ccxt 4.3.13 → 4.3.14

package/dist/cjs/src/okx.js

@@ -5575,7 +5575,7 @@ class okx extends okx$1 {
         //    }
         //
         const marketId = this.safeString(position, 'instId');
-        market = this.safeMarket(marketId, market);
+        market = this.safeMarket(marketId, market, undefined, 'contract');
         const symbol = market['symbol'];
         const pos = this.safeString(position, 'pos'); // 'pos' field: One way mode: 0 if position is not open, 1 if open | Two way (hedge) mode: -1 if short, 1 if long, 0 if position is not open
         const contractsAbs = Precise["default"].stringAbs(pos);

package/dist/cjs/src/pro/woo.js

@@ -14,7 +14,7 @@ class woo extends woo$1 {
             'has': {
                 'ws': true,
                 'watchBalance': true,
-                'watchMyTrades': false,
+                'watchMyTrades': true,
                 'watchOHLCV': true,
                 'watchOrderBook': true,
                 'watchOrders': true,
@@ -84,6 +84,7 @@ class woo extends woo$1 {
         /**
          * @method
          * @name woo#watchOrderBook
+         * @see https://docs.woo.org/#orderbook
          * @description watches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
          * @param {string} symbol unified symbol of the market to fetch the order book for
          * @param {int} [limit] the maximum amount of order book entries to return.
@@ -228,6 +229,7 @@ class woo extends woo$1 {
         /**
          * @method
          * @name woo#watchTickers
+         * @see https://docs.woo.org/#24h-tickers
          * @description watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
          * @param {string[]} symbols unified symbol of the market to fetch the ticker for
          * @param {object} [params] extra parameters specific to the exchange API endpoint
@@ -289,6 +291,18 @@ class woo extends woo$1 {
         client.resolve(result, topic);
     }
     async watchOHLCV(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name woo#watchOHLCV
+         * @description watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
+         * @see https://docs.woo.org/#k-line
+         * @param {string} symbol unified symbol of the market to fetch OHLCV data for
+         * @param {string} timeframe the length of time each candle represents
+         * @param {int} [since] timestamp in ms of the earliest candle to fetch
+         * @param {int} [limit] the maximum amount of candles to fetch
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {int[][]} A list of candles ordered as timestamp, open, high, low, close, volume
+         */
         await this.loadMarkets();
         if ((timeframe !== '1m') && (timeframe !== '5m') && (timeframe !== '15m') && (timeframe !== '30m') && (timeframe !== '1h') && (timeframe !== '1d') && (timeframe !== '1w') && (timeframe !== '1M')) {
             throw new errors.ExchangeError(this.id + ' watchOHLCV timeframe argument must be 1m, 5m, 15m, 30m, 1h, 1d, 1w, 1M');
@@ -357,6 +371,7 @@ class woo extends woo$1 {
          * @method
          * @name woo#watchTrades
          * @description watches information on multiple trades made in a market
+         * @see https://docs.woo.org/#trade
          * @param {string} symbol unified market symbol of the market trades were made in
          * @param {int} [since] the earliest time in ms to fetch trades for
          * @param {int} [limit] the maximum number of trade structures to retrieve
@@ -418,17 +433,60 @@ class woo extends woo$1 {
         //         "side":"BUY",
         //         "source":0
         //     }
+        // private trade
+        //    {
+        //     "msgType": 0,  // execution report
+        //     "symbol": "SPOT_BTC_USDT",
+        //     "clientOrderId": 0,
+        //     "orderId": 54774393,
+        //     "type": "MARKET",
+        //     "side": "BUY",
+        //     "quantity": 0.0,
+        //     "price": 0.0,
+        //     "tradeId": 56201985,
+        //     "executedPrice": 23534.06,
+        //     "executedQuantity": 0.00040791,
+        //     "fee": 2.1E-7,
+        //     "feeAsset": "BTC",
+        //     "totalExecutedQuantity": 0.00040791,
+        //     "avgPrice": 23534.06,
+        //     "status": "FILLED",
+        //     "reason": "",
+        //     "orderTag": "default",
+        //     "totalFee": 2.1E-7,
+        //     "feeCurrency": "BTC",
+        //     "totalRebate": 0,
+        //     "rebateCurrency": "USDT",
+        //     "visible": 0.0,
+        //     "timestamp": 1675406261689,
+        //     "reduceOnly": false,
+        //     "maker": false
+        //   }
         //
         const marketId = this.safeString(trade, 'symbol');
         market = this.safeMarket(marketId, market);
         const symbol = market['symbol'];
-        const price = this.safeString(trade, 'price');
-        const amount = this.safeString(trade, 'size');
+        const price = this.safeString(trade, 'executedPrice', 'price');
+        const amount = this.safeString2(trade, 'executedQuantity', 'size');
         const cost = Precise["default"].stringMul(price, amount);
         const side = this.safeStringLower(trade, 'side');
         const timestamp = this.safeInteger(trade, 'timestamp');
+        const maker = this.safeBool(trade, 'marker');
+        let takerOrMaker = undefined;
+        if (maker !== undefined) {
+            takerOrMaker = maker ? 'maker' : 'taker';
+        }
+        const type = this.safeStringLower(trade, 'type');
+        let fee = undefined;
+        const feeCost = this.safeNumber(trade, 'fee');
+        if (feeCost !== undefined) {
+            fee = {
+                'cost': feeCost,
+                'currency': this.safeCurrencyCode(this.safeString(trade, 'feeCurrency')),
+            };
+        }
         return this.safeTrade({
-            'id': undefined,
+            'id': this.safeString(trade, 'tradeId'),
             'timestamp': timestamp,
             'datetime': this.iso8601(timestamp),
             'symbol': symbol,
@@ -436,10 +494,10 @@ class woo extends woo$1 {
             'price': price,
             'amount': amount,
             'cost': cost,
-            'order': undefined,
-            'takerOrMaker': undefined,
-            'type': undefined,
-            'fee': undefined,
+            'order': this.safeString(trade, 'orderId'),
+            'takerOrMaker': takerOrMaker,
+            'type': type,
+            'fee': fee,
             'info': trade,
         }, market);
     }
@@ -493,6 +551,8 @@ class woo extends woo$1 {
         /**
          * @method
          * @name woo#watchOrders
+         * @see https://docs.woo.org/#executionreport
+         * @see https://docs.woo.org/#algoexecutionreportv2
          * @description watches information on multiple orders made by the user
          * @param {string} symbol unified market symbol of the market orders were made in
          * @param {int} [since] the earliest time in ms to fetch orders for
@@ -519,6 +579,37 @@ class woo extends woo$1 {
         }
         return this.filterBySymbolSinceLimit(orders, symbol, since, limit, true);
     }
+    async watchMyTrades(symbol = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name woo#watchOrders
+         * @see https://docs.woo.org/#executionreport
+         * @description watches information on multiple trades made by the user
+         * @param {string} symbol unified market symbol of the market 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
+         * @returns {object[]} a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure}
+         */
+        await this.loadMarkets();
+        const topic = 'executionreport';
+        let messageHash = 'myTrades';
+        if (symbol !== undefined) {
+            const market = this.market(symbol);
+            symbol = market['symbol'];
+            messageHash += ':' + symbol;
+        }
+        const request = {
+            'event': 'subscribe',
+            'topic': topic,
+        };
+        const message = this.extend(request, params);
+        const trades = await this.watchPrivate(messageHash, message);
+        if (this.newUpdates) {
+            limit = trades.getLimit(symbol, limit);
+        }
+        return this.filterBySymbolSinceLimit(trades, symbol, since, limit, true);
+    }
     parseWsOrder(order, market = undefined) {
         //
         //     {
@@ -627,7 +718,11 @@ class woo extends woo$1 {
         //         }
         //     }
         //
-        const order = this.safeValue(message, 'data');
+        const order = this.safeDict(message, 'data');
+        const tradeId = this.safeString(order, 'tradeId');
+        if ((tradeId !== undefined) && (tradeId !== '0')) {
+            this.handleMyTrade(client, order);
+        }
         this.handleOrder(client, order);
     }
     handleOrder(client, message) {
@@ -662,6 +757,49 @@ class woo extends woo$1 {
             client.resolve(this.orders, messageHashSymbol);
         }
     }
+    handleMyTrade(client, message) {
+        //
+        //    {
+        //     "msgType": 0,  // execution report
+        //     "symbol": "SPOT_BTC_USDT",
+        //     "clientOrderId": 0,
+        //     "orderId": 54774393,
+        //     "type": "MARKET",
+        //     "side": "BUY",
+        //     "quantity": 0.0,
+        //     "price": 0.0,
+        //     "tradeId": 56201985,
+        //     "executedPrice": 23534.06,
+        //     "executedQuantity": 0.00040791,
+        //     "fee": 2.1E-7,
+        //     "feeAsset": "BTC",
+        //     "totalExecutedQuantity": 0.00040791,
+        //     "avgPrice": 23534.06,
+        //     "status": "FILLED",
+        //     "reason": "",
+        //     "orderTag": "default",
+        //     "totalFee": 2.1E-7,
+        //     "feeCurrency": "BTC",
+        //     "totalRebate": 0,
+        //     "rebateCurrency": "USDT",
+        //     "visible": 0.0,
+        //     "timestamp": 1675406261689,
+        //     "reduceOnly": false,
+        //     "maker": false
+        //   }
+        //
+        let myTrades = this.myTrades;
+        if (myTrades === undefined) {
+            const limit = this.safeInteger(this.options, 'tradesLimit', 1000);
+            myTrades = new Cache.ArrayCacheBySymbolById(limit);
+        }
+        const trade = this.parseWsTrade(message);
+        myTrades.append(trade);
+        let messageHash = 'myTrades:' + trade['symbol'];
+        client.resolve(myTrades, messageHash);
+        messageHash = 'myTrades';
+        client.resolve(myTrades, messageHash);
+    }
     async watchPositions(symbols = undefined, since = undefined, limit = undefined, params = {}) {
         /**
          * @method

package/js/ccxt.d.ts

@@ -4,7 +4,7 @@ import * as functions from './src/base/functions.js';
 import * as errors from './src/base/errors.js';
 import type { Market, Trade, Fee, Ticker, OrderBook, Order, Transaction, Tickers, Currency, Balance, DepositAddress, WithdrawalResponse, DepositAddressResponse, OHLCV, Balances, PartialBalances, Dictionary, MinMax, Position, FundingRateHistory, Liquidation, FundingHistory, MarginMode, Greeks, Leverage, Leverages, Option, OptionChain, Conversion } from './src/base/types.js';
 import { BaseError, ExchangeError, AuthenticationError, PermissionDenied, AccountNotEnabled, AccountSuspended, ArgumentsRequired, BadRequest, BadSymbol, OperationRejected, NoChange, MarginModeAlreadySet, BadResponse, NullResponse, InsufficientFunds, InvalidAddress, AddressPending, InvalidOrder, OrderNotFound, OrderNotCached, CancelPending, OrderImmediatelyFillable, OrderNotFillable, DuplicateOrderId, ContractUnavailable, NotSupported, ProxyError, ExchangeClosedByUser, OperationFailed, NetworkError, DDoSProtection, RateLimitExceeded, ExchangeNotAvailable, OnMaintenance, InvalidNonce, RequestTimeout } from './src/base/errors.js';
-declare const version = "4.3.12";
+declare const version = "4.3.13";
 import ace from './src/ace.js';
 import alpaca from './src/alpaca.js';
 import ascendex from './src/ascendex.js';

package/js/ccxt.js

@@ -38,7 +38,7 @@ import * as errors from './src/base/errors.js';
 import { BaseError, ExchangeError, AuthenticationError, PermissionDenied, AccountNotEnabled, AccountSuspended, ArgumentsRequired, BadRequest, BadSymbol, OperationRejected, NoChange, MarginModeAlreadySet, BadResponse, NullResponse, InsufficientFunds, InvalidAddress, AddressPending, InvalidOrder, OrderNotFound, OrderNotCached, CancelPending, OrderImmediatelyFillable, OrderNotFillable, DuplicateOrderId, ContractUnavailable, NotSupported, ProxyError, ExchangeClosedByUser, OperationFailed, NetworkError, DDoSProtection, RateLimitExceeded, ExchangeNotAvailable, OnMaintenance, InvalidNonce, RequestTimeout } from './src/base/errors.js';
 //-----------------------------------------------------------------------------
 // this is updated by vss.js when building
-const version = '4.3.13';
+const version = '4.3.14';
 Exchange.ccxtVersion = version;
 //-----------------------------------------------------------------------------
 import ace from './src/ace.js';

package/js/src/base/Exchange.d.ts

@@ -200,7 +200,7 @@ export default class Exchange {
     numberToBE: (n: number, padding: number) => Uint8Array;
     base16ToBinary: (str: string) => Uint8Array;
     iso8601: (timestamp: any) => string;
-    omit: (x: Dictionary<any>, ...args: any[]) => any;
+    omit: (x: Dictionary<any>, ...args: any) => any;
     isJsonEncodedObject: (object: any) => boolean;
     safeInteger: (o: any, k: IndexType, $default?: number) => number;
     sum: (...xs: any[]) => any;

package/js/src/base/Exchange.js

@@ -332,6 +332,10 @@ export default class Exchange {
         }
         this.newUpdates = (this.options.newUpdates !== undefined) ? this.options.newUpdates : true;
         this.afterConstruct();
+        const isSandbox = this.safeBool2(this.options, 'sandbox', 'testnet', false);
+        if (isSandbox) {
+            this.setSandboxMode(isSandbox);
+        }
     }
     describe() {
         return {
@@ -785,6 +789,10 @@ export default class Exchange {
     }
     setProxyAgents(httpProxy, httpsProxy, socksProxy) {
         let chosenAgent = undefined;
+        // in browser-side, proxy modules are not supported in 'fetch/ws' methods
+        if (!isNode && (httpProxy || httpsProxy || socksProxy)) {
+            throw new NotSupported(this.id + ' - proxies in browser-side projects are not supported. You have several choices: [A] Use `exchange.proxyUrl` property to redirect requests through local/remote cors-proxy server (find sample file named "sample-local-proxy-server-with-cors" in https://github.com/ccxt/ccxt/tree/master/examples/ folder, which can be used for REST requests only) [B] override `exchange.fetch` && `exchange.watch` methods to send requests through your custom proxy');
+        }
         if (httpProxy) {
             if (this.httpProxyAgentModule === undefined) {
                 throw new NotSupported(this.id + ' you need to load JS proxy modules with `.loadProxyModules()` method at first to use proxies');

package/js/src/base/functions/generic.d.ts

@@ -21,7 +21,7 @@ declare const sortBy: (array: any[], key: IndexType, descending?: boolean, defau
 declare const sortBy2: (array: any[], key1: IndexType, key2: IndexType, descending?: boolean, direction?: number) => any[];
 declare const flatten: (x: any[], out?: any[]) => any[];
 declare const pluck: (x: Dictionary<any>, k: any) => any[];
-declare const omit: (x: Dictionary<any>, ...args: any[]) => any;
+declare const omit: (x: Dictionary<any>, ...args: any) => any;
 declare const sum: (...xs: any[]) => any;
 declare const deepExtend: (...xs: any) => any;
 declare const merge: (target: Dictionary<any>, ...args: any) => Dictionary<any>;

package/js/src/base/functions/rsa.d.ts

@@ -1,4 +1,5 @@
 import { CHash } from '../../static_dependencies/noble-hashes/utils.js';
+import { Dictionary } from "../types.js";
 declare function rsa(request: string, secret: string, hash: CHash): string;
-declare function jwt(request: {}, secret: Uint8Array, hash: CHash, isRSA?: boolean, opts?: {}): string;
+declare function jwt(request: Dictionary<any>, secret: Uint8Array, hash: CHash, isRSA?: boolean, opts?: Dictionary<any>): string;
 export { rsa, jwt };

package/js/src/base/functions/totp.d.ts

@@ -1,3 +1,3 @@
-declare function totp(secret: any): string;
+declare function totp(secret: string): string;
 export { totp };
 export default totp;

package/js/src/binance.d.ts

@@ -1,5 +1,5 @@
 import Exchange from './abstract/binance.js';
-import type { TransferEntry, Int, OrderSide, Balances, OrderType, Trade, OHLCV, Order, FundingRateHistory, OpenInterest, Liquidation, OrderRequest, Str, Transaction, Ticker, OrderBook, Tickers, Market, Greeks, Strings, Currency, MarketInterface, MarginMode, MarginModes, Leverage, Leverages, Num, Option, MarginModification, TradingFeeInterface, Currencies, TradingFees, Conversion, CrossBorrowRate } from './base/types.js';
+import type { TransferEntry, Int, OrderSide, Balances, OrderType, Trade, OHLCV, Order, FundingRateHistory, OpenInterest, Liquidation, OrderRequest, Str, Transaction, Ticker, OrderBook, Tickers, Market, Greeks, Strings, Currency, MarketInterface, MarginMode, MarginModes, Leverage, Leverages, Num, Option, MarginModification, TradingFeeInterface, Currencies, TradingFees, Conversion, CrossBorrowRate, IsolatedBorrowRates, IsolatedBorrowRate } from './base/types.js';
 /**
  * @class binance
  * @augments Exchange
@@ -304,6 +304,8 @@ export default class binance extends Exchange {
     reduceMargin(symbol: string, amount: number, params?: {}): Promise<MarginModification>;
     addMargin(symbol: string, amount: number, params?: {}): Promise<MarginModification>;
     fetchCrossBorrowRate(code: string, params?: {}): Promise<CrossBorrowRate>;
+    fetchIsolatedBorrowRate(symbol: string, params?: {}): Promise<IsolatedBorrowRate>;
+    fetchIsolatedBorrowRates(params?: {}): Promise<IsolatedBorrowRates>;
     fetchBorrowRateHistory(code: string, since?: Int, limit?: Int, params?: {}): Promise<any>;
     parseBorrowRateHistory(response: any, code: any, since: any, limit: any): any;
     parseBorrowRate(info: any, currency?: Currency): {
@@ -314,6 +316,17 @@ export default class binance extends Exchange {
         datetime: string;
         info: any;
     };
+    parseIsolatedBorrowRate(info: any, market?: Market): {
+        info: any;
+        symbol: string;
+        base: string;
+        baseRate: number;
+        quote: string;
+        quoteRate: number;
+        period: number;
+        timestamp: any;
+        datetime: any;
+    };
     createGiftCode(code: string, amount: any, params?: {}): Promise<{
         info: any;
         id: string;

package/js/src/binance.js

@@ -96,8 +96,8 @@ export default class binance extends Exchange {
                 'fetchFundingRates': true,
                 'fetchGreeks': true,
                 'fetchIndexOHLCV': true,
-                'fetchIsolatedBorrowRate': false,
-                'fetchIsolatedBorrowRates': false,
+                'fetchIsolatedBorrowRate': 'emulated',
+                'fetchIsolatedBorrowRates': true,
                 'fetchL3OrderBook': false,
                 'fetchLastPrices': true,
                 'fetchLedger': true,
@@ -11340,6 +11340,70 @@ export default class binance extends Exchange {
         const rate = this.safeDict(response, 0);
         return this.parseBorrowRate(rate);
     }
+    async fetchIsolatedBorrowRate(symbol, params = {}) {
+        /**
+         * @method
+         * @name binance#fetchIsolatedBorrowRate
+         * @description fetch the rate of interest to borrow a currency for margin trading
+         * @see https://binance-docs.github.io/apidocs/spot/en/#query-isolated-margin-fee-data-user_data
+         * @param {string} symbol unified market symbol
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         *
+         * EXCHANGE SPECIFIC PARAMETERS
+         * @param {object} [params.vipLevel] user's current specific margin data will be returned if viplevel is omitted
+         * @returns {object} an [isolated borrow rate structure]{@link https://docs.ccxt.com/#/?id=isolated-borrow-rate-structure}
+         */
+        const request = {
+            'symbol': symbol,
+        };
+        const borrowRates = await this.fetchIsolatedBorrowRates(this.extend(request, params));
+        return this.safeDict(borrowRates, symbol);
+    }
+    async fetchIsolatedBorrowRates(params = {}) {
+        /**
+         * @method
+         * @name binance#fetchIsolatedBorrowRates
+         * @description fetch the borrow interest rates of all currencies
+         * @see https://binance-docs.github.io/apidocs/spot/en/#query-isolated-margin-fee-data-user_data
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {object} [params.symbol] unified market symbol
+         *
+         * EXCHANGE SPECIFIC PARAMETERS
+         * @param {object} [params.vipLevel] user's current specific margin data will be returned if viplevel is omitted
+         * @returns {object} a [borrow rate structure]{@link https://docs.ccxt.com/#/?id=borrow-rate-structure}
+         */
+        await this.loadMarkets();
+        const request = {};
+        const symbol = this.safeString(params, 'symbol');
+        params = this.omit(params, 'symbol');
+        if (symbol !== undefined) {
+            const market = this.market(symbol);
+            request['symbol'] = market['id'];
+        }
+        const response = await this.sapiGetMarginIsolatedMarginData(this.extend(request, params));
+        //
+        //    [
+        //        {
+        //            "vipLevel": 0,
+        //            "symbol": "BTCUSDT",
+        //            "leverage": "10",
+        //            "data": [
+        //                {
+        //                    "coin": "BTC",
+        //                    "dailyInterest": "0.00026125",
+        //                    "borrowLimit": "270"
+        //                },
+        //                {
+        //                    "coin": "USDT",
+        //                    "dailyInterest": "0.000475",
+        //                    "borrowLimit": "2100000"
+        //                }
+        //            ]
+        //        }
+        //    ]
+        //
+        return this.parseIsolatedBorrowRates(response);
+    }
     async fetchBorrowRateHistory(code, since = undefined, limit = undefined, params = {}) {
         /**
          * @method
@@ -11414,6 +11478,43 @@ export default class binance extends Exchange {
             'info': info,
         };
     }
+    parseIsolatedBorrowRate(info, market = undefined) {
+        //
+        //    {
+        //        "vipLevel": 0,
+        //        "symbol": "BTCUSDT",
+        //        "leverage": "10",
+        //        "data": [
+        //            {
+        //                "coin": "BTC",
+        //                "dailyInterest": "0.00026125",
+        //                "borrowLimit": "270"
+        //            },
+        //            {
+        //                "coin": "USDT",
+        //                "dailyInterest": "0.000475",
+        //                "borrowLimit": "2100000"
+        //            }
+        //        ]
+        //    }
+        //
+        const marketId = this.safeString(info, 'symbol');
+        market = this.safeMarket(marketId, market, undefined, 'spot');
+        const data = this.safeList(info, 'data');
+        const baseInfo = this.safeDict(data, 0);
+        const quoteInfo = this.safeDict(data, 1);
+        return {
+            'info': info,
+            'symbol': this.safeString(market, 'symbol'),
+            'base': this.safeString(baseInfo, 'coin'),
+            'baseRate': this.safeNumber(baseInfo, 'dailyInterest'),
+            'quote': this.safeString(quoteInfo, 'coin'),
+            'quoteRate': this.safeNumber(quoteInfo, 'dailyInterest'),
+            'period': 86400000,
+            'timestamp': undefined,
+            'datetime': undefined,
+        };
+    }
     async createGiftCode(code, amount, params = {}) {
         /**
          * @method