ccxt 4.2.12 → 4.2.14

package/js/src/base/Exchange.js

@@ -359,13 +359,17 @@ export default class Exchange {
                 'createMarketOrderWithCost': undefined,
                 'createMarketSellOrderWithCost': undefined,
                 'createOrders': undefined,
+                'createOrderWithTakeProfitAndStopLoss': undefined,
                 'createPostOnlyOrder': undefined,
                 'createReduceOnlyOrder': undefined,
+                'createStopLossOrder': undefined,
                 'createStopOrder': undefined,
                 'createStopLimitOrder': undefined,
                 'createStopMarketOrder': undefined,
+                'createTakeProfitOrder': undefined,
                 'createTrailingAmountOrder': undefined,
                 'createTrailingPercentOrder': undefined,
+                'createTriggerOrder': undefined,
                 'createOrderWs': undefined,
                 'editOrderWs': undefined,
                 'fetchOpenOrdersWs': undefined,
@@ -3868,11 +3872,154 @@ export default class Exchange {
          * @param {object} [params] extra parameters specific to the exchange API endpoint
          * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
          */
-        if (this.options['createMarketSellOrderRequiresPrice'] || this.options['createMarketSellOrderWithCost']) {
+        if (this.options['createMarketSellOrderRequiresPrice'] || this.has['createMarketSellOrderWithCost']) {
             return await this.createOrder(symbol, 'market', 'sell', cost, 1, params);
         }
         throw new NotSupported(this.id + ' createMarketSellOrderWithCost() is not supported yet');
     }
+    async createTriggerOrder(symbol, type, side, amount, price = undefined, triggerPrice = undefined, params = {}) {
+        /**
+         * @method
+         * @name createTriggerOrder
+         * @description create a trigger stop order (type 1)
+         * @param {string} symbol unified symbol of the market to create an order in
+         * @param {string} type 'market' or 'limit'
+         * @param {string} side 'buy' or 'sell'
+         * @param {float} amount how much you want to trade in units of the base currency or the number of contracts
+         * @param {float} [price] the price to fulfill the order, in units of the quote currency, ignored in market orders
+         * @param {float} triggerPrice the price to trigger the stop order, in units of the quote currency
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        if (triggerPrice === undefined) {
+            throw new ArgumentsRequired(this.id + ' createTriggerOrder() requires a triggerPrice argument');
+        }
+        params['triggerPrice'] = triggerPrice;
+        if (this.has['createTriggerOrder']) {
+            return await this.createOrder(symbol, type, side, amount, price, params);
+        }
+        throw new NotSupported(this.id + ' createTriggerOrder() is not supported yet');
+    }
+    async createStopLossOrder(symbol, type, side, amount, price = undefined, stopLossPrice = undefined, params = {}) {
+        /**
+         * @method
+         * @name createStopLossOrder
+         * @description create a trigger stop loss order (type 2)
+         * @param {string} symbol unified symbol of the market to create an order in
+         * @param {string} type 'market' or 'limit'
+         * @param {string} side 'buy' or 'sell'
+         * @param {float} amount how much you want to trade in units of the base currency or the number of contracts
+         * @param {float} [price] the price to fulfill the order, in units of the quote currency, ignored in market orders
+         * @param {float} stopLossPrice the price to trigger the stop loss order, in units of the quote currency
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        if (stopLossPrice === undefined) {
+            throw new ArgumentsRequired(this.id + ' createStopLossOrder() requires a stopLossPrice argument');
+        }
+        params['stopLossPrice'] = stopLossPrice;
+        if (this.has['createStopLossOrder']) {
+            return await this.createOrder(symbol, type, side, amount, price, params);
+        }
+        throw new NotSupported(this.id + ' createStopLossOrder() is not supported yet');
+    }
+    async createTakeProfitOrder(symbol, type, side, amount, price = undefined, takeProfitPrice = undefined, params = {}) {
+        /**
+         * @method
+         * @name createTakeProfitOrder
+         * @description create a trigger take profit order (type 2)
+         * @param {string} symbol unified symbol of the market to create an order in
+         * @param {string} type 'market' or 'limit'
+         * @param {string} side 'buy' or 'sell'
+         * @param {float} amount how much you want to trade in units of the base currency or the number of contracts
+         * @param {float} [price] the price to fulfill the order, in units of the quote currency, ignored in market orders
+         * @param {float} takeProfitPrice the price to trigger the take profit order, in units of the quote currency
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        if (takeProfitPrice === undefined) {
+            throw new ArgumentsRequired(this.id + ' createTakeProfitOrder() requires a takeProfitPrice argument');
+        }
+        params['takeProfitPrice'] = takeProfitPrice;
+        if (this.has['createTakeProfitOrder']) {
+            return await this.createOrder(symbol, type, side, amount, price, params);
+        }
+        throw new NotSupported(this.id + ' createTakeProfitOrder() is not supported yet');
+    }
+    async createOrderWithTakeProfitAndStopLoss(symbol, type, side, amount, price = undefined, takeProfit = undefined, stopLoss = undefined, params = {}) {
+        /**
+         * @method
+         * @name createOrderWithTakeProfitAndStopLoss
+         * @description create an order with a stop loss or take profit attached (type 3)
+         * @param {string} symbol unified symbol of the market to create an order in
+         * @param {string} type 'market' or 'limit'
+         * @param {string} side 'buy' or 'sell'
+         * @param {float} amount how much you want to trade in units of the base currency or the number of contracts
+         * @param {float} [price] the price to fulfill the order, in units of the quote currency, ignored in market orders
+         * @param {float} [takeProfit] the take profit price, in units of the quote currency
+         * @param {float} [stopLoss] the stop loss price, in units of the quote currency
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {string} [params.takeProfitType] *not available on all exchanges* 'limit' or 'market'
+         * @param {string} [params.stopLossType] *not available on all exchanges* 'limit' or 'market'
+         * @param {string} [params.takeProfitPriceType] *not available on all exchanges* 'last', 'mark' or 'index'
+         * @param {string} [params.stopLossPriceType] *not available on all exchanges* 'last', 'mark' or 'index'
+         * @param {float} [params.takeProfitLimitPrice] *not available on all exchanges* limit price for a limit take profit order
+         * @param {float} [params.stopLossLimitPrice] *not available on all exchanges* stop loss for a limit stop loss order
+         * @param {float} [params.takeProfitAmount] *not available on all exchanges* the amount for a take profit
+         * @param {float} [params.stopLossAmount] *not available on all exchanges* the amount for a stop loss
+         * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        if ((takeProfit === undefined) && (stopLoss === undefined)) {
+            throw new ArgumentsRequired(this.id + ' createOrderWithTakeProfitAndStopLoss() requires either a takeProfit or stopLoss argument');
+        }
+        if (takeProfit !== undefined) {
+            params['takeProfit'] = {
+                'triggerPrice': takeProfit,
+            };
+        }
+        if (stopLoss !== undefined) {
+            params['stopLoss'] = {
+                'triggerPrice': stopLoss,
+            };
+        }
+        const takeProfitType = this.safeString(params, 'takeProfitType');
+        const takeProfitPriceType = this.safeString(params, 'takeProfitPriceType');
+        const takeProfitLimitPrice = this.safeString(params, 'takeProfitLimitPrice');
+        const takeProfitAmount = this.safeString(params, 'takeProfitAmount');
+        const stopLossType = this.safeString(params, 'stopLossType');
+        const stopLossPriceType = this.safeString(params, 'stopLossPriceType');
+        const stopLossLimitPrice = this.safeString(params, 'stopLossLimitPrice');
+        const stopLossAmount = this.safeString(params, 'stopLossAmount');
+        if (takeProfitType !== undefined) {
+            params['takeProfit']['type'] = takeProfitType;
+        }
+        if (takeProfitPriceType !== undefined) {
+            params['takeProfit']['priceType'] = takeProfitPriceType;
+        }
+        if (takeProfitLimitPrice !== undefined) {
+            params['takeProfit']['price'] = this.parseToNumeric(takeProfitLimitPrice);
+        }
+        if (takeProfitAmount !== undefined) {
+            params['takeProfit']['amount'] = this.parseToNumeric(takeProfitAmount);
+        }
+        if (stopLossType !== undefined) {
+            params['stopLoss']['type'] = stopLossType;
+        }
+        if (stopLossPriceType !== undefined) {
+            params['stopLoss']['priceType'] = stopLossPriceType;
+        }
+        if (stopLossLimitPrice !== undefined) {
+            params['stopLoss']['price'] = this.parseToNumeric(stopLossLimitPrice);
+        }
+        if (stopLossAmount !== undefined) {
+            params['stopLoss']['amount'] = this.parseToNumeric(stopLossAmount);
+        }
+        params = this.omit(params, ['takeProfitType', 'takeProfitPriceType', 'takeProfitLimitPrice', 'takeProfitAmount', 'stopLossType', 'stopLossPriceType', 'stopLossLimitPrice', 'stopLossAmount']);
+        if (this.has['createOrderWithTakeProfitAndStopLoss']) {
+            return await this.createOrder(symbol, type, side, amount, price, params);
+        }
+        throw new NotSupported(this.id + ' createOrderWithTakeProfitAndStopLoss() is not supported yet');
+    }
     async createOrders(orders, params = {}) {
         throw new NotSupported(this.id + ' createOrders() is not supported yet');
     }

package/js/src/bigone.d.ts

@@ -13,6 +13,8 @@ export default class bigone extends Exchange {
     fetchTickers(symbols?: Strings, params?: {}): Promise<Tickers>;
     fetchTime(params?: {}): Promise<number>;
     fetchOrderBook(symbol: string, limit?: Int, params?: {}): Promise<OrderBook>;
+    parseContractBidsAsks(bidsAsks: any): any[];
+    parseContractOrderBook(orderbook: object, symbol: string, limit?: Int): OrderBook;
     parseTrade(trade: any, market?: Market): Trade;
     fetchTrades(symbol: string, since?: Int, limit?: Int, params?: {}): Promise<Trade[]>;
     parseOHLCV(ohlcv: any, market?: Market): OHLCV;

package/js/src/bigone.js

@@ -127,6 +127,7 @@ export default class bigone extends Exchange {
                 },
                 'contractPublic': {
                     'get': [
+                        'symbols',
                         'instruments',
                         'depth@{symbol}/snapshot',
                         'instruments/difference',
@@ -522,7 +523,10 @@ export default class bigone extends Exchange {
          * @param {object} [params] extra parameters specific to the exchange API endpoint
          * @returns {object[]} an array of objects representing market data
          */
-        const response = await this.publicGetAssetPairs(params);
+        const promises = [this.publicGetAssetPairs(params), this.contractPublicGetSymbols(params)];
+        const promisesResult = await Promise.all(promises);
+        const response = promisesResult[0];
+        const contractResponse = promisesResult[1];
         //
         //     {
         //         "code":0,
@@ -548,29 +552,30 @@ export default class bigone extends Exchange {
         //         ]
         //     }
         //
-        const contractResponse = await this.contractPublicGetInstruments(params);
         //
         //    [
         //        {
-        //            "usdtPrice": 1.00031998,
+        //            "baseCurrency": "BTC",
+        //            "multiplier": 1,
+        //            "enable": true,
+        //            "priceStep": 0.5,
+        //            "maxRiskLimit": 1000,
+        //            "pricePrecision": 1,
+        //            "maintenanceMargin": 0.00500,
         //            "symbol": "BTCUSD",
-        //            "btcPrice": 34700.4,
-        //            "ethPrice": 1787.83,
-        //            "nextFundingRate": 0.00010,
-        //            "fundingRate": 0.00010,
-        //            "latestPrice": 34708.5,
-        //            "last24hPriceChange": 0.0321,
-        //            "indexPrice": 34700.4,
-        //            "volume24h": 261319063,
-        //            "turnover24h": 8204.129380685496,
-        //            "nextFundingTime": 1698285600000,
-        //            "markPrice": 34702.4646738,
-        //            "last24hMaxPrice": 35127.5,
-        //            "volume24hInUsd": 0.0,
-        //            "openValue": 32.88054722085945,
-        //            "last24hMinPrice": 33552.0,
-        //            "openInterest": 1141372.0
-        //        }
+        //            "valuePrecision": 4,
+        //            "minRiskLimit": 100,
+        //            "riskLimit": 100,
+        //            "isInverse": true,
+        //            "riskStep": 1,
+        //            "settleCurrency": "BTC",
+        //            "baseName": "Bitcoin",
+        //            "feePrecision": 8,
+        //            "priceMin": 0.5,
+        //            "priceMax": 1E+6,
+        //            "initialMargin": 0.01000,
+        //            "quoteCurrency": "USD"
+        //        },
         //        ...
         //    ]
         //
@@ -637,15 +642,14 @@ export default class bigone extends Exchange {
         }
         for (let i = 0; i < contractResponse.length; i++) {
             const market = contractResponse[i];
+            const baseId = this.safeString(market, 'baseCurrency');
+            const quoteId = this.safeString(market, 'quoteCurrency');
+            const settleId = this.safeString(market, 'settleCurrency');
             const marketId = this.safeString(market, 'symbol');
-            const index = marketId.indexOf('USD');
-            const baseId = marketId.slice(0, index);
-            const quoteId = marketId.slice(index);
-            const inverse = (quoteId === 'USD');
-            const settleId = inverse ? baseId : quoteId;
             const base = this.safeCurrencyCode(baseId);
             const quote = this.safeCurrencyCode(quoteId);
             const settle = this.safeCurrencyCode(settleId);
+            const inverse = this.safeValue(market, 'isInverse');
             result.push(this.safeMarketStructure({
                 'id': marketId,
                 'symbol': base + '/' + quote + ':' + settle,
@@ -661,18 +665,18 @@ export default class bigone extends Exchange {
                 'swap': true,
                 'future': false,
                 'option': false,
-                'active': true,
+                'active': this.safeValue(market, 'enable'),
                 'contract': true,
                 'linear': !inverse,
                 'inverse': inverse,
-                'contractSize': 1,
+                'contractSize': this.safeNumber(market, 'multiplier'),
                 'expiry': undefined,
                 'expiryDatetime': undefined,
                 'strike': undefined,
                 'optionType': undefined,
                 'precision': {
-                    'amount': undefined,
-                    'price': undefined,
+                    'amount': this.parseNumber(this.parsePrecision(this.safeString(market, 'valuePrecision'))),
+                    'price': this.parseNumber(this.parsePrecision(this.safeString(market, 'pricePrecision'))),
                 },
                 'limits': {
                     'leverage': {
@@ -684,11 +688,11 @@ export default class bigone extends Exchange {
                         'max': undefined,
                     },
                     'price': {
-                        'min': undefined,
-                        'max': undefined,
+                        'min': this.safeNumber(market, 'priceMin'),
+                        'max': this.safeNumber(market, 'priceMax'),
                     },
                     'cost': {
-                        'min': undefined,
+                        'min': this.safeNumber(market, 'initialMargin'),
                         'max': undefined,
                     },
                 },
@@ -934,29 +938,90 @@ export default class bigone extends Exchange {
          */
         await this.loadMarkets();
         const market = this.market(symbol);
-        const request = {
-            'asset_pair_name': market['id'],
-        };
-        if (limit !== undefined) {
-            request['limit'] = limit; // default 50, max 200
+        let response = undefined;
+        if (market['contract']) {
+            const request = {
+                'symbol': market['id'],
+            };
+            response = await this.contractPublicGetDepthSymbolSnapshot(this.extend(request, params));
+            //
+            //    {
+            //        bids: {
+            //            '20000': '20',
+            //            ...
+            //            '34552': '64851',
+            //            '34526.5': '59594',
+            //            ...
+            //            '34551.5': '29711'
+            //        },
+            //        asks: {
+            //            '34557': '34395',
+            //            ...
+            //            '40000': '20',
+            //            '34611.5': '56024',
+            //            ...
+            //            '34578.5': '66367'
+            //        },
+            //        to: '59737174',
+            //        lastPrice: '34554.5',
+            //        bestPrices: {
+            //            ask: '34557.0',
+            //            bid: '34552.0'
+            //        },
+            //        from: '0'
+            //    }
+            //
+            return this.parseContractOrderBook(response, market['symbol'], limit);
+        }
+        else {
+            const request = {
+                'asset_pair_name': market['id'],
+            };
+            if (limit !== undefined) {
+                request['limit'] = limit; // default 50, max 200
+            }
+            response = await this.publicGetAssetPairsAssetPairNameDepth(this.extend(request, params));
+            //
+            //     {
+            //         "code":0,
+            //         "data": {
+            //             "asset_pair_name": "EOS-BTC",
+            //             "bids": [
+            //                 { "price": "42", "order_count": 4, "quantity": "23.33363711" }
+            //             ],
+            //             "asks": [
+            //                 { "price": "45", "order_count": 2, "quantity": "4193.3283464" }
+            //             ]
+            //         }
+            //     }
+            //
+            const orderbook = this.safeValue(response, 'data', {});
+            return this.parseOrderBook(orderbook, market['symbol'], undefined, 'bids', 'asks', 'price', 'quantity');
         }
-        const response = await this.publicGetAssetPairsAssetPairNameDepth(this.extend(request, params));
-        //
-        //     {
-        //         "code":0,
-        //         "data": {
-        //             "asset_pair_name": "EOS-BTC",
-        //             "bids": [
-        //                 { "price": "42", "order_count": 4, "quantity": "23.33363711" }
-        //             ],
-        //             "asks": [
-        //                 { "price": "45", "order_count": 2, "quantity": "4193.3283464" }
-        //             ]
-        //         }
-        //     }
-        //
-        const orderbook = this.safeValue(response, 'data', {});
-        return this.parseOrderBook(orderbook, market['symbol'], undefined, 'bids', 'asks', 'price', 'quantity');
+    }
+    parseContractBidsAsks(bidsAsks) {
+        const bidsAsksKeys = Object.keys(bidsAsks);
+        const result = [];
+        for (let i = 0; i < bidsAsksKeys.length; i++) {
+            const price = bidsAsksKeys[i];
+            const amount = bidsAsks[price];
+            result.push([this.parseNumber(price), this.parseNumber(amount)]);
+        }
+        return result;
+    }
+    parseContractOrderBook(orderbook, symbol, limit = undefined) {
+        const responseBids = this.safeValue(orderbook, 'bids');
+        const responseAsks = this.safeValue(orderbook, 'asks');
+        const bids = this.parseContractBidsAsks(responseBids);
+        const asks = this.parseContractBidsAsks(responseAsks);
+        return {
+            'symbol': symbol,
+            'bids': this.filterByLimit(this.sortBy(bids, 0, true), limit),
+            'asks': this.filterByLimit(this.sortBy(asks, 0), limit),
+            'timestamp': undefined,
+            'datetime': undefined,
+            'nonce': undefined,
+        };
     }
     parseTrade(trade, market = undefined) {
         //
@@ -1116,6 +1181,9 @@ export default class bigone extends Exchange {
          */
         await this.loadMarkets();
         const market = this.market(symbol);
+        if (market['contract']) {
+            throw new BadRequest(this.id + ' fetchTrades () can only fetch trades for spot markets');
+        }
         const request = {
             'asset_pair_name': market['id'],
         };
@@ -1178,6 +1246,9 @@ export default class bigone extends Exchange {
          */
         await this.loadMarkets();
         const market = this.market(symbol);
+        if (market['contract']) {
+            throw new BadRequest(this.id + ' fetchOHLCV () can only fetch ohlcvs for spot markets');
+        }
         if (limit === undefined) {
             limit = 100; // default 100, max 500
         }

package/js/src/binance.d.ts

@@ -34,6 +34,15 @@ export default class binance extends Exchange {
     }>;
     fetchTicker(symbol: string, params?: {}): Promise<Ticker>;
     fetchBidsAsks(symbols?: Strings, params?: {}): Promise<import("./base/types.js").Dictionary<Ticker>>;
+    fetchLastPrices(symbols?: Strings, params?: {}): Promise<any>;
+    parseLastPrice(entry: any, market?: Market): {
+        symbol: string;
+        timestamp: number;
+        datetime: string;
+        price: number;
+        side: any;
+        info: any;
+    };
     fetchTickers(symbols?: Strings, params?: {}): Promise<Tickers>;
     parseOHLCV(ohlcv: any, market?: Market): OHLCV;
     fetchOHLCV(symbol: string, timeframe?: string, since?: Int, limit?: Int, params?: {}): Promise<OHLCV[]>;