ccxt 4.2.79 → 4.2.81

package/dist/cjs/ccxt.js

@@ -181,7 +181,7 @@ var woo$1 = require('./src/pro/woo.js');
 
 //-----------------------------------------------------------------------------
 // this is updated by vss.js when building
-const version = '4.2.79';
+const version = '4.2.81';
 Exchange["default"].ccxtVersion = version;
 const exchanges = {
     'ace': ace,

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

@@ -468,6 +468,8 @@ class Exchange {
                 'fetchOpenOrder': undefined,
                 'fetchOpenOrders': undefined,
                 'fetchOpenOrdersWs': undefined,
+                'fetchOption': undefined,
+                'fetchOptionChain': undefined,
                 'fetchOrder': undefined,
                 'fetchOrderBook': true,
                 'fetchOrderBooks': undefined,
@@ -1437,6 +1439,12 @@ class Exchange {
     intToBase16(elem) {
         return elem.toString(16);
     }
+    extendExchangeOptions(newOptions) {
+        this.options = this.extend(this.options, newOptions);
+    }
+    createSafeDictionary() {
+        return {};
+    }
     /* eslint-enable */
     // ------------------------------------------------------------------------
     // ########################################################################
@@ -3137,7 +3145,7 @@ class Exchange {
             throw new errors.BadResponse(errorMessage);
         }
     }
-    marketIds(symbols) {
+    marketIds(symbols = undefined) {
         if (symbols === undefined) {
             return symbols;
         }
@@ -3147,7 +3155,7 @@ class Exchange {
         }
         return result;
     }
-    marketSymbols(symbols, type = undefined, allowEmpty = true, sameTypeOnly = false, sameSubTypeOnly = false) {
+    marketSymbols(symbols = undefined, type = undefined, allowEmpty = true, sameTypeOnly = false, sameSubTypeOnly = false) {
         if (symbols === undefined) {
             if (!allowEmpty) {
                 throw new errors.ArgumentsRequired(this.id + ' empty list of symbols is not supported');
@@ -3188,7 +3196,7 @@ class Exchange {
         }
         return result;
     }
-    marketCodes(codes) {
+    marketCodes(codes = undefined) {
         if (codes === undefined) {
             return codes;
         }
@@ -4128,6 +4136,9 @@ class Exchange {
     async fetchOrderBooks(symbols = undefined, limit = undefined, params = {}) {
         throw new errors.NotSupported(this.id + ' fetchOrderBooks() is not supported yet');
     }
+    async watchBidsAsks(symbols = undefined, params = {}) {
+        throw new errors.NotSupported(this.id + ' watchBidsAsks() is not supported yet');
+    }
     async watchTickers(symbols = undefined, params = {}) {
         throw new errors.NotSupported(this.id + ' watchTickers() is not supported yet');
     }
@@ -4480,6 +4491,12 @@ class Exchange {
     async fetchGreeks(symbol, params = {}) {
         throw new errors.NotSupported(this.id + ' fetchGreeks() is not supported yet');
     }
+    async fetchOptionChain(code, params = {}) {
+        throw new errors.NotSupported(this.id + ' fetchOptionChain() is not supported yet');
+    }
+    async fetchOption(symbol, params = {}) {
+        throw new errors.NotSupported(this.id + ' fetchOption() is not supported yet');
+    }
     async fetchDepositsWithdrawals(code = undefined, since = undefined, limit = undefined, params = {}) {
         /**
          * @method
@@ -5658,6 +5675,21 @@ class Exchange {
     parseGreeks(greeks, market = undefined) {
         throw new errors.NotSupported(this.id + ' parseGreeks () is not supported yet');
     }
+    parseOption(chain, currency = undefined, market = undefined) {
+        throw new errors.NotSupported(this.id + ' parseOption () is not supported yet');
+    }
+    parseOptionChain(response, currencyKey = undefined, symbolKey = undefined) {
+        const optionStructures = {};
+        for (let i = 0; i < response.length; i++) {
+            const info = response[i];
+            const currencyId = this.safeString(info, currencyKey);
+            const currency = this.safeCurrency(currencyId);
+            const marketId = this.safeString(info, symbolKey);
+            const market = this.safeMarket(marketId, undefined, undefined, 'option');
+            optionStructures[market['symbol']] = this.parseOption(info, currency, market);
+        }
+        return optionStructures;
+    }
     parseMarginModes(response, symbols = undefined, symbolKey = undefined, marketType = undefined) {
         const marginModeStructures = {};
         for (let i = 0; i < response.length; i++) {

package/dist/cjs/src/binance.js

@@ -111,6 +111,8 @@ class binance extends binance$1 {
                 'fetchOpenInterestHistory': true,
                 'fetchOpenOrder': true,
                 'fetchOpenOrders': true,
+                'fetchOption': true,
+                'fetchOptionChain': false,
                 'fetchOrder': true,
                 'fetchOrderBook': true,
                 'fetchOrderBooks': false,
@@ -2402,7 +2404,7 @@ class binance extends binance$1 {
     }
     isInverse(type, subType = undefined) {
         if (subType === undefined) {
-            return type === 'delivery';
+            return (type === 'delivery');
         }
         else {
             return subType === 'inverse';
@@ -12408,6 +12410,94 @@ class binance extends binance$1 {
             'marginMode': isIsolated ? 'isolated' : 'cross',
         };
     }
+    async fetchOption(symbol, params = {}) {
+        /**
+         * @method
+         * @name binance#fetchOption
+         * @description fetches option data that is commonly found in an option chain
+         * @see https://binance-docs.github.io/apidocs/voptions/en/#24hr-ticker-price-change-statistics
+         * @param {string} symbol unified market symbol
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} an [option chain structure]{@link https://docs.ccxt.com/#/?id=option-chain-structure}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const request = {
+            'symbol': market['id'],
+        };
+        const response = await this.eapiPublicGetTicker(this.extend(request, params));
+        //
+        //     [
+        //         {
+        //             "symbol": "BTC-241227-80000-C",
+        //             "priceChange": "0",
+        //             "priceChangePercent": "0",
+        //             "lastPrice": "2750",
+        //             "lastQty": "0",
+        //             "open": "2750",
+        //             "high": "2750",
+        //             "low": "2750",
+        //             "volume": "0",
+        //             "amount": "0",
+        //             "bidPrice": "4880",
+        //             "askPrice": "0",
+        //             "openTime": 0,
+        //             "closeTime": 0,
+        //             "firstTradeId": 0,
+        //             "tradeCount": 0,
+        //             "strikePrice": "80000",
+        //             "exercisePrice": "63944.09893617"
+        //         }
+        //     ]
+        //
+        const chain = this.safeDict(response, 0, {});
+        return this.parseOption(chain, undefined, market);
+    }
+    parseOption(chain, currency = undefined, market = undefined) {
+        //
+        //     {
+        //         "symbol": "BTC-241227-80000-C",
+        //         "priceChange": "0",
+        //         "priceChangePercent": "0",
+        //         "lastPrice": "2750",
+        //         "lastQty": "0",
+        //         "open": "2750",
+        //         "high": "2750",
+        //         "low": "2750",
+        //         "volume": "0",
+        //         "amount": "0",
+        //         "bidPrice": "4880",
+        //         "askPrice": "0",
+        //         "openTime": 0,
+        //         "closeTime": 0,
+        //         "firstTradeId": 0,
+        //         "tradeCount": 0,
+        //         "strikePrice": "80000",
+        //         "exercisePrice": "63944.09893617"
+        //     }
+        //
+        const marketId = this.safeString(chain, 'symbol');
+        market = this.safeMarket(marketId, market);
+        return {
+            'info': chain,
+            'currency': undefined,
+            'symbol': market['symbol'],
+            'timestamp': undefined,
+            'datetime': undefined,
+            'impliedVolatility': undefined,
+            'openInterest': undefined,
+            'bidPrice': this.safeNumber(chain, 'bidPrice'),
+            'askPrice': this.safeNumber(chain, 'askPrice'),
+            'midPrice': undefined,
+            'markPrice': undefined,
+            'lastPrice': this.safeNumber(chain, 'lastPrice'),
+            'underlyingPrice': this.safeNumber(chain, 'exercisePrice'),
+            'change': this.safeNumber(chain, 'priceChange'),
+            'percentage': this.safeNumber(chain, 'priceChangePercent'),
+            'baseVolume': this.safeNumber(chain, 'volume'),
+            'quoteVolume': undefined,
+        };
+    }
 }
 
 module.exports = binance;

package/dist/cjs/src/bybit.js

@@ -70,6 +70,7 @@ class bybit extends bybit$1 {
                 'fetchDeposits': true,
                 'fetchDepositWithdrawFee': 'emulated',
                 'fetchDepositWithdrawFees': true,
+                'fetchFundingHistory': true,
                 'fetchFundingRate': true,
                 'fetchFundingRateHistory': true,
                 'fetchFundingRates': true,
@@ -91,6 +92,8 @@ class bybit extends bybit$1 {
                 'fetchOpenInterestHistory': true,
                 'fetchOpenOrder': true,
                 'fetchOpenOrders': true,
+                'fetchOption': true,
+                'fetchOptionChain': true,
                 'fetchOrder': false,
                 'fetchOrderBook': true,
                 'fetchOrders': false,
@@ -110,7 +113,6 @@ class bybit extends bybit$1 {
                 'fetchUnderlyingAssets': false,
                 'fetchVolatilityHistory': true,
                 'fetchWithdrawals': true,
-                'fetchFundingHistory': true,
                 'repayCrossMargin': true,
                 'setLeverage': true,
                 'setMarginMode': true,
@@ -8207,6 +8209,181 @@ class bybit extends bybit$1 {
             'rate': this.safeNumber(income, 'feeRate'),
         };
     }
+    async fetchOption(symbol, params = {}) {
+        /**
+         * @method
+         * @name bybit#fetchOption
+         * @description fetches option data that is commonly found in an option chain
+         * @see https://bybit-exchange.github.io/docs/v5/market/tickers
+         * @param {string} symbol unified market symbol
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} an [option chain structure]{@link https://docs.ccxt.com/#/?id=option-chain-structure}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const request = {
+            'category': 'option',
+            'symbol': market['id'],
+        };
+        const response = await this.publicGetV5MarketTickers(this.extend(request, params));
+        //
+        //     {
+        //         "retCode": 0,
+        //         "retMsg": "SUCCESS",
+        //         "result": {
+        //             "category": "option",
+        //             "list": [
+        //                 {
+        //                     "symbol": "BTC-27DEC24-55000-P",
+        //                     "bid1Price": "0",
+        //                     "bid1Size": "0",
+        //                     "bid1Iv": "0",
+        //                     "ask1Price": "0",
+        //                     "ask1Size": "0",
+        //                     "ask1Iv": "0",
+        //                     "lastPrice": "10980",
+        //                     "highPrice24h": "0",
+        //                     "lowPrice24h": "0",
+        //                     "markPrice": "11814.66756236",
+        //                     "indexPrice": "63838.92",
+        //                     "markIv": "0.8866",
+        //                     "underlyingPrice": "71690.55303594",
+        //                     "openInterest": "0.01",
+        //                     "turnover24h": "0",
+        //                     "volume24h": "0",
+        //                     "totalVolume": "2",
+        //                     "totalTurnover": "78719",
+        //                     "delta": "-0.23284954",
+        //                     "gamma": "0.0000055",
+        //                     "vega": "191.70757975",
+        //                     "theta": "-30.43617927",
+        //                     "predictedDeliveryPrice": "0",
+        //                     "change24h": "0"
+        //                 }
+        //             ]
+        //         },
+        //         "retExtInfo": {},
+        //         "time": 1711162003672
+        //     }
+        //
+        const result = this.safeDict(response, 'result', {});
+        const resultList = this.safeList(result, 'list', []);
+        const chain = this.safeDict(resultList, 0, {});
+        return this.parseOption(chain, undefined, market);
+    }
+    async fetchOptionChain(code, params = {}) {
+        /**
+         * @method
+         * @name bybit#fetchOptionChain
+         * @description fetches data for an underlying asset that is commonly found in an option chain
+         * @see https://bybit-exchange.github.io/docs/v5/market/tickers
+         * @param {string} currency base currency to fetch an option chain for
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} a list of [option chain structures]{@link https://docs.ccxt.com/#/?id=option-chain-structure}
+         */
+        await this.loadMarkets();
+        const currency = this.currency(code);
+        const request = {
+            'category': 'option',
+            'baseCoin': currency['id'],
+        };
+        const response = await this.publicGetV5MarketTickers(this.extend(request, params));
+        //
+        //     {
+        //         "retCode": 0,
+        //         "retMsg": "SUCCESS",
+        //         "result": {
+        //             "category": "option",
+        //             "list": [
+        //                 {
+        //                     "symbol": "BTC-27DEC24-55000-P",
+        //                     "bid1Price": "0",
+        //                     "bid1Size": "0",
+        //                     "bid1Iv": "0",
+        //                     "ask1Price": "0",
+        //                     "ask1Size": "0",
+        //                     "ask1Iv": "0",
+        //                     "lastPrice": "10980",
+        //                     "highPrice24h": "0",
+        //                     "lowPrice24h": "0",
+        //                     "markPrice": "11814.66756236",
+        //                     "indexPrice": "63838.92",
+        //                     "markIv": "0.8866",
+        //                     "underlyingPrice": "71690.55303594",
+        //                     "openInterest": "0.01",
+        //                     "turnover24h": "0",
+        //                     "volume24h": "0",
+        //                     "totalVolume": "2",
+        //                     "totalTurnover": "78719",
+        //                     "delta": "-0.23284954",
+        //                     "gamma": "0.0000055",
+        //                     "vega": "191.70757975",
+        //                     "theta": "-30.43617927",
+        //                     "predictedDeliveryPrice": "0",
+        //                     "change24h": "0"
+        //                 },
+        //             ]
+        //         },
+        //         "retExtInfo": {},
+        //         "time": 1711162003672
+        //     }
+        //
+        const result = this.safeDict(response, 'result', {});
+        const resultList = this.safeList(result, 'list', []);
+        return this.parseOptionChain(resultList, undefined, 'symbol');
+    }
+    parseOption(chain, currency = undefined, market = undefined) {
+        //
+        //     {
+        //         "symbol": "BTC-27DEC24-55000-P",
+        //         "bid1Price": "0",
+        //         "bid1Size": "0",
+        //         "bid1Iv": "0",
+        //         "ask1Price": "0",
+        //         "ask1Size": "0",
+        //         "ask1Iv": "0",
+        //         "lastPrice": "10980",
+        //         "highPrice24h": "0",
+        //         "lowPrice24h": "0",
+        //         "markPrice": "11814.66756236",
+        //         "indexPrice": "63838.92",
+        //         "markIv": "0.8866",
+        //         "underlyingPrice": "71690.55303594",
+        //         "openInterest": "0.01",
+        //         "turnover24h": "0",
+        //         "volume24h": "0",
+        //         "totalVolume": "2",
+        //         "totalTurnover": "78719",
+        //         "delta": "-0.23284954",
+        //         "gamma": "0.0000055",
+        //         "vega": "191.70757975",
+        //         "theta": "-30.43617927",
+        //         "predictedDeliveryPrice": "0",
+        //         "change24h": "0"
+        //     }
+        //
+        const marketId = this.safeString(chain, 'symbol');
+        market = this.safeMarket(marketId, market);
+        return {
+            'info': chain,
+            'currency': undefined,
+            'symbol': market['symbol'],
+            'timestamp': undefined,
+            'datetime': undefined,
+            'impliedVolatility': this.safeNumber(chain, 'markIv'),
+            'openInterest': this.safeNumber(chain, 'openInterest'),
+            'bidPrice': this.safeNumber(chain, 'bid1Price'),
+            'askPrice': this.safeNumber(chain, 'ask1Price'),
+            'midPrice': undefined,
+            'markPrice': this.safeNumber(chain, 'markPrice'),
+            'lastPrice': this.safeNumber(chain, 'lastPrice'),
+            'underlyingPrice': this.safeNumber(chain, 'underlyingPrice'),
+            'change': this.safeNumber(chain, 'change24h'),
+            'percentage': undefined,
+            'baseVolume': this.safeNumber(chain, 'totalVolume'),
+            'quoteVolume': undefined,
+        };
+    }
     sign(path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
         let url = this.implodeHostname(this.urls['api'][api]) + '/' + path;
         if (api === 'public') {

package/dist/cjs/src/deribit.js

@@ -70,6 +70,8 @@ class deribit extends deribit$1 {
                 'fetchMyTrades': true,
                 'fetchOHLCV': true,
                 'fetchOpenOrders': true,
+                'fetchOption': true,
+                'fetchOptionChain': true,
                 'fetchOrder': true,
                 'fetchOrderBook': true,
                 'fetchOrders': false,
@@ -3456,6 +3458,159 @@ class deribit extends deribit$1 {
             'info': greeks,
         };
     }
+    async fetchOption(symbol, params = {}) {
+        /**
+         * @method
+         * @name deribit#fetchOption
+         * @description fetches option data that is commonly found in an option chain
+         * @see https://docs.deribit.com/#public-get_book_summary_by_instrument
+         * @param {string} symbol unified market symbol
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} an [option chain structure]{@link https://docs.ccxt.com/#/?id=option-chain-structure}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const request = {
+            'instrument_name': market['id'],
+        };
+        const response = await this.publicGetGetBookSummaryByInstrument(this.extend(request, params));
+        //
+        //     {
+        //         "jsonrpc": "2.0",
+        //         "result": [
+        //             {
+        //                 "mid_price": 0.04025,
+        //                 "volume_usd": 11045.12,
+        //                 "quote_currency": "BTC",
+        //                 "estimated_delivery_price": 65444.72,
+        //                 "creation_timestamp": 1711100949273,
+        //                 "base_currency": "BTC",
+        //                 "underlying_index": "BTC-27DEC24",
+        //                 "underlying_price": 73742.14,
+        //                 "volume": 4.0,
+        //                 "interest_rate": 0.0,
+        //                 "price_change": -6.9767,
+        //                 "open_interest": 274.2,
+        //                 "ask_price": 0.042,
+        //                 "bid_price": 0.0385,
+        //                 "instrument_name": "BTC-27DEC24-240000-C",
+        //                 "mark_price": 0.04007735,
+        //                 "last": 0.04,
+        //                 "low": 0.04,
+        //                 "high": 0.043
+        //             }
+        //         ],
+        //         "usIn": 1711100949273223,
+        //         "usOut": 1711100949273580,
+        //         "usDiff": 357,
+        //         "testnet": false
+        //     }
+        //
+        const result = this.safeList(response, 'result', []);
+        const chain = this.safeDict(result, 0, {});
+        return this.parseOption(chain, undefined, market);
+    }
+    async fetchOptionChain(code, params = {}) {
+        /**
+         * @method
+         * @name deribit#fetchOptionChain
+         * @description fetches data for an underlying asset that is commonly found in an option chain
+         * @see https://docs.deribit.com/#public-get_book_summary_by_currency
+         * @param {string} currency base currency to fetch an option chain for
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} a list of [option chain structures]{@link https://docs.ccxt.com/#/?id=option-chain-structure}
+         */
+        await this.loadMarkets();
+        const currency = this.currency(code);
+        const request = {
+            'currency': currency['id'],
+            'kind': 'option',
+        };
+        const response = await this.publicGetGetBookSummaryByCurrency(this.extend(request, params));
+        //
+        //     {
+        //         "jsonrpc": "2.0",
+        //         "result": [
+        //             {
+        //                 "mid_price": 0.4075,
+        //                 "volume_usd": 2836.83,
+        //                 "quote_currency": "BTC",
+        //                 "estimated_delivery_price": 65479.26,
+        //                 "creation_timestamp": 1711101594477,
+        //                 "base_currency": "BTC",
+        //                 "underlying_index": "BTC-28JUN24",
+        //                 "underlying_price": 68827.27,
+        //                 "volume": 0.1,
+        //                 "interest_rate": 0.0,
+        //                 "price_change": 0.0,
+        //                 "open_interest": 364.1,
+        //                 "ask_price": 0.411,
+        //                 "bid_price": 0.404,
+        //                 "instrument_name": "BTC-28JUN24-42000-C",
+        //                 "mark_price": 0.40752052,
+        //                 "last": 0.423,
+        //                 "low": 0.423,
+        //                 "high": 0.423
+        //             }
+        //         ],
+        //         "usIn": 1711101594456388,
+        //         "usOut": 1711101594484065,
+        //         "usDiff": 27677,
+        //         "testnet": false
+        //     }
+        //
+        const result = this.safeList(response, 'result', []);
+        return this.parseOptionChain(result, 'base_currency', 'instrument_name');
+    }
+    parseOption(chain, currency = undefined, market = undefined) {
+        //
+        //     {
+        //         "mid_price": 0.04025,
+        //         "volume_usd": 11045.12,
+        //         "quote_currency": "BTC",
+        //         "estimated_delivery_price": 65444.72,
+        //         "creation_timestamp": 1711100949273,
+        //         "base_currency": "BTC",
+        //         "underlying_index": "BTC-27DEC24",
+        //         "underlying_price": 73742.14,
+        //         "volume": 4.0,
+        //         "interest_rate": 0.0,
+        //         "price_change": -6.9767,
+        //         "open_interest": 274.2,
+        //         "ask_price": 0.042,
+        //         "bid_price": 0.0385,
+        //         "instrument_name": "BTC-27DEC24-240000-C",
+        //         "mark_price": 0.04007735,
+        //         "last": 0.04,
+        //         "low": 0.04,
+        //         "high": 0.043
+        //     }
+        //
+        const marketId = this.safeString(chain, 'instrument_name');
+        market = this.safeMarket(marketId, market);
+        const currencyId = this.safeString(chain, 'base_currency');
+        const code = this.safeCurrencyCode(currencyId, currency);
+        const timestamp = this.safeInteger(chain, 'timestamp');
+        return {
+            'info': chain,
+            'currency': code['code'],
+            'symbol': market['symbol'],
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'impliedVolatility': undefined,
+            'openInterest': this.safeNumber(chain, 'open_interest'),
+            'bidPrice': this.safeNumber(chain, 'bid_price'),
+            'askPrice': this.safeNumber(chain, 'ask_price'),
+            'midPrice': this.safeNumber(chain, 'mid_price'),
+            'markPrice': this.safeNumber(chain, 'mark_price'),
+            'lastPrice': this.safeNumber(chain, 'last'),
+            'underlyingPrice': this.safeNumber(chain, 'underlying_price'),
+            'change': undefined,
+            'percentage': this.safeNumber(chain, 'price_change'),
+            'baseVolume': this.safeNumber(chain, 'volume'),
+            'quoteVolume': this.safeNumber(chain, 'volume_usd'),
+        };
+    }
     nonce() {
         return this.milliseconds();
     }