ccxt 4.2.21 → 4.2.22

package/js/src/deribit.js

@@ -405,6 +405,170 @@ export default class deribit extends Exchange {
             },
         });
     }
+    convertExpireDate(date) {
+        // parse YYMMDD to timestamp
+        const year = date.slice(0, 2);
+        const month = date.slice(2, 4);
+        const day = date.slice(4, 6);
+        const reconstructedDate = '20' + year + '-' + month + '-' + day + 'T00:00:00Z';
+        return reconstructedDate;
+    }
+    convertMarketIdExpireDate(date) {
+        // parse 19JAN24 to 240119
+        const monthMappping = {
+            'JAN': '01',
+            'FEB': '02',
+            'MAR': '03',
+            'APR': '04',
+            'MAY': '05',
+            'JUN': '06',
+            'JUL': '07',
+            'AUG': '08',
+            'SEP': '09',
+            'OCT': '10',
+            'NOV': '11',
+            'DEC': '12',
+        };
+        const year = date.slice(0, 2);
+        const monthName = date.slice(2, 5);
+        const month = this.safeString(monthMappping, monthName);
+        const day = date.slice(5, 7);
+        const reconstructedDate = day + month + year;
+        return reconstructedDate;
+    }
+    convertExpireDateToMarketIdDate(date) {
+        // parse 240119 to 19JAN24
+        const year = date.slice(0, 2);
+        const monthRaw = date.slice(2, 4);
+        let month = undefined;
+        const day = date.slice(4, 6);
+        if (monthRaw === '01') {
+            month = 'JAN';
+        }
+        else if (monthRaw === '02') {
+            month = 'FEB';
+        }
+        else if (monthRaw === '03') {
+            month = 'MAR';
+        }
+        else if (monthRaw === '04') {
+            month = 'APR';
+        }
+        else if (monthRaw === '05') {
+            month = 'MAY';
+        }
+        else if (monthRaw === '06') {
+            month = 'JUN';
+        }
+        else if (monthRaw === '07') {
+            month = 'JUL';
+        }
+        else if (monthRaw === '08') {
+            month = 'AUG';
+        }
+        else if (monthRaw === '09') {
+            month = 'SEP';
+        }
+        else if (monthRaw === '10') {
+            month = 'OCT';
+        }
+        else if (monthRaw === '11') {
+            month = 'NOV';
+        }
+        else if (monthRaw === '12') {
+            month = 'DEC';
+        }
+        const reconstructedDate = day + month + year;
+        return reconstructedDate;
+    }
+    createExpiredOptionMarket(symbol) {
+        // support expired option contracts
+        let quote = 'USD';
+        let settle = undefined;
+        const optionParts = symbol.split('-');
+        const symbolBase = symbol.split('/');
+        let base = undefined;
+        let expiry = undefined;
+        if (symbol.indexOf('/') > -1) {
+            base = this.safeString(symbolBase, 0);
+            expiry = this.safeString(optionParts, 1);
+            if (symbol.indexOf('USDC') > -1) {
+                base = base + '_USDC';
+            }
+        }
+        else {
+            base = this.safeString(optionParts, 0);
+            expiry = this.convertMarketIdExpireDate(this.safeString(optionParts, 1));
+        }
+        if (symbol.indexOf('USDC') > -1) {
+            quote = 'USDC';
+            settle = 'USDC';
+        }
+        else {
+            settle = base;
+        }
+        let splitBase = base;
+        if (base.indexOf('_') > -1) {
+            const splitSymbol = base.split('_');
+            splitBase = this.safeString(splitSymbol, 0);
+        }
+        const strike = this.safeString(optionParts, 2);
+        const optionType = this.safeString(optionParts, 3);
+        const datetime = this.convertExpireDate(expiry);
+        const timestamp = this.parse8601(datetime);
+        return {
+            'id': base + '-' + this.convertExpireDateToMarketIdDate(expiry) + '-' + strike + '-' + optionType,
+            'symbol': splitBase + '/' + quote + ':' + settle + '-' + expiry + '-' + strike + '-' + optionType,
+            'base': base,
+            'quote': quote,
+            'settle': settle,
+            'baseId': base,
+            'quoteId': quote,
+            'settleId': settle,
+            'active': false,
+            'type': 'option',
+            'linear': undefined,
+            'inverse': undefined,
+            'spot': false,
+            'swap': false,
+            'future': false,
+            'option': true,
+            'margin': false,
+            'contract': true,
+            'contractSize': undefined,
+            'expiry': timestamp,
+            'expiryDatetime': datetime,
+            'optionType': (optionType === 'C') ? 'call' : 'put',
+            'strike': this.parseNumber(strike),
+            'precision': {
+                'amount': undefined,
+                'price': undefined,
+            },
+            'limits': {
+                'amount': {
+                    'min': undefined,
+                    'max': undefined,
+                },
+                'price': {
+                    'min': undefined,
+                    'max': undefined,
+                },
+                'cost': {
+                    'min': undefined,
+                    'max': undefined,
+                },
+            },
+            'info': undefined,
+        };
+    }
+    safeMarket(marketId = undefined, market = undefined, delimiter = undefined, marketType = undefined) {
+        const isOption = (marketId !== undefined) && ((marketId.endsWith('-C')) || (marketId.endsWith('-P')));
+        if (isOption && !(marketId in this.markets_by_id)) {
+            // handle expired option contracts
+            return this.createExpiredOptionMarket(marketId);
+        }
+        return super.safeMarket(marketId, market, delimiter, marketType);
+    }
     async fetchTime(params = {}) {
         /**
          * @method

package/js/src/okcoin.js

@@ -49,6 +49,9 @@ export default class okcoin extends Exchange {
                 'fetchCurrencies': true,
                 'fetchDepositAddress': true,
                 'fetchDeposits': true,
+                'fetchFundingHistory': false,
+                'fetchFundingRate': false,
+                'fetchFundingRateHistory': false,
                 'fetchLedger': true,
                 'fetchMarkets': true,
                 'fetchMyTrades': true,

package/js/src/phemex.js

@@ -1918,16 +1918,19 @@ export default class phemex extends Exchange {
          * @method
          * @name phemex#fetchBalance
          * @description query for balance and get the amount of funds available for trading or funds locked in orders
+         * @see https://phemex-docs.github.io/#query-wallets
          * @see https://github.com/phemex/phemex-api-docs/blob/master/Public-Hedged-Perpetual-API.md#query-account-positions
+         * @see https://phemex-docs.github.io/#query-trading-account-and-positions
          * @param {object} [params] extra parameters specific to the exchange API endpoint
          * @param {string} [params.type] spot or swap
+         * @param {string} [params.code] *swap only* currency code of the balance to query (USD, USDT, etc), default is USDT
          * @returns {object} a [balance structure]{@link https://docs.ccxt.com/#/?id=balance-structure}
          */
         await this.loadMarkets();
         let type = undefined;
         [type, params] = this.handleMarketTypeAndParams('fetchBalance', undefined, params);
         const code = this.safeString(params, 'code');
-        params = this.omit(params, ['type', 'code']);
+        params = this.omit(params, ['code']);
         let response = undefined;
         const request = {};
         if ((type !== 'spot') && (type !== 'swap')) {
@@ -1935,7 +1938,7 @@ export default class phemex extends Exchange {
         }
         if (type === 'swap') {
             let settle = undefined;
-            [settle, params] = this.handleOptionAndParams(params, 'fetchBalance', 'settle');
+            [settle, params] = this.handleOptionAndParams(params, 'fetchBalance', 'settle', 'USDT');
             if (code !== undefined || settle !== undefined) {
                 let coin = undefined;
                 if (code !== undefined) {

package/js/src/poloniex.js

@@ -58,6 +58,7 @@ export default class poloniex extends Exchange {
                 'fetchOrder': true,
                 'fetchOrderBook': true,
                 'fetchOrderBooks': false,
+                'fetchFundingRate': false,
                 'fetchOrderTrades': true,
                 'fetchPosition': false,
                 'fetchPositionMode': false,

package/js/src/pro/bequant.js

@@ -6,10 +6,15 @@
 
 //  ---------------------------------------------------------------------------
 import hitbtc from './hitbtc.js';
+import bequantRest from '../bequant.js';
 // ---------------------------------------------------------------------------
 export default class bequant extends hitbtc {
     describe() {
-        return this.deepExtend(super.describe(), {
+        // eslint-disable-next-line new-cap
+        const restInstance = new bequantRest();
+        const restDescribe = restInstance.describe();
+        const extended = this.deepExtend(super.describe(), restDescribe);
+        return this.deepExtend(extended, {
             'id': 'bequant',
             'name': 'Bequant',
             'countries': ['MT'],

package/js/src/pro/binance.js

@@ -47,7 +47,7 @@ export default class binance extends binanceRest {
                     'ws': {
                         'spot': 'wss://testnet.binance.vision/ws',
                         'margin': 'wss://testnet.binance.vision/ws',
-                        'future': 'wss://stream.binancefuture.com/ws',
+                        'future': 'wss://fstream.binancefuture.com/ws',
                         'delivery': 'wss://dstream.binancefuture.com/ws',
                         'ws': 'wss://testnet.binance.vision/ws-api/v3',
                     },
@@ -1980,12 +1980,13 @@ export default class binance extends binanceRest {
         /**
          * @method
          * @name binance#watchOrders
-         * @see https://binance-docs.github.io/apidocs/spot/en/#payload-order-update
          * @description watches information on multiple orders made by the user
-         * @param {string} symbol unified market symbol of the market orders were made in
+         * @see https://binance-docs.github.io/apidocs/spot/en/#payload-order-update
+         * @param {string} symbol unified market symbol of the market the orders were made in
          * @param {int} [since] the earliest time in ms to fetch orders for
          * @param {int} [limit] the maximum number of order structures to retrieve
          * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {string|undefined} [params.marginMode] 'cross' or 'isolated', for spot margin
          * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
          */
         await this.loadMarkets();
@@ -2008,8 +2009,10 @@ export default class binance extends binanceRest {
         }
         params = this.extend(params, { 'type': type, 'symbol': symbol }); // needed inside authenticate for isolated margin
         await this.authenticate(params);
+        let marginMode = undefined;
+        [marginMode, params] = this.handleMarginModeAndParams('watchOrders', params);
         let urlType = type;
-        if (type === 'margin') {
+        if ((type === 'margin') || ((type === 'spot') && (marginMode !== undefined))) {
             urlType = 'spot'; // spot-margin shares the same stream as regular spot
         }
         const url = this.urls['api']['ws'][urlType] + '/' + this.options[type]['listenKey'];

package/js/src/pro/binancecoinm.js

@@ -6,10 +6,15 @@
 
 //  ---------------------------------------------------------------------------
 import binance from './binance.js';
+import binancecoinmRest from '../binancecoinm.js';
 // ---------------------------------------------------------------------------
 export default class binancecoinm extends binance {
     describe() {
-        return this.deepExtend(super.describe(), {
+        // eslint-disable-next-line new-cap
+        const restInstance = new binancecoinmRest();
+        const restDescribe = restInstance.describe();
+        const extended = this.deepExtend(super.describe(), restDescribe);
+        return this.deepExtend(extended, {
             'id': 'binancecoinm',
             'name': 'Binance COIN-M',
             'urls': {

package/js/src/pro/binanceus.js

@@ -6,10 +6,15 @@
 
 //  ---------------------------------------------------------------------------
 import binance from './binance.js';
+import binanceusRest from '../binanceus.js';
 // ---------------------------------------------------------------------------
 export default class binanceus extends binance {
     describe() {
-        return this.deepExtend(super.describe(), {
+        // eslint-disable-next-line new-cap
+        const restInstance = new binanceusRest();
+        const restDescribe = restInstance.describe();
+        const extended = this.deepExtend(super.describe(), restDescribe);
+        return this.deepExtend(extended, {
             'id': 'binanceus',
             'name': 'Binance US',
             'countries': ['US'],

package/js/src/pro/bitcoincom.js

@@ -6,10 +6,15 @@
 
 //  ---------------------------------------------------------------------------
 import hitbtc from './hitbtc.js';
+import bequantRest from '../bequant.js';
 // ---------------------------------------------------------------------------
 export default class bitcoincom extends hitbtc {
     describe() {
-        return this.deepExtend(super.describe(), {
+        // eslint-disable-next-line new-cap
+        const restInstance = new bequantRest();
+        const restDescribe = restInstance.describe();
+        const extended = this.deepExtend(super.describe(), restDescribe);
+        return this.deepExtend(extended, {
             'id': 'bitcoincom',
             'name': 'bitcoin.com',
             'countries': ['KN'],

package/js/src/pro/bitget.js

@@ -1248,7 +1248,7 @@ export default class bitget extends bitgetRest {
             'price': this.safeString(order, 'price'),
             'stopPrice': triggerPrice,
             'triggerPrice': triggerPrice,
-            'amount': this.safeString2(order, 'size', 'baseSize'),
+            'amount': this.safeString(order, 'baseVolume'),
             'cost': this.safeStringN(order, ['notional', 'notionalUsd', 'quoteSize']),
             'average': this.omitZero(this.safeString2(order, 'priceAvg', 'fillPrice')),
             'filled': this.safeString2(order, 'accBaseVolume', 'baseVolume'),

package/js/src/pro/bitrue.js

@@ -349,7 +349,12 @@ export default class bitrue extends bitrueRest {
         const symbol = market['symbol'];
         const timestamp = this.safeInteger(message, 'ts');
         const tick = this.safeValue(message, 'tick', {});
-        const orderbook = this.parseOrderBook(tick, symbol, timestamp, 'buys', 'asks');
+        let orderbook = this.safeValue(this.orderbooks, symbol);
+        if (orderbook === undefined) {
+            orderbook = this.orderBook();
+        }
+        const snapshot = this.parseOrderBook(tick, symbol, timestamp, 'buys', 'asks');
+        orderbook.reset(snapshot);
         this.orderbooks[symbol] = orderbook;
         const messageHash = 'orderbook:' + symbol;
         client.resolve(orderbook, messageHash);

package/js/src/pro/okx.js

@@ -1014,17 +1014,20 @@ export default class okx extends okxRest {
         /**
          * @method
          * @name okx#watchOrders
-         * @see https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-order-channel
          * @description watches information on multiple orders made by the user
-         * @param {string} [symbol] unified market symbol of the market orders were made in
+         * @see https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-order-channel
+         * @param {string} [symbol] unified market symbol of the market the orders were made in
          * @param {int} [since] the earliest time in ms to fetch orders for
          * @param {int} [limit] the maximum number of order structures to retrieve
          * @param {object} [params] extra parameters specific to the exchange API endpoint
          * @param {bool} [params.stop] true if fetching trigger or conditional orders
+         * @param {string} [params.type] 'spot', 'swap', 'future', 'option', 'ANY', 'SPOT', 'MARGIN', 'SWAP', 'FUTURES' or 'OPTION'
+         * @param {string} [params.marginMode] 'cross' or 'isolated', for automatically setting the type to spot margin
          * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
          */
         let type = undefined;
         // By default, receive order updates from any instrument type
+        [type, params] = this.handleOptionAndParams(params, 'watchOrders', 'defaultType');
         [type, params] = this.handleOptionAndParams(params, 'watchOrders', 'type', 'ANY');
         const isStop = this.safeValue2(params, 'stop', 'trigger', false);
         params = this.omit(params, ['stop', 'trigger']);
@@ -1039,7 +1042,14 @@ export default class okx extends okxRest {
         if (type === 'future') {
             type = 'futures';
         }
-        const uppercaseType = type.toUpperCase();
+        let uppercaseType = type.toUpperCase();
+        let marginMode = undefined;
+        [marginMode, params] = this.handleMarginModeAndParams('watchOrders', params);
+        if (uppercaseType === 'SPOT') {
+            if (marginMode !== undefined) {
+                uppercaseType = 'MARGIN';
+            }
+        }
         const request = {
             'instType': uppercaseType,
         };

package/js/src/woo.js

@@ -61,7 +61,7 @@ export default class woo extends Exchange {
                 'fetchClosedOrder': false,
                 'fetchClosedOrders': false,
                 'fetchCurrencies': true,
-                'fetchDepositAddress': false,
+                'fetchDepositAddress': true,
                 'fetchDeposits': true,
                 'fetchDepositsWithdrawals': true,
                 'fetchFundingHistory': true,

package/jsdoc2md.js

@@ -29,9 +29,12 @@ const findByExtensionSync = (dir, ext) => {
 // Get all files to read js docs
 const inputFiles = findByExtensionSync('js/src', 'js')
 const proInputFiles = findByExtensionSync('js/src/pro', 'js');
-const partials = './wiki/partials/'
-const partial = fs.readdirSync (partials).map (file => partials + file)
-const outputFile = './wiki/spec.md'
+const basePartials = './wiki/basePartials/'
+const basePartial = fs.readdirSync (basePartials).map (file => basePartials + file)
+const exchangePartials = './wiki/exchangePartials/'
+const exchangePartial = fs.readdirSync (exchangePartials).map (file => exchangePartials + file)
+const outputFolder = './wiki/'
+const outputFile = './wiki/baseSpec.md'
 const helper = './wiki/helpers.cjs'
 
 console.log ('📰 loading js docs...')
@@ -54,6 +57,7 @@ proTemplateData.forEach((proData) => {
 console.log ('📰 rendering docs for each exchange...')
 const template = fs.readFileSync ('./wiki/spec.hbs', 'utf8')
 
+const outputByExchange = await Promise.all (templateData.map (data => jsdoc2md.render ({ template, data, partial: exchangePartial, helper })))
 // Group docs by method
 const groupedByMethod = templateData.reduce((acc, arr) => {
   arr.filter(obj => obj.kind === 'function' && !obj.ignore).forEach(obj => {
@@ -79,21 +83,39 @@ const groupedByMethod = templateData.reduce((acc, arr) => {
 
 const templateDataGroupedByMethod = Object.values(groupedByMethod).sort((a, b) =>a[0].name < b[0].name ? -1 : 1)
 
-const outputs = await Promise.all (templateDataGroupedByMethod.map (data => jsdoc2md.render ({ template, data, partial, helper})))
+
+const baseOutput = await Promise.all (templateDataGroupedByMethod.map (data => jsdoc2md.render ({ template, data, partial: basePartial, helper})))
 
 console.log ('📰 creating index of exchange functions')
-const functions = Object.keys(groupedByMethod).sort ()
-const alphabet = Array.from ( Array (26)).map((e, i) => String.fromCharCode(i + 97));
-
-const index = {}
-let i = -1
-for (const char of alphabet) {
-    do {
-        index[char] = functions[++i]
-    } while (char > functions[i])
-}
-
-fs.writeFileSync (outputFile, outputs.join ('\n---\n'))
+const exchangeLinks = []
+outputByExchange.forEach ((output, i) => {
+  const name = templateData[i][0].id
+  const fileName = 'exchanges/' + name + '.md'
+  fs.writeFileSync (outputFolder + fileName, output)
+  exchangeLinks.push (`\t- [${name}](${fileName})`)
+})
+
+
+fs.writeFileSync (outputFile, baseOutput.join ('\n---\n'))
+
+const sidebar = 
+`
+- [Install](Install.md)
+- [Examples](Examples.md)
+- [Manual](Manual.md)
+- [CCXT Pro](ccxt.pro.manual.md)
+- [Contributing](CONTRIBUTING.md)
+- [Supported Exchanges](Exchange-Markets.md)
+- [Exchanges By Country](Exchange-Markets-By-Country.md)
+- [API Spec By Method](baseSpec.md)
+- API Spec by Exchange
+${exchangeLinks.join('\n')}
+- [Changelog](CHANGELOG.md)
+- [Awesome](Awesome.md)
+`
+fs.writeFileSync('./wiki/_sidebar.md', sidebar);
+
 console.log ('📰 finished rendering docs! 🙌 😶‍🌫')
 
 })()
+

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ccxt",
-  "version": "4.2.21",
+  "version": "4.2.22",
   "description": "A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 100+ exchanges",
   "unpkg": "dist/ccxt.browser.js",
   "type": "module",
@@ -22,6 +22,9 @@
   },
   "readme": "README.md",
   "scripts": {
+    "instrument": "nyc instrument js/ jsInstrumented/",
+    "nyc-coverage": "nyc --reporter=html --reporter=lcov --exclude='js/src/pro/**' --exclude='js/src/base/**' --exclude='js/src/test/**' --exclude='js/src/abstract/**' --exclude='js/src/static_dependencies' node jsInstrumented/src/test/test.js --requestTests --responseTests",
+    "coverage-js": "npm run instrument && npm run nyc-coverage && rm -rf jsInstrumented",
     "docker": "docker-compose run --rm ccxt",
     "fixTSBug": "node build/fixTSBug",
     "build-docs": "node jsdoc2md.js && node examples2md.js",

package/skip-tests.json

@@ -1433,6 +1433,10 @@
             },
             "watchOrderBook": {
                 "nonce": "missing https://app.travis-ci.com/github/ccxt/ccxt/builds/267900037#L6909"
+            },
+            "watchTickers": {
+                "quoteVolume": "same",
+                "baseVolume": "same"
             }
         }
     },