
|
+
// fetchPosition
|
|
1640
|
+
//
|
|
1641
|
+
// {
|
|
1642
|
+
// "entry_price":null,
|
|
1643
|
+
// "size":0,
|
|
1644
|
+
// "timestamp":1605454074268079
|
|
1645
|
+
// }
|
|
1646
|
+
//
|
|
1647
|
+
//
|
|
1648
|
+
// fetchPositions
|
|
1649
|
+
//
|
|
1650
|
+
// {
|
|
1651
|
+
// "user_id": 0,
|
|
1652
|
+
// "size": 0,
|
|
1653
|
+
// "entry_price": "string",
|
|
1654
|
+
// "margin": "string",
|
|
1655
|
+
// "liquidation_price": "string",
|
|
1656
|
+
// "bankruptcy_price": "string",
|
|
1657
|
+
// "adl_level": 0,
|
|
1658
|
+
// "product_id": 0,
|
|
1659
|
+
// "product_symbol": "string",
|
|
1660
|
+
// "commission": "string",
|
|
1661
|
+
// "realized_pnl": "string",
|
|
1662
|
+
// "realized_funding": "string"
|
|
1663
|
+
// }
|
|
1664
|
+
//
|
|
1665
|
+
const marketId = this.safeString(position, 'product_symbol');
|
|
1666
|
+
market = this.safeMarket(marketId, market);
|
|
1667
|
+
const symbol = market['symbol'];
|
|
1668
|
+
const timestamp = this.safeIntegerProduct(position, 'timestamp', 0.001);
|
|
1669
|
+
const sizeString = this.safeString(position, 'size');
|
|
1670
|
+
let side = undefined;
|
|
1671
|
+
if (sizeString !== undefined) {
|
|
1672
|
+
if (Precise["default"].stringGt(sizeString, '0')) {
|
|
1673
|
+
side = 'buy';
|
|
1674
|
+
}
|
|
1675
|
+
else if (Precise["default"].stringLt(sizeString, '0')) {
|
|
1676
|
+
side = 'sell';
|
|
1677
|
+
}
|
|
1678
|
+
}
|
|
1679
|
+
return this.safePosition({
|
|
1680
|
+
'info': position,
|
|
1681
|
+
'id': undefined,
|
|
1682
|
+
'symbol': symbol,
|
|
1683
|
+
'notional': undefined,
|
|
1684
|
+
'marginMode': undefined,
|
|
1685
|
+
'liquidationPrice': this.safeNumber(position, 'liquidation_price'),
|
|
1686
|
+
'entryPrice': this.safeNumber(position, 'entry_price'),
|
|
1687
|
+
'unrealizedPnl': undefined,
|
|
1688
|
+
'percentage': undefined,
|
|
1689
|
+
'contracts': this.parseNumber(sizeString),
|
|
1690
|
+
'contractSize': this.safeNumber(market, 'contractSize'),
|
|
1691
|
+
'markPrice': undefined,
|
|
1692
|
+
'side': side,
|
|
1693
|
+
'hedged': undefined,
|
|
1694
|
+
'timestamp': timestamp,
|
|
1695
|
+
'datetime': this.iso8601(timestamp),
|
|
1696
|
+
'maintenanceMargin': undefined,
|
|
1697
|
+
'maintenanceMarginPercentage': undefined,
|
|
1698
|
+
'collateral': undefined,
|
|
1699
|
+
'initialMargin': undefined,
|
|
1700
|
+
'initialMarginPercentage': undefined,
|
|
1701
|
+
'leverage': undefined,
|
|
1702
|
+
'marginRatio': undefined,
|
|
1703
|
+
'stopLossPrice': undefined,
|
|
1704
|
+
'takeProfitPrice': undefined,
|
|
1705
|
+
});
|
|
1706
|
+
}
|
|
1707
|
+
parseOrderStatus(status) {
|
|
1708
|
+
const statuses = {
|
|
1709
|
+
'open': 'open',
|
|
1710
|
+
'pending': 'open',
|
|
1711
|
+
'closed': 'closed',
|
|
1712
|
+
'cancelled': 'canceled',
|
|
1713
|
+
};
|
|
1714
|
+
return this.safeString(statuses, status, status);
|
|
1715
|
+
}
|
|
1716
|
+
parseOrder(order, market = undefined) {
|
|
1717
|
+
//
|
|
1718
|
+
// createOrder, cancelOrder, editOrder, fetchOpenOrders, fetchClosedOrders
|
|
1719
|
+
//
|
|
1720
|
+
// {
|
|
1721
|
+
// "average_fill_price":null,
|
|
1722
|
+
// "bracket_order":null,
|
|
1723
|
+
// "bracket_stop_loss_limit_price":null,
|
|
1724
|
+
// "bracket_stop_loss_price":null,
|
|
1725
|
+
// "bracket_take_profit_limit_price":null,
|
|
1726
|
+
// "bracket_take_profit_price":null,
|
|
1727
|
+
// "bracket_trail_amount":null,
|
|
1728
|
+
// "cancellation_reason":null,
|
|
1729
|
+
// "client_order_id":null,
|
|
1730
|
+
// "close_on_trigger":"false",
|
|
1731
|
+
// "commission":"0",
|
|
1732
|
+
// "created_at":"2020-11-16T02:38:26Z",
|
|
1733
|
+
// "id":152870626,
|
|
1734
|
+
// "limit_price":"10000",
|
|
1735
|
+
// "meta_data":{"source":"api"},
|
|
1736
|
+
// "order_type":"limit_order",
|
|
1737
|
+
// "paid_commission":"0",
|
|
1738
|
+
// "product_id":139,
|
|
1739
|
+
// "reduce_only":false,
|
|
1740
|
+
// "side":"buy",
|
|
1741
|
+
// "size":0,
|
|
1742
|
+
// "state":"open",
|
|
1743
|
+
// "stop_order_type":null,
|
|
1744
|
+
// "stop_price":null,
|
|
1745
|
+
// "stop_trigger_method":"mark_price",
|
|
1746
|
+
// "time_in_force":"gtc",
|
|
1747
|
+
// "trail_amount":null,
|
|
1748
|
+
// "unfilled_size":0,
|
|
1749
|
+
// "user_id":22142
|
|
1750
|
+
// }
|
|
1751
|
+
//
|
|
1752
|
+
const id = this.safeString(order, 'id');
|
|
1753
|
+
const clientOrderId = this.safeString(order, 'client_order_id');
|
|
1754
|
+
const timestamp = this.parse8601(this.safeString(order, 'created_at'));
|
|
1755
|
+
const marketId = this.safeString(order, 'product_id');
|
|
1756
|
+
const marketsByNumericId = this.safeValue(this.options, 'marketsByNumericId', {});
|
|
1757
|
+
market = this.safeValue(marketsByNumericId, marketId, market);
|
|
1758
|
+
const symbol = (market === undefined) ? marketId : market['symbol'];
|
|
1759
|
+
const status = this.parseOrderStatus(this.safeString(order, 'state'));
|
|
1760
|
+
const side = this.safeString(order, 'side');
|
|
1761
|
+
let type = this.safeString(order, 'order_type');
|
|
1762
|
+
type = type.replace('_order', '');
|
|
1763
|
+
const price = this.safeString(order, 'limit_price');
|
|
1764
|
+
const amount = this.safeString(order, 'size');
|
|
1765
|
+
const remaining = this.safeString(order, 'unfilled_size');
|
|
1766
|
+
const average = this.safeString(order, 'average_fill_price');
|
|
1767
|
+
let fee = undefined;
|
|
1768
|
+
const feeCostString = this.safeString(order, 'paid_commission');
|
|
1769
|
+
if (feeCostString !== undefined) {
|
|
1770
|
+
let feeCurrencyCode = undefined;
|
|
1771
|
+
if (market !== undefined) {
|
|
1772
|
+
const settlingAsset = this.safeValue(market['info'], 'settling_asset', {});
|
|
1773
|
+
const feeCurrencyId = this.safeString(settlingAsset, 'symbol');
|
|
1774
|
+
feeCurrencyCode = this.safeCurrencyCode(feeCurrencyId);
|
|
1775
|
+
}
|
|
1776
|
+
fee = {
|
|
1777
|
+
'cost': feeCostString,
|
|
1778
|
+
'currency': feeCurrencyCode,
|
|
1779
|
+
};
|
|
1780
|
+
}
|
|
1781
|
+
return this.safeOrder({
|
|
1782
|
+
'info': order,
|
|
1783
|
+
'id': id,
|
|
1784
|
+
'clientOrderId': clientOrderId,
|
|
1785
|
+
'timestamp': timestamp,
|
|
1786
|
+
'datetime': this.iso8601(timestamp),
|
|
1787
|
+
'lastTradeTimestamp': undefined,
|
|
1788
|
+
'symbol': symbol,
|
|
1789
|
+
'type': type,
|
|
1790
|
+
'side': side,
|
|
1791
|
+
'price': price,
|
|
1792
|
+
'amount': amount,
|
|
1793
|
+
'cost': undefined,
|
|
1794
|
+
'average': average,
|
|
1795
|
+
'filled': undefined,
|
|
1796
|
+
'remaining': remaining,
|
|
1797
|
+
'status': status,
|
|
1798
|
+
'fee': fee,
|
|
1799
|
+
'trades': undefined,
|
|
1800
|
+
}, market);
|
|
1801
|
+
}
|
|
1802
|
+
async createOrder(symbol, type, side, amount, price = undefined, params = {}) {
|
|
1803
|
+
/**
|
|
1804
|
+
* @method
|
|
1805
|
+
* @name delta#createOrder
|
|
1806
|
+
* @description create a trade order
|
|
1807
|
+
* @see https://docs.delta.exchange/#place-order
|
|
1808
|
+
* @param {string} symbol unified symbol of the market to create an order in
|
|
1809
|
+
* @param {string} type 'market' or 'limit'
|
|
1810
|
+
* @param {string} side 'buy' or 'sell'
|
|
1811
|
+
* @param {float} amount how much of currency you want to trade in units of base currency
|
|
1812
|
+
* @param {float} [price] the price at which the order is to be fullfilled, in units of the quote currency, ignored in market orders
|
|
1813
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
1814
|
+
* @param {bool} [params.reduceOnly] *contract only* indicates if this order is to reduce the size of a position
|
|
1815
|
+
* @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
|
|
1816
|
+
*/
|
|
1817
|
+
await this.loadMarkets();
|
|
1818
|
+
const orderType = type + '_order';
|
|
1819
|
+
const market = this.market(symbol);
|
|
1820
|
+
const request = {
|
|
1821
|
+
'product_id': market['numericId'],
|
|
1822
|
+
// 'limit_price': this.priceToPrecision (market['symbol'], price),
|
|
1823
|
+
'size': this.amountToPrecision(market['symbol'], amount),
|
|
1824
|
+
'side': side,
|
|
1825
|
+
'order_type': orderType,
|
|
1826
|
+
// 'client_order_id': 'string',
|
|
1827
|
+
// 'time_in_force': 'gtc', // gtc, ioc, fok
|
|
1828
|
+
// 'post_only': 'false', // 'true',
|
|
1829
|
+
// 'reduce_only': 'false', // 'true',
|
|
1830
|
+
};
|
|
1831
|
+
if (type === 'limit') {
|
|
1832
|
+
request['limit_price'] = this.priceToPrecision(market['symbol'], price);
|
|
1833
|
+
}
|
|
1834
|
+
const clientOrderId = this.safeString2(params, 'clientOrderId', 'client_order_id');
|
|
1835
|
+
params = this.omit(params, ['clientOrderId', 'client_order_id']);
|
|
1836
|
+
if (clientOrderId !== undefined) {
|
|
1837
|
+
request['client_order_id'] = clientOrderId;
|
|
1838
|
+
}
|
|
1839
|
+
const reduceOnly = this.safeValue(params, 'reduceOnly');
|
|
1840
|
+
if (reduceOnly) {
|
|
1841
|
+
request['reduce_only'] = reduceOnly;
|
|
1842
|
+
params = this.omit(params, 'reduceOnly');
|
|
1843
|
+
}
|
|
1844
|
+
const response = await this.privatePostOrders(this.extend(request, params));
|
|
1845
|
+
//
|
|
1846
|
+
// {
|
|
1847
|
+
// "result":{
|
|
1848
|
+
// "average_fill_price":null,
|
|
1849
|
+
// "bracket_order":null,
|
|
1850
|
+
// "bracket_stop_loss_limit_price":null,
|
|
1851
|
+
// "bracket_stop_loss_price":null,
|
|
1852
|
+
// "bracket_take_profit_limit_price":null,
|
|
1853
|
+
// "bracket_take_profit_price":null,
|
|
1854
|
+
// "bracket_trail_amount":null,
|
|
1855
|
+
// "cancellation_reason":null,
|
|
1856
|
+
// "client_order_id":null,
|
|
1857
|
+
// "close_on_trigger":"false",
|
|
1858
|
+
// "commission":"0",
|
|
1859
|
+
// "created_at":"2020-11-16T02:38:26Z",
|
|
1860
|
+
// "id":152870626,
|
|
1861
|
+
// "limit_price":"10000",
|
|
1862
|
+
// "meta_data":{"source":"api"},
|
|
1863
|
+
// "order_type":"limit_order",
|
|
1864
|
+
// "paid_commission":"0",
|
|
1865
|
+
// "product_id":139,
|
|
1866
|
+
// "reduce_only":false,
|
|
1867
|
+
// "side":"buy",
|
|
1868
|
+
// "size":0,
|
|
1869
|
+
// "state":"open",
|
|
1870
|
+
// "stop_order_type":null,
|
|
1871
|
+
// "stop_price":null,
|
|
1872
|
+
// "stop_trigger_method":"mark_price",
|
|
1873
|
+
// "time_in_force":"gtc",
|
|
1874
|
+
// "trail_amount":null,
|
|
1875
|
+
// "unfilled_size":0,
|
|
1876
|
+
// "user_id":22142
|
|
1877
|
+
// },
|
|
1878
|
+
// "success":true
|
|
1879
|
+
// }
|
|
1880
|
+
//
|
|
1881
|
+
const result = this.safeValue(response, 'result', {});
|
|
1882
|
+
return this.parseOrder(result, market);
|
|
1883
|
+
}
|
|
1884
|
+
async editOrder(id, symbol, type, side, amount = undefined, price = undefined, params = {}) {
|
|
1885
|
+
/**
|
|
1886
|
+
* @method
|
|
1887
|
+
* @name delta#editOrder
|
|
1888
|
+
* @description edit a trade order
|
|
1889
|
+
* @see https://docs.delta.exchange/#edit-order
|
|
1890
|
+
* @param {string} id order id
|
|
1891
|
+
* @param {string} symbol unified symbol of the market to create an order in
|
|
1892
|
+
* @param {string} type 'market' or 'limit'
|
|
1893
|
+
* @param {string} side 'buy' or 'sell'
|
|
1894
|
+
* @param {float} amount how much of the currency you want to trade in units of the base currency
|
|
1895
|
+
* @param {float} [price] the price at which the order is to be fullfilled, in units of the quote currency
|
|
1896
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
1897
|
+
* @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
|
|
1898
|
+
*/
|
|
1899
|
+
await this.loadMarkets();
|
|
1900
|
+
const market = this.market(symbol);
|
|
1901
|
+
const request = {
|
|
1902
|
+
'id': parseInt(id),
|
|
1903
|
+
'product_id': market['numericId'],
|
|
1904
|
+
// "limit_price": this.priceToPrecision (symbol, price),
|
|
1905
|
+
// "size": this.amountToPrecision (symbol, amount),
|
|
1906
|
+
};
|
|
1907
|
+
if (amount !== undefined) {
|
|
1908
|
+
request['size'] = parseInt(this.amountToPrecision(symbol, amount));
|
|
1909
|
+
}
|
|
1910
|
+
if (price !== undefined) {
|
|
1911
|
+
request['limit_price'] = this.priceToPrecision(symbol, price);
|
|
1912
|
+
}
|
|
1913
|
+
const response = await this.privatePutOrders(this.extend(request, params));
|
|
1914
|
+
//
|
|
1915
|
+
// {
|
|
1916
|
+
// "success": true,
|
|
1917
|
+
// "result": {
|
|
1918
|
+
// "id": "ashb1212",
|
|
1919
|
+
// "product_id": 27,
|
|
1920
|
+
// "limit_price": "9200",
|
|
1921
|
+
// "side": "buy",
|
|
1922
|
+
// "size": 100,
|
|
1923
|
+
// "unfilled_size": 50,
|
|
1924
|
+
// "user_id": 1,
|
|
1925
|
+
// "order_type": "limit_order",
|
|
1926
|
+
// "state": "open",
|
|
1927
|
+
// "created_at": "..."
|
|
1928
|
+
// }
|
|
1929
|
+
// }
|
|
1930
|
+
//
|
|
1931
|
+
const result = this.safeValue(response, 'result');
|
|
1932
|
+
return this.parseOrder(result, market);
|
|
1933
|
+
}
|
|
1934
|
+
async cancelOrder(id, symbol = undefined, params = {}) {
|
|
1935
|
+
/**
|
|
1936
|
+
* @method
|
|
1937
|
+
* @name delta#cancelOrder
|
|
1938
|
+
* @description cancels an open order
|
|
1939
|
+
* @see https://docs.delta.exchange/#cancel-order
|
|
1940
|
+
* @param {string} id order id
|
|
1941
|
+
* @param {string} symbol unified symbol of the market the order was made in
|
|
1942
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
1943
|
+
* @returns {object} An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
|
|
1944
|
+
*/
|
|
1945
|
+
if (symbol === undefined) {
|
|
1946
|
+
throw new errors.ArgumentsRequired(this.id + ' cancelOrder() requires a symbol argument');
|
|
1947
|
+
}
|
|
1948
|
+
await this.loadMarkets();
|
|
1949
|
+
const market = this.market(symbol);
|
|
1950
|
+
const request = {
|
|
1951
|
+
'id': parseInt(id),
|
|
1952
|
+
'product_id': market['numericId'],
|
|
1953
|
+
};
|
|
1954
|
+
const response = await this.privateDeleteOrders(this.extend(request, params));
|
|
1955
|
+
//
|
|
1956
|
+
// {
|
|
1957
|
+
// "result":{
|
|
1958
|
+
// "average_fill_price":null,
|
|
1959
|
+
// "bracket_order":null,
|
|
1960
|
+
// "bracket_stop_loss_limit_price":null,
|
|
1961
|
+
// "bracket_stop_loss_price":null,
|
|
1962
|
+
// "bracket_take_profit_limit_price":null,
|
|
1963
|
+
// "bracket_take_profit_price":null,
|
|
1964
|
+
// "bracket_trail_amount":null,
|
|
1965
|
+
// "cancellation_reason":"cancelled_by_user",
|
|
1966
|
+
// "client_order_id":null,
|
|
1967
|
+
// "close_on_trigger":"false",
|
|
1968
|
+
// "commission":"0",
|
|
1969
|
+
// "created_at":"2020-11-16T02:38:26Z",
|
|
1970
|
+
// "id":152870626,
|
|
1971
|
+
// "limit_price":"10000",
|
|
1972
|
+
// "meta_data":{"source":"api"},
|
|
1973
|
+
// "order_type":"limit_order",
|
|
1974
|
+
// "paid_commission":"0",
|
|
1975
|
+
// "product_id":139,
|
|
1976
|
+
// "reduce_only":false,
|
|
1977
|
+
// "side":"buy",
|
|
1978
|
+
// "size":0,
|
|
1979
|
+
// "state":"cancelled",
|
|
1980
|
+
// "stop_order_type":null,
|
|
1981
|
+
// "stop_price":null,
|
|
1982
|
+
// "stop_trigger_method":"mark_price",
|
|
1983
|
+
// "time_in_force":"gtc",
|
|
1984
|
+
// "trail_amount":null,
|
|
1985
|
+
// "unfilled_size":0,
|
|
1986
|
+
// "user_id":22142
|
|
1987
|
+
// },
|
|
1988
|
+
// "success":true
|
|
1989
|
+
// }
|
|
1990
|
+
//
|
|
1991
|
+
const result = this.safeValue(response, 'result');
|
|
1992
|
+
return this.parseOrder(result, market);
|
|
1993
|
+
}
|
|
1994
|
+
async cancelAllOrders(symbol = undefined, params = {}) {
|
|
1995
|
+
/**
|
|
1996
|
+
* @method
|
|
1997
|
+
* @name delta#cancelAllOrders
|
|
1998
|
+
* @description cancel all open orders in a market
|
|
1999
|
+
* @see https://docs.delta.exchange/#cancel-all-open-orders
|
|
2000
|
+
* @param {string} symbol unified market symbol of the market to cancel orders in
|
|
2001
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
2002
|
+
* @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
|
|
2003
|
+
*/
|
|
2004
|
+
if (symbol === undefined) {
|
|
2005
|
+
throw new errors.ArgumentsRequired(this.id + ' cancelAllOrders() requires a symbol argument');
|
|
2006
|
+
}
|
|
2007
|
+
await this.loadMarkets();
|
|
2008
|
+
const market = this.market(symbol);
|
|
2009
|
+
const request = {
|
|
2010
|
+
'product_id': market['numericId'],
|
|
2011
|
+
// 'cancel_limit_orders': 'true',
|
|
2012
|
+
// 'cancel_stop_orders': 'true',
|
|
2013
|
+
};
|
|
2014
|
+
const response = this.privateDeleteOrdersAll(this.extend(request, params));
|
|
2015
|
+
//
|
|
2016
|
+
// {
|
|
2017
|
+
// "result":{},
|
|
2018
|
+
// "success":true
|
|
2019
|
+
// }
|
|
2020
|
+
//
|
|
2021
|
+
return response;
|
|
2022
|
+
}
|
|
2023
|
+
async fetchOpenOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
|
|
2024
|
+
/**
|
|
2025
|
+
* @method
|
|
2026
|
+
* @name delta#fetchOpenOrders
|
|
2027
|
+
* @description fetch all unfilled currently open orders
|
|
2028
|
+
* @see https://docs.delta.exchange/#get-active-orders
|
|
2029
|
+
* @param {string} symbol unified market symbol
|
|
2030
|
+
* @param {int} [since] the earliest time in ms to fetch open orders for
|
|
2031
|
+
* @param {int} [limit] the maximum number of open order structures to retrieve
|
|
2032
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
2033
|
+
* @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
|
|
2034
|
+
*/
|
|
2035
|
+
return await this.fetchOrdersWithMethod('privateGetOrders', symbol, since, limit, params);
|
|
2036
|
+
}
|
|
2037
|
+
async fetchClosedOrders(symbol = undefined, since = undefined, limit = undefined, params = {}) {
|
|
2038
|
+
/**
|
|
2039
|
+
* @method
|
|
2040
|
+
* @name delta#fetchClosedOrders
|
|
2041
|
+
* @description fetches information on multiple closed orders made by the user
|
|
2042
|
+
* @see https://docs.delta.exchange/#get-order-history-cancelled-and-closed
|
|
2043
|
+
* @param {string} symbol unified market symbol of the market orders were made in
|
|
2044
|
+
* @param {int} [since] the earliest time in ms to fetch orders for
|
|
2045
|
+
* @param {int} [limit] the maximum number of order structures to retrieve
|
|
2046
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
2047
|
+
* @returns {Order[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
|
|
2048
|
+
*/
|
|
2049
|
+
return await this.fetchOrdersWithMethod('privateGetOrdersHistory', symbol, since, limit, params);
|
|
2050
|
+
}
|
|
2051
|
+
async fetchOrdersWithMethod(method, symbol = undefined, since = undefined, limit = undefined, params = {}) {
|
|
2052
|
+
await this.loadMarkets();
|
|
2053
|
+
const request = {
|
|
2054
|
+
// 'product_ids': market['id'], // comma-separated
|
|
2055
|
+
// 'contract_types': types, // comma-separated, futures, perpetual_futures, call_options, put_options, interest_rate_swaps, move_options, spreads
|
|
2056
|
+
// 'order_types': types, // comma-separated, market, limit, stop_market, stop_limit, all_stop
|
|
2057
|
+
// 'start_time': since * 1000,
|
|
2058
|
+
// 'end_time': this.microseconds (),
|
|
2059
|
+
// 'after', // after cursor for pagination
|
|
2060
|
+
// 'before', // before cursor for pagination
|
|
2061
|
+
// 'page_size': limit, // number of records per page
|
|
2062
|
+
};
|
|
2063
|
+
let market = undefined;
|
|
2064
|
+
if (symbol !== undefined) {
|
|
2065
|
+
market = this.market(symbol);
|
|
2066
|
+
request['product_ids'] = market['numericId']; // accepts a comma-separated list of ids
|
|
2067
|
+
}
|
|
2068
|
+
if (since !== undefined) {
|
|
2069
|
+
request['start_time'] = since.toString() + '000';
|
|
2070
|
+
}
|
|
2071
|
+
if (limit !== undefined) {
|
|
2072
|
+
request['page_size'] = limit;
|
|
2073
|
+
}
|
|
2074
|
+
const response = await this[method](this.extend(request, params));
|
|
2075
|
+
//
|
|
2076
|
+
// {
|
|
2077
|
+
// "success": true,
|
|
2078
|
+
// "result": [
|
|
2079
|
+
// {
|
|
2080
|
+
// "id": "ashb1212",
|
|
2081
|
+
// "product_id": 27,
|
|
2082
|
+
// "limit_price": "9200",
|
|
2083
|
+
// "side": "buy",
|
|
2084
|
+
// "size": 100,
|
|
2085
|
+
// "unfilled_size": 50,
|
|
2086
|
+
// "user_id": 1,
|
|
2087
|
+
// "order_type": "limit_order",
|
|
2088
|
+
// "state": "open",
|
|
2089
|
+
// "created_at": "..."
|
|
2090
|
+
// }
|
|
2091
|
+
// ],
|
|
2092
|
+
// "meta": {
|
|
2093
|
+
// "after": "string",
|
|
2094
|
+
// "before": "string"
|
|
2095
|
+
// }
|
|
2096
|
+
// }
|
|
2097
|
+
//
|
|
2098
|
+
const result = this.safeValue(response, 'result', []);
|
|
2099
|
+
return this.parseOrders(result, market, since, limit);
|
|
2100
|
+
}
|
|
2101
|
+
async fetchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
|
|
2102
|
+
/**
|
|
2103
|
+
* @method
|
|
2104
|
+
* @name delta#fetchMyTrades
|
|
2105
|
+
* @description fetch all trades made by the user
|
|
2106
|
+
* @see https://docs.delta.exchange/#get-user-fills-by-filters
|
|
2107
|
+
* @param {string} symbol unified market symbol
|
|
2108
|
+
* @param {int} [since] the earliest time in ms to fetch trades for
|
|
2109
|
+
* @param {int} [limit] the maximum number of trades structures to retrieve
|
|
2110
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
2111
|
+
* @returns {Trade[]} a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure}
|
|
2112
|
+
*/
|
|
2113
|
+
await this.loadMarkets();
|
|
2114
|
+
const request = {
|
|
2115
|
+
// 'product_ids': market['id'], // comma-separated
|
|
2116
|
+
// 'contract_types': types, // comma-separated, futures, perpetual_futures, call_options, put_options, interest_rate_swaps, move_options, spreads
|
|
2117
|
+
// 'start_time': since * 1000,
|
|
2118
|
+
// 'end_time': this.microseconds (),
|
|
2119
|
+
// 'after', // after cursor for pagination
|
|
2120
|
+
// 'before', // before cursor for pagination
|
|
2121
|
+
// 'page_size': limit, // number of records per page
|
|
2122
|
+
};
|
|
2123
|
+
let market = undefined;
|
|
2124
|
+
if (symbol !== undefined) {
|
|
2125
|
+
market = this.market(symbol);
|
|
2126
|
+
request['product_ids'] = market['numericId']; // accepts a comma-separated list of ids
|
|
2127
|
+
}
|
|
2128
|
+
if (since !== undefined) {
|
|
2129
|
+
request['start_time'] = since.toString() + '000';
|
|
2130
|
+
}
|
|
2131
|
+
if (limit !== undefined) {
|
|
2132
|
+
request['page_size'] = limit;
|
|
2133
|
+
}
|
|
2134
|
+
const response = await this.privateGetFills(this.extend(request, params));
|
|
2135
|
+
//
|
|
2136
|
+
// {
|
|
2137
|
+
// "meta":{
|
|
2138
|
+
// "after":null,
|
|
2139
|
+
// "before":null,
|
|
2140
|
+
// "limit":10,
|
|
2141
|
+
// "total_count":2
|
|
2142
|
+
// },
|
|
2143
|
+
// "result":[
|
|
2144
|
+
// {
|
|
2145
|
+
// "commission":"0.008335000000000000",
|
|
2146
|
+
// "created_at":"2020-11-16T19:07:19Z",
|
|
2147
|
+
// "fill_type":"normal",
|
|
2148
|
+
// "id":"e7ff05c233a74245b72381f8dd91d1ce",
|
|
2149
|
+
// "meta_data":{
|
|
2150
|
+
// "effective_commission_rate":"0.0005",
|
|
2151
|
+
// "order_price":"16249",
|
|
2152
|
+
// "order_size":1,
|
|
2153
|
+
// "order_type":"market_order",
|
|
2154
|
+
// "order_unfilled_size":0,
|
|
2155
|
+
// "trading_fee_credits_used":"0"
|
|
2156
|
+
// },
|
|
2157
|
+
// "order_id":"152999629",
|
|
2158
|
+
// "price":"16669",
|
|
2159
|
+
// "product":{
|
|
2160
|
+
// "contract_type":"perpetual_futures",
|
|
2161
|
+
// "contract_unit_currency":"BTC",
|
|
2162
|
+
// "contract_value":"0.001",
|
|
2163
|
+
// "id":139,
|
|
2164
|
+
// "notional_type":"vanilla",
|
|
2165
|
+
// "quoting_asset":{"minimum_precision":2,"precision":6,"symbol":"USDT"},
|
|
2166
|
+
// "settling_asset":{"minimum_precision":2,"precision":6,"symbol":"USDT"},
|
|
2167
|
+
// "symbol":"BTCUSDT",
|
|
2168
|
+
// "tick_size":"0.5",
|
|
2169
|
+
// "underlying_asset":{"minimum_precision":4,"precision":8,"symbol":"BTC"}
|
|
2170
|
+
// },
|
|
2171
|
+
// "product_id":139,
|
|
2172
|
+
// "role":"taker",
|
|
2173
|
+
// "side":"sell",
|
|
2174
|
+
// "size":1
|
|
2175
|
+
// }
|
|
2176
|
+
// ],
|
|
2177
|
+
// "success":true
|
|
2178
|
+
// }
|
|
2179
|
+
//
|
|
2180
|
+
const result = this.safeValue(response, 'result', []);
|
|
2181
|
+
return this.parseTrades(result, market, since, limit);
|
|
2182
|
+
}
|
|
2183
|
+
async fetchLedger(code = undefined, since = undefined, limit = undefined, params = {}) {
|
|
2184
|
+
/**
|
|
2185
|
+
* @method
|
|
2186
|
+
* @name delta#fetchLedger
|
|
2187
|
+
* @description fetch the history of changes, actions done by the user or operations that altered balance of the user
|
|
2188
|
+
* @see https://docs.delta.exchange/#get-wallet-transactions
|
|
2189
|
+
* @param {string} code unified currency code, default is undefined
|
|
2190
|
+
* @param {int} [since] timestamp in ms of the earliest ledger entry, default is undefined
|
|
2191
|
+
* @param {int} [limit] max number of ledger entrys to return, default is undefined
|
|
2192
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
2193
|
+
* @returns {object} a [ledger structure]{@link https://docs.ccxt.com/#/?id=ledger-structure}
|
|
2194
|
+
*/
|
|
2195
|
+
await this.loadMarkets();
|
|
2196
|
+
const request = {
|
|
2197
|
+
// 'asset_id': currency['numericId'],
|
|
2198
|
+
// 'end_time': this.seconds (),
|
|
2199
|
+
// 'after': 'string', // after cursor for pagination
|
|
2200
|
+
// 'before': 'string', // before cursor for pagination
|
|
2201
|
+
// 'page_size': limit,
|
|
2202
|
+
};
|
|
2203
|
+
let currency = undefined;
|
|
2204
|
+
if (code !== undefined) {
|
|
2205
|
+
currency = this.currency(code);
|
|
2206
|
+
request['asset_id'] = currency['numericId'];
|
|
2207
|
+
}
|
|
2208
|
+
if (limit !== undefined) {
|
|
2209
|
+
request['page_size'] = limit;
|
|
2210
|
+
}
|
|
2211
|
+
const response = await this.privateGetWalletTransactions(this.extend(request, params));
|
|
2212
|
+
//
|
|
2213
|
+
// {
|
|
2214
|
+
// "meta":{"after":null,"before":null,"limit":10,"total_count":1},
|
|
2215
|
+
// "result":[
|
|
2216
|
+
// {
|
|
2217
|
+
// "amount":"29.889184",
|
|
2218
|
+
// "asset_id":5,
|
|
2219
|
+
// "balance":"29.889184",
|
|
2220
|
+
// "created_at":"2020-11-15T21:25:01Z",
|
|
2221
|
+
// "meta_data":{
|
|
2222
|
+
// "deposit_id":3884,
|
|
2223
|
+
// "transaction_id":"0x41a60174849828530abb5008e98fc63c9b598288743ec4ba9620bcce900a3b8d"
|
|
2224
|
+
// },
|
|
2225
|
+
// "transaction_type":"deposit",
|
|
2226
|
+
// "user_id":22142,
|
|
2227
|
+
// "uuid":"70bb5679da3c4637884e2dc63efaa846"
|
|
2228
|
+
// }
|
|
2229
|
+
// ],
|
|
2230
|
+
// "success":true
|
|
2231
|
+
// }
|
|
2232
|
+
//
|
|
2233
|
+
const result = this.safeValue(response, 'result', []);
|
|
2234
|
+
return this.parseLedger(result, currency, since, limit);
|
|
2235
|
+
}
|
|
2236
|
+
parseLedgerEntryType(type) {
|
|
2237
|
+
const types = {
|
|
2238
|
+
'pnl': 'pnl',
|
|
2239
|
+
'deposit': 'transaction',
|
|
2240
|
+
'withdrawal': 'transaction',
|
|
2241
|
+
'commission': 'fee',
|
|
2242
|
+
'conversion': 'trade',
|
|
2243
|
+
// 'perpetual_futures_funding': 'perpetual_futures_funding',
|
|
2244
|
+
// 'withdrawal_cancellation': 'withdrawal_cancellation',
|
|
2245
|
+
'referral_bonus': 'referral',
|
|
2246
|
+
'commission_rebate': 'rebate',
|
|
2247
|
+
// 'promo_credit': 'promo_credit',
|
|
2248
|
+
};
|
|
2249
|
+
return this.safeString(types, type, type);
|
|
2250
|
+
}
|
|
2251
|
+
parseLedgerEntry(item, currency = undefined) {
|
|
2252
|
+
//
|
|
2253
|
+
// {
|
|
2254
|
+
// "amount":"29.889184",
|
|
2255
|
+
// "asset_id":5,
|
|
2256
|
+
// "balance":"29.889184",
|
|
2257
|
+
// "created_at":"2020-11-15T21:25:01Z",
|
|
2258
|
+
// "meta_data":{
|
|
2259
|
+
// "deposit_id":3884,
|
|
2260
|
+
// "transaction_id":"0x41a60174849828530abb5008e98fc63c9b598288743ec4ba9620bcce900a3b8d"
|
|
2261
|
+
// },
|
|
2262
|
+
// "transaction_type":"deposit",
|
|
2263
|
+
// "user_id":22142,
|
|
2264
|
+
// "uuid":"70bb5679da3c4637884e2dc63efaa846"
|
|
2265
|
+
// }
|
|
2266
|
+
//
|
|
2267
|
+
const id = this.safeString(item, 'uuid');
|
|
2268
|
+
let direction = undefined;
|
|
2269
|
+
const account = undefined;
|
|
2270
|
+
const metaData = this.safeValue(item, 'meta_data', {});
|
|
2271
|
+
const referenceId = this.safeString(metaData, 'transaction_id');
|
|
2272
|
+
const referenceAccount = undefined;
|
|
2273
|
+
let type = this.safeString(item, 'transaction_type');
|
|
2274
|
+
if ((type === 'deposit') || (type === 'commission_rebate') || (type === 'referral_bonus') || (type === 'pnl') || (type === 'withdrawal_cancellation') || (type === 'promo_credit')) {
|
|
2275
|
+
direction = 'in';
|
|
2276
|
+
}
|
|
2277
|
+
else if ((type === 'withdrawal') || (type === 'commission') || (type === 'conversion') || (type === 'perpetual_futures_funding')) {
|
|
2278
|
+
direction = 'out';
|
|
2279
|
+
}
|
|
2280
|
+
type = this.parseLedgerEntryType(type);
|
|
2281
|
+
const currencyId = this.safeInteger(item, 'asset_id');
|
|
2282
|
+
const currenciesByNumericId = this.safeValue(this.options, 'currenciesByNumericId');
|
|
2283
|
+
currency = this.safeValue(currenciesByNumericId, currencyId, currency);
|
|
2284
|
+
const code = (currency === undefined) ? undefined : currency['code'];
|
|
2285
|
+
const amount = this.safeString(item, 'amount');
|
|
2286
|
+
const timestamp = this.parse8601(this.safeString(item, 'created_at'));
|
|
2287
|
+
const after = this.safeString(item, 'balance');
|
|
2288
|
+
const before = Precise["default"].stringMax('0', Precise["default"].stringSub(after, amount));
|
|
2289
|
+
const status = 'ok';
|
|
2290
|
+
return {
|
|
2291
|
+
'info': item,
|
|
2292
|
+
'id': id,
|
|
2293
|
+
'direction': direction,
|
|
2294
|
+
'account': account,
|
|
2295
|
+
'referenceId': referenceId,
|
|
2296
|
+
'referenceAccount': referenceAccount,
|
|
2297
|
+
'type': type,
|
|
2298
|
+
'currency': code,
|
|
2299
|
+
'amount': this.parseNumber(amount),
|
|
2300
|
+
'before': this.parseNumber(before),
|
|
2301
|
+
'after': this.parseNumber(after),
|
|
2302
|
+
'status': status,
|
|
2303
|
+
'timestamp': timestamp,
|
|
2304
|
+
'datetime': this.iso8601(timestamp),
|
|
2305
|
+
'fee': undefined,
|
|
2306
|
+
};
|
|
2307
|
+
}
|
|
2308
|
+
async fetchDepositAddress(code, params = {}) {
|
|
2309
|
+
/**
|
|
2310
|
+
* @method
|
|
2311
|
+
* @name delta#fetchDepositAddress
|
|
2312
|
+
* @description fetch the deposit address for a currency associated with this account
|
|
2313
|
+
* @param {string} code unified currency code
|
|
2314
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
2315
|
+
* @param {string} [params.network] unified network code
|
|
2316
|
+
* @returns {object} an [address structure]{@link https://docs.ccxt.com/#/?id=address-structure}
|
|
2317
|
+
*/
|
|
2318
|
+
await this.loadMarkets();
|
|
2319
|
+
const currency = this.currency(code);
|
|
2320
|
+
const request = {
|
|
2321
|
+
'asset_symbol': currency['id'],
|
|
2322
|
+
};
|
|
2323
|
+
const networkCode = this.safeStringUpper(params, 'network');
|
|
2324
|
+
if (networkCode !== undefined) {
|
|
2325
|
+
request['network'] = this.networkCodeToId(networkCode, code);
|
|
2326
|
+
params = this.omit(params, 'network');
|
|
2327
|
+
}
|
|
2328
|
+
const response = await this.privateGetDepositsAddress(this.extend(request, params));
|
|
2329
|
+
//
|
|
2330
|
+
// {
|
|
2331
|
+
// "success": true,
|
|
2332
|
+
// "result": {
|
|
2333
|
+
// "id": 1915615,
|
|
2334
|
+
// "user_id": 27854758,
|
|
2335
|
+
// "address": "TXYB4GdKsXKEWbeSNPsmGZu4ZVCkhVh1Zz",
|
|
2336
|
+
// "memo": "",
|
|
2337
|
+
// "status": "active",
|
|
2338
|
+
// "updated_at": "2023-01-12T06:03:46.000Z",
|
|
2339
|
+
// "created_at": "2023-01-12T06:03:46.000Z",
|
|
2340
|
+
// "asset_symbol": "USDT",
|
|
2341
|
+
// "network": "TRC20(TRON)",
|
|
2342
|
+
// "custodian": "fireblocks"
|
|
2343
|
+
// }
|
|
2344
|
+
// }
|
|
2345
|
+
//
|
|
2346
|
+
const result = this.safeValue(response, 'result', {});
|
|
2347
|
+
return this.parseDepositAddress(result, currency);
|
|
2348
|
+
}
|
|
2349
|
+
parseDepositAddress(depositAddress, currency = undefined) {
|
|
2350
|
+
//
|
|
2351
|
+
// {
|
|
2352
|
+
// "id": 1915615,
|
|
2353
|
+
// "user_id": 27854758,
|
|
2354
|
+
// "address": "TXYB4GdKsXKEWbeSNPsmGZu4ZVCkhVh1Zz",
|
|
2355
|
+
// "memo": "",
|
|
2356
|
+
// "status": "active",
|
|
2357
|
+
// "updated_at": "2023-01-12T06:03:46.000Z",
|
|
2358
|
+
// "created_at": "2023-01-12T06:03:46.000Z",
|
|
2359
|
+
// "asset_symbol": "USDT",
|
|
2360
|
+
// "network": "TRC20(TRON)",
|
|
2361
|
+
// "custodian": "fireblocks"
|
|
2362
|
+
// }
|
|
2363
|
+
//
|
|
2364
|
+
const address = this.safeString(depositAddress, 'address');
|
|
2365
|
+
const marketId = this.safeString(depositAddress, 'asset_symbol');
|
|
2366
|
+
const networkId = this.safeString(depositAddress, 'network');
|
|
2367
|
+
this.checkAddress(address);
|
|
2368
|
+
return {
|
|
2369
|
+
'currency': this.safeCurrencyCode(marketId, currency),
|
|
2370
|
+
'address': address,
|
|
2371
|
+
'tag': this.safeString(depositAddress, 'memo'),
|
|
2372
|
+
'network': this.networkIdToCode(networkId),
|
|
2373
|
+
'info': depositAddress,
|
|
2374
|
+
};
|
|
2375
|
+
}
|
|
2376
|
+
async fetchFundingRate(symbol, params = {}) {
|
|
2377
|
+
/**
|
|
2378
|
+
* @method
|
|
2379
|
+
* @name delta#fetchFundingRate
|
|
2380
|
+
* @description fetch the current funding rate
|
|
2381
|
+
* @see https://docs.delta.exchange/#get-ticker-for-a-product-by-symbol
|
|
2382
|
+
* @param {string} symbol unified market symbol
|
|
2383
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
2384
|
+
* @returns {object} a [funding rate structure]{@link https://docs.ccxt.com/#/?id=funding-rate-structure}
|
|
2385
|
+
*/
|
|
2386
|
+
await this.loadMarkets();
|
|
2387
|
+
const market = this.market(symbol);
|
|
2388
|
+
if (!market['swap']) {
|
|
2389
|
+
throw new errors.BadSymbol(this.id + ' fetchFundingRate() supports swap contracts only');
|
|
2390
|
+
}
|
|
2391
|
+
const request = {
|
|
2392
|
+
'symbol': market['id'],
|
|
2393
|
+
};
|
|
2394
|
+
const response = await this.publicGetTickersSymbol(this.extend(request, params));
|
|
2395
|
+
//
|
|
2396
|
+
// {
|
|
2397
|
+
// "result": {
|
|
2398
|
+
// "close": 30600.5,
|
|
2399
|
+
// "contract_type": "perpetual_futures",
|
|
2400
|
+
// "funding_rate": "0.00602961",
|
|
2401
|
+
// "greeks": null,
|
|
2402
|
+
// "high": 30803.0,
|
|
2403
|
+
// "low": 30265.5,
|
|
2404
|
+
// "mark_basis": "-0.45601594",
|
|
2405
|
+
// "mark_price": "30600.10481568",
|
|
2406
|
+
// "oi": "469.9190",
|
|
2407
|
+
// "oi_change_usd_6h": "2226314.9900",
|
|
2408
|
+
// "oi_contracts": "469919",
|
|
2409
|
+
// "oi_value": "469.9190",
|
|
2410
|
+
// "oi_value_symbol": "BTC",
|
|
2411
|
+
// "oi_value_usd": "14385640.6802",
|
|
2412
|
+
// "open": 30458.5,
|
|
2413
|
+
// "price_band": {
|
|
2414
|
+
// "lower_limit": "29067.08312627",
|
|
2415
|
+
// "upper_limit": "32126.77608693"
|
|
2416
|
+
// },
|
|
2417
|
+
// "product_id": 139,
|
|
2418
|
+
// "quotes": {
|
|
2419
|
+
// "ask_iv": null,
|
|
2420
|
+
// "ask_size": "965",
|
|
2421
|
+
// "best_ask": "30600.5",
|
|
2422
|
+
// "best_bid": "30599.5",
|
|
2423
|
+
// "bid_iv": null,
|
|
2424
|
+
// "bid_size": "196",
|
|
2425
|
+
// "impact_mid_price": null,
|
|
2426
|
+
// "mark_iv": "-0.44931641"
|
|
2427
|
+
// },
|
|
2428
|
+
// "size": 1226303,
|
|
2429
|
+
// "spot_price": "30612.85362773",
|
|
2430
|
+
// "symbol": "BTCUSDT",
|
|
2431
|
+
// "timestamp": 1689136597460456,
|
|
2432
|
+
// "turnover": 37392218.45999999,
|
|
2433
|
+
// "turnover_symbol": "USDT",
|
|
2434
|
+
// "turnover_usd": 37392218.45999999,
|
|
2435
|
+
// "volume": 1226.3029999999485
|
|
2436
|
+
// },
|
|
2437
|
+
// "success": true
|
|
2438
|
+
// }
|
|
2439
|
+
//
|
|
2440
|
+
const result = this.safeValue(response, 'result', {});
|
|
2441
|
+
return this.parseFundingRate(result, market);
|
|
2442
|
+
}
|
|
2443
|
+
async fetchFundingRates(symbols = undefined, params = {}) {
|
|
2444
|
+
/**
|
|
2445
|
+
* @method
|
|
2446
|
+
* @name delta#fetchFundingRates
|
|
2447
|
+
* @description fetch the funding rate for multiple markets
|
|
2448
|
+
* @see https://docs.delta.exchange/#get-tickers-for-products
|
|
2449
|
+
* @param {string[]|undefined} symbols list of unified market symbols
|
|
2450
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
2451
|
+
* @returns {object} a dictionary of [funding rates structures]{@link https://docs.ccxt.com/#/?id=funding-rates-structure}, indexe by market symbols
|
|
2452
|
+
*/
|
|
2453
|
+
await this.loadMarkets();
|
|
2454
|
+
symbols = this.marketSymbols(symbols);
|
|
2455
|
+
const request = {
|
|
2456
|
+
'contract_types': 'perpetual_futures',
|
|
2457
|
+
};
|
|
2458
|
+
const response = await this.publicGetTickers(this.extend(request, params));
|
|
2459
|
+
//
|
|
2460
|
+
// {
|
|
2461
|
+
// "result": [
|
|
2462
|
+
// {
|
|
2463
|
+
// "close": 30600.5,
|
|
2464
|
+
// "contract_type": "perpetual_futures",
|
|
2465
|
+
// "funding_rate": "0.00602961",
|
|
2466
|
+
// "greeks": null,
|
|
2467
|
+
// "high": 30803.0,
|
|
2468
|
+
// "low": 30265.5,
|
|
2469
|
+
// "mark_basis": "-0.45601594",
|
|
2470
|
+
// "mark_price": "30600.10481568",
|
|
2471
|
+
// "oi": "469.9190",
|
|
2472
|
+
// "oi_change_usd_6h": "2226314.9900",
|
|
2473
|
+
// "oi_contracts": "469919",
|
|
2474
|
+
// "oi_value": "469.9190",
|
|
2475
|
+
// "oi_value_symbol": "BTC",
|
|
2476
|
+
// "oi_value_usd": "14385640.6802",
|
|
2477
|
+
// "open": 30458.5,
|
|
2478
|
+
// "price_band": {
|
|
2479
|
+
// "lower_limit": "29067.08312627",
|
|
2480
|
+
// "upper_limit": "32126.77608693"
|
|
2481
|
+
// },
|
|
2482
|
+
// "product_id": 139,
|
|
2483
|
+
// "quotes": {
|
|
2484
|
+
// "ask_iv": null,
|
|
2485
|
+
// "ask_size": "965",
|
|
2486
|
+
// "best_ask": "30600.5",
|
|
2487
|
+
// "best_bid": "30599.5",
|
|
2488
|
+
// "bid_iv": null,
|
|
2489
|
+
// "bid_size": "196",
|
|
2490
|
+
// "impact_mid_price": null,
|
|
2491
|
+
// "mark_iv": "-0.44931641"
|
|
2492
|
+
// },
|
|
2493
|
+
// "size": 1226303,
|
|
2494
|
+
// "spot_price": "30612.85362773",
|
|
2495
|
+
// "symbol": "BTCUSDT",
|
|
2496
|
+
// "timestamp": 1689136597460456,
|
|
2497
|
+
// "turnover": 37392218.45999999,
|
|
2498
|
+
// "turnover_symbol": "USDT",
|
|
2499
|
+
// "turnover_usd": 37392218.45999999,
|
|
2500
|
+
// "volume": 1226.3029999999485
|
|
2501
|
+
// },
|
|
2502
|
+
// ],
|
|
2503
|
+
// "success":true
|
|
2504
|
+
// }
|
|
2505
|
+
//
|
|
2506
|
+
const rates = this.safeValue(response, 'result', []);
|
|
2507
|
+
const result = this.parseFundingRates(rates);
|
|
2508
|
+
return this.filterByArray(result, 'symbol', symbols);
|
|
2509
|
+
}
|
|
2510
|
+
parseFundingRate(contract, market = undefined) {
|
|
2511
|
+
//
|
|
2512
|
+
// {
|
|
2513
|
+
// "close": 30600.5,
|
|
2514
|
+
// "contract_type": "perpetual_futures",
|
|
2515
|
+
// "funding_rate": "0.00602961",
|
|
2516
|
+
// "greeks": null,
|
|
2517
|
+
// "high": 30803.0,
|
|
2518
|
+
// "low": 30265.5,
|
|
2519
|
+
// "mark_basis": "-0.45601594",
|
|
2520
|
+
// "mark_price": "30600.10481568",
|
|
2521
|
+
// "oi": "469.9190",
|
|
2522
|
+
// "oi_change_usd_6h": "2226314.9900",
|
|
2523
|
+
// "oi_contracts": "469919",
|
|
2524
|
+
// "oi_value": "469.9190",
|
|
2525
|
+
// "oi_value_symbol": "BTC",
|
|
2526
|
+
// "oi_value_usd": "14385640.6802",
|
|
2527
|
+
// "open": 30458.5,
|
|
2528
|
+
// "price_band": {
|
|
2529
|
+
// "lower_limit": "29067.08312627",
|
|
2530
|
+
// "upper_limit": "32126.77608693"
|
|
2531
|
+
// },
|
|
2532
|
+
// "product_id": 139,
|
|
2533
|
+
// "quotes": {
|
|
2534
|
+
// "ask_iv": null,
|
|
2535
|
+
// "ask_size": "965",
|
|
2536
|
+
// "best_ask": "30600.5",
|
|
2537
|
+
// "best_bid": "30599.5",
|
|
2538
|
+
// "bid_iv": null,
|
|
2539
|
+
// "bid_size": "196",
|
|
2540
|
+
// "impact_mid_price": null,
|
|
2541
|
+
// "mark_iv": "-0.44931641"
|
|
2542
|
+
// },
|
|
2543
|
+
// "size": 1226303,
|
|
2544
|
+
// "spot_price": "30612.85362773",
|
|
2545
|
+
// "symbol": "BTCUSDT",
|
|
2546
|
+
// "timestamp": 1689136597460456,
|
|
2547
|
+
// "turnover": 37392218.45999999,
|
|
2548
|
+
// "turnover_symbol": "USDT",
|
|
2549
|
+
// "turnover_usd": 37392218.45999999,
|
|
2550
|
+
// "volume": 1226.3029999999485
|
|
2551
|
+
// }
|
|
2552
|
+
//
|
|
2553
|
+
const timestamp = this.safeIntegerProduct(contract, 'timestamp', 0.001);
|
|
2554
|
+
const marketId = this.safeString(contract, 'symbol');
|
|
2555
|
+
const fundingRateString = this.safeString(contract, 'funding_rate');
|
|
2556
|
+
const fundingRate = Precise["default"].stringDiv(fundingRateString, '100');
|
|
2557
|
+
return {
|
|
2558
|
+
'info': contract,
|
|
2559
|
+
'symbol': this.safeSymbol(marketId, market),
|
|
2560
|
+
'markPrice': this.safeNumber(contract, 'mark_price'),
|
|
2561
|
+
'indexPrice': this.safeNumber(contract, 'spot_price'),
|
|
2562
|
+
'interestRate': undefined,
|
|
2563
|
+
'estimatedSettlePrice': undefined,
|
|
2564
|
+
'timestamp': timestamp,
|
|
2565
|
+
'datetime': this.iso8601(timestamp),
|
|
2566
|
+
'fundingRate': this.parseNumber(fundingRate),
|
|
2567
|
+
'fundingTimestamp': undefined,
|
|
2568
|
+
'fundingDatetime': undefined,
|
|
2569
|
+
'nextFundingRate': undefined,
|
|
2570
|
+
'nextFundingTimestamp': undefined,
|
|
2571
|
+
'nextFundingDatetime': undefined,
|
|
2572
|
+
'previousFundingRate': undefined,
|
|
2573
|
+
'previousFundingTimestamp': undefined,
|
|
2574
|
+
'previousFundingDatetime': undefined,
|
|
2575
|
+
};
|
|
2576
|
+
}
|
|
2577
|
+
async addMargin(symbol, amount, params = {}) {
|
|
2578
|
+
/**
|
|
2579
|
+
* @method
|
|
2580
|
+
* @name delta#addMargin
|
|
2581
|
+
* @description add margin
|
|
2582
|
+
* @see https://docs.delta.exchange/#add-remove-position-margin
|
|
2583
|
+
* @param {string} symbol unified market symbol
|
|
2584
|
+
* @param {float} amount amount of margin to add
|
|
2585
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
2586
|
+
* @returns {object} a [margin structure]{@link https://docs.ccxt.com/#/?id=add-margin-structure}
|
|
2587
|
+
*/
|
|
2588
|
+
return await this.modifyMarginHelper(symbol, amount, 'add', params);
|
|
2589
|
+
}
|
|
2590
|
+
async reduceMargin(symbol, amount, params = {}) {
|
|
2591
|
+
/**
|
|
2592
|
+
* @method
|
|
2593
|
+
* @name delta#reduceMargin
|
|
2594
|
+
* @description remove margin from a position
|
|
2595
|
+
* @see https://docs.delta.exchange/#add-remove-position-margin
|
|
2596
|
+
* @param {string} symbol unified market symbol
|
|
2597
|
+
* @param {float} amount the amount of margin to remove
|
|
2598
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
2599
|
+
* @returns {object} a [margin structure]{@link https://docs.ccxt.com/#/?id=reduce-margin-structure}
|
|
2600
|
+
*/
|
|
2601
|
+
return await this.modifyMarginHelper(symbol, amount, 'reduce', params);
|
|
2602
|
+
}
|
|
2603
|
+
async modifyMarginHelper(symbol, amount, type, params = {}) {
|
|
2604
|
+
await this.loadMarkets();
|
|
2605
|
+
const market = this.market(symbol);
|
|
2606
|
+
amount = amount.toString();
|
|
2607
|
+
if (type === 'reduce') {
|
|
2608
|
+
amount = Precise["default"].stringMul(amount, '-1');
|
|
2609
|
+
}
|
|
2610
|
+
const request = {
|
|
2611
|
+
'product_id': market['numericId'],
|
|
2612
|
+
'delta_margin': amount,
|
|
2613
|
+
};
|
|
2614
|
+
const response = await this.privatePostPositionsChangeMargin(this.extend(request, params));
|
|
2615
|
+
//
|
|
2616
|
+
// {
|
|
2617
|
+
// "result": {
|
|
2618
|
+
// "auto_topup": false,
|
|
2619
|
+
// "bankruptcy_price": "24934.12",
|
|
2620
|
+
// "commission": "0.01197072",
|
|
2621
|
+
// "created_at": "2023-07-20T03:49:09.159401Z",
|
|
2622
|
+
// "entry_price": "29926.8",
|
|
2623
|
+
// "liquidation_price": "25083.754",
|
|
2624
|
+
// "margin": "4.99268",
|
|
2625
|
+
// "margin_mode": "isolated",
|
|
2626
|
+
// "product_id": 84,
|
|
2627
|
+
// "product_symbol": "BTCUSDT",
|
|
2628
|
+
// "realized_cashflow": "0",
|
|
2629
|
+
// "realized_funding": "0",
|
|
2630
|
+
// "realized_pnl": "0",
|
|
2631
|
+
// "size": 1,
|
|
2632
|
+
// "updated_at": "2023-07-20T03:49:09.159401Z",
|
|
2633
|
+
// "user_id": 30084879
|
|
2634
|
+
// },
|
|
2635
|
+
// "success": true
|
|
2636
|
+
// }
|
|
2637
|
+
//
|
|
2638
|
+
const result = this.safeValue(response, 'result', {});
|
|
2639
|
+
return this.parseMarginModification(result, market);
|
|
2640
|
+
}
|
|
2641
|
+
parseMarginModification(data, market = undefined) {
|
|
2642
|
+
//
|
|
2643
|
+
// {
|
|
2644
|
+
// "auto_topup": false,
|
|
2645
|
+
// "bankruptcy_price": "24934.12",
|
|
2646
|
+
// "commission": "0.01197072",
|
|
2647
|
+
// "created_at": "2023-07-20T03:49:09.159401Z",
|
|
2648
|
+
// "entry_price": "29926.8",
|
|
2649
|
+
// "liquidation_price": "25083.754",
|
|
2650
|
+
// "margin": "4.99268",
|
|
2651
|
+
// "margin_mode": "isolated",
|
|
2652
|
+
// "product_id": 84,
|
|
2653
|
+
// "product_symbol": "BTCUSDT",
|
|
2654
|
+
// "realized_cashflow": "0",
|
|
2655
|
+
// "realized_funding": "0",
|
|
2656
|
+
// "realized_pnl": "0",
|
|
2657
|
+
// "size": 1,
|
|
2658
|
+
// "updated_at": "2023-07-20T03:49:09.159401Z",
|
|
2659
|
+
// "user_id": 30084879
|
|
2660
|
+
// }
|
|
2661
|
+
//
|
|
2662
|
+
const marketId = this.safeString(data, 'product_symbol');
|
|
2663
|
+
market = this.safeMarket(marketId, market);
|
|
2664
|
+
return {
|
|
2665
|
+
'info': data,
|
|
2666
|
+
'type': undefined,
|
|
2667
|
+
'amount': undefined,
|
|
2668
|
+
'total': this.safeNumber(data, 'margin'),
|
|
2669
|
+
'code': undefined,
|
|
2670
|
+
'symbol': market['symbol'],
|
|
2671
|
+
'status': undefined,
|
|
2672
|
+
};
|
|
2673
|
+
}
|
|
2674
|
+
async fetchOpenInterest(symbol, params = {}) {
|
|
2675
|
+
/**
|
|
2676
|
+
* @method
|
|
2677
|
+
* @name delta#fetchOpenInterest
|
|
2678
|
+
* @description retrieves the open interest of a derivative market
|
|
2679
|
+
* @see https://docs.delta.exchange/#get-ticker-for-a-product-by-symbol
|
|
2680
|
+
* @param {string} symbol unified market symbol
|
|
2681
|
+
* @param {object} [params] exchange specific parameters
|
|
2682
|
+
* @returns {object} an open interest structure{@link https://docs.ccxt.com/#/?id=open-interest-structure}
|
|
2683
|
+
*/
|
|
2684
|
+
await this.loadMarkets();
|
|
2685
|
+
const market = this.market(symbol);
|
|
2686
|
+
if (!market['contract']) {
|
|
2687
|
+
throw new errors.BadRequest(this.id + ' fetchOpenInterest() supports contract markets only');
|
|
2688
|
+
}
|
|
2689
|
+
const request = {
|
|
2690
|
+
'symbol': market['id'],
|
|
2691
|
+
};
|
|
2692
|
+
const response = await this.publicGetTickersSymbol(this.extend(request, params));
|
|
2693
|
+
//
|
|
2694
|
+
// {
|
|
2695
|
+
// "result": {
|
|
2696
|
+
// "close": 894.0,
|
|
2697
|
+
// "contract_type": "call_options",
|
|
2698
|
+
// "greeks": {
|
|
2699
|
+
// "delta": "0.67324861",
|
|
2700
|
+
// "gamma": "0.00022178",
|
|
2701
|
+
// "rho": "4.34638266",
|
|
2702
|
+
// "spot": "30178.53195697",
|
|
2703
|
+
// "theta": "-35.64972577",
|
|
2704
|
+
// "vega": "16.34381277"
|
|
2705
|
+
// },
|
|
2706
|
+
// "high": 946.0,
|
|
2707
|
+
// "low": 893.0,
|
|
2708
|
+
// "mark_price": "1037.07582681",
|
|
2709
|
+
// "mark_vol": "0.35899491",
|
|
2710
|
+
// "oi": "0.0910",
|
|
2711
|
+
// "oi_change_usd_6h": "-90.5500",
|
|
2712
|
+
// "oi_contracts": "91",
|
|
2713
|
+
// "oi_value": "0.0910",
|
|
2714
|
+
// "oi_value_symbol": "BTC",
|
|
2715
|
+
// "oi_value_usd": "2746.3549",
|
|
2716
|
+
// "open": 946.0,
|
|
2717
|
+
// "price_band": {
|
|
2718
|
+
// "lower_limit": "133.37794509",
|
|
2719
|
+
// "upper_limit": "5663.66930164"
|
|
2720
|
+
// },
|
|
2721
|
+
// "product_id": 116171,
|
|
2722
|
+
// "quotes": {
|
|
2723
|
+
// "ask_iv": "0.36932389",
|
|
2724
|
+
// "ask_size": "1321",
|
|
2725
|
+
// "best_ask": "1054",
|
|
2726
|
+
// "best_bid": "1020",
|
|
2727
|
+
// "bid_iv": "0.34851914",
|
|
2728
|
+
// "bid_size": "2202",
|
|
2729
|
+
// "impact_mid_price": null,
|
|
2730
|
+
// "mark_iv": "0.35896335"
|
|
2731
|
+
// },
|
|
2732
|
+
// "size": 152,
|
|
2733
|
+
// "spot_price": "30178.53195697",
|
|
2734
|
+
// "strike_price": "29500",
|
|
2735
|
+
// "symbol": "C-BTC-29500-280723",
|
|
2736
|
+
// "timestamp": 1689834695286094,
|
|
2737
|
+
// "turnover": 4546.601744940001,
|
|
2738
|
+
// "turnover_symbol": "USDT",
|
|
2739
|
+
// "turnover_usd": 4546.601744940001,
|
|
2740
|
+
// "volume": 0.15200000000000002
|
|
2741
|
+
// },
|
|
2742
|
+
// "success": true
|
|
2743
|
+
// }
|
|
2744
|
+
//
|
|
2745
|
+
const result = this.safeValue(response, 'result', {});
|
|
2746
|
+
return this.parseOpenInterest(result, market);
|
|
2747
|
+
}
|
|
2748
|
+
parseOpenInterest(interest, market = undefined) {
|
|
2749
|
+
//
|
|
2750
|
+
// {
|
|
2751
|
+
// "close": 894.0,
|
|
2752
|
+
// "contract_type": "call_options",
|
|
2753
|
+
// "greeks": {
|
|
2754
|
+
// "delta": "0.67324861",
|
|
2755
|
+
// "gamma": "0.00022178",
|
|
2756
|
+
// "rho": "4.34638266",
|
|
2757
|
+
// "spot": "30178.53195697",
|
|
2758
|
+
// "theta": "-35.64972577",
|
|
2759
|
+
// "vega": "16.34381277"
|
|
2760
|
+
// },
|
|
2761
|
+
// "high": 946.0,
|
|
2762
|
+
// "low": 893.0,
|
|
2763
|
+
// "mark_price": "1037.07582681",
|
|
2764
|
+
// "mark_vol": "0.35899491",
|
|
2765
|
+
// "oi": "0.0910",
|
|
2766
|
+
// "oi_change_usd_6h": "-90.5500",
|
|
2767
|
+
// "oi_contracts": "91",
|
|
2768
|
+
// "oi_value": "0.0910",
|
|
2769
|
+
// "oi_value_symbol": "BTC",
|
|
2770
|
+
// "oi_value_usd": "2746.3549",
|
|
2771
|
+
// "open": 946.0,
|
|
2772
|
+
// "price_band": {
|
|
2773
|
+
// "lower_limit": "133.37794509",
|
|
2774
|
+
// "upper_limit": "5663.66930164"
|
|
2775
|
+
// },
|
|
2776
|
+
// "product_id": 116171,
|
|
2777
|
+
// "quotes": {
|
|
2778
|
+
// "ask_iv": "0.36932389",
|
|
2779
|
+
// "ask_size": "1321",
|
|
2780
|
+
// "best_ask": "1054",
|
|
2781
|
+
// "best_bid": "1020",
|
|
2782
|
+
// "bid_iv": "0.34851914",
|
|
2783
|
+
// "bid_size": "2202",
|
|
2784
|
+
// "impact_mid_price": null,
|
|
2785
|
+
// "mark_iv": "0.35896335"
|
|
2786
|
+
// },
|
|
2787
|
+
// "size": 152,
|
|
2788
|
+
// "spot_price": "30178.53195697",
|
|
2789
|
+
// "strike_price": "29500",
|
|
2790
|
+
// "symbol": "C-BTC-29500-280723",
|
|
2791
|
+
// "timestamp": 1689834695286094,
|
|
2792
|
+
// "turnover": 4546.601744940001,
|
|
2793
|
+
// "turnover_symbol": "USDT",
|
|
2794
|
+
// "turnover_usd": 4546.601744940001,
|
|
2795
|
+
// "volume": 0.15200000000000002
|
|
2796
|
+
// }
|
|
2797
|
+
//
|
|
2798
|
+
const timestamp = this.safeIntegerProduct(interest, 'timestamp', 0.001);
|
|
2799
|
+
const marketId = this.safeString(interest, 'symbol');
|
|
2800
|
+
return this.safeOpenInterest({
|
|
2801
|
+
'symbol': this.safeSymbol(marketId, market),
|
|
2802
|
+
'baseVolume': this.safeNumber(interest, 'oi_value'),
|
|
2803
|
+
'quoteVolume': this.safeNumber(interest, 'oi_value_usd'),
|
|
2804
|
+
'openInterestAmount': this.safeNumber(interest, 'oi_contracts'),
|
|
2805
|
+
'openInterestValue': this.safeNumber(interest, 'oi'),
|
|
2806
|
+
'timestamp': timestamp,
|
|
2807
|
+
'datetime': this.iso8601(timestamp),
|
|
2808
|
+
'info': interest,
|
|
2809
|
+
}, market);
|
|
2810
|
+
}
|
|
2811
|
+
async fetchLeverage(symbol, params = {}) {
|
|
2812
|
+
/**
|
|
2813
|
+
* @method
|
|
2814
|
+
* @name delta#fetchLeverage
|
|
2815
|
+
* @description fetch the set leverage for a market
|
|
2816
|
+
* @see https://docs.delta.exchange/#get-order-leverage
|
|
2817
|
+
* @param {string} symbol unified market symbol
|
|
2818
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
2819
|
+
* @returns {object} a [leverage structure]{@link https://docs.ccxt.com/#/?id=leverage-structure}
|
|
2820
|
+
*/
|
|
2821
|
+
await this.loadMarkets();
|
|
2822
|
+
const market = this.market(symbol);
|
|
2823
|
+
const request = {
|
|
2824
|
+
'product_id': market['numericId'],
|
|
2825
|
+
};
|
|
2826
|
+
//
|
|
2827
|
+
// {
|
|
2828
|
+
// "result": {
|
|
2829
|
+
// "index_symbol": null,
|
|
2830
|
+
// "leverage": "10",
|
|
2831
|
+
// "margin_mode": "isolated",
|
|
2832
|
+
// "order_margin": "0",
|
|
2833
|
+
// "product_id": 84,
|
|
2834
|
+
// "user_id": 30084879
|
|
2835
|
+
// },
|
|
2836
|
+
// "success": true
|
|
2837
|
+
// }
|
|
2838
|
+
//
|
|
2839
|
+
return await this.privateGetProductsProductIdOrdersLeverage(this.extend(request, params));
|
|
2840
|
+
}
|
|
2841
|
+
async setLeverage(leverage, symbol = undefined, params = {}) {
|
|
2842
|
+
/**
|
|
2843
|
+
* @method
|
|
2844
|
+
* @name delta#setLeverage
|
|
2845
|
+
* @description set the level of leverage for a market
|
|
2846
|
+
* @see https://docs.delta.exchange/#change-order-leverage
|
|
2847
|
+
* @param {float} leverage the rate of leverage
|
|
2848
|
+
* @param {string} symbol unified market symbol
|
|
2849
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
2850
|
+
* @returns {object} response from the exchange
|
|
2851
|
+
*/
|
|
2852
|
+
if (symbol === undefined) {
|
|
2853
|
+
throw new errors.ArgumentsRequired(this.id + ' setLeverage() requires a symbol argument');
|
|
2854
|
+
}
|
|
2855
|
+
await this.loadMarkets();
|
|
2856
|
+
const market = this.market(symbol);
|
|
2857
|
+
const request = {
|
|
2858
|
+
'product_id': market['numericId'],
|
|
2859
|
+
'leverage': leverage,
|
|
2860
|
+
};
|
|
2861
|
+
//
|
|
2862
|
+
// {
|
|
2863
|
+
// "result": {
|
|
2864
|
+
// "leverage": "20",
|
|
2865
|
+
// "margin_mode": "isolated",
|
|
2866
|
+
// "order_margin": "0",
|
|
2867
|
+
// "product_id": 84
|
|
2868
|
+
// },
|
|
2869
|
+
// "success": true
|
|
2870
|
+
// }
|
|
2871
|
+
//
|
|
2872
|
+
return await this.privatePostProductsProductIdOrdersLeverage(this.extend(request, params));
|
|
2873
|
+
}
|
|
2874
|
+
async fetchSettlementHistory(symbol = undefined, since = undefined, limit = undefined, params = {}) {
|
|
2875
|
+
/**
|
|
2876
|
+
* @method
|
|
2877
|
+
* @name delta#fetchSettlementHistory
|
|
2878
|
+
* @description fetches historical settlement records
|
|
2879
|
+
* @see https://docs.delta.exchange/#get-product-settlement-prices
|
|
2880
|
+
* @param {string} symbol unified market symbol of the settlement history
|
|
2881
|
+
* @param {int} [since] timestamp in ms
|
|
2882
|
+
* @param {int} [limit] number of records
|
|
2883
|
+
* @param {object} [params] exchange specific params
|
|
2884
|
+
* @returns {object[]} a list of [settlement history objects]{@link https://docs.ccxt.com/#/?id=settlement-history-structure}
|
|
2885
|
+
*/
|
|
2886
|
+
await this.loadMarkets();
|
|
2887
|
+
let market = undefined;
|
|
2888
|
+
if (symbol !== undefined) {
|
|
2889
|
+
market = this.market(symbol);
|
|
2890
|
+
}
|
|
2891
|
+
const request = {
|
|
2892
|
+
'states': 'expired',
|
|
2893
|
+
};
|
|
2894
|
+
if (limit !== undefined) {
|
|
2895
|
+
request['page_size'] = limit;
|
|
2896
|
+
}
|
|
2897
|
+
const response = await this.publicGetProducts(this.extend(request, params));
|
|
2898
|
+
//
|
|
2899
|
+
// {
|
|
2900
|
+
// "result": [
|
|
2901
|
+
// {
|
|
2902
|
+
// "contract_value": "0.001",
|
|
2903
|
+
// "basis_factor_max_limit": "10.95",
|
|
2904
|
+
// "maker_commission_rate": "0.0003",
|
|
2905
|
+
// "launch_time": "2023-07-19T04:30:03Z",
|
|
2906
|
+
// "trading_status": "operational",
|
|
2907
|
+
// "product_specs": {
|
|
2908
|
+
// "backup_vol_expiry_time": 31536000,
|
|
2909
|
+
// "max_deviation_from_external_vol": 0.75,
|
|
2910
|
+
// "max_lower_deviation_from_external_vol": 0.75,
|
|
2911
|
+
// "max_upper_deviation_from_external_vol": 0.5,
|
|
2912
|
+
// "max_volatility": 3,
|
|
2913
|
+
// "min_volatility": 0.1,
|
|
2914
|
+
// "premium_commission_rate": 0.1,
|
|
2915
|
+
// "settlement_index_price": "29993.536675710806",
|
|
2916
|
+
// "vol_calculation_method": "orderbook",
|
|
2917
|
+
// "vol_expiry_time": 31536000
|
|
2918
|
+
// },
|
|
2919
|
+
// "description": "BTC call option expiring on 19-7-2023",
|
|
2920
|
+
// "settlement_price": "0",
|
|
2921
|
+
// "disruption_reason": null,
|
|
2922
|
+
// "settling_asset": {},
|
|
2923
|
+
// "initial_margin": "1",
|
|
2924
|
+
// "tick_size": "0.1",
|
|
2925
|
+
// "maintenance_margin": "0.5",
|
|
2926
|
+
// "id": 117542,
|
|
2927
|
+
// "notional_type": "vanilla",
|
|
2928
|
+
// "ui_config": {},
|
|
2929
|
+
// "contract_unit_currency": "BTC",
|
|
2930
|
+
// "symbol": "C-BTC-30900-190723",
|
|
2931
|
+
// "insurance_fund_margin_contribution": "1",
|
|
2932
|
+
// "price_band": "2",
|
|
2933
|
+
// "annualized_funding": "10.95",
|
|
2934
|
+
// "impact_size": 200,
|
|
2935
|
+
// "contract_type": "call_options",
|
|
2936
|
+
// "position_size_limit": 255633,
|
|
2937
|
+
// "max_leverage_notional": "200000",
|
|
2938
|
+
// "initial_margin_scaling_factor": "0.000002",
|
|
2939
|
+
// "strike_price": "30900",
|
|
2940
|
+
// "is_quanto": false,
|
|
2941
|
+
// "settlement_time": "2023-07-19T12:00:00Z",
|
|
2942
|
+
// "liquidation_penalty_factor": "0.5",
|
|
2943
|
+
// "funding_method": "mark_price",
|
|
2944
|
+
// "taker_commission_rate": "0.0003",
|
|
2945
|
+
// "default_leverage": "100.000000000000000000",
|
|
2946
|
+
// "state": "expired",
|
|
2947
|
+
// "auction_start_time": null,
|
|
2948
|
+
// "short_description": "BTC Call",
|
|
2949
|
+
// "quoting_asset": {},
|
|
2950
|
+
// "maintenance_margin_scaling_factor":"0.000002"
|
|
2951
|
+
// }
|
|
2952
|
+
// ],
|
|
2953
|
+
// "success": true
|
|
2954
|
+
// }
|
|
2955
|
+
//
|
|
2956
|
+
const result = this.safeValue(response, 'result', []);
|
|
2957
|
+
const settlements = this.parseSettlements(result, market);
|
|
2958
|
+
const sorted = this.sortBy(settlements, 'timestamp');
|
|
2959
|
+
return this.filterBySymbolSinceLimit(sorted, market['symbol'], since, limit);
|
|
2960
|
+
}
|
|
2961
|
+
parseSettlement(settlement, market) {
|
|
2962
|
+
//
|
|
2963
|
+
// {
|
|
2964
|
+
// "contract_value": "0.001",
|
|
2965
|
+
// "basis_factor_max_limit": "10.95",
|
|
2966
|
+
// "maker_commission_rate": "0.0003",
|
|
2967
|
+
// "launch_time": "2023-07-19T04:30:03Z",
|
|
2968
|
+
// "trading_status": "operational",
|
|
2969
|
+
// "product_specs": {
|
|
2970
|
+
// "backup_vol_expiry_time": 31536000,
|
|
2971
|
+
// "max_deviation_from_external_vol": 0.75,
|
|
2972
|
+
// "max_lower_deviation_from_external_vol": 0.75,
|
|
2973
|
+
// "max_upper_deviation_from_external_vol": 0.5,
|
|
2974
|
+
// "max_volatility": 3,
|
|
2975
|
+
// "min_volatility": 0.1,
|
|
2976
|
+
// "premium_commission_rate": 0.1,
|
|
2977
|
+
// "settlement_index_price": "29993.536675710806",
|
|
2978
|
+
// "vol_calculation_method": "orderbook",
|
|
2979
|
+
// "vol_expiry_time": 31536000
|
|
2980
|
+
// },
|
|
2981
|
+
// "description": "BTC call option expiring on 19-7-2023",
|
|
2982
|
+
// "settlement_price": "0",
|
|
2983
|
+
// "disruption_reason": null,
|
|
2984
|
+
// "settling_asset": {},
|
|
2985
|
+
// "initial_margin": "1",
|
|
2986
|
+
// "tick_size": "0.1",
|
|
2987
|
+
// "maintenance_margin": "0.5",
|
|
2988
|
+
// "id": 117542,
|
|
2989
|
+
// "notional_type": "vanilla",
|
|
2990
|
+
// "ui_config": {},
|
|
2991
|
+
// "contract_unit_currency": "BTC",
|
|
2992
|
+
// "symbol": "C-BTC-30900-190723",
|
|
2993
|
+
// "insurance_fund_margin_contribution": "1",
|
|
2994
|
+
// "price_band": "2",
|
|
2995
|
+
// "annualized_funding": "10.95",
|
|
2996
|
+
// "impact_size": 200,
|
|
2997
|
+
// "contract_type": "call_options",
|
|
2998
|
+
// "position_size_limit": 255633,
|
|
2999
|
+
// "max_leverage_notional": "200000",
|
|
3000
|
+
// "initial_margin_scaling_factor": "0.000002",
|
|
3001
|
+
// "strike_price": "30900",
|
|
3002
|
+
// "is_quanto": false,
|
|
3003
|
+
// "settlement_time": "2023-07-19T12:00:00Z",
|
|
3004
|
+
// "liquidation_penalty_factor": "0.5",
|
|
3005
|
+
// "funding_method": "mark_price",
|
|
3006
|
+
// "taker_commission_rate": "0.0003",
|
|
3007
|
+
// "default_leverage": "100.000000000000000000",
|
|
3008
|
+
// "state": "expired",
|
|
3009
|
+
// "auction_start_time": null,
|
|
3010
|
+
// "short_description": "BTC Call",
|
|
3011
|
+
// "quoting_asset": {},
|
|
3012
|
+
// "maintenance_margin_scaling_factor":"0.000002"
|
|
3013
|
+
// }
|
|
3014
|
+
//
|
|
3015
|
+
const datetime = this.safeString(settlement, 'settlement_time');
|
|
3016
|
+
const marketId = this.safeString(settlement, 'symbol');
|
|
3017
|
+
return {
|
|
3018
|
+
'info': settlement,
|
|
3019
|
+
'symbol': this.safeSymbol(marketId, market),
|
|
3020
|
+
'price': this.safeNumber(settlement, 'settlement_price'),
|
|
3021
|
+
'timestamp': this.parse8601(datetime),
|
|
3022
|
+
'datetime': datetime,
|
|
3023
|
+
};
|
|
3024
|
+
}
|
|
3025
|
+
parseSettlements(settlements, market) {
|
|
3026
|
+
const result = [];
|
|
3027
|
+
for (let i = 0; i < settlements.length; i++) {
|
|
3028
|
+
result.push(this.parseSettlement(settlements[i], market));
|
|
3029
|
+
}
|
|
3030
|
+
return result;
|
|
3031
|
+
}
|
|
3032
|
+
async fetchGreeks(symbol, params = {}) {
|
|
3033
|
+
/**
|
|
3034
|
+
* @method
|
|
3035
|
+
* @name delta#fetchGreeks
|
|
3036
|
+
* @description fetches an option contracts greeks, financial metrics used to measure the factors that affect the price of an options contract
|
|
3037
|
+
* @see https://docs.delta.exchange/#get-ticker-for-a-product-by-symbol
|
|
3038
|
+
* @param {string} symbol unified symbol of the market to fetch greeks for
|
|
3039
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
3040
|
+
* @returns {object} a [greeks structure]{@link https://docs.ccxt.com/#/?id=greeks-structure}
|
|
3041
|
+
*/
|
|
3042
|
+
await this.loadMarkets();
|
|
3043
|
+
const market = this.market(symbol);
|
|
3044
|
+
const request = {
|
|
3045
|
+
'symbol': market['id'],
|
|
3046
|
+
};
|
|
3047
|
+
const response = await this.publicGetTickersSymbol(this.extend(request, params));
|
|
3048
|
+
//
|
|
3049
|
+
// {
|
|
3050
|
+
// "result": {
|
|
3051
|
+
// "close": 6793.0,
|
|
3052
|
+
// "contract_type": "call_options",
|
|
3053
|
+
// "greeks": {
|
|
3054
|
+
// "delta": "0.94739174",
|
|
3055
|
+
// "gamma": "0.00002206",
|
|
3056
|
+
// "rho": "11.00890725",
|
|
3057
|
+
// "spot": "36839.58124652",
|
|
3058
|
+
// "theta": "-18.18365310",
|
|
3059
|
+
// "vega": "7.85209698"
|
|
3060
|
+
// },
|
|
3061
|
+
// "high": 7556.0,
|
|
3062
|
+
// "low": 6793.0,
|
|
3063
|
+
// "mark_price": "6955.70698909",
|
|
3064
|
+
// "mark_vol": "0.66916863",
|
|
3065
|
+
// "oi": "1.8980",
|
|
3066
|
+
// "oi_change_usd_6h": "110.4600",
|
|
3067
|
+
// "oi_contracts": "1898",
|
|
3068
|
+
// "oi_value": "1.8980",
|
|
3069
|
+
// "oi_value_symbol": "BTC",
|
|
3070
|
+
// "oi_value_usd": "69940.7319",
|
|
3071
|
+
// "open": 7.2e3,
|
|
3072
|
+
// "price_band": {
|
|
3073
|
+
// "lower_limit": "5533.89814767",
|
|
3074
|
+
// "upper_limit": "11691.37688371"
|
|
3075
|
+
// },
|
|
3076
|
+
// "product_id": 129508,
|
|
3077
|
+
// "quotes": {
|
|
3078
|
+
// "ask_iv": "0.90180438",
|
|
3079
|
+
// "ask_size": "1898",
|
|
3080
|
+
// "best_ask": "7210",
|
|
3081
|
+
// "best_bid": "6913",
|
|
3082
|
+
// "bid_iv": "0.60881706",
|
|
3083
|
+
// "bid_size": "3163",
|
|
3084
|
+
// "impact_mid_price": null,
|
|
3085
|
+
// "mark_iv": "0.66973549"
|
|
3086
|
+
// },
|
|
3087
|
+
// "size": 5,
|
|
3088
|
+
// "spot_price": "36839.58153868",
|
|
3089
|
+
// "strike_price": "30000",
|
|
3090
|
+
// "symbol": "C-BTC-30000-241123",
|
|
3091
|
+
// "timestamp": 1699584998504530,
|
|
3092
|
+
// "turnover": 184.41206804,
|
|
3093
|
+
// "turnover_symbol": "USDT",
|
|
3094
|
+
// "turnover_usd": 184.41206804,
|
|
3095
|
+
// "volume": 0.005
|
|
3096
|
+
// },
|
|
3097
|
+
// "success": true
|
|
3098
|
+
// }
|
|
3099
|
+
//
|
|
3100
|
+
const result = this.safeValue(response, 'result', {});
|
|
3101
|
+
return this.parseGreeks(result, market);
|
|
3102
|
+
}
|
|
3103
|
+
parseGreeks(greeks, market = undefined) {
|
|
3104
|
+
//
|
|
3105
|
+
// {
|
|
3106
|
+
// "close": 6793.0,
|
|
3107
|
+
// "contract_type": "call_options",
|
|
3108
|
+
// "greeks": {
|
|
3109
|
+
// "delta": "0.94739174",
|
|
3110
|
+
// "gamma": "0.00002206",
|
|
3111
|
+
// "rho": "11.00890725",
|
|
3112
|
+
// "spot": "36839.58124652",
|
|
3113
|
+
// "theta": "-18.18365310",
|
|
3114
|
+
// "vega": "7.85209698"
|
|
3115
|
+
// },
|
|
3116
|
+
// "high": 7556.0,
|
|
3117
|
+
// "low": 6793.0,
|
|
3118
|
+
// "mark_price": "6955.70698909",
|
|
3119
|
+
// "mark_vol": "0.66916863",
|
|
3120
|
+
// "oi": "1.8980",
|
|
3121
|
+
// "oi_change_usd_6h": "110.4600",
|
|
3122
|
+
// "oi_contracts": "1898",
|
|
3123
|
+
// "oi_value": "1.8980",
|
|
3124
|
+
// "oi_value_symbol": "BTC",
|
|
3125
|
+
// "oi_value_usd": "69940.7319",
|
|
3126
|
+
// "open": 7.2e3,
|
|
3127
|
+
// "price_band": {
|
|
3128
|
+
// "lower_limit": "5533.89814767",
|
|
3129
|
+
// "upper_limit": "11691.37688371"
|
|
3130
|
+
// },
|
|
3131
|
+
// "product_id": 129508,
|
|
3132
|
+
// "quotes": {
|
|
3133
|
+
// "ask_iv": "0.90180438",
|
|
3134
|
+
// "ask_size": "1898",
|
|
3135
|
+
// "best_ask": "7210",
|
|
3136
|
+
// "best_bid": "6913",
|
|
3137
|
+
// "bid_iv": "0.60881706",
|
|
3138
|
+
// "bid_size": "3163",
|
|
3139
|
+
// "impact_mid_price": null,
|
|
3140
|
+
// "mark_iv": "0.66973549"
|
|
3141
|
+
// },
|
|
3142
|
+
// "size": 5,
|
|
3143
|
+
// "spot_price": "36839.58153868",
|
|
3144
|
+
// "strike_price": "30000",
|
|
3145
|
+
// "symbol": "C-BTC-30000-241123",
|
|
3146
|
+
// "timestamp": 1699584998504530,
|
|
3147
|
+
// "turnover": 184.41206804,
|
|
3148
|
+
// "turnover_symbol": "USDT",
|
|
3149
|
+
// "turnover_usd": 184.41206804,
|
|
3150
|
+
// "volume": 0.005
|
|
3151
|
+
// }
|
|
3152
|
+
//
|
|
3153
|
+
const timestamp = this.safeIntegerProduct(greeks, 'timestamp', 0.001);
|
|
3154
|
+
const marketId = this.safeString(greeks, 'symbol');
|
|
3155
|
+
const symbol = this.safeSymbol(marketId, market);
|
|
3156
|
+
const stats = this.safeValue(greeks, 'greeks', {});
|
|
3157
|
+
const quotes = this.safeValue(greeks, 'quotes', {});
|
|
3158
|
+
return {
|
|
3159
|
+
'symbol': symbol,
|
|
3160
|
+
'timestamp': timestamp,
|
|
3161
|
+
'datetime': this.iso8601(timestamp),
|
|
3162
|
+
'delta': this.safeNumber(stats, 'delta'),
|
|
3163
|
+
'gamma': this.safeNumber(stats, 'gamma'),
|
|
3164
|
+
'theta': this.safeNumber(stats, 'theta'),
|
|
3165
|
+
'vega': this.safeNumber(stats, 'vega'),
|
|
3166
|
+
'rho': this.safeNumber(stats, 'rho'),
|
|
3167
|
+
'bidSize': this.safeNumber(quotes, 'bid_size'),
|
|
3168
|
+
'askSize': this.safeNumber(quotes, 'ask_size'),
|
|
3169
|
+
'bidImpliedVolatility': this.safeNumber(quotes, 'bid_iv'),
|
|
3170
|
+
'askImpliedVolatility': this.safeNumber(quotes, 'ask_iv'),
|
|
3171
|
+
'markImpliedVolatility': this.safeNumber(quotes, 'mark_iv'),
|
|
3172
|
+
'bidPrice': this.safeNumber(quotes, 'best_bid'),
|
|
3173
|
+
'askPrice': this.safeNumber(quotes, 'best_ask'),
|
|
3174
|
+
'markPrice': this.safeNumber(greeks, 'mark_price'),
|
|
3175
|
+
'lastPrice': undefined,
|
|
3176
|
+
'underlyingPrice': this.safeNumber(greeks, 'spot_price'),
|
|
3177
|
+
'info': greeks,
|
|
3178
|
+
};
|
|
3179
|
+
}
|
|
3180
|
+
async closeAllPositions(params = {}) {
|
|
3181
|
+
/**
|
|
3182
|
+
* @method
|
|
3183
|
+
* @name delta#closeAllPositions
|
|
3184
|
+
* @description closes all open positions for a market type
|
|
3185
|
+
* @see https://docs.delta.exchange/#close-all-positions
|
|
3186
|
+
* @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
3187
|
+
* @param {int} [params.user_id] the users id
|
|
3188
|
+
* @returns {object[]} A list of [position structures]{@link https://docs.ccxt.com/#/?id=position-structure}
|
|
3189
|
+
*/
|
|
3190
|
+
await this.loadMarkets();
|
|
3191
|
+
const request = {
|
|
3192
|
+
'close_all_portfolio': true,
|
|
3193
|
+
'close_all_isolated': true,
|
|
3194
|
+
// 'user_id': 12345,
|
|
3195
|
+
};
|
|
3196
|
+
const response = await this.privatePostPositionsCloseAll(this.extend(request, params));
|
|
3197
|
+
//
|
|
3198
|
+
// {"result":{},"success":true}
|
|
3199
|
+
//
|
|
3200
|
+
const position = this.parsePosition(this.safeValue(response, 'result', {}));
|
|
3201
|
+
return [position];
|
|
3202
|
+
}
|
|
3203
|
+
sign(path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
|
|
3204
|
+
const requestPath = '/' + this.version + '/' + this.implodeParams(path, params);
|
|
3205
|
+
let url = this.urls['api'][api] + requestPath;
|
|
3206
|
+
const query = this.omit(params, this.extractParams(path));
|
|
3207
|
+
if (api === 'public') {
|
|
3208
|
+
if (Object.keys(query).length) {
|
|
3209
|
+
url += '?' + this.urlencode(query);
|
|
3210
|
+
}
|
|
3211
|
+
}
|
|
3212
|
+
else if (api === 'private') {
|
|
3213
|
+
this.checkRequiredCredentials();
|
|
3214
|
+
const timestamp = this.seconds().toString();
|
|
3215
|
+
headers = {
|
|
3216
|
+
'api-key': this.apiKey,
|
|
3217
|
+
'timestamp': timestamp,
|
|
3218
|
+
};
|
|
3219
|
+
let auth = method + timestamp + requestPath;
|
|
3220
|
+
if ((method === 'GET') || (method === 'DELETE')) {
|
|
3221
|
+
if (Object.keys(query).length) {
|
|
3222
|
+
const queryString = '?' + this.urlencode(query);
|
|
3223
|
+
auth += queryString;
|
|
3224
|
+
url += queryString;
|
|
3225
|
+
}
|
|
3226
|
+
}
|
|
3227
|
+
else {
|
|
3228
|
+
body = this.json(query);
|
|
3229
|
+
auth += body;
|
|
3230
|
+
headers['Content-Type'] = 'application/json';
|
|
3231
|
+
}
|
|
3232
|
+
const signature = this.hmac(this.encode(auth), this.encode(this.secret), sha256.sha256);
|
|
3233
|
+
headers['signature'] = signature;
|
|
3234
|
+
}
|
|
3235
|
+
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
|
|
3236
|
+
}
|
|
3237
|
+
handleErrors(code, reason, url, method, headers, body, response, requestHeaders, requestBody) {
|
|
3238
|
+
if (response === undefined) {
|
|
3239
|
+
return undefined;
|
|
3240
|
+
}
|
|
3241
|
+
//
|
|
3242
|
+
// {"error":{"code":"insufficient_margin","context":{"available_balance":"0.000000000000000000","required_additional_balance":"1.618626000000000000000000000"}},"success":false}
|
|
3243
|
+
//
|
|
3244
|
+
const error = this.safeValue(response, 'error', {});
|
|
3245
|
+
const errorCode = this.safeString(error, 'code');
|
|
3246
|
+
if (errorCode !== undefined) {
|
|
3247
|
+
const feedback = this.id + ' ' + body;
|
|
3248
|
+
this.throwExactlyMatchedException(this.exceptions['exact'], errorCode, feedback);
|
|
3249
|
+
this.throwBroadlyMatchedException(this.exceptions['broad'], errorCode, feedback);
|
|
3250
|
+
throw new errors.ExchangeError(feedback); // unknown message
|
|
3251
|
+
}
|
|
3252
|
+
return undefined;
|
|
3253
|
+
}
|
|
3254
|
+
}
|
|
3255
|
+
|
|
3256
|
+
module.exports = delta;
|