ccxt 4.4.21 → 4.4.22

package/dist/cjs/ccxt.js

@@ -195,7 +195,7 @@ var xt$1 = require('./src/pro/xt.js');
 
 //-----------------------------------------------------------------------------
 // this is updated by vss.js when building
-const version = '4.4.21';
+const version = '4.4.22';
 Exchange["default"].ccxtVersion = version;
 const exchanges = {
     'ace': ace,

package/dist/cjs/src/alpaca.js

@@ -60,6 +60,7 @@ class alpaca extends alpaca$1 {
                 'fetchDepositsWithdrawals': false,
                 'fetchFundingHistory': false,
                 'fetchFundingRate': false,
+                'fetchFundingRateHistory': false,
                 'fetchFundingRates': false,
                 'fetchL1OrderBook': true,
                 'fetchL2OrderBook': false,

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

@@ -1419,6 +1419,8 @@ class Exchange {
                 'fetchLeverages': undefined,
                 'fetchLeverageTiers': undefined,
                 'fetchLiquidations': undefined,
+                'fetchLongShortRatio': undefined,
+                'fetchLongShortRatioHistory': undefined,
                 'fetchMarginMode': undefined,
                 'fetchMarginModes': undefined,
                 'fetchMarketLeverageTiers': undefined,
@@ -2212,6 +2214,12 @@ class Exchange {
     async setMargin(symbol, amount, params = {}) {
         throw new errors.NotSupported(this.id + ' setMargin() is not supported yet');
     }
+    async fetchLongShortRatio(symbol, timeframe = undefined, params = {}) {
+        throw new errors.NotSupported(this.id + ' fetchLongShortRatio() is not supported yet');
+    }
+    async fetchLongShortRatioHistory(symbol = undefined, timeframe = undefined, since = undefined, limit = undefined, params = {}) {
+        throw new errors.NotSupported(this.id + ' fetchLongShortRatioHistory() is not supported yet');
+    }
     async fetchMarginAdjustmentHistory(symbol = undefined, type = undefined, since = undefined, limit = undefined, params = {}) {
         /**
          * @method
@@ -5572,6 +5580,19 @@ class Exchange {
         }
         return result;
     }
+    parseLongShortRatio(info, market = undefined) {
+        throw new errors.NotSupported(this.id + ' parseLongShortRatio() is not supported yet');
+    }
+    parseLongShortRatioHistory(response, market = undefined, since = undefined, limit = undefined) {
+        const rates = [];
+        for (let i = 0; i < response.length; i++) {
+            const entry = response[i];
+            rates.push(this.parseLongShortRatio(entry, market));
+        }
+        const sorted = this.sortBy(rates, 'timestamp');
+        const symbol = (market === undefined) ? undefined : market['symbol'];
+        return this.filterBySymbolSinceLimit(sorted, symbol, since, limit);
+    }
     handleTriggerAndParams(params) {
         const isTrigger = this.safeBool2(params, 'trigger', 'stop');
         if (isTrigger) {

package/dist/cjs/src/bigone.js

@@ -45,7 +45,10 @@ class bigone extends bigone$1 {
                 'fetchDepositAddresses': false,
                 'fetchDepositAddressesByNetwork': false,
                 'fetchDeposits': true,
+                'fetchFundingHistory': false,
                 'fetchFundingRate': false,
+                'fetchFundingRateHistory': false,
+                'fetchFundingRates': false,
                 'fetchMarkets': true,
                 'fetchMyTrades': true,
                 'fetchOHLCV': true,

package/dist/cjs/src/binance.js

@@ -105,6 +105,8 @@ class binance extends binance$1 {
                 'fetchLeverages': true,
                 'fetchLeverageTiers': true,
                 'fetchLiquidations': false,
+                'fetchLongShortRatio': false,
+                'fetchLongShortRatioHistory': true,
                 'fetchMarginAdjustmentHistory': true,
                 'fetchMarginMode': 'emulated',
                 'fetchMarginModes': true,
@@ -13818,6 +13820,107 @@ class binance extends binance$1 {
         const result = this.parseFundingRates(response, market);
         return this.filterByArray(result, 'symbol', symbols);
     }
+    async fetchLongShortRatioHistory(symbol = undefined, timeframe = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name binance#fetchLongShortRatioHistory
+         * @description fetches the long short ratio history for a unified market symbol
+         * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/market-data/rest-api/Long-Short-Ratio
+         * @see https://developers.binance.com/docs/derivatives/coin-margined-futures/market-data/Long-Short-Ratio
+         * @param {string} symbol unified symbol of the market to fetch the long short ratio for
+         * @param {string} [timeframe] the period for the ratio, default is 24 hours
+         * @param {int} [since] the earliest time in ms to fetch ratios for
+         * @param {int} [limit] the maximum number of long short ratio structures to retrieve
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @param {int} [params.until] timestamp in ms of the latest ratio to fetch
+         * @returns {object[]} an array of [long short ratio structures]{@link https://docs.ccxt.com/#/?id=long-short-ratio-structure}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        if (timeframe === undefined) {
+            timeframe = '1d';
+        }
+        let request = {
+            'period': timeframe,
+        };
+        [request, params] = this.handleUntilOption('endTime', request, params);
+        if (since !== undefined) {
+            request['startTime'] = since;
+        }
+        if (limit !== undefined) {
+            request['limit'] = limit;
+        }
+        let subType = undefined;
+        [subType, params] = this.handleSubTypeAndParams('fetchLongShortRatioHistory', market, params);
+        let response = undefined;
+        if (subType === 'linear') {
+            request['symbol'] = market['id'];
+            response = await this.fapiDataGetGlobalLongShortAccountRatio(this.extend(request, params));
+            //
+            //     [
+            //         {
+            //             "symbol": "BTCUSDT",
+            //             "longAccount": "0.4558",
+            //             "longShortRatio": "0.8376",
+            //             "shortAccount": "0.5442",
+            //             "timestamp": 1726790400000
+            //         },
+            //     ]
+            //
+        }
+        else if (subType === 'inverse') {
+            request['pair'] = market['info']['pair'];
+            response = await this.dapiDataGetGlobalLongShortAccountRatio(this.extend(request, params));
+            //
+            //     [
+            //         {
+            //             "longAccount": "0.7262",
+            //             "longShortRatio": "2.6523",
+            //             "shortAccount": "0.2738",
+            //             "pair": "BTCUSD",
+            //             "timestamp": 1726790400000
+            //         },
+            //     ]
+            //
+        }
+        else {
+            throw new errors.BadRequest(this.id + ' fetchLongShortRatioHistory() supports linear and inverse subTypes only');
+        }
+        return this.parseLongShortRatioHistory(response, market);
+    }
+    parseLongShortRatio(info, market = undefined) {
+        //
+        // linear
+        //
+        //     {
+        //         "symbol": "BTCUSDT",
+        //         "longAccount": "0.4558",
+        //         "longShortRatio": "0.8376",
+        //         "shortAccount": "0.5442",
+        //         "timestamp": 1726790400000
+        //     }
+        //
+        // inverse
+        //
+        //     {
+        //         "longAccount": "0.7262",
+        //         "longShortRatio": "2.6523",
+        //         "shortAccount": "0.2738",
+        //         "pair": "BTCUSD",
+        //         "timestamp": 1726790400000
+        //     }
+        //
+        const marketId = this.safeString(info, 'symbol');
+        const timestamp = this.safeIntegerOmitZero(info, 'timestamp');
+        return {
+            'info': info,
+            'symbol': this.safeSymbol(marketId, market, undefined, 'contract'),
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'timeframe': undefined,
+            'longShortRatio': this.safeNumber(info, 'longShortRatio'),
+        };
+    }
 }
 
 module.exports = binance;

package/dist/cjs/src/bitflyer.js

@@ -34,6 +34,8 @@ class bitflyer extends bitflyer$1 {
                 'fetchBalance': true,
                 'fetchClosedOrders': 'emulated',
                 'fetchDeposits': true,
+                'fetchFundingRate': true,
+                'fetchFundingRateHistory': false,
                 'fetchMarginMode': false,
                 'fetchMarkets': true,
                 'fetchMyTrades': true,
@@ -73,6 +75,7 @@ class bitflyer extends bitflyer$1 {
                         'gethealth',
                         'getboardstate',
                         'getchats',
+                        'getfundingrate',
                     ],
                 },
                 'private': {
@@ -1023,6 +1026,60 @@ class bitflyer extends bitflyer$1 {
             'fee': fee,
         };
     }
+    async fetchFundingRate(symbol, params = {}) {
+        /**
+         * @method
+         * @name bitflyer#fetchFundingRate
+         * @description fetch the current funding rate
+         * @see https://lightning.bitflyer.com/docs#funding-rate
+         * @param {string} symbol unified market symbol
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object} a [funding rate structure]{@link https://docs.ccxt.com/#/?id=funding-rate-structure}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const request = {
+            'product_code': market['id'],
+        };
+        const response = await this.publicGetGetfundingrate(this.extend(request, params));
+        //
+        //    {
+        //        "current_funding_rate": -0.003750000000
+        //        "next_funding_rate_settledate": "2024-04-15T13:00:00"
+        //    }
+        //
+        return this.parseFundingRate(response, market);
+    }
+    parseFundingRate(contract, market = undefined) {
+        //
+        //    {
+        //        "current_funding_rate": -0.003750000000
+        //        "next_funding_rate_settledate": "2024-04-15T13:00:00"
+        //    }
+        //
+        const nextFundingDatetime = this.safeString(contract, 'next_funding_rate_settledate');
+        const nextFundingTimestamp = this.parse8601(nextFundingDatetime);
+        return {
+            'info': contract,
+            'symbol': this.safeString(market, 'symbol'),
+            'markPrice': undefined,
+            'indexPrice': undefined,
+            'interestRate': undefined,
+            'estimatedSettlePrice': undefined,
+            'timestamp': undefined,
+            'datetime': undefined,
+            'fundingRate': undefined,
+            'fundingTimestamp': undefined,
+            'fundingDatetime': undefined,
+            'nextFundingRate': this.safeNumber(contract, 'current_funding_rate'),
+            'nextFundingTimestamp': nextFundingTimestamp,
+            'nextFundingDatetime': this.iso8601(nextFundingTimestamp),
+            'previousFundingRate': undefined,
+            'previousFundingTimestamp': undefined,
+            'previousFundingDatetime': undefined,
+            'interval': undefined,
+        };
+    }
     sign(path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
         let request = '/' + this.version + '/';
         if (api === 'private') {

package/dist/cjs/src/bitget.js

@@ -92,6 +92,8 @@ class bitget extends bitget$1 {
                 'fetchLeverage': true,
                 'fetchLeverageTiers': false,
                 'fetchLiquidations': false,
+                'fetchLongShortRatio': false,
+                'fetchLongShortRatioHistory': true,
                 'fetchMarginAdjustmentHistory': false,
                 'fetchMarginMode': true,
                 'fetchMarketLeverageTiers': true,
@@ -267,6 +269,7 @@ class bitget extends bitget$1 {
                             'v2/mix/market/current-fund-rate': 1,
                             'v2/mix/market/contracts': 1,
                             'v2/mix/market/query-position-lever': 2,
+                            'v2/mix/market/account-long-short': 20,
                         },
                     },
                     'margin': {
@@ -277,6 +280,7 @@ class bitget extends bitget$1 {
                             'margin/v1/isolated/public/tierData': 2,
                             'margin/v1/public/currencies': 1,
                             'v2/margin/currencies': 2,
+                            'v2/margin/market/long-short-ratio': 20,
                         },
                     },
                     'earn': {
@@ -439,6 +443,7 @@ class bitget extends bitget$1 {
                             'v2/mix/order/orders-history': 2,
                             'v2/mix/order/orders-plan-pending': 2,
                             'v2/mix/order/orders-plan-history': 2,
+                            'v2/mix/market/position-long-short': 20,
                         },
                         'post': {
                             'mix/v1/account/sub-account-contract-assets': 200,
@@ -8900,6 +8905,78 @@ class bitget extends bitget$1 {
         const first = this.safeDict(data, 0, {});
         return this.parseFundingRate(first, market);
     }
+    async fetchLongShortRatioHistory(symbol = undefined, timeframe = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name bitget#fetchLongShortRatioHistory
+         * @description fetches the long short ratio history for a unified market symbol
+         * @see https://www.bitget.com/api-doc/common/apidata/Margin-Ls-Ratio
+         * @see https://www.bitget.com/api-doc/common/apidata/Account-Long-Short
+         * @param {string} symbol unified symbol of the market to fetch the long short ratio for
+         * @param {string} [timeframe] the period for the ratio
+         * @param {int} [since] the earliest time in ms to fetch ratios for
+         * @param {int} [limit] the maximum number of long short ratio structures to retrieve
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object[]} an array of [long short ratio structures]{@link https://docs.ccxt.com/#/?id=long-short-ratio-structure}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const request = {
+            'symbol': market['id'],
+        };
+        if (timeframe !== undefined) {
+            request['period'] = timeframe;
+        }
+        let response = undefined;
+        if (market['swap'] || market['future']) {
+            response = await this.publicMixGetV2MixMarketAccountLongShort(this.extend(request, params));
+            //
+            //     {
+            //         "code": "00000",
+            //         "msg": "success",
+            //         "requestTime": 1729321233281,
+            //         "data": [
+            //             {
+            //                 "longAccountRatio": "0.58",
+            //                 "shortAccountRatio": "0.42",
+            //                 "longShortAccountRatio": "0.0138",
+            //                 "ts": "1729312200000"
+            //             },
+            //         ]
+            //     }
+            //
+        }
+        else {
+            response = await this.publicMarginGetV2MarginMarketLongShortRatio(this.extend(request, params));
+            //
+            //     {
+            //         "code": "00000",
+            //         "msg": "success",
+            //         "requestTime": 1729306974712,
+            //         "data": [
+            //             {
+            //                 "longShortRatio": "40.66",
+            //                 "ts": "1729306800000"
+            //             },
+            //         ]
+            //     }
+            //
+        }
+        const data = this.safeList(response, 'data', []);
+        return this.parseLongShortRatioHistory(data, market);
+    }
+    parseLongShortRatio(info, market = undefined) {
+        const marketId = this.safeString(info, 'symbol');
+        const timestamp = this.safeIntegerOmitZero(info, 'ts');
+        return {
+            'info': info,
+            'symbol': this.safeSymbol(marketId, market, undefined, 'contract'),
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'timeframe': undefined,
+            'longShortRatio': this.safeNumber2(info, 'longShortRatio', 'longShortAccountRatio'),
+        };
+    }
     handleErrors(code, reason, url, method, headers, body, response, requestHeaders, requestBody) {
         if (!response) {
             return undefined; // fallback to default error handler

package/dist/cjs/src/bybit.js

@@ -89,6 +89,8 @@ class bybit extends bybit$1 {
                 'fetchLedger': true,
                 'fetchLeverage': true,
                 'fetchLeverageTiers': true,
+                'fetchLongShortRatio': false,
+                'fetchLongShortRatioHistory': true,
                 'fetchMarginAdjustmentHistory': false,
                 'fetchMarketLeverageTiers': true,
                 'fetchMarkets': true,
@@ -9307,6 +9309,82 @@ class bybit extends bybit$1 {
             'fee': undefined,
         };
     }
+    async fetchLongShortRatioHistory(symbol = undefined, timeframe = undefined, since = undefined, limit = undefined, params = {}) {
+        /**
+         * @method
+         * @name bybit#fetchLongShortRatioHistory
+         * @description fetches the long short ratio history for a unified market symbol
+         * @see https://bybit-exchange.github.io/docs/v5/market/long-short-ratio
+         * @param {string} symbol unified symbol of the market to fetch the long short ratio for
+         * @param {string} [timeframe] the period for the ratio, default is 24 hours
+         * @param {int} [since] the earliest time in ms to fetch ratios for
+         * @param {int} [limit] the maximum number of long short ratio structures to retrieve
+         * @param {object} [params] extra parameters specific to the exchange API endpoint
+         * @returns {object[]} an array of [long short ratio structures]{@link https://docs.ccxt.com/#/?id=long-short-ratio-structure}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        let type = undefined;
+        [type, params] = this.getBybitType('fetchLongShortRatioHistory', market, params);
+        if (type === 'spot' || type === 'option') {
+            throw new errors.NotSupported(this.id + ' fetchLongShortRatioHistory() only support linear and inverse markets');
+        }
+        if (timeframe === undefined) {
+            timeframe = '1d';
+        }
+        const request = {
+            'symbol': market['id'],
+            'period': timeframe,
+            'category': type,
+        };
+        if (limit !== undefined) {
+            request['limit'] = limit;
+        }
+        const response = await this.publicGetV5MarketAccountRatio(this.extend(request, params));
+        //
+        //     {
+        //         "retCode": 0,
+        //         "retMsg": "OK",
+        //         "result": {
+        //             "list": [
+        //                 {
+        //                     "symbol": "BTCUSDT",
+        //                     "buyRatio": "0.5707",
+        //                     "sellRatio": "0.4293",
+        //                     "timestamp": "1729123200000"
+        //                 },
+        //             ]
+        //         },
+        //         "retExtInfo": {},
+        //         "time": 1729147842516
+        //     }
+        //
+        const result = this.safeDict(response, 'result', {});
+        const data = this.safeList(result, 'list', []);
+        return this.parseLongShortRatioHistory(data, market);
+    }
+    parseLongShortRatio(info, market = undefined) {
+        //
+        //     {
+        //         "symbol": "BTCUSDT",
+        //         "buyRatio": "0.5707",
+        //         "sellRatio": "0.4293",
+        //         "timestamp": "1729123200000"
+        //     }
+        //
+        const marketId = this.safeString(info, 'symbol');
+        const timestamp = this.safeIntegerOmitZero(info, 'timestamp');
+        const longString = this.safeString(info, 'buyRatio');
+        const shortString = this.safeString(info, 'sellRatio');
+        return {
+            'info': info,
+            'symbol': this.safeSymbol(marketId, market, undefined, 'contract'),
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'timeframe': undefined,
+            'longShortRatio': this.parseToNumeric(Precise["default"].stringDiv(longString, shortString)),
+        };
+    }
     sign(path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
         let url = this.implodeHostname(this.urls['api'][api]) + '/' + path;
         if (api === 'public') {