ccxt 4.2.80 → 4.2.82

package/js/src/bybit.d.ts

@@ -1,5 +1,5 @@
 import Exchange from './abstract/bybit.js';
-import type { Int, OrderSide, OrderType, Trade, Order, OHLCV, FundingRateHistory, OpenInterest, OrderRequest, Balances, Str, Transaction, Ticker, OrderBook, Tickers, Greeks, Strings, Market, Currency, MarketInterface, TransferEntry, Liquidation, Leverage, Num, FundingHistory } from './base/types.js';
+import type { Int, OrderSide, OrderType, Trade, Order, OHLCV, FundingRateHistory, OpenInterest, OrderRequest, Balances, Str, Transaction, Ticker, OrderBook, Tickers, Greeks, Strings, Market, Currency, MarketInterface, TransferEntry, Liquidation, Leverage, Num, FundingHistory, Option, OptionChain } from './base/types.js';
 /**
  * @class bybit
  * @augments Exchange
@@ -267,6 +267,27 @@ export default class bybit extends Exchange {
         amount: number;
         rate: number;
     };
+    fetchOption(symbol: string, params?: {}): Promise<Option>;
+    fetchOptionChain(code: string, params?: {}): Promise<OptionChain>;
+    parseOption(chain: any, currency?: Currency, market?: Market): {
+        info: any;
+        currency: any;
+        symbol: string;
+        timestamp: any;
+        datetime: any;
+        impliedVolatility: number;
+        openInterest: number;
+        bidPrice: number;
+        askPrice: number;
+        midPrice: any;
+        markPrice: number;
+        lastPrice: number;
+        underlyingPrice: number;
+        change: number;
+        percentage: any;
+        baseVolume: number;
+        quoteVolume: any;
+    };
     sign(path: any, api?: string, method?: string, params?: {}, headers?: any, body?: any): {
         url: string;
         method: string;

package/js/src/bybit.js

@@ -95,6 +95,8 @@ export default class bybit extends Exchange {
                 'fetchOpenInterestHistory': true,
                 'fetchOpenOrder': true,
                 'fetchOpenOrders': true,
+                'fetchOption': true,
+                'fetchOptionChain': true,
                 'fetchOrder': false,
                 'fetchOrderBook': true,
                 'fetchOrders': false,
@@ -8214,6 +8216,181 @@ export default class bybit extends Exchange {
             '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/js/src/delta.d.ts

@@ -1,5 +1,5 @@
 import Exchange from './abstract/delta.js';
-import type { Balances, Currency, Greeks, Int, Market, MarketInterface, OHLCV, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, Position, Leverage, MarginMode, Num } from './base/types.js';
+import type { Balances, Currency, Greeks, Int, Market, MarketInterface, OHLCV, Order, OrderBook, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade, Position, Leverage, MarginMode, Num, Option } from './base/types.js';
 /**
  * @class delta
  * @augments Exchange
@@ -191,6 +191,26 @@ export default class delta extends Exchange {
     closeAllPositions(params?: {}): Promise<Position[]>;
     fetchMarginMode(symbol: string, params?: {}): Promise<MarginMode>;
     parseMarginMode(marginMode: any, market?: any): MarginMode;
+    fetchOption(symbol: string, params?: {}): Promise<Option>;
+    parseOption(chain: any, currency?: Currency, market?: Market): {
+        info: any;
+        currency: any;
+        symbol: string;
+        timestamp: number;
+        datetime: string;
+        impliedVolatility: number;
+        openInterest: number;
+        bidPrice: number;
+        askPrice: number;
+        midPrice: number;
+        markPrice: number;
+        lastPrice: any;
+        underlyingPrice: number;
+        change: any;
+        percentage: any;
+        baseVolume: number;
+        quoteVolume: any;
+    };
     sign(path: any, api?: string, method?: string, params?: {}, headers?: any, body?: any): {
         url: string;
         method: string;

package/js/src/delta.js

@@ -64,6 +64,8 @@ export default class delta extends Exchange {
                 'fetchOHLCV': true,
                 'fetchOpenInterest': true,
                 'fetchOpenOrders': true,
+                'fetchOption': true,
+                'fetchOptionChain': false,
                 'fetchOrderBook': true,
                 'fetchPosition': true,
                 'fetchPositionMode': false,
@@ -3315,6 +3317,151 @@ export default class delta extends Exchange {
             'marginMode': this.safeString(marginMode, 'margin_mode'),
         };
     }
+    async fetchOption(symbol, params = {}) {
+        /**
+         * @method
+         * @name delta#fetchOption
+         * @description fetches option data that is commonly found in an option chain
+         * @see https://docs.delta.exchange/#get-ticker-for-a-product-by-symbol
+         * @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.publicGetTickersSymbol(this.extend(request, params));
+        //
+        //     {
+        //         "result": {
+        //             "close": 6793.0,
+        //             "contract_type": "call_options",
+        //             "greeks": {
+        //                 "delta": "0.94739174",
+        //                 "gamma": "0.00002206",
+        //                 "rho": "11.00890725",
+        //                 "spot": "36839.58124652",
+        //                 "theta": "-18.18365310",
+        //                 "vega": "7.85209698"
+        //             },
+        //             "high": 7556.0,
+        //             "low": 6793.0,
+        //             "mark_price": "6955.70698909",
+        //             "mark_vol": "0.66916863",
+        //             "oi": "1.8980",
+        //             "oi_change_usd_6h": "110.4600",
+        //             "oi_contracts": "1898",
+        //             "oi_value": "1.8980",
+        //             "oi_value_symbol": "BTC",
+        //             "oi_value_usd": "69940.7319",
+        //             "open": 7.2e3,
+        //             "price_band": {
+        //                 "lower_limit": "5533.89814767",
+        //                 "upper_limit": "11691.37688371"
+        //             },
+        //             "product_id": 129508,
+        //             "quotes": {
+        //                 "ask_iv": "0.90180438",
+        //                 "ask_size": "1898",
+        //                 "best_ask": "7210",
+        //                 "best_bid": "6913",
+        //                 "bid_iv": "0.60881706",
+        //                 "bid_size": "3163",
+        //                 "impact_mid_price": null,
+        //                 "mark_iv": "0.66973549"
+        //             },
+        //             "size": 5,
+        //             "spot_price": "36839.58153868",
+        //             "strike_price": "30000",
+        //             "symbol": "C-BTC-30000-241123",
+        //             "timestamp": 1699584998504530,
+        //             "turnover": 184.41206804,
+        //             "turnover_symbol": "USDT",
+        //             "turnover_usd": 184.41206804,
+        //             "volume": 0.005
+        //         },
+        //         "success": true
+        //     }
+        //
+        const result = this.safeDict(response, 'result', {});
+        return this.parseOption(result, undefined, market);
+    }
+    parseOption(chain, currency = undefined, market = undefined) {
+        //
+        //     {
+        //         "close": 6793.0,
+        //         "contract_type": "call_options",
+        //         "greeks": {
+        //             "delta": "0.94739174",
+        //             "gamma": "0.00002206",
+        //             "rho": "11.00890725",
+        //             "spot": "36839.58124652",
+        //             "theta": "-18.18365310",
+        //             "vega": "7.85209698"
+        //         },
+        //         "high": 7556.0,
+        //         "low": 6793.0,
+        //         "mark_price": "6955.70698909",
+        //         "mark_vol": "0.66916863",
+        //         "oi": "1.8980",
+        //         "oi_change_usd_6h": "110.4600",
+        //         "oi_contracts": "1898",
+        //         "oi_value": "1.8980",
+        //         "oi_value_symbol": "BTC",
+        //         "oi_value_usd": "69940.7319",
+        //         "open": 7.2e3,
+        //         "price_band": {
+        //             "lower_limit": "5533.89814767",
+        //             "upper_limit": "11691.37688371"
+        //         },
+        //         "product_id": 129508,
+        //         "quotes": {
+        //             "ask_iv": "0.90180438",
+        //             "ask_size": "1898",
+        //             "best_ask": "7210",
+        //             "best_bid": "6913",
+        //             "bid_iv": "0.60881706",
+        //             "bid_size": "3163",
+        //             "impact_mid_price": null,
+        //             "mark_iv": "0.66973549"
+        //         },
+        //         "size": 5,
+        //         "spot_price": "36839.58153868",
+        //         "strike_price": "30000",
+        //         "symbol": "C-BTC-30000-241123",
+        //         "timestamp": 1699584998504530,
+        //         "turnover": 184.41206804,
+        //         "turnover_symbol": "USDT",
+        //         "turnover_usd": 184.41206804,
+        //         "volume": 0.005
+        //     }
+        //
+        const marketId = this.safeString(chain, 'symbol');
+        market = this.safeMarket(marketId, market);
+        const quotes = this.safeDict(chain, 'quotes', {});
+        const timestamp = this.safeIntegerProduct(chain, 'timestamp', 0.001);
+        return {
+            'info': chain,
+            'currency': undefined,
+            'symbol': market['symbol'],
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'impliedVolatility': this.safeNumber(quotes, 'mark_iv'),
+            'openInterest': this.safeNumber(chain, 'oi'),
+            'bidPrice': this.safeNumber(quotes, 'best_bid'),
+            'askPrice': this.safeNumber(quotes, 'best_ask'),
+            'midPrice': this.safeNumber(quotes, 'impact_mid_price'),
+            'markPrice': this.safeNumber(chain, 'mark_price'),
+            'lastPrice': undefined,
+            'underlyingPrice': this.safeNumber(chain, 'spot_price'),
+            'change': undefined,
+            'percentage': undefined,
+            'baseVolume': this.safeNumber(chain, 'volume'),
+            'quoteVolume': undefined,
+        };
+    }
     sign(path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
         const requestPath = '/' + this.version + '/' + this.implodeParams(path, params);
         let url = this.urls['api'][api] + requestPath;

package/js/src/deribit.d.ts

@@ -171,7 +171,7 @@ export default class deribit extends Exchange {
     fetchOptionChain(code: string, params?: {}): Promise<OptionChain>;
     parseOption(chain: any, currency?: Currency, market?: Market): {
         info: any;
-        currency: any;
+        currency: string;
         symbol: string;
         timestamp: number;
         datetime: string;

package/js/src/deribit.js

@@ -3596,7 +3596,7 @@ export default class deribit extends Exchange {
         const timestamp = this.safeInteger(chain, 'timestamp');
         return {
             'info': chain,
-            'currency': code['code'],
+            'currency': code,
             'symbol': market['symbol'],
             'timestamp': timestamp,
             'datetime': this.iso8601(timestamp),

package/js/src/gate.d.ts

@@ -1,5 +1,5 @@
 import Exchange from './abstract/gate.js';
-import type { Int, OrderSide, OrderType, OHLCV, Trade, FundingRateHistory, OpenInterest, Order, Balances, OrderRequest, FundingHistory, Str, Transaction, Ticker, OrderBook, Tickers, Greeks, Strings, Market, Currency, MarketInterface, TransferEntry, Leverage, Leverages, Num } from './base/types.js';
+import type { Int, OrderSide, OrderType, OHLCV, Trade, FundingRateHistory, OpenInterest, Order, Balances, OrderRequest, FundingHistory, Str, Transaction, Ticker, OrderBook, Tickers, Greeks, Strings, Market, Currency, MarketInterface, TransferEntry, Leverage, Leverages, Num, OptionChain, Option } from './base/types.js';
 /**
  * @class gate
  * @augments Exchange
@@ -364,5 +364,26 @@ export default class gate extends Exchange {
     fetchLeverage(symbol: string, params?: {}): Promise<Leverage>;
     fetchLeverages(symbols?: string[], params?: {}): Promise<Leverages>;
     parseLeverage(leverage: any, market?: any): Leverage;
+    fetchOption(symbol: string, params?: {}): Promise<Option>;
+    fetchOptionChain(code: string, params?: {}): Promise<OptionChain>;
+    parseOption(chain: any, currency?: Currency, market?: Market): {
+        info: any;
+        currency: any;
+        symbol: string;
+        timestamp: number;
+        datetime: string;
+        impliedVolatility: any;
+        openInterest: any;
+        bidPrice: number;
+        askPrice: number;
+        midPrice: any;
+        markPrice: number;
+        lastPrice: number;
+        underlyingPrice: number;
+        change: any;
+        percentage: any;
+        baseVolume: any;
+        quoteVolume: any;
+    };
     handleErrors(code: any, reason: any, url: any, method: any, headers: any, body: any, response: any, requestHeaders: any, requestBody: any): any;
 }