ccxt 4.2.81 → 4.2.82

package/js/src/okx.d.ts

@@ -1,5 +1,5 @@
 import Exchange from './abstract/okx.js';
-import type { TransferEntry, Int, OrderSide, OrderType, Trade, OHLCV, Order, FundingRateHistory, OrderRequest, FundingHistory, Str, Transaction, Ticker, OrderBook, Balances, Tickers, Market, Greeks, Strings, MarketInterface, Currency, Leverage, Num, Account } from './base/types.js';
+import type { TransferEntry, Int, OrderSide, OrderType, Trade, OHLCV, Order, FundingRateHistory, OrderRequest, FundingHistory, Str, Transaction, Ticker, OrderBook, Balances, Tickers, Market, Greeks, Strings, MarketInterface, Currency, Leverage, Num, Account, OptionChain, Option } from './base/types.js';
 /**
  * @class okx
  * @augments Exchange
@@ -315,5 +315,26 @@ export default class okx extends Exchange {
         info: any;
     };
     closePosition(symbol: string, side?: OrderSide, params?: {}): Promise<Order>;
+    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: any;
+        lastPrice: number;
+        underlyingPrice: any;
+        change: any;
+        percentage: any;
+        baseVolume: number;
+        quoteVolume: any;
+    };
     handleErrors(httpCode: any, reason: any, url: any, method: any, headers: any, body: any, response: any, requestHeaders: any, requestBody: any): any;
 }

package/js/src/okx.js

@@ -97,6 +97,8 @@ export default class okx extends Exchange {
                 'fetchOpenInterestHistory': true,
                 'fetchOpenOrder': undefined,
                 'fetchOpenOrders': true,
+                'fetchOption': true,
+                'fetchOptionChain': true,
                 'fetchOrder': true,
                 'fetchOrderBook': true,
                 'fetchOrderBooks': false,
@@ -7413,6 +7415,143 @@ export default class okx extends Exchange {
         const order = this.safeValue(data, 0);
         return this.parseOrder(order, market);
     }
+    async fetchOption(symbol, params = {}) {
+        /**
+         * @method
+         * @name okx#fetchOption
+         * @description fetches option data that is commonly found in an option chain
+         * @see https://www.okx.com/docs-v5/en/#order-book-trading-market-data-get-ticker
+         * @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 = {
+            'instId': market['id'],
+        };
+        const response = await this.publicGetMarketTicker(this.extend(request, params));
+        //
+        //     {
+        //         "code": "0",
+        //         "msg": "",
+        //         "data": [
+        //             {
+        //                 "instType": "OPTION",
+        //                 "instId": "BTC-USD-241227-60000-P",
+        //                 "last": "",
+        //                 "lastSz": "0",
+        //                 "askPx": "",
+        //                 "askSz": "0",
+        //                 "bidPx": "",
+        //                 "bidSz": "0",
+        //                 "open24h": "",
+        //                 "high24h": "",
+        //                 "low24h": "",
+        //                 "volCcy24h": "0",
+        //                 "vol24h": "0",
+        //                 "ts": "1711176035035",
+        //                 "sodUtc0": "",
+        //                 "sodUtc8": ""
+        //             }
+        //         ]
+        //     }
+        //
+        const result = this.safeList(response, 'data', []);
+        const chain = this.safeDict(result, 0, {});
+        return this.parseOption(chain, undefined, market);
+    }
+    async fetchOptionChain(code, params = {}) {
+        /**
+         * @method
+         * @name okx#fetchOptionChain
+         * @description fetches data for an underlying asset that is commonly found in an option chain
+         * @see https://www.okx.com/docs-v5/en/#order-book-trading-market-data-get-tickers
+         * @param {string} currency base currency to fetch an option chain for
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {string} [params.uly] the underlying asset, can be obtained from fetchUnderlyingAssets ()
+         * @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 = {
+            'uly': currency['code'] + '-USD',
+            'instType': 'OPTION',
+        };
+        const response = await this.publicGetMarketTickers(this.extend(request, params));
+        //
+        //     {
+        //         "code": "0",
+        //         "msg": "",
+        //         "data": [
+        //             {
+        //                 "instType": "OPTION",
+        //                 "instId": "BTC-USD-240323-52000-C",
+        //                 "last": "",
+        //                 "lastSz": "0",
+        //                 "askPx": "",
+        //                 "askSz": "0",
+        //                 "bidPx": "",
+        //                 "bidSz": "0",
+        //                 "open24h": "",
+        //                 "high24h": "",
+        //                 "low24h": "",
+        //                 "volCcy24h": "0",
+        //                 "vol24h": "0",
+        //                 "ts": "1711176207008",
+        //                 "sodUtc0": "",
+        //                 "sodUtc8": ""
+        //             },
+        //         ]
+        //     }
+        //
+        const result = this.safeList(response, 'data', []);
+        return this.parseOptionChain(result, undefined, 'instId');
+    }
+    parseOption(chain, currency = undefined, market = undefined) {
+        //
+        //     {
+        //         "instType": "OPTION",
+        //         "instId": "BTC-USD-241227-60000-P",
+        //         "last": "",
+        //         "lastSz": "0",
+        //         "askPx": "",
+        //         "askSz": "0",
+        //         "bidPx": "",
+        //         "bidSz": "0",
+        //         "open24h": "",
+        //         "high24h": "",
+        //         "low24h": "",
+        //         "volCcy24h": "0",
+        //         "vol24h": "0",
+        //         "ts": "1711176035035",
+        //         "sodUtc0": "",
+        //         "sodUtc8": ""
+        //     }
+        //
+        const marketId = this.safeString(chain, 'instId');
+        market = this.safeMarket(marketId, market);
+        const timestamp = this.safeInteger(chain, 'ts');
+        return {
+            'info': chain,
+            'currency': undefined,
+            'symbol': market['symbol'],
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'impliedVolatility': undefined,
+            'openInterest': undefined,
+            'bidPrice': this.safeNumber(chain, 'bidPx'),
+            'askPrice': this.safeNumber(chain, 'askPx'),
+            'midPrice': undefined,
+            'markPrice': undefined,
+            'lastPrice': this.safeNumber(chain, 'last'),
+            'underlyingPrice': undefined,
+            'change': undefined,
+            'percentage': undefined,
+            'baseVolume': this.safeNumber(chain, 'volCcy24h'),
+            'quoteVolume': undefined,
+        };
+    }
     handleErrors(httpCode, reason, url, method, headers, body, response, requestHeaders, requestBody) {
         if (!response) {
             return undefined; // fallback to default error handler

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ccxt",
-  "version": "4.2.81",
+  "version": "4.2.82",
   "description": "A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 100+ exchanges",
   "unpkg": "dist/ccxt.browser.js",
   "type": "module",