ccxt 4.3.6 → 4.3.8

package/dist/cjs/src/bybit.js

@@ -102,7 +102,9 @@ class bybit extends bybit$1 {
                 'fetchOrders': false,
                 'fetchOrderTrades': true,
                 'fetchPosition': true,
+                'fetchPositionHistory': 'emulated',
                 'fetchPositions': true,
+                'fetchPositionsHistory': true,
                 'fetchPremiumIndexOHLCV': true,
                 'fetchSettlementHistory': true,
                 'fetchTicker': true,
@@ -6457,37 +6459,64 @@ class bybit extends bybit$1 {
         //         "tradeMode": 0
         //     }
         //
+        // fetchPositionsHistory
+        //
+        //    {
+        //        symbol: 'XRPUSDT',
+        //        orderType: 'Market',
+        //        leverage: '10',
+        //        updatedTime: '1712717265572',
+        //        side: 'Sell',
+        //        orderId: '071749f3-a9fa-427b-b5ca-27b2f52b81de',
+        //        closedPnl: '-0.00049568',
+        //        avgEntryPrice: '0.6045',
+        //        qty: '3',
+        //        cumEntryValue: '1.8135',
+        //        createdTime: '1712717265566',
+        //        orderPrice: '0.5744',
+        //        closedSize: '3',
+        //        avgExitPrice: '0.605',
+        //        execType: 'Trade',
+        //        fillCount: '1',
+        //        cumExitValue: '1.815'
+        //    }
+        //
+        const closedSize = this.safeString(position, 'closedSize');
+        const isHistory = (closedSize !== undefined);
         const contract = this.safeString(position, 'symbol');
         market = this.safeMarket(contract, market, undefined, 'contract');
-        const size = Precise["default"].stringAbs(this.safeString(position, 'size'));
+        const size = Precise["default"].stringAbs(this.safeString2(position, 'size', 'qty'));
         let side = this.safeString(position, 'side');
         if (side !== undefined) {
             if (side === 'Buy') {
-                side = 'long';
+                side = isHistory ? 'short' : 'long';
             }
             else if (side === 'Sell') {
-                side = 'short';
+                side = isHistory ? 'long' : 'short';
             }
             else {
                 side = undefined;
             }
         }
-        const notional = this.safeString(position, 'positionValue');
+        const notional = this.safeString2(position, 'positionValue', 'cumExitValue');
         const unrealisedPnl = this.omitZero(this.safeString(position, 'unrealisedPnl'));
-        let initialMarginString = this.safeString(position, 'positionIM');
+        let initialMarginString = this.safeStringN(position, ['positionIM', 'cumEntryValue']);
         let maintenanceMarginString = this.safeString(position, 'positionMM');
-        let timestamp = this.parse8601(this.safeString(position, 'updated_at'));
-        if (timestamp === undefined) {
-            timestamp = this.safeIntegerN(position, ['updatedTime', 'updatedAt']);
+        const timestamp = this.safeIntegerN(position, ['createdTime', 'createdAt']);
+        let lastUpdateTimestamp = this.parse8601(this.safeString(position, 'updated_at'));
+        if (lastUpdateTimestamp === undefined) {
+            lastUpdateTimestamp = this.safeIntegerN(position, ['updatedTime', 'updatedAt', 'updatedTime']);
         }
         const tradeMode = this.safeInteger(position, 'tradeMode', 0);
         let marginMode = undefined;
         if ((!this.options['enableUnifiedAccount']) || (this.options['enableUnifiedAccount'] && market['inverse'])) {
             // tradeMode would work for classic and UTA(inverse)
-            marginMode = (tradeMode === 1) ? 'isolated' : 'cross';
+            if (!isHistory) { // cannot tell marginMode for fetchPositionsHistory, and closedSize will only be defined for fetchPositionsHistory response
+                marginMode = (tradeMode === 1) ? 'isolated' : 'cross';
+            }
         }
         let collateralString = this.safeString(position, 'positionBalance');
-        const entryPrice = this.omitZero(this.safeString2(position, 'entryPrice', 'avgPrice'));
+        const entryPrice = this.omitZero(this.safeStringN(position, ['entryPrice', 'avgPrice', 'avgEntryPrice']));
         const liquidationPrice = this.omitZero(this.safeString(position, 'liqPrice'));
         const leverage = this.safeString(position, 'leverage');
         if (liquidationPrice !== undefined) {
@@ -6533,7 +6562,7 @@ class bybit extends bybit$1 {
             'symbol': market['symbol'],
             'timestamp': timestamp,
             'datetime': this.iso8601(timestamp),
-            'lastUpdateTimestamp': undefined,
+            'lastUpdateTimestamp': lastUpdateTimestamp,
             'initialMargin': this.parseNumber(initialMarginString),
             'initialMarginPercentage': this.parseNumber(Precise["default"].stringDiv(initialMarginString, notional)),
             'maintenanceMargin': this.parseNumber(maintenanceMarginString),
@@ -6542,12 +6571,13 @@ class bybit extends bybit$1 {
             'notional': this.parseNumber(notional),
             'leverage': this.parseNumber(leverage),
             'unrealizedPnl': this.parseNumber(unrealisedPnl),
+            'realizedPnl': this.safeNumber(position, 'closedPnl'),
             'contracts': this.parseNumber(size),
             'contractSize': this.safeNumber(market, 'contractSize'),
             'marginRatio': this.parseNumber(marginRatio),
             'liquidationPrice': this.parseNumber(liquidationPrice),
             'markPrice': this.safeNumber(position, 'markPrice'),
-            'lastPrice': undefined,
+            'lastPrice': this.safeNumber(position, 'avgExitPrice'),
             'collateral': this.parseNumber(collateralString),
             'marginMode': marginMode,
             'side': side,
@@ -8470,6 +8500,87 @@ class bybit extends bybit$1 {
             'quoteVolume': undefined,
         };
     }
+    async fetchPositionsHistory(symbols = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name bybit#fetchPositionsHistory
+         * @description fetches historical positions
+         * @see https://bybit-exchange.github.io/docs/v5/position/close-pnl
+         * @param {string} [symbol] unified market symbols, symbols must have the same subType (must all be linear or all be inverse)
+         * @param {int} [since] timestamp in ms of the earliest position to fetch, params["until"] - since <= 7 days
+         * @param {int} [limit] the maximum amount of records to fetch, default=50, max=100
+         * @param {object} params extra parameters specific to the exchange api endpoint
+         * @param {int} [params.until] timestamp in ms of the latest position to fetch, params["until"] - since <= 7 days
+         * @param {string} [params.subType] 'linear' or 'inverse'
+         * @returns {object[]} a list of [position structures]{@link https://docs.ccxt.com/#/?id=position-structure}
+         */
+        await this.loadMarkets();
+        let market = undefined;
+        let subType = undefined;
+        let symbolsLength = 0;
+        if (symbols !== undefined) {
+            symbolsLength = symbols.length;
+            if (symbolsLength > 0) {
+                market = this.market(symbols[0]);
+            }
+        }
+        const until = this.safeInteger(params, 'until');
+        [subType, params] = this.handleSubTypeAndParams('fetchPositionsHistory', market, params, 'linear');
+        params = this.omit(params, 'until');
+        const request = {
+            'category': subType,
+        };
+        if ((symbols !== undefined) && (symbolsLength === 1)) {
+            request['symbol'] = market['id'];
+        }
+        if (since !== undefined) {
+            request['startTime'] = since;
+        }
+        if (limit !== undefined) {
+            request['limit'] = limit;
+        }
+        if (until !== undefined) {
+            request['endTime'] = until;
+        }
+        const response = await this.privateGetV5PositionClosedPnl(this.extend(request, params));
+        //
+        //    {
+        //        retCode: '0',
+        //        retMsg: 'OK',
+        //        result: {
+        //            nextPageCursor: '071749f3-a9fa-427b-b5ca-27b2f52b81de%3A1712717265566520788%2C071749f3-a9fa-427b-b5ca-27b2f52b81de%3A1712717265566520788',
+        //            category: 'linear',
+        //            list: [
+        //                {
+        //                    symbol: 'XRPUSDT',
+        //                    orderType: 'Market',
+        //                    leverage: '10',
+        //                    updatedTime: '1712717265572',
+        //                    side: 'Sell',
+        //                    orderId: '071749f3-a9fa-427b-b5ca-27b2f52b81de',
+        //                    closedPnl: '-0.00049568',
+        //                    avgEntryPrice: '0.6045',
+        //                    qty: '3',
+        //                    cumEntryValue: '1.8135',
+        //                    createdTime: '1712717265566',
+        //                    orderPrice: '0.5744',
+        //                    closedSize: '3',
+        //                    avgExitPrice: '0.605',
+        //                    execType: 'Trade',
+        //                    fillCount: '1',
+        //                    cumExitValue: '1.815'
+        //                }
+        //            ]
+        //        },
+        //        retExtInfo: {},
+        //        time: '1712717286073'
+        //    }
+        //
+        const result = this.safeDict(response, 'result');
+        const rawPositions = this.safeList(result, 'list');
+        const positions = this.parsePositions(rawPositions, symbols, params);
+        return this.filterBySinceLimit(positions, since, limit);
+    }
     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/cex.js

@@ -62,7 +62,13 @@ class cex extends cex$1 {
                 'fetchOrder': true,
                 'fetchOrderBook': true,
                 'fetchOrders': true,
+                'fetchPosition': false,
+                'fetchPositionHistory': false,
                 'fetchPositionMode': false,
+                'fetchPositions': false,
+                'fetchPositionsForSymbol': false,
+                'fetchPositionsHistory': false,
+                'fetchPositionsRisk': false,
                 'fetchPremiumIndexOHLCV': false,
                 'fetchTicker': true,
                 'fetchTickers': true,

package/dist/cjs/src/coinbase.js

@@ -202,6 +202,11 @@ class coinbase extends coinbase$1 {
                     'public': {
                         'get': {
                             'brokerage/time': 3,
+                            'brokerage/market/product_book': 3,
+                            'brokerage/market/products': 3,
+                            'brokerage/market/products/{product_id}': 3,
+                            'brokerage/market/products/{product_id}/candles': 3,
+                            'brokerage/market/products/{product_id}/ticker': 3,
                         },
                     },
                     'private': {
@@ -1091,7 +1096,7 @@ class coinbase extends coinbase$1 {
         /**
          * @method
          * @name coinbase#fetchMarkets
-         * @see https://docs.cloud.coinbase.com/advanced-trade-api/reference/retailbrokerageapi_getproducts
+         * @see https://docs.cloud.coinbase.com/advanced-trade-api/reference/retailbrokerageapi_getpublicproducts
          * @see https://docs.cloud.coinbase.com/sign-in-with-coinbase/docs/api-currencies#get-fiat-currencies
          * @see https://docs.cloud.coinbase.com/sign-in-with-coinbase/docs/api-exchange-rates#get-exchange-rates
          * @description retrieves data on all markets for coinbase
@@ -1178,20 +1183,92 @@ class coinbase extends coinbase$1 {
     }
     async fetchMarketsV3(params = {}) {
         const spotUnresolvedPromises = [
-            this.v3PrivateGetBrokerageProducts(params),
-            this.v3PrivateGetBrokerageTransactionSummary(params),
+            this.v3PublicGetBrokerageMarketProducts(params),
+            //
+            //    {
+            //        products: [
+            //            {
+            //                product_id: 'BTC-USD',
+            //                price: '67060',
+            //                price_percentage_change_24h: '3.30054960636883',
+            //                volume_24h: '10967.87426597',
+            //                volume_percentage_change_24h: '141.73048325503036',
+            //                base_increment: '0.00000001',
+            //                quote_increment: '0.01',
+            //                quote_min_size: '1',
+            //                quote_max_size: '150000000',
+            //                base_min_size: '0.00000001',
+            //                base_max_size: '3400',
+            //                base_name: 'Bitcoin',
+            //                quote_name: 'US Dollar',
+            //                watched: false,
+            //                is_disabled: false,
+            //                new: false,
+            //                status: 'online',
+            //                cancel_only: false,
+            //                limit_only: false,
+            //                post_only: false,
+            //                trading_disabled: false,
+            //                auction_mode: false,
+            //                product_type: 'SPOT',
+            //                quote_currency_id: 'USD',
+            //                base_currency_id: 'BTC',
+            //                fcm_trading_session_details: null,
+            //                mid_market_price: '',
+            //                alias: '',
+            //                alias_to: [ 'BTC-USDC' ],
+            //                base_display_symbol: 'BTC',
+            //                quote_display_symbol: 'USD',
+            //                view_only: false,
+            //                price_increment: '0.01',
+            //                display_name: 'BTC-USD',
+            //                product_venue: 'CBE'
+            //            },
+            //            ...
+            //        ],
+            //        num_products: '646'
+            //    }
+            //
         ];
+        if (this.checkRequiredCredentials(false)) {
+            spotUnresolvedPromises.push(this.v3PrivateGetBrokerageTransactionSummary(params));
+        }
+        //
+        //    {
+        //        total_volume: '9.995989116664404',
+        //        total_fees: '0.07996791093331522',
+        //        fee_tier: {
+        //            pricing_tier: 'Advanced 1',
+        //            usd_from: '0',
+        //            usd_to: '1000',
+        //            taker_fee_rate: '0.008',
+        //            maker_fee_rate: '0.006',
+        //            aop_from: '',
+        //            aop_to: ''
+        //        },
+        //        margin_rate: null,
+        //        goods_and_services_tax: null,
+        //        advanced_trade_only_volume: '9.995989116664404',
+        //        advanced_trade_only_fees: '0.07996791093331522',
+        //        coinbase_pro_volume: '0',
+        //        coinbase_pro_fees: '0',
+        //        total_balance: '',
+        //        has_promo_fee: false
+        //    }
+        //
         let unresolvedContractPromises = [];
         try {
             unresolvedContractPromises = [
-                this.v3PrivateGetBrokerageProducts(this.extend(params, { 'product_type': 'FUTURE' })),
-                this.v3PrivateGetBrokerageProducts(this.extend(params, { 'product_type': 'FUTURE', 'contract_expiry_type': 'PERPETUAL' })),
-                this.v3PrivateGetBrokerageTransactionSummary(this.extend(params, { 'product_type': 'FUTURE' })),
-                this.v3PrivateGetBrokerageTransactionSummary(this.extend(params, { 'product_type': 'FUTURE', 'contract_expiry_type': 'PERPETUAL' })),
+                this.v3PublicGetBrokerageMarketProducts(this.extend(params, { 'product_type': 'FUTURE' })),
+                this.v3PublicGetBrokerageMarketProducts(this.extend(params, { 'product_type': 'FUTURE', 'contract_expiry_type': 'PERPETUAL' })),
             ];
+            if (this.checkRequiredCredentials(false)) {
+                unresolvedContractPromises.push(this.extend(params, { 'product_type': 'FUTURE' }));
+                unresolvedContractPromises.push(this.extend(params, { 'product_type': 'FUTURE', 'contract_expiry_type': 'PERPETUAL' }));
+            }
         }
         catch (e) {
-            unresolvedContractPromises = []; // the sync version of ccxt won't have the promise.all line so the request is made here
+            unresolvedContractPromises = []; // the sync version of ccxt won't have the promise.all line so the request is made here. Some users can't access perpetual products
         }
         const promises = await Promise.all(spotUnresolvedPromises);
         let contractPromises = undefined;
@@ -1460,6 +1537,7 @@ class coinbase extends coinbase$1 {
         const contractSize = this.safeNumber(futureProductDetails, 'contract_size');
         const contractExpire = this.safeString(futureProductDetails, 'contract_expiry');
         const expireTimestamp = this.parse8601(contractExpire);
+        const expireDateTime = this.iso8601(expireTimestamp);
         const isSwap = (contractExpiryType === 'PERPETUAL');
         const baseId = this.safeString(futureProductDetails, 'contract_root_unit');
         const quoteId = this.safeString(market, 'quote_currency_id');
@@ -1503,7 +1581,7 @@ class coinbase extends coinbase$1 {
             'maker': maker,
             'contractSize': contractSize,
             'expiry': expireTimestamp,
-            'expiryDatetime': contractExpire,
+            'expiryDatetime': expireDateTime,
             'strike': undefined,
             'optionType': undefined,
             'precision': {
@@ -1728,7 +1806,7 @@ class coinbase extends coinbase$1 {
         if (symbols !== undefined) {
             request['product_ids'] = this.marketIds(symbols);
         }
-        const response = await this.v3PrivateGetBrokerageProducts(this.extend(request, params));
+        const response = await this.v3PublicGetBrokerageMarketProducts(this.extend(request, params));
         //
         //     {
         //         "products": [
@@ -1831,7 +1909,7 @@ class coinbase extends coinbase$1 {
             'product_id': market['id'],
             'limit': 1,
         };
-        const response = await this.v3PrivateGetBrokerageProductsProductIdTicker(this.extend(request, params));
+        const response = await this.v3PublicGetBrokerageMarketProductsProductIdTicker(this.extend(request, params));
         //
         //     {
         //         "trades": [
@@ -3392,7 +3470,7 @@ class coinbase extends coinbase$1 {
          * @method
          * @name coinbase#fetchOHLCV
          * @description fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market
-         * @see https://docs.cloud.coinbase.com/advanced-trade-api/reference/retailbrokerageapi_getcandles
+         * @see https://docs.cloud.coinbase.com/advanced-trade-api/reference/retailbrokerageapi_getpubliccandles
          * @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
@@ -3435,7 +3513,7 @@ class coinbase extends coinbase$1 {
             // 300 candles max
             request['end'] = Precise["default"].stringAdd(sinceString, requestedDuration.toString());
         }
-        const response = await this.v3PrivateGetBrokerageProductsProductIdCandles(this.extend(request, params));
+        const response = await this.v3PublicGetBrokerageMarketProductsProductIdCandles(this.extend(request, params));
         //
         //     {
         //         "candles": [
@@ -3480,7 +3558,7 @@ class coinbase extends coinbase$1 {
          * @method
          * @name coinbase#fetchTrades
          * @description get the list of most recent trades for a particular symbol
-         * @see https://docs.cloud.coinbase.com/advanced-trade-api/reference/retailbrokerageapi_getmarkettrades
+         * @see https://docs.cloud.coinbase.com/advanced-trade-api/reference/retailbrokerageapi_getpublicmarkettrades
          * @param {string} symbol unified market symbol of the trades
          * @param {int} [since] not used by coinbase fetchTrades
          * @param {int} [limit] the maximum number of trade structures to fetch
@@ -3506,7 +3584,7 @@ class coinbase extends coinbase$1 {
         else if (since !== undefined) {
             throw new errors.ArgumentsRequired(this.id + ' fetchTrades() requires a `until` parameter when you use `since` argument');
         }
-        const response = await this.v3PrivateGetBrokerageProductsProductIdTicker(this.extend(request, params));
+        const response = await this.v3PublicGetBrokerageMarketProductsProductIdTicker(this.extend(request, params));
         //
         //     {
         //         "trades": [
@@ -3603,7 +3681,7 @@ class coinbase extends coinbase$1 {
          * @method
          * @name coinbase#fetchOrderBook
          * @description fetches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
-         * @see https://docs.cloud.coinbase.com/advanced-trade-api/reference/retailbrokerageapi_getproductbook
+         * @see https://docs.cloud.coinbase.com/advanced-trade-api/reference/retailbrokerageapi_getpublicproductbook
          * @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
          * @param {object} [params] extra parameters specific to the exchange API endpoint
@@ -3617,7 +3695,7 @@ class coinbase extends coinbase$1 {
         if (limit !== undefined) {
             request['limit'] = limit;
         }
-        const response = await this.v3PrivateGetBrokerageProductBook(this.extend(request, params));
+        const response = await this.v3PublicGetBrokerageMarketProductBook(this.extend(request, params));
         //
         //     {
         //         "pricebook": {

package/dist/cjs/src/coinbaseinternational.js

@@ -90,8 +90,10 @@ class coinbaseinternational extends coinbaseinternational$1 {
                 'fetchOrderBook': false,
                 'fetchOrders': false,
                 'fetchPosition': true,
+                'fetchPositionHistory': false,
                 'fetchPositionMode': false,
                 'fetchPositions': true,
+                'fetchPositionsHistory': false,
                 'fetchPositionsRisk': false,
                 'fetchPremiumIndexOHLCV': false,
                 'fetchTicker': true,

package/dist/cjs/src/coinbasepro.js

@@ -53,7 +53,13 @@ class coinbasepro extends coinbasepro$1 {
                 'fetchOrderBook': true,
                 'fetchOrders': true,
                 'fetchOrderTrades': true,
+                'fetchPosition': false,
+                'fetchPositionHistory': false,
                 'fetchPositionMode': false,
+                'fetchPositions': false,
+                'fetchPositionsForSymbol': false,
+                'fetchPositionsHistory': false,
+                'fetchPositionsRisk': false,
                 'fetchTicker': true,
                 'fetchTickers': true,
                 'fetchTime': true,

package/dist/cjs/src/coincheck.js

@@ -52,8 +52,11 @@ class coincheck extends coincheck$1 {
                 'fetchOpenOrders': true,
                 'fetchOrderBook': true,
                 'fetchPosition': false,
+                'fetchPositionHistory': false,
                 'fetchPositionMode': false,
                 'fetchPositions': false,
+                'fetchPositionsForSymbol': false,
+                'fetchPositionsHistory': false,
                 'fetchPositionsRisk': false,
                 'fetchPremiumIndexOHLCV': false,
                 'fetchTicker': true,