ccxt 4.2.20 → 4.2.22

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.
Files changed (82) hide show
  1. package/README.md +3 -3
  2. package/dist/ccxt.browser.js +1405 -274
  3. package/dist/ccxt.browser.min.js +6 -6
  4. package/dist/cjs/ccxt.js +1 -1
  5. package/dist/cjs/src/base/Exchange.js +37 -4
  6. package/dist/cjs/src/base/ws/WsClient.js +3 -1
  7. package/dist/cjs/src/bigone.js +1 -0
  8. package/dist/cjs/src/binance.js +14 -3
  9. package/dist/cjs/src/bitget.js +12 -2
  10. package/dist/cjs/src/bitrue.js +1 -0
  11. package/dist/cjs/src/bitvavo.js +271 -172
  12. package/dist/cjs/src/blockchaincom.js +3 -1
  13. package/dist/cjs/src/bybit.js +57 -9
  14. package/dist/cjs/src/coinbasepro.js +1 -0
  15. package/dist/cjs/src/coinex.js +37 -12
  16. package/dist/cjs/src/deribit.js +164 -0
  17. package/dist/cjs/src/gate.js +32 -1
  18. package/dist/cjs/src/novadax.js +26 -22
  19. package/dist/cjs/src/okcoin.js +3 -0
  20. package/dist/cjs/src/phemex.js +7 -3
  21. package/dist/cjs/src/poloniex.js +1 -0
  22. package/dist/cjs/src/pro/bequant.js +6 -1
  23. package/dist/cjs/src/pro/binance.js +7 -4
  24. package/dist/cjs/src/pro/binancecoinm.js +6 -1
  25. package/dist/cjs/src/pro/binanceus.js +6 -1
  26. package/dist/cjs/src/pro/bitcoincom.js +6 -1
  27. package/dist/cjs/src/pro/bitget.js +1 -1
  28. package/dist/cjs/src/pro/bitopro.js +7 -3
  29. package/dist/cjs/src/pro/bitrue.js +6 -1
  30. package/dist/cjs/src/pro/bitvavo.js +668 -22
  31. package/dist/cjs/src/pro/lbank.js +1 -1
  32. package/dist/cjs/src/pro/okx.js +13 -3
  33. package/dist/cjs/src/woo.js +1 -1
  34. package/js/ccxt.d.ts +1 -1
  35. package/js/ccxt.js +1 -1
  36. package/js/src/abstract/binance.d.ts +3 -0
  37. package/js/src/abstract/binancecoinm.d.ts +3 -0
  38. package/js/src/abstract/binanceus.d.ts +4 -0
  39. package/js/src/abstract/binanceusdm.d.ts +3 -0
  40. package/js/src/abstract/gate.d.ts +1 -0
  41. package/js/src/abstract/gateio.d.ts +1 -0
  42. package/js/src/abstract/novadax.d.ts +5 -1
  43. package/js/src/abstract/phemex.d.ts +1 -0
  44. package/js/src/base/Exchange.d.ts +12 -1
  45. package/js/src/base/Exchange.js +37 -4
  46. package/js/src/base/ws/WsClient.js +3 -2
  47. package/js/src/bigone.js +1 -0
  48. package/js/src/binance.js +14 -3
  49. package/js/src/bitget.js +12 -2
  50. package/js/src/bitrue.js +1 -0
  51. package/js/src/bitvavo.d.ts +14 -2
  52. package/js/src/bitvavo.js +271 -172
  53. package/js/src/blockchaincom.js +3 -1
  54. package/js/src/bybit.d.ts +2 -1
  55. package/js/src/bybit.js +57 -9
  56. package/js/src/coinbasepro.js +1 -0
  57. package/js/src/coinex.d.ts +1 -0
  58. package/js/src/coinex.js +37 -12
  59. package/js/src/deribit.d.ts +6 -1
  60. package/js/src/deribit.js +164 -0
  61. package/js/src/gate.d.ts +1 -0
  62. package/js/src/gate.js +32 -1
  63. package/js/src/novadax.js +26 -22
  64. package/js/src/okcoin.js +3 -0
  65. package/js/src/phemex.js +7 -3
  66. package/js/src/poloniex.js +1 -0
  67. package/js/src/pro/bequant.js +6 -1
  68. package/js/src/pro/binance.js +7 -4
  69. package/js/src/pro/binancecoinm.js +6 -1
  70. package/js/src/pro/binanceus.js +6 -1
  71. package/js/src/pro/bitcoincom.js +6 -1
  72. package/js/src/pro/bitget.js +1 -1
  73. package/js/src/pro/bitopro.js +7 -3
  74. package/js/src/pro/bitrue.js +6 -1
  75. package/js/src/pro/bitvavo.d.ts +35 -2
  76. package/js/src/pro/bitvavo.js +669 -23
  77. package/js/src/pro/lbank.js +1 -1
  78. package/js/src/pro/okx.js +13 -3
  79. package/js/src/woo.js +1 -1
  80. package/jsdoc2md.js +38 -16
  81. package/package.json +4 -1
  82. package/skip-tests.json +4 -0
package/js/src/bybit.d.ts CHANGED
@@ -58,8 +58,9 @@ export default class bybit extends Exchange {
58
58
  parseOrder(order: any, market?: Market): Order;
59
59
  fetchOrder(id: string, symbol?: Str, params?: {}): Promise<Order>;
60
60
  createMarketBuyOrderWithCost(symbol: string, cost: any, params?: {}): Promise<Order>;
61
+ createMarketSellOrderWithCost(symbol: string, cost: any, params?: {}): Promise<Order>;
61
62
  createOrder(symbol: string, type: OrderType, side: OrderSide, amount: any, price?: any, params?: {}): Promise<Order>;
62
- createOrderRequest(symbol: string, type: OrderType, side: OrderSide, amount: any, price?: any, params?: {}): any;
63
+ createOrderRequest(symbol: string, type: OrderType, side: OrderSide, amount: any, price?: any, params?: {}, isUTA?: boolean): any;
63
64
  createOrders(orders: OrderRequest[], params?: {}): Promise<Order[]>;
64
65
  createUsdcOrder(symbol: any, type: any, side: any, amount: any, price?: any, params?: {}): Promise<Order>;
65
66
  editUsdcOrder(id: any, symbol: any, type: any, side: any, amount?: any, price?: any, params?: {}): Promise<Order>;
package/js/src/bybit.js CHANGED
@@ -41,7 +41,7 @@ export default class bybit extends Exchange {
41
41
  'closeAllPositions': false,
42
42
  'closePosition': false,
43
43
  'createMarketBuyOrderWithCost': true,
44
- 'createMarketSellOrderWithCost': false,
44
+ 'createMarketSellOrderWithCost': true,
45
45
  'createOrder': true,
46
46
  'createOrders': true,
47
47
  'createOrderWithTakeProfitAndStopLoss': true,
@@ -3471,8 +3471,30 @@ export default class bybit extends Exchange {
3471
3471
  if (!market['spot']) {
3472
3472
  throw new NotSupported(this.id + ' createMarketBuyOrderWithCost() supports spot orders only');
3473
3473
  }
3474
- params['createMarketBuyOrderRequiresPrice'] = false;
3475
- return await this.createOrder(symbol, 'market', 'buy', cost, undefined, params);
3474
+ return await this.createOrder(symbol, 'market', 'buy', cost, 1, params);
3475
+ }
3476
+ async createMarketSellOrderWithCost(symbol, cost, params = {}) {
3477
+ /**
3478
+ * @method
3479
+ * @name bybit#createMarkeSellOrderWithCost
3480
+ * @see https://bybit-exchange.github.io/docs/v5/order/create-order
3481
+ * @description create a market sell order by providing the symbol and cost
3482
+ * @param {string} symbol unified symbol of the market to create an order in
3483
+ * @param {float} cost how much you want to trade in units of the quote currency
3484
+ * @param {object} [params] extra parameters specific to the exchange API endpoint
3485
+ * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
3486
+ */
3487
+ await this.loadMarkets();
3488
+ const types = await this.isUnifiedEnabled();
3489
+ const enableUnifiedAccount = types[1];
3490
+ if (!enableUnifiedAccount) {
3491
+ throw new NotSupported(this.id + ' createMarketSellOrderWithCost() supports UTA accounts only');
3492
+ }
3493
+ const market = this.market(symbol);
3494
+ if (!market['spot']) {
3495
+ throw new NotSupported(this.id + ' createMarketSellOrderWithCost() supports spot orders only');
3496
+ }
3497
+ return await this.createOrder(symbol, 'market', 'sell', cost, 1, params);
3476
3498
  }
3477
3499
  async createOrder(symbol, type, side, amount, price = undefined, params = {}) {
3478
3500
  /**
@@ -3516,7 +3538,7 @@ export default class bybit extends Exchange {
3516
3538
  }
3517
3539
  const trailingAmount = this.safeString2(params, 'trailingAmount', 'trailingStop');
3518
3540
  const isTrailingAmountOrder = trailingAmount !== undefined;
3519
- const orderRequest = this.createOrderRequest(symbol, type, side, amount, price, params);
3541
+ const orderRequest = this.createOrderRequest(symbol, type, side, amount, price, params, enableUnifiedAccount);
3520
3542
  let response = undefined;
3521
3543
  if (isTrailingAmountOrder) {
3522
3544
  response = await this.privatePostV5PositionTradingStop(orderRequest);
@@ -3539,7 +3561,7 @@ export default class bybit extends Exchange {
3539
3561
  const order = this.safeValue(response, 'result', {});
3540
3562
  return this.parseOrder(order, market);
3541
3563
  }
3542
- createOrderRequest(symbol, type, side, amount, price = undefined, params = {}) {
3564
+ createOrderRequest(symbol, type, side, amount, price = undefined, params = {}, isUTA = true) {
3543
3565
  const market = this.market(symbol);
3544
3566
  symbol = market['symbol'];
3545
3567
  const lowerCaseType = type.toLowerCase();
@@ -3583,12 +3605,36 @@ export default class bybit extends Exchange {
3583
3605
  else if (market['option']) {
3584
3606
  request['category'] = 'option';
3585
3607
  }
3586
- if (market['spot'] && (type === 'market') && (side === 'buy')) {
3608
+ const cost = this.safeString(params, 'cost');
3609
+ params = this.omit(params, 'cost');
3610
+ // if the cost is inferable, let's keep the old logic and ignore marketUnit, to minimize the impact of the changes
3611
+ const isMarketBuyAndCostInferable = (lowerCaseType === 'market') && (side === 'buy') && ((price !== undefined) || (cost !== undefined));
3612
+ if (market['spot'] && (type === 'market') && isUTA && !isMarketBuyAndCostInferable) {
3613
+ // UTA account can specify the cost of the order on both sides
3614
+ if ((cost !== undefined) || (price !== undefined)) {
3615
+ request['marketUnit'] = 'quoteCoin';
3616
+ let orderCost = undefined;
3617
+ if (cost !== undefined) {
3618
+ orderCost = cost;
3619
+ }
3620
+ else {
3621
+ const amountString = this.numberToString(amount);
3622
+ const priceString = this.numberToString(price);
3623
+ const quoteAmount = Precise.stringMul(amountString, priceString);
3624
+ orderCost = quoteAmount;
3625
+ }
3626
+ request['qty'] = this.costToPrecision(symbol, orderCost);
3627
+ }
3628
+ else {
3629
+ request['marketUnit'] = 'baseCoin';
3630
+ request['qty'] = this.amountToPrecision(symbol, amount);
3631
+ }
3632
+ }
3633
+ else if (market['spot'] && (type === 'market') && (side === 'buy')) {
3634
+ // classic accounts
3587
3635
  // for market buy it requires the amount of quote currency to spend
3588
3636
  let createMarketBuyOrderRequiresPrice = true;
3589
3637
  [createMarketBuyOrderRequiresPrice, params] = this.handleOptionAndParams(params, 'createOrder', 'createMarketBuyOrderRequiresPrice', true);
3590
- const cost = this.safeNumber(params, 'cost');
3591
- params = this.omit(params, 'cost');
3592
3638
  if (createMarketBuyOrderRequiresPrice) {
3593
3639
  if ((price === undefined) && (cost === undefined)) {
3594
3640
  throw new InvalidOrder(this.id + ' createOrder() requires the price argument for market buy orders to calculate the total cost to spend (amount * price), alternatively set the createMarketBuyOrderRequiresPrice option or param to false and pass the cost to spend in the amount argument');
@@ -3715,6 +3761,8 @@ export default class bybit extends Exchange {
3715
3761
  * @returns {object} an [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
3716
3762
  */
3717
3763
  await this.loadMarkets();
3764
+ const accounts = await this.isUnifiedEnabled();
3765
+ const isUta = accounts[1];
3718
3766
  const ordersRequests = [];
3719
3767
  const orderSymbols = [];
3720
3768
  for (let i = 0; i < orders.length; i++) {
@@ -3726,7 +3774,7 @@ export default class bybit extends Exchange {
3726
3774
  const amount = this.safeValue(rawOrder, 'amount');
3727
3775
  const price = this.safeValue(rawOrder, 'price');
3728
3776
  const orderParams = this.safeValue(rawOrder, 'params', {});
3729
- const orderRequest = this.createOrderRequest(marketId, type, side, amount, price, orderParams);
3777
+ const orderRequest = this.createOrderRequest(marketId, type, side, amount, price, orderParams, isUta);
3730
3778
  ordersRequests.push(orderRequest);
3731
3779
  }
3732
3780
  const symbols = this.marketSymbols(orderSymbols, undefined, false, true, true);
@@ -46,6 +46,7 @@ export default class coinbasepro extends Exchange {
46
46
  'fetchDeposits': true,
47
47
  'fetchDepositsWithdrawals': true,
48
48
  'fetchLedger': true,
49
+ 'fetchFundingRate': false,
49
50
  'fetchMarginMode': false,
50
51
  'fetchMarkets': true,
51
52
  'fetchMyTrades': true,
@@ -207,6 +207,7 @@ export default class coinex extends Exchange {
207
207
  };
208
208
  fetchDepositWithdrawFees(codes?: Strings, params?: {}): Promise<{}>;
209
209
  parseDepositWithdrawFees(response: any, codes?: any, currencyIdKey?: any): {};
210
+ handleMarginModeAndParams(methodName: any, params?: {}, defaultValue?: any): any[];
210
211
  nonce(): number;
211
212
  sign(path: any, api?: string, method?: string, params?: {}, headers?: any, body?: any): {
212
213
  url: string;
package/js/src/coinex.js CHANGED
@@ -1580,8 +1580,9 @@ export default class coinex extends Exchange {
1580
1580
  */
1581
1581
  let marketType = undefined;
1582
1582
  [marketType, params] = this.handleMarketTypeAndParams('fetchBalance', undefined, params);
1583
- const isMargin = this.safeValue(params, 'margin', false);
1584
- marketType = isMargin ? 'margin' : marketType;
1583
+ let marginMode = undefined;
1584
+ [marginMode, params] = this.handleMarginModeAndParams('fetchBalance', params);
1585
+ marketType = (marginMode !== undefined) ? 'margin' : marketType;
1585
1586
  params = this.omit(params, 'margin');
1586
1587
  if (marketType === 'margin') {
1587
1588
  return await this.fetchMarginBalance(params);
@@ -2111,8 +2112,9 @@ export default class coinex extends Exchange {
2111
2112
  }
2112
2113
  }
2113
2114
  const accountId = this.safeInteger(params, 'account_id');
2114
- const defaultType = this.safeString(this.options, 'defaultType');
2115
- if (defaultType === 'margin') {
2115
+ let marginMode = undefined;
2116
+ [marginMode, params] = this.handleMarginModeAndParams('createOrder', params);
2117
+ if (marginMode !== undefined) {
2116
2118
  if (accountId === undefined) {
2117
2119
  throw new BadRequest(this.id + ' createOrder() requires an account_id parameter for margin orders');
2118
2120
  }
@@ -2631,9 +2633,10 @@ export default class coinex extends Exchange {
2631
2633
  'market': market['id'],
2632
2634
  };
2633
2635
  const accountId = this.safeInteger(params, 'account_id');
2634
- const defaultType = this.safeString(this.options, 'defaultType');
2636
+ let marginMode = undefined;
2637
+ [marginMode, params] = this.handleMarginModeAndParams('cancelOrder', params);
2635
2638
  const clientOrderId = this.safeString2(params, 'client_id', 'clientOrderId');
2636
- if (defaultType === 'margin') {
2639
+ if (marginMode !== undefined) {
2637
2640
  if (accountId === undefined) {
2638
2641
  throw new BadRequest(this.id + ' cancelOrder() requires an account_id parameter for margin orders');
2639
2642
  }
@@ -3005,8 +3008,9 @@ export default class coinex extends Exchange {
3005
3008
  }
3006
3009
  const [marketType, query] = this.handleMarketTypeAndParams('fetchOrdersByStatus', market, params);
3007
3010
  const accountId = this.safeInteger(params, 'account_id');
3008
- const defaultType = this.safeString(this.options, 'defaultType');
3009
- if (defaultType === 'margin') {
3011
+ let marginMode = undefined;
3012
+ [marginMode, params] = this.handleMarginModeAndParams('fetchOrdersByStatus', params);
3013
+ if (marginMode !== undefined) {
3010
3014
  if (accountId === undefined) {
3011
3015
  throw new BadRequest(this.id + ' fetchOpenOrders() and fetchClosedOrders() require an account_id parameter for margin orders');
3012
3016
  }
@@ -3409,8 +3413,9 @@ export default class coinex extends Exchange {
3409
3413
  }
3410
3414
  const swap = (type === 'swap');
3411
3415
  const accountId = this.safeInteger(params, 'account_id');
3412
- const defaultType = this.safeString(this.options, 'defaultType');
3413
- if (defaultType === 'margin') {
3416
+ let marginMode = undefined;
3417
+ [marginMode, params] = this.handleMarginModeAndParams('fetchMyTrades', params);
3418
+ if (marginMode !== undefined) {
3414
3419
  if (accountId === undefined) {
3415
3420
  throw new BadRequest(this.id + ' fetchMyTrades() requires an account_id parameter for margin trades');
3416
3421
  }
@@ -4735,9 +4740,10 @@ export default class coinex extends Exchange {
4735
4740
  request['limit'] = 100;
4736
4741
  }
4737
4742
  params = this.omit(params, 'page');
4738
- const defaultType = this.safeString(this.options, 'defaultType');
4743
+ let marginMode = undefined;
4744
+ [marginMode, params] = this.handleMarginModeAndParams('fetchTransfers', params);
4739
4745
  let response = undefined;
4740
- if (defaultType === 'margin') {
4746
+ if (marginMode !== undefined) {
4741
4747
  response = await this.privateGetMarginTransferHistory(this.extend(request, params));
4742
4748
  }
4743
4749
  else {
@@ -5318,6 +5324,25 @@ export default class coinex extends Exchange {
5318
5324
  }
5319
5325
  return depositWithdrawFees;
5320
5326
  }
5327
+ handleMarginModeAndParams(methodName, params = {}, defaultValue = undefined) {
5328
+ /**
5329
+ * @ignore
5330
+ * @method
5331
+ * @description marginMode specified by params["marginMode"], this.options["marginMode"], this.options["defaultMarginMode"], params["margin"] = true or this.options["defaultType"] = 'margin'
5332
+ * @param {object} params extra parameters specific to the exchange api endpoint
5333
+ * @returns {Array} the marginMode in lowercase
5334
+ */
5335
+ const defaultType = this.safeString(this.options, 'defaultType');
5336
+ const isMargin = this.safeValue(params, 'margin', false);
5337
+ let marginMode = undefined;
5338
+ [marginMode, params] = super.handleMarginModeAndParams(methodName, params, defaultValue);
5339
+ if (marginMode === undefined) {
5340
+ if ((defaultType === 'margin') || (isMargin === true)) {
5341
+ marginMode = 'isolated';
5342
+ }
5343
+ }
5344
+ return [marginMode, params];
5345
+ }
5321
5346
  nonce() {
5322
5347
  return this.milliseconds();
5323
5348
  }
@@ -1,11 +1,16 @@
1
1
  import Exchange from './abstract/deribit.js';
2
- import type { Balances, Currency, FundingRateHistory, Greeks, Int, Liquidation, Market, OHLCV, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, Transaction } from './base/types.js';
2
+ import type { Balances, Currency, FundingRateHistory, Greeks, Int, Liquidation, Market, OHLCV, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, Transaction, MarketInterface } from './base/types.js';
3
3
  /**
4
4
  * @class deribit
5
5
  * @augments Exchange
6
6
  */
7
7
  export default class deribit extends Exchange {
8
8
  describe(): any;
9
+ convertExpireDate(date: any): string;
10
+ convertMarketIdExpireDate(date: any): string;
11
+ convertExpireDateToMarketIdDate(date: any): any;
12
+ createExpiredOptionMarket(symbol: any): MarketInterface;
13
+ safeMarket(marketId?: any, market?: any, delimiter?: any, marketType?: any): MarketInterface;
9
14
  fetchTime(params?: {}): Promise<number>;
10
15
  fetchCurrencies(params?: {}): Promise<{}>;
11
16
  codeFromOptions(methodName: any, params?: {}): any;
package/js/src/deribit.js CHANGED
@@ -405,6 +405,170 @@ export default class deribit extends Exchange {
405
405
  },
406
406
  });
407
407
  }
408
+ convertExpireDate(date) {
409
+ // parse YYMMDD to timestamp
410
+ const year = date.slice(0, 2);
411
+ const month = date.slice(2, 4);
412
+ const day = date.slice(4, 6);
413
+ const reconstructedDate = '20' + year + '-' + month + '-' + day + 'T00:00:00Z';
414
+ return reconstructedDate;
415
+ }
416
+ convertMarketIdExpireDate(date) {
417
+ // parse 19JAN24 to 240119
418
+ const monthMappping = {
419
+ 'JAN': '01',
420
+ 'FEB': '02',
421
+ 'MAR': '03',
422
+ 'APR': '04',
423
+ 'MAY': '05',
424
+ 'JUN': '06',
425
+ 'JUL': '07',
426
+ 'AUG': '08',
427
+ 'SEP': '09',
428
+ 'OCT': '10',
429
+ 'NOV': '11',
430
+ 'DEC': '12',
431
+ };
432
+ const year = date.slice(0, 2);
433
+ const monthName = date.slice(2, 5);
434
+ const month = this.safeString(monthMappping, monthName);
435
+ const day = date.slice(5, 7);
436
+ const reconstructedDate = day + month + year;
437
+ return reconstructedDate;
438
+ }
439
+ convertExpireDateToMarketIdDate(date) {
440
+ // parse 240119 to 19JAN24
441
+ const year = date.slice(0, 2);
442
+ const monthRaw = date.slice(2, 4);
443
+ let month = undefined;
444
+ const day = date.slice(4, 6);
445
+ if (monthRaw === '01') {
446
+ month = 'JAN';
447
+ }
448
+ else if (monthRaw === '02') {
449
+ month = 'FEB';
450
+ }
451
+ else if (monthRaw === '03') {
452
+ month = 'MAR';
453
+ }
454
+ else if (monthRaw === '04') {
455
+ month = 'APR';
456
+ }
457
+ else if (monthRaw === '05') {
458
+ month = 'MAY';
459
+ }
460
+ else if (monthRaw === '06') {
461
+ month = 'JUN';
462
+ }
463
+ else if (monthRaw === '07') {
464
+ month = 'JUL';
465
+ }
466
+ else if (monthRaw === '08') {
467
+ month = 'AUG';
468
+ }
469
+ else if (monthRaw === '09') {
470
+ month = 'SEP';
471
+ }
472
+ else if (monthRaw === '10') {
473
+ month = 'OCT';
474
+ }
475
+ else if (monthRaw === '11') {
476
+ month = 'NOV';
477
+ }
478
+ else if (monthRaw === '12') {
479
+ month = 'DEC';
480
+ }
481
+ const reconstructedDate = day + month + year;
482
+ return reconstructedDate;
483
+ }
484
+ createExpiredOptionMarket(symbol) {
485
+ // support expired option contracts
486
+ let quote = 'USD';
487
+ let settle = undefined;
488
+ const optionParts = symbol.split('-');
489
+ const symbolBase = symbol.split('/');
490
+ let base = undefined;
491
+ let expiry = undefined;
492
+ if (symbol.indexOf('/') > -1) {
493
+ base = this.safeString(symbolBase, 0);
494
+ expiry = this.safeString(optionParts, 1);
495
+ if (symbol.indexOf('USDC') > -1) {
496
+ base = base + '_USDC';
497
+ }
498
+ }
499
+ else {
500
+ base = this.safeString(optionParts, 0);
501
+ expiry = this.convertMarketIdExpireDate(this.safeString(optionParts, 1));
502
+ }
503
+ if (symbol.indexOf('USDC') > -1) {
504
+ quote = 'USDC';
505
+ settle = 'USDC';
506
+ }
507
+ else {
508
+ settle = base;
509
+ }
510
+ let splitBase = base;
511
+ if (base.indexOf('_') > -1) {
512
+ const splitSymbol = base.split('_');
513
+ splitBase = this.safeString(splitSymbol, 0);
514
+ }
515
+ const strike = this.safeString(optionParts, 2);
516
+ const optionType = this.safeString(optionParts, 3);
517
+ const datetime = this.convertExpireDate(expiry);
518
+ const timestamp = this.parse8601(datetime);
519
+ return {
520
+ 'id': base + '-' + this.convertExpireDateToMarketIdDate(expiry) + '-' + strike + '-' + optionType,
521
+ 'symbol': splitBase + '/' + quote + ':' + settle + '-' + expiry + '-' + strike + '-' + optionType,
522
+ 'base': base,
523
+ 'quote': quote,
524
+ 'settle': settle,
525
+ 'baseId': base,
526
+ 'quoteId': quote,
527
+ 'settleId': settle,
528
+ 'active': false,
529
+ 'type': 'option',
530
+ 'linear': undefined,
531
+ 'inverse': undefined,
532
+ 'spot': false,
533
+ 'swap': false,
534
+ 'future': false,
535
+ 'option': true,
536
+ 'margin': false,
537
+ 'contract': true,
538
+ 'contractSize': undefined,
539
+ 'expiry': timestamp,
540
+ 'expiryDatetime': datetime,
541
+ 'optionType': (optionType === 'C') ? 'call' : 'put',
542
+ 'strike': this.parseNumber(strike),
543
+ 'precision': {
544
+ 'amount': undefined,
545
+ 'price': undefined,
546
+ },
547
+ 'limits': {
548
+ 'amount': {
549
+ 'min': undefined,
550
+ 'max': undefined,
551
+ },
552
+ 'price': {
553
+ 'min': undefined,
554
+ 'max': undefined,
555
+ },
556
+ 'cost': {
557
+ 'min': undefined,
558
+ 'max': undefined,
559
+ },
560
+ },
561
+ 'info': undefined,
562
+ };
563
+ }
564
+ safeMarket(marketId = undefined, market = undefined, delimiter = undefined, marketType = undefined) {
565
+ const isOption = (marketId !== undefined) && ((marketId.endsWith('-C')) || (marketId.endsWith('-P')));
566
+ if (isOption && !(marketId in this.markets_by_id)) {
567
+ // handle expired option contracts
568
+ return this.createExpiredOptionMarket(marketId);
569
+ }
570
+ return super.safeMarket(marketId, market, delimiter, marketType);
571
+ }
408
572
  async fetchTime(params = {}) {
409
573
  /**
410
574
  * @method
package/js/src/gate.d.ts CHANGED
@@ -220,6 +220,7 @@ export default class gate extends Exchange {
220
220
  fetchPositions(symbols?: Strings, params?: {}): Promise<import("./base/types.js").Position[]>;
221
221
  fetchLeverageTiers(symbols?: Strings, params?: {}): Promise<{}>;
222
222
  fetchMarketLeverageTiers(symbol: string, params?: {}): Promise<any[]>;
223
+ parseEmulatedLeverageTiers(info: any, market?: any): any[];
223
224
  parseMarketLeverageTiers(info: any, market?: Market): any[];
224
225
  repayIsolatedMargin(symbol: string, code: string, amount: any, params?: {}): Promise<{
225
226
  id: number;
package/js/src/gate.js CHANGED
@@ -532,6 +532,7 @@ export default class gate extends Exchange {
532
532
  'multi_collateral/currency_quota': 20 / 15,
533
533
  'multi_collateral/currencies': 20 / 15,
534
534
  'multi_collateral/ltv': 20 / 15,
535
+ 'multi_collateral/fixed_rate': 20 / 15,
535
536
  },
536
537
  'post': {
537
538
  'collateral/orders': 20 / 15,
@@ -5561,7 +5562,7 @@ export default class gate extends Exchange {
5561
5562
  * @description retrieve information on the maximum leverage, and maintenance margin for trades of varying trade sizes
5562
5563
  * @see https://www.gate.io/docs/developers/apiv4/en/#list-all-futures-contracts
5563
5564
  * @see https://www.gate.io/docs/developers/apiv4/en/#list-all-futures-contracts-2
5564
- * @param {string[]|undefined} symbols list of unified market symbols
5565
+ * @param {string[]} [symbols] list of unified market symbols
5565
5566
  * @param {object} [params] extra parameters specific to the exchange API endpoint
5566
5567
  * @returns {object} a dictionary of [leverage tiers structures]{@link https://docs.ccxt.com/#/?id=leverage-tiers-structure}, indexed by market symbols
5567
5568
  */
@@ -5706,6 +5707,33 @@ export default class gate extends Exchange {
5706
5707
  //
5707
5708
  return this.parseMarketLeverageTiers(response, market);
5708
5709
  }
5710
+ parseEmulatedLeverageTiers(info, market = undefined) {
5711
+ const maintenanceMarginUnit = this.safeString(info, 'maintenance_rate'); // '0.005',
5712
+ const leverageMax = this.safeString(info, 'leverage_max'); // '100',
5713
+ const riskLimitStep = this.safeString(info, 'risk_limit_step'); // '1000000',
5714
+ const riskLimitMax = this.safeString(info, 'risk_limit_max'); // '16000000',
5715
+ const initialMarginUnit = Precise.stringDiv('1', leverageMax);
5716
+ let maintenanceMarginRate = maintenanceMarginUnit;
5717
+ let initialMarginRatio = initialMarginUnit;
5718
+ let floor = '0';
5719
+ const tiers = [];
5720
+ while (Precise.stringLt(floor, riskLimitMax)) {
5721
+ const cap = Precise.stringAdd(floor, riskLimitStep);
5722
+ tiers.push({
5723
+ 'tier': this.parseNumber(Precise.stringDiv(cap, riskLimitStep)),
5724
+ 'currency': this.safeString(market, 'settle'),
5725
+ 'minNotional': this.parseNumber(floor),
5726
+ 'maxNotional': this.parseNumber(cap),
5727
+ 'maintenanceMarginRate': this.parseNumber(maintenanceMarginRate),
5728
+ 'maxLeverage': this.parseNumber(Precise.stringDiv('1', initialMarginRatio)),
5729
+ 'info': info,
5730
+ });
5731
+ maintenanceMarginRate = Precise.stringAdd(maintenanceMarginRate, maintenanceMarginUnit);
5732
+ initialMarginRatio = Precise.stringAdd(initialMarginRatio, initialMarginUnit);
5733
+ floor = cap;
5734
+ }
5735
+ return tiers;
5736
+ }
5709
5737
  parseMarketLeverageTiers(info, market = undefined) {
5710
5738
  //
5711
5739
  // [
@@ -5718,6 +5746,9 @@ export default class gate extends Exchange {
5718
5746
  // }
5719
5747
  // ]
5720
5748
  //
5749
+ if (!Array.isArray(info)) {
5750
+ return this.parseEmulatedLeverageTiers(info, market);
5751
+ }
5721
5752
  let minNotional = 0;
5722
5753
  const tiers = [];
5723
5754
  for (let i = 0; i < info.length; i++) {
package/js/src/novadax.js CHANGED
@@ -22,9 +22,9 @@ export default class novadax extends Exchange {
22
22
  'id': 'novadax',
23
23
  'name': 'NovaDAX',
24
24
  'countries': ['BR'],
25
- // 60 requests per second = 1000ms / 60 = 16.6667ms between requests (public endpoints, limited by IP address)
26
- // 20 requests per second => cost = 60 / 20 = 3 (private endpoints, limited by API Key)
27
- 'rateLimit': 16.6667,
25
+ // 6000 weight per min => 100 weight per second => min weight = 1
26
+ // 100 requests per second => ( 1000ms / 100 ) = 10 ms between requests on average
27
+ 'rateLimit': 10,
28
28
  'version': 'v1',
29
29
  // new metainfo interface
30
30
  'has': {
@@ -122,33 +122,37 @@ export default class novadax extends Exchange {
122
122
  'api': {
123
123
  'public': {
124
124
  'get': {
125
- 'common/symbol': 1.2,
126
- 'common/symbols': 1.2,
127
- 'common/timestamp': 1.2,
128
- 'market/tickers': 1.2,
129
- 'market/ticker': 1.2,
130
- 'market/depth': 1.2,
131
- 'market/trades': 1.2,
132
- 'market/kline/history': 1.2,
125
+ 'common/symbol': 1,
126
+ 'common/symbols': 1,
127
+ 'common/timestamp': 1,
128
+ 'market/tickers': 5,
129
+ 'market/ticker': 1,
130
+ 'market/depth': 1,
131
+ 'market/trades': 5,
132
+ 'market/kline/history': 5,
133
133
  },
134
134
  },
135
135
  'private': {
136
136
  'get': {
137
- 'orders/get': 3,
138
- 'orders/list': 3,
137
+ 'orders/get': 1,
138
+ 'orders/list': 10,
139
139
  'orders/fill': 3,
140
- 'orders/fills': 3,
141
- 'account/getBalance': 3,
142
- 'account/subs': 3,
143
- 'account/subs/balance': 3,
144
- 'account/subs/transfer/record': 3,
140
+ 'orders/fills': 10,
141
+ 'account/getBalance': 1,
142
+ 'account/subs': 1,
143
+ 'account/subs/balance': 1,
144
+ 'account/subs/transfer/record': 10,
145
145
  'wallet/query/deposit-withdraw': 3,
146
146
  },
147
147
  'post': {
148
- 'orders/create': 3,
149
- 'orders/cancel': 3,
150
- 'account/withdraw/coin': 3,
151
- 'account/subs/transfer': 3,
148
+ 'orders/create': 5,
149
+ 'orders/batch-create': 50,
150
+ 'orders/cancel': 1,
151
+ 'orders/batch-cancel': 10,
152
+ 'orders/cancel-by-symbol': 10,
153
+ 'account/subs/transfer': 5,
154
+ 'wallet/withdraw/coin': 3,
155
+ 'account/withdraw/coin': 3, // not found in doc
152
156
  },
153
157
  },
154
158
  },
package/js/src/okcoin.js CHANGED
@@ -49,6 +49,9 @@ export default class okcoin extends Exchange {
49
49
  'fetchCurrencies': true,
50
50
  'fetchDepositAddress': true,
51
51
  'fetchDeposits': true,
52
+ 'fetchFundingHistory': false,
53
+ 'fetchFundingRate': false,
54
+ 'fetchFundingRateHistory': false,
52
55
  'fetchLedger': true,
53
56
  'fetchMarkets': true,
54
57
  'fetchMyTrades': true,
package/js/src/phemex.js CHANGED
@@ -193,6 +193,7 @@ export default class phemex extends Exchange {
193
193
  'api-data/g-futures/trades': 5,
194
194
  'api-data/futures/trading-fees': 5,
195
195
  'api-data/g-futures/trading-fees': 5,
196
+ 'api-data/futures/v2/tradeAccountDetail': 5,
196
197
  'g-orders/activeList': 1,
197
198
  'orders/activeList': 1,
198
199
  'exchange/order/list': 5,
@@ -1917,16 +1918,19 @@ export default class phemex extends Exchange {
1917
1918
  * @method
1918
1919
  * @name phemex#fetchBalance
1919
1920
  * @description query for balance and get the amount of funds available for trading or funds locked in orders
1921
+ * @see https://phemex-docs.github.io/#query-wallets
1920
1922
  * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#query-account-positions
1923
+ * @see https://phemex-docs.github.io/#query-trading-account-and-positions
1921
1924
  * @param {object} [params] extra parameters specific to the exchange API endpoint
1922
1925
  * @param {string} [params.type] spot or swap
1926
+ * @param {string} [params.code] *swap only* currency code of the balance to query (USD, USDT, etc), default is USDT
1923
1927
  * @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
1924
1928
  */
1925
1929
  await this.loadMarkets();
1926
1930
  let type = undefined;
1927
1931
  [type, params] = this.handleMarketTypeAndParams('fetchBalance', undefined, params);
1928
1932
  const code = this.safeString(params, 'code');
1929
- params = this.omit(params, ['type', 'code']);
1933
+ params = this.omit(params, ['code']);
1930
1934
  let response = undefined;
1931
1935
  const request = {};
1932
1936
  if ((type !== 'spot') && (type !== 'swap')) {
@@ -1934,7 +1938,7 @@ export default class phemex extends Exchange {
1934
1938
  }
1935
1939
  if (type === 'swap') {
1936
1940
  let settle = undefined;
1937
- [settle, params] = this.handleOptionAndParams(params, 'fetchBalance', 'settle');
1941
+ [settle, params] = this.handleOptionAndParams(params, 'fetchBalance', 'settle', 'USDT');
1938
1942
  if (code !== undefined || settle !== undefined) {
1939
1943
  let coin = undefined;
1940
1944
  if (code !== undefined) {
@@ -2770,7 +2774,7 @@ export default class phemex extends Exchange {
2770
2774
  }
2771
2775
  else if (amount !== undefined) {
2772
2776
  if (isUSDTSettled) {
2773
- request['baseQtyEV'] = this.amountToPrecision(market['symbol'], amount);
2777
+ request['orderQtyRq'] = this.amountToPrecision(market['symbol'], amount);
2774
2778
  }
2775
2779
  else {
2776
2780
  request['baseQtyEV'] = this.toEv(amount, market);
@@ -58,6 +58,7 @@ export default class poloniex extends Exchange {
58
58
  'fetchOrder': true,
59
59
  'fetchOrderBook': true,
60
60
  'fetchOrderBooks': false,
61
+ 'fetchFundingRate': false,
61
62
  'fetchOrderTrades': true,
62
63
  'fetchPosition': false,
63
64
  'fetchPositionMode': false,