ccxt 4.2.4 → 4.2.6

package/dist/cjs/ccxt.js

@@ -169,7 +169,7 @@ var woo$1 = require('./src/pro/woo.js');
 
 //-----------------------------------------------------------------------------
 // this is updated by vss.js when building
-const version = '4.2.4';
+const version = '4.2.6';
 Exchange["default"].ccxtVersion = version;
 const exchanges = {
     'ace': ace,

package/dist/cjs/src/alpaca.js

@@ -349,10 +349,16 @@ class alpaca extends alpaca$1 {
         //
         const marketId = this.safeString(asset, 'symbol');
         const parts = marketId.split('/');
+        const assetClass = this.safeString(asset, 'class');
         const baseId = this.safeString(parts, 0);
         const quoteId = this.safeString(parts, 1);
         const base = this.safeCurrencyCode(baseId);
-        const quote = this.safeCurrencyCode(quoteId);
+        let quote = this.safeCurrencyCode(quoteId);
+        // Us equity markets do not include quote in symbol.
+        // We can safely coerce us_equity quote to USD
+        if (quote === undefined && assetClass === 'us_equity') {
+            quote = 'USD';
+        }
         const symbol = base + '/' + quote;
         const status = this.safeString(asset, 'status');
         const active = (status === 'active');

package/dist/cjs/src/base/Exchange.js

@@ -1231,10 +1231,15 @@ class Exchange {
         const closedClients = [];
         for (let i = 0; i < clients.length; i++) {
             const client = clients[i];
-            delete this.clients[client.url];
+            client.error = new errors.ExchangeClosedByUser(this.id + ' closedByUser');
             closedClients.push(client.close());
         }
-        return Promise.all(closedClients);
+        await Promise.all(closedClients);
+        for (let i = 0; i < clients.length; i++) {
+            const client = clients[i];
+            delete this.clients[client.url];
+        }
+        return;
     }
     async loadOrderBook(client, messageHash, symbol, limit = undefined, params = {}) {
         if (!(symbol in this.orderbooks)) {

package/dist/cjs/src/base/errors.js

@@ -46,6 +46,12 @@ class ExchangeError extends Error {
         this.name = 'ExchangeError';
     }
 }
+class ExchangeClosedByUser extends Error {
+    constructor(message) {
+        super(message);
+        this.name = 'ExchangeClosedByUser';
+    }
+}
 class AuthenticationError extends ExchangeError {
     constructor(message) {
         super(message);
@@ -252,7 +258,7 @@ class RequestTimeout extends NetworkError {
 //     // Derived class hierarchy
 //     errorHierarchy
 // )
-const errors = { BaseError, ExchangeError, PermissionDenied, AccountNotEnabled, AccountSuspended, ArgumentsRequired, BadRequest, BadSymbol, MarginModeAlreadySet, BadResponse, NullResponse, InsufficientFunds, InvalidAddress, InvalidOrder, OrderNotFound, OrderNotCached, CancelPending, OrderImmediatelyFillable, OrderNotFillable, DuplicateOrderId, NotSupported, NetworkError, DDoSProtection, RateLimitExceeded, ExchangeNotAvailable, OnMaintenance, InvalidNonce, RequestTimeout, AuthenticationError, AddressPending, ContractUnavailable, NoChange, OperationRejected, OperationFailed, ProxyError };
+const errors = { BaseError, ExchangeClosedByUser, ExchangeError, PermissionDenied, AccountNotEnabled, AccountSuspended, ArgumentsRequired, BadRequest, BadSymbol, MarginModeAlreadySet, BadResponse, NullResponse, InsufficientFunds, InvalidAddress, InvalidOrder, OrderNotFound, OrderNotCached, CancelPending, OrderImmediatelyFillable, OrderNotFillable, DuplicateOrderId, NotSupported, NetworkError, DDoSProtection, RateLimitExceeded, ExchangeNotAvailable, OnMaintenance, InvalidNonce, RequestTimeout, AuthenticationError, AddressPending, ContractUnavailable, NoChange, OperationRejected, OperationFailed, ProxyError };
 
 exports.AccountNotEnabled = AccountNotEnabled;
 exports.AccountSuspended = AccountSuspended;
@@ -267,6 +273,7 @@ exports.CancelPending = CancelPending;
 exports.ContractUnavailable = ContractUnavailable;
 exports.DDoSProtection = DDoSProtection;
 exports.DuplicateOrderId = DuplicateOrderId;
+exports.ExchangeClosedByUser = ExchangeClosedByUser;
 exports.ExchangeError = ExchangeError;
 exports.ExchangeNotAvailable = ExchangeNotAvailable;
 exports.InsufficientFunds = InsufficientFunds;

package/dist/cjs/src/base/ws/Client.js

@@ -209,6 +209,9 @@ class Client {
             // todo: exception types for server-side disconnects
             this.reset(new errors.NetworkError('connection closed by remote server, closing code ' + String(event.code)));
         }
+        if (this.error instanceof errors.ExchangeClosedByUser) {
+            this.reset(this.error);
+        }
         if (this.disconnected !== undefined) {
             this.disconnected.resolve(true);
         }
@@ -229,6 +232,7 @@ class Client {
         const future = Future.Future();
         if (platform.isNode) {
             /* eslint-disable no-inner-declarations */
+            /* eslint-disable jsdoc/require-jsdoc */
             function onSendComplete(error) {
                 if (error) {
                     future.reject(error);

package/dist/cjs/src/bingx.js

@@ -1331,18 +1331,11 @@ class bingx extends bingx$1 {
         const close = this.safeString(ticker, 'lastPrice');
         const quoteVolume = this.safeString(ticker, 'quoteVolume');
         const baseVolume = this.safeString(ticker, 'volume');
-        let percentage = undefined;
-        let change = undefined;
-        if (market['swap']) {
-            // right now only swap uses the 24h change, spot will be added soon
-            percentage = this.safeString(ticker, 'priceChangePercent');
-            change = this.safeString(ticker, 'priceChange');
-        }
-        // let percentage = this.safeString (ticker, 'priceChangePercent');
-        // if (percentage !== undefined) {
-        //     percentage = percentage.replace ('%', '');
-        // } similarly to change, it's not ccxt's percentage because it does priceChange/open, and priceChange is high-low
-        // const change = this.safeString (ticker, 'priceChange'); // this is not ccxt's change because it does high-low instead of last-open
+        let percentage = this.safeString(ticker, 'priceChangePercent');
+        if (percentage !== undefined) {
+            percentage = percentage.replace('%', '');
+        }
+        const change = this.safeString(ticker, 'priceChange');
         const ts = this.safeInteger(ticker, 'closeTime');
         const datetime = this.iso8601(ts);
         const bid = this.safeString(ticker, 'bidPrice');
@@ -1671,6 +1664,11 @@ class bingx extends bingx$1 {
         };
         const isMarketOrder = type === 'MARKET';
         const isSpot = marketType === 'spot';
+        const exchangeClientOrderId = isSpot ? 'newClientOrderId' : 'clientOrderID';
+        const clientOrderId = this.safeString2(params, exchangeClientOrderId, 'clientOrderId');
+        if (clientOrderId !== undefined) {
+            request[exchangeClientOrderId] = clientOrderId;
+        }
         const timeInForce = this.safeStringUpper(params, 'timeInForce');
         if (timeInForce === 'IOC') {
             request['timeInForce'] = 'IOC';
@@ -1815,7 +1813,7 @@ class bingx extends bingx$1 {
             }
             request['positionSide'] = positionSide;
             request['quantity'] = this.parseToNumeric(this.amountToPrecision(symbol, amount));
-            params = this.omit(params, ['reduceOnly', 'triggerPrice', 'stopLossPrice', 'takeProfitPrice', 'trailingAmount', 'trailingPercent', 'takeProfit', 'stopLoss']);
+            params = this.omit(params, ['reduceOnly', 'triggerPrice', 'stopLossPrice', 'takeProfitPrice', 'trailingAmount', 'trailingPercent', 'takeProfit', 'stopLoss', 'clientOrderId']);
         }
         return this.extend(request, params);
     }
@@ -1832,6 +1830,7 @@ class bingx extends bingx$1 {
          * @param {float} amount how much you want to trade in units of the base currency
          * @param {float} [price] the price at which the order is to be fullfilled, in units of the quote currency, ignored in market orders
          * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {string} [params.clientOrderId] a unique id for the order
          * @param {bool} [params.postOnly] true to place a post only order
          * @param {string} [params.timeInForce] spot supports 'PO' and 'IOC', swap supports 'PO', 'GTC', 'IOC' and 'FOK'
          * @param {bool} [params.reduceOnly] *swap only* true or false whether the order is reduce only
@@ -1896,7 +1895,7 @@ class bingx extends bingx$1 {
         //     }
         //
         if (typeof response === 'string') {
-            response = JSON.parse(response);
+            response = this.parseJson(response);
         }
         const data = this.safeValue(response, 'data', {});
         const order = this.safeValue(data, 'order', data);
@@ -2157,7 +2156,7 @@ class bingx extends bingx$1 {
             'currency': feeCurrencyCode,
             'cost': Precise["default"].stringAbs(feeCost),
         };
-        const clientOrderId = this.safeString2(order, 'clientOrderId', 'c');
+        const clientOrderId = this.safeStringN(order, ['clientOrderID', 'origClientOrderId', 'c']);
         let stopLoss = this.safeValue(order, 'stopLoss');
         let stopLossPrice = undefined;
         if (stopLoss !== undefined) {
@@ -2166,7 +2165,7 @@ class bingx extends bingx$1 {
         if ((stopLoss !== undefined) && (typeof stopLoss !== 'number')) {
             //  stopLoss: '{"stopPrice":50,"workingType":"MARK_PRICE","type":"STOP_MARKET","quantity":1}',
             if (typeof stopLoss === 'string') {
-                stopLoss = JSON.parse(stopLoss);
+                stopLoss = this.parseJson(stopLoss);
             }
             stopLossPrice = this.safeNumber(stopLoss, 'stopPrice');
         }
@@ -2178,7 +2177,7 @@ class bingx extends bingx$1 {
         if ((takeProfit !== undefined) && (typeof takeProfit !== 'number')) {
             //  takeProfit: '{"stopPrice":150,"workingType":"MARK_PRICE","type":"TAKE_PROFIT_MARKET","quantity":1}',
             if (typeof takeProfit === 'string') {
-                takeProfit = JSON.parse(takeProfit);
+                takeProfit = this.parseJson(takeProfit);
             }
             takeProfitPrice = this.safeNumber(takeProfit, 'stopPrice');
         }
@@ -2232,6 +2231,7 @@ class bingx extends bingx$1 {
          * @param {string} id order id
          * @param {string} symbol unified symbol of the market the order was made in
          * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {string} [params.clientOrderId] a unique id for the order
          * @returns {object} An [order structure]{@link https://docs.ccxt.com/#/?id=order-structure}
          */
         if (symbol === undefined) {
@@ -2241,8 +2241,15 @@ class bingx extends bingx$1 {
         const market = this.market(symbol);
         const request = {
             'symbol': market['id'],
-            'orderId': id,
         };
+        const clientOrderId = this.safeString2(params, 'clientOrderId', 'clientOrderID');
+        params = this.omit(params, ['clientOrderId']);
+        if (clientOrderId !== undefined) {
+            request['clientOrderID'] = clientOrderId;
+        }
+        else {
+            request['orderId'] = id;
+        }
         let response = undefined;
         const [marketType, query] = this.handleMarketTypeAndParams('cancelOrder', market, params);
         if (marketType === 'spot') {
@@ -2418,7 +2425,7 @@ class bingx extends bingx$1 {
         }
         let response = undefined;
         if (market['spot']) {
-            const spotReqKey = areClientOrderIds ? 'clientOrderIds' : 'orderIds';
+            const spotReqKey = areClientOrderIds ? 'clientOrderIDs' : 'orderIds';
             request[spotReqKey] = parsedIds.join(',');
             response = await this.spotV1PrivatePostTradeCancelOrders(this.extend(request, params));
         }

package/dist/cjs/src/bitmex.js

@@ -1827,14 +1827,15 @@ class bitmex extends bitmex$1 {
          * @param {object} [params] extra parameters specific to the exchange API endpoint
          * @param {object} [params.triggerPrice] the price at which a trigger order is triggered at
          * @param {object} [params.triggerDirection] the direction whenever the trigger happens with relation to price - 'above' or 'below'
+         * @param {float} [params.trailingAmount] the quote amount to trail away from the current market price
          * @returns {object} an [order structure]{@link https://github.com/ccxt/ccxt/wiki/Manual#order-structure}
          */
         await this.loadMarkets();
         const market = this.market(symbol);
-        const orderType = this.capitalize(type);
+        let orderType = this.capitalize(type);
         const reduceOnly = this.safeValue(params, 'reduceOnly');
         if (reduceOnly !== undefined) {
-            if ((market['type'] !== 'swap') && (market['type'] !== 'future')) {
+            if ((!market['swap']) && (!market['future'])) {
                 throw new errors.InvalidOrder(this.id + ' createOrder() does not support reduceOnly for ' + market['type'] + ' orders, reduceOnly orders are supported for swap and future markets only');
             }
         }
@@ -1847,44 +1848,54 @@ class bitmex extends bitmex$1 {
             'ordType': orderType,
             'text': brokerId,
         };
-        const customTriggerType = (orderType === 'Stop') || (orderType === 'StopLimit') || (orderType === 'MarketIfTouched') || (orderType === 'LimitIfTouched');
         // support for unified trigger format
         const triggerPrice = this.safeNumberN(params, ['triggerPrice', 'stopPx', 'stopPrice']);
-        if ((triggerPrice !== undefined) && !customTriggerType) {
-            request['stopPx'] = parseFloat(this.priceToPrecision(symbol, triggerPrice));
+        let trailingAmount = this.safeString2(params, 'trailingAmount', 'pegOffsetValue');
+        const isTriggerOrder = triggerPrice !== undefined;
+        const isTrailingAmountOrder = trailingAmount !== undefined;
+        if (isTriggerOrder || isTrailingAmountOrder) {
             const triggerDirection = this.safeString(params, 'triggerDirection');
-            params = this.omit(params, ['triggerPrice', 'stopPrice', 'stopPx', 'triggerDirection']);
             const triggerAbove = (triggerDirection === 'above');
-            this.checkRequiredArgument('createOrder', triggerDirection, 'triggerDirection', ['above', 'below']);
-            this.checkRequiredArgument('createOrder', side, 'side', ['buy', 'sell']);
+            if ((type === 'limit') || (type === 'market')) {
+                this.checkRequiredArgument('createOrder', triggerDirection, 'triggerDirection', ['above', 'below']);
+            }
             if (type === 'limit') {
-                request['price'] = parseFloat(this.priceToPrecision(symbol, price));
                 if (side === 'buy') {
-                    request['ordType'] = triggerAbove ? 'StopLimit' : 'LimitIfTouched';
+                    orderType = triggerAbove ? 'StopLimit' : 'LimitIfTouched';
                 }
                 else {
-                    request['ordType'] = triggerAbove ? 'LimitIfTouched' : 'StopLimit';
+                    orderType = triggerAbove ? 'LimitIfTouched' : 'StopLimit';
                 }
             }
             else if (type === 'market') {
                 if (side === 'buy') {
-                    request['ordType'] = triggerAbove ? 'Stop' : 'MarketIfTouched';
+                    orderType = triggerAbove ? 'Stop' : 'MarketIfTouched';
                 }
                 else {
-                    request['ordType'] = triggerAbove ? 'MarketIfTouched' : 'Stop';
+                    orderType = triggerAbove ? 'MarketIfTouched' : 'Stop';
                 }
             }
-        }
-        else if (customTriggerType) {
-            if (triggerPrice === undefined) {
-                // if exchange specific trigger types were provided
-                throw new errors.ArgumentsRequired(this.id + ' createOrder() requires a triggerPrice (stopPx|stopPrice) parameter for the ' + orderType + ' order type');
+            if (isTrailingAmountOrder) {
+                const isStopSellOrder = (side === 'sell') && ((orderType === 'Stop') || (orderType === 'StopLimit'));
+                const isBuyIfTouchedOrder = (side === 'buy') && ((orderType === 'MarketIfTouched') || (orderType === 'LimitIfTouched'));
+                if (isStopSellOrder || isBuyIfTouchedOrder) {
+                    trailingAmount = '-' + trailingAmount;
+                }
+                request['pegOffsetValue'] = this.parseToNumeric(trailingAmount);
+                request['pegPriceType'] = 'TrailingStopPeg';
+            }
+            else {
+                if (triggerPrice === undefined) {
+                    // if exchange specific trigger types were provided
+                    throw new errors.ArgumentsRequired(this.id + ' createOrder() requires a triggerPrice (stopPx|stopPrice) parameter for the ' + orderType + ' order type');
+                }
+                request['stopPx'] = this.parseToNumeric(this.priceToPrecision(symbol, triggerPrice));
             }
-            params = this.omit(params, ['triggerPrice', 'stopPrice', 'stopPx']);
-            request['stopPx'] = parseFloat(this.priceToPrecision(symbol, triggerPrice));
+            request['ordType'] = orderType;
+            params = this.omit(params, ['triggerPrice', 'stopPrice', 'stopPx', 'triggerDirection', 'trailingAmount']);
         }
         if ((orderType === 'Limit') || (orderType === 'StopLimit') || (orderType === 'LimitIfTouched')) {
-            request['price'] = parseFloat(this.priceToPrecision(symbol, price));
+            request['price'] = this.parseToNumeric(this.priceToPrecision(symbol, price));
         }
         const clientOrderId = this.safeString2(params, 'clOrdID', 'clientOrderId');
         if (clientOrderId !== undefined) {
@@ -1897,6 +1908,39 @@ class bitmex extends bitmex$1 {
     async editOrder(id, symbol, type, side, amount = undefined, price = undefined, params = {}) {
         await this.loadMarkets();
         const request = {};
+        let trailingAmount = this.safeString2(params, 'trailingAmount', 'pegOffsetValue');
+        const isTrailingAmountOrder = trailingAmount !== undefined;
+        if (isTrailingAmountOrder) {
+            const triggerDirection = this.safeString(params, 'triggerDirection');
+            const triggerAbove = (triggerDirection === 'above');
+            if ((type === 'limit') || (type === 'market')) {
+                this.checkRequiredArgument('createOrder', triggerDirection, 'triggerDirection', ['above', 'below']);
+            }
+            let orderType = undefined;
+            if (type === 'limit') {
+                if (side === 'buy') {
+                    orderType = triggerAbove ? 'StopLimit' : 'LimitIfTouched';
+                }
+                else {
+                    orderType = triggerAbove ? 'LimitIfTouched' : 'StopLimit';
+                }
+            }
+            else if (type === 'market') {
+                if (side === 'buy') {
+                    orderType = triggerAbove ? 'Stop' : 'MarketIfTouched';
+                }
+                else {
+                    orderType = triggerAbove ? 'MarketIfTouched' : 'Stop';
+                }
+            }
+            const isStopSellOrder = (side === 'sell') && ((orderType === 'Stop') || (orderType === 'StopLimit'));
+            const isBuyIfTouchedOrder = (side === 'buy') && ((orderType === 'MarketIfTouched') || (orderType === 'LimitIfTouched'));
+            if (isStopSellOrder || isBuyIfTouchedOrder) {
+                trailingAmount = '-' + trailingAmount;
+            }
+            request['pegOffsetValue'] = this.parseToNumeric(trailingAmount);
+            params = this.omit(params, ['triggerDirection', 'trailingAmount']);
+        }
         const origClOrdID = this.safeString2(params, 'origClOrdID', 'clientOrderId');
         if (origClOrdID !== undefined) {
             request['origClOrdID'] = origClOrdID;

package/dist/cjs/src/bybit.js

@@ -280,6 +280,7 @@ class bybit extends bybit$1 {
                         'v5/position/list': 5,
                         'v5/execution/list': 5,
                         'v5/position/closed-pnl': 5,
+                        'v5/position/move-history': 5,
                         // pre-upgrade
                         'v5/pre-upgrade/order/history': 5,
                         'v5/pre-upgrade/execution/list': 5,
@@ -444,6 +445,7 @@ class bybit extends bybit$1 {
                         'v5/position/trading-stop': 5,
                         'v5/position/set-auto-add-margin': 5,
                         'v5/position/add-margin': 5,
+                        'v5/position/move-positions': 5,
                         'v5/position/confirm-pending-mmr': 5,
                         // account
                         'v5/account/upgrade-to-uta': 5,

package/dist/cjs/src/delta.js

@@ -327,14 +327,14 @@ class delta extends delta$1 {
                 const markets = this.markets_by_id[symbol];
                 return markets[0];
             }
-            else if ((symbol.indexOf('-C') > -1) || (symbol.indexOf('-P') > -1) || (symbol.indexOf('C')) || (symbol.indexOf('P'))) {
+            else if ((symbol.endsWith('-C')) || (symbol.endsWith('-P')) || (symbol.startsWith('C-')) || (symbol.startsWith('P-'))) {
                 return this.createExpiredOptionMarket(symbol);
             }
         }
         throw new errors.BadSymbol(this.id + ' does not have market symbol ' + symbol);
     }
     safeMarket(marketId = undefined, market = undefined, delimiter = undefined, marketType = undefined) {
-        const isOption = (marketId !== undefined) && ((marketId.indexOf('-C') > -1) || (marketId.indexOf('-P') > -1) || (marketId.indexOf('C')) || (marketId.indexOf('P')));
+        const isOption = (marketId !== undefined) && ((marketId.endsWith('-C')) || (marketId.endsWith('-P')) || (marketId.startsWith('C-')) || (marketId.startsWith('P-')));
         if (isOption && !(marketId in this.markets_by_id)) {
             // handle expired option contracts
             return this.createExpiredOptionMarket(marketId);